967 resultados para stochastic partial differential equations


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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.

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Increased production of reactive oxygen species (ROS) in mitochondria underlies major systemic diseases, and this clinical problem stimulates a great scientific interest in the mechanism of ROS generation. However, the mechanism of hypoxia-induced change in ROS production is not fully understood. To mathematically analyze this mechanism in details, taking into consideration all the possible redox states formed in the process of electron transport, even for respiratory complex III, a system of hundreds of differential equations must be constructed. Aimed to facilitate such tasks, we developed a new methodology of modeling, which resides in the automated construction of large sets of differential equations. The detailed modeling of electron transport in mitochondria allowed for the identification of two steady state modes of operation (bistability) of respiratory complex III at the same microenvironmental conditions. Various perturbations could induce the transition of respiratory chain from one steady state to another. While normally complex III is in a low ROS producing mode, temporal anoxia could switch it to a high ROS producing state, which persists after the return to normal oxygen supply. This prediction, which we qualitatively validated experimentally, explains the mechanism of anoxia-induced cell damage. Recognition of bistability of complex III operation may enable novel therapeutic strategies for oxidative stress and our method of modeling could be widely used in systems biology studies.

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[cat] En l'article es dona una condició necessària per a que els conjunts de negociació definits per Shimomura (1997) i el nucli d'un joc cooperatiu amb utilitat transferible coincideixin. A tal efecte, s'introdueix el concepte de vectors de màxim pagament. La condició necessària consiteix a verificar que aquests vectors pertanyen al nucli del joc.

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[spa] En un modelo de Poisson compuesto, definimos una estrategia de reaseguro proporcional de umbral : se aplica un nivel de retención k1 siempre que las reservas sean inferiores a un determinado umbral b, y un nivel de retención k2 en caso contrario. Obtenemos la ecuación íntegro-diferencial para la función Gerber-Shiu, definida en Gerber-Shiu -1998- en este modelo, que nos permite obtener las expresiones de la probabilidad de ruina y de la transformada de Laplace del momento de ruina para distintas distribuciones de la cuantía individual de los siniestros. Finalmente presentamos algunos resultados numéricos.

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It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

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Modeling of water movement in non-saturated soil usually requires a large number of parameters and variables, such as initial soil water content, saturated water content and saturated hydraulic conductivity, which can be assessed relatively easily. Dimensional flow of water in the soil is usually modeled by a nonlinear partial differential equation, known as the Richards equation. Since this equation cannot be solved analytically in certain cases, one way to approach its solution is by numerical algorithms. The success of numerical models in describing the dynamics of water in the soil is closely related to the accuracy with which the water-physical parameters are determined. That has been a big challenge in the use of numerical models because these parameters are generally difficult to determine since they present great spatial variability in the soil. Therefore, it is necessary to develop and use methods that properly incorporate the uncertainties inherent to water displacement in soils. In this paper, a model based on fuzzy logic is used as an alternative to describe water flow in the vadose zone. This fuzzy model was developed to simulate the displacement of water in a non-vegetated crop soil during the period called the emergency phase. The principle of this model consists of a Mamdani fuzzy rule-based system in which the rules are based on the moisture content of adjacent soil layers. The performances of the results modeled by the fuzzy system were evaluated by the evolution of moisture profiles over time as compared to those obtained in the field. The results obtained through use of the fuzzy model provided satisfactory reproduction of soil moisture profiles.