Homothecy,bifurcations, continuity and monotonicity in timed continuous Petri nets under infinite server semantics

This work studies how equilibrium markings and throughputs change in Timed Continuous Petri Net (TCPN) systems as transition firing rates vary. In particular, it analyzes the bifurcations of the former, and the discontinuities and non-monotonicities of the latter; specifically, using structural objects of the net, such as P-semiflows, T-semiflows, and configurations, among others, the following properties can be obtained. For Join Free TCPN systems, a sufficient structural condition guaranteeing that the equilibrium markings do not bifurcate when firing rates vary, is derived. A dual result is obtained for Choice Free TCPN systems. For Mono-T-Semiflow TCPN systems, the equilibrium throughput is investigated; using a time-scale (a homothetic) property it is proven that a discontinuity of the equilibrium throughput implies its non-monotonicity, even if not evident at first glance. This is a connection of two timed behavioral properties of the equilibrium throughput. Moreover, a sufficient structural condition, parametrized by the equilibrium markings, ensures its continuity under firing rate variations. It is also proven that the monotonicity of the equilibrium throughput can be characterized by the previous structural condition. The convergence of the marking evolution of TCPN systems to its equilibrium markings is also discussed.     

Mathematical analysis of a two-patch model of tuberculosis disease with staged progression

The spread of tuberculosis is studied through a two-patch epidemiological system SE₁ ? E_nI which incorporates migrations from one patch to another just by susceptible individuals. Our model is consider with bilinear incidence and migration between two patches, where infected and infectious individuals cannot migrate from one patch to another, due to medical reasons. The existence and uniqueness of the associated endemic equilibria are discussed. Quadratic forms and Lyapunov functions are used to show that when the basic reproduction ratio is less than one, the disease-free equilibrium (DFE) is globally asymptotically stable, and when it is greater than one there exists in each case a unique endemic equilibrium (boundary equilibria and endemic equilibrium) which is globally asymptotically stable. Numerical simulation results are provided to illustrate the theoretical results.     

Steady-state asymptotics for tandem,split-match and other feedforward queues with heavy tailed service

Consider a stable FIFO GI/GI/1 → /GI/1 tandem queue in which the equilibrium distribution of service time at the second node S(2) is subexponential. It is shown that when the service time at the first node has a lighter tail, the tail of steady-state delay at the second node, D(2), has the same asymptotics as if it were a GI/GI/1 queue: $$x \to \infty $$ where S _e(2) has equilibrium (integrated tail) density P(S(2) > $x$ )/E[S(2)], and ρ₂ = λE[S(2)] (λ is the arrival rate of customers). The same result holds for tandem queues with more than two stations. For split-match (fork-join) queues with subexponential service times, we derive the asymptotics for both the sojourn time and the queue length. Finally, more generally, we consider feedforward generalized Jackson networks and obtain similar results.     

Decay Rates to Equilibrium for Nonlinear Plate Equations with Degenerate, Geometrically-Constrained Damping

We analyze the convergence to equilibrium of solutions to the nonlinear Berger plate evolution equation in the presence of localized interior damping (also referred to as geometrically constrained damping). Utilizing the results in (Geredeli et al. in J. Differ. Equ. 254:1193–1229, 2013), we have that any trajectory converges to the set of stationary points $\mathcal{N}$ . Employing standard assumptions from the theory of nonlinear unstable dynamics on the set $\mathcal{N}$ , we obtain the rate of convergence to an equilibrium. The critical issue in the proof of convergence to equilibria is a unique continuation property (which we prove for the Berger evolution) that provides a gradient structure for the dynamics. We also consider the more involved von Karman evolution, and show that the same results hold assuming a unique continuation property for solutions, which is presently a challenging open problem.     

Two noncooperative games between a coalition and its surrounding in a class of n-person games with constant sum

A cooperative game engendered by a noncooperative n-person game (the master game) in which any subset of n players may form a coalition playing an antagonistic game against the residual players (the surrounding) that has a (Nash equilibrium) solution, is considered, along with another noncooperative game in which both a coalition and its surrounding try to maximize their gains that also possesses a Nash equilibrium solution. It is shown that if the master game is the one with constant sum, the sets of Nash equilibrium strategies in both above-mentioned noncooperative games (in which a coalition plays with (against) its surrounding) coincide.     

Equilibrium selection in a bargaining problem with transaction costs

It is the purpose of the paper to analyse a bargeining situation with the help of the equilibrium selection theory of John C. Harsanyi and Reinhard Selten. This theory selects one equilibrium point in every finite non-cooperative game. The bargaining problem is the following one: the two bargainers — player 1 and player 2 — simultaneously and independently propose a payoffx of player 1 in the interval 〈0, 1〉. If agreement is reached player 2's payoffs is 1?x. Otherwise both receive zero. Each playeri has a further alternativeW _i , namely not to bargain at all (i=1, 2). Thereby he avoids transaction costsc andd of bargaining which arise whether an agreement is reached or not. One may think of an illegal deal where bargaining involves a risk of being punished — independently whether the deal is made or not. The model has the form of a (K+1)×(K+1)-bimatrix game. It is assumed that there is an indivisable smallest money unit. The game hasK+1 pure strategy equilibrium points.K of them correspond to an agreement and the last one is the strategy pair where both players refuse to bargain. Each of theK+1 equilibrium points can be the solution of the game. The aim of the Harsanyi-Selten-theory is to select in a unique way one of these equilibrium points by an iterative process of elimination (by payoff dominance and risk dominance relationships) and substitution. For each parameter combination (c, d) a sequence of candidate sets arises which becomes smaller and smaller until finally a candidate set with exactly one equilibrium point — the solution of the game — is found. For the sake of shortness the paper will report results without detailed proofs, which can be found elsewhere [Leopold-Wildburger].     

Global behavior of a multi-group SIS epidemic model with age structure

We study global dynamics of a system of partial differential equations. The system is motivated by modelling the transmission dynamics of infectious diseases in a population with multiple groups and age-dependent transition rates. Existence and uniqueness of a positive (endemic) equilibrium are established under the quasi-irreducibility assumption, which is weaker than irreducibility, on the function representing the force of infection. We give a classification of initial values from which corresponding solutions converge to either the disease-free or the endemic equilibrium. The stability of each equilibrium is linked to the dominant eigenvalue s(A), where A is the infinitesimal generator of a “quasi-irreducible” semigroup generated by the model equations. In particular, we show that if s(A)<0 then the disease-free equilibrium is globally stable; if s(A)>0 then the unique endemic equilibrium is globally stable.     

The second law of thermodynamics and multifractal distribution functions: Bin counting,pair correlations,and the Kaplan–Yorke conjecture

We explore and compare numerical methods for the determination of multifractal dimensions for a doubly-thermostatted harmonic oscillator. The equations of motion are continuous and time-reversible. At equilibrium the distribution is a four-dimensional Gaussian, so that all the dimension calculations can be carried out analytically. Away from equilibrium the distribution is a surprisingly isotropic multifractal strange attractor, with the various fractal dimensionalities in the range 1 < D < 4. The attractor is relatively homogeneous, with projected two-dimensional information and correlation dimensions which are nearly independent of direction. Our data indicate that the Kaplan–Yorke conjecture (for the information dimension) fails in the full four-dimensional phase space. We also find no plausible extension of this conjecture to the projected fractal dimensions of the oscillator. The projected growth rate associated with the largest Lyapunov exponent is negative in the one-dimensional coordinate space.     

Control of chaotic behaviour and prevention of extinction using constant proportional feedback

We study a strategy to control the dynamics of one dimensional discrete maps known as the proportional feedback control method. We completely characterize the maps for which it is possible to stabilize the unstable or even chaotic dynamics towards an asymptotically stable equilibrium employing this method.Additionally, under conditions commonly assumed in modelling population dynamics, we show that the strategy drives the system to the optimal situation from a practical point of view, that is, to a global stable equilibrium since in that case the basin of attraction covers all the possible initial conditions. We also show that in some situations the strategy can be used to prevent the extinction of the population when controlling some models with the Allee effect.     

Pure strategy Nash equilibrium points and the Lefschetz fixed point theorem

A pure strategy Nash equilibrium point existence theorem is established for a class ofn-person games with possibly nonacyclic (e.g. disconnected) strategy sets. The principal tool used in the proof is a Lefschetz fixed point theorem for multivalued maps, due to Eilenberg and Montgomery, which extends their better known. Eilenberg-Montgomery fixed point theorem (EMT) [Eilenberg/Montgomery, Theorem 1, p. 215] to nonacyclic spaces. Special cases of the existence theorem are also discussed.     

Two-party competition with many constituences

The paper considers a single member district, simple plurality political system with n districts. There are two political parties, each consisting of n candidates. Individual candidates seek to win their district per se, but voters appreciate that final policy outcomes will depend upon: (1) which party wins control of the legislature, and (2) how party policy is derived from the party members' policies. Candidates take account of such voter deliberations in choosing their election strategies. A set of minimal sufficient conditions for an equilibrium to exist in this game is provided and the equilibrium characterized. While party policies are shown to converge in equilibrium, candidate policies in general do not - either across or within parties.     

Customers’ abandonment strategy in an <Emphasis Type="Italic">M</Emphasis> / <Emphasis Type="Italic">G</Emphasis> / 1 queue

We consider an M / G / 1 queue in which the customers, while waiting in line, may renege from it. We show the Nash equilibrium profile among customers and show that it is defined by two sequences of thresholds. For each customer, the decision is based on the observed past (which determines from what sequence the threshold is taken) and the observed queue length (which determines the appropriate element in the chosen sequence). We construct a set of equations that has the Nash equilibrium as its solution and discuss the relationships between the properties of the service time distribution and the properties of the Nash equilibrium, such as uniqueness and finiteness.     

Cooperative processing of information via choice at an information set

A specific structure is added to the model of Bayesian society, and the associated (more involved) version of the Bayesian incentive compatible strong equilibrium concept is proposed. The equilibrium endogenously explains whether or not playerj in coalitionS, in pursuit of his self-interest, decides to pass on his private information to the other members ofS, and if he does, which part of his private information he decides to pass on. Generic existence theorems for this equilibrium are established.     

Equilibrium semantics of languages of imperfect information

In this paper, we introduce a new approach to independent quantifiers, as originally introduced in Informational independence as a semantic phenomenon by Hintikka and Sandu (1989) [9] under the header of independence-friendly (IF) languages. Unlike other approaches, which rely heavily on compositional methods, we shall analyze independent quantifiers via equilibriums in strategic games. In this approach, coined equilibrium semantics, the value of an IF sentence on a particular structure is determined by the expected utility of the existential player in any of the game’s equilibriums. This approach was suggested in Henkin quantifiers and complete problems by Blass and Gurevich (1986) [2] but has not been taken up before. We prove that each rational number can be realized by an IF sentence. We also give a lower and upper bound on the expressive power of IF logic under equilibrium semantics.     

Games with randomly disturbed payoffs: A new rationale for mixed-strategy equilibrium points

Equilibrium points in mixed strategies seem to be unstable, because any player can deviate without penalty from his equilibrium strategy even if he expects all other players to stick to theirs. This paper proposes a model under which most mixed-strategy equilibrium points have full stability. It is argued that for any gameΓ the players' uncertainty about the other players' exact payoffs can be modeled as a disturbed gameΓ ^*, i.e., as a game with small random fluctuations in the payoffs. Any equilibrium point inΓ, whether it is in pure or in mixed strategies, can “almost always” be obtained as a limit of a pure-strategy equilibrium point in the corresponding disturbed gameΓ ^* when all disturbances go to zero. Accordingly, mixed-strategy equilibrium points are stable — even though the players may make no deliberate effort to use their pure strategies with the probability weights prescribed by their mixed equilibrium strategies — because the random fluctuations in their payoffs willmake them use their pure strategies approximately with the prescribed probabilities.     

Probabilistic stable rules and Nash equilibrium in two-sided matching problems

We study many-to-many matching with substitutable and cardinally monotonic preferences. We analyze stochastic dominance (sd) Nash equilibria of the game induced by any probabilistic stable matching rule. We show that a unique match is obtained as the outcome of each sd-Nash equilibrium. Furthermore, individual-rationality with respect to the true preferences is a necessary and sufficient condition for an equilibrium outcome. In the many-to-one framework, the outcome of each equilibrium in which firms behave truthfully is stable for the true preferences. In the many-to-many framework, we identify an equilibrium in which firms behave truthfully and yet the equilibrium outcome is not stable for the true preferences. However, each stable match for the true preferences can be achieved as the outcome of such equilibrium.     

Persistent equilibria in strategic games

A perfect equilibrium [Selten] can be viewed as a Nash equilibrium with certain properties of local stability. Simple examples show that a stronger notion of local stability is needed to eliminate unreasonable Nash equilibria. The persistent equilibrium is such a notion. Properties of this solution are studied. In particular, it is shown that in each strategic game there exists a pesistent equilibrium which is perfect and proper.     

Evolution of a semilinear parabolic system for migration and selection without dominance

The semilinear parabolic system that describes the evolution of the gene frequencies in the diffusion approximation for migration and selection at a multiallelic locus without dominance is investigated. The population occupies a finite habitat of arbitrary dimensionality and shape (i.e., a bounded, open domain in Rd). The selection coefficients depend on position; the drift and diffusion coefficients may depend on position. The primary focus of this paper is the dependence of the evolution of the gene frequencies on λ, the strength of selection relative to that of migration. It is proved that if migration is sufficiently strong (i.e., λ is sufficiently small) and the migration operator is in divergence form, then the allele with the greatest spatially averaged selection coefficient is ultimately fixed. The stability of each vertex (i.e., an equilibrium with exactly one allele present) is completely specified. The stability of each edge equilibrium (i.e., one with exactly two alleles present) is fully described when either (i) migration is sufficiently weak (i.e., λ is sufficiently large) or (ii) the equilibrium has just appeared as λ increases. The existence of unexpected, complex phenomena is established: even if there are only three alleles and migration is homogeneous and isotropic (corresponding to the Laplacian), (i) as λ increases, arbitrarily many changes of stability of the edge equilibria and corresponding appearance of an internal equilibrium can occur and (ii) the conditions for protection or loss of an allele can both depend nonmonotonically on λ. Neither of these phenomena can occur in the diallelic case.     

A self-adaptive projection and contraction algorithm for the traffic assignment problem with path-specific costs

This paper considers solving a special case of the nonadditive traffic equilibrium problem presented by Gabriel and Bernstein [Transportation Science 31 (4) (1997) 337–348] in which the cost incurred on each path is made up of the sum of the arc travel times plus a path-specific cost for traveling on that path. A self-adaptive projection and contraction method is suggested to solve the path-specific cost traffic equilibrium problem, which is formulated as a nonlinear complementarity problem (NCP). The computational effort required per iteration is very modest. It consists of only two function evaluations and a simple projection on the nonnegative orthant. A self-adaptive technique is embedded in the projection and contraction method to find suitable scaling factor without the need to do a line search. The method is simple and has the ability to handle a general monotone mapping F. Numerical results are provided to demonstrate the features of the projection and contraction method.     

Hopf bifurcation in epidemic models with a latent period and nonpermanent immunity

In this paper, some SEIRS epidemiological models with vaccination and temporary immunity are considered. First of all, previously published work is reviewed. In the next section, a general model with a constant contact rate and a density-dependent death rate is examined. The model is reformulated in terms of the proportions of susceptible, incubating, infectious, and immune individuals. Next the equilibrium and stability properties of this model are examined, assuming that the average duration of immunity exceeds the infectious period. There is a threshold parameter R_o and the disease can persist if and only if R_o exceeds one. The disease-free equilibrium always exists and is locally stable if R_o < 1 and unstable if R_o > 1. Conditions are derived for the global stability of the disease-free equilibrium. For R_o > 1, the endemic equilibrium is unique and locally asymptotically stable.For the full model dealing with numbers of individuals, there are two critical contact rates. These give conditions for the disease, respectively, to drive a population which would otherwise persist at a finite level or explode to extinction and to cause a population that would otherwise explode to be regulated at a finite level. If the contact rate β(N) is a monotone increasing function of the population size, then we find that there are now three threshold parameters which determine whether or not the disease can persist proportionally. Moreover, the endemic equilibrium need no longer be locally asymptotically stable. Instead stable limit cycles can arise by supercritical Hopf bifurcation from the endemic equilibrium as this equilibrium loses its stability. This is confirmed numerically.