The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

A non-autonomous strongly damped wave equation: Existence and continuity of the pullback attractor

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.

Positive solutions of the p-Laplacian involving a superlinear nonlinearity with zeros

Using a combination of several methods, such as variational methods. the sub and supersolutions method, comparison principles and a priori estimates. we study existence, multiplicity, and the behavior with respect to lambda of positive solutions of p-Laplace equations of the form -Delta(p)u = lambda h(x, u), where the nonlinear term has p-superlinear growth at infinity, is nonnegative, and satisfies h(x, a(x)) = 0 for a suitable positive function a. In order to manage the asymptotic behavior of the solutions we extend a result due to Redheffer and we establish a new Liouville-type theorem for the p-Laplacian operator, where the nonlinearity involved is superlinear, nonnegative, and has positive zeros. (C) 2009 Elsevier Inc. All rights reserved.

Lower semicontinuity of attractors for non-autonomous dynamical systems

This paper is concerned with the lower semicontinuity of attractors for semilinear non-autonomous differential equations in Banach spaces. We require the unperturbed attractor to be given as the union of unstable manifolds of time-dependent hyperbolic solutions, generalizing previous results valid only for gradient-like systems in which the hyperbolic solutions are equilibria. The tools employed are a study of the continuity of the local unstable manifolds of the hyperbolic solutions and results on the continuity of the exponential dichotomy of the linearization around each of these solutions.

Dynamics in dumbbell domains II. The limiting problem

In this work we continue the analysis of the asymptotic dynamics of reaction-diffusion problems in a dumbbell domain started in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2) (2006) 551-597]. Here we study the limiting problem, that is, an evolution problem in a ""domain"" which consists of an open, bounded and smooth set Omega subset of R(N) with a curve R(0) attached to it. The evolution in both parts of the domain is governed by a parabolic equation. In Omega the evolution is independent of the evolution in R(0) whereas in R(0) the evolution depends on the evolution in Omega through the continuity condition of the solution at the junction points. We analyze in detail the linear elliptic and parabolic problem, the generation of linear and nonlinear semigroups, the existence and structure of attractors. (C) 2009 Elsevier Inc. All rights reserved.

Dynamics in dumbbell domains III. Continuity of attractors

In this paper we conclude the analysis started in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2006) 551-597] and continued in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains II. The limiting problem, J. Differential Equations 247 (1) (2009) 174-202 (this issue)] concerning the behavior of the asymptotic dynamics of a dissipative reaction-diffusion equation in a dumbbell domain as the channel shrinks to a line segment. In [J.M. Arrieta, AN Carvalho. G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2006) 551-597], we have established an appropriate functional analytic framework to address this problem and we have shown the continuity of the set of equilibria. In [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz. Dynamics in dumbbell domains II. The limiting problem, J. Differential Equations 247 (1) (2009) 174-202 (this issue)], we have analyzed the behavior of the limiting problem. In this paper we show that the attractors are Upper semicontinuous and, moreover, if all equilibria of the limiting problem are hyperbolic, then they are lower semicontinuous and therefore, continuous. The continuity is obtained in L(p) and H(1) norms. (C) 2008 Elsevier Inc. All rights reserved.

An extension of the concept of gradient semigroups which is stable under perturbation

In this article we introduce the concept of a gradient-like nonlinear semigroup as an intermediate concept between a gradient nonlinear semigroup (those possessing a Lyapunov function, see [J.K. Hale, Asymptotic Behavior of Dissipative Systems, Math. Surveys Monogr., vol. 25, Amer. Math. Soc., 1989]) and a nonlinear semigroup possessing a gradient-like attractor. We prove that a perturbation of a gradient-like nonlinear semigroup remains a gradient-like nonlinear semigroup. Moreover, for non-autonomous dynamical systems we introduce the concept of a gradient-like evolution process and prove that a non-autonomous perturbation of a gradient-like nonlinear semigroup is a gradient-like evolution process. For gradient-like nonlinear semigroups and evolution processes, we prove continuity, characterization and (pullback and forwards) exponential attraction of their attractors under perturbation extending the results of [A.N. Carvalho, J.A. Langa, J.C. Robinson, A. Suarez, Characterization of non-autonomous attractors of a perturbed gradient system, J. Differential Equations 236 (2007) 570-603] on characterization and of [A.V. Babin, M.I. Vishik, Attractors in Evolutionary Equations, Stud. Math. Appl.. vol. 25, North-Holland, Amsterdam, 1992] on exponential attraction. (C) 2009 Elsevier Inc. All rights reserved.

On the Fucik spectrum of the Laplacian on a torus

We study the Fucik spectrum of the Laplacian on a two-dimensional torus T(2). Exploiting the invariance properties of the domain T(2) with respect to translations we obtain a good description of large parts of the spectrum. In particular, for each eigenvalue of the Laplacian we will find an explicit global curve in the Fucik spectrum which passes through this eigenvalue; these curves are ordered, and we will show that their asymptotic limits are positive. On the other hand, using a topological index based on the mentioned group invariance, we will obtain a variational characterization of global curves in the Fucik spectrum; also these curves emanate from the eigenvalues of the Laplacian, and we will show that they tend asymptotically to zero. Thus, we infer that the variational and the explicit curves cannot coincide globally, and that in fact many curve crossings must occur. We will give a bifurcation result which partially explains these phenomena. (C) 2008 Elsevier Inc. All rights reserved.

Limit sets and the Poincare-Bendixson Theorem in impulsive semidynamical systems

We consider semidynamical systems with impulse effects at variable times and we discuss some properties of the limit sets of orbits of these systems such as invariancy, compactness and connectedness. As a consequence we obtain a version of the Poincare-Bendixson Theorem for impulsive semidynamical systems. (C) 2008 Elsevier Inc. All rights reserved.

Sound waves and solitons in hot and dense nuclear matter

Assuming that nuclear matter can be treated as a perfect fluid, we study the propagation of perturbations in the baryon density. The equation of state is derived from a relativistic mean field model, which is a variant of the non-linear Walecka model. The expansion of the Euler and continuity equations of relativistic hydrodynamics around equilibrium configurations leads to differential equations for the density perturbation. We solve them numerically for linear and spherical perturbations and follow the propagation of the initial pulses. For linear perturbations we find single soliton solutions and solutions with one or more solitons followed by ""radiation"". Depending on the equation of state a strong damping may occur. We consider also the evolution of perturbations in a medium without dispersive effects. In this case we observe the formation and breaking of shock waves. We study all these equations also for matter at finite temperature. Our results may be relevant for the analysis of RHIC data. They suggest that the shock waves formed in the quark gluon plasma phase may survive and propagate in the hadronic phase. (C) 2009 Elseiver. B.V. All rights reserved.

On the concept of electrical impedance for an electrolytic cell

The analysis of the electrical impedance of an electrolytic cell in the shape of a slab is performed. We have solved, numerically, the differential equations governing the phenomenon of the redistribution of the ions in the presence of an external electric field, and compared the results with the ones obtained by solving the linear approximation of these equations. The control parameters in our study are the amplitude and the frequency of the applied voltage, assumed a simple harmonic function of the time. We show that for the large amplitudes of the applied voltage, the actual current is no longer harmonic at low frequencies. From this result it follows that the concept of electrical impedance of a cell is a useful quantity only in the case where the linear approximation of the fundamental equations of problem work well.

Opinion dynamics of learning agents: does seeking consensus lead to disagreement?

We study opinion dynamics in a population of interacting adaptive agents voting on a set of issues represented by vectors. We consider agents who can classify issues into one of two categories and can arrive at their opinions using an adaptive algorithm. Adaptation comes from learning and the information for the learning process comes from interacting with other neighboring agents and trying to change the internal state in order to concur with their opinions. The change in the internal state is driven by the information contained in the issue and in the opinion of the other agent. We present results in a simple yet rich context where each agent uses a Boolean perceptron to state their opinion. If the update occurs with information asynchronously exchanged among pairs of agents, then the typical case, if the number of issues is kept small, is the evolution into a society torn by the emergence of factions with extreme opposite beliefs. This occurs even when seeking consensus with agents with opposite opinions. If the number of issues is large, the dynamics becomes trapped, the society does not evolve into factions and a distribution of moderate opinions is observed. The synchronous case is technically simpler and is studied by formulating the problem in terms of differential equations that describe the evolution of order parameters that measure the consensus between pairs of agents. We show that for a large number of issues and unidirectional information flow, global consensus is a fixed point; however, the approach to this consensus is glassy for large societies.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.

A multi-GPU algorithm for large-scale neuronal networks

Large-scale simulations of parts of the brain using detailed neuronal models to improve our understanding of brain functions are becoming a reality with the usage of supercomputers and large clusters. However, the high acquisition and maintenance cost of these computers, including the physical space, air conditioning, and electrical power, limits the number of simulations of this kind that scientists can perform. Modern commodity graphical cards, based on the CUDA platform, contain graphical processing units (GPUs) composed of hundreds of processors that can simultaneously execute thousands of threads and thus constitute a low-cost solution for many high-performance computing applications. In this work, we present a CUDA algorithm that enables the execution, on multiple GPUs, of simulations of large-scale networks composed of biologically realistic Hodgkin-Huxley neurons. The algorithm represents each neuron as a CUDA thread, which solves the set of coupled differential equations that model each neuron. Communication among neurons located in different GPUs is coordinated by the CPU. We obtained speedups of 40 for the simulation of 200k neurons that received random external input and speedups of 9 for a network with 200k neurons and 20M neuronal connections, in a single computer with two graphic boards with two GPUs each, when compared with a modern quad-core CPU. Copyright (C) 2010 John Wiley & Sons, Ltd.

Cascades of Hopf bifurcations from boundary delay

We consider a 1-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We deal with non-negative solutions and analyze the stability behavior of its unique positive equilibrium solution, which is given by the constant function u equivalent to 1. We show that if the delay is small, this equilibrium solution is asymptotically stable, similar as in the case without delay. We also show that, as the delay goes to infinity, this equilibrium becomes unstable and undergoes a cascade of Hopf bifurcations. The structure of this cascade will depend on the parameters appearing in the equation. This equation shows some dynamical behavior that differs from the case where the nonlinearity with delay is in the interior of the domain. (C) 2009 Elsevier Inc. All rights reserved.