Lp-solutions to BSDEs with super-linear growth coefficient. Application to degenerate semilinear PDEs.

We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover, can be neither locally Lipschitz in the variable y nor in the variable z. This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities.

Stabilized Petrov-Galerkin methods for the convection-diffusion-reaction and the Helmholtz equations

We present two new stabilized high-resolution numerical methods for the convection–diffusion–reaction (CDR) and the Helmholtz equations respectively. The work embarks upon a priori analysis of some consistency recovery procedures for some stabilization methods belonging to the Petrov–Galerkin framework. It was found that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not feasible when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov–Galerkin (HRPG) method for the 1D CDR problem. The problem is studied from a fresh point of view, including practical implications on the formulation of the maximum principle, M-Matrices theory, monotonicity and total variation diminishing (TVD) finite volume schemes. The current method is next in line to earlier methods that may be viewed as an upwinding plus a discontinuity-capturing operator. Finally, some remarks are made on the extension of the HRPG method to multidimensions. Next, we present a new numerical scheme for the Helmholtz equation resulting in quasi-exact solutions. The focus is on the approximation of the solution to the Helmholtz equation in the interior of the domain using compact stencils. Piecewise linear/bilinear polynomial interpolation are considered on a structured mesh/grid. The only a priori requirement is to provide a mesh/grid resolution of at least eight elements per wavelength. No stabilization parameters are involved in the definition of the scheme. The scheme consists of taking the average of the equation stencils obtained by the standard Galerkin finite element method and the classical finite difference method. Dispersion analysis in 1D and 2D illustrate the quasi-exact properties of this scheme. Finally, some remarks are made on the extension of the scheme to unstructured meshes by designing a method within the Petrov–Galerkin framework.

Speed of wave-front solutions to hyperbolic reaction-diffusion equations

The asymptotic speed problem of front solutions to hyperbolic reaction-diffusion (HRD) equations is studied in detail. We perform linear and variational analyses to obtain bounds for the speed. In contrast to what has been done in previous work, here we derive upper bounds in addition to lower ones in such a way that we can obtain improved bounds. For some functions it is possible to determine the speed without any uncertainty. This is also achieved for some systems of HRD (i.e., time-delayed Lotka-Volterra) equations that take into account the interaction among different species. An analytical analysis is performed for several systems of biological interest, and we find good agreement with the results of numerical simulations as well as with available observations for a system discussed recently

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.

Fluctuations in domain growth: Ginzburg-Landau equations with multiplicative noise

Ginzburg-Landau equations with multiplicative noise are considered, to study the effects of fluctuations in domain growth. The equations are derived from a coarse-grained methodology and expressions for the resulting concentration-dependent diffusion coefficients are proposed. The multiplicative noise gives contributions to the Cahn-Hilliard linear-stability analysis. In particular, it introduces a delay in the domain-growth dynamics.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Systematic trends in self-consistent calculations of linear quantum wires

Systematic trends in the properties of a linear split-gate heterojunction are studied by solving iteratively the Poisson and Schrödinger equations for different gate potentials and temperatures. A two-dimensional approximation is presented that is much simpler in the numerical implementation and that accurately reproduces all significant trends. In deriving this approximation, we provide a rigorous and quantitative basis for the formulation of models that assumes a two-dimensional character for the electron gas at the junction.

On a class of exact solutions to the Fokker-Planck equations

In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.

Analysis of linear networks with inconsistent initial conditions

This paper presents a new method to analyze timeinvariant linear networks allowing the existence of inconsistent initial conditions. This method is based on the use of distributions and state equations. Any time-invariant linear network can be analyzed. The network can involve any kind of pure or controlled sources. Also, the transferences of energy that occur at t=O are determined, and the concept of connection energy is introduced. The algorithms are easily implemented in a computer program.

Resting-State Functional Connectivity Emerges from Structurally and Dynamically Shaped Slow Linear Fluctuations.

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure-function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure-function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications.

A non-linear VAD for noisy environments

This paper deals with non-linear transformations for improving the performance of an entropy-based voice activity detector (VAD). The idea to use a non-linear transformation has already been applied in the field of speech linear prediction, or linear predictive coding (LPC), based on source separation techniques, where a score function is added to classical equations in order to take into account the true distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if the signal is clean, the estimated entropy is essentially the same; if the signal is noisy, however, the frames transformed using the score function may give entropy that is different in voiced frames as compared to nonvoiced ones. Experimental evidence is given to show that this fact enables voice activity detection under high noise, where the simple entropy method fails.

Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Exploring Non-linear Transformations for an Entropybased Voice Activity Detector

In this paper we explore the use of non-linear transformations in order to improve the performance of an entropy based voice activity detector (VAD). The idea of using a non-linear transformation comes from some previous work done in speech linear prediction (LPC) field based in source separation techniques, where the score function was added into the classical equations in order to take into account the real distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if signal is clean, estimated entropy is essentially the same; but if signal is noisy transformed frames (with score function) are able to give different entropy if the frame is voiced against unvoiced ones. Experimental results show that this fact permits to detect voice activity under high noise, where simple entropy method fails.

Análise das isotermas de adsorção de Cu(II), Cd(II), Ni(II) e Zn(II) pela N-(3,4-dihidroxibenzil) quitosana empregando o método da regressão não linear

Adsorption of Cu(II), Ni(II), Pb(II) and Zn(II) ions from aqueous solutions by N-(3,4-dihydroxybenzyl) chitosan have been carried out. The Langmuir (L), Freundlich (F), Langmuir - Freundlich (LF), Redlich-Peterson (RP) and Tóth (T) adsorption isotherms models have been applied to fit the experimental data. Nonlinear regression computational program "Enzefitte", which is a library of the more commonly used adsorption isotherm equations for obtaining tabular outuput suitable for plotting theoretical of fitted isotherms, has been used to estimate the adsorption parameters. These parameters were used to calculate the amount adsorbed q calc., a function of concentration (C).