Geodesics without differential equations: general relativistic calculations for introductory modern physics classes

Introductory courses covering modem physics sometimes introduce some elementary ideas from general relativity, though the idea of a geodesic is generally limited to shortest Euclidean length on a curved surface of two spatial dimensions rather than extremal aging in spacetime. It is shown that Epstein charts provide a simple geometric picture of geodesics in one space and one time dimension and that for a hypothetical uniform gravitational field, geodesics are straight lines on a planar diagram. This means that the properties of geodesics in a uniform field can be calculated with only a knowledge of elementary geometry and trigonometry, thus making the calculation of some basic results of general relativity accessible to students even in an algebra-based survey course on physics.

Stochastic delay differential equations for genetic regulatory networks

Time delay is an important aspect in the modelling of genetic regulation due to slow biochemical reactions such as gene transcription and translation, and protein diffusion between the cytosol and nucleus. In this paper we introduce a general mathematical formalism via stochastic delay differential equations for describing time delays in genetic regulatory networks. Based on recent developments with the delay stochastic simulation algorithm, the delay chemical masterequation and the delay reaction rate equation are developed for describing biological reactions with time delay, which leads to stochastic delay differential equations derived from the Langevin approach. Two simple genetic regulatory networks are used to study the impact of' intrinsic noise on the system dynamics where there are delays. (c) 2006 Elsevier B.V. All rights reserved.

Gaussian process approximations of stochastic differential equations

Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of stochastic differential equations in the presence of observations. The method is applied to two simple problems: the Ornstein-Uhlenbeck process, of which the exact solution is known and can be compared to, and the double-well system, for which standard approaches such as the ensemble Kalman smoother fail to provide a satisfactory result. Experiments show that our variational approximation is viable and that the results are very promising as the variational approximate solution outperforms standard Gaussian process regression for non-Gaussian Markov processes.

Some aspects of the solution of non-linear differential equations

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A Computer Algebra Application to Determination of Lie Symmetries of Partial Differential Equations

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006

Differential Equations in Abstract Cones

We extend the method of quasilinearization to differential equations in abstract normal cones. Under some assumptions, corresponding monotone iterations converge to the unique solution of our problem and this convergence is superlinear or semi–superlinear

A Differential Game Described by a Hyperbolic System

An antagonistic differential game of hyperbolic type with a separable linear vector pay-off function is considered. The main result is the description of all ε-Slater saddle points consisting of program strategies, program ε-Slater maximins and minimaxes for each ε ∈ R^N > for this game. To this purpose, the considered differential game is reduced to find the optimal program strategies of two multicriterial problems of hyperbolic type. The application of approximation enables us to relate these problems to a problem of optimal program control, described by a system of ordinary differential equations, with a scalar pay-off function. It is found that the result of this problem is not changed, if the players use positional or program strategies. For the considered differential game, it is interesting that the ε-Slater saddle points are not equivalent and there exist two ε-Slater saddle points for which the values of all components of the vector pay-off function at one of them are greater than the respective components of the other ε-saddle point.

Integral Manifolds and Bounded Solutions of Singularly Perturbed Systems of Impulsive Differential Equations

Sufficient conditions for the existence of bounded solutions of singularly perturbed impulsive differential equations are obtained. For this purpose integral manifolds are used.

Extremal Solutions for a Class of Functional Differential Equations

We study, in Carathéodory assumptions, existence, continuation and continuous dependence of extremal solutions for an abstract and rather general class of hereditary differential equations. By some examples we prove that, unlike the nonfunctional case, solved Cauchy problems for hereditary differential equations may not have local extremal solutions.

Application of Lyapunov's Direct Method to the Existence of Integral Manifolds of Impulsive Differential Equations

The present paper investigates the existence of integral manifolds for impulsive differential equations with variable perturbations. By means of piecewise continuous functions which are generalizations of the classical Lyapunov’s functions, sufficient conditions for the existence of integral manifolds of such equations are found.