Non-linear Dynamics Commons^™

A Differential Equation–Based Epidemiological Model Of Post-Operative Chronic Pain In Scoliosis Patients With Data-Driven Analysis, Paige Zhu, Padmanabhan Seshaiyer

CODEE Journal

Chronic post-surgical pain (CPSP) is a common and often overlooked complication following surgical correction of idiopathic scoliosis, impacting long-term patient wellbeing despite improvements in surgical outcomes. This project introduces a novel epidemiological framework to model the progression of CPSP using a compartmental structure. By applying a coupled system of nonlinear differential equations, we simulate pain trajectories over time and assess the effectiveness of surgical interventions. The model is implemented for a single-cohort population and extended to a two-cohort design to compare outcomes between Posterior Spinal Fusion (PSIF) and Vertebral Body Tethering (VBT) procedures. Further stratification by patient age enables us …

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 …

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 …

Dynamic Homeostasis In Relaxation And Bursting Oscillations, Christopher J. Ryzowicz

Biology and Medicine Through Mathematics Conference

No abstract provided.

A Two-Phase Perspective On A Related-Rates Paradox, Charlie Vazquez Acosta

Honors Capstones

Related-rates problems are a standard topic in first-year calculus and have appeared in textbooks for over 150 years. These problems are used to teach implicit differentiation and the relationship between changing quantities. Common examples include the falling ladder, the fishing bobber, the melting snowball, and the leaking conical tank. In each of these problems, a quantity is changing at a constant rate, and students are asked to find the rate of change of another related quantity. While the computations themselves are usually straightforward, the standard models lead to unrealistic results near the end of the motion. For example, the falling …

An Exploration Of The Autorotating Pendulum Model, Vlad Nita

Theses, Dissertations and Culminating Projects

Autorotation is the spontaneous rotation of an object, usually caused by an external fluid flow. The study of autorotation has many physical applications, such as in the design of wind/water turbines. In this thesis, we explore a nonlinear pendulum ordinary differential equation (ODE) which is used to model rotating plates in a fluid and has the capacity to reveal autorotation. In the context of an ODE, autorotation emerges as a bifurcation past oscillations, when the initial velocity of the system crosses a particular threshold. In his classic study from 1983, Lugt [14] utilizes this equation to capture experimental autorotation. Copeland’s …

Fractsynth: Exploring Glitch Timbres With Chaos Theory, Aidan Roach

The Transdisciplinary STEAM+ Journal

In this paper, I explore how chaos theory can be used to design a new kind of synthesizer with the primary focus of producing glitchy, unpredictable sounds. Glitch music embraces abstract sound design, malfunctioning electronics, and randomness as the main compositional elements. However, most synthesizers rely on stable, repetitive oscillators that often sound too controlled. To challenge this, I developed FractSynth, a real-time synthesizer that uses chaotic attractors–including the Logistic Map, Henon Map, and Lorenz System–as modulation sources for frequency, amplitude, and tone. The software also features real-time Lyapunov Exponent Tracking, which gives users a direct visual of how …

Modeling Bitcoin Dynamics Using Differential Equations, Boone M. Fleenor

Departmental Honors & Graduate Capstone Projects

In this thesis, we develop and analyze two nonlinear systems of ordinary differential equations to model Bitcoin price dynamics. Analytical techniques are used to obtain exact or approximate solutions where possible. Then, numerical simulations using a fourth-order Runge–Kutta method are employed to explore system behavior beyond analytically tractable regimes. Finally, model outputs are compared to historical Bitcoin price data using normalized and resampled time series. These results suggest that deterministic models can provide meaningful insight into the structural behavior of Bitcoin markets, while highlighting the need for stochastic or time-dependent extensions for more realistic modeling.

Assessing The Geomechanical Modelling Of Underground Reservoir For Co₂ Storage Trapping Mechanisms, Bonavian Hasiholan, Mohammed Ali Farea, Elhassan Mostafa Abdallah, Sami Abdelrahman M. Yagoub, Yasir Mukhtar

Mathematical Modelling and Numerical Simulation with Applications

Effective carbon dioxide (CO₂) storage is essential for mitigating climate change amid increasing global greenhouse gas emissions. This study investigates the influence of geomechanics on CO₂ storage performance within carbon capture and storage (CCS), focusing on structural, residual, and solubility trapping mechanisms using a fully coupled modeling framework. Two numerical models, with and without geomechanical effects, are developed to evaluate impacts on reservoir behavior, CO₂ migration, and trapping efficiency. Each mechanism is analyzed separately and within an integrated framework to assess their combined contributions. Results indicate that geomechanical coupling increases reservoir pressure, reduces CO₂ flow velocity, enhances migration control, and …

The Butterfly Effect In Economics: Exploring Chaos With A Simple Financial Model, Sandy Hs Herho

CODEE Journal

Wild swings in financial markets need not result from external shocks like earthquakes or wars—they can emerge from deterministic chaos. This article introduces kalimusada, an open-source Python library that lets students and instructors explore this phenomenon through a simple three- equation model of financial dynamics. The model couples interest rates, investment, and prices through nonlinear feedback, generating bounded but unpredictable oscillations characteristic of chaos. Tiny differences in starting conditions—smaller than any measurement could detect—grow exponentially until two initially identical economies follow completely different paths. The library provides ready-to-use tools for visualizing this “butterfly effect” in economics, computing divergence metrics, and …

Quantum Mechanics As A Framework For Data Assimilation And Its Application To Atmospheric Parameterization, David Freeman

Dartmouth College Ph.D Dissertations

Quantum mechanics, as a mathematical system, can be understood as a generalization of classical probability theory. Quantum Mechanical Data Assimilation (QMDA) is a method in which classical dynamical systems are embedded into a quantum mechanical setting, with an associated data assimilation scheme leveraging the operator algebraic setting. In this dissertation, the algebraic structure underlying the operator theoretic formulation of QMDA is discussed. A procedure for closure of dynamical systems based on QMDA, known as Quantum Mechanical Closure (QMCl), is then constructed, and the procedures for constructing the quantum embeddings and implementing QMCl in practice are laid out and implemented for …

Optimal Control Of Stochastic Systems: A Numerical Study Of The Stochastic Linear Quadratic Regulator Framework, Gülşen Orucova Büyüköz, Yaprak Güldoğan Dericioğlu, Tuğçem Partal

Mathematical Modelling and Numerical Simulation with Applications

Optimal control of stochastic linear systems is fundamental in control theory, with applications in robotics, finance, and engineering. The Stochastic Linear Quadratic Regulator (SLQR) derives optimal feedback laws via the Riccati equation but requires numerical discretization of the resulting stochastic dynamics. Despite extensive studies on numerical methods for stochastic differential equations, their performance within the SLQR framework remains insufficiently explored. This study compares two predictor–corrector schemes of different orders: the Order 1.0 Predictor-Corrector (PC) method and the Order 2.0 Weak PC method. A one-dimensional linear quadratic problem with a closed-form solution enables precise error evaluation against the analytical trajectory. Convergence …

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.

Derivation Of Adjoint Based Error Estimates For Nonlinear Ordinary Differential Equations With Application To Multistage Sir Models With Demographics, Daniel Alcala

Mathematics & Statistics ETDs

Ordinary Differential Equations (ODEs) are central to the mathematical modeling of various real-world phenomena, from mechanical systems governed by Newton’s laws to epidemic dynamics described by SIR-type ODEs. Since many ODEs do not admit closed-form analytic solutions, we approximate them numerically (e.g., with Euler’s, Runge–Kutta, or other such methods). This raises the key question: How accurate are these numerical solutions? In particular, reliably estimating the error in some quantity of interest (QoI) at time T without having an exact solution is of great scientific interest.

The first main contribution of this thesis is the development and analysis of adjoint-based error …

Stability Insights From Modeling Chronic Myelogenous Leukemia, Giovani Thai

Master's Theses

This thesis centers around a model for chronic myelogenous leukemia (CML) as it behaves under imatinib treatment, a common medication for CML patients, and the anti-leukemia immune response. The dynamics are represented with a system of nonlinear delay-differential equations first constructed by Kim et al. in 2008, capturing population changes of T-cells and various CML growth stages. We investigate stability in both the clinical and mathematical sense. Through numerical simulations, we computationally incorporate a supplementary treatment plan to determine its effectiveness in aiding immune response and medication in achieving remission and full elimination. The primary goal is to conduct a …

Long-Time Asymptotics For The Kadomtsev–Petviashvili I Equation With Small Initial Data, Samir Donmazov

Theses and Dissertations--Mathematics

We study the initial value problem for the Kadomtsev--Petviashvili I (KP I) equation (u_t + 6uu_x + u_xxx)_x = 3u_yy with small initial data belonging to a subspace of the energy space for the KP I equation. We establish the long-time asymptotics for solutions of the KP I equation using the inverse scattering transform formalism developed by Zhou. Within this framework, the inverse problem for the KP I equation is formulated as a nonlocal Riemann--Hilbert problem (RHP) in two spatial dimensions. As part of the asymptotic analysis, we determine the long-time behavior of the …

The Inverse Scattering Transform For The Nonlinear Schrödinger Equation, Ivan Casas-Rocha

Honors Undergraduate Theses

The Nonlinear Schrödinger (NLS) Equation, iψ_t + 1/2 ψ_xx ± |ψ|²ψ = 0, is a nonlinear partial differential equation which is used to model several physical phenomena including nonlinear effects inside optical fibers and the formation of rogue waves in shallow water. It is particu- larly difficult to study solutions to this equation due to the nonlinearity, and the nonlinearity leads to incredibly interesting solutions not found in linear PDEs such as solitons. In this thesis, we highlight two methods of obtaining solutions to the (NLS) equation: the Inverse Scattering Transform and the Dressing Method. Furthermore, …

Mathematical Modelling Of Disease Outbreak, Favour Christian, Matthew Molloy

SURE Journal: Science Undergraduate Research Experience Journal

Establishing a model framework for more research necessitates a thorough understanding of the causes, distribution, prevalence, and evolution of infectious illnesses. The main mathematical concept used in this modelling simulation is ordinary differential equations (ODEs). The purpose of this study was to investigate the significance of the many criteria linked to a zombie virus spread. The zombie framework provides an accessible and relatively simple representation of the nature of infectious disease spread, allowing for tractable assumptions and the development of more complex situations.

The models are designed around a zombie outbreak in which the zombie virus is spread through a …

Resonant Solutions Of The Non-Linear Schrödinger Equation With Periodic Potential, Arein Duaibes, Yulia Karpeshina

Mathematics Faculty Publications

The goal is construction of stationary solutions close to non-trivial combinations of two plane waves at high energies for a periodic non-linear Schrödinger Equation in dimension two. The corresponding isoenergetic surface is described for any sufficiently large energy k2. It is shown that the isoenergetic surface corresponding to k2 is essentially different from that for the zero potential even for small potentials. We use a combination of the perturbative results obtained earlier for the linear case and a method of successive approximation.

Parallel Multigrid In Time For Chaotic Dynamical Systems, David Alan Vargas

Mathematics & Statistics ETDs

Despite the fact that Parallel-in-Time (PinT) methods are predicted to become necessary to fully utilize next-generation exa- and zettascale machines, there are currently no known practical methods which scale well with the length of the time-domain for chaotic problems, due to exponential dependence of the condition number on the fastest chaotic timescale. I present modifications to the coarse-grid equations along with a novel rediscretization approach which together greatly improve convergence of the multigrid reduction in time (MGRIT) algorithm and allow the first known PinT speedup for a chaotic PDE. The novel Local Shadowing Relaxation (LSR) is presented as an alternative …

Numerical Issues For A Non-Autonomous Logistic Model, Marina Mancuso, Kaitlyn M. Martinez, Carrie Manore, Fabio Milner

CODEE Journal

The user-friendly aspects of standardized, built-in numerical solvers in
computational software aid in the simulations of many problems solved using
differential equations. The tendency to trust output from built-in numerical
solvers may stem from their ease-of-use or the user’s unfamiliarity with the
inner workings of the numerical methods. Here, we show a case where the
most frequently used and trusted built-in numerical methods in Python’s
SciPy library produce incorrect, inconsistent, and even unstable approxima-
tions for a the non-autonomous logistic equation, which is used to model
biological phenomena across a variety of disciplines. Some of the most com-
monly used …

Optimal Control Frameworks For A Class Of Epidemiological And Oncological Models, Asma Ali H Alghamdi

Mathematics Dissertations - Archive

In this thesis, we employ optimal control frameworks in two distinct contexts: Human immunodeficiency virus (HIV) and esophageal cancer. For HIV, we introduce a comprehensive data-driven nonlinear optimization framework designed for personalized therapies. This framework utilizes a deterministic in-host nonlinear ordinary differential equation (ODE) model and formulates two optimization problems using individual patient data. The first problem focuses on estimating patient-specific parameters through constrained optimization, while the second problem determines optimal combination therapies to reduce viral load to undetectable levels. Several numerical experiments suggest that our framework can provide a robust and effective optimal dosages with lower toxicity levels to …

Leveraging Redundancy As A Link Between Spreading Dynamics On And Of Networks, Felipe Xavier Costa

Electronic Theses & Dissertations (2024 - present)

A constant quest in network science has been in the development of methods to identify the most relevant components in a dynamical system solely via the interaction structure amongst its subsystems. This information allows the development of control and intervention strategies in biochemical signaling and epidemic spreading. We highlight the relevant components in heterogeneous dynamical system by their patterns of redundancy, which can connect how dynamics affect network topology and which pathways are necessary to spreading phenomena on networks. In order to measure the redundancies in a large class of empirical systems, we develop the backbone of directed networks methodology, …

Multiscale Modelling Of Brain Networks And The Analysis Of Dynamic Processes In Neurodegenerative Disorders, Hina Shaheen

Theses and Dissertations (Comprehensive)

The complex nature of the human brain, with its intricate organic structure and multiscale spatio-temporal characteristics ranging from synapses to the entire brain, presents a major obstacle in brain modelling. Capturing this complexity poses a significant challenge for researchers. The complex interplay of coupled multiphysics and biochemical activities within this intricate system shapes the brain's capacity, functioning within a structure-function relationship that necessitates a specific mathematical framework. Advanced mathematical modelling approaches that incorporate the coupling of brain networks and the analysis of dynamic processes are essential for advancing therapeutic strategies aimed at treating neurodegenerative diseases (NDDs), which afflict millions of …

Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia

Journal of Nonprofit Innovation

Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.

Imagine Doris, who is …

Aspects Of Stochastic Geometric Mechanics In Molecular Biophysics, David Frost

All Dissertations

In confocal single-molecule FRET experiments, the joint distribution of FRET efficiency and donor lifetime distribution can reveal underlying molecular conformational dynamics via deviation from their theoretical Forster relationship. This shift is referred to as a dynamic shift. In this study, we investigate the influence of the free energy landscape in protein conformational dynamics on the dynamic shift by simulation of the associated continuum reaction coordinate Langevin dynamics, yielding a deeper understanding of the dynamic and structural information in the joint FRET efficiency and donor lifetime distribution. We develop novel Langevin models for the dye linker dynamics, including rotational dynamics, based …

Rigid Body Constrained Motion Optimization And Control On Lie Groups And Their Tangent Bundles, Brennan S. Mccann

Doctoral Dissertations and Master's Theses

Rigid body motion requires formulations where rotational and translational motion are accounted for appropriately. Two Lie groups, the special orthogonal group SO(3) and the space of quaternions H, are commonly used to represent attitude. When considering rigid body pose, that is spacecraft position and attitude, the special Euclidean group SE(3) and the space of dual quaternions DH are frequently utilized. All these groups are Lie groups and Riemannian manifolds, and these identifications have profound implications for dynamics and controls. The trajectory optimization and optimal control problem on Riemannian manifolds presents significant opportunities for theoretical development. Riemannian optimization is an attractive …

Computing Brain Networks With Complex Dynamics, Anca R. Radulescu

Biology and Medicine Through Mathematics Conference

No abstract provided.

Machine Learning-Based Data And Model Driven Bayesian Uncertanity Quantification Of Inverse Problems For Suspended Non-Structural System, Zhiyuan Qin

All Dissertations

Inverse problems involve extracting the internal structure of a physical system from noisy measurement data. In many fields, the Bayesian inference is used to address the ill-conditioned nature of the inverse problem by incorporating prior information through an initial distribution. In the nonparametric Bayesian framework, surrogate models such as Gaussian Processes or Deep Neural Networks are used as flexible and effective probabilistic modeling tools to overcome the high-dimensional curse and reduce computational costs. In practical systems and computer models, uncertainties can be addressed through parameter calibration, sensitivity analysis, and uncertainty quantification, leading to improved reliability and robustness of decision and …

Integrable Systems On Symmetric Spaces From A Quadratic Pencil Of Lax Operators, Rossen Ivanov

Conference papers

The article surveys the recent results on integrable systems arising from quadratic pencil of Lax operator L, with values in a Hermitian symmetric space. The counterpart operator M in the Lax pair defines positive, negative and rational flows. The results are illustrated with examples from the A.III symmetric space. The modeling aspect of the arising higher order nonlinear Schrödinger equations is briefly discussed.