Non-linear Dynamics 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 …

The Digital Neuron: Neural Cellular Automata For Neural–Symbolic Translation, Nicole Assenza

SMU Data Science Review

A neural cellular automata (NCA) architecture, referred to as Pluto’s NCA, was developed to characterize bilateral communication and semantic reciprocity between symbolic representations and a spatially distributed update field. The architecture employs an encoder–automata–decoder pipeline that maps symbolic inputs into a multichannel state field and reconstructs them through agreement-driven attractor convergence within a stable semantic attractor landscape. System behavior was evaluated under controlled perturbations, including rhythmic desynchronization, graded ablations, correlated and independent noise, and percolation-based structural degradation. Quantities such as Agreement(t), internal coherence Aᵢ(t), the recovery time constant τ, and the critical percolation threshold pc were measured to assess stability, …

Generation, Dynamics, And Interaction Of Quartic Solitary Waves In Nonlinear Laser Systems, Sabrina Hetzel

Mathematics Theses and Dissertations

Solitons are self-reinforcing localized wave packets that have remarkable stability features that arise from the balanced competition of nonlinear and dispersive effects in the medium. Traditionally, the dominant order of dispersion has been the lowest (second), however in recent years, experimental and theoretical research has shown that high, even order dispersion may lead to novel applications. Here, the focus is on investigating the interplay of dominant quartic (fourth-order) dispersion and the self-phase modulation due to the nonlinear Kerr effect in laser systems. One big factor to consider for experimentalists working in laser systems is the effect of noise on the …

Investigation Of Fundamental Principles Of Rigid Body Impact Mechanics, Khalid Alluhydan

Mechanical Engineering Research Theses and Dissertations

In impact mechanics, the collision between two or more bodies is a common, yet a very challenging problem. Producing analytical solutions that can predict the post-collision motion of the colliding bodies require consistent modeling of the dynamics of the colliding bodies. This dissertation presents a new method for solving the two and multibody impact problems that can be used to predict the post-collision motion of the colliding bodies. Also, we solve the rigid body collision problem of planar kinematic chains with multiple contacts with external surfaces.

In the first part of this dissertation, we study planar collisions of Balls and …

Near-Optimal Control Of Switched Systems With Continuous-Time Dynamics Using Approximate Dynamic Programming, Tohid Sardarmehni

Mechanical Engineering Research Theses and Dissertations

Optimal control is a control method which provides inputs that minimize a performance index subject to state or input constraints [58]. The existing solutions for finding the exact optimal control solution such as Pontryagin’s minimum principle and dynamic programming suffer from curse of dimensionality in high order dynamical systems. One remedy for this problem is finding near optimal solution instead of the exact optimal solution to avoid curse of dimensionality [31]. A method for finding the approximate optimal solution is through Approximate Dynamic Programming (ADP) methods which are discussed in the subsequent chapters.

In this dissertation, optimal switching in switched …

Delay-Periodic Solutions And Their Stability Using Averaging In Delay-Differential Equations, With Applications, Thomas W. Carr, Richard Haberman, Thomas Erneux

Mathematics Research

Using the method of averaging we analyze periodic solutions to delay-differential equations, where the period is near to the value of the delay time (or a fraction thereof). The difference between the period and the delay time defines the small parameter used in the perturbation method. This allows us to consider problems with arbitrarily size delay times or of the delay term itself. We present a general theory and then apply the method to a specific model that has application in disease dynamics and lasers.