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.     

Compact finite difference method for American option pricing

A compact finite difference method is designed to obtain quick and accurate solutions to partial differential equation problems. The problem of pricing an American option can be cast as a partial differential equation. Using the compact finite difference method this problem can be recast as an ordinary differential equation initial value problem. The complicating factor for American options is the existence of an optimal exercise boundary which is jointly determined with the value of the option. In this article we develop three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary. Compact finite difference method one uses the implicit condition that solutions of the transformed partial differential equation be nonnegative to detect the optimal exercise value. This method is very fast and accurate even when the spatial step size h   is large (h?0.1)$(h?0.1)$. Compact difference method two must solve an algebraic nonlinear equation obtained by Pantazopoulos (1998) at every time step. This method can obtain second order accuracy for space x and requires a moderate amount of time comparable with that required by the Crank Nicolson projected successive over relaxation method. Compact finite difference method three refines the free boundary value by a method developed by Barone-Adesi and Lugano [The saga of the American put, 2003], and this method can obtain high accuracy for space x. The last two of these three methods are convergent, moreover all the three methods work for both short term and long term options. Through comparison with existing popular methods by numerical experiments, our work shows that compact finite difference methods provide an exciting new tool for American option pricing.     

Non-constant positive steady states of the Sel'kov model

This paper deals with the reaction-diffusion system known as the Sel'kov model with the homogeneous Neumann boundary condition. This model has been applied to various problems in chemistry and biology. We first give a priori estimates (positive upper and lower bounds) of positive steady states, and then study the non-existence, bifurcation and global existence of non-constant positive steady states as the parameters λ and θ are varied.     

Loops and branches of coexistence states in a Lotka-Volterra competition model

A two-species Lotka-Volterra competition-diffusion model with spatially inhomogeneous reaction terms is investigated. The two species are assumed to be identical except for their interspecific competition coefficients. Viewing their common diffusion rate μ as a parameter, we describe the bifurcation diagram of the steady states, including stability, in terms of two real functions of μ. We also show that the bifurcation diagram can be rather complicated. Namely, given any two positive integers l and b, the interspecific competition coefficients can be chosen such that there exist at least l bifurcating branches of positive stable steady states which connect two semi-trivial steady states of the same type (they vanish at the same component), and at least b other bifurcating branches of positive stable steady states that connect semi-trivial steady states of different types.     

Qualitative analysis of a predator-prey model with Holling type II functional response incorporating a prey refuge

We study a predator-prey model with Holling type II functional response incorporating a prey refuge under homogeneous Neumann boundary condition. We show the existence and non-existence of non-constant positive steady-state solutions depending on the constant m∈(0,1], which provides a condition for protecting (1−m)u of prey u from predation. Moreover, we investigate the asymptotic behavior of spacially inhomogeneous solutions and the local existence of periodic solutions.     

Turing patterns of a strongly coupled predator-prey system with diffusion effects

The main purpose of this work is to investigate the effects of cross-diffusion in a strongly coupled predator-prey system. By a linear stability analysis we find the conditions which allow a homogeneous steady state (stable for the kinetics) to become unstable through a Turing mechanism. In particular, it is shown that Turing instability of the reaction-diffusion system can disappear due to the presence of the cross-diffusion, which implies that the cross-diffusion induced stability can be regarded as the cross-stability of the corresponding reaction-diffusion system. Furthermore, we consider the existence and non-existence results concerning non-constant positive steady states (patterns) of the system. We demonstrate that cross-diffusion can create non-constant positive steady-state solutions. These results exhibit interesting and very different roles of the cross-diffusion in the formation and the disappearance of the Turing instability.     

Qualitative analysis of steady states to the Sel'kov model

In this work, we are concerned with a reaction-diffusion system well known as the Sel'kov model, which has been used for the study of morphogenesis, population dynamics and autocatalytic oxidation reactions. We derive some further analytic results for the steady states to this model. In particular, we show that no nonconstant positive steady state exists if 0<p?1 and θ is large, which provides a sharp contrast to the case of p>1 and large θ, where nonconstant positive steady states can occur. Thus, these conclusions indicate that the parameter p plays a crucial role in leading to spatially nonhomogeneous distribution of the two reactants. The a priori estimates are fundamental to our mathematical approaches.     

A diffusive predator-prey model with a protection zone

In this paper we study the effects of a protection zone Ω₀ for the prey on a diffusive predator-prey model with Holling type II response and no-flux boundary condition. We show the existence of a critical patch size described by the principal eigenvalue of the Laplacian operator over Ω₀ with homogeneous Dirichlet boundary conditions. If the protection zone is over the critical patch size, i.e., if is less than the prey growth rate, then the dynamics of the model is fundamentally changed from the usual predator-prey dynamics; in such a case, the prey population persists regardless of the growth rate of its predator, and if the predator is strong, then the two populations stabilize at a unique coexistence state. If the protection zone is below the critical patch size, then the dynamics of the model is qualitatively similar to the case without protection zone, but the chances of survival of the prey species increase with the size of the protection zone, as generally expected. Our mathematical approach is based on bifurcation theory, topological degree theory, the comparison principles for elliptic and parabolic equations, and various elliptic estimates.     

Asymptotic behavior of a nonisothermal viscous Cahn-Hilliard equation with inertial term

We consider a differential model describing nonisothermal fast phase separation processes taking place in a three-dimensional bounded domain. This model consists of a viscous Cahn-Hilliard equation characterized by the presence of an inertial term χtt, χ being the order parameter, which is linearly coupled with an evolution equation for the (relative) temperature ?. The latter can be of hyperbolic type if the Cattaneo-Maxwell heat conduction law is assumed. The state variables and the chemical potential are subject to the homogeneous Neumann boundary conditions. We first provide conditions which ensure the well-posedness of the initial and boundary value problem. Then, we prove that the corresponding dynamical system is dissipative and possesses a global attractor. Moreover, assuming that the nonlinear potential is real analytic, we establish that each trajectory converges to a single steady state by using a suitable version of the ?ojasiewicz-Simon inequality. We also obtain an estimate of the decay rate to equilibrium.     

The diffusive logistic model with a free boundary in heterogeneous environment

In this paper, we study the population dynamics of an invasive species in heterogeneous environment which is modeled by a diffusive logistic equation with free boundary condition. To understand the effect of the dispersal rate D and the parameter μ (the ratio of the expansion speed of the free boundary and the population gradient at the expanding front) on the dynamics of this model, we divide the heterogeneous environment into two cases: strong heterogeneous environment and weak heterogeneous environment. By choosing D and μ as variable parameters, we derive sufficient conditions for species spreading (resp. vanishing) in the strong heterogeneous environment; while in the weak heterogeneous environment, we obtain sharp criteria for the spreading and vanishing. Moreover, when spreading happens, we give an estimate for the asymptotic spreading speed of the free boundary. These theoretical results may have important implications for prediction and prevention of biological invasions.     

Permanence of a delayed SIR epidemic model with density dependent birth rate

In this paper, we consider the permanence of a modified delayed SIR epidemic model with density dependent birth rate which is proposed in [M. Song, W. Ma, Asymptotic properties of a revised SIR epidemic model with density dependent birth rate and time delay, Dynamic of Continuous, Discrete and Impulsive Systems, 13 (2006) 199–208]. It is shown that global dynamic property of the modified delayed SIR epidemic model is very similar as that of the model in [W. Ma, Y. Takeuchi, T. Hara, E. Beretta, Permanence of an SIR epidemic model with distributed time delays, Tohoku Math. J. 54 (2002) 581–591; W. Ma, M. Song, Y. Takeuchi, Global stability of an SIR epidemic model with time delay, Appl. Math. Lett. 17 (2004) 1141–1145].     

Traveling wavefronts for time-delayed reaction-diffusion equation: (I) Local nonlinearity

In this paper, we study a class of time-delayed reaction-diffusion equation with local nonlinearity for the birth rate. For all wavefronts with the speed c>c_∗, where c_∗>0 is the critical wave speed, we prove that these wavefronts are asymptotically stable, when the initial perturbation around the traveling waves decays exponentially as x→−∞, but the initial perturbation can be arbitrarily large in other locations. This essentially improves the stability results obtained by Mei, So, Li and Shen [M. Mei, J.W.-H. So, M.Y. Li, S.S.P. Shen, Asymptotic stability of traveling waves for the Nicholson's blowflies equation with diffusion, Proc. Roy. Soc. Edinburgh Sect. A 134 (2004) 579-594] for the speed with small initial perturbation and by Lin and Mei [C.-K. Lin, M. Mei, On travelling wavefronts of the Nicholson's blowflies equations with diffusion, submitted for publication] for c>c_∗ with sufficiently small delay time r≈0. The approach adopted in this paper is the technical weighted energy method used in [M. Mei, J.W.-H. So, M.Y. Li, S.S.P. Shen, Asymptotic stability of traveling waves for the Nicholson's blowflies equation with diffusion, Proc. Roy. Soc. Edinburgh Sect. A 134 (2004) 579-594], but inspired by Gourley [S.A. Gourley, Linear stability of travelling fronts in an age-structured reaction-diffusion population model, Quart. J. Mech. Appl. Math. 58 (2005) 257-268] and based on the property of the critical wavefronts, the weight function is carefully selected and it plays a key role in proving the stability for any c>c_∗ and for an arbitrary time-delay r>0.     

Qualitative analysis of a delayed free boundary problem for tumor growth under the effect of inhibitors

In this paper we study a delayed free boundary problem for the growth of tumors under the effect of inhibitors. The establishing of the model is based on the diffusion of nutrient and inhibitors, and mass conservation for the two processes proliferation and apoptosis. It is assumed that the process of proliferation is delayed compared to apoptosis. We mainly study the asymptotic behavior of the solution, and prove that under some assumptions, in the case where c₁ and c₂ are sufficiently small, the volume of the tumor cannot expand without limit; it will either disappear or evolve to a dormant state as t→∞.     

Hitting Time Distributions for Denumerable Birth and Death Processes

For an ergodic continuous-time birth and death process on the nonnegative integers, a well-known theorem states that the hitting time T _0,n starting from state 0 to state n has the same distribution as the sum of n independent exponential random variables. Firstly, we generalize this theorem to an absorbing birth and death process (say, with state ?1 absorbing) to derive the distribution of T _0,n . We then give explicit formulas for Laplace transforms of hitting times between any two states for an ergodic or absorbing birth and death process. Secondly, these results are all extended to birth and death processes on the nonnegative integers with ?? an exit, entrance, or regular boundary. Finally, we apply these formulas to fastest strong stationary times for strongly ergodic birth and death processes.     

Bifurcation curves of a logistic equation when the linear growth rate crosses a second eigenvalue

We construct the global bifurcation curves, solutions versus level of harvesting, for the steady states of a diffusive logistic equation on a bounded domain, under Dirichlet boundary conditions and other appropriate hypotheses, when a, the linear growth rate of the population, is below λ₂+δ. Here λ₂ is the second eigenvalue of the Dirichlet Laplacian on the domain and δ>0. Such curves have been obtained before, but only for a in a right neighborhood of the first eigenvalue. Our analysis provides the exact number of solutions of the equation for a≤λ₂ and new information on the number of solutions for a>λ₂.     

Asymptotic stability for a free boundary problem arising in a tumor model

We consider a tumor model in which all cells are proliferating at a rate μ and their density is proportional to the nutrient concentration. The model consists of a coupled system of an elliptic equation and a parabolic equation, with the tumor boundary as a free boundary. It is known that for an appropriate choice of parameters, there exists a unique spherically symmetric stationary solution with radius RS which is independent of μ. It was recently proved that there is a function μ_∗(RS) such that the spherical stationary solution is linearly stable if μ<μ_∗(RS) and linearly unstable if μ>μ_∗(RS). In this paper we prove that the spherical stationary solution is nonlinearly stable (or, asymptotically stable) if μ<μ_∗(RS).     

Bifurcation analysis for a regulated logistic growth model

In this paper, we consider a regulated logistic growth model. We first consider the linear stability and the existence of a Hopf bifurcation. We show that Hopf bifurcations occur as the delay τ passes through critical values. Then, using the normal form theory and center manifold reduction, we derive the explicit algorithm determining the direction of Hopf bifurcations and the stability of the bifurcating periodic solutions. Finally, numerical simulation results are given to support the theoretical predictions.     

Global well-posedness for nonlocal fractional Keller-Segel systems in critical Besov spaces

In this paper, we study Keller-Segel systems with fractional diffusion and a nonlocal term. We establish the global existence, uniqueness and stability of solutions for systems with small initial data in critical Besov spaces. Our main tools are the L^p−L^q estimates for in Besov spaces and the perturbation of linearization.     

Loss probability in an overloaded discrete-time GI/G/1/K system with very large K

We present a simple semi-explicit formula for estimating the loss probability in a discrete-time GI/G/1/K system (with large K) which is operating under an overload condition. The method relaxes the lower boundary and then studies the upper boundary only. The idea is extended to the GI^X/G/1/K system.     

Coincidence sets in quasilinear elliptic problems of monostable type

This paper concerns the formation of a coincidence set for the positive solution of the boundary value problem: −εΔpu=uq−1f(a(x)−u) in Ω with u=0 on ∂Ω, where ε is a positive parameter, Δpu=div(|∇u|^p−2∇u), 1<q?p<∞, f(s)∼|s|^θ−1s(s→0) for some θ>0 and a(x) is a positive smooth function satisfying Δpa=0 in Ω with infΩ|∇a|>0. It is proved in this paper that if 0<θ<1 the coincidence set Oε={x∈Ω:uε(x)=a(x)} has a positive measure for small ε and converges to Ω with order O(ε1/p) as ε→0. Moreover, it is also shown that if θ?1, then Oε is empty for any ε>0. The proofs rely on comparison theorems and the energy method for obtaining local comparison functions.