Mathematical Analysis and Pattern Formation for a Partial Immune System Modeling the Spread of an Epidemic Disease

Our motivation is a mathematical model describing the spatial propagation of an epidemic disease through a population. In this model, the pathogen diversity is structured into two clusters and then the population is divided into eight classes which permits to distinguish between the infected/uninfected population with respect to clusters. In this paper, we prove the weak and the global existence results of the solutions for the considered reaction-diffusion system with Neumann boundary. Next, mathematical Turing formulation and numerical simulations are introduced to show the pattern formation for such systems.     

Mathematical Analysis of a Transport Model with Unbounded Heat Capacities

We consider a problem of nuclear waste contamination in the basement. We derive a detailed model describing the simultaneous transport of brine, radionuclides and heat in a compressible flow through a porous medium. It leads to a nonlinear system of fully coupled partial differential equations. Using a fixed point approach, we prove existence of physically relevant weak solutions.      

Analysis of wavy flow and blood oxygenation in two-dimensional channels with constriction

A steady wavy incompressible Newtonian fluid flow in a channel with irregular surfaces is studied to understand the abnormal flow conditions caused by the boundary irregularities in diseased vessels. Analytical solutions are obtained under the assumption that the spread of the surface roughness to be large compared to the mean width of the channel. Expressions for the stream function, vorticity, the wall shear stress distribution and viscous energy loss per unit cycle are derived and the effects of various pertinent parameters upon them have been investigated for symmetric and non-symmetric channels with graphical representations. In order to determine the effects of the wall roughness upon the blood oxygenation in a membrane oxygenator, the haemodynamical solution is used. It is found that oxygen concentration increases with increase of channel constriction due to increase of cell-plasma and cell-cell interaction as well as waviness of flow field and this is predicted graphically.     

On the Existence of Optimal Unions of Subspaces for Data Modeling and Clustering

Given a set of vectors F={f ₁,…,f _m } in a Hilbert space H\mathcal {H}, and given a family C\mathcal {C} of closed subspaces of H\mathcal {H}, the subspace clustering problem consists in finding a union of subspaces in C\mathcal {C} that best approximates (is nearest to) the data F. This problem has applications to and connections with many areas of mathematics, computer science and engineering, such as Generalized Principal Component Analysis (GPCA), learning theory, compressed sensing, and sampling with finite rate of innovation. In this paper, we characterize families of subspaces C\mathcal {C} for which such a best approximation exists. In finite dimensions the characterization is in terms of the convex hull of an augmented set C⁺\mathcal {C}^{+}. In infinite dimensions, however, the characterization is in terms of a new but related notion; that of contact half-spaces. As an application, the existence of best approximations from π(G)-invariant families C\mathcal {C} of unitary representations of Abelian groups is derived.     

Modulational Stability of Travelling Waves in 2D Anisotropic Systems

The modulational stability of travelling waves in 2D anisotropic systems is investigated. We consider normal travelling waves, which are described by solutions of a globally coupled Ginzburg–Landau system for two envelopes of left- and right-travelling waves, and oblique travelling waves, which are described by solutions of a globally coupled Ginzburg–Landau system for four envelopes associated with two counterpropagating pairs of travelling waves in two oblique directions. The Eckhaus stability boundary for these waves in the plane of wave numbers is computed from the linearized Ginzburg–Landau systems. We identify longitudinal long and finite wavelength instabilities as well as transverse long wavelength instabilities. The results of the stability calculations are confirmed through numerical simulations. In these simulations we observe a rich variety of behaviors, including defect chaos, elongated localized structures superimposed to travelling waves, and moving grain boundaries separating travelling waves in different oblique directions. The stability classification is applied to a reaction–diffusion system and to the weak electrolyte model for electroconvection in nematic liquid crystals.      

Compatibility,Multi-brackets and Integrability of Systems of PDEs

We establish an efficient compatibility criterion for a system of generalized complete intersection type in terms of certain multi-brackets of differential operators. These multi-brackets generalize the higher Jacobi-Mayer brackets, important in the study of evolutionary equations and the integrability problem. We also calculate Spencer δ-cohomology of generalized complete intersections and evaluate the formal functional dimension of the solutions space. The results are used to establish new integration methods.     

Switching Time Optimization for Bang-Bang and Singular Controls

Optimal control problems with the control variable appearing linearly are studied. A method for optimization with respect to the switching times of controls containing both bang-bang and singular arcs is presented. This method is based on the transformation of the control problem into a finite-dimensional optimization problem. Therein, first and second-order optimality conditions are thoroughly discussed. Explicit representations of first and second-order variational derivatives of the state trajectory with respect to the switching times are given. These formulas are used to prove that the second-order sufficient conditions can be verified on the basis of only first-order variational derivatives of the state trajectory. The effectiveness of the proposed method is tested with two numerical examples.     

Construction and Analysis of Projected Deformed Products

We introduce a deformed product construction for simple polytopes in terms of lower-triangular block matrix representations. We further show how Gale duality can be employed for the construction and the analysis of deformed products such that specified faces (e.g., all the k-faces) are “strictly preserved” under projection. Thus, starting from an arbitrary neighborly simplicial (d?2)-polytope Q on n?1 vertices, we construct a deformed n-cube, whose projection to the last d coordinates yields a neighborly cubical d -polytope. As an extension of the cubical case, we construct matrix representations of deformed products of (even) polygons (DPPs) which have a projection to d-space that retains the complete $(\lfloor\tfrac{d}{2}\rfloor-1)We introduce a deformed product construction for simple polytopes in terms of lower-triangular block matrix representations. We further show how Gale duality can be employed for the construction and the analysis of deformed products such that specified faces (e.g., all the k-faces) are “strictly preserved” under projection. Thus, starting from an arbitrary neighborly simplicial (d−2)-polytope Q on n−1 vertices, we construct a deformed n-cube, whose projection to the last d coordinates yields a neighborly cubical d -polytope. As an extension of the cubical case, we construct matrix representations of deformed products of (even) polygons (DPPs) which have a projection to d-space that retains the complete (?\tfracd2?-1)(\lfloor\tfrac{d}{2}\rfloor-1) -skeleton.     

Regularity, Local and Microlocal Analysis in Theories of Generalized Functions

We introduce a general context involving a presheaf and a subpresheaf ℬ of  . We show that all previously considered cases of local analysis of generalized functions (defined from duality or algebraic techniques) can be interpretated as the ℬ-local analysis of sections of  . But the microlocal analysis of the sections of sheaves or presheaves under consideration is dissociated into a “frequential microlocal analysis” and into a “microlocal asymptotic analysis”. The frequential microlocal analysis based on the Fourier transform leads to the study of propagation of singularities under only linear (including pseudodifferential) operators in the theories described here, but has been extended to some non linear cases in classical theories involving Sobolev techniques. The microlocal asymptotic analysis is a new spectral study of singularities. It can inherit from the algebraic structure of ℬ some good properties with respect to nonlinear operations.      

Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes

We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partial differential equations (IPDEs) related to stochastic optimal switching and control problems or stochastic games. In the case of stochastic optimal switching and control, we prove via dynamic programming methods that the value function is a viscosity solution of the IPDEs. In our setting the value functions or the solutions of the IPDEs are not smooth, so classical verification theorems do not apply.     

Analysis of Incomplete Data and an Intrinsic-Dimension Helly Theorem

The analysis of incomplete data is a long-standing challenge in practical statistics. When, as is typical, data objects are represented by points in ℝ ^d , incomplete data objects correspond to affine subspaces (lines or Δ-flats). With this motivation we study the problem of finding the minimum intersection radius r(ℒ) of a set of lines or Δ-flats ℒ: the least r such that there is a ball of radius r intersecting every flat in ℒ. Known algorithms for finding the minimum enclosing ball for a point set (or clustering by several balls) do not easily extend to higher-dimensional flats, primarily because “distances” between flats do not satisfy the triangle inequality. In this paper we show how to restore geometry (i.e., a substitute for the triangle inequality) to the problem, through a new analog of Helly’s theorem. This “intrinsic-dimension” Helly theorem states: for any family ℒ of Δ-dimensional convex sets in a Hilbert space, there exist Δ+2 sets ℒ′⊆ℒ such that r(ℒ)≤2r(ℒ′). Based upon this we present an algorithm that computes a (1+ε)-core set ℒ′⊆ℒ, |ℒ′|=O(Δ ⁴/ε), such that the ball centered at a point c with radius (1+ε)r(ℒ′) intersects every element of ℒ. The running time of the algorithm is O(n ^Δ+1 dpoly (Δ/ε)). For the case of lines or line segments (Δ=1), the (expected) running time of the algorithm can be improved to O(ndpoly (1/ε)). We note that the size of the core set depends only on the dimension of the input objects and is independent of the input size n and the dimension d of the ambient space. An extended abstract appeared in ACM–SIAM Symposium on Discrete Algorithms, 2006. Work was done when J. Gao was with Center for the Mathematics of Information, California Institute of Technology. Work was done when M. Langberg was a postdoctoral scholar at the California Institute of Technology. Research supported in part by NSF grant CCF-0346991. Research of L.J. Schulman supported in part by an NSF ITR and the Okawa Foundation.     

Average Flow Constraints and Stabilizability in Uncertain Production-Distribution Systems

We consider a multi-inventory system with controlled flows and uncertain demands (disturbances) bounded within assigned compact sets. The system is modelled as a first-order one integrating the discrepancy between controlled flows and demands at different sites/nodes. Thus, the buffer levels at the nodes represent the system state. Given a long-term average demand, we are interested in a control strategy that satisfies just one of two requirements: (i) meeting any possible demand at each time (worst case stability) or (ii) achieving a predefined flow in the average (average flow constraints). Necessary and sufficient conditions for the achievement of both goals have been proposed by the authors. In this paper, we face the case in which these conditions are not satisfied. We show that, if we ignore the requirement on worst case stability, we can find a control strategy driving the expected value of the state to zero. On the contrary, if we ignore the average flow constraints, we can find a control strategy that satisfies worst case stability while optimizing any linear cost on the average control. In the latter case, we provide a tight bound for the cost.     

The Analysis and the Representation of Balanced Complex Polytopes in 2D

In this paper, we deepen the theoretical study of the geometric structure of a balanced complex polytope (b.c.p.), which is the generalization of a real centrally symmetric polytope to the complex space. We also propose a constructive algorithm for the representation of its facets in terms of their associated linear functionals. The b.c.p.s are used, for example, as a tool for the computation of the joint spectral radius of families of matrices. For the representation of real polytopes, there exist well-known algorithms such as, for example, the Beneath–Beyond method. Our purpose is to modify and adapt this method to the complex case by exploiting the geometric features of the b.c.p. However, due to the significant increase in the difficulty of the problem when passing from the real to the complex case, in this paper, we confine ourselves to examine the two-dimensional case. We also propose an algorithm for the computation of the norm the unit ball of which is a b.c.p. This work was supported by INdAM-GNCS.     

Hartogs Phenomena and Antisyzygies for Systems of Differential Equations

We introduce the notion of antisyzygies, which studies the inverse problem of finding a system of PDEs, given compatibility conditions. The system obtained possesses the property of removability of compact singularities. We write explicit computations in the cases of the Cauchy-Fueter system and Maxwell’s system for electromagnetism, and we conclude with a study of systems of non-maximal rank.      

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching

We consider the optimal proportional reinsurance and dividend strategy. The surplus process is modeled by the classical compound Poisson risk model with regime switching. Considering a class of utility functions, the object of the insurer is to select the reinsurance and dividend strategy that maximizes the expected total discounted utility of the shareholders until ruin. By adapting the techniques and methods of stochastic control, we study the quasi-variational inequality for this classical and impulse control problem and establish a verification theorem. We show that the optimal value function is characterized as the unique viscosity solution of the corresponding quasi-variational inequality.     

Stochastic Modeling and Convergence Analysis of Internet Routers北大核心CSCD

目前建立的路由收敛模型大部分都是确定性模型,而路由器在收敛过程中存在丢包、链路噪声、互连拓扑结构突变等现象。针对这些随机问题,该文引入Bernoulli白序列分布、Wiener过程、Markov过程,提出了一种新的随机动力系统模型,应用随机微分方程理论和随机分析方法得出其路由收敛的充分条件,结果证明,随机环境下路由状态收敛与路由器连接拓扑的Laplace矩阵、Markov切换的平稳分布、网络中数据包的成功传输率以及噪声强度息息相关。最后通过一个数值实例验证了相关结论的有效性。     

Frame Fundamental Sensor Modeling and Stability of One-Sided Frame Perturbation

We demonstrate that for all linear devices and/or sensors, signal requisition and reconstruction is naturally a mathematical frame expansion and reconstruction issue, whereas the measurement is carried out via a sequence generated by the exact physical response function (PRF) of the device, termed sensory frame {h _n }. The signal reconstruction, on the other hand, will be carried out using the dual frame $\{\tilde{h}^{a}_{n}\}$ of an estimated sensory frame {h _n ^a }. This consequently results in a one-sided perturbation to a frame expansion, which resides in each and every signal and image reconstruction problem. We show that the stability of such a one-sided frame perturbation exits. Examples of image reconstructions in de-blurring are demonstrated.     

Finite-Temperature Coarse-Graining of One-Dimensional Models: Mathematical Analysis and Computational Approaches

We present a possible approach for the computation of free energies and ensemble averages of one-dimensional coarse-grained models in materials science. The approach is based upon a thermodynamic limit process, and makes use of ergodic theorems and large deviations theory. In addition to providing a possible efficient computational strategy for ensemble averages, the approach allows for assessing the accuracy of approximations commonly used in practice.     

Exterior Differential Systems Prolongations and Application to a Study of Two Nonlinear Partial Differential Equations

A generalized Korteweg-de Vries equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Bäcklund transformation is determined using one of the prolongations.