163 research outputs found
Analysis of Petri Net Models through Stochastic Differential Equations
It is well known, mainly because of the work of Kurtz, that density dependent
Markov chains can be approximated by sets of ordinary differential equations
(ODEs) when their indexing parameter grows very large. This approximation
cannot capture the stochastic nature of the process and, consequently, it can
provide an erroneous view of the behavior of the Markov chain if the indexing
parameter is not sufficiently high. Important phenomena that cannot be revealed
include non-negligible variance and bi-modal population distributions. A
less-known approximation proposed by Kurtz applies stochastic differential
equations (SDEs) and provides information about the stochastic nature of the
process. In this paper we apply and extend this diffusion approximation to
study stochastic Petri nets. We identify a class of nets whose underlying
stochastic process is a density dependent Markov chain whose indexing parameter
is a multiplicative constant which identifies the population level expressed by
the initial marking and we provide means to automatically construct the
associated set of SDEs. Since the diffusion approximation of Kurtz considers
the process only up to the time when it first exits an open interval, we extend
the approximation by a machinery that mimics the behavior of the Markov chain
at the boundary and allows thus to apply the approach to a wider set of
problems. The resulting process is of the jump-diffusion type. We illustrate by
examples that the jump-diffusion approximation which extends to bounded domains
can be much more informative than that based on ODEs as it can provide accurate
quantity distributions even when they are multi-modal and even for relatively
small population levels. Moreover, we show that the method is faster than
simulating the original Markov chain
Minimality properties of set-valued processes and their pullback attractors
We discuss the existence of pullback attractors for multivalued dynamical
systems on metric spaces. Such attractors are shown to exist without any
assumptions in terms of continuity of the solution maps, based only on
minimality properties with respect to the notion of pullback attraction. When
invariance is required, a very weak closed graph condition on the solving
operators is assumed. The presentation is complemented with examples and
counterexamples to test the sharpness of the hypotheses involved, including a
reaction-diffusion equation, a discontinuous ordinary differential equation and
an irregular form of the heat equation.Comment: 33 pages. A few typos correcte
Global attractors for Cahn-Hilliard equations with non constant mobility
We address, in a three-dimensional spatial setting, both the viscous and the
standard Cahn-Hilliard equation with a nonconstant mobility coefficient. As it
was shown in J.W. Barrett and J.W. Blowey, Math. Comp., 68 (1999), 487-517, one
cannot expect uniqueness of the solution to the related initial and boundary
value problems. Nevertheless, referring to J. Ball's theory of generalized
semiflows, we are able to prove existence of compact quasi-invariant global
attractors for the associated dynamical processes settled in the natural
"finite energy" space. A key point in the proof is a careful use of the energy
equality, combined with the derivation of a "local compactness" estimate for
systems with supercritical nonlinearities, which may have an independent
interest. Under growth restrictions on the configuration potential, we also
show existence of a compact global attractor for the semiflow generated by the
(weaker) solutions to the nonviscous equation characterized by a "finite
entropy" condition
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