A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Two estimates concerning asymptotics of the minimizations of a Ginzburg-Landau functional

We prove two asymptotical estimates for minimizers of a Ginzburg-Landau functional of the form integral(Omega) [1/2 \del u\(2) + 1/4 epsilon(2) (1 - \u\(2))(2) W (x)] dx.

Measuring and Controlling the Chaotic Motion of Profits

The study of economic systems has generated deep interest in exploring the complexity of chaotic motions in economy. Due to important developments in nonlinear dynamics, the last two decades have witnessed strong revival of interest in nonlinear endogenous business chaotic models. The inability to predict the behavior of dynamical systems in the presence of chaos suggests the application of chaos control methods, when we are more interested in obtaining regular behavior. In the present article, we study a specific economic model from the literature. More precisely, a system of three ordinary differential equations gather the variables of profits, reinvestments and financial flow of borrowings in the structure of a firm. Firstly, using results of symbolic dynamics, we characterize the topological entropy and the parameter space ordering of kneading sequences, associated with one-dimensional maps that reproduce significant aspects of the model dynamics. The analysis of the variation of this numerical invariant, in some realistic system parameter region, allows us to quantify and to distinguish different chaotic regimes. Finally, we show that complicated behavior arising from the chaotic firm model can be controlled without changing its original properties and the dynamics can be turned into the desired attracting time periodic motion (a stable steady state or into a regular cycle). The orbit stabilization is illustrated by the application of a feedback control technique initially developed by Romeiras et al. [1992]. This work provides another illustration of how our understanding of economic models can be enhanced by the theoretical and numerical investigation of nonlinear dynamical systems modeled by ordinary differential equations.

Project, modelling and simulation of air stripping columns for the treatment of groundwater contaminated with volatile organic compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for the column design for any particular type of packing and contaminant avoiding the necessity of a pre-defined diameter used in the classical approach. It also renders unnecessary the employment of the graphical Eckert generalized correlation for pressure drop estimates. The hydraulic features are previously chosen as a project criterion and only afterwards the mass transfer phenomena are incorporated, in opposition to conventional approach. The design procedure was translated into a convenient algorithm using C++ as programming language. A column was built in order to test the models used either in the design or in the simulation of the column performance. The experiments were fulfilled using a solution of chloroform in distilled water. Another model was built to simulate the operational performance of the column, both in steady state and in transient conditions. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting system of ODE can be solved, allowing for the calculation of the concentration profile in both phases inside the column. In transient state the system of PDE was numerically solved by finite differences, after a previous linearization.

A New Approach in the Design of Air Stripping Columns for the Treatment of Groundwater Contaminated With Volatile Organic Compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for column design for any type of packing and contaminant which avoids the necessity of an arbitrary chosen diameter. It also avoids the employment of the usual graphical Eckert correlations for pressure drop. The hydraulic features are previously chosen as a project criterion. The design procedure was translated into a convenient algorithm in C++ language. A column was built in order to test the design, the theoretical steady-state and dynamic behaviour. The experiments were conducted using a solution of chloroform in distilled water. The results allowed for a correction in the theoretical global mass transfer coefficient previously estimated by the Onda correlations, which depend on several parameters that are not easy to control in experiments. For best describe the column behaviour in stationary and dynamic conditions, an original mathematical model was developed. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting ODE can be solved by analytical methods, and in dynamic state the discretization of the PDE by finite differences allows for the overcoming of this difficulty. To estimate the contaminant concentrations in both phases in the column, a numerical algorithm was used. The high number of resulting algebraic equations and the impossibility of generating a recursive procedure did not allow the construction of a generalized programme. But an iterative procedure developed in an electronic worksheet allowed for the simulation. The solution is stable only for similar discretizations values. If different values for time/space discretization parameters are used, the solution easily becomes unstable. The system dynamic behaviour was simulated for the common liquid phase perturbations: step, impulse, rectangular pulse and sinusoidal. The final results do not configure strange or non-predictable behaviours.

Comparison of different numerical methods for the solution of the time-fractional reaction-diffusion equation with variable diffusion coefficient

In this work we perform a comparison of two different numerical schemes for the solution of the time-fractional diffusion equation with variable diffusion coefficient and a nonlinear source term. The two methods are the implicit numerical scheme presented in [M.L. Morgado, M. Rebelo, Numerical approximation of distributed order reaction- diffusion equations, Journal of Computational and Applied Mathematics 275 (2015) 216-227] that is adapted to our type of equation, and a colocation method where Chebyshev polynomials are used to reduce the fractional differential equation to a system of ordinary differential equations

Integration methods in dynamic analysis

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Modeling and simulation of population balances for particulate processes

This work focuses on the modeling and numerical approximations of population balance equations (PBEs) for the simulation of different phenomena occurring in process engineering. The population balance equation (PBE) is considered to be a statement of continuity. It tracks the change in particle size distribution as particles are born, die, grow or leave a given control volume. In the population balance models the one independent variable represents the time, the other(s) are property coordinate(s), e.g., the particle volume (size) in the present case. They typically describe the temporal evolution of the number density functions and have been used to model various processes such as granulation, crystallization, polymerization, emulsion and cell dynamics. The semi-discrete high resolution schemes are proposed for solving PBEs modeling one and two-dimensional batch crystallization models. The schemes are discrete in property coordinates but continuous in time. The resulting ordinary differential equations can be solved by any standard ODE solver. To improve the numerical accuracy of the schemes a moving mesh technique is introduced in both one and two-dimensional cases ...

Lifelong dynamics of human CD4+CD25+ regulatory T cells: insights from in vivo data and mathematical modeling.

Despite their limited proliferation capacity, regulatory T cells (T(regs)) constitute a population maintained over the entire lifetime of a human organism. The means by which T(regs) sustain a stable pool in vivo are controversial. Using a mathematical model, we address this issue by evaluating several biological scenarios of the origins and the proliferation capacity of two subsets of T(regs): precursor CD4(+)CD25(+)CD45RO(-) and mature CD4(+)CD25(+)CD45RO(+) cells. The lifelong dynamics of T(regs) are described by a set of ordinary differential equations, driven by a stochastic process representing the major immune reactions involving these cells. The model dynamics are validated using data from human donors of different ages. Analysis of the data led to the identification of two properties of the dynamics: (1) the equilibrium in the CD4(+)CD25(+)FoxP3(+)T(regs) population is maintained over both precursor and mature T(regs) pools together, and (2) the ratio between precursor and mature T(regs) is inverted in the early years of adulthood. Then, using the model, we identified three biologically relevant scenarios that have the above properties: (1) the unique source of mature T(regs) is the antigen-driven differentiation of precursors that acquire the mature profile in the periphery and the proliferation of T(regs) is essential for the development and the maintenance of the pool; there exist other sources of mature T(regs), such as (2) a homeostatic density-dependent regulation or (3) thymus- or effector-derived T(regs), and in both cases, antigen-induced proliferation is not necessary for the development of a stable pool of T(regs). This is the first time that a mathematical model built to describe the in vivo dynamics of regulatory T cells is validated using human data. The application of this model provides an invaluable tool in estimating the amount of regulatory T cells as a function of time in the blood of patients that received a solid organ transplant or are suffering from an autoimmune disease.

Neutralizing antibodies in Multiple Sclerosis a model-based analysis of Interferon beta signaling pathway in macrophages

Multiple Sclerosis is the most common non-traumatic cause of neurologicaldisability in young people. There is no cure yet, and until recently, few long-termtherapies existed. Interferon beta (IFNβ) was the first treatment, and remains the mostcommonly prescribed. One of the most significant problems of IFNβ therapy is theproduction of drug specific antibodies. Up to 45% of patients develop neutralizingantibodies (NAbs) to IFNβ products. The neutralizing antibody binds to the biologicalagent preventing its interaction with its receptor, inhibiting the biological action of theprotein, which abrogates the clinical efficacy of IFNβ treatment. Interferon-betamediates its response by binding to its high affinity cell surface receptor and initiatingthe JAK/STAT signalling cascade. In this project we have analyzed the IFNβ signalingpathway in macrophages when neutralizing antibodies are present. The response tothis pathway after IFNβ stimulation shows a transient oscillatory rhythm of STAT1phosphorylation, which varies as NAbs concentration increases. To improve ourunderstanding of that behavior, we extended an existing mathematical model based onnonlinear ordinary differential equations of JAK/STAT pathway by including IFN-NAbassociation and IFN-activation receptor. Combining our theoretical model withexperimental data we could study the role of neutralizing antibodies on the molecularresponse and determine its lifetime after cytokine stimulation.

Equacions diferencials i models

En tot cas, jo voldria que aquesta conferència fos això que he dit: una breu lliçó sobre la importància de les equacions diferencials. Parlaré d'elles des de el punt de vista del models, és a dir, dels fenòmens que modelitzeu. I intentaré explicar que malgrat el seu origen antic, totes elles segueixen presentant avui en dia problemes nous i interessants, tant des de el punt de vista teòric com pràctic.