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 …

(R2153) Advanced Numerical Method For One Dimensional Burgers Equation With A Source Term, Yahaya Alassane Mahaman Nouri, Djibo Moustapha, Maman Yarodji Abdoul, Saley Bisso

Applications and Applied Mathematics: An International Journal (AAM)

This paper investigates a numerical strategy for the one-dimensional Burgers equation with a nonzero source term. Such equations arise in simplified models of transport and diffusion processes and are often used to assess the performance of numerical schemes for nonlinear evolution problems. The proposed approach combines a second-order Crank–Nicolson time discretization with a projection-based procedure that separates the nonlinear convective contribution from diffusive effects. Spatial approximation is carried out using a Chebyshev spectral collocation method, which provides high accuracy for smooth solutions with a limited number of degrees of freedom. The resulting fully discretized system is solved through an iterative …

Investigating An Energy-Preserving Spectral Finite Difference Numerical Method For A Wave Equation On The Metric Graph, Tue Minh Tran

University Honors Theses

To investigate the accuracy and long-term energy conservation of a spectral finite difference numerical method for a wave equation on metric graphs. In conservative systems, numerical methods should preserve total energy. However, explicit finite difference methods require impractically small space steps and exhibit energy drift at end points. To address these limitations, a spectral finite difference method is implemented using a Fourier transformation. This semi-spectral method improves stability at endpoints while maintaining second-order accuracy, achieving an overall error of O(∆t²). We implement the semi-spectral method on the IEEE14 metric graph and provide visuals showing the initial condition …

Stochastic Derivative-Free Deep Learning Methods For Solving High Dimensional Partial Differential Equations, Qing He Mr.

Mathematics Theses and Dissertations

Solving high-dimensional partial differential equations (PDEs) is a fundamental challenge in scientific computing, with applications ranging from quantum chemistry and computational finance to statistical physics and stochastic optimal control.  Classical numerical methods such as finite element or finite difference schemes suffer from the curse of dimensionality, rendering them computationally infeasible when the dimension $d$ exceeds a handful. Physics-informed neural network (PINN) methods alleviate this by embedding the PDE residual directly into a loss function, but they require computing derivatives of the network with respect to its spatial inputs---an operation that scales poorly in high dimensions and demands that the approximate …

Dynamics Of A Two-Stage Epidemiological Model With Post-Infection Mortality And Transmission Heterogeneity, B Sagar

Biology and Medicine Through Mathematics Conference

No abstract provided.

A Multiscale Computational Framework Coupling Pulmonary Arterial Blood Flow And Lung Tissue Perfusion, Nigar Sultana, Hangjie Ji, Mette Sofie Olufsen

Biology and Medicine Through Mathematics Conference

No abstract provided.

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 …

Bifurcation Exploration Of Ion Acoustic Solitons Formation Of A Nonlinear Beta Fractional Kadomtsev-Petviashvili Burger Model In Plasma State, Mst. Razia Pervin, Alrazi Abdeljabbar, Fahad Sameer Alshammari, Mst. Shekha Khatun, Harun Or-Roshid

Mathematical Modelling and Numerical Simulation with Applications

This research presents an extensive investigation of Ion acoustic soliton dynamics governed by a Beta-fractional Kadomtsev-Petviashvili-Burgurs (KPB) model. By engaging the planar dynamical system scheme in aggregation with the extended $(\phi, \psi)$ expansion, Kudryashov expansion, and the NMKM analytic schemes, we create a broad class of exact nonlinear pattern wave solutions. The local stability edifice of the fractional plasma model is explored through bifurcation theory, enabling the far-reaching classification of all admissible phase diagrams. Conforming Ion acoustic wave structures allied with every detour alignment are systematically assembled. Owing to the fractional and dissipative appearances of the model, an all-embracing assortment …

Exact Soliton Solutions Of The Nonlinear Time-Fractional Schrödinger Equation Via Atangana–Baleanu And M-Truncated Operators, Bahadır Kopçasiz, Fatma Nur Kaya Sağlam, Mehmet Şenol

Mathematical Modelling and Numerical Simulation with Applications

The main objective of this work is to obtain exact soliton solutions for a nonlinear time-fractional equation model describing wave profiles arising in various physical systems. To derive different wave structures associated with the considered model, two analytical techniques are employed: the extended G'\G^2-expansion method and the modified auxiliary equation (MAE) approach. A wave transformation is applied to reduce the nonlinear time-fractional equation to a nonlinear ordinary differential equation (NLODE) by means of the M-truncated and Atangana-Baleanu (AB) fractional operators. Several classes of solutions, including exponential, hyperbolic, and trigonometric wave forms, are obtained. Over and above the analytical results, graphical …

Eigenvalue Bound Preservation: Numerical Experiments On The 2d Q-Tensor Flow, Marcel C. Deguzman

Knowledge and Creativity Expo

We study the evolution of nematic liquid crystals in two dimensions using the Q-tensor model, a continuum framework that describes the orientational order of rod-like molecules via symmetric, traceless matrices. Focusing on the Landau-de Gennes energy and its associated gradient flow, we consider a reduced two-dimensional formulation in which the Q-tensor is fully described by two scalar functions. This reduction simplifies the system to a nonlinear, coupled PDE for the scalars, while preserving essential physical features. A key question is whether the eigenvalues of the Q-tensor remain within the physically admissible range under this flow. Building on a theoretical result …

A Mathematical Frameworks For Singular, Nonlinear Phenomena: Applications To Nematocyst Firing And Inhomogeneous Nls With Coulomb Potential, Abdulrahman Alharbi

Theses and Dissertations

Nematocysts are specialized cellular organelles found in all cnidarians, including corals and jellyfish, as well as in some single-celled protists such as dinoflagellates. These organelles display remarkable diversity in morphology and function, playing roles in prey capture and defense. The firing of a nematocyst is one of the fastest accelerations in nature, yet the underlying physical mechanisms remain not fully understood. In this work, we address key questions: how sufficient force is generated to overcome the fluid boundary layer, whether fluid–structure interaction models can reproduce observed dynamics, and what mechanisms trigger discharge.

Our research investigates models based on osmotic pressure …

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 …

Computational Models For Pre-Lens Tear Film Drug Concentration Dynamics With Drug Supply From A Contact Lens And Drug Exchange During Blinking, Mazen A. Althobaiti

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Can We End The Hiv Epidemic In The U.S.? Linking Clinical And National Surveillance Data Through Multiscale Modeling From Patients To Populations, Necibe Tuncer

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.

Stabilized Weak-Gradient Discontinuous Finite Elements With Optimal Error Estimates For Second-Order Elliptic Pdes, Aymen Laadhari

Mathematical Modelling and Numerical Simulation with Applications

This work introduces an accurate finite element approach employing a new stabilized discrete weak gradient, designed for second-order elliptic problems on arbitrary conforming meshes. We formulate the approach within a discontinuous Galerkin framework and derive a consistent and coercive bilinear form. Appropriate error analysis on a model problem confirms optimal convergence. Building on the core analysis, we extend the method to more challenging settings, including time-dependent heterogeneous scenarios and a biophysically realistic optimal-control model of photobleaching in the budding yeast cell. We further illustrate the versatility of the weak-gradient construction by applying it to an unsteady level-set equation relevant to …

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 …

Accurate Temporal Integration Schemes For Nonlinear Adsorption Problems, Evan D. Butterworth

All Dissertations

We consider a nonlinear transport problem to model the chromatography process of high-capacity multimodal membranes. Robust and efficient algorithms that simulate these bioseparation processes are critical to developing therapeutics for various chronic illnesses and infectious diseases. However, much of the current methodology focuses on stabilization and linearization techniques, often implementing low-order time-discretizations and linearized adsorption, resulting in inefficiencies and inaccuracies in the numerical solution. Utilizing Rothe's method, we develop various time-discretization schemes coupled with the finite element method to solve the fully implicit problems. Stability and solvability results are presented for several methods. Through multiple high-level software implementations paired with …

Robust And Efficient Solvers For Physics-Based Pde’S, Elizabeth Hawkins

All Dissertations

This work was partially supported by the U.S. Department of Energy under award DE- SC0025292, by NSF grant DMS 2152623, and by NSF grant DMS 2011490.

This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research, Mathematical Multifaceted Integrated Capability Centers (MMICCs) program, under Field Work Proposal 22-025291 (Multifaceted Math- ematics for Predictive Digital Twins (M2dt)), Field Work Proposal 23-020467, and Computing and Information Sciences (CIS) investment area in the Laboratory Directed Research and Development program at Sandia National Laboratories. This written work is authored by an employee …

Domain Decomposition For Coupled Systems Of Fluid-Structure Interaction And Numerical Modeling For Thin Film Polymers, Amy De Castro

All Dissertations

We consider two primary areas of physical application in this work: fluid interaction systems with either linear elastic structures or with poroelastic structures, and thin film polymers, where the majority of the work focuses on the fluid-structure interaction systems.

In the first chapter, we present a strongly coupled partitioned method for fluid structure interaction (FSI) problems based on a monolithic formulation of the system which employs a Lagrange multiplier (LM). We prove that both the semi-discrete and fully discrete formulations are well-posed. To derive the partitioned scheme, a Schur complement equation, which implicitly expresses the Lagrange multiplier and the fluid …

Unfitted Finite Element Methods For Shape Optimization And Liquid Crystals, Jeremy T. Shahan

LSU Doctoral Dissertations

We present an approach to shape optimization problems that uses an unfitted finite element method (FEM). The domain geometry is represented, and optimized, using a (dis- crete) level set function and we consider objective functionals that are defined over bulk domains. For a discrete objective functional, defined in the unfitted FEM framework, we show that the exact discrete shape derivative essentially matches the shape derivative at the continuous level. In other words, our approach has the benefits of both optimize-then- discretize and discretize-then-optimize approaches.

Specifically, we establish the shape Fréchet differentiability of discrete (unfitted) bulk shape functionals using both the …

Mathematical Modelling Of Hybrid Photonic Structures For Holographic Sensors, Jack Lyons

Doctoral

This thesis outlines a mathematical framework for modelling the formation of holographic gratings in hybrid photopolymer based nanocomposites with the aim of optimising their holographic recording properties for optical sensing applications. Thus, the second aim of the work is to model the change in optical properties of the grating in response to exposure to a target analyte. This work has been a collaborative research project between the School of Mathematics & Statistics at Technological University Dublin and the Centre for Industrial and Engineering Optics that have done extensive experimental work with holographic gratings recorded in photopolymer materials.

In recent years, …

Modeling Energetic Electron Precipitation: Radiation Belt Loss, Its Drivers, And Atmospheric Impacts, Zhi Gu Li

Graduate Theses, Dissertations, and Problem Reports (ETD)

Energetic electrons in the terrestrial outer radiation belt present significant hazards to spacecraft systems and human operations in space. The intensity of these electrons can vary rapidly and dramatically during geomagnetic storms, governed by a complex competition between acceleration and loss processes. Among these, precipitation into the atmosphere via resonant wave-particle interaction acts as a key loss mechanism. This dissertation focuses on improving the quantification of energetic electron precipitation using physics-based modeling constrained by low-altitude satellite observations.

We begin by developing and validating the Drift-Diffusion model, which simulates low-altitude electron dynamics while accounting for azimuthal drift, pitch-angle diffusion, and atmospheric …

Bound Preserving Discontinuous Galerkin Methods For Euler Equations And Nonequilibrium Flows, Fangyao Zhu

Dissertations, Master's Theses and Master's Reports

This dissertation is composed of four chapters in which we will closely examine the high order bound preserving discontinuous Galerkin methods for solving partial differential equations, specifically non-equilibrium chemical reacting flows and Euler equations under gravitational fields. A shared requirement between the two is the necessity for positive values of both density and pressure. Due to this physical nature of the two systems, constructing a positivity preserving scheme become very essential in our research.

For non-equilibrium flows where multi-reactions and multi-species are involved, we are also required to keep the bounds of the mass fraction of each species in between …

An Introduction To The Time-Independent Schrödinger Equation And Methods To Solve It, Vu Giang, Alex Gnech

OUR Journal: ODU Undergraduate Research Journal

The Time-Independent Schrödinger Equation is a linear elliptic PDE that describes quantum-mechanical systems. Its significance in the science of submicroscopic phenomena, particularly quantum mechanics, is as central as Newton’s laws of motion are to classical mechanics. This study uses various methods, including novel neural networks and finite difference schemes, to solve the one-dimensional two-body equation.

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 …

Scalable Solution Of Time-Dependent Pdes Through Component-Wise Exponential Integrator, Chelsea Drum

Dissertations

Exponential integrators, such as exponential Runge-Kutta or Rosenbrock methods, are designed specifically for the time integration of stiff systems of ordinary differential equations (ODEs) and allow the use of larger time steps than other general-purpose ODE solvers. However, these methods rely on computing matrix function-vector products that are traditionally computed using a Krylov projection, such as Lanczos or Arnoldi iteration, that involves substantial computational expense at high spatial resolution. Krylov Subspace Spectral (KSS) methods' frequency-dependent approach, designed to circumvent stiffness in linear problems, computes these products with greater scalability. We propose the combination of such KSS methods with exponential integrators …

(R2067) Solutions Of Hyperbolic System Of Time Fractional Partial Differential Equations For Heat Propagation, Sagar Sankeshwari, Vinayak Kulkarni

Applications and Applied Mathematics: An International Journal (AAM)

Hyperbolic linear theory of heat propagation has been established in the framework of a Caputo time fractional order derivative. The solution of a system of integer and fractional order initial value problems is achieved by employing the Adomian decomposition approach. The obtained solution is in convergent infinite series form, demonstrating the method’s strengths in solving fractional differential equations. Moreover, the double Laplace transform method is employed to acquire the solution of a system of integer and fractional order boundary conditions in the Laplace domain. An inversion of double Laplace transforms has been achieved numerically by employing the Xiao algorithm in …

Identifiability For Pde Models Of Fluorescence Microscopy Experiments, Veronica Ciocanel

Biology and Medicine Through Mathematics Conference

No abstract provided.

Proof-Of-Concept For Converging Beam Small Animal Irradiator, Benjamin Insley

Dissertations and Theses (Open Access)

The Monte Carlo particle simulator TOPAS, the multiphysics solver COMSOL., and

several analytical radiation transport methods were employed to perform an in-depth proof-ofconcept

for a high dose rate, high precision converging beam small animal irradiation platform.

In the first aim of this work, a novel carbon nanotube-based compact X-ray tube optimized for

high output and high directionality was designed and characterized. In the second aim, an

optimization algorithm was developed to customize a collimator geometry for this unique Xray

source to simultaneously maximize the irradiator’s intensity and precision. Then, a full

converging beam irradiator apparatus was fit with a multitude …