A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

Broadband chaos generated by an optoelectronic oscillator.

We study an optoelectronic time-delay oscillator that displays high-speed chaotic behavior with a flat, broad power spectrum. The chaotic state coexists with a linearly stable fixed point, which, when subjected to a finite-amplitude perturbation, loses stability initially via a periodic train of ultrafast pulses. We derive approximate mappings that do an excellent job of capturing the observed instability. The oscillator provides a simple device for fundamental studies of time-delay dynamical systems and can be used as a building block for ultrawide-band sensor networks.

Essays on Microeconometrics

My dissertation has three chapters which develop and apply microeconometric tech- niques to empirically relevant problems. All the chapters examines the robustness issues (e.g., measurement error and model misspecification) in the econometric anal- ysis. The first chapter studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treat- ment variable is mismeasured and endogenous. I characterize the sharp identified set for the local average treatment effect under the following two assumptions: (1) the exclusion restriction of an instrument and (2) deterministic monotonicity of the true treatment variable in the instrument. The identification strategy allows for general measurement error. Notably, (i) the measurement error is nonclassical, (ii) it can be endogenous, and (iii) no assumptions are imposed on the marginal distribution of the measurement error, so that I do not need to assume the accuracy of the measure- ment. Based on the partial identification result, I provide a consistent confidence interval for the local average treatment effect with uniformly valid size control. I also show that the identification strategy can incorporate repeated measurements to narrow the identified set, even if the repeated measurements themselves are endoge- nous. Using the the National Longitudinal Study of the High School Class of 1972, I demonstrate that my new methodology can produce nontrivial bounds for the return to college attendance when attendance is mismeasured and endogenous.

The second chapter, which is a part of a coauthored project with Federico Bugni, considers the problem of inference in dynamic discrete choice problems when the structural model is locally misspecified. We consider two popular classes of estimators for dynamic discrete choice models: K-step maximum likelihood estimators (K-ML) and K-step minimum distance estimators (K-MD), where K denotes the number of policy iterations employed in the estimation problem. These estimator classes include popular estimators such as Rust (1987)’s nested fixed point estimator, Hotz and Miller (1993)’s conditional choice probability estimator, Aguirregabiria and Mira (2002)’s nested algorithm estimator, and Pesendorfer and Schmidt-Dengler (2008)’s least squares estimator. We derive and compare the asymptotic distributions of K- ML and K-MD estimators when the model is arbitrarily locally misspecified and we obtain three main results. In the absence of misspecification, Aguirregabiria and Mira (2002) show that all K-ML estimators are asymptotically equivalent regardless of the choice of K. Our first result shows that this finding extends to a locally misspecified model, regardless of the degree of local misspecification. As a second result, we show that an analogous result holds for all K-MD estimators, i.e., all K- MD estimator are asymptotically equivalent regardless of the choice of K. Our third and final result is to compare K-MD and K-ML estimators in terms of asymptotic mean squared error. Under local misspecification, the optimally weighted K-MD estimator depends on the unknown asymptotic bias and is no longer feasible. In turn, feasible K-MD estimators could have an asymptotic mean squared error that is higher or lower than that of the K-ML estimators. To demonstrate the relevance of our asymptotic analysis, we illustrate our findings using in a simulation exercise based on a misspecified version of Rust (1987) bus engine problem.

The last chapter investigates the causal effect of the Omnibus Budget Reconcil- iation Act of 1993, which caused the biggest change to the EITC in its history, on unemployment and labor force participation among single mothers. Unemployment and labor force participation are difficult to define for a few reasons, for example, be- cause of marginally attached workers. Instead of searching for the unique definition for each of these two concepts, this chapter bounds unemployment and labor force participation by observable variables and, as a result, considers various competing definitions of these two concepts simultaneously. This bounding strategy leads to partial identification of the treatment effect. The inference results depend on the construction of the bounds, but they imply positive effect on labor force participa- tion and negligible effect on unemployment. The results imply that the difference- in-difference result based on the BLS definition of unemployment can be misleading

due to misclassification of unemployment.

Moduli Space of (0,2) Conformal Field Theories

In this thesis we study aspects of (0,2) superconformal field theories (SCFTs), which are suitable for compactification of the heterotic string. In the first part, we study a class of (2,2) SCFTs obtained by fibering a Landau-Ginzburg (LG) orbifold CFT over a compact K\"ahler base manifold. While such models are naturally obtained as phases in a gauged linear sigma model (GLSM), our construction is independent of such an embedding. We discuss the general properties of such theories and present a technique to study the massless spectrum of the associated heterotic compactification. We test the validity of our method by applying it to hybrid phases of GLSMs and comparing spectra among the phases. In the second part, we turn to the study of the role of accidental symmetries in two-dimensional (0,2) SCFTs obtained by RG flow from (0,2) LG theories. These accidental symmetries are ubiquitous, and, unlike in the case of (2,2) theories, their identification is key to correctly identifying the IR fixed point and its properties. We develop a number of tools that help to identify such accidental symmetries in the context of (0,2) LG models and provide a conjecture for a toric structure of the SCFT moduli space in a large class of models. In the final part, we study the stability of heterotic compactifications described by (0,2) GLSMs with respect to worldsheet instanton corrections to the space-time superpotential following the work of Beasley and Witten. We show that generic models elude the vanishing theorem proved there, and may not determine supersymmetric heterotic vacua. We then construct a subclass of GLSMs for which a vanishing theorem holds.

Buffer stocks are better stabilizers than quotas

Michael Pelcovits (1979, p. 307) recently showed that with an unstable foreign excess supply curve, either a fixed quota or a buffer stock program with a fixed tariff can be used to stabilize domestic price at a given level, and both policies 'will have the same effect on social welfare [so...t]he choice between [the two...] must then be made on the basis of administrative cost and feasibility'. However, he reached his conclusion by ranking the two policies on the basis of domestic welfare, and in this note we demonstrate with his same model that on the basis of foreign welfare the buffer stock is better than the quota. Thus, world welfre is higher under the buffer stock than under the quota. © 1981.

Gold nanoparticles on polarizable surfaces as Raman scattering antennas.

Surface plasmons supported by metal nanoparticles are perturbed by coupling to a surface that is polarizable. Coupling results in enhancement of near fields and may increase the scattering efficiency of radiative modes. In this study, we investigate the Rayleigh and Raman scattering properties of gold nanoparticles functionalized with cyanine deposited on silicon and quartz wafers and on gold thin films. Dark-field scattering images display red shifting of the gold nanoparticle plasmon resonance and doughnut-shaped scattering patterns when particles are deposited on silicon or on a gold film. The imaged radiation patterns and individual particle spectra reveal that the polarizable substrates control both the orientation and brightness of the radiative modes. Comparison with simulation indicates that, in a particle-surface system with a fixed junction width, plasmon band shifts are controlled quantitatively by the permittivity of the wafer or the film. Surface-enhanced resonance Raman scattering (SERRS) spectra and images are collected from cyanine on particles on gold films. SERRS images of the particles on gold films are doughnut-shaped as are their Rayleigh images, indicating that the SERRS is controlled by the polarization of plasmons in the antenna nanostructures. Near-field enhancement and radiative efficiency of the antenna are sufficient to enable Raman scattering cyanines to function as gap field probes. Through collective interpretation of individual particle Rayleigh spectra and spectral simulations, the geometric basis for small observed variations in the wavelength and intensity of plasmon resonant scattering from individual antenna on the three surfaces is explained.