Periodic solutions of integro-differential equations which arise in population dynamics

The problem of the existence and stability of periodic solutions of infinite-lag integra-differential equations is considered. Specifically, the integrals involved are of the convolution type with the dependent variable being integrated over the range (- ∞,t), as occur in models of population growth. It is shown that Hopf bifurcation of periodic solutions from a steady state can occur, when a pair of eigenvalues crosses the imaginary axis. Also considered is the existence of traveling wave solutions of a model population equation allowing spatial diffusion in addition to the usual temporal variation. Lastly, the stability of the periodic solutions resulting from Hopf bifurcation is determined with aid of a Floquet theory.

The first chapter is devoted to linear integro-differential equations with constant coefficients utilizing the method of semi-groups of operators. The second chapter analyzes the Hopf bifurcation providing an existence theorem. Also, the two-timing perturbation procedure is applied to construct the periodic solutions. The third chapter uses two-timing to obtain traveling wave solutions of the diffusive model, as well as providing an existence theorem. The fourth chapter develops a Floquet theory for linear integro-differential equations with periodic coefficients again using the semi-group approach. The fifth chapter gives sufficient conditions for the stability or instability of a periodic solution in terms of the linearization of the equations. These results are then applied to the Hopf bifurcation problem and to a certain population equation modeling periodically fluctuating environments to deduce the stability of the corresponding periodic solutions.

Unified form language: A domain-specific language for weak formulations of partial differential equations

We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies formultifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted. © 2014 ACM.

Safe Compositional Specification of Network Systems With Polymorphic, Constrained Types

In the framework of iBench research project, our previous work created a domain specific language TRAFFIC [6] that facilitates specification, programming, and maintenance of distributed applications over a network. It allows safety property to be formalized in terms of types and subtyping relations. Extending upon our previous work, we add Hindley-Milner style polymorphism [8] with constraints [9] to the type system of TRAFFIC. This allows a programmer to use for-all quantifier to describe types of network components, escalating power and expressiveness of types to a new level that was not possible before with propositional subtyping relations. Furthermore, we design our type system with a pluggable constraint system, so it can adapt to different application needs while maintaining soundness. In this paper, we show the soundness of the type system, which is not syntax-directed but is easier to do typing derivation. We show that there is an equivalent syntax-directed type system, which is what a type checker program would implement to verify the safety of a network flow. This is followed by discussion on several constraint systems: polymorphism with subtyping constraints, Linear Programming, and Constraint Handling Rules (CHR) [3]. Finally, we provide some examples to illustrate workings of these constraint systems.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Classical computation with quantum systems

As semiconductor electronic devices scale to the nanometer range and quantum structures (molecules, fullerenes, quantum dots, nanotubes) are investigated for use in information processing and storage, it, becomes useful to explore the limits imposed by quantum mechanics on classical computing. To formulate the problem of a quantum mechanical description of classical computing, electronic device and logic gates are described as quantum sub-systems with inputs treated as boundary conditions, outputs expressed.is operator expectation values, and transfer characteristics and logic operations expressed through the sub-system Hamiltonian. with constraints appropriate to the boundary conditions. This approach, naturally, leads to a description of the subsystem.,, in terms of density matrices. Application of the maximum entropy principle subject to the boundary conditions (inputs) allows for the determination of the density matrix (logic operation), and for calculation of expectation values of operators over a finite region (outputs). The method allows for in analysis of the static properties of quantum sub-systems.

Patterns of cortisol and DHEA secretion and relationships with attachment style and psychosocial variables in female adolescents: a developmental psychopathology approach

This programme of research used a developmental psychopathology approach to investigate females across the adolescent period. A two-sided story is presented; first, a study of neuroendocrine and psychosocial parameters in a group of healthy female adolescents (N = 63), followed by a parallel study of female adolescents with anorexia nervosa (AN) (N = 8). A biopsychosocial, multi-method measurement approach was taken, which utilised self-report, interview and hypothalamic-pituitary-adrenocortical (HPA) axis measures. Saliva samples for the measurement of cortisol and DHEA were collected using the best-recommended methodology: multiple samples over the day, strict reference to time of awakening, and two consecutive sampling weekdays. The research was adolescent-orientated: specifically, by using creative and ageappropriate strategies to ensure participant adherence to protocol, as well as more generally by adopting various procedures to facilitate engagement with the research process. In the healthy females mean (± SD) age 13.9 (± 2.7) years, cortisol and DHEA secretion exhibited typical adult-like diurnal patterns. Developmental markers of chronological age, menarche status and body mass index (BMI) had differential associations with cortisol and DHEA secretory activity. The pattern of the cortisol awakening response (CAR) was sensitive to whether participants had experienced first menses, but not to chronological age or BMI. Those who were post-menarche generally reached their peak point of cortisol secretion at 45 minutes post-awakening, in contrast to the pre-menarche group who were more evenly spread. Subsequent daytime cortisol levels were also higher in post-menarche females, and this effect was also noted for increasing age and BMI. Both morning and evening DHEA were positively associated with developmental markers. None of the situational or self-report psychosocial variables that were measured modulated any of the key findings regarding cortisol and DHEA secretion. The healthy group of girls were within age-appropriate norms for all the self-report measures used, however just under half of this group were insecurely attached (as assessed by interview). Only attachment style was associated with neuroendocrine parameters. In particular, those with an anxious insecure style exhibited a higher awakening sample (levels were 7.16 nmol/l, 10.40 nmol/l and 7.93 nmol/l for secure, anxious and avoidant groups, respectively) and a flatter CAR (mean increases over the awakening period were 6.38 nmol/l, 2.32 nmol/l and 8.61 nmol/l for secure, anxious and avoidant groups, respectively). The afore-mentioned pattern is similar to that consistently associated with psychological disorder in adults, and so this may be a pre-clinical vulnerability factor for subsequent mental health problems. A group of females with AN, mean (± SD) age 15.1 (± 1.6) years, were recruited from a specialist residential clinic and compared to the above group of healthy control (HC) female adolescents. A general picture of cortisol and DHEA hypersecretion was revealed in those with AN. The mean (± SD) change exhibited in cortisol levels over the 30 minute post-awakening period was 7.05 nmol/l (± 5.99) and 8.33 nmol/l (± 6.41) for HC and AN groups, respectively. The mean (± SD) evening cortisol level for the HC girls was 1.95 nmol/l (± 2.11), in comparison to 6.42 nmol/l (± 11.10) for the AN group. Mean (± SD) morning DHEA concentrations were 1.47 nmol/l (± 0.85) and 2.25 nmol/l (± 0.88) for HC and AN groups, respectively. The HC group’s mean (± SD) concentration of 12 hour DHEA was 0.55 nmol/l (± 0.46) and the AN group’s mean level was 0.89 nmol/l (± 0.90). This adrenal steroid hypersecretion evidenced by the AN group was not associated with BMI or eating disorder symptomatology. Insecure attachment characterised by fearfulness and anger was most apparent; a style which was unparalleled in the healthy group of female adolescents. The causal directions of the AN group findings remain unclear. Examining some of the participants with AN as case studies one year post-discharge from the clinic illustrated that for one participant who was recovered, in terms of returning to ordinary school life and no longer exhibiting clinical levels of eating disorder symptomatology, her CARs were no longer inconsistent over sampling days and her DHEA levels were also now generally comparable to the healthy control group. For another participant who had not recovered from her AN one year later, the profile of her CAR continued to be inconsistent over sampling days and her DHEA concentrations over the diurnal period were significantly higher in comparison to the healthy control group. In its entirety, this work’s unique contribution lies in its consideration of methodological and developmental issues specifically pertaining to adolescents. Findings also contribute to knowledge of AN and understanding of vulnerability factors, and how these may be used to develop interventions dedicated to improving adolescent health.

Stress Of Women Entrepreneurs a Comparative With Women In Selected Groups In The District Of Ernakulam

The focus of this study is the stress of women entrepreneurs.As stress is associated with constraints and demands, and as a set of emerging conditions seem to affect the quality of life of women, it is more than just an occasional need to enquire in to the possibilities of promoting entrepreneurship by empowering women.As women entrepreneurs are increasingly involved in inherently complicated activities of improving their enterprise functioning ,it would be appropriate for women entrepreneurs to focus on transformational coping interventions.The study is limited to women entrepreneurs in the tiny sector.Women entrepreneurs registered in the Distric Industries ( DIC) and in the Kerala State Women’s Industries Association (KSWIA) are only selected for the study.It gaves a detailed description about empowerment of women.The social , economic ,political,ecological,and psychological importance of the study are detailed.It explains the family related stress, and the contextual system.This study is suggested on beliefs and values of women about their self-perception influencing gender bias, which contribute to stress and coping.This study is also needed about women’s believes and expectations about the probable effectiveness of various course of action and their ability to perform those actions.It is also neede for appraising coping potential of women and enhancing their stress base.It is important to research on stress and self-concept

Functions satisfying holonomic q-differential equations

In a similar manner as in some previous papers, where explicit algorithms for finding the differential equations satisfied by holonomic functions were given, in this paper we deal with the space of the q-holonomic functions which are the solutions of linear q-differential equations with polynomial coefficients. The sum, product and the composition with power functions of q-holonomic functions are also q-holonomic and the resulting q-differential equations can be computed algorithmically.

Agonist-selective, receptor-specific interaction of human P-2Y receptors with beta-arrestin-1 and-2

Interaction of G-protein-coupled receptors with beta-arrestins is an important step in receptor desensitization and in triggering "alternative" signals. By means of confocal microscopy and fluorescence resonance energy transfer, we have investigated the internalization of the human P2Y receptors 1, 2, 4, 6, 11, and 12 and their interaction with beta-arrestin-1 and -2. Co-transfection of each individual P2Y receptor with beta-arrestin-1-GFP or beta-arrestin-2-YFP into HEK-293 cells and stimulation with the corresponding agonists resulted in a receptor-specific interaction pattern. The P2Y(1) receptor stimulated with ADP strongly translocated beta-arrestin-2-YFP, whereas only a slight translocation was observed for beta-arrestin-1-GFP. The P2Y(4) receptor exhibited equally strong translocation for beta-arrestin-1-GFP and beta-arrestin-2YFP when stimulated with UTP. The P2Y(6), P2Y(11), and P2Y(12) receptor internalized only when GRK2 was additionally cotransfected, but beta-arrestin translocation was only visible for the P2Y(6) and P2Y(11) receptor. The P2Y(2) receptor showed a beta-arrestin translocation pattern that was dependent on the agonist used for stimulation. UTP translocated beta-arrestin-1-GFP and beta-arrestin-2-YFP equally well, whereas ATP translocated beta-arrestin-1-GFP to a much lower extent than beta-arrestin2- YFP. The same agonist-dependent pattern was seen in fluorescence resonance energy transfer experiments between the fluorescently labeled P2Y(2) receptor and beta-arrestins. Thus, the P2Y(2) receptor would be classified as a class A receptor when stimulated with ATP or as a class B receptor when stimulated with UTP. The ligand-specific recruitment of beta-arrestins by ATP and UTP stimulation of P2Y(2) receptors was further found to result in differential stimulation of ERK phosphorylation. This suggests that the two different agonists induce distinct active states of this receptor that show differential interactions with beta-arrestins.

Estimation of Hidden Markov Models parameters using differential evolution

Hidden Markov Models (HMMs) have been successfully applied to different modelling and classification problems from different areas over the recent years. An important step in using HMMs is the initialisation of the parameters of the model as the subsequent learning of HMM’s parameters will be dependent on these values. This initialisation should take into account the knowledge about the addressed problem and also optimisation techniques to estimate the best initial parameters given a cost function, and consequently, to estimate the best log-likelihood. This paper proposes the initialisation of Hidden Markov Models parameters using the optimisation algorithm Differential Evolution with the aim to obtain the best log-likelihood.

Direct Computation of Stochastic Flow in Reservoirs with Uncertain Parameters

A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.

Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.

Periodic solutions of abstract neutral functional differential equations

We characterize the existence of periodic solutions of some abstract neutral functional differential equations with finite and infinite delay when the underlying space is a UMD space. (C) 2011 Elsevier B.V. All rights reserved.

Hamilton-Jacobi approach for first order actions and theories with higher derivatives

In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made. (C) 2007 Elsevier B.V. All rights reserved.