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 …

Uniform Stability Of Katyusha In Strongly-Convex Settings, Don Li

University Honors Theses

Acceleration of convergence and reduction of variance constitute a trade-off in the design of stochastic optimization machine learning algorithms. Katyusha was introduced to address this trade-off, synthesizing Nesterov Accelerated Gradient (NAG) and Stochastic Variance-Reduced Gradient (SVRG) into a single first-order optimizer with promising empirical performance. However, the generalization properties of Katyusha remain largely unexplored. We conjecture that, in the smooth quadratic regime (i.e., under assumptions of strong convexity and smoothness of the loss function, and boundedness of gradients), Katyusha is uniformly stable in the sense of Bousquet and Elisseeff. Instantiating our framework for NAG, we extend the use of Lyapunov …

Variational Methods For Semilinear Pdes With Dirac Singularities, Samuel J. Magill

Dissertations, Theses, and Capstone Projects

This dissertation utilizes a variational framework for semilinear elliptic equations in two dimensions with Dirac measure data. The central objects of study are equations of the form −ΔU = f(U) + Σ_j=1^N α_jδ_pj on bounded Lipschitz domains Ω ⊂ ℝ² with homogeneous Dirichlet boundary condition, and on a flat torus 𝕋², where α_j is positive for the Dirichlet setting and α_j is negative on the torus. Solutions are obtained by minimizing the restriction of an energy functional to an order interval determined by explicit sub- and supersolutions; the Euler–Lagrange equation is recovered …

Constructing Orthonormal Bases With The Residuals Of Successive Approximations, An Introduction To Multiresolution Analysis, Elijah J. Guptill

Master's Theses

Wavelets and wavelet analysis are used in the study of signal processing, quantum field theory, functional analysis, multifractal analysis, and various other areas of mathematics. Multiresolution analysis provides a framework for building a wavelet basis of $\mathcal{L}^{2}(\mathbb{R})$ from a scaling function $\phi$, whose dyadic dilations and translations, $\{2^{j /2}\phi(2^{j}x-k):j,k\in \mathbb{Z}\}$, approximate $\mathcal{L}^{2}(\mathbb{R})$. One of the key properties of  $\phi$ is that it must satisfy $\phi(x)=\sum_{k\in \mathbb{Z}}{p_{k}2^{j /2}\phi(2^{j}x-k)}$ with respect to the norm on $\mathcal{L}^{2}(\mathbb{R})$. This equation is called a two-scale difference equation. Such equations enforce a regularity on the ordinary generating function $2^{-1 /2}\sum_{k\in \mathbb{Z}}{p_{k}z^{k}}$, known as the quadrature condition. …

Whitney Extension Problem For Fractional Sobolev Spaces And Besov Spaces, Han Li

Dissertations, Theses, and Capstone Projects

In the dissertation, we go through the development of the Whitney extension problem and prove a type of results for the Whitney extension problem for homogeneous fractional Sobolev spaces and homogeneous Besov spaces.

This dissertation consists of four chapters:

Chapter 1: We recall the history of the Whitney extension problem and talk about some early works which have been done for the Whitney extension problem. We also mention our new results.

Chapter 2: We introduce some basic notations, definitions and preliminary results.

Chapter 3: We show the existence of a bounded linear extension operator for homogeneous fractional Sobolev space L …

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 …

Bounded Multiplication And Composition Operators On Sequence Besov Spaces, Robert Anderson

Mathematical Sciences Undergraduate Honors Theses

The sequence Besov space $b_p$, $p>1$, is the space of analytic functions $f(z)=\sum_{n=0}^{\infty} a_n\, z^n$ on the open unit disk

$\mathbb D$ with $$\sum_{n=0}^{\infty} n^{p-1}\, |a_n|^p< \infty\, .$$

We will give a brief introduction to the space $b_p$, as well as explore how certain operators behave on the space. For example, let $\varphi$ be an analytic self-map of $\mathbb D$. We study the multiplication operator $M_\varphi$ on $b_p$ and look at examples including when $\varphi$ is a polynomial. We also study the composition operator $C_\varphi$ on $b_p$, and in more depth on $b_2$ the Dirichlet space. The culmination will be an …

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 …

Empirical Validation Of Einstein’S Coefficient For The Deflection Of Light Due To Gravitational Forces, Alexandra R. Mcdowell

Honors College Theses

Einstein’s formula to calculate the deflection angle of light through space as it interacts with gravity was introduced in his 1916 publication on general relativity. This was not a new idea, but his equation was, and it was correct. Just 3 years after this publication, it was empirically validated by Sir Arthur Eddington and Sir Frank Dyson. Since that experiment in 1919, at least seven others have been performed that also gave definitive answers in support of Einstein’s deflection constant of 1.751 arcseconds. The two most recent ones made groundbreaking contributions to this effort. The 2017 eclipse showed reproducible results …

Local Energy Decay For Non-Stationary Damped Wave Operators, Nicholas Dj Arsenault

Theses and Dissertations--Mathematics

This work establishes integrated local energy decay (ILED) estimates for the damped wave equation on certain non-stationary spacetimes. The main technical result is a high frequency estimate that holds in great generality, provided that null geodesics trapped in a compact region are sufficiently damped. This is combined with low- and medium-frequency estimates to establish full local energy decay. We conclude by providing a counterexample where the damping assumption fails and local energy decay does not hold.

Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo

Theses and Dissertations (Comprehensive)

In recent years, the rising cost of living as a result of persistent inflationary pressures, disruptions in the global supply chains, and changes in the macroeconomic landscape has become a critical topic of discussion. To address this, we move beyond a mean-based framework and employ a quantile regression approach. This allows the persistence of each series and the transmis- sion of shocks between the Consumer Price Index (CPI) (the total CPI which is a percentage change over the past 12 months), the Interest Rate (IR)(the target for the overnight rate), the New Housing Price Index (NHPI), and high-frequency supply chain …

Lie-Galois Theory, Giovanni Reed

Honors Undergraduate Theses

Differential equations are a much-studied topic in the field of mathematics, as well as other sciences, such as engineering, economics, and biology. While much is known concerning these, there is still a large gap in our knowledge about such equations. It is important therefore, both to mathematics and other sciences, that we gain a more complete knowledge of differential equations, in particular the nature of their solutions. In this research, we investigate the solution space of linear ordinary differential equations (ODEs) from the standpoint of differential algebra. Differential algebra allows an ODE to be treated similarly to a polynomial, allowing …

A Nonstandard Exploration Of Approximate Identity And Unitization, Tong (Nicole) Wu

HMC Senior Theses

The goal of this senior thesis is to explore general nonstandard analysis and some possible applications to 𝐶^*-algebras in functional analysis. More specifically, we shall define an approximate identity of a 𝐶^*-algebra using nonstandard analysis and study nonstandard hulls of internal 𝐶^*-algebra in the context of different unitizations. We shall also prove a few results for ideals in 𝐶^*-algebra using nonstandard definitions of approximate identities. We shall also briefly discuss the history and developments of nonstandard analysis.

Spectral Decimation On The Schreier Graphs Of The Basilica Group: A Thesis In Fractal Analysis, Anne D. Bannon

Scripps Senior Theses

This thesis is intended to provide a comprehensive overview of the literature required to fully understand research conducted during the University of Connecticut's Fractals & Stochastics REU in the summer of 2025. The literature review includes a description of Robert Strichartz's seminal work pertaining to the Laplacian spectrum of the Sierpiński Gasket, which provides a framework for how we approach studying the spectrum of the basilica Julia set. Defining the basilica Julia set and the closely-related Basilica group involves graph theory, automata theory, iterated monodromy group theory, and amenable group theory. Further time is dedicated to defining the graph Laplacian …

Real Interpolation: An Approximate Introduction, Madeline Anderson

Scripps Senior Theses

This thesis provides an introduction to real interpolation. We establish

relevant notions in functional analysis first, and use these concepts to study

real interpolation using J. Peetre’s 𝐾-functional in some detail. We also

explore the basics of approximation theory, in particular the connection

between approximation and interpolation results.

Catalan And Hyper-Catalan Numbers: Combinatorial Applications To Polynomial Equations, Leilani Natale

Williams Honors College, Honors Research Projects

In this paper, we study Catalan numbers and their generalization, hyper-Catalan numbers, and explore how these sequences arise naturally in the context of solving polynomial equations using infinite power series. We begin by introducing the Catalan numbers through their combinatorial interpretation as triangulations of convex polygons. Using this geometric definition, we derive a relation whose recursive structure leads to a quadratic functional equation. Interpreting this relation as a formal power series equation allows us to express solutions to quadratic equations as infinite power series whose coefficients are given by the Catalan numbers. This framework is then extended by allowing polygon …

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 …

Spectral Properties And The Behavior Of The Current-Current Correlation Measure For The Luttinger-Sy Model, Jonathan Benoit

Theses and Dissertations--Mathematics

The Luttinger-Sy Model, sometimes referred to as the Pieces Model, is a Random Schrodinger Operator on L²(R) which is characterized in part by "pieces" whose endpoints are chosen by a Poisson Point Process. The Hamiltonian in this setting is then given as a direct sum of Laplacians with Dirchlet boundary conditions on each piece. In this work, we show several spectral properties of the Luttinger-Sy Model, including proving the deterministic spectrum is [0,infinity) and that a Wegner-type and Minami-type estimate both hold. Additionally, we show that the finite-volume Current-Current Correlation Measure is singular continuous with respect …

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 …

Asymptotics Of Discrete Convolution Powers And Applications To Difference Schemes, Pedro Henrique Alves Silva Dos Santos

Honors Theses

In this thesis we provide Gaussian Estimates and Local Limit Theorems describing the asymptotic behavior of convolution powers of a class of complex-valued functions on $\mathbb{Z}^d$. Convolution powers arise naturally in the study of partial differential equations, as well as in random walks in probability theory. In particular, they are connected to the stability theory of difference schemes used to approximate solutions to partial differential equations. We take inspiration from the work of Vidar Thomée on stability theory to restrict our attention to convolution powers of functions whose Fourier Transforms satisfy certain local expansions. We then combine the Cauchy Integral …

Data-Assimilation-Enabled Fast Convergence Of The Uzawa Scheme For Navier-Stokes Equations With Large Reynolds Numbers, Jessica C. Franklin

All Theses

This work studies efficient techniques utilized to solve the Navier-Stokes equations that model incompressible Newtonian flow in the setting where partial solution data is available. First, we analyze the Picard iteration and Picard with continuous data assimilation applied and test convergence. Then, we analyze the Arrow-Hurwicz (AH) and Uzawa iterative procedures and test convergence. Finally, we apply continuous data assimilation to Uzawa, and analytical and numerical results show that CDA improves Uzawa convergence for the NSE, similar to CDA-Picard but it is much more efficient.

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.

An Interpolating Regime For The Extreme Values Of A Random Zeta Model, Christine K. Chang

Dissertations, Theses, and Capstone Projects

We study the large values of a random model of the Riemann zeta function over short intervals. The extreme value statistics depend on the interval size: the log-correlated regime governs intervals of order one while the i.i.d. regime emerges over longer intervals. The main focus is to describe the transition between these two well-understood regimes as the interval varies in length. This thesis shows that there is an intermediate regime where the behavior of the zeta model’s maxima cannot be entirely captured by either extreme— i.i.d. or fully log-correlated. This suggests that the Riemann zeta function exhibits correlations around its …

Sugar: A Sequence Unfolding Based Transformer Model For Group Activity Recognition, Yash U. Gondkar

Graduate Masters Theses

Large Language Models have improved significantly in the past couple of years due to the adoption of transformers. However, transformers still find it challenging to process videos due to limited context size caused by their quadratic computing cost. Therefore, we studied a booming field in machine learning which powers applications like social scene analysis and video surveillance systems called Group Activity Recognition (GAR). We found that recent models were able to achieve more than 90% accuracy on popular datasets like the Volleyball dataset, however, it turned out that even they relied on transformers.

Therefore, in this work, we developed a …

A Study Of Complex Analysis After Whittaker And Watson, Crystal Steed

All Graduate Reports and Creative Projects, Fall 2023 to Present

The goal of this report is to provide solutions to the exercises found in chapter five of the book titled, A Course of Modern Analysis: An Introduction to the General Theory of Infinite Processes and of Analytic Functions with an Account of the Principal Transcendental Functions by E.T. Whittaker and G.N. Watson. The fifth chapter is titled, "The Fundamental Properties of Analytic Functions; Taylor's, Laurent's and Liouville's Theorems." This report solves the end-of-chapter exercises in addition to providing details for some in-chapter exercises, which are left to the reader. Many of these exercises are results from famous mathematicians.

Mathematical Modeling Of Effects Of Tumor Location On Lung Function., Lamargaret Temukisa Johnson

Master of Engineering Theses

Lung cancer has the highest rates of incidence and mortality of all cancers. Most lung cancer tumors are Non-Small Cell Lung Cancer (NSCLC). NSCLC patients with lesions in the upper lobes are found to have better prognosis compared to those with lesions in the middle and lower lobes. Previous studies have suggested various causes for this discrepancy at both the organ-scale and tissue-scale. To model NSCLC growth in different locations within the lung, an organ scale lung model and tissue scale tumor model were coupled through the tissue pressure, and oxygen and carbon dioxide partial pressures. The coupling was used …

Analysis Of Popular Songs In The Us Market, Michael Myers

Theses, Dissertations and Culminating Projects

In today’s digitally driven music landscape, understanding what drive’s a song’s popularity requires insight not only into its acoustic and lyrical content, but also into patterns of listener engagement across platforms. This thesis explores the predictive and descriptive dimensions of song popularity by applying supervised and unsupervised machine learning models to a multi-source dataset integrating audio features, sentiment analysis, and temporal consumption behavior. Drawing from a novel, multi-platform dataset that includes Billboard Hot 100 rankings, Spotify acoustic features and popularity scores, streaming, airplay, and sales metrics as reported on Luminate’s Music Connect, and lyrics from AZLyrics, the study investigates the …

A Data-Driven Approach To Time Series Forecasting And Clustering Of U.S. Regional Drug Overdose Mortality, Koshali Hamy Muthunama Gonnage

Mathematics & Statistics ETDs

The increasing rate of drug overdose deaths in the United States poses a critical public health challenge, particularly due to the surge in synthetic opioids and other high-risk substances. This study presents a data-driven framework that integrates time series forecasting and clustering techniques. Monthly mortality data for five key drug types: cocaine, fentanyl, heroin, methamphetamine, and oxycodone were analyzed using four time series forecasting models: ARIMA, ETS, TBATS, and NNAR. These models were evaluated using standard accuracy metrics RMSE, MAPE, and MAE to assess predictive performance. Signal decomposition approach based on Singular Value Decomposition and subspace modeling was employed to …

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 …