A model of immune system with time-dependent immune reactivity

In this paper we deal with the Marchuk model of an immune system. Among the main parameters of the model are the coefficients which describe the state of infected organism and the rate of production of antibodies. In the classical model these coefficients are constants. We consider the case when these coefficients are time-dependent. In particular, we are interested in the case of periodic coefficients which can describe periodic changes of the immune reactivity due to periodic changes of the environment. We examine the asymptotic behaviour of solutions. Under some assumptions we prove that the solutions tend to periodic functions. We also present the results of numerical simulations to illustrate the behaviour of solutions.     

Asymptotic Theory for Relative-Risk Models with Missing Time-Dependent Covariates

Relative-risk models are often used to characterize the relationship between survival time and time-dependent covariates. When the covariates are observed, the estimation and asymptotic theory for parameters of interest are available; challenges remain when missingness occurs. A popular approach at hand is to jointly model survival data and longitudinal data. This seems efficient, in making use of more information, but the rigorous theoretical studies have long been ignored. For both additive risk models and relative-risk models, we consider the missing data nonignorable. Under general regularity conditions, we prove asymptotic normality for the nonparametric maximum likelihood estimators.     

Asymptotic stability of reaction-diffusion systems in chemical reactor and combustion theory

Some coupled reaction-diffusion systems arising from chemical diffusion processes and combustion theory are analyzed. This analysis includes the existence and uniqueness of positive time-dependent solutions, upper and lower bounds of the solution, asymptotic behavior and invariant sets, and the stability of steady-state solutions, including an estimate of the stability region. Explicit conditions for the asymptotic behavior and the stability of a steady-state solution are given. These conditions establish some interrelationship among the physical parameters of the diffusion medium, the reaction mechanism, the initial function and the type of boundary condition. Under the same set of physical parameters and reaction function, a comparison between the Neumann type and Dirichlet or third type boundary condition exhibits quite different asymptotic behavior of the solution. For the general nonhomogeneous system, multiple steady-state solutions may exist and only local stability results are obtained. However, for certain models it is possible to obtain global stability of a steady-state solution by either increasing the diffusion coefficients or decreasing the size of the diffusion medium. This fact is demonstrated by a one-dimensional tubular reactor model commonly discussed in the literature.     

The equations of thermoelasticity with time-dependent coefficients

We consider an inhomogeneous thermoelastic system with second sound in one space dimension where the coefficients are space- and time-dependent. For Dirichlet-Neumann type boundary conditions the global existence of smooth solutions is proved by using the theory of Kato. Then the asymptotic behavior of the solutions is discussed.     

Information geometry of small diffusions

Information geometrical quantities such as metric tensors and connection coefficients for small diffusion models are obtained. Asymptotic properties of bias-corrected estimators for small diffusion models are investigated from the viewpoint of information geometry. Several results analogous to those for independent and identically distributed (i.i.d.) models are obtained by using the asymptotic normality of the statistics appearing in asymptotic expansions. In contrast to the asymptotic theory for i.i.d.models, the geometrical quantities depend on the magnitude of noise.

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Optimal estimation in random coefficient regression models

In linear regression models with random coefficients, the score function usually involves unknown nuisance parameters in the form of weights. Conditioning with respect to the sufficient statistics for the nuisance parameter, when the parameter of interest is held fixed, eliminates the nuisance parameters and is expected to give reasonably good estimating functions. The present paper adopts this approach to the problem of estimation of average slope in random coefficient regression models. Four sampling situations are discussed. Some asymptotic results are also obtained for a model where neither the regressors nor the random regression coefficients replicate. Simulation studies for normal as well as non-normal models show that the performance of the suggested estimating functions is quite satisfactory.     

Bright soliton solution to a generalized Burgers–KdV equation with time-dependent coefficients

We consider a generalized Burgers–KdV type equation with time-dependent coefficients incorporating a generalized evolution term, the effects of third-order dispersion, dissipation, nonlinearity, nonlinear diffusion and reaction. The exact bright soliton solution for the considered model is obtained by using a solitary wave ansatz in the form of sech^s function. The physical parameters in the soliton solution are obtained as functions of the time varying coefficients and the dependent exponents. The dependent exponents and the temporal variations of the model coefficients satisfy certain parametric conditions as shown by the obtained soliton solution. This solution may be useful to explain some physical phenomena in genuinely nonlinear dynamical systems that are described by Burgers–KdV type models.     

Robust discrimination under a hierarchy on the scatter matrices

Under normality, Flury and Schmid [Quadratic discriminant functions with constraints on the covariances matrices: some asymptotic results, J. Multivariate Anal. 40 (1992) 244-261] investigated the asymptotic properties of the quadratic discrimination procedure under hierarchical models for the scatter matrices, that is: (i) arbitrary scatter matrices, (ii) common principal components, (iii) proportional scatter matrices and (iv) identical matrices. In this paper, we study the properties of robust quadratic discrimination rules based on robust estimates of the involved parameters. Our analysis is based on the partial influence functions of the functionals related to these parameters and allows to derive the asymptotic variances of the estimated coefficients under models (i)-(iv). From them, we conclude that the asymptotic variances verify the same order relations as those obtained by Flury and Schmid [Quadratic discriminant functions with constraints on the covariances matrices: some asymptotic results, J. Multivariate Anal. 40 (1992) 244-261] for the classical estimators. We also perform a Monte Carlo study for different sample sizes and different hierarchies which shows the advantage of using robust procedures over classical ones, when anomalous data are present. It also confirms that better rates of misclassification can be achieved if a more parsimonious model among all the correct ones is used instead of the standard quadratic discrimination.     

Dynamics of the density dependent predator-prey system with Beddington-DeAngelis functional response

Two models of a density dependent predator-prey system with Beddington-DeAngelis functional response are systematically considered. One includes the time delay in the functional response and the other does not. The explorations involve the permanence, local asymptotic stability and global asymptotic stability of the positive equilibrium for the models by using stability theory of differential equations and Lyapunov functions. For the permanence, the density dependence for predators is shown to give some negative effect for the two models. Further the permanence implies the local asymptotic stability for a positive equilibrium point of the model without delay. Also the global asymptotic stability condition, which can be easily checked for the model is obtained. For the model with time delay, local and global asymptotic stability conditions are obtained.     

Asymptotic behavior of solutions for a class of predator-prey reaction-diffusion systems with time delays

The aim of this paper is to investigate the asymptotic behavior of solutions for a class of three-species predator-prey reaction-diffusion systems with time delays under homogeneous Neumann boundary condition. Some simple and easily verifiable conditions are given to the rate constants of the reaction functions to ensure the convergence of the time-dependent solution to a constant steady-state solution. The conditions for the convergence are independent of diffusion coefficients and time delays, and the conclusions are directly applicable to the corresponding parabolic-ordinary differential system and to the corresponding system without time delays.     

Optimal importance sampling for Lévy processes

We develop importance sampling estimators for Monte Carlo pricing of European and path-dependent options in models driven by Lévy processes. Using results from the theory of large deviations for processes with independent increments, we compute an explicit asymptotic approximation for the variance of the pay-off under a time-dependent Esscher-style change of measure. Minimizing this asymptotic variance using convex duality, we then obtain an importance sampling estimator of the option price. We show that our estimator is logarithmically optimal among all importance sampling estimators. Numerical tests in the variance gamma model show consistent variance reduction with a small computational overhead.     

具有多重解的非线性奇摄动问题

利用边界层法,研究了一类具有多重解的非线性奇摄动问题．在适当的假设下,通过给出外部解展开式系数及其对应边界条件的一般表达式,根据退化问题的边值作为某方程的根的重数,得到了此问题不同形式的渐近解．特别地,当这种根的重数为偶数时,问题具有二重解．另外,将相关结果应用于化学反应器理论,并通过对具有多重解的例子的渐近解和精确解的数值模拟说明如此构造的渐近解具有较高的精度．     

Time-Delayed finite difference reaction-diffusion systems with nonquasimonotone functions

Summary This paper is concerned with finite difference solutions of a system of reaction-diffusion equations with coupled nonlinear boundary conditions and time delays. The reaction functions and the boundary functions are not necessarily quasimonotone, and the time delays may appear in the reaction functions as well as in the boundary functions. The investigation is devoted to the finite difference system for both the time-dependent problem and its corresponding steady-state problem. Some monotone iteration processes for the finite difference systems are given, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solution is discussed. The asymptotic behavior result leads to some local and global attractors of the time-dependent problem, including the convergence of the time-dependent solution to a unique steady-state solution. An application and some numerical results to an enzyme-substrate reaction-diffusion problem are given. All the results are directly applicable to parabolic-ordinary systems and to reaction-diffusion systems without time delays. The work of this author was supported in part by the National Natural Science Foundation of China No.10571059, E-Institutes of Shanghai Municipal Education Commission No. E03004, Shanghai Priority Academic Discipline, and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.     

一类带小时滞的非线性快慢系统的渐近解

研究了一类带小时滞的非线性快慢系统的初始值问题,在一定假设条件下,利用奇异摄动理论和校正函数法构造了该问题的形式渐近解,并利用微分不等式理论证明了渐近解的一致有效性.最后进行了算例分析,结果显示时滞能对快慢系统产生重要影响,并表明所述摄动方法是一个行之有效的近似解析方法.从而,可以利用得到的渐近解对系统的动力学行为进行更深层次地分析与研究.     

Extensional wave motion in homogenous isotropic thermoelastic plate by using asymptotic method

The present investigation is concerned with the study of extensional wave motion in an infinite homogenous isotropic, thermoelastic plate by using asymptotic method. The governing equation for the extensional wave motions have been derived from the system of three-dimensional dynamical equations of linear coupled theory of thermoelasticity. All coefficients of the differential operator are expressed as explicit functions of the material parameters. The velocity dispersion equation for the extensional wave motion is deduced from the three-dimensional analog of Rayleigh–Lamb frequency equation for thermoelastic plate waves. The approximations for long and short waves and expression for group velocity are also derived. The thermoelastic Rayleigh–Lamb frequency equations for the considered plate are expanded in power series in order to obtain polynomial frequency and velocity dispersion relations whose equivalence is established to that of asymptotic method. The dispersion curves for phase velocity and attenuation coefficient are shown graphically for extensional wave motion of the plates.     

Asymptotic completeness in optical scattering

In this paper time-dependent methods are developed in order to prove the existence of the wave operators and asymptotic completeness in the scattering theory of electromagnetic waves in inhomogeneous media. The medium has a localized perturbation of the dielectric susceptibility. There are no regularity assumptions about the dielectric susceptibility. It is shown directly that the range of the wave operator is the complete continuous subspace, and not just the absolutely continuous subspace of the generator of the time evolution describing the perturbed wave propagation.     

Determining <Emphasis Type="Italic">p</Emphasis>-values for systems cointegration tests with a prior adjustment for deterministic terms

Following Doornik (J Econ Surv 12:573–593, 1998) I present a procedure to approximate the asymptotic distributions of systems cointegration tests with a prior adjustment for deterministic terms suggested by Lütkepohl (Econometrica 72:647–662, 2004), Saikkonen and Lütkepohl (Econometric Theory 16:373–406, 2000a, J Business Econ Stat 18:451–464, 2000b, Time Series Anal 21:435–456, 2000c) and Saikkonen and Luukkonen (J Econ 81:93–126, 1997). These tests rely upon different assumptions as to the inclusion of deterministic components such as a constant, a linear trend or a level shift. The asymptotic distributions, which are functions of Brownian motions, are approximated by Gamma distributions. Only estimates of the mean and variance of the asymptotic test distributions are needed to fit the Gamma distributions. Such estimates are obtained from response surfaces. The required coefficients to compute the asymptotic moments are presented in this paper. Via the fitted Gamma distributions one can, then, easily derive p-values or arbitrary percentiles.     

Uniform Asymptotic Expansions of Symmetric Elliptic Integrals

Symmetric standard elliptic integrals are considered when two or more parameters are larger than the others. The distributional approach is used to derive seven expansions of these integrals in inverse powers of the asymptotic parameters. Some of these expansions also involve logarithmic terms in the asymptotic variables. These expansions are uniformly convergent when the asymptotic parameters are greater than the remaining ones. The coefficients of six of these expansions involve hypergeometric functions with less parameters than the original integrals. The coefficients of the seventh expansion again involve elliptic integrals, but with less parameters than the original integrals. The convergence speed of any of these expansions increases for an increasing difference between the asymptotic variables and the remaining ones. All the expansions are accompanied by an error bound at any order of the approximation. January 31, 2000. Date revised: May 18, 2000. Date accepted: August 4, 2000.     

Pullback attractors for asymptotically compact non-autonomous dynamical systems

First, we introduce the concept of pullback asymptotically compact non-autonomous dynamical system as an extension of the similar concept in the autonomous framework. Our definition is different from that of asymptotic compactness already used in the theory of random and non-autonomous dynamical systems (as developed by Crauel, Flandoli, Kloeden, Schmalfuss, amongst others) which means the existence of a (random or time-dependent) family of compact attracting sets. Next, we prove a result ensuring the existence of a pullback attractor for a non-autonomous dynamical system under the general assumptions of pullback asymptotic compactness and the existence of a pullback absorbing family of sets. This attractor is minimal and, in most practical applications, it is unique. Finally, we illustrate the theory with a 2D Navier–Stokes model in an unbounded domain.