Weak measure-valued solutions to a nonlinear conservation law modeling a highly re-entrant manufacturing system

157588-Thumbnail Image.png
Description
The main part of this work establishes existence, uniqueness and regularity properties of measure-valued solutions of a nonlinear hyperbolic conservation law with non-local velocities. Major challenges stem from in- and out-fluxes containing nonzero pure-point parts which cause discontinuities of the

The main part of this work establishes existence, uniqueness and regularity properties of measure-valued solutions of a nonlinear hyperbolic conservation law with non-local velocities. Major challenges stem from in- and out-fluxes containing nonzero pure-point parts which cause discontinuities of the velocities. This part is preceded, and motivated, by an extended study which proves that an associated optimal control problem has no optimal $L^1$-solutions that are supported on short time intervals.

The hyperbolic conservation law considered here is a well-established model for a highly re-entrant semiconductor manufacturing system. Prior work established well-posedness for $L^1$-controls and states, and existence of optimal solutions for $L^2$-controls, states, and control objectives. The results on measure-valued solutions presented here reduce to the existing literature in the case of initial state and in-flux being absolutely continuous measures. The surprising well-posedness (in the face of measures containing nonzero pure-point part and discontinuous velocities) is directly related to characteristic features of the model that capture the highly re-entrant nature of the semiconductor manufacturing system.

More specifically, the optimal control problem is to minimize an $L^1$-functional that measures the mismatch between actual and desired accumulated out-flux. The focus is on the transition between equilibria with eventually zero backlog. In the case of a step up to a larger equilibrium, the in-flux not only needs to increase to match the higher desired out-flux, but also needs to increase the mass in the factory and to make up for the backlog caused by an inverse response of the system. The optimality results obtained confirm the heuristic inference that the optimal solution should be an impulsive in-flux, but this is no longer in the space of $L^1$-controls.

The need for impulsive controls motivates the change of the setting from $L^1$-controls and states to controls and states that are Borel measures. The key strategy is to temporarily abandon the Eulerian point of view and first construct Lagrangian solutions. The final section proposes a notion of weak measure-valued solutions and proves existence and uniqueness of such.

In the case of the in-flux containing nonzero pure-point part, the weak solution cannot depend continuously on the time with respect to any norm. However, using semi-norms that are related to the flat norm, a weaker form of continuity of solutions with respect to time is proven. It is conjectured that also a similar weak continuous dependence on initial data holds with respect to a variant of the flat norm.
Date Created
2019
Agent

Differential equation models for understanding phenomena beyond experimental capabilities

Description
Mathematical models are important tools for addressing problems that exceed experimental capabilities. In this work, I present ordinary and partial differential equation (ODE, PDE) models for two problems: Vicodin abuse and impact cratering.

The prescription opioid Vicodin is the nation's

Mathematical models are important tools for addressing problems that exceed experimental capabilities. In this work, I present ordinary and partial differential equation (ODE, PDE) models for two problems: Vicodin abuse and impact cratering.

The prescription opioid Vicodin is the nation's most widely prescribed pain reliever. The majority of Vicodin abusers are first introduced via prescription, distinguishing it from other drugs in which the most common path to abuse begins with experimentation. I develop and analyze two mathematical models of Vicodin use and abuse, considering only those patients with an initial Vicodin prescription. Through adjoint sensitivity analysis, I show that focusing efforts on prevention rather than treatment has greater success at reducing the total population of abusers. I prove that solutions to each model exist, are unique, and are non-negative. I also derive conditions for which these solutions are asymptotically stable.

Verification and Validation (V&V) are necessary processes to ensure accuracy of computational methods. Simulations are essential for addressing impact cratering problems, because these problems often exceed experimental capabilities. I show that the Free Lagrange (FLAG) hydrocode, developed and maintained by Los Alamos National Laboratory, can be used for impact cratering simulations by verifying FLAG against two analytical models of aluminum-on-aluminum impacts at different impact velocities and validating FLAG against a glass-into-water laboratory impact experiment. My verification results show good agreement with the theoretical maximum pressures, and my mesh resolution study shows that FLAG converges at resolutions low enough to reduce the required computation time from about 28 hours to about 25 minutes.

Asteroid 16 Psyche is the largest M-type (metallic) asteroid in the Main Asteroid Belt. Radar albedo data indicate Psyche's surface is rich in metallic content, but estimates for Psyche's composition vary widely. Psyche has two large impact structures in its Southern hemisphere, with estimated diameters from 50 km to 70 km and estimated depths up to 6.4 km. I use the FLAG hydrocode to model the formation of the largest of these impact structures. My results indicate an oblique angle of impact rather than a vertical impact. These results also support previous claims that Psyche is metallic and porous.
Date Created
2019
Agent

Rigorous Proofs of Old Conjectures and New Results for Stochastic Spatial Models in Econophysics

157107-Thumbnail Image.png
Description
This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈

This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈ V represents an individual who is characterized by the number of coins in her possession at time t. At each time step t, an edge (x, y) ∈ E is chosen at random, resulting in an exchange of coins between individuals x and y according to the rules of the model. Random variables ξt, and ξt(x) keep track of the current configuration and number of coins individual x has at time t respectively. Of particular interest is the distribution of coins in the long run. Considered first are the uniform reshuffling model, immediate exchange model and model with saving propensity. For each of these models, the number of coins an individual can have is nonnegative and the total number of coins in the system is conserved for all time. It is shown here that the distribution of coins converges to the exponential distribution, gamma distribution and a pseudo gamma distribution respectively. The next two models introduce debt, however, the total number of coins again remains fixed. It is shown here that when there is an individual debt limit, the number of coins per individual converges to a shifted exponential distribution. Alternatively, when a collective debt limit is imposed on the whole population, a heuristic argument is given supporting the conjecture that the distribution of coins converges to an asymmetric Laplace distribution. The final model considered focuses on the effect of cooperation on a population. Unlike the previous models discussed here, the total number of coins in the system at any given time is not bounded and the process evolves in continuous time rather than in discrete time. For this model, death of an individual will occur if they run out of coins. It is shown here that the survival probability for the population is impacted by the level of cooperation along with how productive the population is as whole.
Date Created
2019
Agent

A rabies model with distributed latent period and territorial and diffusing rabid foxes

156933-Thumbnail Image.png
Description
Rabies is an infectious viral disease. It is usually fatal if a victim reaches the rabid stage, which starts after the appearance of disease symptoms. The disease virus attacks the central nervous system, and then it migrates from peripheral nerves

Rabies is an infectious viral disease. It is usually fatal if a victim reaches the rabid stage, which starts after the appearance of disease symptoms. The disease virus attacks the central nervous system, and then it migrates from peripheral nerves to the spinal cord and brain. At the time when the rabies virus reaches the brain, the incubation period is over and the symptoms of clinical disease appear on the victim. From the brain, the virus travels via nerves to the salivary glands and saliva.

A mathematical model is developed for the spread of rabies in a spatially distributed fox population to model the spread of the rabies epizootic through middle Europe that occurred in the second half of the 20th century. The model considers both territorial and wandering rabid foxes and includes a latent period for the infection. Since the model assumes these two kinds of rabid foxes, it is a system of both partial differential and integral equations (with integration

over space and, occasionally, also over time). To study the spreading speeds of the rabies epidemic, the model is reduced to a scalar Volterra-Hammerstein integral equation, and space-time Laplace transform of the integral equation is used to derive implicit formulas for the spreading speed. The spreading speeds are discussed and implicit formulas are given for latent periods of fixed length, exponentially distributed length, Gamma distributed length, and log-normally distributed length. A number of analytic and numerical results are shown pertaining to the spreading speeds.

Further, a numerical algorithm is described for the simulation

of the spread of rabies in a spatially distributed fox population on a bounded domain with Dirichlet boundary conditions. I propose the following methods for the numerical approximation of solutions. The partial differential and integral equations are discretized in the space variable by central differences of second order and by

the composite trapezoidal rule. Next, the ordinary or delay differential equations that are obtained this way are discretized in time by explicit

continuous Runge-Kutta methods of fourth order for ordinary and delay differential systems. My particular interest

is in how the partition of rabid foxes into

territorial and diffusing rabid foxes influences

the spreading speed, a question that can be answered by purely analytic means only for small basic reproduction numbers. I will restrict the numerical analysis

to latent periods of fixed length and to exponentially

distributed latent periods.

The results of the numerical calculations

are compared for latent periods

of fixed and exponentially distributed length

and for various proportions of territorial

and wandering rabid foxes.

The speeds of spread observed in the

simulations are compared

to spreading speeds obtained by numerically solving the analytic formulas

and to observed speeds of epizootic frontlines

in the European rabies outbreak 1940 to 1980.
Date Created
2018
Agent

Mathematics of climate change and mosquito-borne disease dynamics

156612-Thumbnail Image.png
Description
The role of climate change, as measured in terms of changes in the climatology of geophysical variables (such as temperature and rainfall), on the global distribution and burden of vector-borne diseases (VBDs) remains a subject of considerable debate. This dissertation

The role of climate change, as measured in terms of changes in the climatology of geophysical variables (such as temperature and rainfall), on the global distribution and burden of vector-borne diseases (VBDs) remains a subject of considerable debate. This dissertation attempts to contribute to this debate via the use of mathematical (compartmental) modeling and statistical data analysis. In particular, the objective is to find suitable values and/or ranges of the climate variables considered (typically temperature and rainfall) for maximum vector abundance and consequently, maximum transmission intensity of the disease(s) they cause.

Motivated by the fact that understanding the dynamics of disease vector is crucial to understanding the transmission and control of the VBDs they cause, a novel weather-driven deterministic model for the population biology of the mosquito is formulated and rigorously analyzed. Numerical simulations, using relevant weather and entomological data for Anopheles mosquito (the vector for malaria), show that maximum mosquito abundance occurs when temperature and rainfall values lie in the range [20-25]C and [105-115] mm, respectively.

The Anopheles mosquito ecology model is extended to incorporate human dynamics. The resulting weather-driven malaria transmission model, which includes many of the key aspects of malaria (such as disease transmission by asymptomatically-infectious humans, and enhanced malaria immunity due to repeated exposure), was rigorously analyzed. The model which also incorporates the effect of diurnal temperature range (DTR) on malaria transmission dynamics shows that increasing DTR shifts the peak temperature value for malaria transmission from 29C (when DTR is 0C) to about 25C (when DTR is 15C).

Finally, the malaria model is adapted and used to study the transmission dynamics of chikungunya, dengue and Zika, three diseases co-circulating in the Americas caused by the same vector (Aedes aegypti). The resulting model, which is fitted using data from Mexico, is used to assess a few hypotheses (such as those associated with the possible impact the newly-released dengue vaccine will have on Zika) and the impact of variability in climate variables on the dynamics of the three diseases. Suitable temperature and rainfall ranges for the maximum transmission intensity of the three diseases are obtained.
Date Created
2018
Agent

Asymptotic Stability of Biharmonic Shallow Water Equations

134632-Thumbnail Image.png
Description
The dissipative shallow-water equations (SWE) possess both real-world application and extensive analysis in theoretical partial differential equations. This analysis is dominated by modeling the dissipation as diffusion, with its mathematical representation being the Laplacian. However, the usage of the biharmonic

The dissipative shallow-water equations (SWE) possess both real-world application and extensive analysis in theoretical partial differential equations. This analysis is dominated by modeling the dissipation as diffusion, with its mathematical representation being the Laplacian. However, the usage of the biharmonic as a dissipative operator by oceanographers and atmospheric scientists and its underwhelming amount of analysis indicates a gap in SWE theory. In order to provide rigorous mathematical justification for the utilization of these equations in simulations with real-world implications, we extend an energy method utilized by Matsumura and Nishida for initial value problems relating to the equations of motion for compressible, vsicous, heat-conductive fluids ([6], [7]) and applied by Kloeden to the diffusive SWE ([4]) to prove global time existence of classical solutions to the biharmonic SWE. In particular, we develop appropriate a priori growth estimates that allow one to extend the solution's temporal existence infinitely under sufficient constraints on initial data and external forcing, resulting in convergence to steady-state.
Date Created
2017-05
Agent

Galam's Voting Systems and Public Debate Models Revisited

137559-Thumbnail Image.png
Description
Serge Galams voting systems and public debate models are used to model voting behaviors of two competing opinions in democratic societies. Galam assumes that individuals in the population are independently in favor of one opinion with a fixed probability p,

Serge Galams voting systems and public debate models are used to model voting behaviors of two competing opinions in democratic societies. Galam assumes that individuals in the population are independently in favor of one opinion with a fixed probability p, making the initial number of that type of opinion a binomial random variable. This analysis revisits Galams models from the point of view of the hypergeometric random variable by assuming the initial number of individuals in favor of an opinion is a fixed deterministic number. This assumption is more realistic, especially when analyzing small populations. Evolution of the models is based on majority rules, with a bias introduced when there is a tie. For the hier- archical voting system model, in order to derive the probability that opinion +1 would win, the analysis was done by reversing time and assuming that an individual in favor of opinion +1 wins. Then, working backwards we counted the number of configurations at the next lowest level that could induce each possible configuration at the level above, and continued this process until reaching the bottom level, i.e., the initial population. Using this method, we were able to derive an explicit formula for the probability that an individual in favor of opinion +1 wins given any initial count of that opinion, for any group size greater than or equal to three. For the public debate model, we counted the total number of individuals in favor of opinion +1 at each time step and used this variable to define a random walk. Then, we used first-step analysis to derive an explicit formula for the probability that an individual in favor of opinion +1 wins given any initial count of that opinion for group sizes of three. The spatial public debate model evolves based on the proportional rule. For the spatial model, the most natural graphical representation to construct the process results in a model that is not mathematically tractable. Thus, we defined a different graphical representation that is mathematically equivalent to the first graphical representation, but in this model it is possible to define a dual process that is mathematically tractable. Using this graphical representation we prove clustering in 1D and 2D and coexistence in higher dimensions following the same approach as for the voter model interacting particle system.
Date Created
2013-05
Agent

Prey-predator-parasite: an ecosystem model with fragile persistence

155408-Thumbnail Image.png
Description
Using a simple $SI$ infection model, I uncover the

overall dynamics of the system and how they depend on the incidence

function. I consider both an epidemic and endemic perspective of the

model, but in both cases, three classes of incidence

functions are identified.

In

Using a simple $SI$ infection model, I uncover the

overall dynamics of the system and how they depend on the incidence

function. I consider both an epidemic and endemic perspective of the

model, but in both cases, three classes of incidence

functions are identified.

In the epidemic form,

power incidences, where the infective portion $I^p$ has $p\in(0,1)$,

cause unconditional host extinction,

homogeneous incidences have host extinction for certain parameter constellations and

host survival for others, and upper density-dependent incidences

never cause host extinction. The case of non-extinction in upper

density-dependent

incidences extends to the case where a latent period is included.

Using data from experiments with rhanavirus and salamanders,

maximum likelihood estimates are applied to the data.

With these estimates,

I generate the corrected Akaike information criteria, which

reward a low likelihood and punish the use of more parameters.

This generates the Akaike weight, which is used to fit

parameters to the data, and determine which incidence functions

fit the data the best.

From an endemic perspective, I observe

that power incidences cause initial condition dependent host extinction for

some parameter constellations and global stability for others,

homogeneous incidences have host extinction for certain parameter constellations and

host survival for others, and upper density-dependent incidences

never cause host extinction.

The dynamics when the incidence function is homogeneous are deeply explored.

I expand the endemic considerations in the homogeneous case

by adding a predator into the model.

Using persistence theory, I show the conditions for the persistence of each of the

predator, prey, and parasite species. Potential dynamics of the system include parasite mediated

persistence of the predator, survival of the ecosystem at high initial predator levels and

ecosystem collapse at low initial predator levels, persistence of all three species, and much more.
Date Created
2017
Agent

Persistence for "kill the winner" and nested infection Lotka-Volterra models

155092-Thumbnail Image.png
Description
In recent decades, marine ecologists have conducted extensive field work and experiments to understand the interactions between bacteria and bacteriophage (phage) in marine environments. This dissertation provides a detailed rigorous framework for gaining deeper insight into these interactions. Specific features

In recent decades, marine ecologists have conducted extensive field work and experiments to understand the interactions between bacteria and bacteriophage (phage) in marine environments. This dissertation provides a detailed rigorous framework for gaining deeper insight into these interactions. Specific features of the dissertation include the design of a new deterministic Lotka-Volterra model with n + 1 bacteria, n
+ 1 phage, with explicit nutrient, where the jth phage strain infects the first j bacterial strains, a perfectly nested infection network (NIN). This system is subject to trade-off conditions on the life-history traits of both bacteria and phage given in an earlier study Jover et al. (2013). Sufficient conditions are provided to show that a bacteria-phage community of arbitrary size with NIN can arise through the succession of permanent subcommunities, by the successive addition of one new population. Using uniform persistence theory, this entire community is shown to be permanent (uniformly persistent), meaning that all populations ultimately survive.

It is shown that a modified version of the original NIN Lotka-Volterra model with implicit nutrient considered by Jover et al. (2013) is permanent. A new one-to-one infection network (OIN) is also considered where each bacterium is infected by only one phage, and that phage infects only that bacterium. This model does not use the trade-offs on phage infection range, and bacterium resistance to phage. The OIN model is shown to be permanent, and using Lyapunov function theory, coupled with LaSalle’s Invariance Principle, the unique coexistence equilibrium associated with the NIN is globally asymptotically stable provided that the inter- and intra-specific bacterial competition coefficients are equal across all bacteria.

Finally, the OIN model is extended to a “Kill the Winner” (KtW) Lotka-Volterra model

of marine communities consisting of bacteria, phage, and zooplankton. The zooplankton

acts as a super bacteriophage, which infects all bacteria. This model is shown to be permanent.
Date Created
2016
Agent

Evolutionary games as interacting particle systems

154488-Thumbnail Image.png
Description
This dissertation investigates the dynamics of evolutionary games based on the framework of interacting particle systems in which individuals are discrete, space is explicit, and dynamics are stochastic. Its focus is on 2-strategy games played on a d-dimensional integer

This dissertation investigates the dynamics of evolutionary games based on the framework of interacting particle systems in which individuals are discrete, space is explicit, and dynamics are stochastic. Its focus is on 2-strategy games played on a d-dimensional integer lattice with a range of interaction M. An overview of related past work is given along with a summary of the dynamics in the mean-field model, which is described by the replicator equation. Then the dynamics of the interacting particle system is considered, first when individuals are updated according to the best-response update process and then the death-birth update process. Several interesting results are derived, and the differences between the interacting particle system model and the replicator dynamics are emphasized. The terms selfish and altruistic are defined according to a certain ordering of payoff parameters. In these terms, the replicator dynamics are simple: coexistence occurs if both strategies are altruistic; the selfish strategy wins if one strategy is selfish and the other is altruistic; and there is bistability if both strategies are selfish. Under the best-response update process, it is shown that there is no bistability region. Instead, in the presence of at least one selfish strategy, the most selfish strategy wins, while there is still coexistence if both strategies are altruistic. Under the death-birth update process, it is shown that regardless of the range of interactions and the dimension, regions of coexistence and bistability are both reduced. Additionally, coexistence occurs in some parameter region for large enough interaction ranges. Finally, in contrast with the replicator equation and the best-response update process, cooperators can win in the prisoner's dilemma for the death-birth process in one-dimensional nearest-neighbor interactions.
Date Created
2016
Agent