Other Applied Mathematics Commons^™

A Simulation Assessment Of The 'Law Of One Price', Caleb Wilkins

Computational and Data Sciences (MS) Theses

The ‘law of one price’ is an appealing notion regarding pricing of tradeable commodities that are priced in different currencies. It states that the prices of the same good in different markets should be equal after adjustment for exchange rates and that equality should persist through exchange rate fluctuations.

My research simulates the market conditions that should precipitate the ‘law of one price.’ Data was obtained from the simulated trade between algorithmic artificial intelligence agents that operated under induced boundedly rational market behaviors. Trade took place in two initially separate markets, a high-price market with a higher equilibrium price and …

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 …

Bias, Structure, And Inference In Applied Network Analysis, Anna Vasenina

Dartmouth College Ph.D Dissertations

This dissertation develops mathematical and statistical methods for extracting reliable information from network data across biological applications, with an emphasis on understanding what observed network structure can and cannot resolve. The first study leverages protein–protein interaction network topology in the c-di-GMP signaling system of Pseudomonas fluorescens, showing that node centrality measures accurately classify protein domain types and that physical interaction structure contributes statistically significant predictive power for biofilm formation phenotypes across nearly 200 environments, while gene expression does not. The second study examines sampling bias in lemur-plant trophic interaction networks in Madagascar, demonstrating that differential detection of diurnal versus …

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 New Approach To Generate Combinatorial Patterns In Logical Analysis Of Data And Its Application To Predict College Retention, Salihah Ahmed E. Jaafari

Theses and Dissertations

Student retention and degree completion remain central challenges for higher-education institutions, with significant implications for student success, institutional effectiveness, and public accountability. While advances in predictive analytics have enabled earlier identification of students at risk of withdrawal, many commonly used machine learning approaches suffer from limited interpretability, constraining their practical usefulness for advising, intervention, and policy decision making. This dissertation addresses the problem of predicting student persistence by developing and evaluating optimization based, interpretable classification models within the Logical Analysis of Data (LAD) framework. Building on existing LAD formulations, this research introduces two novel pattern generation models, the Best Term …

Decision Making For Large-Scale Problems Under Uncertainty And Conflict, Benjamin J. Hamlin

All Dissertations

Large-scale decision-making problems appear in many areas including long-range forecasting such as energy generation forecasting. Many such problems are subject to conflicting objectives and uncertain data, and can be modeled as linear optimization problems. We study novel theoretical results and algorithms for large-scale linear decision problems under conflict and uncertainty. First, we propose a parametric Benders decomposition algorithm for solving large-scale linear optimization problems with multiple objectives or deterministically uncertain objectives. Second, we extend the parametric Benders decomposition to a multi-stage setting, developing a parametric stochastic dual dynamic programming algorithm, which enables decision-making when conflicts and uncertainty have planning impacts …

Liutex - A Fluid Vortex, Oscar Alvarez

Mathematics Dissertations

Fluid vortices are found everywhere in our universe. A vortex can take the form of almost anything - from the classical spiral vortex to chaotic plumes. Defining a vortex physically and mathematically is absolutely necessary if we desire to study vortices and their interactions with each other as well as our physical world. Fluid vortices are incredibly important in the study of turbulent flows. From determining wear, optimizing design for better flow, efficiency, etc., to even predicting the weather on Earth or other planets, having the ability to measure vortices in fluid flow is invaluable. In this study, I investigate …

Using Provided Guided Notes In Coordinated Introductory First-Year Mathematics Courses, Jennifer L. Huber

Mathematics Dissertations

The goal of this study is to investigate how standardized guided notes shape instructional practices and student engagement in coordinated introductory first-year college mathematics courses at a large public university. The researcher explored three multi-section introductory mathematics courses with overlapping learning objectives. Each course required students to purchase a student workbook as part of the instructional materials for the class. The instructors taught primarily from the workbook containing guided notes created by a former coordinator of the course. The researcher used a mixed-methods approach. Instructors and students participated in surveys, class observations and provided class meeting notes. Instructors shared additional …

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 …

Beyond Full Fine-Tuning: The New Playbook For Adapting Deep Neural Networks, Cristian S. Mcgee

Honors Undergraduate Theses

Fine-tuning is the process of teaching and specializing a pre-trained neural network on a downstream task. Fine-tuning is a rapidly growing topic in artificial intelligence domains; however, many fine-tuning endeavors are highly specialized without a coherent framework connecting them. This work presents a unified perspective on fine-tuning methods and performance metrics. Our perspective organizes the methods in terms of how they are applied to fine-tuning. This framework showcases methods that (i) update effective subspaces of the pre-trained model, (ii) change the adaptation optimization procedure, and (iii) alter the representations of the embedded input. Additionally, we present unconventional metrics such as …

Arrangements Of N Planes Resulting In One Bounded Tetrahedral Chamber, Ava Knight

Williams Honors College, Honors Research Projects

This paper investigates the combinatorial geometry of plane arrangements in three-dimensional space, focusing on configurations that produce exactly one bounded tetrahedral chamber. We define T(n) as the number of face-combinatorial equivalence classes of arrangements of n planes in ℝ³ containing exactly one bounded tetrahedral chamber. Known values — T(3) = 0, T(4) = 1, and T(5) = 2 — are established through direct construction, while T(6) remains an open problem. This paper contributes experimental evidence toward resolving T(6) by systematically extending the two valid 5-plane arrangements and verifying, through a plane removal argument, that each yields a valid plane configuration …

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 …

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 …

Generalizing Threshold-Based Multiparty Computation To Ramp Schemes, Christian Tucker

All Theses

Secure multiparty computation (MPC) enables multiple participants to jointly compute functions over their private inputs without revealing them. Classical threshold based protocols, such as the BGW protocol, perform computations on scalar values using (k,n)-threshold secret sharing. While these protocols provide strong security guarantees, they become computationally expensive when applied to large matrices or multiple secret values. In this work, we investigate the use of ramp schemes, secret sharing schemes that encode sets of secrets with a trade-off between privacy and efficiency, to generalize BGW computations. We show that the linear operations performed on shares (k,n)-threshold schemes in BGW can be …

Reverse (Bio)Engineering: A Machine Learning Approach To Optimize Baseball Pitcher Health And Performance, Robert C. Moore

All Dissertations

Ball tracking systems are becoming ubiquitous in sport, creating an unprecedented opportunity for big data applications to optimize human health and performance. These applications are especially common in baseball, a sport known for analyzing ball flight data to quantify performance. Analysts routinely use ball flight data to identify the attributes of top performing pitchers, finding that the best pitchers throw with optimal combinations of release speed and spin to precise locations. However, for certain pitchers, the throwing motion required to produce optimal ball flight places exceedingly high biomechanical load on the elbow, and consequently injury rates continue to rise. This …

Feedback Strategies In The Market With Uncertainties, Mustapha Nyenye Issah

Graduate Theses and Dissertations (2019 - present)

This paper explores how established firms use strategic advertising to deter new competitors in uncertain markets. Specifically, it models a situation where market demand evolves unpredictably - captured by the CKLS stochastic process, and the incumbent firm may be either strong or weak, a fact hidden from potential entrants. For a company already in the market, advertising is not just about driving immediate sales, it is a strategic tool to project an image of strength and deter potential new competitors. On the other side, a business thinking about entering that market faces a high-stakes, irreversible decision. It will typically hold …

Quantum Entanglement As A Resource For Coordinating Navigation, Aamir Ahmad

Theses and Dissertations

John Clauser, Michael Horne, Abner Shimony, and Richard Holt (CHSH) originally formulated the CHSH game as an experiment to establish entanglement as a quantum mechanical phenomenon that could not be predicted by classical theories. I will apply the quantum strategy used in the CHSH game to demonstrate that it also establishes a structure that employs entanglement as a resource to enable coordination without communication in the context of navigation.

Advancing Real-World Implementation Of The Well Optimized Linear Finder (Wolf) High-Speed Atmospheric Turbulence Compensation Method, Timothy Evan Coon

Theses and Dissertations

This dissertation advances the real-world implementation of the Well Optimized Linear Finder (WOLF) method for high-speed Atmospheric Turbulence Compensation (ATC). Atmospheric turbulence introduces phase aberrations into optical wavefronts and degrades image quality in terrestrial imaging systems. Traditional phase diversity methods are computationally intensive and poorly suited to real-time operation. The WOLF method addresses these limitations through a novel, point-wise formulation of the optical transfer function (OTF) as a structured autocorrelation of the generalized pupil function (GPF). This formulation enables the estimation of phase aberrations at individual spatial coordinates with distributed computational complexity.

The research begins by developing a MATLAB-based simulation …

Quasistatic Peridynamics, Existence Of Unique Solution In The Presence Of Damage, Nuwanthi N. Samarawickrama

LSU Doctoral Dissertations

A mathematical model for damage propagation based on nonlocal potentials is developed within the framework of peridynamics. This model is applied to simulate damage evolution in cyclically loaded structures. By neglecting inertial effects, a well-posed quasistatic formulation for cyclic loading is obtained.\\ The resulting equation is expressed as a nonlocal and nonlinear integral operator that couples damage evolution to the deformation field.\\ This coupling occurs through the product of a damage factor and the derivative of a force potential. The damage factor ranges between zero and one, where one represents undamaged material and zero indicates complete damage.\\ It serves to …

Evolutionary Dynamics Of Artificial Agents: Exploration And Learning In Games, Brian Mintz

Dartmouth College Ph.D Dissertations

The natural world abounds with examples of complex behavior in humans and many other species. Evolutionary game theory is a powerful mathematical framework to understand the origins of many such behaviors like cooperation. Since these behaviors are often selected against initially, understanding why they are so widespread has been a longstanding question. Rather than assuming agents' rationality, like in traditional game theory, this approach studies the mutation and selection of strategies themselves. However most behavior is neither perfectly rational nor entirely determined by genetics. This dissertation works to bridge the gap between these two perspectives by analyzing models where individuals …

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 …

Adaptive Volatility Forecasting Models, Jeffrey K. Tan

Master's Theses

In finance, risk is often quantified by volatility, and computing accurate volatility forecasts — while vital to financial decision making — remains one of the most challenging tasks in financial modeling. This thesis, motivated in part by the Black-Scholes-Merton Model and its limitations, adopts a statistical approach to volatility forecasting. The two main models of interest are the Exponential Weighted Moving Average (EWMA) model and the GARCH(1,1) model. Specifically, this work expands upon a potential adaptive lambda algorithm for EWMA models first proposed by Bernard Bollen (2014), and this work also utilizes the Momentum of Predictability (MoP) to generate adaptive …

Applications Of The Mathieu Groups And Information Theory In Dna Encoding Functions, Juan C. Nava Jr

Theses and Dissertations

A foundational idea in mathematics lies in breaking down existing components into their bare fundamentals. As evidenced by prime numbers and composites, we learn this idea at an early age. Categorizing these broken-down components into their simplest form allows mathematicians to construct proofs from emergent patterns. John Conway’s Atlas of Finite Groups in the 1990s was particularly concerned with the categorization of structures known as groups. There are certain axioms a group must adhere to, which amount to the retention of symmetry; ultimately a group helps us to better understand symmetric actions performed on a set with a binary operation. …

Mathematics-Ai Based Phylogenetic Analysis Of Influenza Virus Mutation Data, Emilee Walden

Mathematical Sciences Undergraduate Honors Theses

The influenza virus is one of the most common viral infections each year and can mutate rapidly. Viral mutations pose significant threats to public health by increasing infectivity and strengthening vaccine resistance. To track these evolving patterns, agencies like the CDC annually evaluate thousands of virus strains to understand viral mutagenesis and evolution in depth. Therefore, a computational method for analyzing high-dimensional, noisy virus data could aid in the rapid identification of antigens essential for an effective influenza vaccine for the upcoming season. Through the integration of genomic analysis, clustering, and dimensionality reduction methods, this study specifically aims to develop …

Modeling Dna Repair In Escherichia Coli Using A Boolean And Stochastic Framework, Gabrianne Ivey

All Theses

DNA can be damaged through both internal and external sources. Therefore, cells have created methods to repair DNA damage. In Escherichia coli, the system responsible for DNA repair is termed the SOS response. This system consists of more than 50 genes and contains three main repair pathways: nucleotide excision repair, translesion synthesis, and homologous recombination. The response is initiated when DNA lesions result in the accumulation of single-stranded DNA (ssDNA). The protein RecA is activated by binding to ssDNA and is then denoted RecA*. RecA* assists in the auto-cleavage of LexA which is the primary repressor protein involved in …

Decomposition And Coordination For Multiobjective Optimization: A Framework And Methodology, Philip J. De Castro

All Dissertations

In this work, we consider finding Pareto efficient solutions for complex multiobjective optimization problems (MOPs). Complex MOPs are unique in the literature because they have many more objective functions than is typically considered. In fact, such complex MOPs will have 30+ objective functions. This large problem size presents computational and coginitive difficulties. Computationally, standard techniques for solving MOPs are often ineffective and cognitively it is difficult for a decision maker (DM) to handle all of the information provided in such a large problem. To address these challenges, we develop a decomposition and coordination framework. This framework will allow us to …

Discrete Time Risk Processes With Stochastic Premiums And Dividends, Enoch J. Dangbe

Mathematics Dissertations - Archive

Risk processes typically emerge in insurance and finance and are concerned with stochastic representation of uncertainties of real-world events. Main objective amounts to quantifying the chances of both desirable and undesirable events and balancing their mutual impact for the purpose of developing models that in some sense optimize the outcome from the business perspective. Our research is concerned with studying the evolution of the surplus process in which time and assets are integer-valued. Initial capital, random premiums, random claims, dividend payments based on assets’ performance constitute the components of our model. Our findings established recursive formulas for the total expected …

Wave Reflections In A Biophysically Detailed Model Of Cardiac Tissue, Grace Moberg

Honors Theses

Regular heart rhythms are governed by the coordinated spread of action potentials through cardiac tissue. The interaction of an action potential with a tissue heterogeneity may lead to a reflection, where both a retrograde and an anterograde wave propagate off of the initial impulse. Reflections have been experimentally linked to cardiac arrhythmias, but their mechanisms of generation are not well-understood. Mathematically, reflections in phenomenological models of cardiac tissue have been linked to an unstable periodic orbit. These models typically sacrifice detail about the variety of ionic currents and processes involved in action potential propagation in favor of mathematical simplicity. Biophysically …

Novel Generative And Language Model Architectures With Applications, Edison Mucllari

Theses and Dissertations--Mathematics

This dissertation investigates novel architectures to address fundamental challenges in machine learning, particularly focusing on transformer models, recurrent neural networks, GAN and continual learning and their applications in natural language processing and computer vision. We propose the Neumann-Cayley Gated Recurrent Unit (NC-GRU), which leverages a Neumann series-based Scaled Cayley transformation to maintain orthogonal weight matrices, effectively mitigating exploding gradients problems while improving long-term memory retention across prediction tasks. We demonstrate the practical applications of NC-GRU by implementing our proposed architecture into an autoencoder to derive neural molecular fingerprints. Building upon these advancements, we turn our attention to the transformer architecture, …

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 …