Applied Mathematics Commons^™

Performance Of Numerical Methods Applied To The Black–Scholes Model, Scott Cameron Williams

UNF Graduate Theses and Dissertations

We compare five numerical approaches for approximating solutions to the Black–Scholes partial differential equation for pricing European call options: FTCS, BTCS, Crank– Nicolson, Monte Carlo simulation, and a physics–informed neural network (PINN). These methods span finite difference techniques, probabilistic simulation, and machine learning. Performance is evaluated based on computational efficiency and accuracy relative to the analytical Black–Scholes solution.

Among the methods, Crank–Nicolson and the PINN demonstrated the strongest overall performance. Crank–Nicolson achieved the highest accuracy but exhibited increased runtime as the number of underlying stock price grid points grew. In contrast, the PINN produced slightly less accurate results but with …

An Empirical Comparison Of K-Nearest-Neighbors And Logistic Regression Classification Models, Jackson Cushing

Graduate Studies Theses and Dissertations 2026

This thesis presents an empirical comparison of two classification methods: Logistic Regression and K Nearest Neighbors (KNN). The primary objective of this research is to evaluate the strengths and limitations of each method when applied to real-world datasets. Several publicly available datasets on diabetes, breast cancer, heart attack risk, and cardiovascular disease, were analyzed. For each dataset, K Nearest Neighbors models were implemented in the same way logistic regression had already been applied. The results demonstrate that while logistic regression offers interpretable parameter estimates and performs well when the underlying predictor and outcome relationship is approximately linear, however KNN can …

Multi-Grade Deep Learning, Yuesheng Xu

Mathematics & Statistics Faculty Publications

Deep learning requires solving a nonconvex optimization problem of a large size to learn a deep neural network (DNN). The current deep learning model is of a single-grade, that is, it trains a DNN end-to-end, by solving a single nonconvex optimization problem. When the layer number of the neural network is large, it is computationally challenging to carry out such a task efficiently. The complexity of the task comes from learning all weight matrices and bias vectors from one single nonconvex optimization problem of a large size. Inspired by the human education process which arranges learning in grades, we …

Machine Learning-Based Intrusion Detection System For Iot Networks Using The Rt-Iot 2022 Dataset, Bukunmi Ebenezer Afolabi

Theses, Dissertations and Capstones

The rapid expansion of the Internet of Things (IoT) has transformed modern computing by enabling seamless connectivity among heterogeneous devices across diverse application domains. However, this increased interconnectivity has significantly enlarged the attack surface of IoT networks, exposing them to a wide range of sophisticated cyber threats. Conventional security mechanisms often lack the capability to detect emerging attacks in real time, thereby necessitating the development of intelligent Intrusion Detection Systems (IDS) capable of accurately identifying malicious network activities. This study developed and evaluated a machine learning-based intrusion detection framework for multiclass IoT attack detection using the RT-IoT2022 dataset. The dataset …

Stability Analysis Of Thermohaline Convection With A Time-Varying Shear Flow Using The Lyapunov Method, Kalin Kochnev

Honors Scholar Theses

This work applies the Lyapunov method to identify instabilities and compute the growth rate of a linear time-varying system. The linear system studied describes cold fresh water on top of hot salty water with a periodically time-varying background shear flow. A time-dependent weighting matrix is employed to construct a Lyapunov function candidate. The resulting linear matrix inequalities are discretized in time using the forward Euler method. As the number of temporal discretization points increases, the growth rate predicted by the Lyapunov method or Floquet theory, used for comparison, will converge to the same value obtained from numerical simulations. Furthermore, the …

Deep Learning With Kalman Filter, Rexford Julius Quaye

Electronic Theses and Dissertations

This thesis presents an extension of the Kalman filter to handle nonlinear and non-Gaussian systems. The standard Kalman filter is optimal under Gaussian assumptions but struggles with more complex noise models. This work introduces a novel loss function based on the Mahalanobis distance, which incorporates the covariance structure of measurement errors, enabling the filter to adapt to non-Gaussian scenarios. The neural network framework is applied to predict the system’s process model, while retaining the classical Kalman measurement update. The proposed methodology is demonstrated through examples of car position and rocket altitude tracking. The results show that the new approach performs …

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

Universal Systems Simulation Via Constraint Hypergraphs With Applications To Digital Twins, John Morris

All Dissertations

The characterization of systems encompasses a variety of modeling frameworks designed to capture specific behaviors and components of various system domains. Whatever the framework, the core elements of a system representation are the information of the system and a description of how that information is related. The relations in deterministic systems are functions, which, when composed to form executable processes, can be used to simulate system data. A declarative modeling framework is one that encodes mechanisms for preparing these simulations within the model structure, allowing an external agent to form the execution processes required for a given context. To date, …

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

Reverse (Bio)Engineering: A Machine Learning Approach To Optimize Baseball Pitcher Health And Performance, Robert C. Moore

All Dissertations

Ball tracking systems are becoming ubiquitous in sport, creating an unprecedented opportunity for big data applications to optimize human health and performance. These applications are especially common in baseball, a sport known for analyzing ball flight data to quantify performance. Analysts routinely use ball flight data to identify the attributes of top performing pitchers, finding that the best pitchers throw with optimal combinations of release speed and spin to precise locations. However, for certain pitchers, the throwing motion required to produce optimal ball flight places exceedingly high biomechanical load on the elbow, and consequently injury rates continue to rise. This …

On The Scalability Of Anisotropic Mesh Adaptation On Distributed And Shared Memory Architectures For Numerical Approximations, Kevin Mark Garner Jr.

Computer Science Theses & Dissertations

Mesh generation is a critical component in numerical approximations of Partial Differential Equations (PDEs). One such example includes Computational Fluid Dynamics (CFD), as CFD simulations in turn are crucial for applications in many industries, such as personalized healthcare and the design of aerospace vehicles. Generating high quality meshes for large-scale CFD problems presents a significant bottleneck in the CFD workflow. This dissertation proposes “fast,” parallel 3D mesh generation methodologies that are designed to leverage the concurrency offered by emerging High-Performance Computing (HPC) architectures. First, a distributed memory method is presented that integrates a sequential state-of-the-art isotropic, advancing front local reconnection-based …

Ai-Driven Optimization Of Wind Energy Distribution In Texas Using Multi-Agent Reinforcement Learning, Waleed Amer, Owolabi Oluwadamilola, Bassey Ogbonnaya

SMU Data Science Review

Abstract. The integration of large-scale wind power into modern electrical grids presents persistent challenges due to variability, curtailment, and compliance with operational constraints. This study proposes a multi-agent reinforcement learning (MARL) framework for optimizing wind energy distribution within the Texas power grid. The system employs three specialized agents—managing wind curtailment, storage utilization, and load adjustments—to collaboratively balance supply and demand under dynamic grid conditions. Using historical operational data from the Electric Reliability Council of Texas (ERCOT), the framework was trained and evaluated on a range of scenarios encompassing both typical and extreme operating conditions. Results demonstrate substantial performance improvements compared …

Towards Robust Autonomous Systems: Handling Multi-Modal Uncertainties In Gps-Denied Environments, Vivya Kalidindi

Doctoral Dissertations

This dissertation focuses on designing a robust and uncertainty-aware framework for autonomous systems operating in GPS-denied environments, such as indoor infrastructures, underground tunnels, and lunar surfaces. The proposed framework addresses the challenges posed by multi-modal uncertainties, including sensor noise, distributional shifts under adverse conditions, and conflicting decision-making preferences. These challenges compromise the reliability and adaptability of autonomous platforms. To overcome these challenges, the proposed framework adopts a layered architecture that integrates advanced methodologies across the sensing, perception, and decision-making layers. At the sensing layer, an Edge-Kalman Filter combined with a density ratio-based update mechanism is employed to reduce aleatoric uncertainty …

Multi-Resolution Graph Neural Networks For Spread Prediction, Petr Kisselev

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Modeling Synaptic Dysfunction As Neural Contagion: A Graph-Based Sedr Framework For Simulating Signal Spread, Michelle Marfo, Dr. Padmanabhan Seshaiyer, Alonso Ogueda-Oliva

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Modeling The Cancer Cell Growth Predictions Based On Classical Mathematical Models With Physics-Informed Neural Network, Widodo Samyono

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Quantification Of Parameters To Predict The Rupture Of Intracranial Saccular Aneurysms Using Physics Informed Neural Networks, Alonso Gabriel Ogueda, Padmanabhan Seshaiyer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

The Problem Of Identification Of Linear Stationary Objects With Distributed Parameters By Their Experimental Transient Characteristics, Miraziz Vorisovich Sagatov

Chemical Technology, Control and Management

A wide class of control system elements can be described with reasonable accuracy by the concept of a linear stationary dynamic object. Several mathematical descriptions of such an object are known. The traditional mathematical model is a high-order ordinary linear differential equation. In the Laplace image space, this corresponds to a fractional-rational transfer function. The latter can be decomposed into elementary fractions. Then, using the convolution theorem and tables of elementary Laplace transform functions, one can access the originals. It is crucial to ensure precise alignment of the parameters of the mathematical model of the object used in the corrector …

Tight Spherical Embeddings (Updated Version), Thomas E. Cecil, Patrick J. Ryan

Mathematics and Computer Science Department Faculty Scholarship

This is an updated version of the paper [14] which appeared in the proceedings of the 1979 Berlin Colloquium on Global Differential Geometry. This paper contains the original exposition together with some notes by the authors made in 2025 (as indicated in the text) that give references to descriptions of progress made in the field since the time of the original version of the paper. The main result of this paper is that every compact isoparametric hypersurface Mⁿ ⊂ Sⁿ⁺¹ ⊂ Rⁿ⁺² is tight, i.e., every non-degenerate linear height function ℓ_p, p ∈ …

Cnn-Based Hybrid Model For Detecting Blight Diseases In Potato Crops With Advanced Image Processing Techniques, Farian S. Ishengoma

Tanzania Journal of Engineering and Technology (TJET)

Potato production plays a vital role in global agriculture as a major food source for large populations. However, potato crops are highly susceptible to diseases, particularly Early Blight and Late Blight, which result in substantial yield losses. Timely detection and effective control of these diseases are essential for maintaining stable crop output. This study explores the integration of Convolutional Neural Networks (CNNs) and advanced image processing techniques to differentiate between diseased and healthy potato plants accurately. Two datasets comprising original and enhanced images were used to train four CNN models: InceptionV3, Xception, Densenet201, and Resnet152V2. The original images underwent background …

Meshless Discrete Velocity Boltzmann Model For Porous Media Flow, Amandine Maidenberg

Doctoral Dissertations and Master's Theses

This dissertation explores the combination of two sophisticated techniques for addressing computational fluid dynamics: the discrete velocity Boltzmann equation (DVBE) and the localized collocation meshless model with upwinding (U-LCMM). The DVBE is a high-level model that describes the foundations of transport phenomena by addressing the microscale motions of particles themselves and the effect of their aggregate behaviors on continuum principles. This equation integrates multiple scales of phenomena; while it can be used for fluid flow at Navier-Stokes scales, it can also resolve fine features that can only be described at the molecular level. This type of model is necessary for …

(Si15-113) Augmenting Cryptographic Security Through Inventive Application Of The Kharrat-Toma Transform Algorithm, Prabakaran Raghavendran, Tharmalingam Gunasekar, K. Sakthivel, Kamalendra Kumar, Shalini Gupta

Applications and Applied Mathematics: An International Journal (AAM)

This paper introduces a cryptographic technique combining the Kharrat-Toma Transform and congruence modulo operators to improve the security of message encryption. The proposed model uses the mathematical properties of the Kharrat-Toma Transform and its inverse for direct scrambling and unscrambling processes while embedding sufficient complexity to resist modern cryptanalytic attacks. The model is subjected to experimental tests, including encryption quality analysis, Shannon entropy, and NIST randomness tests, in order to prove the strength of the model. Through encryption quality analysis, symbol frequencies in the ciphertext are masked heavily from having much correlation between plaintext and ciphertext. Entropy values indicate near-theoretical …

Solution Of Fractional Order Diffusion Equations With Clique Neural Network, Merve Zeynep Kaya, Mesut Karabacak, Ercan Çelik

Mathematical Modelling and Numerical Simulation with Applications

In this paper, the clique artificial neural network method is used to solve the fractional diffusion equation, which is a subclass of partial differential equations. The clique neural network architecture is constructed using input, hidden, and output layers. Several degrees of clique polynomials were used as activation functions, and the output layer was obtained by multiplying them with weight coefficients. Subsequently, the optimization equation was derived, and the exact solution, numerical solution, and error function graphs were obtained using a specialized algorithm. Analysis of the results demonstrates that the clique artificial neural network method provides quicker and more accurate results …

Synergistic Modeling Of Hydrogel Gelation Via Time-Delay Dynamics And Machine Learning Algorithms, Mine Babaoglu, Dipesh ., Pankaj Kumar, Jagjit Singh Dhatterwal, Mansoor Alsulami

Mathematical Modelling and Numerical Simulation with Applications

This paper presents an integrated framework in which delay differential equation (DDE) modeling and machine learning (ML) approaches are coupled to study hydrogel formation kinetics, with emphasis on delayed crosslinker addition. Conventional mechanistic models disclose many physical and kinetic complexities of reacting mixtures; they seldom depict the nonlinear and time-evolving complexities inherent in developing polymer networks. To address this, a mathematical model is developed that examines how the insertion of crosslinkers affects system stability and equilibrium. Analytical and numerical results show that delays nearing critical levels cause bifurcation behavior with substantial implications on gelation kinetics. Sophisticated machine learning systems, including …

Memoir On A General Property Of A Very Extensive Class Of Transcendental Functions, Niels Henrik Abel 1802--1829, John Little

Mathematics and Computer Science Department Faculty Scholarship

We present this new commentary and translation anticipating the 200th anniversary of the work, commonly known as Abel's ``Paris memoir.'' This is recognized today as one of Abel's most original and influential works. It is significant mostly because it marked the first appearance of a form of a result in the theory of algebraic curves and Riemann surfaces that has come to be known as ``Abel's theorem.'' However, Abel's original understanding of the meaning and context of his result was quite different from the typical modern formulation and the development of the modern understanding has been a long and tortuous …

Constructions Of Compact Dupin Hypersurfaces With Non-Constant Lie Curvatures, Thomas E. Cecil

Mathematics and Computer Science Department Faculty Scholarship

A hypersurface M in the unit sphere Sⁿ ⊂ Rⁿ⁺¹ is Dupin if along each curvature surface of M, the corresponding principal curvature is constant. If the number g of distinct principal curvatures is constant on M, then M is called proper Dupin. In this expository paper, we give a detailed description of two important types of constructions of compact proper Dupin hypersurfaces in Sⁿ. One construction was published in 1989 by Pinkall and Thorbergsson [35], and the second was published in 1989 by Miyaoka and Ozawa [26]. Both types of examples have the …

A Dual-Model Machine Learning Framework For Predictive Maintenance Of Industrial Digital Press Components, Richmond Darko, Emmanuel Adabor

African Conference on Information Systems and Technology

This study presents a novel dual-model predictive maintenance framework designed to improve maintenance scheduling for components in industrial digital presses. The framework integrates two complementary approaches: a Threshold-Based Maintenance Approach (TBMA) for components operating within acceptable usage limits, and an Overdue Severity-Based Maintenance Approach (OSBMA) for those that have exceeded their expected lifespans or show signs of critical degradation. This study uses real-world operational data from a Konica Minolta C6000 press. It applies advanced machine learning models, including Gradient Boosting Machines and Random Forest for classification, and Generalized Additive Models (GAM) for Remaining Useful Life (RUL) prediction. The goal is …

Advancing Real-World Implementation Of The Well Optimized Linear Finder (Wolf) High-Speed Atmospheric Turbulence Compensation Method, Timothy Evan Coon

Theses and Dissertations

This dissertation advances the real-world implementation of the Well Optimized Linear Finder (WOLF) method for high-speed Atmospheric Turbulence Compensation (ATC). Atmospheric turbulence introduces phase aberrations into optical wavefronts and degrades image quality in terrestrial imaging systems. Traditional phase diversity methods are computationally intensive and poorly suited to real-time operation. The WOLF method addresses these limitations through a novel, point-wise formulation of the optical transfer function (OTF) as a structured autocorrelation of the generalized pupil function (GPF). This formulation enables the estimation of phase aberrations at individual spatial coordinates with distributed computational complexity.

The research begins by developing a MATLAB-based simulation …

Cami: A Counselor Agent Supporting Motivational Interviewing Through State Inference And Topic Exploration, Yizhe Yang, Palakorn Achananuparp, Heyan Huang, Jing Jiang, Phey Ling Kit, Nicholas Gabriel Lim, Cameron Shi Ern Tan, Ee-Peng Lim

Research Collection School Of Computing and Information Systems

Conversational counselor agents have become essential tools for addressing the rising demand for scalable and accessible mental health support. This paper introduces CAMI, a novel automated counselor agent grounded in Motivational Interviewing (MI) – a client-centered counseling approach designed to address ambivalence and facilitate behavior change. CAMI employs a novel STAR framework, consisting of client’s state inference, motivation topic exploration, and response generation modules, leveraging large language models (LLMs). These components work together to evoke change talk, aligning with MI principles and improving counseling outcomes for diverse clients. We evaluate CAMI’s performance through both automated and expert evaluations, utilizing simulated …

Algebraic Multigrid Methods For Nonsymmetric And Indefinite Problems: Theory And Applications, Ahsan Ali

Mathematics & Statistics ETDs

Algebraic multigrid (AMG) is a well-established and highly efficient solver for symmetric positive definite (SPD) systems arising from elliptic and parabolic PDEs, while nonsymmetric systems from hyperbolic PDEs remain a significant challenge. This dissertation develops AMG methods and theory for nonsymmetric problems. First, we develop a novel approach combining mode constraints from energy-minimization AMG with local approximations of ideal restriction in $\ell$AIR, resulting in constrained $\ell$AIR (C$\ell$AIR), which demonstrates scalable convergence across advective and diffusive problems. Second, we extend optimal AMG theory by deriving spectral radius estimates for the two-grid error transfer operator using matrix-induced orthogonality, enabling convergence predictions for …