Applied Mathematics Commons^™

Cdt-1d Cnn Integration With Simpson-Sobolev Regularization For High-Frequency Options Trading: With Fem-Based Heston Option Pricing, Daniel M. Margolis, Johannes Tausch, Arthur K. Selender

Mathematics Theses and Dissertations

This dissertation presents a computational framework for high-frequency options trading that combines Cross-Data-Type 1-D Convolutional Neural Networks (CDT-1D CNN) with Simpson-Sobolev regularization for directional prediction, and finite element methods (FEM) for realistic option pricing during backtesting. The core innovation lies in developing a mathematically rigorous regularization approach that maintains the adaptability of modern deep learning while enabling accurate evaluation through stochastic volatility models. The primary contribution is the Simpson-Sobolev regularization scheme, which extends traditional Sobolev regularization by incorporating Simpson’s rule for numerical integration. This approach achieves higher-order accuracy in approximating the Sobolev norms that control function smoothness. Simpson’s rule attains …

Numerical Method For Strongly Variable-Density Flows At Low Mach Number: Flame-Sheet Regularisation And A Mass-Flux Immersed Boundary Method, Matheus P. Severino, Fernando F. Fachini, Elmer M. Gennaro, Daniel Rodríguez, Leandro F. Souza

Mathematical Modelling and Numerical Simulation with Applications

A low-Mach-number flow, in the laminar regime, has intrinsically two characteristic spatial scales for a given time scale, or two characteristic temporal scales for a given spatial scale, and these dual scales are very different due to the disparity between the flow and acoustic speed. Therefore, low-Mach-number flows impose mathematical and computational challenges in their description. Standard numerical methods for compressible flows, which are typically designed for problems with a single dominant spatial and temporal scale, require alternative approaches, such as preconditioning techniques or solvers tailored for low-Mach-number equations. The present work introduces a simplified fluid dynamics model for flows …

Hybrid Solar - Coal Thermal Energy System For Industrial Process Heat At Sayona Drinks Limited In Tanzania, Santos Kihwele, Elisha D. Bitesigirwe

Tanzania Journal of Engineering and Technology (TJET)

Over the past two decades, global efforts to mitigate pollution from conventional energy sources have intensified, with coal remaining a major contributor to carbon emissions. While fossil fuels cannot be eliminated from thermal generation in manufacturing industries, particularly in middle‑income countries such as Tanzania, they continue to dominate as the primary energy source. Industries including food and beverage, paper, textile, paints, chemicals, and pharmaceuticals require substantial thermal energy for heating and drying, and typically rely on coal and natural gas.This study introduces a unique application of a parabolic trough solar thermal system with integrated thermal energy storage, specifically tailored to …

(R2072) A Method To Sample From Transition Densities Of Diffusion Processes With Unknown Densities, Yasin Kikabi, Juma Kasozi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we present a reliable method that can be used to sample paths of a diffusion process described by a system of stochastic differential equations. These are types of processes whose transition density is not known in closed form. This reliable method involves solving a partial differential equation of the Fokker-Planck type by rejection sampling techniques applied to the associated densities. We then use the novel method to sample from the Ornstein-Uhlenbeck (OU) process whose transition density is known and has unbounded drift. The results obtained compare excellently with the analytical results, thus rendering the method reliable and …

(R2153) Advanced Numerical Method For One Dimensional Burgers Equation With A Source Term, Yahaya Alassane Mahaman Nouri, Djibo Moustapha, Maman Yarodji Abdoul, Saley Bisso

Applications and Applied Mathematics: An International Journal (AAM)

This paper investigates a numerical strategy for the one-dimensional Burgers equation with a nonzero source term. Such equations arise in simplified models of transport and diffusion processes and are often used to assess the performance of numerical schemes for nonlinear evolution problems. The proposed approach combines a second-order Crank–Nicolson time discretization with a projection-based procedure that separates the nonlinear convective contribution from diffusive effects. Spatial approximation is carried out using a Chebyshev spectral collocation method, which provides high accuracy for smooth solutions with a limited number of degrees of freedom. The resulting fully discretized system is solved through an iterative …

(R2155) Mathematical Insights Into Cancer Cells Growth Stability And Chaos, Pardeep Kumar, Kashish Agarwal, Tripti Anand, Sarita Jha

Applications and Applied Mathematics: An International Journal (AAM)

In this research paper, we examined a recently proposed three-dimensional dynamical model of cancer cell growth that explicitly couples the populations of tumour cells, healthy host cells, and immune cells (Pardeep et al.). We aim to elucidate the model’s novel biological features relative to classical tumour–immune interaction models and to characterize its dynamical regimes. This model is governed by nonlinear differential equations featuring a quadratic tumour proliferation term and bilinear coupling terms for tumour–immune and tumour–host interactions. Then, we performed the rigorous analysis by solving the fixed-point equations and from the Jacobian matrices at the resulting equilibria to identify the …

(R2167) Global Stability Of Seirs Model With Single Dose Vaccination In Varying Population, Govind Jha, Prabhat Mandal, Sarita Jha

Applications and Applied Mathematics: An International Journal (AAM)

Understanding the evolution of infectious diseases within a dynamic population is essential for formulating effective public health strategies. This work introduces an enhanced SEIRS epidemic model that incorporates demographic variation and a single-dose vaccination strategy, supporting that immunity can be reduced over time. The model reflects diseases in which individuals may return to the susceptible state after recovery. Extending prior reduced three-dimensional models, this study develops a complete four-dimensional SEIRS framework, thereby increasing the model’s applicability to real-world scenarios. The inclusion of the full system presents greater analytical challenges. To overcome this, we extend the second additive compound matrix and …

(R2187) Analysis Of Neurological Impairments In Hospitalized Patients Using Cubic Neutrosophic Sets, B. Anitha, M. Lavanya

Applications and Applied Mathematics: An International Journal (AAM)

This study introduces an MCDM-based framework for identifying neurological diseases in hospitalized patients using symptom-based evaluations. A team of interns, guided by the chief doctor, was responsible for determining each patient’s precise condition from the presented neurological symptoms. To enhance diagnostic accuracy, the interns employed the TOPSIS and WASPAS methods to assess and rank the potential disease options. The combined analysis yielded a clear identification of the highest ranked disease for every patient, highlighting the effectiveness of these MCDM techniques in supporting clinical decision making.

(R2129) Layer Resolving Classical Scheme For A System Of N Time-Dependent Singularly Perturbed Problems With Spatial Delay And Robin Initial Conditions, K. Ramiya Bharathi, G. E. Chatzarakis, M. Joseph Paramasivam

Applications and Applied Mathematics: An International Journal (AAM)

This article deals with solving a system of n time-dependent singularly perturbed problems with spatial delay and robin initial conditions. Each equation’s leading term is multiplied by a distinct small positive parameter, inducing overlapping initial layers. Due to presence of these parameters and delay terms, intricate layers occur at interior regions of the domain. To capture the behavior of these layers the solution is decomposed into two components and layer functions are also formulated. The formulation of the layer resolving numerical scheme involves temporal and spatial discretization on uniform and piecewise uniform Shishkin meshes respectively. The proposed framework is found …

Qualitative Analysis Of Solutions To A General Class Of Nonlinear Difference Equations With Applications, Osama Moaaz, Mohamed F. Abouelenein, Mona Anis

Mathematical Modelling and Numerical Simulation with Applications

This work examines the qualitative behavior of a general class of difference equations. We establish criteria guaranteeing the stability, periodicity, and boundedness of the solutions of the equation under consideration. In addition, we identify its invariant intervals. The theoretical results are subsequently applied to various special cases, among them the May--Host model. Numerical simulations are presented to demonstrate the dynamics of the solutions and to validate the theoretical analysis.

Adaptive Intervention Strategies In Co-Evolving Multiplex Networks: A Reinforcement Learning Approach To Real-Time Misinformation Containment, Anjali Ashokrao Bhadre Dr., Harshvardhan Prabhakar Ghongade Dr.

Northeast Journal of Complex Systems (NEJCS)

The growing transmission of misinformation via social media creates serious challenges to public health, democracy and social cohesion. To date, methods used to contain misinformation rely upon static representations of networks and set rules for interventions. In contrast, this study presents the first Multiplex Adaptive Reinforcement Intervention Network (MARIN), a framework for real-time adaptive intervention in the context of dynamic misinformation transmission using co-evolving multiplex networks and deep reinforcement learning. Unlike past studies that have assumed static network structures, MARIN has the ability to allow for dynamic changes in network topology as a result of both misinformation transmission and intervention …

Pinnlab: An Interactive Dashboard For Teaching Data-Driven Parameter Estimation In Differential Equations Using Physics-Informed Neural Networks, Mohan J. Parthasarathy, Padmanabhan Seshaiyer

CODEE Journal

Undergraduate instruction in ordinary differential equations (ODEs) is typically organized around the forward problem: finding solution trajectories when the governing equation and its parameters are known. In scientific practice, however, inverse problems are often more relevant, requiring unknown parameters to be inferred from noisy observations while assessing whether a proposed model is consistent with the data. We introduce PINNLab, an open-source MATLAB dashboard designed to help undergraduate students explore inverse modeling through physics-informed neural networks (PINNs). PINNLab presents PINNs as a complementary data-driven framework that connects differential equations, optimization, empirical data, and scientific machine learning. The instructional sequence is organized …

The Dynamics Of Educational Change: A Complex Systems Perspective, Preethi Nanjundan, Lijo Thomas, Abith K. Sunil

Northeast Journal of Complex Systems (NEJCS)

The perception of university teachers toward educational reforms plays an important role in determining the success of changes introduced in the education sector. This study focuses on teachers’ attitudes toward change, their emotional responses, and their overall views on educational reforms. Across the world, many educational reforms have failed to achieve their expected outcomes in improving teaching practices and student learning. As education systems are highly complex, the approach toward implementing reforms has also changed over time. Some reforms are introduced gradually, while others involve major innovations within the system. Complexity theory provides useful insights and tools that help educators …

A Professional Development Course On Data-Driven Dynamical Systems At A Primarily Undergraduate Institution: Part A - Scientific Content, Alessandro M. Selvitella, Jeffrey R. Anderson

CODEE Journal

In the age of data-driven decision making, ordinary differential equations (ODEs) remain a powerful and interpretable framework for modeling dynamic processes, especially when integrated with modern tools from statistical learning and data-driven dynamical systems. Yet, general undergraduate and graduate curricula do not typically address key opportunities in data-driven dynamical systems.

This first paper in a series focuses on the mathematical and methodological core of a professional development course first developed in the academic year 2025-2026 at a Primarily Undergraduate Institution, Purdue University Fort Wayne. The curriculum developed in this course emphasized how regression, regularization, and sparse identification can be used …

Decoding Stock Market Movements: The Role Of Unemployment And Volatility, Bipllab Roy, Suparna Bhattacharjee

Northeast Journal of Complex Systems (NEJCS)

This study investigates how unemployment and market volatility interact with stock prices in the Indian context, framing the stock–labour–volatility nexus as a complex adaptive system (CAS) rather than a set of linear, time-invariant relationships. Using verified secondary data on unemployment, India VIX, and NSE stock indices for 2013–2023, we first apply simple and multiple regression as a descriptive baseline. Results show a strong negative association between unemployment and stock prices (R ≈ 0.824, R² ≈ 0.68, p < 0.05), consistent with Keynesian demand-side channels, while the linear VIX–stock relationship is weak and statistically insignificant (R² ≈ 0.07, p > 0.05), consistent with the expectation that volatility operates through non-linear, regime-dependent mechanisms not captured by OLS.

Importantly, we document and transparently disclose critical …

Investigating An Energy-Preserving Spectral Finite Difference Numerical Method For A Wave Equation On The Metric Graph, Tue Minh Tran

University Honors Theses

To investigate the accuracy and long-term energy conservation of a spectral finite difference numerical method for a wave equation on metric graphs. In conservative systems, numerical methods should preserve total energy. However, explicit finite difference methods require impractically small space steps and exhibit energy drift at end points. To address these limitations, a spectral finite difference method is implemented using a Fourier transformation. This semi-spectral method improves stability at endpoints while maintaining second-order accuracy, achieving an overall error of O(∆t²). We implement the semi-spectral method on the IEEE14 metric graph and provide visuals showing the initial condition …

Developing A Framework For Mooc Dropout: The Role Of Utilitarian And Hedonic Values In Student Retention, Bipllab Roy, Mave D'Souza, Madhura Laghane

Northeast Journal of Complex Systems (NEJCS)

Massive Open Online Courses (MOOCs) have expanded access to higher education but continue to face persistently high dropout rates, raising concerns about their long‑term effectiveness and sustainability. This study develops and empirically tests a structural framework that links utilitarian values (perceived usefulness, certificate value, time flexibility), hedonic values (enjoyment, variety and novelty, personal interest alignment), and individual characteristics (goal orientation, self‑efficacy, motivation type) to MOOC student retention. Data were collected through a structured questionnaire administered to 200 MOOC learners from Christ University, Lavasa Campus, and analyzed using Structural Equation Modelling (SEM) in AMOS. The results show that goal orientation, self‑efficacy …

Distributed Self-Control Of Dynamical Networks By Adaptive Link Weight Adjustments, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

Conventional control theory considers controlling the behavior of a dynamical system toward a desired state by injecting externally designed inputs into the system. Meanwhile, most complex systems exhibit self-organization through local information exchanges among individual dynamical components that are embedded within a complex network of interactions. The self-organizing dynamics of those systems are realized in a highly distributed manner using locally available information only, and therefore, their behaviors have not been discussed much from a control theoretic viewpoint. Meanwhile, adaptive networks, i.e., dynamical networks whose states and topologies coevolve at similar time scales, can offer a promising theoretical framework in …

Exploring Maximal Length Cellular Automata To Generate Primitive Polynomials In Gf(2), Sumit Adak, Subhrajit Deb, Anurag Ghosh, Angshuman Roy, Souvik Roy

Northeast Journal of Complex Systems (NEJCS)

We present a simple method that uses cellular automata (CAs) to find primitive polynomials over GF(2). We used maximal length CAs as tools to generate primitive polynomials. It is usually very difficult to find maximal length CAs or primitive polynomials since they require exponential time, and there is no linear time method. However, in our work, given an n-size specific sequence of CA with reasonable probability, our technique computes a cycle of length at most 2^n-1 (maximal length) in O(n) time. The characteristic polynomials of synthesized maximal length CAs are claimed to be primitive since it was previously established that …

Evaluating Optimal Capacity And Investment Strategies For Renewable Energy Projects: A Combined Technical And Financial Approach, Helen Josephine, Indhumathi Shanmugasundaram, Sharad Gupta, Manjari Sharma

Northeast Journal of Complex Systems (NEJCS)

The global shift toward clean energy is accelerating, and by 2050 renewable sources are expected to supply more than 85% of the world’s electricity. This transition, however, introduces new layers of complexity. Wind and solar energy behave as interconnected subsystems whose output fluctuates with weather, season, and geography. Their interaction with fixed hourly demand, capital-intensive investments, and financing structures creates a multi-dimensional system in which small changes can trigger significant operational and economic consequences.  This study presents a simulation-driven framework designed to understand and optimize this complex behaviour. The framework models hourly wind and solar generation alongside projected demand to …

Decision Making At Triage Classification Using Svm With Smote Technique, Mehanas Shahul, Pushpalatha Kp

Northeast Journal of Complex Systems (NEJCS)

The efficient functioning of triage gates in overcrowded emergency departments (EDs) occurs in the context of the complex adaptive system (CAS) framework, where diverse system elements – patients, medical personnel, resources, patients’ inflow patterns, and patients themselves – simultaneously and dynamically influence the decision process. This study addresses the automated incorporation of machine learning triage algorithms as part of the system triage process to support automated classified risk-level recognition based on a limited set of vital signs. Patients are dynamically subsumed under high and low-risk categories enhanced by sensitivity, which enables optimal diagnosis and triage response to the critical clinician …

Uncovering Discrete States From Multimodal Psychophysiological Data Using Gaussian Latent Dirichlet Allocation (Glda), Congyu Wu, Aaron Fisher, David Schnyer

Northeast Journal of Complex Systems (NEJCS)

In this article we explore and validate the utility of an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for discovering discrete states from repeated, multimodal psychophysiological samples collected from multiple individuals. Psychology and medical research heavily involves measuring potentially related but individually inconclusive variables from a cohort of participants to derive diagnosis, necessitating clustering analysis for state identification. Traditional probabilistic clustering models such as Gaussian Mixture Model (GMM) assume a global mixture of component distributions, which may not be realistic for observations from different patients. The GLDA model borrows the individual-specific mixture structure from a popular topic model Latent …

Asymmetric Opinion Formation Of Emotional Excitable Agents, Irene Ferri, Emanuele Cozzo, Aleix Nicolás-Olivé, Albert Díaz-Guilera, Luce Prignano

Northeast Journal of Complex Systems (NEJCS)

The bounded confidence model represents a widely adopted framework for modeling opinion dynamics wherein actors have a continuous-valued opinion and interact and approach their positions in the opinion space only if their opinions are within a specified confidence threshold. Here, we propose a novel framework where the confidence bound is determined by a decreasing function of their emotional arousal, an additional independent variable distinct from the opinion value. Additionally, our framework accounts for agents' ability to broadcast messages, with interactions influencing the timing of each other's message emissions. Our findings underscore the significant role of synchronization in shaping consensus formation. …

Conditional Product Sampling For Gaussian Process Implicit Surfaces, Song Shi

Dartmouth College Master’s Theses

Gaussian Process Implicit Surfaces (GPISes) provide a powerful and unified stochastic geometry representation for rendering surfaces, volumes, and the rich continuum between them. Recent work has shown that GPISes can model a broad space of visual appearances under a unified light transport framework. However, practical rendering with GPISes remains challenging: existing estimators can become inefficient for particular correlation structures, and highly anisotropic or heightfield-like GPISes require specialized treatment to obtain robust variance reduction.

This thesis extends recent work on GPIS rendering by introducing a new next-event estimation (NEE) technique for anisotropic GPISes.We show that standard NEE provides diminishing benefits as …

Stochastic Derivative-Free Deep Learning Methods For Solving High Dimensional Partial Differential Equations, Qing He Mr.

Mathematics Theses and Dissertations

Solving high-dimensional partial differential equations (PDEs) is a fundamental challenge in scientific computing, with applications ranging from quantum chemistry and computational finance to statistical physics and stochastic optimal control.  Classical numerical methods such as finite element or finite difference schemes suffer from the curse of dimensionality, rendering them computationally infeasible when the dimension $d$ exceeds a handful. Physics-informed neural network (PINN) methods alleviate this by embedding the PDE residual directly into a loss function, but they require computing derivatives of the network with respect to its spatial inputs---an operation that scales poorly in high dimensions and demands that the approximate …

Dynamics Of A Two-Stage Epidemiological Model With Post-Infection Mortality And Transmission Heterogeneity, B Sagar

Biology and Medicine Through Mathematics Conference

No abstract provided.

A Multiscale Computational Framework Coupling Pulmonary Arterial Blood Flow And Lung Tissue Perfusion, Nigar Sultana, Hangjie Ji, Mette Sofie Olufsen

Biology and Medicine Through Mathematics Conference

No abstract provided.

Momentum Space Algorithm For Electronic Structure Of Double-Incommensurate Trilayer Graphene, Kenneth Silver Beard

LSU Doctoral Dissertations

Numerical algorithms for computing the electronic structure of incommensurate 2D-materials using ab initio models are critical for predicting material properties and guiding experiments. For bilayers, momentum space and continuum models have been introduced to approximate observables of ab initio tight-binding models using a momentum description, despite the lack of periodicity in the tight-binding model required for Bloch theory. A similar structure has been introduced for double-incommensurate trilayers using a continuum model, where the three lattices are mutually incommensurate. However, this description leads to a four-dimensional lattice space, and numerical convergence of the density of states has been observed to be …

Phenological Overlap In Obligate Plant-Pollinator Mutualism, Austin J. Carlson

2026 Spring Honors Capstones Projects

Plant-pollinator mutualisms require temporal overlap between flowering and pollinator activity, so climate-driven timing shifts can weaken the interaction and, in severe cases, destabilize the system. This work investigates how reduced overlap affects persistence in an obligate plant-pollinator pair using a coupled differential equation model in which a phenological overlap factor scales the saturating mutualistic benefit. Simplification with a constant overlap enables closed-form equilibrium and stability analysis, revealing that below a critical overlap threshold, coexistence is no longer maintained. Rescaling reduces the parameter space from ten quantities to seven dimensionless groups, and sensitivity analysis identifies the degree of species dependence and …

Advances In Computational Methods For Sparsity-Promoting Linear Inverse Problems, Jonathan Lindbloom

Dartmouth College Ph.D Dissertations

Inverse problems arise throughout science and engineering, where indirect, incomplete, and noisy observations are used to recover unknown parameters of interest. In these applications, the corresponding forward or measurement models are often ill-conditioned or underdetermined, so direct inversion is unstable and regularization is required. This thesis develops computational methods for linear inverse problems in which the unknown is assumed to be approximately sparse in a transformed domain defined by a linear, possibly rank-deficient operator, such as a finite-difference matrix, with particular emphasis on large-scale problems.

The thesis makes three main contributions. First, it generalizes hierarchical Bayesian maximum a posteriori estimation …