966 resultados para Stochastic ordinary differential equations


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Projecte de recerca elaborat a partir d’una estada al Laboratory of Archaeometry del National Centre of Scientific Research “Demokritos” d’Atenes, Grècia, entre juny i setembre 2006. Aquest estudi s’emmarca dins d’un context més ampli d’estudi del canvi tecnològic que es documenta en la producció d’àmfores de tipologia romana durant els segles I aC i I dC en els territoris costaners de Catalunya. Una part d’aquest estudi contempla el càlcul de les propietats mecàniques d’aquestes àmfores i la seva avaluació en funció de la tipologia amforal, a partir de l’Anàlisi d’Elements Finits (AEF). L’AEF és una aproximació numèrica que té el seu origen en les ciències d’enginyeria i que ha estat emprada per estimar el comportament mecànic d’un model en termes, per exemple, de deformació i estrès. Així, un objecte, o millor dit el seu model, es dividit en sub-dominis anomenats elements finits, als quals se’ls atribueixen les propietats mecàniques del material en estudi. Aquests elements finits estan connectats formant una xarxa amb constriccions que pot ser definida. En el cas d’aplicar una força determinada a un model, el comportament de l’objecte pot ser estimat mitjançant el conjunt d’equacions lineals que defineixen el rendiment dels elements finits, proporcionant una bona aproximació per a la descripció de la deformació estructural. Així, aquesta simulació per ordinador suposa una important eina per entendre la funcionalitat de ceràmiques arqueològiques. Aquest procediment representa un model quantitatiu per predir el trencament de l’objecte ceràmic quan aquest és sotmès a diferents condicions de pressió. Aquest model ha estat aplicat a diferents tipologies amforals. Els resultats preliminars mostren diferències significatives entre la tipologia pre-romana i les tipologies romanes, així com entre els mateixos dissenys amforals romans, d’importants implicacions arqueològiques.

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The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems: minimization methods, complexity theory, asymptotic analysis of dissipative partial differential equations, tame geometry. This paper provides alternative characterizations of this type of inequalities for nonsmooth lower semicontinuous functions defined on a metric or a real Hilbert space. In a metric context, we show that a generalized form of the Lojasiewicz inequality (hereby called the Kurdyka- Lojasiewicz inequality) relates to metric regularity and to the Lipschitz continuity of the sublevel mapping, yielding applications to discrete methods (strong convergence of the proximal algorithm). In a Hilbert setting we further establish that asymptotic properties of the semiflow generated by -∂f are strongly linked to this inequality. This is done by introducing the notion of a piecewise subgradient curve: such curves have uniformly bounded lengths if and only if the Kurdyka- Lojasiewicz inequality is satisfied. Further characterizations in terms of talweg lines -a concept linked to the location of the less steepest points at the level sets of f- and integrability conditions are given. In the convex case these results are significantly reinforced, allowing in particular to establish the asymptotic equivalence of discrete gradient methods and continuous gradient curves. On the other hand, a counterexample of a convex C2 function in R2 is constructed to illustrate the fact that, contrary to our intuition, and unless a specific growth condition is satisfied, convex functions may fail to fulfill the Kurdyka- Lojasiewicz inequality.

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This paper considers the lag structures of dynamic models in economics, arguing that the standard approach is too simple to capture the complexity of actual lag structures arising, for example, from production and investment decisions. It is argued that recent (1990s) developments in the the theory of functional differential equations provide a means to analyse models with generalised lag structures. The stability and asymptotic stability of two growth models with generalised lag structures are analysed. The paper concludes with some speculative discussion of time-varying parameters.

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We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

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Aquest projecte proposa materials didàctics per a un nou plantejament de les assignatures de Matemàtiques dels primers cursos de Ciències Empresarials i d'Enginyeria Tècnica, més acord amb el procés de convergència europea, basat en la realització de projectes que anomenem “Tallers de Modelització Matemàtica” (TMM) en els quals: (1) Els alumnes parteixen de situacions i problemes reals per als quals han de construir per sí mateixos els models matemàtics més adients i, a partir de la manipulació adequada d’aquests models, poden obtenir la informació necessària per donar-los resposta. (2) El treball de construcció, experimentació i avaluació dels models es realitza amb el suport de la calculadora simbòlica Wiris i del full de càlcul Excel com a instruments “normalitzats” del treball matemàtic d’estudiants i professors. (3) S’adapten els programes de les assignatures de matemàtiques de primer curs per tal de poder-les associar a un petit nombre de Tallers que parteixen de situacions adaptades a cada titulació. L’assignatura de Matemàtiques per a les Ciències Empresarials s’articula entorn de dos tallers independents: “Matrius de transició” pel que fa a l’àlgebra lineal i “Previsió de vendes” per a la modelització funcional en una variable. L’assignatura de Matemàtiques per a l’Enginyeria s’articula entorn d’un únic taller, “Models de poblacions”, que abasta la majoria de continguts del curs: successions i models funcionals en una variable, àlgebra lineal i equacions diferencials. Un conjunt d’exercicis interactius basats en la calculadora simbòlica WIRIS (Wiris-player) serveix de suport per al treball tècnic imprescindible per al desenvolupament de les dues assignatures. L’experimentació d’aquests tallers durant 2 cursos consecutius (2006/07 i 2007/08) en dues universitats catalanes (URL i UAB) ha posat en evidència tant els innegables avantatges del nou dispositiu docent per a l’aprenentatge dels estudiants, així com les restriccions institucionals que actualment dificulten la seva gestió i difusió.

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This paper studies global webs on the projective plane with vanishing curvature. The study is based on an interplay of local and global arguments. The main local ingredient is a criterium for the regularity of the curvature at the neighborhood of a generic point of the discriminant. The main global ingredient, the Legendre transform, is an avatar of classical projective duality in the realm of differential equations. We show that the Legendre transform of what we call reduced convex foliations are webs with zero curvature, and we exhibit a countable infinity family of convex foliations which give rise to a family of webs with zero curvature not admitting non-trivial deformations with zero curvature.

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We present a continuum formalism for modeling growing random networks under addition and deletion of nodes based on a differential mass balance equation. As examples of its applicability, we obtain new results on the degree distribution for growing networks with a uniform attachment and deletion of nodes, and complete some recent results on growing networks with preferential attachment and uniform removal

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The effect of initial conditions on the speed of propagating fronts in reaction-diffusion equations is examined in the framework of the Hamilton-Jacobi theory. We study the transition between quenched and nonquenched fronts both analytically and numerically for parabolic and hyperbolic reaction diffusion. Nonhomogeneous media are also analyzed and the effect of algebraic initial conditions is also discussed

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The classical description of Si oxidation given by Deal and Grove has well-known limitations for thin oxides (below 200 Ã). Among the large number of alternative models published so far, the interfacial emission model has shown the greatest ability to fit the experimental oxidation curves. It relies on the assumption that during oxidation Si interstitials are emitted to the oxide to release strain and that the accumulation of these interstitials near the interface reduces the reaction rate there. The resulting set of differential equations makes it possible to model diverse oxidation experiments. In this paper, we have compared its predictions with two sets of experiments: (1) the pressure dependence for subatmospheric oxygen pressure and (2) the enhancement of the oxidation rate after annealing in inert atmosphere. The result is not satisfactory and raises serious doubts about the model’s correctness

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The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

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The pseudo-spectral time-domain (PSTD) method is an alternative time-marching method to classicalleapfrog finite difference schemes in the simulation of wave-like propagating phenomena. It is basedon the fundamentals of the Fourier transform to compute the spatial derivatives of hyperbolic differential equations. Therefore, it results in an isotropic operator that can be implemented in an efficient way for room acoustics simulations. However, one of the first issues to be solved consists on modeling wallabsorption. Unfortunately, there are no references in the technical literature concerning to that problem. In this paper, assuming real and constant locally reacting impedances, several proposals to overcome this problem are presented, validated and compared to analytical solutions in different scenarios.

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The Pseudo-Spectral Time Domain (PSTD) method is an alternative time-marching method to classical leapfrog finite difference schemes inthe simulation of wave-like propagating phenomena. It is based on the fundamentals of the Fourier transform to compute the spatial derivativesof hyperbolic differential equations. Therefore, it results in an isotropic operator that can be implemented in an efficient way for room acousticssimulations. However, one of the first issues to be solved consists on modeling wall absorption. Unfortunately, there are no references in thetechnical literature concerning to that problem. In this paper, assuming real and constant locally reacting impedances, several proposals toovercome this problem are presented, validated and compared to analytical solutions in different scenarios.

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The dynamics of the control of Aedes (Stegomyia) aegypti Linnaeus, (Diptera, Culicidae) by Bacillus thuringiensis var israelensis has been related with the temperature, density and concentration of the insecticide. A mathematical model for biological control of Aedes aegypti with Bacillus thuringiensis var israelensis (Bti) was constructed by using data from the literature regarding the biology of the vector. The life cycle was described by differential equations. Lethal concentrations (LC50 and LC95) of Bti were determined in the laboratory under different experimental conditions. Temperature, colony, larvae density and bioinsecticide concentration presented marked differences in the analysis of the whole set of variables; although when analyzed individually, only the temperature and concentration showed changes. The simulations indicated an inverse relationship between temperature and mosquito population, nonetheless, faster growth of populations is reached at higher temperatures. As conclusion, the model suggests the use of integrated control strategies for immature and adult mosquitoes in order to achieve a reduction of Aedes aegypti.

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BACKGROUND: New HIV infections in men who have sex with men (MSM) have increased in Switzerland since 2000 despite combination antiretroviral therapy (cART). The objectives of this mathematical modelling study were: to describe the dynamics of the HIV epidemic in MSM in Switzerland using national data; to explore the effects of hypothetical prevention scenarios; and to conduct a multivariate sensitivity analysis. METHODOLOGY/PRINCIPAL FINDINGS: The model describes HIV transmission, progression and the effects of cART using differential equations. The model was fitted to Swiss HIV and AIDS surveillance data and twelve unknown parameters were estimated. Predicted numbers of diagnosed HIV infections and AIDS cases fitted the observed data well. By the end of 2010, an estimated 13.5% (95% CI 12.5, 14.6%) of all HIV-infected MSM were undiagnosed and accounted for 81.8% (95% CI 81.1, 82.4%) of new HIV infections. The transmission rate was at its lowest from 1995-1999, with a nadir of 46 incident HIV infections in 1999, but increased from 2000. The estimated number of new infections continued to increase to more than 250 in 2010, although the reproduction number was still below the epidemic threshold. Prevention scenarios included temporary reductions in risk behaviour, annual test and treat, and reduction in risk behaviour to levels observed earlier in the epidemic. These led to predicted reductions in new infections from 2 to 26% by 2020. Parameters related to disease progression and relative infectiousness at different HIV stages had the greatest influence on estimates of the net transmission rate. CONCLUSIONS/SIGNIFICANCE: The model outputs suggest that the increase in HIV transmission amongst MSM in Switzerland is the result of continuing risky sexual behaviour, particularly by those unaware of their infection status. Long term reductions in the incidence of HIV infection in MSM in Switzerland will require increased and sustained uptake of effective interventions.

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Recent years have seen a surge in mathematical modeling of the various aspects of neuron-astrocyte interactions, and the field of brain energy metabolism is no exception in that regard. Despite the advent of biophysical models in the field, the long-lasting debate on the role of lactate in brain energy metabolism is still unresolved. Quite the contrary, it has been ported to the world of differential equations. Here, we summarize the present state of this discussion from the modeler's point of view and bring some crucial points to the attention of the non-mathematically proficient reader.