Discrete & Continuous Dynamical Systems - S
August 2020 , Volume 13 , Issue 8
Issue dedicated to SFBT 2017
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A prey-predator model with a nonlocal or global consumption of resources by prey is studied. Linear stability analysis about the homogeneous in space stationary solution is carried out to determine the conditions of the bifurcation of stationary and moving pulses in the case of global consumption. Their existence is confirmed in numerical simulations. Periodic travelling waves and multiple pulses are observed for the nonlocal consumption.
We start by coupling negative 2-circuits, which are characteristic of the presence of a regulation loop in a dynamical system. This loop can be modelled with coupled differential equations represented in a first approach by a conservative differential system. Then, an example of regulation loop with a dissipative component will be given in human physiology by the vegetative system regulating the cardio-respiratory rhythms.
Our aim in this article is to study properties of a generalized dynamical system modeling brain lactate kinetics, with
We generalize the results on the existence of an over-stable solution of singularly perturbed differential equations to the equations of the form
Our aim in this article is not to provide a review of the existing literature but to make a critical analysis on glioma behavior mathematical modeling. We present here mathematical modeling history, interests, modalities and limitations on the study of glioma growth. We also make a point on model consideration according to glioma comportments. We finally introduce medical imaging coupled with in silico models as the next step in glioma research. We do not claim completeness of the bibliography but we tried to cover a large amount of mathematical considerations for glioma behavior illustrated with selected representative papers.
The causality scheme of an (essentially non symmetric) predator-prey system involves automaticaly advantages and disadvantages highly dependent on time. We study systems with one predator and one or two preys furnishing issues which involve mediate and inmediate causality (naturally associated with the attractor and the previous transient). The issues are highly dependent on the parameter accounting for the vulnerability of the preys. When the vulnerability is small, an increase of it implies a (demographic) disadvantage for the preys, but, when it is large (involving periodic cycles) an increase turnes out in an advantage because of the rarefaction of predators (this is associated with average populations on the periodic cycles). When two preys with different vulnerability are present, the most vulnerable may desappear (i. e. the attractor does not contain such prey). This phenomenon only occurs when the less vulnerable prey is nevertheless able to support the predator; otherwise, this one keeps eating anyway the other preys. The mechanism of such patterns are better described in terms of attractors and stability than in terms of advantages versus disadvantages (which are drastically dependent on the viewpoints of the three species).
The existence and uniqueness of Gevrey regularity solutions for the functionalized Cahn-Hilliard (FCH) and Cahn-Hilliard-Willmore (CHW) equations are established. The energy dissipation law yields a uniform-in-time
In this paper we study how mesoscopic heterogeneities affect electrical signal propagation in cardiac tissue. The standard model used in cardiac electrophysiology is a bidomain model - a system of degenerate parabolic PDEs, coupled with a set of ODEs, representing the ionic behviour of the cardiac cells. We assume that the heterogeneities in the tissue are periodically distributed diffusive regions, that are significantly larger than a cardiac cell. These regions represent the fibrotic tissue, collagen or fat, that is electrically passive. We give a mathematical setting of the model. Using semigroup theory we prove that such model has a uniformly bounded solution. Finally, we use two–scale convergence to find the limit problem that represents the average behviour of the electrical signal in this setting.
We are devoted to fractional abstract Cauchy problems. Required conditions on spaces and operators are given guaranteeing existence and uniqueness of solutions. An inverse problem is also studied. Applications to partial differential equations are given to illustrate the abstract fractional degenerate differential problems.
We investigate the quasistatic evolution of a one-dimensional elastoplastic body at small strains. The model includes general nonlinear kinematic hardening but no nonlocal compactifying term. Correspondingly, the free energy of the medium is local but nonquadratic. We prove that the quasistatic evolution problem admits a unique strong solution.
We investigate the polarization switching phenomenon for a one-soliton solution to the
In this paper, we first prove that the property of being a gradient-like general dynamical system and the existence of a Morse decomposition are equivalent. Next, the stability of gradient-like general dynamical systems is analyzed. In particular, we show that a gradient-like general dynamical system is stable under perturbations, and that Morse sets are upper semi-continuous with respect to perturbations. Moreover, we prove that any solution of perturbed general dynamical systems should be close to some Morse set of the unperturbed gradient-like general dynamical system. We do not assume local compactness for the metric phase space
As the inevitable attributes of macro shocks on macroeconomic system, in this paper, we develop a Kaldor macroeconomic model with shock. The shock is due to the investment uncertainty. We then provide an approach for macroeconomic control by calibrating the evolvement of the shocked Kaldor macroeconomic model with some expected benchmark process. The calibration is realized through the setting for investment. The benchmark process is usually the reflection of decisions or policies. An optimal investment setting associated with a five-dimensional nonlinear system of ordinary differential equations is presented. Through a logical modification for the boundary conditions, the nonlinear system is simplified to be linear and a completely explicit formula for the optimal investment setting is achieved. The rationality of the modification is supported by some stability condition. To cope with the systematic risk caused by the macro shock, we define a dynamic Value-at-Risk(VaR) as the risk measure capturing the risk level of the shocked Kaldor macroeconomic model and introduce a risk constraint into the programming of calibration. Then a constrained investment setting is presented. Finally, we carry out an application of the theoretical results by calibrating the evolvement of the shocked Kaldor macroeconomic model with the business cycle generated from the classical Kaldor model through the investment setting.
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