Numerical Analysis and Computation Commons^™

Performance Of Numerical Methods Applied To The Black–Scholes Model, Scott Cameron Williams

UNF Graduate Theses and Dissertations

We compare five numerical approaches for approximating solutions to the Black–Scholes partial differential equation for pricing European call options: FTCS, BTCS, Crank– Nicolson, Monte Carlo simulation, and a physics–informed neural network (PINN). These methods span finite difference techniques, probabilistic simulation, and machine learning. Performance is evaluated based on computational efficiency and accuracy relative to the analytical Black–Scholes solution.

Among the methods, Crank–Nicolson and the PINN demonstrated the strongest overall performance. Crank–Nicolson achieved the highest accuracy but exhibited increased runtime as the number of underlying stock price grid points grew. In contrast, the PINN produced slightly less accurate results but with …

(R2151) Error Estimates Of Barycentric Lagrange Interpolation, Alvira Yawar, Swarnima Bahadur

Applications and Applied Mathematics: An International Journal (AAM)

Barycentric interpolation, which comes from Lagrange interpolation, is a useful method in numerical analysis. In this research paper, we explain how the barycentric interpolation formula is derived and discuss its features. We compare its stability and performance with the traditional Lagrange formula. First, we show how to get the barycentric formula from the Lagrange polynomial and present it as a rational function. We also provide an estimate of the error. Then, we use numerical examples to show that the barycentric formula is more stable and works better, especially when the degree of interpolation is high. Our results show that the …

Analysis And Numerical Investigation Of A Breast Cancer Treatment Model Incorporating Ketogenic Diet And Immune Boosters Via Optimal Control Theory, Kunnisai Muniroh, Ummu Habibah, Wuryansari Muharini Kusumawinahyu, Nur’Izzati Hamdan

Mathematical Modelling and Numerical Simulation with Applications

This paper develops a mathematical model to investigate breast cancer dynamics by incorporating tumor–immune interactions, ketogenic diet effects, and medical treatment. The model is formulated as a system of nonlinear ordinary differential equations and analyzed within an optimal control framework. Time-dependent control variables are introduced to represent treatment strategies aimed at minimizing tumor progression while reducing therapeutic costs. The model’s well-posedness is established through positivity and boundedness analysis. The necessary conditions for optimality are derived using Pontryagin’s Minimum Principle, resulting in a coupled system of state and adjoint equations. Numerical solutions are obtained using the fourth-order Runge–Kutta method combined with …

Mathematical Analysis And Numerical Simulation Of A Fractional-Order Sir-Si Model For Malaria Transmission Dynamics, Gassan A. M. O. Farah, Abdulaziz Y. A. Mukhtar, Kailash C. Patidar

Mathematical Modelling and Numerical Simulation with Applications

This study investigates the complex transmission dynamics of malaria, a critical global health challenge, with a focus on the African continent. We introduce a novel approach that employs Fractional Differential Equations (FDEs) to advance the understanding of malaria spread and control. Specifically, we develop a new SIR-SI model using the Caputo fractional operator, which captures the memory effects and time-delay characteristics inherent in real-world epidemiological systems. A detailed analysis of the model's solvability and uniqueness is conducted using fixed-point theory. To obtain an analytical solution, the system is solved via the Laplace transform method, with solutions expressed in closed form …

A Parallel Interval Modeling Framework For Nonlinear Systems: Application To A Modified Duffing Oscillator, Roman Voliansky, Nina Volianska

Northeast Journal of Complex Systems (NEJCS)

The paper presents a mathematical framework for converting nonlinear dynamical systems into parallel forms. This framework replaces the exact system motion equations with interval equations, enabling the representation of nonlinear functions over piecewise linear domains. Such representation enables the description of system motions using linear-like differential equations, which can be analyzed and manipulated using well-known control methods. One such method is eigenvalue analysis, a powerful tool in classical control theory since many techniques rely on the system’s characteristic polynomial and its eigenvalues. We apply this method to define interval system eigenvalues and track their variation during system operation. These eigenvalues …

(R2134) Continuous Shooting Approach With Improved Shooting Slope For Solving Higher Integer Order Boundary Value Problem, Razaq Adekola Oderinu, Adebowale Niyi Aderibigbe, Saheed Alao, Ahmed Adeyi Yahaya

Applications and Applied Mathematics: An International Journal (AAM)

This study presents a semi-analytical shooting method for solving nonlinear higher-order boundary value problems by integrating the Adomian Decomposition Method into the shooting technique, enabling series-form solutions. To enhance convergence, new higher-order shooting slopes and their corresponding supplementary equation formulas were introduced. Three numerical examples demonstrated the method’s accuracy: for the first two, absolute errors were computed using available exact solutions, while the third was compared with reference literature due to the absence of an exact solution. The method achieved very small absolute errors in the first two cases, and results from the third closely matched the literature. Tolerance values—defined …

Modeling And Analysis Of Electric Signal In Neurons, Kevin J. Roberts

All Graduate Reports and Creative Projects, Fall 2023 to Present

Neurons in humans and other species transmit information by sending electric signals via axons. This process relies on the generation and propagation of action potentials—rapid changes in the membrane potential of the axon. Understanding the mechanisms of action potentials, including how they are generated and influenced by the axon geometry and material parameters, is crucial for gaining insight into neurological diseases such as Alzheimer’s and Multiple Sclerosis (diseases highly correlated to demyelination). In this work, we review and summarize mathematical models for signal transmission–including the classical Hodgkin-Huxley model, the Single Cable (SC) model, and the Double Cable (DC) model. We …

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

Role Of Competition In Avoiding Social Collapse, Gabriel M. Tonks

All Graduate Reports and Creative Projects, Fall 2023 to Present

Historical examples suggest that isolated, resource-scarce societies are prone to increased hostility and social disasters. The research in this report explores the role of intrasocietal competition in avoiding resource collapse. Two resource-consumer models are proposed with competition which depends on the level of available resources. One of these models is selected for in-depth analysis, and the region in the parameter space where saddle-node bifurcations emerge is computed numerically. The effects of environmental noise on resource growth are simulated, showing that the increased noise usually has negative long-term effects which might be mitigated via increased consumer competition.

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, …

(R2135) System Dynamical Analysis For Ann-Based Numerical Solutions Of A Compartmental Model: A Bio-Mathematical Model Of Drug Diffusion Through The Compartments Of Blood And Tissue, Rakesh Kumar, Sudarshan Dhua

Applications and Applied Mathematics: An International Journal (AAM)

This paper provides a considerably efficient numerical approach to acquire the solutions of a biomathematical model administrating oral and intravenous distribution of pharmaceuticals in the human body. The proposed numerical approach based on an artificial neural network is employed to extract numerical solutions for a detailed set of ordinary differential equations and analyze the change in concentration of drug diffusion via the compartments of blood and tissue medium. We primarily focus on analyzing three different models established on the diffusion process, exercising laws of mass action and Fick’s principle. In this work, the existing model is reformulated as an optimization …

The Odds Don’T Lie: Mathematical Reasoning And Societal Ignorance In Don’T Look Up, Nysa Vedwan, Shane Carey

LASER Journal

In Adam McKay’s 2021 satirical sci-fi movie Don’t Look Up, two astronomers discover a comet heading directly toward Earth. Despite overwhelming evidence and near-certainty of global extinction, their warnings are ignored and ridiculed. This paper discusses the mathematical and scientific foundations of the movie’s social and political reception, and specifically focuses on orbital prediction and probabilistic modeling as they relate to public understanding of risk. This paper shows how data is often undermined by political and social dynamics, by connecting the fictional events of the movie with real-world crises like the COVID-19 pandemic and the climate emergency. In Don’t Look …

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.

Metapopulation Model To Evaluate C.Difficile Potential Vaccine Interventions., Archana Neupane Timsina

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.

Exploring Solutions To Food Addiction Challenges Using Mathematical Modeling, Simulation, And Analysis Applying Optimal Control Theory, Dia Bonsu, Padmanabhan Seshaiyer, Alonso Ogueda-Oliva

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Modeling The Cancer Cell Growth Predictions Based On Classical Mathematical Models With Physics-Informed Neural Network, Widodo Samyono

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Project Insight] Applications Of Physics Informed Neural Networks For Incorporating Human Behavior Into Epidemiological Models, Alonso Gabriel Ogueda Oliva

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Can We End The Hiv Epidemic In The U.S.? Linking Clinical And National Surveillance Data Through Multiscale Modeling From Patients To Populations, Necibe Tuncer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Quantification Of Parameters To Predict The Rupture Of Intracranial Saccular Aneurysms Using Physics Informed Neural Networks, Alonso Gabriel Ogueda, Padmanabhan Seshaiyer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.