Stochastic model of hysteresis

The methods of the probability theory have been used in order to build up a new model of hysteresis. It turns out that the reversal points of the control parameter (e. g., the magnetic field) are Markov points which determine the stochastic evolution of the process. It has been shown that the branches of the hysteresis loop are converging to fixed limit curves when the number of cyclic back-and-forth variations of the control parameter between two consecutive reversal points is large enough. This convergence to limit curves gives a clear explanation of the accommodation process. The accommodated minor loops show the return-point memory property but this property is obviously absent in the case of non-accommodated minor loops which are not congruent and generally not closed. In contrast to the traditional Preisach model the reversal point susceptibilities are non-zero finite values. The stochastic model can provide a good approximation of the Raylaigh quadratic law when the external parameter varies between two sufficiently small values.Comment: 13 pages, 14 figure

On the net reproduction rate of continuous structured populations with distributed states at birth

We consider a nonlinear structured population model with a distributed recruitment term. The question of the existence of non-trivial steady states can be treated (at least!) in three different ways. One approach is to study spectral properties of a parametrized family of unbounded operators. The alternative approach, on which we focus here, is based on the reformulation of the problem as an integral equation. In this context we introduce a density dependent net reproduction rate and discuss its relationship to a biologically meaningful quantity. Finally, we briefly discuss a third approach, which is based on the finite rank approximation of the recruitment operator.Comment: To appear in Computers and Mathematics with Application

Topological degree in the generalized gause prey-predator model

We consider a generalized Gause prey-predator model with T-periodic continuous coefficients. In the case where the Poincaré map P over time T is well defined, the result of the paper can be explained as follows: we locate a subset U of R2 such that the topological degree d(I-P,U) equals to +1. The novelty of the paper is that the later is done under only continuity and (some) monotonicity assumptions for the coefficients of the model. A suitable integral operator is used in place of the Poincaré map to cope with possible nonuniqueness of solutions. The paper, therefore, provides a new framework for studying the generalized Gause model with functional differential perturbations and multi-valued ingredients

Nonconventional Large Deviations Theorems

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation

On the connection between critical point theory and Leray-Schauder degree

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/23937/1/0000184.pd

Introducing delay dynamics to Bertalanffy's spherical tumour growth model

We introduce delay dynamics to an ordinary differential equation model of tumour growth based upon von Bertalanffy's growth model, a model which has received little attention in comparison to other models, such as Gompterz, Greenspan and logistic models. Using existing, previously published data sets we show that our delay model can perform better than delay models based on a Gompertz, Greenspan or logistic formulation. We look for replication of the oscillatory behaviour in the data, as well as a low error value (via a Least-Squares approach) when comparing. We provide the necessary analysis to show that a unique, continuous, solution exists for our model equation and consider the qualitative behaviour of a solution near a point of equilibrium

Anomalous diffusion in polymers: long-time behaviour

We study the Dirichlet boundary value problem for viscoelastic diffusion in polymers. We show that its weak solutions generate a dissipative semiflow. We construct the minimal trajectory attractor and the global attractor for this problem.Comment: 13 page

A note on maximal estimates for stochastic convolutions

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.Comment: Minor correction