Dynamic Systems Commons^™

Markov-Modulated Queueing Network For Mobile Traffic Aggregation With Threshold-Controlled Buffers, Anton A. Esin, Elmira Yu. Kalimulina

Mathematical Modelling and Numerical Simulation with Applications

We study the problem of data transmission from mobile platforms operating in high-speed transit between cellular base stations, under conditions of unstable and intermittent connectivity. Conventional queueing and connectivity models often fail to capture the combined effects of rapidly changing signal conditions, finite buffer capacity, and dynamic topology. We aim to develop a tractable yet expressive model that integrates stochastic link availability, queue dynamics, and buffer control. We propose a mathematical framework based on queues whose service intensities are modulated by a continuous-time Markov chain (CTMC) representing signal conditions along a high-speed trajectory. The core subsystem is a two-stage (aggregation …

Measuring Market Risk Through Entropic Var, Dragomir Nedeltchev, Tsvetelin Zaevski

Mathematical Modelling and Numerical Simulation with Applications

The article aims to measure the market risk beyond the basic risk measures like the Value-at-Risk (VaR) and the Expected Shortfall (ES). The Entropic Value-at-Risk is selected among the available measures based on its advantages -- it is the coherent upper bound of the VaR and ES. This risk measure is applied to the classical Black-Scholes model as well as to some more realistic ones, such as the exponential tempered stable model (the log-returns are presented by a tempered stable L\'evy process), the stochastic volatility model of Heston, its jump extension of Bates, and another stochastic volatility model but with …

Exploring The Dynamics Of Romantic Relationships Through The Lens Of Prem Rog, Umang Jain, Dheeraj Sharma, Pranay Goswami, Kuldeep Malik

Journal of Humanistic Mathematics

Romantic relationships are dynamic events that begin, grow, and frequently remain for a long time in a stagnant or fluctuating state until possibly dissipating. Although they are unquestionably the most significant dynamic events in our lives, dynamic systems theory has only recently included them in its formal framework. Without a mathematical model, it would be impossible to analyze and comprehend the dynamics because, in general, love stories are too brief to allow things to stabilize and are affected by the ups and downs of the surrounding community. In this paper, we set up models made up of four ordinary differential …

A Stability Analysis Of The Phase-Lock Equations, Brian M. Sunguza

UNF Graduate Theses and Dissertations

Ginzburg and Landau have provided a set of equations that relate superconductivity to magnetic fields. Through a transformation process, Zhan has derived what are now called the phase-lock equations. A stability analysis of the spatially-independent phase-lock equations is the purpose of this presentation. This simplification is significant since it allowed for the analytical determination of equilibria, their stability, and the influence of a periodic forcing function. Through the use of an original code, numerical simulations are shown to corroborate the analytical results described above.

This analysis includes novel Lyapunov functions that allowed for the analytical determination of the instability region. …

Managing Multi-Drug Resistance: An Evolutionary Game Theory And Optimal Control Approach, Shukhrat Nasrulloev

Theses and Dissertations

Multi-drug resistance is an evolutionary process in which treatment eliminates sensitive cells, allowing resistant clones to dominate. This thesis investigates this process using a framework integrating population dynamics, evolutionary game theory, and optimal control theory. We develop a two-population logistic growth model describing competition between drug-sensitive and drug-resistant cells under treatment, construct dose-dependent payoff matrices and replicator dynamics to characterize evolutionary competition, and derive a critical drug level D_crit = (r_S - rR)/(dS - d_R) at which resistant cells gain a fitness advantage. An optimal control problem is formulated via Pontryagin's Maximum Principle to identify schedules …

Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi

Electronic Theses & Dissertations (2024 - present)

In many scientific and financial contexts, we must reason and make predictions under conditions of incomplete information. This dissertation develops Entropic Dynamics (ED) as a unified framework for deriving dynamical laws directly from principles of inference. Within this approach, probability distributions represent states of knowledge, and their evolution is determined through entropy maximization subject to relevant constraints. This leads to a novel concept of entropic time and a formulation of dynamics as an inferential process. In this talk, I will present how ED provides a common foundation across multiple domains. In physics, quantum dynamics for particles and scalar fields in …

A Novel Mathematical Model Of Hiv Transmission Incorporating The Effects Of Treatment And Pre-Exposure Prophylaxis: Sensitivity Analysis And Numerical Simulations, Erick Manuel Delgado Moya

Mathematical Modelling and Numerical Simulation with Applications

Human immunodeficiency virus (HIV) continues to be a public health problem in many countries of the world, and Pre-exposure prophylaxis (PrEP) is a preventive method for HIV, which has shown great efficacy and is in use worldwide. This work presents a new mathematical model for HIV transmission incorporating PrEP use and evaluates the impact of PrEP along with its increasing use in a population. The construction of the model takes into account three forms of diagnosis: diagnosis of individuals in risky sexual contact, diagnosis after risky contact (diagnosis in the undiagnosed infected compartment), and diagnosis associated with attempting to enter …

Stability Analysis Of Thermohaline Convection With A Time-Varying Shear Flow Using The Lyapunov Method, Kalin Kochnev

Honors Scholar Theses

This work applies the Lyapunov method to identify instabilities and compute the growth rate of a linear time-varying system. The linear system studied describes cold fresh water on top of hot salty water with a periodically time-varying background shear flow. A time-dependent weighting matrix is employed to construct a Lyapunov function candidate. The resulting linear matrix inequalities are discretized in time using the forward Euler method. As the number of temporal discretization points increases, the growth rate predicted by the Lyapunov method or Floquet theory, used for comparison, will converge to the same value obtained from numerical simulations. Furthermore, the …

Math Meets Climate: The Energy Balance Model, Maria I. Sanchez Muniz

Open Educational Resources

This assignment introduces students to the mathematics of Earth’s climate through the classical energy balance model. Students analyze how incoming solar radiation, outgoing thermal radiation, and temperature-dependent albedo interact to determine Earth’s equilibrium temperature. Using analytical calculations and computational tools, students identify equilibrium states, assess their stability, and interpret the results through the lens of dynamical systems and bifurcation theory. The activity builds conceptual understanding of climate feedbacks, greenhouse effects, and tipping behavior using a transparent, one-variable model. Designed for applied mathematics and interdisciplinary STEM courses, this assignment emphasizes computation, physical interpretation, and real-world relevance. It is released as a …

Understanding Enso Through Mathematical Models, Maria I. Sanchez Muniz

Open Educational Resources

This assignment introduces students to conceptual models of the El Niño–Southern Oscillation (ENSO) and guides them through a structured investigation of their physical and mathematical foundations. Students analyze the recharge–oscillator and delayed–oscillator frameworks, explore how differential equations capture ocean–atmosphere interactions, and evaluate parameter-driven changes in oscillatory behavior. A key component of the work is the guided use of generative AI as a research tool: students employ AI models to locate peer-reviewed literature, interrogate model extensions, and refine their understanding of complex mechanisms, while synthesizing all final explanations in their own words. By blending classical climate modeling with modern AI-supported inquiry, …

(R2130) Cusum-Test For Unconditional Variance Change Detection In Bilinear Garch Models, Edoh Katchekpele, Abdou Kâ Diongue, Ben Célestin Kouassi

Applications and Applied Mathematics: An International Journal (AAM)

We examine CUSUM-type test for detecting changes in unconditional variance within Bilinear GARCH models. We derive the asymptotic distribution of the test statistic under both null and alternative hypotheses and assess test effectiveness in identifying single structural breaks. Simulation studies support our theoretical results and demonstrate the practical utility of the test.

Universal Systems Simulation Via Constraint Hypergraphs With Applications To Digital Twins, John Morris

All Dissertations

The characterization of systems encompasses a variety of modeling frameworks designed to capture specific behaviors and components of various system domains. Whatever the framework, the core elements of a system representation are the information of the system and a description of how that information is related. The relations in deterministic systems are functions, which, when composed to form executable processes, can be used to simulate system data. A declarative modeling framework is one that encodes mechanisms for preparing these simulations within the model structure, allowing an external agent to form the execution processes required for a given context. To date, …

Using Compartmental Systems Of Ordinary Differential Equations And Optimal Control Theory To Compute Ideal Quantities Of Mentors For Student Populations, Timofey B. Gafurov

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Investigating The Basic Reproduction Number For An Avian Influenza Model, Omar Saucedo

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

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

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Kyda] The Behavioral Spillover Effect: Modeling Behavioral Interdependencies In Multi-Pathogen Dynamics, Leah Lejeune, Omar Saucedo, Lauren M. Childs, Navid Ghaffarzadegan

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Following Carbon: Pathway And Flux Representations Of Ecosystems, Caner Kazanci

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Culture Mediates Climate Opinion Change: A System Dynamics Model, Louis (Lou) Gross, Yoon Ah Shin, Sara M. Constantino, Ann Kinzig, Katherine Lacasse, Brian Beckage

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Reev] Describing Social Movement Evolutionary Pathways Through The Conviction-Moderated Adaptive Voter Model, Arturo F. Serrano Borrero, Dylan Green, Olivia J. Chu

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Generalized Reciprocity In Female Norway Rats: A Mathematical Model Of Population Dynamics, Mei Q. Gordon Washington, Olivia J. Chu

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.