A functional central limit theorem for a class of urn models

We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems are available in the two color case.     

Two-fluid and population balance models for subcooled boiling flow

Population balance equations combined with a three-dimensional two-fluid model are employed to predict subcooled boiling flow at low pressure in a vertical annular channel. The MUSIG (MUltiple-SIze-Group) model implemented in the computer code CFX4.4 is further developed to accommodate the wall nucleation at the heated wall and condensation in the subcooled boiling regime. Comparison of model predictions against local measurements is made for the void fraction, bubble Sauter mean diameter and gas and liquid velocities covering a range of different mass and heat fluxes and inlet subcooling temperatures. Additional comparison using empirical relationships for the active nucelation site density and local bubble diameter is also investigated. Good agreement is achieved with the local radial void fraction, bubble Sauter diameter and liquid velocity profiles against measurements. However, significant weakness of the model is evidenced in the prediction of the vapour velocity. Work is in progress to circumvent the deficiency through the consideration of additional momentum equations or developing an algebraic slip model to account for bubble separation.     

Construction of a Lyapunov functional for 1D-viscous compressible barotropic fluid equations admitting vacua

The Navier-Stokes equations for a compressible barotropic fluid in 1D with zero velocity boundary conditions are considered. We study the case of large initial data in H¹ as well as the mass force such that the stationary density is uniquely determined but admits vacua. Missing uniform lower bound for the density is compensated by a careful modification of the construction procedure for a Lyapunov functional known for the case of solutions which are globally away from zero [I. Straškraba, A.A. Zlotnik, On a decay rate for 1D-viscous compressible barotropic fluid equations, J. Evol. Equ. 2 (2002) 69-96]. An immediate consequence of this construction is a decay rate estimate for this highly singular problem. The results are proved in the Eulerian coordinates for a large class of increasing state functions including p(ρ)=aργ with any γ>0 (a>0 a constant).     

Oscillation of a class of partial functional population model

This paper is concerned with the oscillation of a class of partial functional population model, and some sufficient conditions for all positive solutions of the model to oscillate about the positive equilibrium are obtained. The approach is based on the upper- and lower-solution method of the partial functional differential equations and the oscillation theory of the functional differential equation. Moreover, some numerical simulations are also given to illustrate our results.     

Lyapunov redesign for a class of uncertain systems with delays

We address the robust stabilization problem of a general class of uncertain linear systems with multiple delays from a Lyapunov redesign (LR) methodology that relies on Sliding Mode Control (SMC) theory. The proposed approach, which is based on a well-known (yet not used for LR) class of Lyapunov–Krasovskii functionals, allows us to enlarge the type of uncertain systems with delays that can be stabilized. The uncertainties of the system are compensated within a delay-free sliding manifold that is taken from the time-derivative of the considered functional.     

Construction of a new class of quantum integrable inhomogeneous models

Integrable inhomogenous or impurity models are usually constructed by either shifting the spectral parameter in the Lax operator or using another representation of the spin algebra. We propose a more involved general method for such construction in which the Lax operator contains generators of a novel quadratic algebra, a generalization of the known quantum algebra. In forming the monodromy matrix, we can replace any number of the local Lax operators with different realizations of the underlying algebra, which can result in spin chains with nonspin impurities causing changed coupling across the impurity sites, as well as with impurities in the form of bosonic operators. Following the same idea, we can also generate integrable inhomogeneous versions of the generalized lattice sine-Gordon model, nonlinear Schrödinger equation, Liouville model, relativistic and nonrelativistic Toda chains, etc.     

A Lyapunov function for Leslie-Gower predator-prey models

A Lyapunov function for continuous time Leslie-Gower predator-prey models is introduced. Global stability of the unique coexisting equilibrium state is thereby established.     

On converse Lyapunov theorems for fluid network models

We consider the class of closed generic fluid network (GFN) models, which provides an abstract framework containing a wide variety of fluid networks. Within this framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the existence of a functional on the set of paths that is decaying along paths. This result falls short of a converse Lyapunov theorem in that no state-dependent Lyapunov function is constructed. In this paper we construct state-dependent Lyapunov functions in contrast to path-wise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem. To resolve this problem we introduce the class of strict GFN models by forcing closed GFN models to satisfy a concatenation and a semicontinuity condition. For the class of strict GFN models we define a state-dependent Lyapunov function and show that a converse Lyapunov theorem holds. Finally, it is shown that common fluid network models, like general work-conserving and priority fluid network models as well as certain linear Skorokhod problems define strict GFN models.     

Lyapunov functions for SIR and SIRS epidemic models

In this paper, we construct a new Lyapunov function for a variety of SIR and SIRS models in epidemiology. Global stability of the endemic equilibrium states of these systems is established.     

Construction of analogs of the Lyapunov equation for a matrix polynomial

We develop a method for localization of the eigenvalues of a matrix polynomial. This method is related to a generalization and solution of the Lyapunov equation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 3, pp. 337–343, March, 1995.This work was supported by the Ukrainian State Committee on Science and Technology.     

一类广义Lyapunov矩阵方程的正定解

研究了双线性系统中的一类广义Lyapunov矩阵方程的正定解.基于混合单调算子不动点定理,给出新的存在正定解的充分条件,构造了求其正定解的不动点迭代方法,并给出了迭代误差估计公式.数值实验表明新方法是可行的.     

Low rank methods for a class of generalized Lyapunov equations and related issues

In this paper, we study possible low rank solution methods for generalized Lyapunov equations arising in bilinear and stochastic control. We show that under certain assumptions one can expect a strong singular value decay in the solution matrix allowing for low rank approximations. Since the theoretical tools strongly make use of a connection to the standard linear Lyapunov equation, we can even extend the result to the $d$ -dimensional case described by a tensorized linear system of equations. We further provide some reasonable extensions of some of the most frequently used linear low rank solution techniques such as the alternating directions implicit (ADI) iteration and the Krylov-Plus-Inverted-Krylov (K-PIK) method. By means of some standard numerical examples used in the area of bilinear model order reduction, we will show the efficiency of the new methods.     

Approximation of coalescence integrals in population balance models with local mass conservation

The solution of population balance equations is a function f (t, r, x) describing a population density of particles of the property x at time t and space r. For instance, the additional independent variable x may denote the mass of the particle. The describing equation contains additional sink and source terms involving integral operators. Since the coordinate x adds at least one further dimension to the spatial directions and time coordinate, an efficient numerical treatment of the integral terms is crucial. One of the more involved integral terms appearing in population balance models is the coalescence integral, which is of the form The discretisation may use a locally refined grid. In this paper we describe an algorithm which (i) is efficient (the cost is , N: data size) and (ii) ensures local mass conservation.     

A class of Lyapunov functions and the global stability of some epidemic models with nonlinear incidence

In this paper, by investigating an SIR epidemic model with nonlinear incidence, we present a new technique for proving the global stability of the endemic equilibrium, which consists of introducing a variable transformation and constructing a more general Lyapunov function. For the model we obtain the following results. The disease-free equilibrium is globally stable in the feasible region as the basic reproduction number is less than or equal to unity, and the endemic equilibrium is globally stable in the feasible region as the basic reproduction number is greater than unity.The generality of the technique is illustrated by considering certain nonlinear incidences and SIS and SIRS epidemic models.     

Positive Lyapunov exponents for a class of ergodic orthogonal polynomials on the unit circle

Consider ergodic orthogonal polynomials on the unit circle whose Verblunsky coefficients are given by αn(ω)=λV(Tnω), where T is an expanding map of the circle and V is a C¹ function. Following the formalism of [Jean Bourgain, Wilhelm Schlag, Anderson localization for Schrödinger operators on Z with strongly mixing potentials, Comm. Math. Phys. 215 (2000) 143-175; Victor Chulaevsky, Thomas Spencer, Positive Lyapunov exponents for a class of deterministic potentials, Comm. Math. Phys. 168 (1995) 455-466], we show that the Lyapunov exponent γ(z) obeys a nice asymptotic expression for λ>0 small and z∈∂D?{±1}. In particular, this yields sufficient conditions for the Lyapunov exponent to be positive. Moreover, we also prove large deviation estimates and Hölder continuity for the Lyapunov exponent.