Other Applied Mathematics 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 …

Inhomogeneous Branching Random Walks: Incorporating Genealogy And Density Effects, Lauren Ajax, Beatrice Durham, Pratima Hebbar, Cade Johnston, Jiayi Zhang

Spora: A Journal of Biomathematics

We introduce a novel framework using inhomogeneous branching random walks (BRWs) to model biological processes, specifically by introducing genealogy-dependence in branching rates and displacement distributions to model bacterial colony growth. Current stochastic models often either assume independent and identical behavior of individual agents or incorporate only spatiotemporal inhomogeneity, ignoring the effect of genealogy-based inhomogeneity on the long-time behavior of these processes. Such asymptotics are of independent mathematical interest and are crucial in understanding the emergence of patterns. We propose several inhomogeneous BRW models in 2D space where displacement distributions and branching rates vary with time, space, and genealogy. A combined …

Mathematical Model Of Graphene, Douglas M. Sanor

Williams Honors College, Honors Research Projects

Graphene, a single-atom-thick layer of carbon arranged in a hexagonal lattice, exhibits exceptional mechanical, electrical, and thermal properties that make it a promising material for a wide range of engineering applications. This paper presents a mathematical framework for modeling the mechanical behavior of graphene, with a focus on atomistic-to-continuum approaches. We begin with a onedimensional Frenkel-Kontorova model that represents graphene as a discrete chain of particles interacting with both their nearest neighbors through harmonic spring potentials and an underlying substrate through van der Waals forces. Numerical simulations of this discrete model demonstrate the commensurate-toincommensurate phase transition, revealing how geometric mismatch …

The Ellipsoidal Principal Semi-Axis Geometry Of The Solution To An Ivp For A Matrix Diffusion Pde, Brandon M. Fox

Electronic Theses & Dissertations (2024 - present)

We analyze the underlying geometry of the solution to an IVP for a matrix diffusion PDE. We first derive the fundamental solution to the PDE. We then determine the unique solution to the IVP. From there, we begin analyzing its underlying geometry. We first observe that the geometry exhibits an ellipsoidal nature. Furthermore, we observe that it is described by the principal semi-axis geometry of the ellipsoids associated with the solution. This conclusion follows from applying the Principal Axis Theorem to the associated ellipsoids to establish their principal semi-axis geometry, as governed by the eigenstructure of the matrix. This thesis …

(Si14-06) Influence Of Hall Effects On Rotating Mhd Casson Fluid Flow Over A Vertical Plate, Zankhana Mali, Akhil Mittal, Harshad Patel

Applications and Applied Mathematics: An International Journal (AAM)

Studies of Hall effects regarding motion of fluid due to some external forces in MHD transport of reacting Casson fluid with heat generation over an impulsively emerging vertical plate are considered in this work. This theory proposes that because of a sudden rise in temperature and an accompanying surface concentration profile, which shows an elevation with time, the boundary plate has endured rapid expansion. In a rotational environment, this characteristic occurs homogeneously inside a porous uniform material. It applies the Laplace transform method for determining the fundamental equations subject to imposed starting and side conditions. Under isothermal conditions, accurate formulae …

Weathering And Beyond: Leveraging Mathematical Modeling To Simulate Erosion In Digital Media, Fiona Irving-Beck

Scripps Senior Theses

How might we bring an idea to life from both a mathematical and an artistic perspective? Within Weathering, I use imagery of environmental erosion to explore the differences between physical and digital forms of representation. I created a physical painting of an abandoned copper mine, digitized the work, and then used a mathematical model to digitally “erode” it, which I re-translated into paintings. While the explicit texture present in physical work speaks best to my practice/intent, the mathematical framework that is the basis for my digital work affords a powerful mode of temporal flexibility. Used in conjunction, these two …

Asymptotic Expansion Of A Maier-Saupe Type Potential Near The Nematic-Isotropic Transition Point In Liquid Crystals, Ryan P. Oneill, Giangvuthanh Nguyen, Xiang Xu

OUR Journal: ODU Undergraduate Research Journal

In this paper we study a Maier-Saupe type bulk potential (Maier & Saupe, 1959) in the Landau-de Gennes free energy in the Q-tensor theory modeling nematic liquid crystal configurations. This potential was originally introduced in Katriel et al. (1986), which is considered as a natural enforcement of a physical constraint on the eigenvalues of symmetric, traceless Q-tensors. More specifically, we present a rigorous derivation of the asymptotic expansion of this singular potential near the nematic-isotropic transition point up to the 4-th order.

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 …

Asymptotic Formula For Scattering Problems Related To Thin Metasurfaces, Zachary Jermain

LSU Doctoral Dissertations

The goal of this work is to develop an asymptotic formula for the behavior of a scattered electromagnetic field in the presence of a thin metamaterial known as a metasurface. By using a carefully chosen Green’s function and the single and double layer potentials we analyze the perturbed scattering problem in the presence of the metamaterial and a background scattering problem. By using Lippman-Schwinger type representation formulas for the two fields we develop the asymptotic formula for the perturbed field. From here we prove the asymptotic formula holds up to a specific error term based on the size of 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 …

Last Passage Time And Excursion Theory For Solvable Diffusions With Applications In Mathematical Finance, Yaode Sui

Theses and Dissertations (Comprehensive)

In this dissertation, we investigate the properties of last passage times and excursion theory in one-dimensional solvable diffusions, emphasizing their applications in financial modeling, particularly in option pricing. We derive closed-form formulas for the marginal distribution of last passage times and their joint distribution with process values, including the maximum and minimum of the process value. The focus is on time-homogeneous diffusions with various boundaries and imposed killing. Employing spectral expansion theory, we derive explicit formulas for distributions of last passage times in common processes such as Drifted Brownian Motion (BM), Squared Bessel (SQB), Ornstein-Uhlenbeck (OU), and Cox-Ingersoll-Ross (CIR) models. …

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.

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.

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 …

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 …

Existence And Uniqueness Of Minimizers For A Nonlocal Variational Problem, Michael Pieper

Honors Program: Senior Projects (Public)

Nonlocal modeling is a rapidly growing field, with a vast array of applications and connections to questions in pure math. One goal of this work is to present an approachable introduction to the field and an invitation to the reader to explore it more deeply. In particular, we explore connections between nonlocal operators and classical problems in the calculus of variations. Using a well-known approach, known simply as The Direct Method, we establish well-posedness for a class of variational problems involving a nonlocal first-order differential operator. Some simple numerical experiments demonstrate the behavior of these problems for specific choices of …

Multi-Valued Solutions For The Equation Of Motion, Darcy-Jordan Model, As A Cauchy Problem: A Shocking Event, Chandler Shimp

Master's Theses

Shocks are physical phenomenon that occur quite often around us. In this thesis we examine the occurrence of shocks in finite amplitude acoustic waves from a numerical perspective. These waves, or jump discontinuities, yield ill-behaved solutions when solved numerically. This study takes on the challenge of finding both single- and multi-valued solutions.

The previously unsolved problem in this study is the representation of the Equation of Motion (EoM) in the form of the Darcy-Jordan model (DJM) and expressed as a dimensionless IVP Cauchy problem. Prior attempts to solve have resulted only in implicit solutions or explicit solutions with certain initial …

Explicit Formulas For Solutions Of Maxwell’S Equations In Conducting Media, Valery Yakhno

Applications and Applied Mathematics: An International Journal (AAM)

A new explicit presentation of the fundamental solution of the time-dependent Maxwell’s equations in conducting isotropic media is derived by Hadamard techniques through the fundamental solution of the telegraph operator. This presentation is used to obtain explicit formulas for generalized solutions of the initial value problem for Maxwell’s equations. A new explicit Kirchhoff’s formula for the classical solution of the initial value problem for the Maxwell equations in conducting media is derived. The obtained explicit formulas can be used in the boundary integral method, Green’s functions method and for computation of electric and magnetic fields in conducting media and materials.

Analysis, Control Of Efsb Pest Population Using Graph Theoretic Approach And Pattern Formation In The Pest Model, Pankaj Gulati

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Mhd Mixed Convective Flow Of Maxwell Nanofluid Past A Porous Vertical Stretching Sheet In Presence Of Chemical Reaction, Hunegnaw Dessie, Demeke Fissha

Applications and Applied Mathematics: An International Journal (AAM)

In this study, MHD mixed convective flow of Maxwell nanofluid past a porous vertical stretching sheet in the presence of chemical reaction is investigated. The governing partial differential equations with the corresponding boundary conditions are reduced to a set of ordinary differential equations via Lie group analysis. Numerical solutions of these equations are obtained by Runge-Kutta fourth order method along with shooting technique and the results obtained for different governing flow parameters are drawn graphically and their effects on velocity, temperature and concentration profiles are discussed. The values of skin-friction coefficient, Nusselt number coefficient and Sherwood number coefficient are presented …

A Time Integration Method Of Approximate Particular Solutions For Nonlinear Ordinary Differential Equations, Cyril Ocloo

Master's Theses

We consider a time-dependent method which is coupled with the method of approximate particular solutions (MAPS) of Delta-shaped basis functions and the method of fundamental solutions (MFS) to solve nonlinear ordinary differential equations. Firstly, we convert a nonlinear problem into a sequence of time-dependent non-homogeneous boundary value problems through a fictitious time integration method. The superposition principle is applied to split the numerical solution at each time step into an approximate particular solution and a homogeneous solution. Delta-shaped basis functions are used to provide an approximation of the source function at each time step. The purpose of this is to …

Teaching And Learning Of Fluid Mechanics, Ashwin Vaidya

Department of Mathematics Faculty Scholarship and Creative Works

Fluid mechanics occupies a privileged position in the sciences; it is taught in various science departments including physics, mathematics, environmental sciences and mechanical, chemical and civil engineering, with each highlighting a different aspect or interpretation of the foundation and applications of fluids. Doll’s fluid analogy [5] for this idea is especially relevant to this issue: “Emergence of creativity from complex flow of knowledge—example of Benard convection pattern as an analogy—dissipation or dispersal of knowledge (complex knowledge) results in emergent structures, i.e., creativity which in the context of education should be thought of as a unique way to arrange information so …

Analysis On Sharp And Smooth Interface, Elizabeth V. Hawkins

College of Graduate Studies: Theses & Dissertations

In biology, minimizing a free energy functional gives an equilibrium shape that is the most stable in nature. The formulation of these functionals can vary in many ways, in particular they can have either a smooth or sharp interface. Minimizing a functional can be done through variational calculus or can be proved to exist using various analysis techniques. The functionals investigated here have a smooth and sharp interface and are analyzed using analysis and variational calculus respectively. From the former we find the condition for extremum and its second variation. The second variation is commonly used to analyze stability of …

Image Restoration Using Automatic Damaged Regions Detection And Machine Learning-Based Inpainting Technique, Chloe Martin-King

Computational and Data Sciences (PhD) Dissertations

In this dissertation we propose two novel image restoration schemes. The first pertains to automatic detection of damaged regions in old photographs and digital images of cracked paintings. In cases when inpainting mask generation cannot be completely automatic, our detection algorithm facilitates precise mask creation, particularly useful for images containing damage that is tedious to annotate or difficult to geometrically define. The main contribution of this dissertation is the development and utilization of a new inpainting technique, region hiding, to repair a single image by training a convolutional neural network on various transformations of that image. Region hiding is also …

Multi-Point Flux Approximations Via The O-Method, Christen Leggett

Master's Theses

When an oil refining company is drilling for oil, much of the oil gets left behind after the first drilling. Enhanced oil recovery techniques can be used to recover more of that oil, but these methods are quite expensive. When a company is deciding if it is worth their time and money to use enhanced oil recovery methods, simulations can be used to model oil flow, showing the behavior and location of the oil. While methods do exist to model this flow, these methods are often very slow and inaccurate due to a large domain and wide variance in coefficients. …

Local Non-Similar Solution Of Powell-Eyring Fluid Flow Over A Vertical Flat Plate, Hemangini Shukla, Hema C. Surati, M. G. Timol

Applications and Applied Mathematics: An International Journal (AAM)

Our objective is to obtain the non-similarity solution of non-Newtonian fluid for Powell-Eyring model by a local non-similarity method. Here, free stream velocity is considered in power-law form (𝑈=𝑥^m). The governing equations are transformed using non-similar transformations and derived equations are treated as ordinary differential equations. Non-similar solutions are obtained for different values of power-law index 𝑚 and stream-wise location 𝜉. Influence of various parameters on velocity and temperature field are presented graphically using MATLAB bvp4c solver.

Smoothness Of Defining Functions And The Diederich-Fornæss Index, Felita Nadia Humes

Graduate Theses and Dissertations

Let Ω ⊂ Cn be a smooth, bounded, pseudoconvex domain, and let M ⊂ ∂Ω be a complex submanifold with rectifiable boundary. In 2017, Harrington studied the equation dM A = α ̃ on M, where α ̃ is D’Angelo’s 1-form and A is real. In this thesis, we will study a non-pseudoconvex example in which M has a non-rectifiable boundary. In spite of the lack of topological obstructions on the boundary, there are no continuous solutions to dM A = α ̃.

Qualitative Analysis Of A Modified Leslie-Gower Predator-Prey Model With Weak Allee Effect Ii, Manoj K. Singh, B. S. Bhadauria

Applications and Applied Mathematics: An International Journal (AAM)

The article aims to study a modified Leslie-Gower predator-prey model with Allee effect II, affecting the functional response with the assumption that the extent to which the environment provides protection to both predator and prey is the same. The model has been studied analytically as well as numerically, including stability and bifurcation analysis. Compared with the predator-prey model without Allee effect, it is found that the weak Allee effect II can bring rich and complicated dynamics, such as the model undergoes to a series of bifurcations (Homoclinic, Hopf, Saddle-node and Bogdanov-Takens). The existence of Hopf bifurcation has been shown for …

The Martingale Approach To Financial Mathematics, Jordan M. Rowley

Master's Theses

In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …