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This mixed-methods study examines how epistemic affect and identity shape engagement during math, spatial, and verbal reasoning tasks. Using electrodermal activity (EDA), video analysis, and self-report data from 20 undergraduates, we trace how emotions like curiosity, confusion, and satisfaction co-occur with strategy use, cognitive effort, and self-regulation. Through constant comparative analysis and cross-case synthesis, we identify five engagement themes: epistemic framing, identity anchoring, elaboration, emotional regulation, and joy in mastery. Findings suggest that emotional and physiological responses support—rather than disrupt—core reasoning processes such as ambiguity tolerance and hypothesis revision. By linking affective cues with intellectual humility and identity-relevant discourse, this study offers a framework for understanding engagement as dynamic, embodied, and epistemically meaningful.