The Construction of Arbitrary Stable Dynamics in Non-Linear Neural Networks

In this paper, two methods for constructing systems of ordinary differential equations realizing any fixed finite set of equilibria in any fixed finite dimension are introduced; no spurious equilibria are possible for either method. By using the first method, one can construct a system with the fewest number of equilibria, given a fixed set of attractors. Using a strict Lyapunov function for each of these differential equations, a large class of systems with the same set of equilibria is constructed. A method of fitting these nonlinear systems to trajectories is proposed. In addition, a general method which will produce an arbitrary number of periodic orbits of shapes of arbitrary complexity is also discussed. A more general second method is given to construct a differential equation which converges to a fixed given finite set of equilibria. This technique is much more general in that it allows this set of equilibria to have any of a large class of indices which are consistent with the Morse Inequalities. It is clear that this class is not universal, because there is a large class of additional vector fields with convergent dynamics which cannot be constructed by the above method. The easiest way to see this is to enumerate the set of Morse indices which can be obtained by the above method and compare this class with the class of Morse indices of arbitrary differential equations with convergent dynamics. The former set of indices are a proper subclass of the latter, therefore, the above construction cannot be universal. In general, it is a difficult open problem to construct a specific example of a differential equation with a given fixed set of equilibria, permissible Morse indices, and permissible connections between stable and unstable manifolds. A strict Lyapunov function is given for this second case as well. This strict Lyapunov function as above enables construction of a large class of examples consistent with these more complicated dynamics and indices. The determination of all the basins of attraction in the general case for these systems is also difficult and open.

Differential and numerical models of hysteretic systems with stochastic and deterministic inputs

Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

A population model of folate-mediated one-carbon metabolism.

BACKGROUND: Previous mathematical models for hepatic and tissue one-carbon metabolism have been combined and extended to include a blood plasma compartment. We use this model to study how the concentrations of metabolites that can be measured in the plasma are related to their respective intracellular concentrations. METHODS: The model consists of a set of ordinary differential equations, one for each metabolite in each compartment, and kinetic equations for metabolism and for transport between compartments. The model was validated by comparison to a variety of experimental data such as the methionine load test and variation in folate intake. We further extended this model by introducing random and systematic variation in enzyme activity. OUTCOMES AND CONCLUSIONS: A database of 10,000 virtual individuals was generated, each with a quantitatively different one-carbon metabolism. Our population has distributions of folate and homocysteine in the plasma and tissues that are similar to those found in the NHANES data. The model reproduces many other sets of clinical data. We show that tissue and plasma folate is highly correlated, but liver and plasma folate much less so. Oxidative stress increases the plasma S-adenosylmethionine/S-adenosylhomocysteine (SAM/SAH) ratio. We show that many relationships among variables are nonlinear and in many cases we provide explanations. Sampling of subpopulations produces dramatically different apparent associations among variables. The model can be used to simulate populations with polymorphisms in genes for folate metabolism and variations in dietary input.

An improved result of exponential stability of stochastic semilinear evolution equations

Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.

GPU Acceleration of Partial Differential Equation Solvers

Differential equations are often directly solvable by analytical means only in their one dimensional version. Partial differential equations are generally not solvable by analytical means in two and three dimensions, with the exception of few special cases. In all other cases, numerical approximation methods need to be utilized. One of the most popular methods is the finite element method. The main areas of focus, here, are the Poisson heat equation and the plate bending equation. The purpose of this paper is to provide a quick walkthrough of the various approaches that the authors followed in pursuit of creating optimal solvers, accelerated with the use of graphical processing units, and comparing them in terms of accuracy and time efficiency with existing or self-made non-accelerated solvers.

Solutions of fourth-order parabolic equation modeling thin film growth

In this paper we study the well-posedness for a fourth-order parabolic equation modeling epitaxial thin film growth. Using Kato's Method [1], [2] and [3] we establish existence, uniqueness and regularity of the solution to the model, in suitable spaces, namelyC⁰([0,T];L^p(Ω)) where  with 1<α<2, n∈N and n≥2. We also show the global existence solution to the nonlinear parabolic equations for small initial data. Our main tools are L_p–L_q-estimates, regularization property of the linear part of e^−tΔ2 and successive approximations. Furthermore, we illustrate the qualitative behavior of the approximate solution through some numerical simulations. The approximate solutions exhibit some favorable absorption properties of the model, which highlight the stabilizing effect of our specific formulation of the source term associated with the upward hopping of atoms. Consequently, the solutions describe well some experimentally observed phenomena, which characterize the growth of thin film such as grain coarsening, island formation and thickness growth.

Optimal control and numerical optimization applied to epidemiological models

A relação entre a epidemiologia, a modelação matemática e as ferramentas computacionais permite construir e testar teorias sobre o desenvolvimento e combate de uma doença. Esta tese tem como motivação o estudo de modelos epidemiológicos aplicados a doenças infeciosas numa perspetiva de Controlo Ótimo, dando particular relevância ao Dengue. Sendo uma doença tropical e subtropical transmitida por mosquitos, afecta cerca de 100 milhões de pessoas por ano, e é considerada pela Organização Mundial de Saúde como uma grande preocupação para a saúde pública. Os modelos matemáticos desenvolvidos e testados neste trabalho, baseiam-se em equações diferenciais ordinárias que descrevem a dinâmica subjacente à doença nomeadamente a interação entre humanos e mosquitos. É feito um estudo analítico dos mesmos relativamente aos pontos de equilíbrio, sua estabilidade e número básico de reprodução. A propagação do Dengue pode ser atenuada através de medidas de controlo do vetor transmissor, tais como o uso de inseticidas específicos e campanhas educacionais. Como o desenvolvimento de uma potencial vacina tem sido uma aposta mundial recente, são propostos modelos baseados na simulação de um hipotético processo de vacinação numa população. Tendo por base a teoria de Controlo Ótimo, são analisadas as estratégias ótimas para o uso destes controlos e respetivas repercussões na redução/erradicação da doença aquando de um surto na população, considerando uma abordagem bioeconómica. Os problemas formulados são resolvidos numericamente usando métodos diretos e indiretos. Os primeiros discretizam o problema reformulando-o num problema de optimização não linear. Os métodos indiretos usam o Princípio do Máximo de Pontryagin como condição necessária para encontrar a curva ótima para o respetivo controlo. Nestas duas estratégias utilizam-se vários pacotes de software numérico. Ao longo deste trabalho, houve sempre um compromisso entre o realismo dos modelos epidemiológicos e a sua tratabilidade em termos matemáticos.

Numerical solution of a PDE system with non-linear steady state conditions that translates the air stripping pollutants removal

This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.

A Review of Operational Matrices and Spectral Techniques for Fractional Calculus

Recently, operational matrices were adapted for solving several kinds of fractional differential equations (FDEs). The use of numerical techniques in conjunction with operational matrices of some orthogonal polynomials, for the solution of FDEs on finite and infinite intervals, produced highly accurate solutions for such equations. This article discusses spectral techniques based on operational matrices of fractional derivatives and integrals for solving several kinds of linear and nonlinear FDEs. More precisely, we present the operational matrices of fractional derivatives and integrals, for several polynomials on bounded domains, such as the Legendre, Chebyshev, Jacobi and Bernstein polynomials, and we use them with different spectral techniques for solving the aforementioned equations on bounded domains. The operational matrices of fractional derivatives and integrals are also presented for orthogonal Laguerre and modified generalized Laguerre polynomials, and their use with numerical techniques for solving FDEs on a semi-infinite interval is discussed. Several examples are presented to illustrate the numerical and theoretical properties of various spectral techniques for solving FDEs on finite and semi-infinite intervals.

Group-invariant solutions of semilinear Schrodinger equations in multi-dimensions

Symmetry group methods are applied to obtain all explicit group-invariant radial solutions to a class of semilinear Schr¨odinger equations in dimensions n = 1. Both focusing and defocusing cases of a power nonlinearity are considered, including the special case of the pseudo-conformal power p = 4/n relevant for critical dynamics. The methods involve, first, reduction of the Schr¨odinger equations to group-invariant semilinear complex 2nd order ordinary differential equations (ODEs) with respect to an optimal set of one-dimensional point symmetry groups, and second, use of inherited symmetries, hidden symmetries, and conditional symmetries to solve each ODE by quadratures. Through Noether’s theorem, all conservation laws arising from these point symmetry groups are listed. Some group-invariant solutions are found to exist for values of n other than just positive integers, and in such cases an alternative two-dimensional form of the Schr¨odinger equations involving an extra modulation term with a parameter m = 2−n = 0 is discussed.

Théorèmes d'existence pour des systèmes d'équations différentielles et d'équations aux échelles de temps.

Nous présentons dans cette thèse des théorèmes d’existence pour des systèmes d’équations différentielles non-linéaires d’ordre trois, pour des systèmes d’équa- tions et d’inclusions aux échelles de temps non-linéaires d’ordre un et pour des systèmes d’équations aux échelles de temps non-linéaires d’ordre deux sous cer- taines conditions aux limites. Dans le chapitre trois, nous introduirons une notion de tube-solution pour obtenir des théorèmes d’existence pour des systèmes d’équations différentielles du troisième ordre. Cette nouvelle notion généralise aux systèmes les notions de sous- et sur-solutions pour le problème aux limites de l’équation différentielle du troisième ordre étudiée dans [34]. Dans la dernière section de ce chapitre, nous traitons les systèmes d’ordre trois lorsque f est soumise à une condition de crois- sance de type Wintner-Nagumo. Pour admettre l’existence de solutions d’un tel système, nous aurons recours à la théorie des inclusions différentielles. Ce résultat d’existence généralise de diverses façons un théorème de Grossinho et Minhós [34]. Le chapitre suivant porte sur l’existence de solutions pour deux types de sys- tèmes d’équations aux échelles de temps du premier ordre. Les résultats d’exis- tence pour ces deux problèmes ont été obtenus grâce à des notions de tube-solution adaptées à ces systèmes. Le premier théorème généralise entre autre aux systèmes et à une échelle de temps quelconque, un résultat obtenu pour des équations aux différences finies par Mawhin et Bereanu [9]. Ce résultat permet également d’obte- nir l’existence de solutions pour de nouveaux systèmes dont on ne pouvait obtenir l’existence en utilisant le résultat de Dai et Tisdell [17]. Le deuxième théorème de ce chapitre généralise quant à lui, sous certaines conditions, des résultats de [60]. Le chapitre cinq aborde un nouveau théorème d’existence pour un système d’in- clusions aux échelles de temps du premier ordre. Selon nos recherches, aucun résultat avant celui-ci ne traitait de l’existence de solutions pour des systèmes d’inclusions de ce type. Ainsi, ce chapitre ouvre de nouvelles possibilités dans le domaine des inclusions aux échelles de temps. Notre résultat a été obtenu encore une fois à l’aide d’une hypothèse de tube-solution adaptée au problème. Au chapitre six, nous traitons l’existence de solutions pour des systèmes d’équations aux échelles de temps d’ordre deux. Le premier théorème d’existence que nous obtenons généralise les résultats de [36] étant donné que l’hypothèse que ces auteurs utilisent pour faire la majoration a priori est un cas particulier de notre hypothèse de tube-solution pour ce type de systèmes. Notons également que notre définition de tube-solution généralise aux systèmes les notions de sous- et sur-solutions introduites pour les équations d’ordre deux par [4] et [55]. Ainsi, nous généralisons également des résultats obtenus pour des équations aux échelles de temps d’ordre deux. Finalement, nous proposons un nouveau résultat d’exis- tence pour un système dont le membre droit des équations dépend de la ∆-dérivée de la fonction.

Solutions de rang k et invariants de Riemann pour les systèmes de type hydrodynamique multidimensionnels

Dans ce travail, nous adaptons la méthode des symétries conditionnelles afin de construire des solutions exprimées en termes des invariants de Riemann. Dans ce contexte, nous considérons des systèmes non elliptiques quasilinéaires homogènes (de type hydrodynamique) du premier ordre d'équations aux dérivées partielles multidimensionnelles. Nous décrivons en détail les conditions nécessaires et suffisantes pour garantir l'existence locale de ce type de solution. Nous étudions les relations entre la structure des éléments intégraux et la possibilité de construire certaines classes de solutions de rang k. Ces classes de solutions incluent les superpositions non linéaires d'ondes de Riemann ainsi que les solutions multisolitoniques. Nous généralisons cette méthode aux systèmes non homogènes quasilinéaires et non elliptiques du premier ordre. Ces méthodes sont appliquées aux équations de la dynamique des fluides en (3+1) dimensions modélisant le flot d'un fluide isentropique. De nouvelles classes de solutions de rang 2 et 3 sont construites et elles incluent des solutions double- et triple-solitoniques. De nouveaux phénomènes non linéaires et linéaires sont établis pour la superposition des ondes de Riemann. Finalement, nous discutons de certains aspects concernant la construction de solutions de rang 2 pour l'équation de Kadomtsev-Petviashvili sans dispersion.

Studies on the universal parameters and onset of chaos in dissipative systems

It has become clear over the last few years that many deterministic dynamical systems described by simple but nonlinear equations with only a few variables can behave in an irregular or random fashion. This phenomenon, commonly called deterministic chaos, is essentially due to the fact that we cannot deal with infinitely precise numbers. In these systems trajectories emerging from nearby initial conditions diverge exponentially as time evolves)and therefore)any small error in the initial measurement spreads with time considerably, leading to unpredictable and chaotic behaviour The thesis work is mainly centered on the asymptotic behaviour of nonlinear and nonintegrable dissipative dynamical systems. It is found that completely deterministic nonlinear differential equations describing such systems can exhibit random or chaotic behaviour. Theoretical studies on this chaotic behaviour can enhance our understanding of various phenomena such as turbulence, nonlinear electronic circuits, erratic behaviour of heart and brain, fundamental molecular reactions involving DNA, meteorological phenomena, fluctuations in the cost of materials and so on. Chaos is studied mainly under two different approaches - the nature of the onset of chaos and the statistical description of the chaotic state.

Orthogonal polynomials and recurrence equations, operator equations and factorization

This article surveys the classical orthogonal polynomial systems of the Hahn class, which are solutions of second-order differential, difference or q-difference equations. Orthogonal families satisfy three-term recurrence equations. Example applications of an algorithm to determine whether a three-term recurrence equation has solutions in the Hahn class - implemented in the computer algebra system Maple - are given. Modifications of these families, in particular associated orthogonal systems, satisfy fourth-order operator equations. A factorization of these equations leads to a solution basis.