Tensor Products, Positive Linear Operators, and Delay-Differential Equations

We develop the theory of compound functional differential equations, which are tensor and exterior products of linear functional differential equations. Of particular interest is the equation $\dot x(t)=-\alpha(t)x(t)-\beta(t)x(t-1)$ with a single delay, where the delay coefficient is of one sign, say $\delta\beta(t)\ge 0$ with $\delta\in{-1,1}$. Positivity properties are studied, with the result that if $(-1)^k=\delta$ then the $k$-fold exterior product of the above system generates a linear process which is positive with respect to a certain cone in the phase space. Additionally, if the coefficients $\alpha(t)$ and $\beta(t)$ are periodic of the same period, and $\beta(t)$ satisfies a uniform sign condition, then there is an infinite set of Floquet multipliers which are complete with respect to an associated lap number. Finally, the concept of $u_0$-positivity of the exterior product is investigated when $\beta(t)$ satisfies a uniform sign condition.Comment: 84 page

Snakes: Oriented families of periodic orbits, their sources, sinks, and continuation

AbstractPoincaré observed that for a differential equation x′ = ƒ(x, α) depending on a parameter α, each periodic orbit generally lies in a connected family of orbits in (x, α)-space. In order to investigate certain large connected sets (denoted Q) of orbits containing a given orbit, we introduce two indices: an orbit index φ and a “center” index defined at certain stationary points. We show that genetically there are two types of Hopf bifurcation, those we call “sources” ( = 1) and “sinks” ( = −1). Generically if the set Q is bounded in (x, α)-space, and if there is an upper bound for periods of the orbits in Q, then Q must have as many source Hopf bifurcations as sink Hopf bifurcations and each source is connected to a sink by an oriented one-parameter “snake” of orbits. A “snake” is a maximal path of orbits that contains no orbits whose orbit index is 0. See Fig. 1.1

Traveling Wave Solutions for Systems of ODEs on a Two-Dimensional Spatial Lattice

This is the published version, also available here: http://dx.doi.org/10.1137/S0036139996312703.We consider infinite systems of ODEs on the two-dimensional integer lattice, given by a bistable scalar ODE at each point, with a nearest neighbor coupling between lattice points. For a class of ideal nonlinearities, we obtain traveling wave solutions in each direction $e^{i\theta}$, and we explore the relation between the wave speed c, the angle $\theta$, and the detuning parameter a of the nonlinearity. Of particular interest is the phenomenon of "propagation failure," and we study how the critical value $a=a^*(\theta)$ depends on $\theta$, where $a^*(\theta)$ is defined as the value of the parameter a at which propagation failure (that is, wave speed c=0) occurs. We show that $a^*:\Bbb{R}\to\Bbb{R} is continuous at each point$\theta$where$\tan\theta$is irrational, and is discontinuous where$\tan\theta$ is rational or infinite

On the dual cascade in two-dimensional turbulence

We study the dual cascade scenario for two-dimensional turbulence driven by a spectrally localized forcing applied over a finite wavenumber range [k_\min,k_\max] (with k_\min > 0) such that the respective energy and enstrophy injection rates $\epsilon$ and $\eta$ satisfy k_\min^2\epsilon\le\eta\le k_\max^2\epsilon. The classical Kraichnan--Leith--Batchelor paradigm, based on the simultaneous conservation of energy and enstrophy and the scale-selectivity of the molecular viscosity, requires that the domain be unbounded in both directions. For two-dimensional turbulence either in a doubly periodic domain or in an unbounded channel with a periodic boundary condition in the across-channel direction, a direct enstrophy cascade is not possible. In the usual case where the forcing wavenumber is no greater than the geometric mean of the integral and dissipation wavenumbers, constant spectral slopes must satisfy $\beta>5$ and $\alpha+\beta\ge8$, where $-\alpha$ ($-\beta$) is the asymptotic slope of the range of wavenumbers lower (higher) than the forcing wavenumber. The influence of a large-scale dissipation on the realizability of a dual cascade is analyzed. We discuss the consequences for numerical simulations attempting to mimic the classical unbounded picture in a bounded domain.Comment: 22 pages, to appear in Physica

A Cross-Over in the Enstrophy Decay in Two-Dimensional Turbulence in a Finite Box

The numerical simulation of two-dimensional decaying turbulence in a large but finite box presented in this paper uncovered two physically different regimes of enstrophy decay. During the initial stage, the enstrophy, generated by a random Gaussian initial condition, decays as t^{-gamma} with gamma approximately 0.7-0.8. After that, the flow undergoes a transition to a gas or fluid composed of distinct vortices. Simultaneously, the magnitude of the decay exponent crosses over to gamma approximately 0.4. An exact relation for the total number of vortices, N(t), in terms of the mean circulation of an individual vortex is derived. A theory predicting that N(t) is proportional to t^{-xi} and the magnitudes of exponents gamma=2/5 and xi=4/5 is presented and the possibility of an additional very late-time cross-over to gamma=1/3 and xi=2/3 is also discussed.Comment: 11 pages, 7 figure

Numerical investigation of noise induced changes to the solution behaviour of the discrete FitzHugh-Nagumo equation

In this work we introduce and analyse a stochastic functional equation, which contains both delayed and advanced arguments. This equation results from adding a stochastic term to the discrete FitzHugh-Nagumo equation which arises in mathematical models of nerve conduction. A numerical method is introduced to compute approximate solutions and some numerical experiments are carried out to investigate their dynamical behaviour and compare them with the solutions of the corresponding deterministic equation

Control of hyperglycaemia in paediatric intensive care (CHiP): study protocol.

BACKGROUND: There is increasing evidence that tight blood glucose (BG) control improves outcomes in critically ill adults. Children show similar hyperglycaemic responses to surgery or critical illness. However it is not known whether tight control will benefit children given maturational differences and different disease spectrum. METHODS/DESIGN: The study is an randomised open trial with two parallel groups to assess whether, for children undergoing intensive care in the UK aged <or= 16 years who are ventilated, have an arterial line in-situ and are receiving vasoactive support following injury, major surgery or in association with critical illness in whom it is anticipated such treatment will be required to continue for at least 12 hours, tight control will increase the numbers of days alive and free of mechanical ventilation at 30 days, and lead to improvement in a range of complications associated with intensive care treatment and be cost effective. Children in the tight control group will receive insulin by intravenous infusion titrated to maintain BG between 4 and 7.0 mmol/l. Children in the control group will be treated according to a standard current approach to BG management. Children will be followed up to determine vital status and healthcare resources usage between discharge and 12 months post-randomisation. Information regarding overall health status, global neurological outcome, attention and behavioural status will be sought from a subgroup with traumatic brain injury (TBI). A difference of 2 days in the number of ventilator-free days within the first 30 days post-randomisation is considered clinically important. Conservatively assuming a standard deviation of a week across both trial arms, a type I error of 1% (2-sided test), and allowing for non-compliance, a total sample size of 1000 patients would have 90% power to detect this difference. To detect effect differences between cardiac and non-cardiac patients, a target sample size of 1500 is required. An economic evaluation will assess whether the costs of achieving tight BG control are justified by subsequent reductions in hospitalisation costs. DISCUSSION: The relevance of tight glycaemic control in this population needs to be assessed formally before being accepted into standard practice