Global periodicity conditions for maps and recurrences via Normal Forms

We face the problem of characterizing the periodic cases in parametric families of (real or complex) rational diffeomorphisms having a fixed point. Our approach relies on the Normal Form Theory, to obtain necessary conditions for the existence of a formal linearization of the map, and on the introduction of a suitable rational parametrization of the parameters of the family. Using these tools we can find a finite set of values p for which the map can be p-periodic, reducing the problem of finding the parameters for which the periodic cases appear to simple computations. We apply our results to several two and three dimensional classes of polynomial or rational maps. In particular we find the global periodic cases for several Lyness type recurrences

Integrability and non-integrability of periodic non-autonomous Lyness recurrences

This paper studies non-autonomous Lyness type recurrences of the form x_{n+2}=(a_n+x_n)/x_{n+1}, where a_n is a k-periodic sequence of positive numbers with prime period k. We show that for the cases k in {1,2,3,6} the behavior of the sequence x_n is simple(integrable) while for the remaining cases satisfying k not a multiple of 5 this behavior can be much more complicated(chaotic). The cases k multiple of 5 are studied separately.

Integrability and non-integrability of periodic non-autonomous Lyness recurrences (revised and enlarged version)

This paper studies non-autonomous Lyness type recurrences of the form xn+2 = (an+xn+1)=xn, where fang is a k-periodic sequence of positive numbers with primitive period k. We show that for the cases k 2 f1; 2; 3; 6g the behavior of the sequence fxng is simple (integrable) while for the remaining cases satisfying this behavior can be much more complicated (chaotic). We also show that the cases where k is a multiple of 5 present some di erent features.

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.

Simulation of surface waves in porous media

We present a novel numerical algorithm for the simulation of seismic wave propagation in porous media, which is particularly suitable for the accurate modelling of surface wave-type phenomena. The differential equations of motion are based on Biot's theory of poro-elasticity and solved with a pseudospectral approach using Fourier and Chebyshev methods to compute the spatial derivatives along the horizontal and vertical directions, respectively. The time solver is a splitting algorithm that accounts for the stiffness of the differential equations. Due to the Chebyshev operator the grid spacing in the vertical direction is non-uniform and characterized by a denser spatial sampling in the vicinity of interfaces, which allows for a numerically stable and accurate evaluation of higher order surface wave modes. We stretch the grid in the vertical direction to increase the minimum grid spacing and reduce the computational cost. The free-surface boundary conditions are implemented with a characteristics approach, where the characteristic variables are evaluated at zero viscosity. The same procedure is used to model seismic wave propagation at the interface between a fluid and porous medium. In this case, each medium is represented by a different grid and the two grids are combined through a domain-decomposition method. This wavefield decomposition method accounts for the discontinuity of variables and is crucial for an accurate interface treatment. We simulate seismic wave propagation with open-pore and sealed-pore boundary conditions and verify the validity and accuracy of the algorithm by comparing the numerical simulations to analytical solutions based on zero viscosity obtained with the Cagniard-de Hoop method. Finally, we illustrate the suitability of our algorithm for more complex models of porous media involving viscous pore fluids and strongly heterogeneous distributions of the elastic and hydraulic material properties.

Toxicokinetic modeling of folpet fungicide and its ring-biomarkers of exposure in humans.

A human in vivo toxicokinetic model was built to allow a better understanding of the toxicokinetics of folpet fungicide and its key ring biomarkers of exposure: phthalimide (PI), phthalamic acid (PAA) and phthalic acid (PA). Both PI and the sum of ring metabolites, expressed as PA equivalents (PAeq), may be used as biomarkers of exposure. The conceptual representation of the model was based on the analysis of the time course of these biomarkers in volunteers orally and dermally exposed to folpet. In the model, compartments were also used to represent the body burden of folpet and experimentally relevant PI, PAA and PA ring metabolites in blood and in key tissues as well as in excreta, hence urinary and feces. The time evolution of these biomarkers in each compartment of the model was then mathematically described by a system of coupled differential equations. The mathematical parameters of the model were then determined from best fits to the time courses of PI and PAeq in blood and urine of five volunteers administered orally 1 mg kg(-1) and dermally 10 mg kg(-1) of folpet. In the case of oral administration, the mean elimination half-life of PI from blood (through feces, urine or metabolism) was found to be 39.9 h as compared with 28.0 h for PAeq. In the case of a dermal application, mean elimination half-life of PI and PAeq was estimated to be 34.3 and 29.3 h, respectively. The average final fractions of administered dose recovered in urine as PI over the 0-96 h period were 0.030 and 0.002%, for oral and dermal exposure, respectively. Corresponding values for PAeq were 24.5 and 1.83%, respectively. Finally, the average clearance rate of PI from blood calculated from the oral and dermal data was 0.09 ± 0.03 and 0.13 ± 0.05 ml h(-1) while the volume of distribution was 4.30 ± 1.12 and 6.05 ± 2.22 l, respectively. It was not possible to obtain the corresponding values from PAeq data owing to the lack of blood time course data.

Estimating parameters for generalized mass action models using constraint propagation.

As modern molecular biology moves towards the analysis of biological systems as opposed to their individual components, the need for appropriate mathematical and computational techniques for understanding the dynamics and structure of such systems is becoming more pressing. For example, the modeling of biochemical systems using ordinary differential equations (ODEs) based on high-throughput, time-dense profiles is becoming more common-place, which is necessitating the development of improved techniques to estimate model parameters from such data. Due to the high dimensionality of this estimation problem, straight-forward optimization strategies rarely produce correct parameter values, and hence current methods tend to utilize genetic/evolutionary algorithms to perform non-linear parameter fitting. Here, we describe a completely deterministic approach, which is based on interval analysis. This allows us to examine entire sets of parameters, and thus to exhaust the global search within a finite number of steps. In particular, we show how our method may be applied to a generic class of ODEs used for modeling biochemical systems called Generalized Mass Action Models (GMAs). In addition, we show that for GMAs our method is amenable to the technique in interval arithmetic called constraint propagation, which allows great improvement of its efficiency. To illustrate the applicability of our method we apply it to some networks of biochemical reactions appearing in the literature, showing in particular that, in addition to estimating system parameters in the absence of noise, our method may also be used to recover the topology of these networks.

Simulation of stromatolite growth using diffusion-limited aggregation and a discrete model of biogeochemical exchanges in microbial mat

Resume : Mieux comprendre les stromatolithes et les tapis microbiens est un sujet important en biogéosciences puisque cela aide à l'étude des premières formes de vie sur Terre, a mieux cerner l'écologie des communautés microbiennes et la contribution des microorganismes a la biominéralisation, et même à poser certains fondements dans les recherches en exobiologie. D'autre part, la modélisation est un outil puissant utilisé dans les sciences naturelles pour appréhender différents phénomènes de façon théorique. Les modèles sont généralement construits sur un système d'équations différentielles et les résultats sont obtenus en résolvant ce système. Les logiciels disponibles pour implémenter les modèles incluent les logiciels mathématiques et les logiciels généraux de simulation. L'objectif principal de cette thèse est de développer des modèles et des logiciels pour aider a comprendre, via la simulation, le fonctionnement des stromatolithes et des tapis microbiens. Ces logiciels ont été développés en C++ en ne partant d'aucun pré-requis de façon a privilégier performance et flexibilité maximales. Cette démarche permet de construire des modèles bien plus spécifiques et plus appropriés aux phénomènes a modéliser. Premièrement, nous avons étudié la croissance et la morphologie des stromatolithes. Nous avons construit un modèle tridimensionnel fondé sur l'agrégation par diffusion limitée. Le modèle a été implémenté en deux applications C++: un moteur de simulation capable d'exécuter un batch de simulations et de produire des fichiers de résultats, et un outil de visualisation qui permet d'analyser les résultats en trois dimensions. Après avoir vérifié que ce modèle peut en effet reproduire la croissance et la morphologie de plusieurs types de stromatolithes, nous avons introduit un processus de sédimentation comme facteur externe. Ceci nous a mené a des résultats intéressants, et permis de soutenir l'hypothèse que la morphologie des stromatolithes pourrait être le résultat de facteurs externes autant que de facteurs internes. Ceci est important car la classification des stromatolithes est généralement fondée sur leur morphologie, imposant que la forme d'un stromatolithe est dépendante de facteurs internes uniquement (c'est-à-dire les tapis microbiens). Les résultats avancés dans ce mémoire contredisent donc ces assertions communément admises. Ensuite, nous avons décidé de mener des recherches plus en profondeur sur les aspects fonctionnels des tapis microbiens. Nous avons construit un modèle bidimensionnel de réaction-diffusion fondé sur la simulation discrète. Ce modèle a été implémenté dans une application C++ qui permet de paramétrer et exécuter des simulations. Nous avons ensuite pu comparer les résultats de simulation avec des données du monde réel et vérifier que le modèle peut en effet imiter le comportement de certains tapis microbiens. Ainsi, nous avons pu émettre et vérifier des hypothèses sur le fonctionnement de certains tapis microbiens pour nous aider à mieux en comprendre certains aspects, comme la dynamique des éléments, en particulier le soufre et l'oxygène. En conclusion, ce travail a abouti à l'écriture de logiciels dédiés à la simulation de tapis microbiens d'un point de vue tant morphologique que fonctionnel, suivant deux approches différentes, l'une holistique, l'autre plus analytique. Ces logiciels sont gratuits et diffusés sous licence GPL (General Public License). Abstract : Better understanding of stromatolites and microbial mats is an important topic in biogeosciences as it helps studying the early forms of life on Earth, provides clues re- garding the ecology of microbial ecosystems and their contribution to biomineralization, and gives basis to a new science, exobiology. On the other hand, modelling is a powerful tool used in natural sciences for the theoretical approach of various phenomena. Models are usually built on a system of differential equations and results are obtained by solving that system. Available software to implement models includes mathematical solvers and general simulation software. The main objective of this thesis is to develop models and software able to help to understand the functioning of stromatolites and microbial mats. Software was developed in C++ from scratch for maximum performance and flexibility. This allows to build models much more specific to a phenomenon rather than general software. First, we studied stromatolite growth and morphology. We built a three-dimensional model based on diffusion-limited aggregation. The model was implemented in two C++ applications: a simulator engine, which can run a batch of simulations and produce result files, and a Visualization tool, which allows results to be analysed in three dimensions. After verifying that our model can indeed reproduce the growth and morphology of several types of stromatolites, we introduced a sedimentation process as an external factor. This lead to interesting results, and allowed to emit the hypothesis that stromatolite morphology may be the result of external factors as much as internal factors. This is important as stromatolite classification is usually based on their morphology, imposing that a stromatolite shape is dependant on internal factors only (i.e. the microbial mat). This statement is contradicted by our findings, Second, we decided to investigate deeper the functioning of microbial mats, We built a two-dimensional reaction-diffusion model based on discrete simulation, The model was implemented in a C++ application that allows setting and running simulations. We could then compare simulation results with real world data and verify that our model can indeed mimic the behaviour of some microbial mats. Thus, we have proposed and verified hypotheses regarding microbial mats functioning in order to help to better understand them, e.g. the cycle of some elements such as oxygen or sulfur. ln conclusion, this PhD provides a simulation software, dealing with two different approaches. This software is free and available under a GPL licence.

Mekanismien dynamiikan simuloinnissa sovellettavia numeerisia- ja mallinnusmenetelmiä

Koneet voidaan usein jakaa osajärjestelmiin, joita ovat ohjaus- ja säätöjärjestelmät, voimaa tuottavat toimilaitteet ja voiman välittävät mekanismit. Eri osajärjestelmiä on simuloitu tietokoneavusteisesti jo usean vuosikymmenen ajan. Osajärjestelmien yhdistäminen on kuitenkin uudempi ilmiö. Usein esimerkiksi mekanismien mallinnuksessa toimilaitteen tuottama voimaon kuvattu vakiona, tai ajan funktiona muuttuvana voimana. Vastaavasti toimilaitteiden analysoinnissa mekanismin toimilaitteeseen välittämä kuormitus on kuvattu vakiovoimana, tai ajan funktiona työkiertoa kuvaavana kuormituksena. Kun osajärjestelmät on erotettu toisistaan, on niiden välistenvuorovaikutuksien tarkastelu erittäin epätarkkaa. Samoin osajärjestelmän vaikutuksen huomioiminen koko järjestelmän käyttäytymissä on hankalaa. Mekanismien dynamiikan mallinnukseen on kehitetty erityisesti tietokoneille soveltuvia numeerisia mallinnusmenetelmiä. Useimmat menetelmistä perustuvat Lagrangen menetelmään, joka mahdollistaa vapaasti valittaviin koordinaattimuuttujiin perustuvan mallinnuksen. Numeerista ratkaisun mahdollistamiseksi menetelmän avulla muodostettua differentiaali-algebraaliyhtälöryhmää joudutaan muokkaamaan esim. derivoimalla rajoiteyhtälöitä kahteen kertaan. Menetelmän alkuperäisessä numeerisissa ratkaisuissa kaikki mekanismia kuvaavat yleistetyt koordinaatit integroidaan jokaisella aika-askeleella. Tästä perusmenetelmästä johdetuissa menetelmissä riippumattomat yleistetyt koordinaatit joko integroidaan ja riippuvat koordinaatit ratkaistaan rajoiteyhtälöiden perusteella tai yhtälöryhmän kokoa pienennetään esim. käyttämällä nopeus- ja kiihtyvyysanalyyseissä eri kiertymäkoordinaatteja kuin asema-analyysissä. Useimmat integrointimenetelmät on alun perin tarkoitettu differentiaaliyhtälöiden (ODE) ratkaisuunjolloin yhtälöryhmään liitetyt niveliä kuvaavat algebraaliset rajoiteyhtälöt saattavat aiheuttaa ongelmia. Nivelrajoitteiden virheiden korjaus, stabilointi, on erittäin tärkeää mekanismien dynamiikan simuloinnin onnistumisen ja tulosten oikeellisuuden kannalta. Mallinnusmenetelmien johtamisessa käytetyn virtuaalisen työn periaatteen oletuksena nimittäin on, etteivät rajoitevoimat tee työtä, eli rajoitteiden vastaista siirtymää ei tapahdu. Varsinkaan monimutkaisten järjestelmien pidemmissä analyyseissä nivelrajoitteet eivät toteudu tarkasti. Tällöin järjestelmän energiatasapainoei toteudu ja järjestelmään muodostuu virtuaalista energiaa, joka rikkoo virtuaalisen työn periaatetta, Tästä syystä tulokset eivät enää pidäpaikkaansa. Tässä raportissa tarkastellaan erityyppisiä mallinnus- ja ratkaisumenetelmiä, ja vertaillaan niiden toimivuutta yksinkertaisten mekanismien numeerisessa ratkaisussa. Menetelmien toimivuutta tarkastellaan ratkaisun tehokkuuden, nivelrajoitteiden toteutumisen ja energiatasapainon säilymisen kannalta.

Concepciones y creencias de los profesores universitarios de matemáticas acerca de la enseñanza de las ecuaciones diferenciales

La investigación que aquí presentamos es una aproximación a las concepciones y creencias de los profesores universitarios de matemáticas acerca de la enseñanza de las ecuaciones diferenciales en estudios científico-experimentales. A parte de los intentos por caracterizar a cada profesor en términos de sus concepciones y creencias, y de establecer el nivel de coherencia y consistencia de éstas, a partir de los resultados del análisis se explica la persistencia de la utilización de métodos tradicionales de enseñanza. Las diferencias y similitudes entre las concepciones y creencias de cada profesor, y el nivel de coherencia demostrado nos han permitido establecer tres grupos de profesores, a los que hemos denominado I, II y III.

Concepciones de los profesores sobre la enseñanza de las ecuaciones diferenciales a estudiantes de química y biología: estudio de casos

Intending to quest about the conceptions math teachers hold about how to teach Differential Equations to chemistry and biology students, we have devised a research tool which allows us to derive relevant information. We use different means to collect the adequate data related to the qualitative research, targeting the exploration of what teachers «say they do» and what athey do and would like to do». The use of concept maps and a questionnaire, along with a recorded interview, has revealed itself as an accurate means for the appropriate analysis of data, as shown in the case study we hereby include.

Cyclicity versus center problem

We prove that there are one-parameter families of planar differential equations for which the center problem has a trivial solution and on the other hand the cyclicity of the weak focus is arbitrarily high. We illustrate this phenomenon in several examples for which this cyclicity is computed.

A parameterization method for the computation of invariant tori and their whiskers in quasi-periodic maps: explorations and mechanisms for the breakdown of hyperbolicity

In two previous papers [J. Differential Equations, 228 (2006), pp. 530 579; Discrete Contin. Dyn. Syst. Ser. B, 6 (2006), pp. 1261 1300] we have developed fast algorithms for the computations of invariant tori in quasi‐periodic systems and developed theorems that assess their accuracy. In this paper, we study the results of implementing these algorithms and study their performance in actual implementations. More importantly, we note that, due to the speed of the algorithms and the theoretical developments about their reliability, we can compute with confidence invariant objects close to the breakdown of their hyperbolicity properties. This allows us to identify a mechanism of loss of hyperbolicity and measure some of its quantitative regularities. We find that some systems lose hyperbolicity because the stable and unstable bundles approach each other but the Lyapunov multipliers remain away from 1. We find empirically that, close to the breakdown, the distances between the invariant bundles and the Lyapunov multipliers which are natural measures of hyperbolicity depend on the parameters, with power laws with universal exponents. We also observe that, even if the rigorous justifications in [J. Differential Equations, 228 (2006), pp. 530-579] are developed only for hyperbolic tori, the algorithms work also for elliptic tori in Hamiltonian systems. We can continue these tori and also compute some bifurcations at resonance which may lead to the existence of hyperbolic tori with nonorientable bundles. We compute manifolds tangent to nonorientable bundles.

Some optimization and decision problems in proportional reinsurance

Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance arrangements and we examine several optimization and decision problems of the insurer with respect to the reinsurance strategy. To this end, we use as decision tools not only the probability of ruin but also the random variable deficit at ruin if ruin occurs. The discounted penalty function (Gerber & Shiu, 1998) is employed to calculate as particular cases the probability of ruin and the moments and the distribution function of the deficit at ruin if ruin occurs.

Sähkökäyttöisen konejärjestelmän vuorovaikutteinen simulointi

Työn tavoitteena oli toteuttaa simulointimalli, jolla pystytään tutkimaan kestomagnetoidun tahtikoneen aiheuttaman vääntömomenttivärähtelyn vaikutuksia sähkömoottoriin liitetyssä mekaniikassa. Tarkoitus oli lisäksi selvittää kuinka kyseinen simulointimalli voidaan toteuttaa nykyaikaisia simulointiohjelmia käyttäen. Saatujen simulointitulosten oikeellisuus varmistettiin tätä työtä varten rakennetulla verifiointilaitteistolla. Tutkittava rakenne koostui akselista, johon kiinnitettiin epäkeskotanko. Epäkeskotankoon kiinnitettiin massa, jonka sijaintia voitiin muunnella. Massan asemaa muuttamalla saatiin rakenteelle erilaisia ominaistaajuuksia. Epäkeskotanko mallinnettiin joustavana elementtimenetelmää apuna käyttäen. Mekaniikka mallinnettiin dynamiikan simulointiin tarkoitetussa ADAMS –ohjelmistossa, johon joustavana mallinnettu epäkeskotanko tuotiin ANSYS –elementtimenetelmäohjelmasta. Mekaniikan malli siirrettiin SIMULINK –ohjelmistoon, jossa mallinnettiin myös sähkökäyttö. SIMULINK –ohjelmassa mallinnettiin sähkökäyttö, joka kuvaa kestomagnetoitua tahtikonetta. Kestomagnetoidun tahtikoneen yhtälöt perustuvat lineaarisiin differentiaaliyhtälöihin, joihin hammasvääntömomentin vaikutus on lisätty häiriösignaalina. Sähkökäytön malli tuottaa vääntömomenttia, joka syötetään ADAMS –ohjelmistolla mallinnettuun mekaniikkaan. Mekaniikan mallista otetaan roottorin kulmakiihtyvyyden arvo takaisinkytkentänä sähkömoottorin malliin. Näin saadaan aikaiseksi yhdistetty simulointi, joka koostuu sähkötoimilaitekäytöstä ja mekaniikasta. Tulosten perusteella voidaan todeta, että sähkökäyttöjen ja mekaniikan yhdistetty simulointi on mahdollista toteuttaa valituilla menetelmillä. Simuloimalla saadut tulokset vastaavat hyvin mitattuja tuloksia.