Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Evolutionary games with two timescales

We consider a two timescale model of learning by economic agents wherein active or 'ontogenetic' learning by individuals takes place on a fast scale and passive or 'phylogenetic' learning by society as a whole on a slow scale, each affecting the evolution of the other. The former is modelled by the Monte Carlo dynamics of physics, while the latter is modelled by the replicator dynamics of evolutionary biology. Various qualitative aspects of the dynamics are studied in some simple cases, both analytically and numerically, and its role as a useful modelling device is emphasized.

Differential Games of Mixed Type with Control and Stopping Times

We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities. We also show the existence of saddle point equilibrium for a special case of differential game.

Simplified Mathematical Model for Effects of Freezing on the Low-Temperature Performance of the Lead-Acid Battery

Discharge periods of lead-acid batteries are significantly reduced at subzero centigrade temperatures. The reduction is more than what can he expected due to decreased rates of various processes caused by a lowering of temperature and occurs despite the fact that active materials are available for discharge. It is proposed that the major cause for this is the freezing of the electrolyte. The concentration of acid decreases during battery discharge with a consequent increase in the freezing temperature. A battery freezes when the discharge temperature falls below the freezing temperature. A mathematical model is developed for conditions where charge-transfer reaction is the rate-limiting step. and Tafel kinetics are applicable. It is argued that freezing begins from the midplanes of electrodes and proceeds toward the reservoir in-between. Ionic conduction stops when one of the electrodes freezes fully and the time taken to reach that point, namely the discharge period, is calculated. The predictions of the model compare well to observations made at low current density (C/5) and at -20 and -40 degrees C. At higher current densities, however, diffusional resistances become important and a more complicated moving boundary problem needs to be solved to predict the discharge periods. (C) 2009 The Electrochemical Society.

Mathematical model of arterial stenosis

A mathematical model for pulsatile flow in a partially occluded tube is presented. The problem has applications in studying the effects of blood flow characteristics on atherosclerotic development. The model brings out the importance of the pulsatility of blood flow on separation and the stress distribution. The results obtained show fairly good agreement with the available experimental results.

Application of Mathematical Programming to the Plywood Design and Manufacturing Problem

Plywood manufacture includes two fundamental stages. The first is to peel or separate logs into veneer sheets of different thicknesses. The second is to assemble veneer sheets into finished plywood products. At the first stage a decision must be made as to the number of different veneer thicknesses to be peeled and what these thicknesses should be. At the second stage, choices must be made as to how these veneers will be assembled into final products to meet certain constraints while minimizing wood loss. These decisions present a fundamental management dilemma. Costs of peeling, drying, storage, handling, etc. can be reduced by decreasing the number of veneer thicknesses peeled. However, a reduced set of thickness options may make it infeasible to produce the variety of products demanded by the market or increase wood loss by requiring less efficient selection of thicknesses for assembly. In this paper the joint problem of veneer choice and plywood construction is formulated as a nonlinear integer programming problem. A relatively simple optimal solution procedure is developed that exploits special problem structure. This procedure is examined on data from a British Columbia plywood mill. Restricted to the existing set of veneer thicknesses and plywood designs used by that mill, the procedure generated a solution that reduced wood loss by 79 percent, thereby increasing net revenue by 6.86 percent. Additional experiments were performed that examined the consequences of changing the number of veneer thicknesses used. Extensions are discussed that permit the consideration of more than one wood species.

Mathematical model of an arterial stenosis, allowing for tethering

Closed-form solutions are presented for approximate equations governing the pulsatile flow of blood through models of mild axisymmetric arterial stenosis, taking into account the effect of arterial distensibility. Results indicate the existence of back-flow regions and the phenomenon of flow-reversal in the cross-sections. The effects of pulsatility of flow and elasticity of vessel wall for arterial blood flow through stenosed vessels are determined.

Studies on Plant Demography: Ranunculus Repens L., R. Bulbosus L. and R. Acris L.: III. A Mathematical Model Incorporating Multiple Modes of Reproduction

This paper presents a comparative population dynamics study of three closely related species of buttercups (Ranunculus repens, R. acris, and R. bulbosus). The study is based on an investigation of the behaviour of the seeds in soil under field conditions and a continuous monitoring of survival and reproduction of some 9000 individual plants over a period of 21/2 years in a coastal grassland in North Wales. The data were analysed with the help of an extension of Leslie's matrix method which makes possible an simultaneous treatment of vegetative and sexual reproduction. It was found that R. repens (a) depends more heavily on vegetative as compared with sexual reproduction, (b) shows indications of negatively density-dependent population regulation, and (c) exhibits little variation in population growth rates from site to site and from one year to the next. In contrast, R. bulbosus (a) depends exclusively on sexual reproduction, (b) shows indications of a positively density-dependent population behaviour, and (c) exhibits great variation in population growth rates from site to site and from one year to the next. R. acris exhibits an intermediate behaviour in all these respects. It is suggested that the attributes of R. repens are those expected of a species inhabiting a stable environment, while R. bulbosus exhibits some of the characteristics of a fugitive species.

An approximate mathematical procedure for the determination of characteristic parameters for a general case in three dimensional photoelasticity

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Mathematical model and rule extraction for tool wear monitoring problem using nature inspired techniques

In this paper, pattern classification problem in tool wear monitoring is solved using nature inspired techniques such as Genetic Programming(GP) and Ant-Miner (AM). The main advantage of GP and AM is their ability to learn the underlying data relationships and express them in the form of mathematical equation or simple rules. The extraction of knowledge from the training data set using GP and AM are in the form of Genetic Programming Classifier Expression (GPCE) and rules respectively. The GPCE and AM extracted rules are then applied to set of data in the testing/validation set to obtain the classification accuracy. A major attraction in GP evolved GPCE and AM based classification is the possibility of obtaining an expert system like rules that can be directly applied subsequently by the user in his/her application. The performance of the data classification using GP and AM is as good as the classification accuracy obtained in the earlier study.

Spiral-Wave Turbulence and Its Control in the Presence of Inhomogeneities in Four Mathematical Models of Cardiac Tissue

Regular electrical activation waves in cardiac tissue lead to the rhythmic contraction and expansion of the heart that ensures blood supply to the whole body. Irregularities in the propagation of these activation waves can result in cardiac arrhythmias, like ventricular tachycardia (VT) and ventricular fibrillation (VF), which are major causes of death in the industrialised world. Indeed there is growing consensus that spiral or scroll waves of electrical activation in cardiac tissue are associated with VT, whereas, when these waves break to yield spiral- or scroll-wave turbulence, VT develops into life-threatening VF: in the absence of medical intervention, this makes the heart incapable of pumping blood and a patient dies in roughly two-and-a-half minutes after the initiation of VF. Thus studies of spiral- and scroll-wave dynamics in cardiac tissue pose important challenges for in vivo and in vitro experimental studies and for in silico numerical studies of mathematical models for cardiac tissue. A major goal here is to develop low-amplitude defibrillation schemes for the elimination of VT and VF, especially in the presence of inhomogeneities that occur commonly in cardiac tissue. We present a detailed and systematic study of spiral- and scroll-wave turbulence and spatiotemporal chaos in four mathematical models for cardiac tissue, namely, the Panfilov, Luo-Rudy phase 1 (LRI), reduced Priebe-Beuckelmann (RPB) models, and the model of ten Tusscher, Noble, Noble, and Panfilov (TNNP). In particular, we use extensive numerical simulations to elucidate the interaction of spiral and scroll waves in these models with conduction and ionic inhomogeneities; we also examine the suppression of spiral- and scroll-wave turbulence by low-amplitude control pulses. Our central qualitative result is that, in all these models, the dynamics of such spiral waves depends very sensitively on such inhomogeneities. We also study two types of control chemes that have been suggested for the control of spiral turbulence, via low amplitude current pulses, in such mathematical models for cardiac tissue; our investigations here are designed to examine the efficacy of such control schemes in the presence of inhomogeneities. We find that a local pulsing scheme does not suppress spiral turbulence in the presence of inhomogeneities; but a scheme that uses control pulses on a spatially extended mesh is more successful in the elimination of spiral turbulence. We discuss the theoretical and experimental implications of our study that have a direct bearing on defibrillation, the control of life-threatening cardiac arrhythmias such as ventricular fibrillation.

A generalized mathematical theory and experimental verification of proportional notches

A theory and generalized synthesis procedure is advocated for the design of weir notches and orifice-notches having a base in any given shape, to a depth a, such that the discharge through it is proportional to any singular monotonically-increasing function of the depth of flow measured above a certain datum. The problem is reduced to finding an exact solution of a Volterra integral equation in Abel form. The maximization of the depth of the datum below the crest of the notch is investigated. Proof is given that for a weir notch made out of one continuous curve, and for a flow proportional to the mth power of the head, it is impossible to bring the datum lower than (2m − 1)a below the crest of the notch. A new concept of an orifice-notch, having discontinuity in the curve and a division of flow into two distinct portions, is presented. The division of flow is shown to have a beneficial effect in reducing the datum below (2m − 1)a from the crest of the weir and still maintaining the proportionality of the flow. Experimental proof with one such orifice-notch is found to have a constant coefficient of discharge of 0.625. The importance of this analysis in the design of grit chambers is emphasized.

Structural stability of slender aerospace vehicles: Part I Mathematical modeling

A detailed mechanics based model is developed to analyze the problem of structural instability in slender aerospace vehicles. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic pressure and the propulsive thrust of the vehicle. The model is one-dimensional, and it can be employed to idealized slender vehicles with complex shapes. Condition under which a flexible body with internal stress waves behaves like a perfect rigid body is derived. Two methods are developed for finite element discretization of the system: (1) A time-frequency Fourier spectral finite element method and (2) h-p finite element method. Numerical results using the above methods are presented in Part II of this paper. (C) 2010 Elsevier Ltd. All rights reserved.

Solution concepts in two-person multicriteria games

In this paper, we propose new solution concepts for multicriteria games and compare them with existing ones. The general setting is that of two-person finite games in normal form (matrix games) with pure and mixed strategy sets for the players. The notions of efficiency (Pareto optimality), security levels, and response strategies have all been used in defining solutions ranging from equilibrium points to Pareto saddle points. Methods for obtaining strategies that yield Pareto security levels to the players or Pareto saddle points to the game, when they exist, are presented. Finally, we study games with more than two qualitative outcomes such as combat games. Using the notion of guaranteed outcomes, we obtain saddle-point solutions in mixed strategies for a number of cases. Examples illustrating the concepts, methods, and solutions are included.