Differential Dissipativity Theory for Dominance Analysis

High-dimensional systems that have a low-dimensional dominant behavior allow for model reduction and simplified analysis. We use differential analysis to formalize this important concept in a nonlinear setting. We show that dominance can be studied through linear dissipation inequalities and an interconnection theory that closely mimics the classical analysis of stability by means of dissipativity theory. In this approach, stability is seen as the limiting situation where the dominant behavior is 0-dimensional. The generalization opens novel tractable avenues to study multistability through 1-dominance and limit cycle oscillations through 2-dominance

A Scaling Theory of Bifurcations in the Symmetric Weak-Noise Escape Problem

We consider the overdamped limit of two-dimensional double well systems perturbed by weak noise. In the weak noise limit the most probable fluctuational path leading from either point attractor to the separatrix (the most probable escape path, or MPEP) must terminate on the saddle between the two wells. However, as the parameters of a symmetric double well system are varied, a unique MPEP may bifurcate into two equally likely MPEP's. At the bifurcation point in parameter space, the activation kinetics of the system become non-Arrhenius. In this paper we quantify the non-Arrhenius behavior of a system at the bifurcation point, by using the Maslov-WKB method to construct an approximation to the quasistationary probability distribution of the system that is valid in a boundary layer near the separatrix. The approximation is a formal asymptotic solution of the Smoluchowski equation. Our analysis relies on the development of a new scaling theory, which yields `critical exponents' describing weak-noise behavior near the saddle, at the bifurcation point.Comment: LaTeX, 60 pages, 24 Postscript figures. Uses epsf macros to include the figures. A file in `uufiles' format containing the figures is separately available at ftp://platinum.math.arizona.edu/pub/papers-rsm/paperF/figures.uu and a Postscript version of the whole paper (figures included) is available at ftp://platinum.math.arizona.edu/pub/papers-rsm/paperF/paperF.p

Mathematical Modeling and Analysis of Epidemiological and Chemical Systems

This dissertation focuses on three interdisciplinary areas of applied mathematics, mathematical biology/epidemiology, economic epidemiology and mathematical physics, interconnected by the concepts and applications of dynamical systems.;In mathematical biology/epidemiology, a new deterministic SIS modeling framework for the dynamics of malaria transmission in which the malaria vector population is accounted for at each of its developmental stages is proposed. Rigorous qualitative and quantitative techniques are applied to acquire insights into the dynamics of the model and to identify and study two epidemiological threshold parameters reals* and R0 that characterize disease transmission and prevalence, and that can be used for disease control. It is shown that nontrivial disease-free and endemic equilibrium solutions, which can become unstable via a Hopf bifurcation exist. By incorporating vector demography; that is, by interpreting an aspect of the life cycle of the malaria vector, natural fluctuations known to exist in malaria prevalence are captured without recourse to external seasonal forcing and delays. Hence, an understanding of vector demography is necessary to explain the observed patterns in malaria prevalence. Additionally, the model exhibits a backward bifurcation. This implies that simply reducing R0 below unity may not be enough to eradicate the malaria disease. Since, only the female adult mosquitoes involved in disease transmission are identified and fully accounted for, the basic reproduction number (R0) for this model is smaller than that for previous SIS models for malaria. This, and the occurrence of both oscillatory dynamics and a backward bifurcation provide a novel and plausible framework for developing and implementing optimal malaria control strategies, especially those strategies that are associated with vector control.;In economic epidemiology, a deterministic and a stochastic model are used to investigate the effects of determinism, stochasticity, and safety nets on disease-driven poverty traps; that is, traps of low per capita income and high infectious disease prevalence. It is shown that economic development in deterministic models require significant external changes to the initial economic and health care conditions or a change in the parametric structure of the system. Therefore, poverty traps arising from deterministic models lead to more limited policy options. In contrast, there is always some probability that a population will escape or fall into a poverty trap in stochastic models. It is demonstrated that in stochastic models, a safety net can guarantee ultimate escape from the poverty trap, even when it is set within the basin of attraction of the poverty trap or when it is implemented only as an economic or health care intervention. It is also shown that the benefits of safety nets for populations that are close to the poverty trap equilibrium are highest for the stochastic model and lowest for the deterministic model. Based on the analysis of the stochastic model, the following optimal economic development and public health intervention questions are answered: (i) Is it preferable to provide health care, income/income generating resources, or both health care and income/income generating resources to enable populations to break cycles of poverty and disease; that is, escape from poverty traps? (ii) How long will it take a population that is caught in a poverty trap to attain economic development when the initial health and economic conditions are reinforced by safety nets?;In mathematical physics, an unusual form of multistability involving the coexistence of an infinite number of attractors that is exhibited by specially coupled chaotic systems is explored. It is shown that this behavior is associated with generalized synchronization and the emergence of a conserved quantity. The robustness of the phenomenon in relation to a mismatch of parameters of the coupled systems is studied, and it is shown that the special coupling scheme yields a new class of dynamical systems that manifests characteristics of dissipative and conservative systems

Processing random signals in neuroscience, electrical engineering and operations research

The topic of this dissertation is the study of noise in electrical engineering, neuroscience, biomedical engineering, and operations research through mathematical models that describe, explain, predict and control dynamic phenomena. Noise is modeled through Brownian Motion and the research problems are mathematically addressed by different versions of a generalized Langevin equation. Our mathematical models utilize stochastic differential equations (SDEs) and stochastic optimal control, both of which were born in the soil of electrical engineering. Central to this dissertation is a brain-physics based model of cerebrospinal fluid (CSF) dynamics, whose structure is fundamentally determined by an electrical circuit analogy. Our general Langevin framework encompasses many of the existing equations used in electrical engineering, neuroscience, biomedical engineering and operations research. The generalized SDE for CSF dynamics extends a fundamental model in the field to discover new clinical insights and tools, provides the basis for a nonlinear controller, and suggests a new way to resolve an ongoing controversy regarding CSF dynamics in neuroscience. The natural generalization of the SDE for CSF dynamics is a SDE with polynomial drift. We develop a new analytical algorithm to solve SDEs with polynomial drift, thereby contributing to the electrical engineering literature on signal processing models, many of which are special cases of SDEs with polynomial drift. We make new contributions to the operations research literature on marketing communication models by unifying different types of dynamically optimal trajectories of spending in the framework of a classic model of market response, in which these different temporal patterns arise as a consequence of different boundary conditions. The methodologies developed in this dissertation provide an analytical foundation for the solution of fundamental problems in gas discharge lamp dynamics in power engineering, degradation dynamics of ultra-thin metal oxides in MOS capacitors, and molecular motors in nanotechnology, thereby establishing a rich agenda for future research

Mathematical and Numerical Aspects of Dynamical System Analysis

From Preface: This is the fourteenth time when the conference “Dynamical Systems: Theory and Applications” gathers a numerous group of outstanding scientists and engineers, who deal with widely understood problems of theoretical and applied dynamics. Organization of the conference would not have been possible without a great effort of the staff of the Department of Automation, Biomechanics and Mechatronics. The patronage over the conference has been taken by the Committee of Mechanics of the Polish Academy of Sciences and Ministry of Science and Higher Education of Poland. It is a great pleasure that our invitation has been accepted by recording in the history of our conference number of people, including good colleagues and friends as well as a large group of researchers and scientists, who decided to participate in the conference for the first time. With proud and satisfaction we welcomed over 180 persons from 31 countries all over the world. They decided to share the results of their research and many years experiences in a discipline of dynamical systems by submitting many very interesting papers. This year, the DSTA Conference Proceedings were split into three volumes entitled “Dynamical Systems” with respective subtitles: Vibration, Control and Stability of Dynamical Systems; Mathematical and Numerical Aspects of Dynamical System Analysis and Engineering Dynamics and Life Sciences. Additionally, there will be also published two volumes of Springer Proceedings in Mathematics and Statistics entitled “Dynamical Systems in Theoretical Perspective” and “Dynamical Systems in Applications”

Synchronous chaos and broad band gamma rhythm in a minimal multi-layer model of primary visual cortex

Visually induced neuronal activity in V1 displays a marked gamma-band component which is modulated by stimulus properties. It has been argued that synchronized oscillations contribute to these gamma-band activity [... however,] even when oscillations are observed, they undergo temporal decorrelation over very few cycles. This is not easily accounted for in previous network modeling of gamma oscillations. We argue here that interactions between cortical layers can be responsible for this fast decorrelation. We study a model of a V1 hypercolumn, embedding a simplified description of the multi-layered structure of the cortex. When the stimulus contrast is low, the induced activity is only weakly synchronous and the network resonates transiently without developing collective oscillations. When the contrast is high, on the other hand, the induced activity undergoes synchronous oscillations with an irregular spatiotemporal structure expressing a synchronous chaotic state. As a consequence the population activity undergoes fast temporal decorrelation, with concomitant rapid damping of the oscillations in LFPs autocorrelograms and peak broadening in LFPs power spectra. [...] Finally, we argue that the mechanism underlying the emergence of synchronous chaos in our model is in fact very general. It stems from the fact that gamma oscillations induced by local delayed inhibition tend to develop chaos when coupled by sufficiently strong excitation.Comment: 49 pages, 11 figures, 7 table