Time to Extinction in Branching Processes and its Application in Epidemiology

2010 Mathematics Subject Classification: Primary 60J80; Secondary 92D30.

Finite time extinction for nonlinear fractional evolution equations and related properties

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Finite time extinction for nonlinear fractional evolution equations and related properties.

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Uniqueness and extinction properties of generalised Markov branching processes

This paper focuses on the basic problems regarding uniqueness and extinction properties for generalised Markov branching processes. The uniqueness criterion is firstly established and a differential–integral equation satisfied by the transition functions of such processes is derived. The extinction probability is then obtained. A closed form is presented for both the mean extinction time and the conditional mean extinction time. It turns out that these important quantities are closely related to the elementary gamma function.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

An accurate numerical scheme for the contraction of a bubble in a Hele-Shaw cell

We report on an accurate numerical scheme for the evolution of an inviscid bubble in radial Hele-Shaw flow, where the nonlinear boundary effects of surface tension and kinetic undercooling are included on the bubble-fluid interface. As well as demonstrating the onset of the Saffman-Taylor instability for growing bubbles, the numerical method is used to show the effect of the boundary conditions on the separation (pinch-off) of a contracting bubble into multiple bubbles, and the existence of multiple possible asymptotic bubble shapes in the extinction limit. The numerical scheme also allows for the accurate computation of bubbles which pinch off very close to the theoretical extinction time, raising the possibility of computing solutions for the evolution of bubbles with non-generic extinction behaviour.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

Estudo da permeação em membranas quitosana

This study proposes to do a study on the mathematical modeling of permeation of films based on chitosan. To conduct the study were obtained membranes with various compositions: a virtually pure membrane-based chitosan; one of chitosan associated with poly (ethylene oxide (PEO). The membranes of pure chitosan were treated with plasma in atmospheres of oxygen, argon and methane. The various types of films were characterized as to its permeation regarding sufamerazina sodium. In the process of mathematical modeling were compared the standard method of obtaining the coefficient of permeation recital straight down the slope of the plot obtained by extinction / time with a the integration process of numerical permeability rate will be calculated from the spectroscopy UV

Approximating persistence in a general class of population processes

We provide a general framework for estimating persistence in populations which may be affected by catastrophic events, and which are either unbounded or have very large ceilings. We model the population using a birth-death process modified to allow for downward jumps of arbitrary size. For such processes, it is typically necessary to truncate the process in order to make the evaluation of expected extinction times (and higher-order moments) computationally feasible. Hence, we give particular attention to the selection of a cut-off point at which to truncate the process, and we present a simple method for obtaining quantitative indicators of the suitability of a chosen cut-off. (c) 2005 Elsevier Inc. All rights reserved.

Comparison between Numerical and Simulation Methods for Age-dependent Branching Models with Immigration

2000 Mathematics Subject Classification: primary: 60J80, 60J85, secondary: 62M09, 92D40

Estudo da permeação em membranas quitosana

This study proposes to do a study on the mathematical modeling of permeation of films based on chitosan. To conduct the study were obtained membranes with various compositions: a virtually pure membrane-based chitosan; one of chitosan associated with poly (ethylene oxide (PEO). The membranes of pure chitosan were treated with plasma in atmospheres of oxygen, argon and methane. The various types of films were characterized as to its permeation regarding sufamerazina sodium. In the process of mathematical modeling were compared the standard method of obtaining the coefficient of permeation recital straight down the slope of the plot obtained by extinction / time with a the integration process of numerical permeability rate will be calculated from the spectroscopy UV

Specimens of Arabian poetry, from the earliest time to the extinction of the khaliphat, with some account of the authors.

Poems in English and Arabic