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- ItemA logistic equation with nonlocal interactions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Caffarelli, Luis; Dipierro, Serena; Outrata, Jir̆íWe consider here a logistic equation, modeling processes of nonlocal character both in the diffusion and proliferation terms. More precisely, for populations that propagate according to a Levy process and can reach resources in a neighborhood of their position, we compare (and find explicit threshold for survival) the local and nonlocal case. As ambient space, we can consider: bounded domains, periodic environments, transition problems, where the environment consists of a block of infinitesimal diffusion and an adjacent nonlocal one. In each of these cases, we analyze the existence/nonexistence of solutions in terms of the spectral properties of the domain. In particular, we give a detailed description of the fact that nonlocal populations may better adapt to sparse resources and small environments.
- ItemA graphical interface for the Gromov-Witten theory of curves(Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach, 2016) Cavalieri, Renzo; Johnson, Paul; Markwig, Hannah; Ranganathan, DhruvWe explore the explicit relationship between the descendant Gromov–Witten theory of target curves, operators on Fock spaces, and tropical curve counting. We prove a classical/tropical correspondence theorem for descendant invariants and give an algorithm that establishes a tropical Gromov–Witten/Hurwitz equivalence. Tropical curve counting is related to an algebra of operators on the Fock space by means of bosonification. In this manner, tropical geometry provides a convenient “graphical user interface” for Okounkov and Pandharipande’s celebrated GW/H correspondence. An important goal of this paper is to spell out the connections between these various perspectives for target dimension 1, as a first step in studying the analogous relationship between logarithmic descendant theory, tropical curve counting, and Fock space formalisms in higher dimensions.
- ItemOptimal sensor placement: A robust approach(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Hintermüller, Michael; Rautenberg, Carlos N.; Mohammadi, Masoumeh; Kanitsar, MartinWe address the problem of optimally placing sensor networks for convection-diffusion processes where the convective part is perturbed. The problem is formulated as an optimal control problem where the integral Riccati equation is a constraint and the design variables are sensor locations. The objective functional involves a term associated to the trace of the solution to the Riccati equation and a term given by a constrained optimization problem for the directional derivative of the previous quantity over a set of admissible perturbations. The paper addresses the existence of the derivative with respect to the convective part of the solution to the Riccati equation, the well-posedness of the optimization problem and finalizes with a range of numerical tests.
- ItemThe Bouchaud-Anderson model with double-exponential potential(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Muirhead, Stephen; Pymar, Richard; Santos, Renato Soares dosThe Bouchaud-Anderson model (BAM) is a generalisation of the parabolic Anderson model (PAM) in which the driving simple random walk is replaced by a random walk in an inhomogeneous trapping landscape; the BAM reduces to the PAM in the case of constant traps. In this paper we study the BAM with double-exponential potential. We prove the complete localisation of the model whenever the distribution of the traps is unbounded. This may be contrasted with the case of constant traps (i.e. the PAM), for which it is known that complete localisation fails. This shows that the presence of an inhomogeneous trapping landscape may cause a system of branching particles to exhibit qualitatively distinct concentration behaviour.
- ItemTime-periodic boundary layer solutions to singularly perturbed parabolic problems(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Omelchenko, Oleh; Recke, Lutz; Butuzov, Valentin; Nefedov, NikolayIn this paper, we present a result of implicit function theorem type, which was designed for applications to singularly perturbed problems. This result is based on fixed point iterations for contractive mappings, in particular, no monotonicity or sign preservation properties are needed. Then we apply our abstract result to time-periodic boundary layer solutions (which are allowed to be non-monotone with respect to the space variable) in semilinear parabolic problems with two independent singular perturbation parameters. We prove existence and local uniqueness of those solutions, and estimate their distance to certain approximate solutions.
- ItemFractal homogenization of a multiscale interface problem(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Heida, Martin; Kornhuber, Ralf; Podlesny, JoschaInspired from geological problems, we introduce a new geometrical setting for homogenization of a well known and well studied problem of an elliptic second order differential operator with jump condition on a multiscale network of interfaces. The geometrical setting is fractal and hence neither periodic nor stochastic methods can be applied to the study of such kind of multiscale interface problem. Instead, we use the fractal nature of the geometric structure to introduce smoothed problems and apply methods from a posteriori theory to derive an estimate for the order of convergence. Computational experiments utilizing an iterative homogenization approach illustrate that the theoretically derived order of convergenceof the approximate problems is close to optimal.
- ItemA threshold model for local volatility: Evidence of leverage and mean reversion effects on historical data(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Lejay, Antoine; Pigato, PaoloIn financial markets, low prices are generally associated with high volatilities and vice-versa, this well known stylized fact usually being referred to as leverage effect. We propose a local volatility model, given by a stochastic differential equation with piecewise constant coefficients, which accounts of leverage and mean-reversion effects in the dynamics of the prices. This model exhibits a regime switch in the dynamics accordingly to a certain threshold. It can be seen as a continuous time version of the Self-Exciting Threshold Autoregressive (SETAR) model. We propose an estimation procedure for the volatility and drift coefficients as well as for the threshold level. Tests are performed on the daily prices of 21 assets. They show empirical evidence for leverage and mean-reversion effects, consistent with the results in the literature.
- ItemInfinite hierarchy of nonlinear Schrödinger equations and Infinite hierarchy of nonlinear Schrödinger equations and(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Ankiewicz, Adrian; Kedziora, David Jacob; Chowdury, Amdad; Bandelow, Uwe; Nail Akhmediev, NailWe study the infinite integrable nonlinear Schrödinger equation (NLSE) hierarchy beyond the Lakshmanan-Porsezian-Daniel equation which is a particular (fourth-order) case of the hierarchy. In particular, we present the generalized Lax pair and generalized soliton solutions, plane wave solutions, AB breathers, Kuznetsov-Ma breathers, periodic solutions and rogue wave solutions for this infinite order hierarchy. We find that even order equations in the set affect phase and stretching factors in the solutions, while odd order equations affect the velocities. Hence odd order equation solutions can be real functions, while even order equation solutions are always complex.
- ItemUnsaturated deformable porous media flow with phase transition(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Krejčí, Pavel; Rocca, Elisabetta; Sprekels, JürgenIn the present paper, a continuum model is introduced for fluid flow in a deformable porous medium, where the fluid may undergo phase transitions. Typically, such problems arise in modeling liquid-solid phase transformations in groundwater flows. The system of equations is derived here from the conservation principles for mass, momentum, and energy and from the Clausius-Duhem inequality for entropy. It couples the evolution of the displacement in the matrix material, of the capillary pressure, of the absolute temperature, and of the phase fraction. Mathematical results are proved under the additional hypothesis that inertia effects and shear stresses can be neglected. For the resulting highly nonlinear system of two PDEs, one ODE and one ordinary differential inclusion with natural initial and boundary conditions, existence of global in time solutions is proved by means of cut-off techniques and suitable Moser-type estimates.
- ItemPulses in FitzHugh-Nagumo systems with rapidly oscillating coefficients(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Gurevich, Pavel; Reichelt, SinaThis paper is devoted to pulse solutions in FitzHughNagumo systems that are coupled parabolic equations with rapidly periodically oscillating coefficients. In the limit of vanishing periods, there arises a two-scale FitzHughNagumo system, which qualitatively and quantitatively captures the dynamics of the original system. We prove existence and stability of pulses in the limit system and show their proximity on any finite time interval to pulse-like solutions of the original system.