Computational scheme for solving nonlinear fractional stochastic differential equations with delay

Abstract

This paper studies the numerical solution of fractional stochastic delay differential equations driven by Brownian motion. The proposed algorithm is based on linear B-spline interpolation. The convergence and the numerical performance of the method are analyzed. The technique is adopted for determining the statistical indicators of stochastic responses of fractional Langevin and Mackey-Glass models with stochastic excitations.     

A spatial scan statistic for case event data based on connected components

We propose a new spatial scan statistic based on graph theory as a method for detecting irregularly-shaped clusters of events over space. A graph-based method is proposed for identifying potential clusters in spatial point processes. It relies on linking the events closest than a given distance and thus defining a graph associated to the point process. The set of possible clusters is then restricted to windows including the connected components of the graph. The concentration in each of these possible clusters is measured through classical concentration indices based on likelihood ratio and also through a new concentration index which does not depend on any alternative hypothesis. These graph-based spatial scan tests seem to be very powerful against any arbitrarily-shaped cluster alternative, whatever the dimension of the data. These results have applications in various fields, such as the epidemiological study of rare diseases or the analysis of astrophysical data.     

Study of the Cost Functional for Free Material Design Problems

We study properties of the cost functional arising in free material optimization problems, with special emphasis on semicontinuity and its relation to convexity.     

Two-dimensional incompressible viscous flow around a small obstacle

In this work we study the asymptotic behavior of viscous incompressible 2D flow in the exterior of a small material obstacle. We fix the initial vorticity ω₀ and the circulation γ of the initial flow around the obstacle. We prove that, if γ is sufficiently small, the limit flow satisfies the full-plane Navier–Stokes system, with initial vorticity ω₀ + γδ, where δ is the standard Dirac measure. The result should be contrasted with the corresponding inviscid result obtained by the authors in Iftimie et al. (Comm. Part. Differ. Eqn. 28, 349–379 (2003)), where the effect of the small obstacle appears in the coefficients of the PDE and not only in the initial data. The main ingredients of the proof are L ^p − L ^q estimates for the Stokes operator in an exterior domain, a priori estimates inspired on Kato’s fixed point method, energy estimates, renormalization and interpolation.     

Convergence rates for Markov chain order estimates using EDC criterion

The Efficient Determination Criterion (EDC) generalizes the AIC and BIC criteria and provides a class of consistent estimators for the order of a Markov chain with finite state space. In this note, we derive rates of convergence for the EDC estimates. *Partially supported by CNPq, CAPES/PROCAD, FAPDF/PRONEX, FINATEC and FUNPE/UnB. **Partially supported by CAPES.     

Bursting synchronization in networks with long-range coupling mediated by a diffusing chemical substance

Many networks of physical and biological interest are characterized by a long-range coupling mediated by a chemical which diffuses through a medium in which oscillators are embedded. We considered a one-dimensional model for this effect for which the diffusion is fast enough so as to be implemented through a coupling whose intensity decays exponentially with the lattice distance. In particular, we analyzed the bursting synchronization of neurons described by two timescales (spiking and bursting activity), and coupled through such a long-range interaction network. One of the advantages of the model is that one can pass from a local (Laplacian) type of coupling to a global (all-to-all) one by varying a single parameter in the interaction term. We characterized bursting synchronization using an order parameter which undergoes a transition as the coupling parameters are changed through a critical value. We also investigated the role of an external time-periodic signal on the bursting synchronization properties of the network. We show potential applications in the control of pathological rhythms in biological neural networks.     

Wavelet-based dynamic time warping

Dynamic Time Warping (DTW), a pattern matching technique traditionally used for restricted vocabulary speech recognition, is based on a temporal alignment of the input signal with the template models. The principal drawback of DTW is its high computational cost as the lengths of the signals increase. This paper shows extended results over our previously published conference paper, which introduces an optimized version of the DTW that is based on the Discrete Wavelet Transform (DWT).     

On Dupin Hypersurfaces in R5 Parametrized by Lines of Curvature

We provide a complete local characterization of Dupin hypersurfaces in R⁵, with four distinct principal curvatures, parametrized by lines of curvature. Such hypersurfaces are given in terms of the principal curvatures and vector valued functions that describe plane curves. We include explicit examples of such Dupin hypersurfaces which are irreducible and have nonconstant Lie curvature.     

The degree of the bicanonical map of a surface with

In this note it is shown that, given a smooth minimal complex surface of general type with , , for which the bicanonical map is a morphism, the degree of is not 3. This completes our earlier results, showing that if is a minimal surface of general type with , such that is free, then the bicanonical map of can have degree 1, 2 or 4.

     

α-contractions and attractors for dissipative semilinear hyperbolic equations and systems

Summary In this paper we discuss the existence of compact attractor for the abstract semilinear evolution equation u=Au+f(t, u); the results are applied to damped partial differential equations of hyperbolic type. Our approach is a combination of Liapunov method with the theory of -eontractions.