The dynamics ofn weakly coupled identical oscillators

Summary We present a framework for analysing arbitrary networks of identical dissipative oscillators assuming weak coupling. Using the symmetry of the network, we find dynamically invariant regions in the phase space existing purely by virtue of their spatio-temporal symmetry (the temporal symmetry corresponds to phase shifts). We focus on arrays which are symmetric under all permutations of the oscillators (this arises with global coupling) and also on rings of oscillators with both directed and bidirectional coupling. For these examples, we classify all spatio-temporal symmetries, including limit cycle solutions such as in-phase oscillation and those involving phase shifts. We also show the existence of “submaximal” limit cycle solutions under generic conditions. The canonical invariant region of the phase space is defined and used to investigate the dynamics. We discuss how the limit cycles lose and gain stability, and how symmetry can give rise to structurally stable heteroclinic cycles, a phenomenon not generically found in systems without symmetry. We also investigate how certain types of coupling (including linear coupling between oscillators with symmetric waveforms) can give rise to degenerate behaviour, where the oscillators decouple into smaller groups.     

Area Spaces: First Steps

We show that a Riemannian manifold of dimension at least 3 can be recovered from the space of boundaries of rectifiable integral 2-currents (the “lcycles”) equipped with the filling area distance, and discuss possible approaches to “spaces with area structures”.     

Bifurcations and Dynamics of Spiral Waves

(N) . In this article, it is shown that the dynamics near meandering spiral waves or other patterns is determined by a finite-dimensional vector field that has a certain skew-product structure over the group SESE(N) . This generalizes our earlier work on center-manifold theory near rigidly rotating spiral waves to meandering spirals. In particular, for meandering spirals, it is much more sophisticated to extract the aforementioned skew-product structure since spatio-temporal rather than only spatial symmetries have to be accounted for. Another difficulty is that the action of the Euclidean symmetry group on the underlying function space is not differentiable, and in fact may be discontinuous. Using this center-manifold reduction, Hopf bifurcations and periodic forcing of spiral waves are then investigated. The results explain the transitions to patterns with two or more temporal frequencies that have been observed in various experiments and numerical simulations. Received December 8, 1997; accepted May 19, 1996     

Heteroclinic Ratchets in Networks of Coupled Oscillators

We analyze an example system of four coupled phase oscillators and discover a novel phenomenon that we call a “heteroclinic ratchet”; a particular type of robust heteroclinic network on a torus where connections wind in only one direction. The coupling structure has only one symmetry, but there are a number of invariant subspaces and degenerate bifurcations forced by the coupling structure, and we investigate these. We show that the system can have a robust attracting heteroclinic network that responds to a specific detuning Δ between certain pairs of oscillators by a breaking of phase locking for arbitrary Δ>0 but not for Δ≤0. Similarly, arbitrary small noise results in asymmetric desynchronization of certain pairs of oscillators, where particular oscillators have always larger frequency after the loss of synchronization. We call this heteroclinic network a heteroclinic ratchet because of its resemblance to a mechanical ratchet in terms of its dynamical consequences. We show that the existence of heteroclinic ratchets does not depend on symmetry or number of oscillators but depends on the specific connection structure of the coupled system.     

Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

Orthogonal and bounded orthogonal spectral representations

The concept of an orthogonal spectral representation (OTSR) of a Hilbert spaceH relative to a spectral measureE(.) is introduced and it is shown that every Hilbert space admits an OTSR relative to a given spectral measure. Apart from the various results obtained about OTSRs, the principal result of Allan Brown (1974) is deduced as an easy consequence of this study. A new complete system of unitary invariants called the “equivalence of OTSRs”, is given for spectral measures. Two special types of OTSRs called “BOTSR” and “COBOTSR” are introduced and characterized respectively in terms of the “GCGS-property” and “CGS-property” of the associated spectral measure. Various complete systems of unitary invariants are given for spectral measures with the GCGS-property. Finally, the Wecken-Plesner-Rohlin theorem on hermitian operators with simple spectra is generalized to arbitrary spectral measures.     

Lebesgue numbers and Atsuji spaces in subsystems of second-order arithmetic

We study Lebesgue and Atsuji spaces within subsystems of second order arithmetic. The former spaces are those such that every open covering has a Lebesgue number, while the latter are those such that every continuous function defined on them is uniformly continuous. The main results we obtain are the following: the statement “every compact space is Lebesgue” is equivalent to ; the statements “every perfect Lebesgue space is compact” and “every perfect Atsuji space is compact” are equivalent to ; the statement “every Lebesgue space is Atsuji” is provable in ; the statement “every Atsuji space is Lebesgue” is provable in . We also prove that the statement “the distance from a closed set is a continuous function” is equivalent to . Received: February 2, 1996     

Branes with asymmetric geometries in the bulk and localization of scalar fields

The model of a domain wall (“thick brane”) in a noncompact five-dimensional space-time with asymmetric geometries of AdS type aside the brane is proposed. This model is generated by fermion self-interaction in the presence of gravity. Asymmetric geometries in the bulk are provided by a space defect in the scalar field potential and the related defect of cosmological constant. The possibility of localization of scalar modes on such “thick branes” is studied. Bibliography: 21 titles.     

The Ginzburg-Landau manifold is an attractor

Summary The Ginzburg-Landau modulation equation arises in many domains of science as a (formal) approximate equation describing the evolution of patterns through instabilities and bifurcations. Recently, for a large class of evolution PDE's in one space variable, the validity of the approximation has rigorously been established, in the following sense: Consider initial conditions of which the Fourier-transforms are scaled according to the so-calledclustered mode-distribution. Then the corresponding solutions of the “full” problem and the G-L equation remain close to each other on compact intervals of the intrinsic Ginzburg-Landau time-variable. In this paper the following complementary result is established. Consider small, but arbitrary initial conditions. The Fourier-transforms of the solutions of the “full” problem settle to clustered mode-distribution on time-scales which are rapid as compared to the time-scale of evolution of the Ginzburg-Landau equation.     

Sequent calculi for branching time temporal logics of knowledge and beliefwith awareness: Completeness and decidability

In this paper, we consider branching time temporal logic CT L with epistemic modalities for knowledge (belief) and with awareness operators. These logics involve the discrete-time linear temporal logic operators “next” and “until” with the branching temporal logic operator “on all paths”. In addition, the temporal logic of knowledge (belief) contains an indexed set of unary modal operators “agent i knows” (“agent i believes”). In a language of these logics, there are awareness operators. For these logics, we present sequent calculi with a restricted cut rule. Thus, we get proof systems where proof-search becomes decidable. The soundness and completeness for these calculi are proved. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 3, pp. 328–340, July–September, 2007.     

Maximum Eigenvalue Problem for Escherization

This paper proposes a new and efficient method for “Escherization”, that is, for generating a tile which is close to a given shape and whose copies cover the plane without gaps or overlaps except at their boundaries. In this method, the Escherization problem is reduced to a maximum eigenvalue problem, which can be solved easily, while the existing method requires time consuming heuristic search. Furthermore, we show that the optimal shape corresponds to the orthogonal projection of the vector representing the given shape to the “space of tilable shapes”.     

Ols parameter estimation for a linear paired confluent model

We investigate OLS parameter estimation for a linear paired model in the case of a passive experiment with errors in both variables. The explicit form of the OLS estimates is obtained, their equivalence to maximum likelihood estimates is demonstrated in the presence of normal errors, and estimate consistency is proved. The OLS estimates are compared analytically and numerically with known parameter estimates of “direct,” “orthogonal,” and “diagonal” regression models.     

A simple proof of the ergodic theorem using nonstandard analysis

A simple proof of the individual ergodic theorem is given. The essential tool is the nonstandard measure theory developed by P. Loeb. Any dynamical system on an abstract Lebesgue space can be represented as a factor of a “cyclic” system with a hyperfinite cycle. The ergodic theorem for such a “cyclic” system is almost trivial because of its simple structure. The general case follows from this special case.     

Computing a closest bifurcation instability in multidimensional parameter space

Summary Engineering and physical systems are often modeled as nonlinear differential equations with a vector λ of parameters and operated at a stable equilibrium. However, as the parameters λ vary from some nominal value λ₀, the stability of the equilibrium can be lost in a saddle-node or Hopf bifurcation. The spatial relation in parameter space of λ₀ to the critical set of parameters at which the stable equilibrium bifurcates determines the robustness of the system stability to parameter variations and is important in applications. We propose computing a parameter vector λ_* at which the stable equilibrium bifurcates which is locally closest in parameter space to the nominal parameters λ₀. Iterative and direct methods for computing these locally closest bifurcations are described. The methods are extensions of standard, one-parameter methods of computing bifurcations and are based on formulas for the normal vector to hypersurfaces of the bifurcation set. Conditions on the hypersurface curvature are given to ensure the local convergence of the iterative method and the regularity of solutions of the direct method. Formulas are derived for the curvature of the saddle node bifurcation set. The methods are extended to transcritical and pitchfork bifurcations and parametrized maps, and the sensitivity to λ₀ of the distance to a closest bifurcation is derived. The application of the methods is illustrated by computing the proximity to the closest voltage collapse instability of a simple electric power system.     

An isomorphism theorem for henselian algebraic extensions of valued fields

In general, the value groups and the residue fields do not suffice to classify the algebraic henselian extensions of a valued fieldK, up to isomorphism overK. We define a stronger, yet natural structure which carries information about additive and multiplicative congruences in the valued field, extending the information carried by value groups and residue fields. We discuss the cases where these “mixed structures” give a solution of the classification problem.     

Harnack and HWI inequalities on infinite-dimensional spaces

In this paper, the dimensional-free Harnack inequalities are established on infinite-dimensional spaces. More precisely, we establish Harnack inequalities for heat semigroup on based loop group and for Ornstein-Uhlenbeck semigroup on the abstract Wiener space. As an application, we establish the HWI inequality on the abstract Wiener space, which contains three important quantities in one inequality, the relative entropy “H”, Wasserstein distance “W”, and Fisher information “I”.     

Aging of spherical spin glasses

Sompolinski and Zippelius (1981) propose the study of dynamical systems whose invariant measures are the Gibbs measures for (hard to analyze) statistical physics models of interest. In the course of doing so, physicists often report of an “aging” phenomenon. For example, aging is expected to happen for the Sherrington-Kirkpatrick model, a disordered mean-field model with a very complex phase transition in equilibrium at low temperature. We shall study the Langevin dynamics for a simplified spherical version of this model. The induced rotational symmetry of the spherical model reduces the dynamics in question to an N-dimensional coupled system of Ornstein-Uhlenbeck processes whose random drift parameters are the eigenvalues of certain random matrices. We obtain the limiting dynamics for N approaching infinity and by analyzing its long time behavior, explain what is aging (mathematically speaking), what causes this phenomenon, and what is its relationship with the phase transition of the corresponding equilibrium invariant measures. Received: 8 July 1999 / Revised version: 2 June 2000 / Published online: 6 April 2001     

On temporal logic S4Dbr

In this paper, we study the temporal logic S4Dbr with two temporal operators “always” and “eventually.” An equivalent sequent calculus is presented with formulae as modal clauses or modal clauses starting with operator “always.” An upper bound of deduction tree is given for propositional logic. A theorem prover for propositional logic is written in SWI-Prolog. Published in LietuvosMatematikos Rinkinys, Vol. 46, No. 2, pp. 203–214, April–June, 2006.     

Estimation of the Defect Status on Visual Field Longitudinal Data

In this paper, we show the use of Multivariate Time Series models, Markov Random Fields and Bayesian methodologies to solve an applied ophthalmological problem related to the study of glaucoma. Glaucoma is a very serious and widely extended eye disease characterized by a gradual decrease in the intensity of the patient’s sight. It is not, however, homogeneous over all the visual field, and starts at one or several sites and gradually spreads to nearby sites. Measurement of the patient’s “seeing threshold” at different points in the visual field is an important diagnostic tool for glaucoma and other diseases. It results in a map with 52 numerical values, each of which represents the level of intensity perceived by the patient at that site, and ranges from 0 (complete blindness) to 35 (exceptional vision). Additionally a “defect status” variable can be attached at each site in the visual field. This variable would indicate whether the site is normal or defective. Using Bayesian methodologies, the “defect status” process can be regarded as a parameter of the probability distribution of the thresholds and can be estimated as the maximum of its posterior distribution. The stochastic model assumed for the observed “threshold”, given the “defect status”, is a first order autoregressive integrated model (VARI(1,1)) in time, with first order homogeneous spatial correlation. The defect status is modeled by using a Spatiotemporal Autologistic Model with non-homogeneous spatial dependence. This dependence assumes that the propagation of the lesions follows the directions taken by the nerve fibers. MCMC methods are used to jointly estimate the defect status, and parameters and hyperparameters of the model.