Analysis and Validation of a Mathematical Model for Intracranial Pressure Dynamics

Lumped parameter, compartmental models provide a promising Method for mathematically studying the dynamics of human intracranial pressure. In this modeling approach, a system of fully time-dependent differential equations for interacting compartmental pressures is obtained by considering the intracranial system to be confined within the almost-rigid skull and developing continuity equations associated with conservation of mass. Intracranial volumes and flows are related to compartmental pressure differences through compliance and resistance parameters. In the nonlinear case where compliances are not constant, there is a lack of physical information about these parameters. Consequently, it is vital that any mathematical model with an assumed pressure-dependent compliance be validated through comparison with experimental data. The present work develops a logistic representation for the compliance between the cerebrospinal fluid and brain matter compartments. The nonlinear mathematical model involving this logistic compliance is validated here by comparing its predicted response for bolus injections of cerebrospinal fluid to laboratory data generated in an animal model. Comparison with the animal studies fully supports the validity of the mathematical model with the logistic compliance.     

A global bifurcation theorem for Darwinian matrix models

Motivated by models from evolutionary population dynamics, we study a general class of nonlinear difference equations called matrix models. Under the assumption that the projection matrix is non-negative and irreducible, we prove a theorem that establishes the global existence of a continuum with positive equilibria that bifurcates from an extinction equilibrium at a value of a model parameter at which the extinction equilibrium destabilizes. We give criteria for the global shape of the continuum, including local direction of bifurcation and its relationship to the local stability of the bifurcating positive equilibria. We discuss a relationship between backward bifurcations and Allee effects. Illustrative examples are given.     

A Hybrid Asymptotic-Numerical Study of a Model for Intracranial Pressure Dynamics

Lumped parameter, compartmental models of the human intracranial system are studied through development of a hybrid asymptotic-numerical technique. Dimensionless variables are introduced so that disparate time scales can be identified, and analysis shows that the system of model equations varies over both a fast and a slow time scale. On the fast time scale, the 5 × 5 system of equations may be decoupled to give a reduced 3 × 3 system combined with two conservation laws for the cerebrospinal fluid and brain compartmental volumes, respectively. The stiffness condition of the reduced system is shown to be considerably improved over that of the original system. For the general nonlinear problem, a uniformly valid asymptotic approximation for large time is derived by a hybrid asymptotic-numerical technique. In the special case of the linear problem, where compliances and resistances are assumed to be constants, the uniform approximation for large time is obtained analytically. To verify accuracy, both asymptotic and hybrid asymptotic-numerical results are compared with direct numerical integration of the full system. Physiological interpretations of the results are also given.     

基于Agent与分解协调的综合生产计划研究

以作业单元为局部决策Agent,车间管理者为全局协调Agent,引入生产节点间的内部结算价格,基于多Agent系统,建立了综合生产计划的分布式决策模型.通过将局部Agent决策目标的总和与全局Agent决策目标进行对比,证明了所引入的内部结算价格就是全局Agent目标函数关于物流平衡约束的Lagrange乘子.基于Lagrange分解协调原理,设计了局部作业单元Agent和全局协调Agent的迭代协调算法.该迭代算法以上次计算的中间结果作为对其它作业单元生产需求的估计,从而能将各个生产单元Agent的决策模型分离,实现了分布建模与求解.在算例研究中使用启发式规则来确定Lagrange乘子迭代的步长系数,保证了较好的收敛性,证明模型和算法是有效的.     

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.     

Comparing predator–prey models with hidden and explicit resources

In this paper two mathematical models are proposed and analyzed to elucidate the influence on a generalist predator of its hidden and explicit resources. Boundedness of the system’s trajectories, feasibility, local and global stability of the equilibria for both models are established, as well as possible local bifurcations. The findings indicate that the relevant behaviour of the system, including switching of stability, extinction and persistence of the involved populations, depends mainly on the reproduction rate of the favorite prey. To achieve full ecosystem survival some balance between the respective grazing pressures exerted by the predator on the prey populations needs to be maintained, while higher grazing pressure just on one species always leads to its extinction.     

Verification and validation of numerical solutions of two-dimensional reactive flow in rocket engine nozzles

Two-dimensional mathematical models for gaseous H₂/O₂ reactive flows are solved for two geometries: a conical and a parabolic one. Five different physical models are studied: two one-species and three multi-species models (frozen, equilibrium and non-equilibrium flows). In the mathematical model, temperature is used as unknown in the energy equation and velocity is obtained for all speed flows. For all analyses, a non-orthogonal finite volume code was implemented, taking into account first (UDS) and second (CDS) order interpolation schemes and co-located grid arrangement. Model predictions of the pressure distribution and Mach number in the nozzle with a conical geometry, calculated using a CDS scheme, were found to agree well with experimental results. For both geometries, numerical results for apparent orders of convergence agreed well with the asymptotic (expected) ones for one-species flows. Some other analyses were provided for mixture of gases flows; in this case, for frozen flow, the apparent order values tend to the asymptotic ones in all cases; for local equilibrium flow, the use of CDS degenerated the apparent order to unity; this fact can be associated to the use of UDS interpolation scheme in the source term of the energy equation. Numerical solutions, including their error estimates, are provided for UDS and CDS schemes. Their analysis shows that global variables of interest (such as thrust and specific impulse) are less affected by the chosen physical model than are local variables of interest (such as the temperature at the symmetry line).     

MODELING THE GLOBAL FISHMEAL AND FISH OIL MARKETS

Abstract To explore the drivers of change in the complex system relating small pelagic fisheries and fishmeal/fish oil markets, to identify the interactions between these drivers and their overall impacts, we propose a bio‐economic model, coupling the ecological and the economic dynamics of these global commodities. The model enables an analysis of the consequences of both global and local changes in the environment of production systems. Through sensitivity analysis of specific input parameters, we evaluate the robustness of the overall system to such changes and show that local responses of production systems and markets cannot be considered in isolation from the set of interactions at global level.     

A mathematical model of the systemic circulatory system with logistically defined nervous system regulatory mechanisms

A mathematical model is developed that accurately describes the pressure, volume and flow dynamics of the systemic circulatory system over the full physiological range of human pressures and volumes. At the heart of this model are mathematical representations for the autonomic and central nervous system reflexes which maintain arterial pressure, cardiac output and cerebral blood flow. These representations involve functions in which a maximum effect and a minimum effect are smoothly connected by a logistic transition. A new approach to modelling the pressure – volume relationship in a vessel with smooth muscle contraction is also presented. To test the model, simulations of cardiac arrest and various haemorrhagic situations were conducted, and predicted results were compared with clinical observations. Near-perfect agreement was obtained between predicted and observed values of the mean circulatory filling pressure, cardiac output and arterial pressure decay in the face of significant haemorrhage, and the critical values delineating progressive from non-progressive hypovolaemic shock.     

A kriging based method for the solution of mixed-integer nonlinear programs containing black-box functions

In this paper a new methodology is developed for the solution of mixed-integer nonlinear programs under uncertainty whose problem formulation is complicated by both noisy variables and black-box functions representing a lack of model equations. A branch-and-bound framework is employed to handle the integer complexity whereby the solution to the relaxed nonlinear program subproblem at each node is obtained using both global and local information. Global information is obtained using kriging models which are used to identify promising neighborhoods for local search. Response surface methodology (RSM) is then employed whereby local models are sequentially optimized to refine the problem’s lower and upper bounds. This work extends the capabilities of a previously developed kriging-response surface method enabling a wider class of problems to be addressed containing integer decisions and black box models. The proposed algorithm is applied to several small process synthesis examples and its effectiveness is evaluated in terms of the number of function calls required, number of times the global optimum is attained, and computational time.     

Partial hybrid finite elements for composite laminates

Three types of partial hybrid finite elements are presented in order to set up a global/local finite element model for analysis of composite laminates. In the global/local model, a composite laminate is divided into three different regions: global, local, and transition regions. These are modeled using three different elements. In the global region, a 4-node degenerated plate/shell element is used to model the overall response of the composite laminate. In the local region, a multilayer element is used to predict detailed stress distribution. In the transition region, a multilayer transition element is used to smoothly connect the two previous elements. The global/local finite element model satisfies the compatibility of displacement at the boundary between the global region and the local region. It also satisfies the continuity of transverse stresses at interlaminar surfaces and traction conditions on the top and bottom surfaces of composite laminates. The global/local finite element model has high accuracy and efficiency for stress analysis of composite laminates. A numerical example of analysis of a laminated strip with free edge is presented to illustrate the accuracy and efficiency of the model.     

Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure

We present an approach and numerical results for a new formulation modeling immiscible compressible two-phase flow in heterogeneous porous media with discontinuous capillary pressures. The main feature of this model is the introduction of a new global pressure, and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation equation) with nonlinear transmission conditions at the interfaces that separate different media. The resulting system is discretized using a vertex-centred finite volume method combined with pressure and flux interface conditions for the treatment of heterogeneities. An implicit Euler approach is used for time discretization. A Godunov-type method is used to treat the convection terms, and the diffusion terms are discretized by piecewise linear conforming finite elements. We present numerical simulations for three one-dimensional benchmark tests to demonstrate the ability of the method to approximate solutions of water–gas equations efficiently and accurately in nuclear underground waste disposal situations.     

Models and algorithms for the optimization of signal settings on urban networks with stochastic assignment models

In this paper models and algorithms for the optimization of signal settings on urban networks are proposed. Two different approaches to the solution of the problem may be identified: a global approach (optimization of intersection signal settings on the whole network) and a local approach (optimization of signal settings intersection by intersection). For each approach a different optimization model and some solution algorithms are proposed; both models and algorithms are based on the assumptions of within-day static system and stochastic user equilibrium assignment models. The paper includes numerical results on test networks and a comparison between the two approaches.     

On an eco-epidemiological model with prey harvesting and predator switching: Local and global perspectives

In this paper, we study an eco-epidemiological model where prey disease is modeled by a Susceptible-Infected (SI) scheme. Saturation incidence kinetics is used to model the contact process. The predator population adapt switching technique among susceptible and infected prey. The prey species is supposed to be commercially viable and undergo constant non-selective harvesting. We study the stability aspects of the basic and the switching models around the infection-free state and the infected steady state from a local as well as a global perspective. Our aim is to study the role of harvesting and switching on the dynamics of disease propagation and/or eradication. A comparison of the local and global dynamical behavior in terms of important system parameters is obtained. Numerical simulations are done to illustrate the analytical results.     

Epsilon‐stable quasi‐static brittle fracture evolution

We introduce a new definition of stability, ε‐stability, that implies local minimality and is robust enough for passing from discrete‐time to continuous‐time quasi‐static evolutions, even with very irregular energies. We use this to give the first existence result for quasi‐static crack evolutions that both predicts crack paths and produces states that are local minimizers at every time, but not necessarily global minimizers. The key ingredient in our model is the physically reasonable property, absent in global minimization models, that whenever there is a jump in time from one state to another, there must be a continuous path from the earlier state to the later along which the energy is almost decreasing. It follows that these evolutions are much closer to satisfying Griffith's criterion for crack growth than are solutions based on global minimization, and initiation is more physical than in global minimization models. © 2009 Wiley Periodicals, Inc.     

The mixture of phases and elastic stability of lungs with constant surface forces

If surface tension at the alveolar walls is independent or very little dependent or very little dependent on alveolar surface area, then a form of instability known as the atelectasis may occur. It is characterized by a particular form of a nonhomogeneous deformation where different phases of expansion coexist at equilibrium. From the appearance of a typical pressure-volume curve obtained from recent models, stability of uniformly expanded lungs is analyzed for the case when the surface tension is constant. Two methods are employed in the analysis: an inspection of the pressure-volume curve and an energy model. Both methods yield the conclusion that the lung expands uniformly over the configurations which are stable with respect to all disturbances and that the lung is neutrally stable during the mixture of phases.     

Global attractors for porous-elasticity system from second spectrum viewpoint

This paper is concerned with the global attractors for a new partially damped porous-elasticity system by taking a truncated version which is free of blow-up on second wave speed. We establish the global well-posedness of the system via Faedo–Galerkin method. By considering only one damping term acting on the volume fraction in the system we prove the existence of absorbing set for the solution semigroup regardless any relationship between coefficients of the system. Finally, by using Lyapunov and recent quasi-stability methods we prove the existence of smooth global attractors with finite fractal dimension.     

Adaptive Bayesian Nonstationary Modeling for Large Spatial Datasets Using Covariance Approximations

Gaussian process models have been widely used in spatial statistics but face tremendous modeling and computational challenges for very large nonstationary spatial datasets. To address these challenges, we develop a Bayesian modeling approach using a nonstationary covariance function constructed based on adaptively selected partitions. The partitioned nonstationary class allows one to knit together local covariance parameters into a valid global nonstationary covariance for prediction, where the local covariance parameters are allowed to be estimated within each partition to reduce computational cost. To further facilitate the computations in local covariance estimation and global prediction, we use the full-scale covariance approximation (FSA) approach for the Bayesian inference of our model. One of our contributions is to model the partitions stochastically by embedding a modified treed partitioning process into the hierarchical models that leads to automated partitioning and substantial computational benefits. We illustrate the utility of our method with simulation studies and the global Total Ozone Matrix Spectrometer (TOMS) data. Supplementary materials for this article are available online.     

Nonlinear Pressure Control of a Switched Hydraulic System

Hydraulic power transmission is often used in a variety of technical applications. Due to the nonlinear and often non smooth behaviour of some hydraulic components concerning their volume flow characteristics, the development of control strategies for hydraulic systems is challenging. Most developed control strategies base on linearized models, allowing only local operation in the environment of certain operating points. In this contribution, a nonlinear control strategy, based on the feedback linearization technique, allowing a global compensation of the nonlinearities [2], is developed for a minimal hydraulic circuit consisting of a pressure regulation valve, a vane pump and an ideal consumer. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

金融系统的非线性分析:交易量对股价波动的非线性影响

如何研究股价波动和成交量之间的关系一直是金融系统研究中感兴趣的话题.Lamoureux 和 Lastrapes 认为选择日交易量度量每天流入市场的信息量是合理的,但他们假定交易量对波动率的影响是线性的.提出部分非线性GARCH模型分析交易量对股票市场波动率的影响,基于GARCH模型局部线性化非参数似然估计方法,对中国证券市场股票价格和交易量数据进行实证研究.结果表明,交易量对股价波动的影响具有显著的非线性性.