966 resultados para Stochastic ordinary differential equations
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We establish Maximum Principles which apply to vectorial approximate minimizers of the general integral functional of Calculus of Variations. Our main result is a version of the Convex Hull Property. The primary advance compared to results already existing in the literature is that we have dropped the quasiconvexity assumption of the integrand in the gradient term. The lack of weak Lower semicontinuity is compensated by introducing a nonlinear convergence technique, based on the approximation of the projection onto a convex set by reflections and on the invariance of the integrand in the gradient term under the Orthogonal Group. Maximum Principles are implied for the relaxed solution in the case of non-existence of minimizers and for minimizing solutions of the Euler–Lagrange system of PDE.
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Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.
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The fully compressible semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove rigorously the existence of weak Lagrangian solutions of this system, formulated in the original physical coordinates. In addition, we provide an alternative proof of the earlier result on the existence of weak solutions of this system expressed in the so-called geostrophic, or dual, coordinates. The proofs are based on the optimal transport formulation of the problem and on recent general results concerning transport problems posed in the Wasserstein space of probability measures.
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Cholesterol is one of the key constituents for maintaining the cellular membrane and thus the integrity of the cell itself. In contrast high levels of cholesterol in the blood are known to be a major risk factor in the development of cardiovascular disease. We formulate a deterministic nonlinear ordinary differential equation model of the sterol regulatory element binding protein 2 (SREBP-2) cholesterol genetic regulatory pathway in an hepatocyte. The mathematical model includes a description of genetic transcription by SREBP-2 which is subsequently translated to mRNA leading to the formation of 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR), a main precursor of cholesterol synthesis. Cholesterol synthesis subsequently leads to the regulation of SREBP-2 via a negative feedback formulation. Parameterised with data from the literature, the model is used to understand how SREBP-2 transcription and regulation affects cellular cholesterol concentration. Model stability analysis shows that the only positive steady-state of the system exhibits purely oscillatory, damped oscillatory or monotic behaviour under certain parameter conditions. In light of our findings we postulate how cholesterol homestasis is maintained within the cell and the advantages of our model formulation are discussed with respect to other models of genetic regulation within the literature.
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A key step in many numerical schemes for time-dependent partial differential equations with moving boundaries is to rescale the problem to a fixed numerical mesh. An alternative approach is to use a moving mesh that can be adapted to focus on specific features of the model. In this paper we present and discuss two different velocity-based moving mesh methods applied to a two-phase model of avascular tumour growth formulated by Breward et al. (2002) J. Math. Biol. 45(2), 125-152. Each method has one moving node which tracks the moving boundary. The first moving mesh method uses a mesh velocity proportional to the boundary velocity. The second moving mesh method uses local conservation of volume fraction of cells (masses). Our results demonstrate that these moving mesh methods produce accurate results, offering higher resolution where desired whilst preserving the balance of fluxes and sources in the governing equations.
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Biological models of an apoptotic process are studied using models describing a system of differential equations derived from reaction kinetics information. The mathematical model is re-formulated in a state-space robust control theory framework where parametric and dynamic uncertainty can be modelled to account for variations naturally occurring in biological processes. We propose to handle the nonlinearities using neural networks.
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In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.
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In visual tracking experiments, distributions of the relative phase be-tween target and tracer showed positive relative phase indicating that the tracer precedes the target position. We found a mode transition from the reactive to anticipatory mode. The proposed integrated model provides a framework to understand the antici-patory behaviour of human, focusing on the integration of visual and soma-tosensory information. The time delays in visual processing and somatosensory feedback are explicitly treated in the simultaneous differential equations. The anticipatory behaviour observed in the visual tracking experiments can be ex-plained by the feedforward term of target velocity, internal dynamics, and time delay in somatosensory feedback.
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We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.
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We study spectral properties of the Laplace-Beltrami operator on two relevant almost-Riemannian manifolds, namely the Grushin structures on the cylinder and on the sphere. This operator contains first order diverging terms caused by the divergence of the volume. We get explicit descriptions of the spectrum and the eigenfunctions. In particular in both cases we get a Weyl's law with leading term Elog E. We then study the drastic effect of Aharonov-Bohm magnetic potentials on the spectral properties. Other generalised Riemannian structures including conic and anti-conic type manifolds are also studied. In this case, the Aharonov-Bohm magnetic potential may affect the self-adjointness of the Laplace-Beltrami operator.
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Let H ∈ C 2(ℝ N×n ), H ≥ 0. The PDE system arises as the Euler-Lagrange PDE of vectorial variational problems for the functional E ∞(u, Ω) = ‖H(Du)‖ L ∞(Ω) defined on maps u: Ω ⊆ ℝ n → ℝ N . (1) first appeared in the author's recent work. The scalar case though has a long history initiated by Aronsson. Herein we study the solutions of (1) with emphasis on the case of n = 2 ≤ N with H the Euclidean norm on ℝ N×n , which we call the “∞-Laplacian”. By establishing a rigidity theorem for rank-one maps of independent interest, we analyse a phenomenon of separation of the solutions to phases with qualitatively different behaviour. As a corollary, we extend to N ≥ 2 the Aronsson-Evans-Yu theorem regarding non existence of zeros of |Du| and prove a maximum principle. We further characterise all H for which (1) is elliptic and also study the initial value problem for the ODE system arising for n = 1 but with H(·, u, u′) depending on all the arguments.
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We present a data-driven mathematical model of a key initiating step in platelet activation, a central process in the prevention of bleeding following Injury. In vascular disease, this process is activated inappropriately and causes thrombosis, heart attacks and stroke. The collagen receptor GPVI is the primary trigger for platelet activation at sites of injury. Understanding the complex molecular mechanisms initiated by this receptor is important for development of more effective antithrombotic medicines. In this work we developed a series of nonlinear ordinary differential equation models that are direct representations of biological hypotheses surrounding the initial steps in GPVI-stimulated signal transduction. At each stage model simulations were compared to our own quantitative, high-temporal experimental data that guides further experimental design, data collection and model refinement. Much is known about the linear forward reactions within platelet signalling pathways but knowledge of the roles of putative reverse reactions are poorly understood. An initial model, that includes a simple constitutively active phosphatase, was unable to explain experimental data. Model revisions, incorporating a complex pathway of interactions (and specifically the phosphatase TULA-2), provided a good description of the experimental data both based on observations of phosphorylation in samples from one donor and in those of a wider population. Our model was used to investigate the levels of proteins involved in regulating the pathway and the effect of low GPVI levels that have been associated with disease. Results indicate a clear separation in healthy and GPVI deficient states in respect of the signalling cascade dynamics associated with Syk tyrosine phosphorylation and activation. Our approach reveals the central importance of this negative feedback pathway that results in the temporal regulation of a specific class of protein tyrosine phosphatases in controlling the rate, and therefore extent, of GPVI-stimulated platelet activation.
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In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend Hambly–Lyons' result and their notion of tree-like paths to the setting of weakly geometric rough paths in a Banach space. At the heart of our approach is a new definition for reduced path and a lemma identifying the reduced path group with the space of signatures.
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In this paper we consider the strongly damped wave equation with time-dependent terms u(tt) - Delta u - gamma(t)Delta u(t) + beta(epsilon)(t)u(t) = f(u), in a bounded domain Omega subset of R(n), under some restrictions on beta(epsilon)(t), gamma(t) and growth restrictions on the nonlinear term f. The function beta(epsilon)(t) depends on a parameter epsilon, beta(epsilon)(t) -> 0. We will prove, under suitable assumptions, local and global well-posedness (using the uniform sectorial operators theory), the existence and regularity of pullback attractors {A(epsilon)(t) : t is an element of R}, uniform bounds for these pullback attractors, characterization of these pullback attractors and their upper and lower semicontinuity at epsilon = 0. (C) 2010 Elsevier Ltd. All rights reserved.