Measure-valued mass evolution problems with flux boundary conditions and solution-dependent velocities

In this paper we prove well-posedness for a measure-valued continuity equation with solution-dependent velocity and flux boundary conditions, posed on a bounded one-dimensional domain. We generalize the results of an earlier paper [J. Differential Equations, 259 (2015), pp. 10681097] to settings where the dynamics are driven by interactions. In a forward-Euler-like approach, we construct a time-discretized version of the original problem and employ those results as a building block within each subinterval. A limit solution is obtained as the mesh size of the time discretization goes to zero. Moreover, the limit is independent of the specific way of partitioning the time interval [0, T]. This paper is partially based on results presented in Chapter 5 of [Evolution Equations for Systems Governed by Social Interactions, Ph.D. thesis, Eindhoven University of Technology, 2015], while a number of issues that were still open there are now resolved.

I. Exact solution of some nonlinear evolution equations. II. The similarity solution for the Korteweg-De Vries equation and the related Painleve Transcendent

In Part I, a method for finding solutions of certain diffusive dispersive nonlinear evolution equations is introduced. The method consists of a straightforward iteration procedure, applied to the equation as it stands (in most cases), which can be carried out to all terms, followed by a summation of the resulting infinite series, sometimes directly and other times in terms of traces of inverses of operators in an appropriate space.

We first illustrate our method with Burgers' and Thomas' equations, and show how it quickly leads to the Cole-Hopft transformation, which is known to linearize these equations.

We also apply this method to the Korteweg and de Vries, nonlinear (cubic) Schrödinger, Sine-Gordon, modified KdV and Boussinesq equations. In all these cases the multisoliton solutions are easily obtained and new expressions for some of them follow. More generally we show that the Marcenko integral equations, together with the inverse problem that originates them, follow naturally from our expressions.

Only solutions that are small in some sense (i.e., they tend to zero as the independent variable goes to ∞) are covered by our methods. However, by the study of the effect of writing the initial iterate u_1 = u_(1)(x,t) as a sum u_1 = ^∼/u_1 + ^≈/u_1 when we know the solution which results if u_1 = ^∼/u_1, we are led to expressions that describe the interaction of two arbitrary solutions, only one of which is small. This should not be confused with Backlund transformations and is more in the direction of performing the inverse scattering over an arbitrary “base” solution. Thus we are able to write expressions for the interaction of a cnoidal wave with a multisoliton in the case of the KdV equation; these expressions are somewhat different from the ones obtained by Wahlquist (1976). Similarly, we find multi-dark-pulse solutions and solutions describing the interaction of envelope-solitons with a uniform wave train in the case of the Schrodinger equation.

Other equations tractable by our method are presented. These include the following equations: Self-induced transparency, reduced Maxwell-Bloch, and a two-dimensional nonlinear Schrodinger. Higher order and matrix-valued equations with nonscalar dispersion functions are also presented.

In Part II, the second Painleve transcendent is treated in conjunction with the similarity solutions of the Korteweg-de Vries equat ion and the modified Korteweg-de Vries equation.

Branching Particle Systems and Superprocess

In this paper, we describe a system of particles that perform independent random motions in space and at the end of their lifetimes give birth to a random number of offspring. We show that the system in the large density, small mass, rapid branching or long time scale limit converges to a measure-valued diffusion called the superprocess.

Scaling limits of a model for selection at two scales

The dynamics of a population undergoing selection is a central topic in evolutionary biology. This question is particularly intriguing in the case where selective forces act in opposing directions at two population scales. For example, a fast-replicating virus strain outcompetes slower-replicating strains at the within-host scale. However, if the fast-replicating strain causes host morbidity and is less frequently transmitted, it can be outcompeted by slower-replicating strains at the between-host scale. Here we consider a stochastic ball-and-urn process which models this type of phenomenon. We prove the weak convergence of this process under two natural scalings. The first scaling leads to a deterministic nonlinear integro-partial differential equation on the interval $[0,1]$ with dependence on a single parameter, $\lambda$. We show that the fixed points of this differential equation are Beta distributions and that their stability depends on $\lambda$ and the behavior of the initial data around $1$. The second scaling leads to a measure-valued Fleming-Viot process, an infinite dimensional stochastic process that is frequently associated with a population genetics.

A RIEMANN INTEGRAL APPROACH TO FEYNMANS PATH-INTEGRAL

It is a well known result that the Feynman's path integral (FPI) approach to quantum mechanics is equivalent to Schrodinger's equation when we use as integration measure the Wiener-Lebesgue measure. This results in little practical applicability due to the great algebraic complexibity involved, and the fact is that almost all applications of (FPI) - ''practical calculations'' - are done using a Riemann measure. In this paper we present an expansion to all orders in time of FPI in a quest for a representation of the latter solely in terms of differentiable trajetories and Riemann measure. We show that this expansion agrees with a similar expansion obtained from Schrodinger's equation only up to first order in a Riemann integral context, although by chance both expansions referred to above agree for the free. particle and harmonic oscillator cases. Our results permit, from the mathematical point of view, to estimate the many errors done in ''practical'' calculations of the FPI appearing in the literature and, from the physical point of view, our results supports the stochastic approach to the problem.

Scaling limits of a model for selection at two scales

The dynamics of a population undergoing selection is a central topic in evolutionary biology. This question is particularly intriguing in the case where selective forces act in opposing directions at two population scales. For example, a fast-replicating virus strain outcompetes slower-replicating strains at the within-host scale. However, if the fast-replicating strain causes host morbidity and is less frequently transmitted, it can be outcompeted by slower-replicating strains at the between-host scale. Here we consider a stochastic ball-and-urn process which models this type of phenomenon. We prove the weak convergence of this process under two natural scalings. The first scaling leads to a deterministic nonlinear integro-partial differential equation on the interval $[0,1]$ with dependence on a single parameter, $\lambda$. We show that the fixed points of this differential equation are Beta distributions and that their stability depends on $\lambda$ and the behavior of the initial data around $1$. The second scaling leads to a measure-valued Fleming-Viot process, an infinite dimensional stochastic process that is frequently associated with a population genetics.

On a Limit of Perturbed Conservation Laws with Diffusion and Non-Positive Dispersion

We consider a conservation law perturbed by a linear diffusion and a general form of non-positive dispersion. We prove the convergence of the corresponding solution to the entropy weak solution of the hyperbolic conservation law.

About a Vanishing Viscosity-Capillarity Method

We consider a class of nonlinear dissipative-dispersive perturbations of the scalar conservation law @tu + div f (u) = 01 and we study the convergence of the approximated solutions to its entropy solution. In particular, we obtain conditions under which the balance between dissipation and dispersion gives rise to the convergence (by DiPerna's measure-valued solution technique).

Measure Functional Differential Equations in the Space of Functions of Bounded Variation

We establish general conditions for the unique solvability of nonlinear measure functional differential equations in terms of properties of suitable linear majorants.

Measure functional differential equations and functional dynamic equations on time scales

We study measure functional differential equations and clarify their relation to generalized ordinary differential equations. We show that functional dynamic equations on time scales represent a special case of measure functional differential equations. For both types of equations, we obtain results on the existence and uniqueness of solutions, continuous dependence, and periodic averaging.

Mixed-dimensional consistent coupling by multi-point constraint equations for efficient multi-scale modeling

Finding an appropriate linking method to connect different dimensional element types in a single finite element model is a key issue in the multi-scale modeling. This paper presents a mixed dimensional coupling method using multi-point constraint equations derived by equating the work done on either side of interface connecting beam elements and shell elements for constructing a finite element multiscale model. A typical steel truss frame structure is selected as case example and the reduced scale specimen of this truss section is then studied in the laboratory to measure its dynamic and static behavior in global truss and local welded details while the different analytical models are developed for numerical simulation. Comparison of dynamic and static response of the calculated results among different numerical models as well as the good agreement with those from experimental results indicates that the proposed multi-scale model is efficient and accurate.

Deriving a preference-based measure for cancer using the EORTC QLQ-C30 : a confirmatory versus exploratory approach

Background: To derive preference-based measures from various condition-specific descriptive health-related quality of life (HRQOL) measures. A general 2-stage method is evolved: 1) an item from each domain of the HRQOL measure is selected to form a health state classification system (HSCS); 2) a sample of health states is valued and an algorithm derived for estimating the utility of all possible health states. The aim of this analysis was to determine whether confirmatory or exploratory factor analysis (CFA, EFA) should be used to derive a cancer-specific utility measure from the EORTC QLQ-C30. Methods: Data were collected with the QLQ-C30v3 from 356 patients receiving palliative radiotherapy for recurrent or metastatic cancer (various primary sites). The dimensional structure of the QLQ-C30 was tested with EFA and CFA, the latter based on a conceptual model (the established domain structure of the QLQ-C30: physical, role, emotional, social and cognitive functioning, plus several symptoms) and clinical considerations (views of both patients and clinicians about issues relevant to HRQOL in cancer). The dimensions determined by each method were then subjected to item response theory, including Rasch analysis. Results: CFA results generally supported the proposed conceptual model, with residual correlations requiring only minor adjustments (namely, introduction of two cross-loadings) to improve model fit (increment χ2(2) = 77.78, p < .001). Although EFA revealed a structure similar to the CFA, some items had loadings that were difficult to interpret. Further assessment of dimensionality with Rasch analysis aligned the EFA dimensions more closely with the CFA dimensions. Three items exhibited floor effects (>75% observation at lowest score), 6 exhibited misfit to the Rasch model (fit residual > 2.5), none exhibited disordered item response thresholds, 4 exhibited DIF by gender or cancer site. Upon inspection of the remaining items, three were considered relatively less clinically important than the remaining nine. Conclusions: CFA appears more appropriate than EFA, given the well-established structure of the QLQ-C30 and its clinical relevance. Further, the confirmatory approach produced more interpretable results than the exploratory approach. Other aspects of the general method remain largely the same. The revised method will be applied to a large number of data sets as part of the international and interdisciplinary project to develop a multi-attribute utility instrument for cancer (MAUCa).

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

The three faces of Maxwell�s equations

In dealing with electromagnetic phenomena and in particular the phenomena of optics, despite the recognition of the quanta of light people tend to talk of the amplitudes and field strengths, as if the electromagnetic field were a classical field. For example we measure the wavelength of light by studying interference fringes. In this paper we study the inter-relationship of three ways of looking at the problem: in terms of classical wave fields, wave function of the photon; and the quantized wave field. The comparison and contrasts of these three modes of description are carefully analyzed in this paper. The ways in which these different modes complement our intuition and insight are also discussed.

Global, Local and Vector-Valued Tb Theorems on Non-Homogeneous Metric Spaces

Various Tb theorems play a key role in the modern harmonic analysis. They provide characterizations for the boundedness of Calderón-Zygmund type singular integral operators. The general philosophy is that to conclude the boundedness of an operator T on some function space, one needs only to test it on some suitable function b. The main object of this dissertation is to prove very general Tb theorems. The dissertation consists of four research articles and an introductory part. The framework is general with respect to the domain (a metric space), the measure (an upper doubling measure) and the range (a UMD Banach space). Moreover, the used testing conditions are weak. In the first article a (global) Tb theorem on non-homogeneous metric spaces is proved. One of the main technical components is the construction of a randomization procedure for the metric dyadic cubes. The difficulty lies in the fact that metric spaces do not, in general, have a translation group. Also, the measures considered are more general than in the existing literature. This generality is genuinely important for some applications, including the result of Volberg and Wick concerning the characterization of measures for which the analytic Besov-Sobolev space embeds continuously into the space of square integrable functions. In the second article a vector-valued extension of the main result of the first article is considered. This theorem is a new contribution to the vector-valued literature, since previously such general domains and measures were not allowed. The third article deals with local Tb theorems both in the homogeneous and non-homogeneous situations. A modified version of the general non-homogeneous proof technique of Nazarov, Treil and Volberg is extended to cover the case of upper doubling measures. This technique is also used in the homogeneous setting to prove local Tb theorems with weak testing conditions introduced by Auscher, Hofmann, Muscalu, Tao and Thiele. This gives a completely new and direct proof of such results utilizing the full force of non-homogeneous analysis. The final article has to do with sharp weighted theory for maximal truncations of Calderón-Zygmund operators. This includes a reduction to certain Sawyer-type testing conditions, which are in the spirit of Tb theorems and thus of the dissertation. The article extends the sharp bounds previously known only for untruncated operators, and also proves sharp weak type results, which are new even for untruncated operators. New techniques are introduced to overcome the difficulties introduced by the non-linearity of maximal truncations.