AMSC 663-664 Projects, 2004-2005

Below are the links to each student's AMSC 663-664 project webpage.

• Purnendu Chakraborty
  e-mail: purnendu "at" math.umd.edu
  Project Title: Molecular Dynamics Simulation of a Course Grained Model for Water Droplets Coated with Fatty Acid
  Project Supervisor: Dr. Michael Zachariah
  Abstract: Controlling particle size is a major challenge in the formation of nanoparticles. One of the approaches has been to coat the particle with a material that would prevent or retard particle agglomeration and coalescence. In this project we consider a model problem in which we investigate, using Molecular Dynamics, the effect of coating water droplets with fatty acid. The overall approach involves simplified representation of water, alkanes and the carboxylic group and implementing, for each type of molecule, a model that mimics key physical or structural features that is known from experiments or atomistic simulations.

• Bing Zhang
  e-mail: zhangb "at" math.umd.edu
  Project Title: MC Simulation of a First-Passage Time Problem in Equity Market Driven by Levy Processes
  Project Supervisor: Dr. Dilip B. Madan
  Abstract: Basket Equity Default Swaps (Basket EDS) is a newly emerging financial contract that compensates the contract buyer when the underlying stock prices drop to prescribed low boundaries. Amongst all technical challenges, the joint probability distribution of passage time of the price path hitting the low boundaries has remained largely unclear which poses significant difficulties in pricing the financial claim. This project, assuming the underlying driven by Levy processes, employs Monte Carlo simulation to approach to solve the problem.