Analysis 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 …

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 …

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 …

Global Weak Solutions Of Optical Variational Wave System, Shahrazad Hamed Alnafie

Graduate Theses, Dissertations, and Problem Reports (ETD)

                                                       ABSTRACT

                   Global Weak Solutions of Optical Variational Wave System

                                        Shahrazad Hamed Mahal Alnafie

The coupling of a variational wave equation with Maxwell’s equations gives rise to the optical variational wave system, a hyperbolic PDE system that models the director field of the nematic liquid crystals. This system presents unique analytical challenges that have not been addressed in the existing literature. In this dissertation, we study the one-dimensional case of this system.

We establish the global existence of conservative weak solutions to the associated Cauchy problem. The hyperbolic system is derived using the energy variational method. Through a sequence of suitable …

Optimal Control Of Stochastic Systems: A Numerical Study Of The Stochastic Linear Quadratic Regulator Framework, Gülşen Orucova Büyüköz, Yaprak Güldoğan Dericioğlu, Tuğçem Partal

Mathematical Modelling and Numerical Simulation with Applications

Optimal control of stochastic linear systems is fundamental in control theory, with applications in robotics, finance, and engineering. The Stochastic Linear Quadratic Regulator (SLQR) derives optimal feedback laws via the Riccati equation but requires numerical discretization of the resulting stochastic dynamics. Despite extensive studies on numerical methods for stochastic differential equations, their performance within the SLQR framework remains insufficiently explored. This study compares two predictor–corrector schemes of different orders: the Order 1.0 Predictor-Corrector (PC) method and the Order 2.0 Weak PC method. A one-dimensional linear quadratic problem with a closed-form solution enables precise error evaluation against the analytical trajectory. Convergence …

On Sobolev Spaces And The Existence Of Weak Solutions To Boundary Value Problems, Skye X. Paul

Master's Theses

Many boundary value problems that arise in mathematical models have close connections to second order elliptic partial differential equations. This thesis introduces the idea of weak derivatives and Sobolev Spaces to generalize possible solutions. Using functional analysis centered around the Lax-Milgram theorem, we show the existence of these generalized solutions to boundary value problems including Laplace's Equation, 2nd order linear ODEs, and ultimately a general second order elliptic PDE. The work cumulates with recovering a number of central theorems of functional analysis in the context of Sobolev Spaces, creating a new perspective on the solvability of these boundary value problems.

Long-Time Asymptotics For The Kadomtsev–Petviashvili I Equation With Small Initial Data, Samir Donmazov

Theses and Dissertations--Mathematics

We study the initial value problem for the Kadomtsev--Petviashvili I (KP I) equation (u_t + 6uu_x + u_xxx)_x = 3u_yy with small initial data belonging to a subspace of the energy space for the KP I equation. We establish the long-time asymptotics for solutions of the KP I equation using the inverse scattering transform formalism developed by Zhou. Within this framework, the inverse problem for the KP I equation is formulated as a nonlocal Riemann--Hilbert problem (RHP) in two spatial dimensions. As part of the asymptotic analysis, we determine the long-time behavior of the …

The Inverse Scattering Transform For The Nonlinear Schrödinger Equation, Ivan Casas-Rocha

Honors Undergraduate Theses

The Nonlinear Schrödinger (NLS) Equation, iψ_t + 1/2 ψ_xx ± |ψ|²ψ = 0, is a nonlinear partial differential equation which is used to model several physical phenomena including nonlinear effects inside optical fibers and the formation of rogue waves in shallow water. It is particu- larly difficult to study solutions to this equation due to the nonlinearity, and the nonlinearity leads to incredibly interesting solutions not found in linear PDEs such as solitons. In this thesis, we highlight two methods of obtaining solutions to the (NLS) equation: the Inverse Scattering Transform and the Dressing Method. Furthermore, …

0th Order Solutions Of The Wavefunctions For The Quantum Elliptical Box And Microstrip Antenna, Nishtha Tikalal

Honors Undergraduate Theses

For a quantum particle confined to a two-dimensional elliptical box or electromagnetic wave in a microstrip antenna, geometrical and boundary condition interplay result in a spectrum of spatial patterns. Due to the asymmetrical nature of the ellipse, we are faced with continuous symmetry reductions, leaving both degenerate and nondegenerate solutions. Here, we present a complete derivation of an analytical solution and visualizations of the fundamental wavefunctions for both Dirichlet and Neumann boundary conditions respectively corresponding to the quantum elliptical box and the elliptical microstrip antenna.

We demonstrate that the eigenmodes, governed by eccentricity, directly correspond to the modal field distributions …

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 …

(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 …

(R2074) A Comparative Study Of Two Novel Analytical Methods For Solving Time-Fractional Coupled Boussinesq-Burger Equation, Jyoti U. Yadav, Twinkle R. Singh

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a comparative study between two different methods for solving nonlinear timefractional coupled Boussinesq-Burger equation is conducted. The techniques are denoted as the Natural Transform Decomposition Method (NTDM) and the Variational Iteration Transform Method (VITM). To showcase the efficacy and precision of the proposed approaches, a pair of different numerical examples are presented. The outcomes garnered indicate that both methods exhibit robustness and efficiency, yielding approximations of heightened accuracy and the solutions in a closed form. Nevertheless, the VITM boasts a distinct advantage over the NTDM by addressing nonlinear predicaments without recourse to the application of Adomian polynomials. …

Multiscale Modelling Of Brain Networks And The Analysis Of Dynamic Processes In Neurodegenerative Disorders, Hina Shaheen

Theses and Dissertations (Comprehensive)

The complex nature of the human brain, with its intricate organic structure and multiscale spatio-temporal characteristics ranging from synapses to the entire brain, presents a major obstacle in brain modelling. Capturing this complexity poses a significant challenge for researchers. The complex interplay of coupled multiphysics and biochemical activities within this intricate system shapes the brain's capacity, functioning within a structure-function relationship that necessitates a specific mathematical framework. Advanced mathematical modelling approaches that incorporate the coupling of brain networks and the analysis of dynamic processes are essential for advancing therapeutic strategies aimed at treating neurodegenerative diseases (NDDs), which afflict millions of …

Linear Topological Space, Vi Nguyen

UNF Graduate Theses and Dissertations

This thesis begins with an introduction to linear and topological spaces and then defines linear topological spaces. It studies key properties such as neighborhoods, convexity, reflexivity, and weak and weak* topologies. Finally, it concludes with solving non-linear partial differential equations.

Recovering Coefficients Of Second-Order Hyperbolic And Plate Equations Via Finite Measurements On The Boundary, Scott Randall Scruggs

All Dissertations

Abstract In this dissertation, we consider the inverse problem for a second-order hyperbolic equation of recovering n + 3 unknown coefficients defined on an open bounded domain with a smooth enough boundary. We also consider the inverse problem of recovering an unknown coefficient on the Euler- Bernoulli plate equation on a lower-order term again defined on an open bounded domain with a smooth enough boundary. For the second-order hyperbolic equation, we show that we can uniquely and (Lipschitz) stably recover all these coefficients from only using half of the corresponding boundary measurements of their solutions, and for the plate equation, …

On Solutions Of First Order Pde With Two-Dimensional Dirac Delta Forcing Terms, Ian Robinson

Rose-Hulman Undergraduate Mathematics Journal

We provide solutions of a first order, linear partial differential equation of two variables where the nonhomogeneous term is a two-dimensional Dirac delta function. Our results are achieved by applying the unilateral Laplace Transform, solving the subsequently transformed PDE, and reverting back to the original space-time domain. A discussion of existence and uniqueness of solutions, a derivation of solutions of the PDE coupled with a boundary and initial condition, as well as a few worked examples are provided.

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 …

(R2028) A Brief Note On Space Time Fractional Order Thermoelastic Response In A Layer, Navneet Lamba, Jyoti Verma, Kishor Deshmukh

Applications and Applied Mathematics: An International Journal (AAM)

In this study, a one-dimensional layer of a solid is used to investigate the exact analytical solution of the heat conduction equation with space-time fractional order derivatives and to analyze its associated thermoelastic response using a quasi-static approach. The assumed thermoelastic problem was subjected to certain initial and boundary conditions at the initial and final ends of the layer. The memory effects and long-range interaction were discussed with the help of the Caputo-type fractional-order derivative and finite Riesz fractional derivative. Laplace transform and Fourier transform techniques for spatial coordinates were used to investigate the solution of the temperature distribution and …

(R1885) Analytical And Numerical Solutions Of A Fractional-Order Mathematical Model Of Tumor Growth For Variable Killing Rate, N. Singha, C. Nahak

Applications and Applied Mathematics: An International Journal (AAM)

This work intends to analyze the dynamics of the most aggressive form of brain tumor, glioblastomas, by following a fractional calculus approach. In describing memory preserving models, the non-local fractional derivatives not only deliver enhanced results but also acknowledge new avenues to be further explored. We suggest a mathematical model of fractional-order Burgess equation for new research perspectives of gliomas, which shall be interesting for biomedical and mathematical researchers. We replace the classical derivative with a non-integer derivative and attempt to retrieve the classical solution as a particular case. The prime motive is to acquire both analytical and numerical solutions …

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 …

Inverse Boundary Value Problems For Polyharmonic Operators With Non-Smooth Coefficients, Landon Gauthier

Theses and Dissertations--Mathematics

We consider inverse boundary problems for polyharmonic operators and in particular, the problem of recovering the coefficients of terms up to order one. The main interest of our result is that it further relaxes the regularity required to establish uniqueness. The proof relies on an averaging technique introduced by Haberman and Tataru for the study of an inverse boundary value problem for a second order operator.

Smooth Global Approximation For Continuous Data Assimilation, Kenneth R. Brown

Theses and Dissertations

This thesis develops the finite element method, constructs local approximation operators, and bounds their error. Global approximation operators are then constructed with a partition of unity. Finally, an application of these operators to data assimilation of the two-dimensional Navier-Stokes equations is presented, showing convergence of an algorithm in all Sobolev topologies.

Stochastic Navier-Stokes Equations With Markov Switching, Po-Han Hsu

LSU Doctoral Dissertations

This dissertation is devoted to the study of three-dimensional (regularized) stochastic Navier-Stokes equations with Markov switching. A Markov chain is introduced into the noise term to capture the transitions from laminar to turbulent flow, and vice versa. The existence of the weak solution (in the sense of stochastic analysis) is shown by studying the martingale problem posed by it. This together with the pathwise uniqueness yields existence of the unique strong solution (in the sense of stochastic analysis). The existence and uniqueness of a stationary measure is established when the noise terms are additive and autonomous. Certain exit time estimates …

A Generalized Polar-Coordinate Integration Formula, Oscillatory Integral Techniques, And Applications To Convolution Powers Of Complex-Valued Functions On $\Mathbb{Z}^D$, Huan Q. Bui

Honors Theses

In this thesis, we consider a class of function on $\mathbb{R}^d$, called positive homogeneous functions, which interact well with certain continuous one-parameter groups of (generally anisotropic) dilations. Generalizing the Euclidean norm, positive homogeneous functions appear naturally in the study of convolution powers of complex-valued functions on $\mathbb{Z}^d$. As the spherical measure is a Radon measure on the unit sphere which is invariant under the symmetry group of the Euclidean norm, to each positive homogeneous function $P$, we construct a Radon measure $\sigma_P$ on $S=\{\eta \in \mathbb{R}^d:P(\eta)=1\}$ which is invariant under the symmetry group of $P$. With this measure, we prove …

Some Proofs Regarding Minami Estimates And Local Eigenvalue Statistics For Some Random Schrödinger Operator Models, Samuel Herschenfeld

Theses and Dissertations--Mathematics

We provide three proofs on different, but related models in the field of random Schrödinger operators. All three results are motivated by the desire to extend results and techniques on eigenvalue statistics or Minami estimates (an essential ingredient Poisson eigenvalue statistics).

Chapters 2 and 4 are explorations of the only two known techniques for proving Minami estimates for continuum Minami estimates. In Chapter 2, we provide an alternative and simplified proof of Klopp that holds in d = 1. Chapter 4 is an application of the techniques of Dietlein and Elgart to prove a Minami estimate for finite rank lattice …

A Comparative Study Of Shehu Variational Iteration Method And Shehu Decomposition Method For Solving Nonlinear Caputo Time-Fractional Wave-Like Equations With Variable Coefficients, Ali Khalouta, Abdelouahab Kadem

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a comparative study between two different methods for solving nonlinear Caputo time-fractional wave-like equations with variable coefficients is conducted. These two methods are called the Shehu variational iteration method (SVIM) and the Shehu decomposition method (SDM). To illustrate the efficiency and accuracy of the proposed methods, three different numerical examples are presented. The results obtained show that the two methods are powerful and efficient methods which both give approximations of higher accuracy and closed form solutions if existing. However, the SVIM has an advantage over SDM that it solves the nonlinear problems without using the Adomian polynomials. …

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 …

On A Hybrid Technique To Handle Analytical And Approximate Solutions Of Linear And Nonlinear Fractional Order Partial Differential Equations, Kamal Shah, Hammad Khalil, Ahmet Yildirim

Applications and Applied Mathematics: An International Journal (AAM)

This manuscript is devoted to consider Natural transform (NT) coupled with homotopy perturbation method (HPM) for obtaining series solutions to some linear and nonlinear fractional partial differential equations (FPDEs). By means of NT, we obtain the transformed problem which is then solved by using HPM. By means of Stehfest’s numerical algorithm and using the dual relationship of NT and Laplace transform, we calculate inverse NT for approximate solutions. The series solutions we obtain using the proposed method are in close agreement with the exact solutions. We apply the proposed method to some interesting problems to illustrate our main results.

Application Of Reduced Differential Transform Method For Solving Two-Dimensional Volterra Integral Equations Of The Second Kind, Seyyedeh R. Moosavi Noori, Nasir Taghizadeh

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we propose new theorems of the reduced differential transform method (RDTM) for solving a class of two-dimensional linear and nonlinear Volterra integral equations (VIEs) of the second kind. The advantage of this method is its simplicity in using. It solves the equations straightforward and directly without using perturbation, Adomian’s polynomial, linearization or any other transformation and gives the solution as convergent power series with simply determinable components. Also, six examples and numerical results are provided so as to validate the reliability and efficiency of the method.

Krylov Subspace Spectral Methods With Non-Homogenous Boundary Conditions, Abbie Hendley

Master's Theses

For this thesis, Krylov Subspace Spectral (KSS) methods, developed by Dr. James Lambers, will be used to solve a one-dimensional, heat equation with non-homogenous boundary conditions. While current methods such as Finite Difference are able to carry out these computations efficiently, their accuracy and scalability can be improved. We will solve the heat equation in one-dimension with two cases to observe the behaviors of the errors using KSS methods. The first case will implement KSS methods with trigonometric initial conditions, then another case where the initial conditions are polynomial functions. We will also look at both the time-independent and time-dependent …