Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

Xmds: eXtensible multi-dimensional simulator

A software package that efficiently solves a comprehensive range of problems based on coupled complex nonlinear stochastic ODEs and PDEs is outlined. Its input and output syntax is formulated as a subset of XML, thus making a step towards a standard for specifying numerical simulations.

Patterns of gene expression are altered in the frontal and motor cortices of human alcoholics

Alcoholism is a major health problem in Western countries, yet relatively little is known about the mechanisms by which chronic alcohol abuse causes the pathologic changes associated with the disease. It is likely that chronic alcoholism affects a number of signaling cascades and transcription factors, which in turn result in distinct gene expression patterns. These patterns are difficult to detect by traditional experiments measuring a few mRNAs at a time, but are well suited to microarray analyses. We used cDNA microarrays to analyze expression of approximately 10 000 genes in the frontal and motor cortices of three groups of chronic alcoholic and matched control cases. A functional hierarchy was devised for classification of brain genes and the resulting groups were compared based on differential expression. Comparison of gene expression patterns in these brain regions revealed a selective reprogramming of gene expression in distinct functional groups. The most pronounced differences were found in myelin-related genes and genes involved in protein trafficking. Significant changes in the expression of known alcohol-responsive genes, and genes involved in calcium, cAMP, and thyroid signaling pathways were also identified. These results suggest that multiple pathways may be important for neuropathology and altered neuronal function observed in alcoholism.

A compartmental model of hepatic disposition kinetics: 1. Model development and application to linear kinetics

The conventional convection-dispersion model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. The extension of this model to include nonlinear kinetics and zonal heterogeneity of the liver is not straightforward and requires numerical solution of partial differential equation, which is not available in standard nonlinear regression analysis software. In this paper, we describe an alternative compartmental model representation of hepatic disposition (including elimination). The model allows the use of standard software for data analysis and accurately describes the outflow concentration-time profile for a vascular marker after bolus injection into the liver. In an evaluation of a number of different compartmental models, the most accurate model required eight vascular compartments, two of them with back mixing. In addition, the model includes two adjacent secondary vascular compartments to describe the tail section of the concentration-time profile for a reference marker. The model has the added flexibility of being easy to modify to model various enzyme distributions and nonlinear elimination. Model predictions of F, MTT, CV2, and concentration-time profile as well as parameter estimates for experimental data of an eliminated solute (palmitate) are comparable to those for the extended convection-dispersion model.

Robust model-order reduction of complex biological processes

This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

Solutions of second-order and fourth-order ODEs on the half-line

We start by studying the existence of positive solutions for the differential equation u '' = a(x)u - g(u), with u ''(0) = u(+infinity) = 0, where a is a positive function, and g is a power or a bounded function. In other words, we are concerned with even positive homoclinics of the differential equation. The main motivation is to check that some well-known results concerning the existence of homoclinics for the autonomous case (where a is constant) are also true for the non-autonomous equation. This also motivates us to study the analogous fourth-order boundary value problem {u((4)) - cu '' + a(x)u = vertical bar u vertical bar(p-1)u u'(0) = u'''(0) = 0, u(+infinity) = u'(+infinity) = 0 for which we also find nontrivial (and, in some instances, positive) solutions.

Dynamical analysis in growth models: Blumberg’s equation

We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

Dynamic programming for a Markov-switching jump–diffusion

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

Discrete fractional order system vibrations

A theory of free vibrations of discrete fractional order (FO) systems with a finite number of degrees of freedom (dof) is developed. A FO system with a finite number of dof is defined by means of three matrices: mass inertia, system rigidity and FO elements. By adopting a matrix formulation, a mathematical description of FO discrete system free vibrations is determined in the form of coupled fractional order differential equations (FODE). The corresponding solutions in analytical form, for the special case of the matrix of FO properties elements, are determined and expressed as a polynomial series along time. For the eigen characteristic numbers, the system eigen main coordinates and the independent eigen FO modes are determined. A generalized function of visoelastic creep FO dissipation of energy and generalized forces of system with no ideal visoelastic creep FO dissipation of energy for generalized coordinates are formulated. Extended Lagrange FODE of second kind, for FO system dynamics, are also introduced. Two examples of FO chain systems are analyzed and the corresponding eigen characteristic numbers determined. It is shown that the oscillatory phenomena of a FO mechanical chain have analogies to electrical FO circuits. A FO electrical resistor is introduced and its constitutive voltage–current is formulated. Also a function of thermal energy FO dissipation of a FO electrical relation is discussed.

Large deviation for BSDE with subdifferential operator

In this paper we prove that the solution of a backward stochastic differential equation, which involves a subdifferential operator and associated to a family of reflecting diffusion processes, converges to the solution of a deterministic backward equation and satisfes a large deviation principle.

Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.

Characterizations of Lojasiewicz inequalities and applications

The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems: minimization methods, complexity theory, asymptotic analysis of dissipative partial differential equations, tame geometry. This paper provides alternative characterizations of this type of inequalities for nonsmooth lower semicontinuous functions defined on a metric or a real Hilbert space. In a metric context, we show that a generalized form of the Lojasiewicz inequality (hereby called the Kurdyka- Lojasiewicz inequality) relates to metric regularity and to the Lipschitz continuity of the sublevel mapping, yielding applications to discrete methods (strong convergence of the proximal algorithm). In a Hilbert setting we further establish that asymptotic properties of the semiflow generated by -∂f are strongly linked to this inequality. This is done by introducing the notion of a piecewise subgradient curve: such curves have uniformly bounded lengths if and only if the Kurdyka- Lojasiewicz inequality is satisfied. Further characterizations in terms of talweg lines -a concept linked to the location of the less steepest points at the level sets of f- and integrability conditions are given. In the convex case these results are significantly reinforced, allowing in particular to establish the asymptotic equivalence of discrete gradient methods and continuous gradient curves. On the other hand, a counterexample of a convex C2 function in R2 is constructed to illustrate the fact that, contrary to our intuition, and unless a specific growth condition is satisfied, convex functions may fail to fulfill the Kurdyka- Lojasiewicz inequality.

Cluster algebras, quiver representations and triangulated categories

This is an introduction to some aspects of Fomin-Zelevinsky’s cluster algebras and their links with the representation theory of quivers and with Calabi-Yau triangulated categories. It is based on lectures given by the author at summer schools held in 2006 (Bavaria)and 2008 (Jerusalem). In addition to by now classical material, we present the outline of a proof of the periodicity conjecture for pairs of Dynkin diagrams (details will appear elsewhere) and recent results on the interpretation of mutations as derived equivalences.

Structured and unstructured continuous models for Wolbachia infections

We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

Semigroup analysis of structured populations with distributed states-at-birth arising in mathematical aquaculture

Motivated by the modelling of structured parasite populations in aquaculture we consider a class of physiologically structured population models, where individuals may be recruited into the population at different sizes in general. That is, we consider a size-structured population model with distributed states-at-birth. The mathematical model which describes the evolution of such a population is a first order nonlinear partial integro-differential equation of hyperbolic type. First, we use positive perturbation arguments and utilise results from the spectral theory of semigroups to establish conditions for the existence of a positive equilibrium solution of our model. Then we formulate conditions that guarantee that the linearised system is governed by a positive quasicontraction semigroup on the biologically relevant state space. We also show that the governing linear semigroup is eventually compact, hence growth properties of the semigroup are determined by the spectrum of its generator. In case of a separable fertility function we deduce a characteristic equation and investigate the stability of equilibrium solutions in the general case using positive perturbation arguments.