Numerical Analysis and Computation Commons^™

Numerical Methods For Nonlinear Problems Using The Finite Element Method, Logan Price

Discovery Day - Daytona Beach

Numerical Methods for Nonlinear Problems Using the Finite Element Method is a computational mathematics capstone that builds and tests finite element method (FEM) workflows for nonlinear partial differential equations in FreeFEM++, with ParaView used for visualization. Two nonlinear model problems are used to demonstrate the approach. The first is a semilinear reaction-diffusion equation with a cubic nonlinearity. A manufactured solution is used so accuracy can be checked at a fixed final time, and refinement studies in both time step and mesh size are run while nonlinear iteration counts are tracked to show solver effort. The second problem is the steady …

From Homogeneous To Heterogeneous Adaptive Bounded-Confidence Opinion Dynamics On Networks, Sally Hafez, Fatma R. Farag, Amira S. N. Tawadros

Northeast Journal of Complex Systems (NEJCS)

Adaptive bounded-confidence models (ABCMs) elucidate the coevolution of agent states and network structure via local interactions and rewiring mechanisms. Traditional formulations assume uniform interaction parameters, leading to distinct regime shifts encompassing fragmentation, polarization, and consensus. A symmetric heterogeneous extension of the adaptive bounded-confidence model is introduced, in which interaction parameters vary according to whether agents belong to the same or different groups. The model retains the original update and rewiring protocols but integrates within-group and between-group confidence bounds alongside tolerance thresholds. Initially, the classic homogeneous model is replicated to establish a reference point. Subsequently, the heterogeneous extension is assessed under …

Sustainable Consumer Behavior Modeling: A Complex-Systems Approach To Neuromarketing, Preethi Nanjundan, Nupoor Sanjay Bhute, Ragini Topre, Lijo Thomas

Northeast Journal of Complex Systems (NEJCS)

This study examines the application of complex-systems modeling to neuromarketing data for gaining deeper insights into the mechanisms underlying sustainable consumer behavior. It investigates how neural and biometric responses, interpreted through a systems-based perspective, can uncover dynamic interactions, feedback mechanisms, and emergent behavioral patterns influencing sustainable purchase decisions. The research explores the impact of sustainability-oriented marketing stimuli on long-term behavioral intentions by emphasizing the interconnected roles of cognitive processing, emotional engagement, implicit associations, and collective consumer dynamics. Through simulation-based modeling and structural analysis, the study demonstrates how subconscious neural responses and affective mechanisms mediate the relationship between marketing interventions, consumer …

Provocable Forgiveness In Noisy Brand--Consumer Systems:An Agent-Based Study Of Repeated Interaction, Tahere Ahmadiyan, Hamidreza Navidi, Behbod Keshavarzi

Northeast Journal of Complex Systems (NEJCS)

Repeated brand--consumer exchange is often treated as a managerial problem of loyalty, recovery, and trust. It can also be read as a small complex system: many local decisions about cooperation, retaliation, and forgiveness accumulate into market-level selection. This study uses that perspective to examine which relational rules survive when communication is imperfect. Eight canonical Iterated Prisoner's Dilemma strategies are translated into marketing archetypes and evaluated through round-robin tournaments, a six-level noise sweep, proportional-fitness ecological dynamics, and finite-population Moran invasion tests. The tournament leaderboard is calculated without same-strategy self-play, so that reported payoffs reflect inter-archetype competition rather than homogeneous self-coordination. At …

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 …

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 …

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 …

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 …

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. …

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 …

Safe Control Design For Quadruped Locomotion In Unstructured Environments Using Linear Transfer Operators, Sriram Sundar Krishnamoorthy Shankara Narayanan

All Dissertations

Deploying quadruped robots in unstructured, obstacle-rich environments requires control and planning methods that remain safe and reliable despite complex terrain geometry, limited sensing, and inevitable modeling errors. This thesis develops operator-theoretic tools for safe control design of robotic systems using linear transfer operators, with a focus on quadruped locomotion in unstructured environments. The central goal is to develop a unified operator-theoretic framework for safe control design based on the Perron–Frobenius (P–F) and Koopman operators. In particular, the thesis leverages \emph{density functions} to develop safe navigation frameworks in the dual space of densities. In the operator-theoretic perspective, the P–F operator governs …

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, …

Emergent Dynamics In Multiplex Social Networks: Agent-Based Modeling Of Information Diffusion For Misinformation Control, Harshvardhan Prabhakar Ghongade, Anjali Ashokrao Bhadre, Shivani Agarwal, Harjitkumar Uttamrao Pawar, Harshal Subhash Rane

Northeast Journal of Complex Systems (NEJCS)

Information misrepresentation is widespread in multi-layered social networks which provide multiple avenues to communicate information. As such, it presents significant opportunities for both information integrity and public discourse to be undermined by disinformation. This paper outlines a new agent-based model, developed to capture emergent dynamics of multi-layered social networks and to help identify technical means to mitigate information misrepresentation in complex systems. A key component of this research includes a novel Multi-Layer Information Diffusion Model (MLIDM), integrating both cross-layer communication among agents, as well as heterogeneous agent behaviors and adaptive intervention strategies. Our methods employ a three-stage process to model …

Modeling Flood-Induced Cascading Disruptions In The Indian Electronics Supply Chain Using Influence Network Analysis, Surendra Orupalli, Hiroki Sayama

Northeast Journal of Complex Systems (NEJCS)

This study investigates flood induced disruptions in the Indian electronics supply chain using influence network analysis. Monsoon floods are recurring hazards that significantly impact economic activities, logistics, and industrial productivity. This study integrates district-level rainfall data (2020 to 2025) with supply chain network models to quantify cascading failures. The methodology applies rainfall thresholds (≥ 300 mm/month) to identify flood-prone districts and constructs a stochastic influence matrix representing inter-firm dependencies. Flood propagation dynamics are modeled iteratively with a propagation coefficient (α = 0.6) and convergence threshold (ε = 10⁻⁴). The resulting disruption profiles are mapped onto company-level revenues calibrated to India-specific …

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.

A Dynamic Systems Framework For Customer Lifecycle Management: From Latent State Discovery To Robust Control Policy, Ali Nasirzonouzi

Northeast Journal of Complex Systems (NEJCS)

Traditional marketing often relies on static strategies that fail to capture dynamic customer behavior. This paper introduces an integrated framework to model and control the customer lifecycle, bridging the gap between empirical data and computational simulation. Using the Customer Personality Analysis dataset, we implemented a five-stage methodology. We first identified three distinct customer segments (At-Risk, Standard, High-Value) using Gaussian Mixture Models. To address the lack of longitudinal data, we calibrated a normative transition model based on customer inertia principles. Our analysis revealed that marketing effectiveness is highly state-dependent; notably, At-Risk customers exhibited a 33.5% lift when targeted with catalogs. Leveraging …

Digital Transformation And Market Microstructure: Analyzing The Impact Of Algorithmic Trading On National Stock Exchange Of India Price Discovery Mechanisms Through Complex Systems Theory., Mukesh Bhaskar Ahirrao, Harshal Anil Salunkhe, Vishal Sunil Rana

Northeast Journal of Complex Systems (NEJCS)

Abstract

This research examines the evolution of market microstructure at the National Stock Exchange of India (NSE) from 2020 to 2024, a period characterized by substantial growth in algorithmic trading from 35% to 44% of total trading volume. Using market microstructure data and analytical techniques grounded in complex systems perspectives, the study documents temporal patterns in price discovery, liquidity, volatility, and market efficiency associated with this digital transformation.

The analysis reveals several notable changes in market characteristics. Transaction costs improved significantly, with bid-ask spreads declining by 23.4% and market depth increasing by 18.1%. Price adjustment half-life decreased by 50%, indicating …

Complex Systems Mapping Of Fiscal Growth Dynamics At Strategic Maritime Chokepoints Using Time-Series Slopes, Rahul Balamurugan, Preethi Nanjundan, Avichal Sharma

Northeast Journal of Complex Systems (NEJCS)

This study examines how maritime and trading states allocate public resources between defence, health, and economic growth around three strategic chokepoints the Strait of Malacca, the Strait of Hormuz, and the Suez Canal. The analysis extends the classic “guns versus butter” framing by treating defence and health spending as co-evolving components of an interconnected fiscal-growth system. Using World Development Indicators data (1999-2024), trend slopes are estimated for military spending (% of GDP), healthcare spending (% of GDP), and GDP growth (annual %). Two derived indicators are computed, a defence-to-health slope ratio (military slope/health slope) and a fiscal-balance proxy (health slope …

Arum–D Nexus: Adaptive Reflexive Urban Metabolism For Complex Construction And Demolition Waste Governance In Bengaluru, Talat Naaz, Rosewine Joy

Northeast Journal of Complex Systems (NEJCS)

Urban material systems exhibit nonlinear dynamics governed by feedback, adaptation, and emergent coupling among institutions, markets, and behaviors. Construction and demolition (C&D) waste in Bengaluru is a great example of such complexity, where fragmented regulation, informal actors, and digital asymmetries coalesce into unstable waste flows and resource leakages. This study conceptualizes Bengaluru’s C&D waste system as a Complex Adaptive System (CAS), where institutional, market, behavioral, and metabolic subsystems co-evolve through nonlinear feedback interactions. A meta-analysis of secondary literature combined with benchmarking of government datasets is used to evaluate two key complexity indicators, i.e., response speed and feedback density. The advancement …

Solving Wordle Using Information Theory, Talal Aladaileh, Donald Stephens, Mallak Alqaisi, Congyu Wu

Northeast Journal of Complex Systems (NEJCS)

Wordle, a popular word-guessing game, challenges players to identify a five-letter secret word through iterative guesses and feedback on letter placement. The players must figure out the secret word within six guesses. After each guess, the letters will be color-coded based on different criteria. Optimizing the choice of guesses is critical for maximizing success within the limited attempts allowed. In this study, the application of Shannon entropy is explored as a strategy for selecting words that maximize information gain at each step of the game. By quantifying the uncertainty reduction achieved by potential guesses, this method prioritizes words that are …

Regional Drought Modulation By Enso And Iod As Indicated By The Standardized Precipitation Index, Arpit Tiwari, Preethi Nanjundan, Tanu Sharma, Ravi Ranjan Kumar, Satyaban Bishoyi Ratna

Northeast Journal of Complex Systems (NEJCS)

Understanding the modulation of drought by large-scale ocean–atmosphere teleconnections is crucial for strengthening drought prediction and resilience in India. This study investigates the influence of the El Niño–Southern Oscillation (ENSO) and the Indian Ocean Dipole (IOD) on meteorological drought characteristics across India from 1950 to 2024 using the Standardized Precipitation Index (SPI) at a 12-month timescale. Drought events were quantified in terms of frequency, duration, severity, and intensity and linked to ENSO–IOD variability through composite, correlation, and mediation analyses. Results reveal that El Niño events consistently correspond to widespread and severe droughts, particularly over central and southern India, with drought …

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 …

Mathematical Analysis And Numerical Simulation Of A Fractional-Order Sir-Si Model For Malaria Transmission Dynamics, Gassan A. M. O. Farah, Abdulaziz Y. A. Mukhtar, Kailash C. Patidar

Mathematical Modelling and Numerical Simulation with Applications

This study investigates the complex transmission dynamics of malaria, a critical global health challenge, with a focus on the African continent. We introduce a novel approach that employs Fractional Differential Equations (FDEs) to advance the understanding of malaria spread and control. Specifically, we develop a new SIR-SI model using the Caputo fractional operator, which captures the memory effects and time-delay characteristics inherent in real-world epidemiological systems. A detailed analysis of the model's solvability and uniqueness is conducted using fixed-point theory. To obtain an analytical solution, the system is solved via the Laplace transform method, with solutions expressed in closed form …

A Parallel Interval Modeling Framework For Nonlinear Systems: Application To A Modified Duffing Oscillator, Roman Voliansky, Nina Volianska

Northeast Journal of Complex Systems (NEJCS)

The paper presents a mathematical framework for converting nonlinear dynamical systems into parallel forms. This framework replaces the exact system motion equations with interval equations, enabling the representation of nonlinear functions over piecewise linear domains. Such representation enables the description of system motions using linear-like differential equations, which can be analyzed and manipulated using well-known control methods. One such method is eigenvalue analysis, a powerful tool in classical control theory since many techniques rely on the system’s characteristic polynomial and its eigenvalues. We apply this method to define interval system eigenvalues and track their variation during system operation. These eigenvalues …