Asymptotic behaviour of nonlinear difference equations

In this paper, we investigate the growth/decay rate of solutions of a class of nonlinear Volterra difference equations. Our results can be applied for the case when the characteristic equation of an associated linear difference equation has complex dominant eigenvalue with higher than one multiplicity. Illustrative examples are given for describing the asymptotic behaviour of solutions in a class of linear difference equations and in several discrete nonlinear population models.     

NONLINEAR MATRIX MODELS AND POPULATION DYNAMICS

Nonlinear matrix difference equations are studied as models for the discrete time dynamics of a population whose individual members have been categorized into a finite number of classes. The equations are treated with sufficient generality so as to include virtually any type of structuring of the population (the sole constraint is that all newborns lie in the same class) and any types of nonlinearities which arise from the density dependence of fertility rates, survival rates and transition probabilities between classes. The existence and stability of equilibrium class distribution vectors are studied by means of bifurcation theory techniques using a single composite, biologically meaningful quantity as a bifurcation parameter, namely the inherent net reproductive rate r. It is shown that, just as in the case of linear matrix equations, a global continuum of positive equilibria exists which bifurcates as a function of r from the zero equilibrium state at and only at r = 1. Furthermore the zero equilibrium loses stability as r is increased through 1. Unlike the linear case however, for which the bifurcation is “vertical” (i.e., equilibria exist only for r = 1), the nonlinear equation in general has positive equilibria for an interval of r values. Methods for studying the geometry of the continuum based upon the density dependence of the net reproductive rate at equilibrium are developed. With regard to stability, it is shown that in general the positive equilibria near the bifurcation point are stable if the bifurcation is to the right and unstable if it is to the left. Some further results and conjectures concerning stability are also given. The methods are illustrated by several examples involving nonlinear models of various types taken from the literature.     

Parallel simulation of individual-based, physiologically structured population models

A general scheme for parallel simulation of individual-based, structured population models is proposed. Algorithms are developed to simulate such models in a parallel computing environment. The simulation model consists of an individual model and a population model that incorporates the individual dynamics. The individual model is a continuous time representation of organism life history for growth with discrete allocations for reproductive processes. The population model is a continuous time simulation of a nonlinear partial differential equation of extended McKendrick-von Foerster-type.

As a prototypical example, we show that a specific individual-based, physiologically structured model for Daphnia populations is well suited for parallelization, and significant speed-ups can be obtained by using efficient algorithms developed along our general scheme. Because the parallel algorithms are applicable to generic structured populations which are the foundation for populations in a more complex community or food-web model, parallel computation appears to be a valuable tool for ecological modeling and simulation.     

Fully discrete finite element approximations of the forced Fisher equation

We consider fully discrete finite element approximations of the forced Fisher equation that models the dynamics of gene selection/migration for a diploid population with two available alleles in a multidimensional habitat and in the presence of an artificially introduced genotype. Finite element methods are used to effect spatial discretization and a nonstandard backward Euler method is used for the time discretization. Error estimates for the fully discrete approximations are derived by applying the Brezzi-Rappaz-Raviart theory for the approximation of a class of nonlinear problems. The approximation schemes and error estimates are applicable under weaker regularity hypotheses than those that are typically assumed in the literature. The algorithms and analyses, although presented in the concrete setting of the forced Fisher equation, also apply to a wide class of semilinear parabolic partial differential equations.     

ON LINEARIZED FINITE DIFFERENCE SIMULATION FOR THE MODEL OF NUCLEAR REACTOR DYNAMICS

1 hoeductIOuThe dynamics models of one--dimensional continuous medium nuclear reactor are the foelowing initial--boundary value problem of the formsubject to the innal conditionsand the boundary conditionsIn (1. 1), x denotes position along the reactor, which is regarded as a rod of length L, t denotes the time, u(t) the logarithm of the loud reactor POwer, v(x,t) the deviation of the temperature from equilibrium, a(x) the ratio of the temperature coefficient of reactivity to theynean life of…     

Entropy dissipative one‐leg multistep time approximations of nonlinear diffusive equations

New one‐leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the non‐negativity and the entropy dissipation structure of the diffusive equations. The key ideas are to combine Dahlquist's G‐stability theory with entropy dissipation methods and to introduce a nonlinear transformation of variables, which provides a quadratic structure in the equations. It is shown that G‐stability of the one‐leg scheme is sufficient to derive discrete entropy dissipation estimates. The general result is applied to a cross‐diffusion system from population dynamics and a nonlinear fourth‐order quantum diffusion model, for which the existence of semidiscrete weak solutions is proved. Under some assumptions on the operator of the evolution equation, the second‐order convergence of solutions is shown. Moreover, some numerical experiments for the population model are presented, which underline the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1119–1149, 2015     

Dynamics of hierarchical models in discrete-time

We derive and analyze a general class of difference equation models for the dynamics of hierarchically organized populations. Different forms of intra-specific competition give rise to different types of nonlinearities. For our models, we prove that contest competition results asymptotically in only equilibrium dynamics. Scramble competition, on the other hand, can result in more complex asymptotic dynamics. We study both the case when the limiting resource is a constant and when it is dynamically modeled. We prove, in all cases, that the population persists if the inherent net reproductive number of the population is greater than one.     

On the existence of generalized solutions and the convergence of difference methods for nonlinear initial-value problems

In the present paper we prove new results for a general perturbation theory for nonlinear mappings between metric spaces. Using these results we are able to establish new principles for the treatment of nonlinear initial-value problems by difference methods. The main results are the characterization of the existence of discrete limits of sequences of mappings and the characterization of the existence of generalized solutions of nonlinear initial-value problems which are limits of solutions of difference equations. As conclusions one obtains generalizations of Lax's equivalence theorem for nonlinear and linear initial-value problems and a convergence theorem for a concrete hyperbolic equation.     

Efficient Data Augmentation for Fitting Stochastic Epidemic Models to Prevalence Data

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time evolution of an epidemic gives rise to a complicated latent variable problem in which the state space size of the epidemic grows large as the population size increases. This makes analytically integrating over the missing data infeasible for populations of even moderate size. We present a data augmentation Markov chain Monte Carlo (MCMC) framework for Bayesian estimation of stochastic epidemic model parameters, in which measurements are augmented with subject-level disease histories. In our MCMC algorithm, we propose each new subject-level path, conditional on the data, using a time-inhomogenous continuous-time Markov process with rates determined by the infection histories of other individuals. The method is general, and may be applied to a broad class of epidemic models with only minimal modifications to the model dynamics and/or emission distribution. We present our algorithm in the context of multiple stochastic epidemic models in which the data are binomially sampled prevalence counts, and apply our method to data from an outbreak of influenza in a British boarding school. Supplementary material for this article is available online.     

具有常数迁入率和非线性传染率βI~pS~q的SI模型分析

对一种具有种群动力和非线性传染率的传染病模型进行了研究,建立了具有常数迁入率和非线性传染率βI~pS~q的SI模型.与以往的具有非线性传染率的传染病模型相比,这种模型引入了种群动力,也就是种群的总数不再为常数,因此,该类模型更精确地描述了传染病传播的规律.还讨论了模型的正不变集,运用微分方程稳定性理论分析了模型平衡点的存在性及稳定性,得出了疾病消除平衡点和地方病平衡点的全局渐进稳定的充分条件.进一步的,得出了在某些参数范围内会出现Hopf分支现象,并对上述模型进行了生物学讨论.     

Monotone iterative methods for finite difference system of reaction-diffusion equations

Summary This paper presents an existence-comparison theorem and an iterative method for a nonlinear finite difference system which corresponds to a class of semilinear parabolic and elliptic boundary-value problems. The basic idea of the iterative method for the computation of numerical solutions is the monotone approach which involves the notion of upper and lower solutions and the construction of monotone sequences from a suitable linear discrete system. Using upper and lower solutions as two distinct initial iterations, two monotone sequences from a suitable linear system are constructed. It is shown that these two sequences converge monotonically from above and below, respectively, to a unique solution of the nonlinear discrete equations. This formulation leads to a well-posed problem for the nonlinear discrete system. Applications are given to several models arising from physical, chemical and biological systems. Numerical results are given to some of these models including a discussion on the rate of convergence of the monotone sequences.     

非线性离散系统的一种实时建模方法

本文利用二维线性离散系统理论给出了非线性离散系统的一种实时建模方法,理 论及仿真实验显示这种实时模型能够任意逼近非线性离散动态.     

Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable

Abstract

The general method of Lyapunov functionals construction, that was proposed by Kolmanovskii and Shaikhet and successfully used already for functional-differential equations, difference equations with discrete time, difference equations with continuous time, and is used here to investigate the stability in probability of nonlinear stochastic Volterra difference equations with continuous time. It is shown that the investigation of the stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to investigation of the asymptotic mean square stability of the linear part of this equation.     

一阶中立型时滞差分方程的线性化振动性定理

本文考虑一类非线性中立型时滞差分方程,证明了在一定条件下,若与此方程相关的一个线性差分方程的每个解振动,则该非线性差分方程的每个解也振动。     

Upper bounds on the coarsening rate of discrete,ill‐posed nonlinear diffusion equations

We prove a weak upper bound on the coarsening rate of the discrete‐in‐space version of an ill‐posed, nonlinear diffusion equation. The continuum version of the equation violates parabolicity and lacks a complete well‐posedness theory. In particular, numerical simulations indicate very sensitive dependence on initial data. Nevertheless, models based on its discrete‐in‐space version, which we study, are widely used in a number of applications, including population dynamics (chemotactic movement of bacteria), granular flow (formation of shear bands), and computer vision (image denoising and segmentation). Our bounds have implications for all three applications. © 2008 Wiley Periodicals, Inc.     

A holistic finite difference approach models linear dynamics consistently

I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of finite difference models under nonlinear and other perturbations on grids with finite spacing. For example, the linear advection-diffusion equation is found to be stably modelled for all advection speeds and all grid spacings. The theorems establish an extremely good form for the artificial internal boundary conditions that need to be introduced to apply centre manifold theory. When numerically solving nonlinear partial differential equations, this approach can be used to systematically derive finite difference models which automatically have excellent characteristics. Their good performance for finite grid spacing implies that fewer grid points may be used and consequently there will be less difficulties with stiff rapidly decaying modes in continuum problems.

     

带非线性边界条件的反应扩散方程的数值方法

１引言近年来关于非线性抛物型方程数值解法的研究取得了许多好的结果,其中以Ｃ．Ｖ．Ｐａｏ为主的研究者们利用上、下解方法对带线性边界条件的半线性抛物型方程的有限差分系统进行了广泛的研究,提出了一系列有效的迭代算法（见［１］、［２］、［３］、［４］）．但对带非线性边界条件的半线性抛物型方程初边值问题,作者至今尚未见到有研究者将上、下解方法用在相应的差分系统上,求得数值解．其主要原因是由于边界上函数的非线性,解在边界网格点上的值未知且无法用内部网格点上的值直接表示,相应的差分系统表示形式受到影响,边界网…     

Nonlinear filtering theory for coral/starfish and plant/herbivore interactions †

Several nonlinear filtering problems associated with specific 4 dimensional differential equation models of coral/starfish or chemically mediated plant/herbivore population dynamics are studied. Extensive use is made of H. Kunita's backward Stratonovich calculus and stochastic partial differential equations theory to obtain exact solution measures of the Zakai and Kushner equations. The hypoellipticity problem is solved positively, so that these measures all possess c^∞-densities. Thus, explicit formulas are obtained for the estimation of signal processes conditional on observational data. For example, biomass production/consumption processes are least squares estimated conditional on observations on the population dynamics of the producing and consuming units themselves.     

A multiscale time model with piecewise constant argument for a boundedly rational monopolist

We present a dynamic model for a boundedly rational monopolist who, in a partially known environment, follows a rule-of-thumb learning process. We assume that the production activity is continuously carried out and that the costly learning activity only occurs periodically at discrete time periods, so that the resulting dynamical model consists of a piecewise constant argument differential equation. Considering general demand, cost and agent’s reactivity functions, we show that the behavior of the differential model is governed by a nonlinear discrete difference equation. Differently from the classical model with smooth argument, unstable, complex dynamics can arise. The main novelty consists in showing that the occurrence of such dynamics is caused by the presence of multiple (discrete and continuous) time scales and depends on size of the time interval between two consecutive learning processes, in addition to the agent’s reactivity and the sensitivity of the marginal profit.     

总人口规模变化的年龄结构SEIR流行病模型的稳定性

运用泛函分析中的谱理论和非线性发展方程的齐次动力系统理论,讨论了总人口规模变化情况下的年龄结构的SEIR流行病模型．得到了与总人口增长指数λ*有关的再生数R0的表达式,证明了当R0<1时,系统存在唯一局部渐近稳定的无病平衡态;当 R0>1时,无病平衡态不稳定,此时存在地方病平衡态,并在一定条件下证明了地方病平衡态是局部渐近稳定的．