Numerical Analysis and Computation 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 …

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 …

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, …

Low-Complexity Structured Neural Networks And Their Usage In Image And Signal Processing, Adam Kuzmicki

Doctoral Dissertations and Master's Theses

Conventional neural networks face significant challenges due to high computational costs, large parameter counts, and reliance on backpropagation, which restricts their application in resource-constrained and real-time settings. To address these challenges, this thesis proposes three structured neural network (NN) architectures grounded in the theories of sparse and self-contained factorizations of transforms, with applications to image compression, reconstruction, classification, encryption, and also adaptive wideband multi-beam beamforming. The first neural network architecture, named DCTrix-Net, replaces conventional spatial con- volution with highly sparse factorization of the discrete Cosine transform (DCT) complemented by Toeplitz-structured weight initialization, achieving at least 97% FLOP reduction over CNNs, …

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 …

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, …

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.

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 …

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 …

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 …

Fuzzy-Ahp Based Decision Support System For The Selection Of Optimal Maintenance Strategy For Meter Gauge Railway Infrastructure: A Review, Hamisi J. Maulid

Tanzania Journal of Engineering and Technology (TJET)

There are many uncertainties and complexities associated with maintaining Meter Gauge Railway (MGR) infrastructure, which calls for a methodical approach to decision-making. The development and application of a fuzzy-AHP-based decision support system (DSS) to select the optimal maintenance strategy for the MGR are presented in this study. The review covers research from 2013 to 2023 and focusses on the use of Multi-Criteria Decision Making (MCDM) and Fuzzy Analytic Hierarchy Process (Fuzzy-AHP) techniques in railway infrastructure maintenance. To manage the inherent uncertainties and subjective judgements involved in maintenance decision-making, the Fuzzy-AHP methodology combines fuzzy logic with the Analytic Hierarchy Process (AHP). …

Assessment Of Digital Solutions For Conformity Assessment Of Legally Controlled Measuring Instruments In Tanzania, Faraja Nyoni

Tanzania Journal of Engineering and Technology (TJET)

The advent of state-of-the-art digital technologies since 2011 has led to the digital transformation of legal metrology practices to ensure the trustworthiness of software-controlled measuring instruments globally. Despite the digital transformation in legal metrological practices, the conformity assessment of legally controlled measuring instruments is manually done (i.e., paper-based) in Tanzania. The paper-based conformity assessment of legally controlled measuring instruments is prone to error and lacks efficiency and effectiveness. This study aimed to assess digital solutions for improving conformity assessment through a comprehensive survey conducted across various regions in Tanzania, targeting a stratified sample of 51 respondents from organizations involved in …

Exploring The Potential Of Large Language Models (Llms) To Simulate Social Group Dynamics: A Case Study Using The Board Game "Secret Hitler", Kaj Hansteen Izora, Christof Teuscher

Northeast Journal of Complex Systems (NEJCS)

This study explores the capacity of large language model-powered agents to simulate human-like behavior in multi-agent social systems. Using Secret Hitler — a hidden-role board game centered on trust, deception, and strategic communication — we evaluate how LLM agents navigate dynamic group interactions. Our findings show that agents exhibit human-like behaviors, including strategic temporal adaptation, contextual reasoning, and complex social cognition such as theory of mind and implicit coordination. Notably, 85% of agent decisions factored in at least two other players’ mental states, highlighting their capacity for multi-agent mental state inference. However, they struggled with key aspects of human gameplay, …

Coarse-Graining Spiking Reservoirs: Reducing Reservoir Size While Preserving Critical Dynamics, Tucker X. Mastin, Christof Teuscher

Northeast Journal of Complex Systems (NEJCS)

We propose an extension of renormalization into the domain of spiking neural networks, thereby providing a novel framework for coarse-graining neural networks without disrupting their critical properties. The proposed coarse-graining technique merges neurons and synaptic connections based on a graph-theoretic distance derived from synaptic weight strength and is configured to effectively prune the reservoir size while preserving the scale-free spiking dynamics indicative of criticality. Criticality in spiking neural networks may provide information-theoretic advantages by optimizing information processing and sensitivity to input. Using time-series prediction benchmarks, we demonstrate that networks operating at criticality exhibit up to 32% higher prediction accuracy before …

Multi-Level Differentiable Moving Particles With Partition Of Unity, Jinjin He

Dartmouth College Master’s Theses

Representing implicit geometry with intricate features has long been a challenge. Recent advances in Implicit Neural Representations (INRs) have shown great promise in applications such as 3D reconstruction, inverse rendering, and dynamic surface evolution. These methods leverage neural networks to model complex shapes continuously, offering advantages in resolution and flexibility over traditional discrete representations. Despite their success, efficiently handling fine geometric details and evolving dynamic scenes remains an open problem.

We introduce a differentiable moving particle representation based on the multi-level partition of unity (MPU) to model dynamic implicit geometries efficiently. Our approach employs two types of particles—feature particles and …

Property Testing Ai: An Efficient Frontier, Paul Sopher Lintilhac

Dartmouth College Ph.D Dissertations

In this dissertation, we take a step towards addressing the major problem of a lack of standardized and rigorous approaches to testing and evaluation of AI systems. Taking inspiration from both the fields of Property Testing and Property Based Testing (for programs), we develop a novel taxonomy of partially overlapping classes of properties of AI systems, including simple properties, compound properties, higher order properties, data relation properties, and architecture-utility properties. We argue that this taxonomy categorizes a diverse set of AI traits -- including accuracy, fairness, robustness, monotonicity, point-wise and global privacy properties, sensitivity, and more -- according to the …

Filling Gaps In Scientific Data Sets Using Physics Informed Neural Networks: A Case Study In Velocity Fields, Ellen Saunders

Master's Theses

Gaps in scientific data sets are a persistent issue for researchers in a variety of fields, and while nothing makes up for missing out on real data, well-simulated synthetic data can be a useful tool. In the world of image processing, machine learning techniques have become quite sophisticated at taking an image with a missing component and filling in that space with something believable. The aim of this thesis is to take machine learning techniques similar to what gets used in image processing and repurpose them to infill gaps in scientific data sets in a realistic manner. This thesis compares …

From Neural Networks To Large Language Models: Innovations In Financial Ai, Mathematical Reasoning, And Structured Data Representation, Junyi Ye

Dissertations

This dissertation explores the evolution and application of artificial intelligence techniques across three critical domains: financial modeling, mathematical reasoning, and structured data analysis. The dissertation presents seven research projects that chart a progression from specialized neural architectures to sophisticated large language models (LLMs), contributing novel methodologies and frameworks at each stage.

In the financial domain, the research first introduces TS-Mixer, a MLP-based architecture for time-series forecasting that captures both feature relationships and temporal dependencies through a simple yet effective design, outperforming more complex models in S&P500 index prediction. The dissertation then presents DySTAGE, a dynamic graph representation learning framework that …

Using Gaussian Process Regression To Learn Thermodynamic Equations Of State With Uncertainty Quantification, Austen T. Lee

Chemical Engineering Undergraduate Honors Theses

This study investigates the use of derivative-informed Gaussian Process (GP) models to estimate thermodynamic behavior across temperature and density by building a Helmholtz-based equation of state. Argon, a stable monatomic gas, was chosen as a case study within the vapor region. The GP model was trained using values of experimentally measurable properties found by taking first and second derivatives of the original potential function. Results show that while the GP model offered uncertainty quantification and informed thermodynamic behavior, it predicted values that deviated from the ground truth depending on the property. The model exhibited high confidence in regions with substantial …

Physics Embedded Neural Network: A Novel Data-Free Numerical Method For Solving Computational Physics Problems, Pawan Gaire

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

A novel approach for solving partial differential equations (PDEs) using neural networks for scientific computing is introduced. The proposed approach, referred to as physics-embedded neural network (PENN), features a unique architecture that incorporates the PDE and boundary conditions information directly within the final fully-connected layer of the feed-forward neural network (NN). The key aspect of PENN is the parallel numerical embedding of a differential equation associated with physical problems within the activation function of the network’s final layer. This integration leads to a new class of computational solvers competitive with classical methods like the Finite Element Method (FEM) and capable …

Towards Advancing Streamflow And Peak Flow Prediction With Machine Learning: Identifying Infrastructure At Risk, Sudan Pokharel

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

Due to climate change and its impact, the need for adaptive strategies for natural disaster mitigation and resource management has never been more urgent. Central to this is water resource management, which is essential for sustainable human activities, ecological balance, and the mitigation of natural hazards like floods. Streamflow is a crucial element of water resource management and plays a vital role in planning and building water infrastructure, implementing emergency response plans, supporting flood mitigation initiatives, and regulating agricultural and industrial use. However, accurate prediction of streamflow still remains a challenge due to the complex non-linear and non-stationary interaction between …

Quantitative Runtime Monitoring Of Ethereum Transaction Attacks, Xinyao Xu, Ziyu Mao, Jianzhong Su, Xingwei Lin, David Basin, Jun Sun, Jingyi Wang

Research Collection School Of Computing and Information Systems

The rapid growth of decentralized applications, while revolutionizing financial transactions, has created an attractive target for malicious attacks. Existing approaches to detecting attacks often rely on predefined rules or simplistic and overly-specialized models, which lack the flexibility to handle the wide spectrum of diverse and dynamically changing attack types. To address this challenge, we present a general and extensible framework, MoE (Monitoring Ethereum), that leverages runtime verification to detect a wide range of attacks on Ethereum. MoE features an expressive attack modeling language, based on Metric First-order Temporal Logic (MFOTL), that can formalize a wide range of attacks. We integrate …

Improving Image Quality In Electrical Capacitance Tomography Using Otsu Thresholding, Josiah Nombo

Tanzania Journal of Engineering and Technology (TJET)

Electrical Capacitance Tomography (ECT) is an imaging technique used in industrial process monitoring, particularly for monitoring and measuring the composition of multiphase flows. Despite its widespread application, the commonly used Linear Back Projection (LBP) algorithm often produces low-quality images due to its limited ability to handle high permittivity contrasts and nonlinearities. This study investigates the use of Otsu thresholding as a post-processing technique to enhance ECT image quality. By maximizing inter-class variance in the image histogram, Otsu thresholding improves contrast, clarity, and structural definition, enabling more effective segmentation of oil and gas components in multiphase flows. The proposed Otsu-based reconstruction …

Development Of A Microcontroller-Based Intelligent Traffic Light Control System For Vehicular Movement In T-Junctions, Frederick O. Ehiagwina

Tanzania Journal of Engineering and Technology (TJET)

This research is devoted to the issue of regulating traffic congestion in major cities using light-dependent resistors coupled with the PIC16F877A microcontroller. This study proposes an intelligent traffic control system for T-Junctions, utilizing sensing and control to optimize traffic flow through dynamic phase adjustments and congestion reduction, enabled by a microcontroller-based decision-making system. The proposed system reduces traffic congestion, automates control, and enhances safety, minimizing accidents and lowering infrastructure costs. Under simulated environment, it demonstrates an average response time of 50 ms and achieves 99% accuracy in displaying the correct countdown. Finally, the number of state transitions handled per minute …

Looking Good: The Math Behind Computer Vision*, Corbin Weiss

Campus Research Month

Exploring the mathematical foundations of a Multilayer Perceptron (MLP), a foundational approach to computer vision. Then expanding this understanding to create a visualization of the representation of reality in the MLP.

A Novel Preprocessing Model For Multi Modal Brain Mri Image Classification For Stroke Prognosis, Alwin Joseph, Chandra J

Northeast Journal of Complex Systems (NEJCS)

Magnetic Resonance Imaging (MRI) is an imaging technique used for the diagnosis and observing the progression in various neurological disorders. Stroke is one of the prominent neurological disorders that creates significant impacts in the patients. It occurs when the blood supply to part of the brain is interrupted or reduced, preventing brain tissues from getting oxygen and nutrients. Multimodal data from various modalities help clinicians in proper prognosis of stroke. Ischemic Stroke Lesion Segmentation Challenge (ISLES22) provides data of stroke data for various stroke patients, the dataset consists of three modalities of data – Fluid Attenuated Inversion Recovery (FLAIR), Apparent …

Integrating Neural Networks For Predictive Torque Control And Obstacle Avoidance In Autonomous Robot, Viswanath Kodali, Harsha Vardhan Borra, Kiran P

Northeast Journal of Complex Systems (NEJCS)

In the field of robotics, precise motion control and accurate computation of joint forces are critical for ensuring optimal performance. Traditional methods, such as using the Jacobian matrix for joint angle determination and Euler-Lagrange equations for torque computation, are reliable but computationally intensive, making them less suitable for real-time applications. This paper presents an advanced approach to improving the productivity and efficiency of a 3-Degree of Freedom (DOF) robotic arm by utilizing Artificial Neural Network (ANN). The proposed system dynamically predicts joint angles and torque, enabling faster and more efficient motion control.

To address the challenge of obstacle avoidance in …