Conflict-Controlled Processes Involving Fractional Differential Equations with Impulses

MSC 2010: 34A08, 34A37, 49N70

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Oscillation Criteria of Second-Order Quasi-Linear Neutral Delay Difference Equations

2000 Mathematics Subject Classification: 39A10.

Dunkl-Schrödinger Equations with and without Quadratic Potentials

2000 Mathematics Subject Classification: Primary 42A38. Secondary 42B10.

The difference model with guessing explains interval bias in two-alternative forced- chocice detection procedures

The standard difference model of two-alternative forced-choice (2AFC) tasks implies that performance should be the same when the target is presented in the first or the second interval. Empirical data often show “interval bias” in that percentage correct differs significantly when the signal is presented in the first or the second interval. We present an extension of the standard difference model that accounts for interval bias by incorporating an indifference zone around the null value of the decision variable. Analytical predictions are derived which reveal how interval bias may occur when data generated by the guessing model are analyzed as prescribed by the standard difference model. Parameter estimation methods and goodness-of-fit testing approaches for the guessing model are also developed and presented. A simulation study is included whose results show that the parameters of the guessing model can be estimated accurately. Finally, the guessing model is tested empirically in a 2AFC detection procedure in which guesses were explicitly recorded. The results support the guessing model and indicate that interval bias is not observed when guesses are separated out.

Balancing related model order reduction applied to linear controlled evolution equations with Lévy Noise

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Dissertation, 2016

On (p, q) − equations with concave terms

We consider a (p, q)− equation (1 < q < p, p ≥ 2) with a parametric concave term and a (p − 1)− linear perturbation. We show that the problem have five nontrivial smooth solutions: four of constant sign and the fifth nodal. When q = 2 (i.e., (p, 2) equation) we show that the problem has six nontrivial smooth solutions, but we do not specify the sign of the sixth solution. Our approach uses variational methods, together with truncation and comparison techniques and Morse theory.

Evans functions for integral neural field equations with Heaviside firing rate function

In this paper we show how to construct the Evans function for traveling wave solutions of integral neural field equations when the firing rate function is a Heaviside. This allows a discussion of wave stability and bifurcation as a function of system parameters, including the speed and strength of synaptic coupling and the speed of axonal signals. The theory is illustrated with the construction and stability analysis of front solutions to a scalar neural field model and a limiting case is shown to recover recent results of L. Zhang [On stability of traveling wave solutions in synaptically coupled neuronal networks, Differential and Integral Equations, 16, (2003), pp.513-536.]. Traveling fronts and pulses are considered in more general models possessing either a linear or piecewise constant recovery variable. We establish the stability of coexisting traveling fronts beyond a front bifurcation and consider parameter regimes that support two stable traveling fronts of different speed. Such fronts may be connected and depending on their relative speed the resulting region of activity can widen or contract. The conditions for the contracting case to lead to a pulse solution are established. The stability of pulses is obtained for a variety of examples, in each case confirming a previously conjectured stability result. Finally we show how this theory may be used to describe the dynamic instability of a standing pulse that arises in a model with slow recovery. Numerical simulations show that such an instability can lead to the shedding of a pair of traveling pulses.

Dynamic instabilities in scalar neural field equations with space-dependent delays

In this paper we consider a class of scalar integral equations with a form of space-dependent delay. These non-local models arise naturally when modelling neural tissue with active axons and passive dendrites. Such systems are known to support a dynamic (oscillatory) Turing instability of the homogeneous steady state. In this paper we develop a weakly nonlinear analysis of the travelling and standing waves that form beyond the point of instability. The appropriate amplitude equations are found to be the coupled mean-field Ginzburg-Landau equations describing a Turing-Hopf bifurcation with modulation group velocity of O(1). Importantly we are able to obtain the coefficients of terms in the amplitude equations in terms of integral transforms of the spatio-temporal kernels defining the neural field equation of interest. Indeed our results cover not only models with axonal or dendritic delays but those which are described by a more general distribution of delayed spatio-temporal interactions. We illustrate the predictive power of this form of analysis with comparison against direct numerical simulations, paying particular attention to the competition between standing and travelling waves and the onset of Benjamin-Feir instabilities.

Fractional differential equations with dependence on the Caputo-Katugampola derivative

In this paper we present a new type of fractional operator, the Caputo–Katugampola derivative. The Caputo and the Caputo–Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a fractional Cauchy type problem, with dependence on the Caputo–Katugampola derivative, is proven. A decomposition formula for the Caputo–Katugampola derivative is obtained. This formula allows us to provide a simple numerical procedure to solve the fractional differential equation.

The Becker-Döring equations with exponentially size-dependent rate coefficients

This paper is concerned with an analysis of the Becker-Döring equations which lie at the heart of a number of descriptions of non-equilibrium phase transitions and related complex dynamical processes. The Becker-Döring theory describes growth and fragmentation in terms of stepwise addition or removal of single particles to or from clusters of similar particles and has been applied to a wide range of problems of physicochemical and biological interest within recent years. Here we consider the case where the aggregation and fragmentation rates depend exponentially on cluster size. These choices of rate coefficients at least qualitatively correspond to physically realistic molecular clustering scenarios such as occur in, for example, simulations of simple fluids. New similarity solutions for the constant monomer Becker-Döring system are identified, and shown to be generic in the case of aggregation and fragmentation rates that depend exponentially on cluster size.

Coagulation equations with mass loss

We derive and solve models for coagulation with mass loss arising, for example, from industrial processes in which growing inclusions are lost from the melt by colliding with the wall of the vessel. We consider a variety of loss laws and a variety of coagulation kernels, deriving exact results where possible, and more generally reducing the equations to similarity solutions valid in the large-time limit. One notable result is the effect that mass removal has on gelation: for small loss rates, gelation is delayed, whilst above a critical threshold, gelation is completely prevented. Finally, by forming an exact explicit solution for a more general initial cluster size distribution function, we illustrate how numerical results from earlier work can be interpreted in the light of the theory presented herein.

The Becker-Döring equations with monomer input, competition and inhibition

We investigate the Becker-Döring model of nucleation with three generalisations; an input of monomer, an input of inhibitor and finally, we allow the monomers to form two morphologies of cluster. We assume size-independent aggregation and fragmentation rates. Initially we consider the problem of constant monomer input and determine the steady-state solution approached in the large-time limit, and the manner in which it is approached. Secondly, in addition to a constant input of monomer we allow a constant input of inhibitor, which prevents clusters growing any larger and this removes them from the kinetics of the process; the inhibitor is consumed in the action of poisoning a cluster. We determine a critical ratio of poison to monomer input below which the cluster concentrations tend to a non-zero steady-state solution and the poison concentration tends to a finite value. Above the critical input ratio, the concentrations of all cluster sizes tend to zero and the poison concentration grows without limit. In both cases the solution in the large-time limit is determined. Finally we consider a model where monomers form two morphologies, but the inhibitor only acts on one morphology. Four cases are identified, depending on the relative poison to monomer input rates and the relative thermodynamic stability. In each case we determine the final cluster distribution and poison concentration. We find that poisoning the less stable cluster type can have a significant impact on the structure of the more stable cluster distribution; a counter-intuitive result. All results are shown to agree with numerical simulation.

Instabilities in threshold-diffusion equations with delay

The introduction of delays into ordinary or partial differential equation models is well known to facilitate the production of rich dynamics ranging from periodic solutions through to spatio-temporal chaos. In this paper we consider a class of scalar partial differential equations with a delayed threshold nonlinearity which admits exact solutions for equilibria, periodic orbits and travelling waves. Importantly we show how the spectra of periodic and travelling wave solutions can be determined in terms of the zeros of a complex analytic function. Using this as a computational tool to determine stability we show that delays can have very different effects on threshold systems with negative as opposed to positive feedback. Direct numerical simulations are used to confirm our bifurcation analysis, and to probe some of the rich behaviour possible for mixed feedback.