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 …

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 …

A Bayesian Late-Fusion Supportability Framework For Rare-Disease Severity Prediction In Glut1 Deficiency Syndrome, Jordan M. Rodriguez

Mathematics Dissertations

Glucose transporter type 1 deficiency syndrome (GLUT1-DS) is a rare neurometabolic disorder with heterogeneous neurological and developmental severity. Because patient-level severity is not observed as a single validated outcome, this dissertation develops a Bayesian late-fusion supportability framework for constructing and predicting an ordered latent severity phenotype from clinical, genetic, and EEG-derived evidence. The primary target was constructed in a larger clinical cohort using age-5 symptom burden and learning cognition, then assigned to an aligned multimodal prediction cohort. Target-defining variables were excluded from supervised predictors, and models were evaluated using patient-exclusive cross-validation with training-fold preprocessing and fold-wise EEG PCA.

The primary …

Sustainable Insecticide Spraying Strategy For Long-Term Chagas Disease Vector Control, Bismark Oduro

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Understanding The Spread Of Black Sigatoka Disease: A Deterministic And Stochastic Modeling Approach, Bernard Asamoah Afful, Luis F. Gordillo

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

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 …

Decoding The Algorithm: The Mathematics Behind Tiktok’S Short-Form Content Success, Ashley N. Lynch

Honors Scholar Theses

Within the realm of social networks, TikTok has become the central hub for short-form video content. The network’s unique ability to capture individual preferences using predictive analytics has greatly contributed to its massive success, allowing the company to optimize its performance and content personalization. In an age where digital media have such a significant influence on society, it is essential that users develop an understanding of how social network algorithms function to make more informed online decisions. Although TikTok’s technological system is primarily undisclosed, the platform certifiably leverages several key mathematical principles within its algorithm to achieve its core goals …

An Agent-Based Model Of Microglia And Neuron Interaction: Implications In Neurodegenerative Disease, Cheyenne Ty, Amanda Case, Emmanuel Mezzulo, Abigail Penland, Kamila Larripa

Spora: A Journal of Biomathematics

Whether immune cells protect or harm the brain is an open question depending on context, and their role is implicated in multiple diseases such as Alzheimer's disease, dementia, and other neurological disorders. Microglia, a specific type of immune cell in the central nervous system, play a key role in homeostasis, and genes associated with an elevated risk of Alzheimer's disease correspond with deficiencies in their behavior. We created an agent-based model that incorporates inflammatory signaling, chemotaxis, and phagocytosis of damaged neurons and allows the exploration of crucial pathways in the maintenance of brain health. We specifically investigated pathways related to …

Ultrasonic Sensor-Based Sound Synthesis Using Raspberry Pi Pico W, Niraj Jaishwal

Williams Honors College, Honors Research Projects

At the intersection of Human Computer Interaction and digital art, this project transforms simple motion into musical expression. It explores an interactive real-time sound synthesis system using ultrasonic sensors to generate continuous audio. The objective is to design a system that maps physical distances into musical parameters such as pitch and amplitude, which will create a responsive audio environment. Two ultrasonic sensors are used in combination with the Raspberry Pi Pico W microcontroller running CircuitPython and Adafruit Audio Hat for real-time sound output. One sensor controls the pitch of the generated tone, while the other controls volume. This enables expressive …

Analysis Of Bin Packing Variants, Kyle T. Ambrose

UNF Graduate Theses and Dissertations

The Bin Packing problem is a classic and widely studied optimization problem that arises naturally in applications like manufacturing, logistics, and memory allocation, where space and resource constraints are critical. In this thesis, we first demonstrate the NP-completeness of Bin Packing via a reduction from Three-Dimensional Matching, establishing its foundational complexity. We then survey core heuristics for the one-dimensional case and extend our analysis to two and three-dimensional variants, including both offline and online strategies. Special attention is given to stochastic bin packing, where item sizes are modeled as random variables drawn from distributions such as uniform, truncated normal, and …

Delta-Shaped Approximation Based Homotopy Analysis Method For Nonlinear Poisson-Type Partial Differential Equations, Cyril Ocloo

Dissertations

This research aims to solve nonlinear Poisson-type partial differential equations (PDEs) by the approach of the homotopy analysis method (HAM) incorporated with approximate particular solutions (APS) using Delta-shaped basis (DSB) approximations.

With the inclusion of the h auxiliary parameters, we tackle nonlinear problems by studying the mathematical characteristics of the h curve. This is to ensure the numerical convergence of the HAM.

In the solution process, we use the homotopy analysis method to convert a nonlinear PDE into linear inhomogeneous PDEs, which are solved using the method of approximate particular solutions with DSB.

A proper value of the h is …

Penalized Interpolating B-Splines And Their Applications, Kylee L. Hartman-Caballero

Theses and Dissertations

One of the most studied data analysis techniques in Numerical Analysis is interpolation. Interpolation is used in a variety of fields, namely computer graphic design and biomedical research. Among interpolation techniques, cubic splines have been viewed as the standard since at least the 1960s, due to their ease of computation, numerical stability, and the relative smoothness of the interpolating curve. However, cubic splines have notable drawbacks, such as their lack of local control and necessary knowledge of boundary conditions. Arguably a more versatile interpolation technique is the use of B-splines. B-splines, a relative of Bézier curves, allow local control through …

The Computational Search For Unidentified Central Configurations Of The Newtonian N-Body Problem, Hannah G. Havel

CURE Proceedings

The N-body problem is a field of study in mathematics and physics that involves predicting the motion of particles moving under their mutual gravitational attraction. It is vital in celestial mechanics, such as planning collision-free satellite orbit trajectories. When beginning to understand the N-body problem, we can start by looking at equal masses of these particles or celestial bodies. As particles move, their position and velocity change, both energy and angular momentum are conserved. Sets of constant energy and angular momentum, known as integral manifolds, are higher-dimensional figures that represent constraints of movement to a system. Integral manifolds are described …

Characterizing Probabilities Of Outbreaks Of Dengue In Central Argentina Using A Temperature-Dependent Stochastic Model, Morgan H. Jackson, Elizabet L. Estallo, Cheng Ly, Michael A. Robert

Graduate Research Posters

Dengue virus (DENV) causes over 390 million infections and around 40,000 deaths worldwide each year. DENV is primarily transmitted by the mosquito Aedes aegypti, and both the life cycle of these mosquitoes and dengue transmission are significantly impacted by temperature. In the temperate region of Central Argentina, where dengue outbreaks first began in 2009, outbreaks of dengue can only occur due to new introductions of DENV from other regions. Due to the relationships between temperature and dengue, the risk of outbreak changes throughout the year.

We develop a stochastic model including temperature-dependent mosquito life history traits and transmission-related parameters. …

A Novel Scheme Based On Bessel Operational Matrices For Solving A Class Of Nonlinear Systems Of Differential Equations, Atallah El-Shenawy, Mohamed El-Gamel, Muhammad E. Anany

Mansoura Engineering Journal

The system of ordinary differential equations arises in many natural phenomena, especially in the field of disease spread. In this paper, a perfect spectral technique is introduced to solve systems of nonlinear differential equations. The technique enhanced the Bessel collocation technique by converting the series notation of unknown variables and their derivatives to matrix relations. The Newton algorithm is developed to solve the resulting nonlinear system of algebraic equations. The effectiveness of the scheme is proved by the convergence analysis and error bound as demonstrated in Theorem 1. The scheme of solution is tested to clarify the efficiency and the …

Simulation Of Wave Propagation In Granular Particles Using A Discrete Element Model, Syed Tahmid Hussan

College of Graduate Studies: Theses & Dissertations

The understanding of Bender Element mechanism and utilization of Particle Flow Code (PFC) to simulate the seismic wave behavior is important to test the dynamic behavior of soil particles. Both discrete and finite element methods can be used to simulate wave behavior. However, Discrete Element Method (DEM) is mostly suitable, as the micro scaled soil particle cannot be fully considered as continuous specimen like a piece of rod or aluminum. Recently DEM has been widely used to study mechanical properties of soils at particle level considering the particles as balls. This study represents a comparative analysis of Voigt and Best …

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 …

Game-Theoretic Approaches To Optimal Resource Allocation And Defense Strategies In Herbaceous Plants, Molly R. Creagar

Department of Mathematics: Dissertations, Theses, and Student Research

Empirical evidence suggests that the attractiveness of a plant to herbivores can be affected by the investment in defense by neighboring plants, as well as investment in defense by the focal plant. Thus, allocation to defense may not only be influenced by the frequency and intensity of herbivory but also by defense strategies employed by other plants in the environment. We incorporate a neighborhood defense effect by applying spatial evolutionary game theory to optimal resource allocation in plants where cooperators are plants investing in defense and defectors are plants that do not. We use a stochastic dynamic programming model, along …

Computational Modeling Using A Novel Continuum Approach Coupled With Pathway-Informed Neural Networks To Optimize Dynein-Mediated Centrosome Positioning In Polarized Cells, Arkaprovo Ghosal, Padmanabhan Seshaiyar Dr., Adriana Dawes Dr., General Genomics Inc.

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Thoracoabdominal Asynchrony In A Virtual Preterm Infant: Computational Modeling And Analysis, Richard R. Foster, Bradford Smith, Laura Ellwein Fix

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Modeling Single And Multiple Pacemaker Interaction In Jellyfish Locomotion, Alexander Hoover

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Lnksc Method On Pde-Constrained Optimization For Mcf-7 Breast Cancer Cell Growth Predictions And Treatment Response With Gold Nanoparticles, Widodo Samyono, Shakhawat Bhuiyan

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Mathematical Modeling Of The Impact Of Lobbying On Climate Policy, Andrew Jacoby, Claire Hannah, James Hutchinson, Jasmine Narehood, Aditi Ghosh, Padmanabhan Seshaiyer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

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 …

A Comparison Of Computational Perfusion Imaging Techniques, Shaharina Shoha

Masters Theses & Specialist Projects

Dynamic contrast agent magnetic resonance perfusion imaging plays a vital role in various medical applications, including tumor grading, distinguishing between tumor types, guiding procedures, and evaluating treatment efficacy. Extracting essential biological parameters, such as cerebral blood flow (CBF), cerebral blood volume (CBV), and mean transit time (MTT), from acquired imaging data is crucial for making critical treatment decisions. However, the accuracy of these parameters can be compromised by the inherent noise and artifacts present in the source images.

This thesis focuses on addressing the challenges associated with parameter estimation in dynamic contrast agent magnetic resonance perfusion imaging. Specifically, we aim …

Mathematics Behind Machine Learning, Rim Hammoud

Electronic Theses, Projects, and Dissertations

Artificial intelligence (AI) is a broad field of study that involves developing intelligent
machines that can perform tasks that typically require human intelligence. Machine
learning (ML) is often used as a tool to help create AI systems. The goal of ML is
to create models that can learn and improve to make predictions or decisions based on given data. The goal of this thesis is to build a clear and rigorous exposition of the mathematical underpinnings of support vector machines (SVM), a popular platform used in ML. As we will explore later on in the thesis, SVM can be implemented …

Null Space Removal In Finite Element Discretizations, Pengfei Jia

All Theses

Partial differential equations are frequently utilized in the mathematical formulation of physical problems. Boundary conditions need to be applied in order to obtain the unique solution to such problems. However, some types of boundary conditions do not lead to unique solutions because the continuous problem has a null space. In this thesis, we will discuss how to solve such problems effectively. We first review the foundation of all three problems and prove that Laplace problem, linear elasticity problem and Stokes problem can be well posed if we restrict the test and trial space in the continuous and discrete finite element …

Solving The Cable Equation, A Second-Order Time Dependent Pde For Non-Ideal Cables With Action Potentials In The Mammalian Brain Using Kss Methods, Nirmohi Charbe

Master's Theses

In this thesis we shall perform the comparisons of a Krylov Subspace Spectral method with Forward Euler, Backward Euler and Crank-Nicolson to solve the Cable Equation. The Cable Equation measures action potentials in axons in a mammalian brain treated as an ideal cable in the first part of the study. We shall subject this problem to the further assumption of a non-ideal cable. Assume a non-uniform cross section area along the longitudinal axis. At the present time, the effects of torsion, curvature and material capacitance are ignored. There is particular interest to generalize the application of the PDEs including and …

Practical Implementation Of The Immersed Interface Method With Triangular Meshes For 3d Rigid Solids In A Fluid Flow, Norah Hakami

Mathematics Theses and Dissertations

When employing the immersed interface method (IIM) to simulate a fluid flow around a moving rigid object, the immersed object can be replaced by a virtual fluid enclosed by singular forces on the interface between the real and virtual fluids. These forces represent the impact of the rigid motion on the fluid flow and cause jump discontinuities across the interface in the whole flow field. Then, the IIM resolves the fluid flow on a fixed computational domain by directly incorporating the jump conditions across the interface into numerical schemes. Previous development of the method is limited to simple smooth boundaries. …

Effects Of Slip On Highly Viscous Thin-Film Flows Inside Vertical Tubes (Constant Radius, Constricted And Flexible), Mark S. Schwitzerlett

Theses and Dissertations

Viscous liquid film flows in a tube arise in numerous industrial and biological applications, including the transport of mucus in human airways. Previous modeling studies have typically used no-slip boundary conditions, but in some applications the effects of slip at the boundary may not be negligible. We derive a long-wave model based on lubrication theory which allows for slippage along the boundary. Linear stability analysis verifies the impact of slip-length on the speed, growth rate, and wavelength of the most unstable mode. Nonlinear simulations demonstrate the impact of slip-length on plug formation and wave dynamics. These simulations are conducted for …