A dinâmica da equação diferencial com retardo x 2 pontos + 2ax ponto + bx = f(x ), para a função não linear f(x) = tanh(x), foi analisada como função dos parâmetros a, b, e do retardo , onde x = x(t ). Esse modelo descreve um oscilador harmônico amortecido sujeito a retroalimentação com retardo . Nesse estudo, examinamos os casos de retroalimentação negativa ( < 0) e positiva ( > 0). Usamos o método de passos para mostrar a propriedade de suavização da solução, da equação diferencial não linear com retardo, com o crescimento de t. Fizemos a análise da estabilidade local, construímos as cartas de estabilidade no espaço de parâmetros, e mostramos que o espectro de autovalores é discreto e, no máximo, enumerável. Foram construídos diagramas de bifurcação que exibiram a ocorrência da bifurcação de Hopf supercrítica, da bifurcação de forquilha supercrítica, e da bifurcação de Hopf dupla. Para alguns pontos de bifurcação de Hopf dupla, ressonantes e não ressonantes, foi calculada numericamente a série temporal, construído o espaço de fase e gerado o mapa de primeiro retorno para uma dada seção de Poincaré. Por fim, realizamos a discretização da equação do oscilador e fizemos uma breve análise da dinâmica da equação não linear de diferenças resultante. / The dynamics of the delay differential equation x 2 pontos + 2ax ponto + bx = f(x ), for the nonlinear function f(x) = tanh(x), has been analyzed as a function of the parameters a, b, and the delay , where x = x(t ). This model describes a damped harmonic oscillator subject to feedback with delay . Here, we have examined the cases of negative feedback (< 0) and positive feedback ( > 0). The method of steps have been used to show the property of solutions smoothing, for the nonlinear delay differential equation, for the increasing t. We have analyzed the local stability, made the stability charts, and showed that the spectrum of eigenvalues is discrete and at most enumerable. We have constructed the bifurcation diagrams that showed the occurrence of supercritical Hopf bifurcation, the supercritical pitchfork bifurcation and double Hopf bifurcation. For some points of resonant and non-resonant double Hopf bifurcation we have numerically calculated the time series, produced the phase space, and generated the first return map for a given Poincaré section. Finally, we have performed a discretization of the equation and made a brief analysis of the dynamics of the resulting nonlinear difference equation.

In recent years, there has been increasing interest in studying time-delayed coupled networks of oscillators since these occur in many real life applications. In many cases symmetry, patterns can emerge in these networks; as a consequence, a part of the system might repeat itself, and properties of this symmetric subsystem represent the whole dynamics. In this thesis, an analysis of a second order N-node time-delay fully connected network is made. This study is carried out using symmetry groups. The existence of multiple eigenvalues forced by symmetry is shown, as well as the possibility of uncoupling the linearization at equilibria, into irreducible representations due to the symmetry. The existence of steady-state and Hopf bifurcations in each irreducible representation is also proved. Three different models are used to analyze the network dynamics, namely, the full-phase, the phase, and the phase-difference model. A finite set of frequencies &#969; is also determined, which might correspond to Hopf bifurcations in each case for critical values of the delay. Although we restrict our attention to second order nodes, the results could be extended to higher order networks provided the time-delay in the connections between nodes remains equal. / Nos últimos anos, tem havido um crescente interesse em estudar redes de osciladores acopladas com retardo de tempo uma vez que estes ocorrem em muitas aplicações da vida real. Em muitos casos, simetria e padrões podem surgir nessas redes; em consequência, uma parte do sistema pode repetir-se, e as propriedades deste subsistema simétrico representam a dinâmica da rede toda. Nesta tese é feita uma análise de uma rede de N nós de segunda ordem totalmente conectada com atraso de tempo. Este estudo é realizado utilizando grupos de simetria. É mostrada a existência de múltiplos valores próprios forçados por simetria, bem como a possibilidade de desacoplamento da linearização no equilíbrio, em representações irredutíveis. É também provada a existência de bifurcações de estado estacionário e Hopf em cada representação irredutível. São usados três modelos diferentes para analisar a dinâmica da rede: o modelo de fase completa, o modelo de fase, e o modelo de diferença de fase. É também determinado um conjunto finito de frequências &#969;, que pode corresponder a bifurcações de Hopf em cada caso, para valores críticos do atraso. Apesar de restringir a nossa atenção para nós de segunda ordem, os resultados podem ser estendido para redes de ordem superior, desde que o tempo de atraso nas conexões entre nós permanece igual.

The analysis of time-delayed dynamics on networks may help to understand many systems from physics, biology, and engineering, such as coupled laser arrays, gene-regulatory networks and complex ecosystems. Beside the complexity due to the network structure, the analysis is further complicated by the presence of the delays. Delay systems are in general infinite dimensional and thus can display complex dynamics as oscillations and chaos. The mathematical difficulties related to the delays hinders the analysis of delay networks. Thus, little is known yet about basic relations between network structure and delay dynamics. It has been shown that networks without delays can be studied efficiently with the generalized modeling approach, which analyzes the stability of an assumed steady state by a direct parametrization of the Jacobian matrix. In this thesis, I demonstrate the extension of the generalized modeling approach to delay networks and analyze networks of delay-coupled delay oscillators, with delayed auto-catalytic growth on the nodes and delayed transport between nodes. For degree-homogeneous networks (DHONs), in which each node has the same number of links, the bifurcation lines that border the stable areas can be calculated analytically, where the topology of the network is described only by the eigenvalues of the adjacency matrix. For undirected networks, the stability pattern in the parameter space of growth and transport delay is governed by two periodic sets of tongues of instability, which depend on the largest positive and the smallest negative eigenvalue. The direct relation between the eigenvalue and the bifurcation lines allows us to predict stability patterns for networks with certain topological properties. Thus, bipartite networks display a characteristic periodicity of tongues. In order to analyze the stability of degree-heterogeneous networks (DHENs), I apply a numerical sampling method based on Cauchy\'s Argument Principle. The stability patterns of these networks resembles the pattern of DHONs, which is governed by the two periodic sets. For networks with sufficiently many links, one set disappears, and the stability of DHENs can be approximates by the stability of a fully-connected network with the same average degree. However, random DHENs tend to be more stable than DHONs, and DHENs with a broad degree-distribution tend to be more stable than DHENs with a narrow distribution. Thus, such networks are more likely to give rise to amplitude death, i.e. the stabilization of an unstable steady state through diffusive coupling. The stability pattern of DHENs can be qualitatively different than the pattern in DHONs. However, for small growth delays, close to the critical delay of the single node system, the bifurcation lines of all DHENs with the same average degree coincide. This, is particularly interesting, because there the stability depends on a global property of the network, which suggests a diverging interaction length. In summary, the extension of generalized modeling to time-delay networks reveals basic relations between the delay dynamics and the topology. The generality of our model should allow to apply these results to a large class of real-world systems.

abstract: The increased number of novel pathogens that potentially threaten the human population has motivated the development of mathematical and computational modeling approaches for forecasting epidemic impact and understanding key environmental characteristics that influence the spread of diseases. Yet, in the case that substantial uncertainty surrounds the transmission process during a rapidly developing infectious disease outbreak, complex mechanistic models may be too difficult to be calibrated quick enough for policy makers to make informed decisions. Simple phenomenological models that rely on a small number of parameters can provide an initial platform for assessing the epidemic trajectory, estimating the reproduction number and quantifying the disease burden from the early epidemic phase. Chapter 1 provides background information and motivation for infectious disease forecasting and outlines the rest of the thesis. In chapter 2, logistic patch models are used to assess and forecast the 2013-2015 West Africa Zaire ebolavirus epidemic. In particular, this chapter is concerned with comparing and contrasting the effects that spatial heterogeneity has on the forecasting performance of the cumulative infected case counts reported during the epidemic. In chapter 3, two simple phenomenological models inspired from population biology are used to assess the Research and Policy for Infectious Disease Dynamics (RAPIDD) Ebola Challenge; a simulated epidemic that generated 4 infectious disease scenarios. Because of the nature of the synthetically generated data, model predictions are compared to exact epidemiological quantities used in the simulation. In chapter 4, these models are applied to the 1904 Plague epidemic that occurred in Bombay. This chapter provides evidence that these simple models may be applicable to infectious diseases no matter the disease transmission mechanism. Chapter 5, uses the patch models from chapter 2 to explore how migration in the 1904 Plague epidemic changes the final epidemic size. The final chapter is an interdisciplinary project concerning within-host dynamics of cereal yellow dwarf virus-RPV, a plant pathogen from a virus group that infects over 150 grass species. Motivated by environmental nutrient enrichment due to anthropological activities, mathematical models are employed to investigate the relevance of resource competition to pathogen and host dynamics. / Dissertation/Thesis / Doctoral Dissertation Applied Mathematics 2016

A dinâmica da equação diferencial com retardo x 2 pontos + 2ax ponto + bx = f(x ), para a função não linear f(x) = tanh(x), foi analisada como função dos parâmetros a, b, e do retardo , onde x = x(t ). Esse modelo descreve um oscilador harmônico amortecido sujeito a retroalimentação com retardo . Nesse estudo, examinamos os casos de retroalimentação negativa ( < 0) e positiva ( > 0). Usamos o método de passos para mostrar a propriedade de suavização da solução, da equação diferencial não linear com retardo, com o crescimento de t. Fizemos a análise da estabilidade local, construímos as cartas de estabilidade no espaço de parâmetros, e mostramos que o espectro de autovalores é discreto e, no máximo, enumerável. Foram construídos diagramas de bifurcação que exibiram a ocorrência da bifurcação de Hopf supercrítica, da bifurcação de forquilha supercrítica, e da bifurcação de Hopf dupla. Para alguns pontos de bifurcação de Hopf dupla, ressonantes e não ressonantes, foi calculada numericamente a série temporal, construído o espaço de fase e gerado o mapa de primeiro retorno para uma dada seção de Poincaré. Por fim, realizamos a discretização da equação do oscilador e fizemos uma breve análise da dinâmica da equação não linear de diferenças resultante. / The dynamics of the delay differential equation x 2 pontos + 2ax ponto + bx = f(x ), for the nonlinear function f(x) = tanh(x), has been analyzed as a function of the parameters a, b, and the delay , where x = x(t ). This model describes a damped harmonic oscillator subject to feedback with delay . Here, we have examined the cases of negative feedback (< 0) and positive feedback ( > 0). The method of steps have been used to show the property of solutions smoothing, for the nonlinear delay differential equation, for the increasing t. We have analyzed the local stability, made the stability charts, and showed that the spectrum of eigenvalues is discrete and at most enumerable. We have constructed the bifurcation diagrams that showed the occurrence of supercritical Hopf bifurcation, the supercritical pitchfork bifurcation and double Hopf bifurcation. For some points of resonant and non-resonant double Hopf bifurcation we have numerically calculated the time series, produced the phase space, and generated the first return map for a given Poincaré section. Finally, we have performed a discretization of the equation and made a brief analysis of the dynamics of the resulting nonlinear difference equation.

La dengue est une infection virale qui touche de 100 à 400 millions d'individus chaque année. Selon l'OMS, « la dengue sévère est l’une des principales maladies graves et causes de décès dans certains pays d’Asie et d’Amérique latine ». Il est justifiable de modéliser la propagation de cette maladie dans une population à l'aide de modèles mathématiques compartimentaux. Les travaux de Forshey et al. sur la fièvre dengue semblent indiquer la possibilité qu'une infection à la dengue ne donne pas une immunité à long terme contre les différents sérotypes du virus, et qu'une réinfection homotypique à la dengue serait commune. Nous étudions un modèle SIRS de la dengue qui prend en compte cette perte d'immunité via un système d'équations différentielles à délai. Nous caractérisons les états stationnaires et leur stabilité en termes des différents paramètres considérés, notamment les taux de reproduction de base associés à chacun des sérotypes de la dengue. Nous étudions les bifurcations du système en ses principaux paramètres, notamment les bifurcations de Hopf émergeant de la présence d'un délai dans le système d'équations différentielles. Des simulations numériques du modèle sont présentées afin de représenter les différents régimes du modèle à l'étude. / Dengue is a viral infection affecting from 100 to 400 million people each year. According to the WHO, "severe dengue is a leading cause of serious illness and death in some Asian and Latin American countries". This justifies the modelling of this illness's propagation in a population using mathematical compartmental models. Results of Forshey et al. on dengue fever seem to indicate the possibility that a dengue infection does not yield a long term immunity against the different dengue serotypes, and that an homotypical reinfection could be common. We study a SIRS model for the dengue virus that takes into account this loss of immunity via a system of delay differential equations. We characterize the stationary states and their stability in terms of the different parameters considered, in particular the basic reproduction ratios associated to each dengue serotype. We study the system's bifurcations in its main parameters, especially the Hopf bifurcations arising from the presence of a delay in the system of differential equations. Numerical simulations of the model are presented to represent the model's different regimes.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20156号 / 理博第4241号 / 新制||理||1610(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 國府 寛司, 教授 上田 哲生, 教授 堤 誉志雄 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Sei (X(t), t>= -r) ein stationärer stochastischer Prozess, der die affine stochastische Differentialgleichung mit Gedächtnis dX(t)=L(X(t+s))dt+sigma dW(t), t>= 0, löst, wobei sigma>0, (W(t), t>=0) eine Standard-Brownsche Bewegung und L ein stetiges lineares Funktional auf dem Raum der stetigen Funktionen auf [-r,0], dargestellt durch ein endliches signiertes Maß a, bezeichnet. Wir nehmen an, dass eine Trajektorie (X(t), -r 0, konvergiert. Diese Rate ist schlechter als in vielen klassischen Fällen. Wir beweisen jedoch eine untere Schranke, die zeigt, dass keine Schätzung eine bessere Rate im Minimax-Sinn aufweisen kann. Für zeit-diskrete Beobachtungen von maximalem Abstand Delta konvergiert die Galerkin-Schätzung immer noch mit obiger Rate, sofern Delta is in etwa von der Ordnung T^(-1/2). Hingegen wird bewiesen, dass für festes Delta unabhängig von T die Rate sich signifikant verschlechtern muss, indem eine untere Schranke von T^(-s/(2s+6)) gezeigt wird. Außerdem wird eine adaptive Schätzung basierend auf Wavelet-Thresholding-Techniken für das assoziierte schlechtgestellte Problem konstruiert. Diese nichtlineare Schätzung erreicht die obige Minimax-Rate sogar für die allgemeinere Klasse der Besovräume B^s_(p,infinity) mit p>max(6/(2s+3),1). Die Restriktion p>=max(6/(2s+3),1) muss für jede Schätzung gelten und ist damit inhärent mit dem Schätzproblem verknüpft. Schließlich wird ein Hypothesentest mit nichtparametrischer Alternative vorgestellt, der zum Beispiel für das Testen auf Gedächtnis verwendet werden kann. Dieser Test ist anwendbar für eine L^2-Trennungsrate zwischen Hypothese und Alternative der Ordnung T^(-s/(2s+2.5)). Diese Rate ist wiederum beweisbar optimal für jede mögliche Teststatistik. Für die Beweise müssen die Parameterabhängigkeit der stationären Lösungen sowie die Abbildungseigenschaften der assoziierten Kovarianzoperatoren detailliert bestimmt werden. Weitere Resultate von allgemeinem Interessen beziehen sich auf die Mischungseigenschaft der stationären Lösung, eine Fallstudie zu exponentiellen Gewichtsfunktionen sowie der Approximation des stationären Prozesses durch autoregressive Prozesse in diskreter Zeit. / Let (X(t), t>= -r) be a stationary stochastic process solving the affine stochastic delay differential equation dX(t)=L(X(t+s))dt+sigma dW(t), t>= 0, with sigma>0, (W(t), t>=0) a standard one-dimensional Brownian motion and with a continuous linear functional L on the space of continuous functions on [-r,0], represented by a finite signed measure a. Assume that a trajectory (X(t), -r 0. This rate is worse than those obtained in many classical cases. However, we prove a lower bound, stating that no estimator can attain a better rate of convergence in a minimax sense. For discrete time observations of maximal distance Delta, the Galerkin estimator still attains the above asymptotic rate if Delta is roughly of order T^(-1/2). In contrast, we prove that for observation intervals Delta, with Delta independent of T, the rate must deteriorate significantly by providing the rate estimate T^(-s/(2s+6)) from below. Furthermore, we construct an adaptive estimator by applying wavelet thresholding techniques to the corresponding ill-posed inverse problem. This nonlinear estimator attains the above minimax rate even for more general classes of Besov spaces B^s_(p,infinity) with p>max(6/(2s+3),1). The restriction p >= 6/(2s+3) is shown to hold for any estimator, hence to be inherently associated with the estimation problem. Finally, a hypothesis test with a nonparametric alternative is constructed that could for instance serve to decide whether a trajectory has been generated by a stationary process with or without time delay. The test works for an L^2-separation rate between hypothesis and alternative of order T^(-s/(2s+2.5)). This rate is again shown to be optimal among all conceivable tests. For the proofs, the parameter dependence of the stationary solutions has to be studied in detail and the mapping properties of the associated covariance operators have to be determined exactly. Other results of general interest concern the mixing properties of the stationary solution, a case study for exponential weight functions and the approximation of the stationary process by discrete time autoregressive processes.

In dieser Arbeit werden einige Probleme im Zusammenhang mit der Erzeugung ultrakurzer Pulse in modengekoppelten Lasern unter Verwendung analytischer und numerischer Methoden theoretisch untersucht. Weiterhin werden einige Resultate über die Strahlung resonanter Medien, welche durch einen ultrakurzen Überlichtgeschwindigkeits-Lichtpuls angeregt werden, dargestellt. / In this thesis current problems related to the generation of short optical pulses in mode-locked lasers are considered in a theoretical context. We use numerical and analytical methods to study these problems. Additionally, the problem of resonant medium radiation excited by ultrashort light pulse propagating at superluminal velocity is investigated.

Dans ce travail, nous étudions deux types de problèmes à retard. Le premier traite des oscillateurs optoélectroniques (OOEs). Un OOE est un système bouclé permettant de délivrer une onde électromagnétique radio-fréquence de grande pureté spectrale et de faible bruit électronique. Le second problème traite du couplage retardé de neurones. Une nouvelle forme de synchronisation est observée où un régime oscillant est une alternative à un état stationnaire stable. Ces deux problèmes présentent des oscillations de type slow-fast. Une grande partie de ma thèse est dévouée à l’analyse de ces régimes. Etant donné qu’il s’agit d’équations nonlinéaires à retard, les techniques asymptotiques classiques ont dû être revues. En plus d’une étude théorique, des expériences ont été effectuées. Le travail sur les OOEs a été rendu possible grâce aux invitations respectives de L. Larger dans son laboratoire à l’Université de Franche-Comté et de D.J. Gauthier à Duke University. Le travail sur le couplage de neurones a bénéficié d’expériences réalisées par L. Keuninckx du groupe « Applied Physics » de la Vrije Universiteit Brussel.<p>Une contribution importante de cette thèse est à la fois l’analyse mathématique mais aussi l’observation expérimentale d’ondes carrées stables asymétriques présentant des longueurs de plateau différentes mais ayant la même période dans un OOE. Une bifurcation de Hopf primaire d’un état stationnaire est le mécanisme menant à ces régimes. Un deuxième phénomène qui a été à la fois observé pour l’OOE et pour les neurones couplés est la coexistence entre plusieurs ondes carrées ayant des périodes différentes. Pour l’OOE, ces oscillations peuvent être reliées à plusieurs bifurcations de Hopf primaires qui sont proches les unes des autres à cause du grand délai. Le mécanisme de stabilité est similaire à celui de "Eckhaus" pour les systèmes spatialement étendus. Pour le couplage de cellules excitables, nous avons étudié des équations couplées de type FitzHugh-Nagumo (FHN) linéaires par morceaux et obtenu des résultats analytiques. Nous montrons que le mécanisme menant à ces régimes périodiques correspond à un point limite d’un cycle-limite. La robustesse de ces régimes par rapport au bruit a ensuite été explorée expérimentalement en utilisant des circuits électroniques couplés et retardés. Ce système peut être modélisé mathématiquement par les mêmes équations de type FHN. Pour terminer, nous montrons que les équations pour l’OOE et le FHN possèdent des propriétés similaires. Ceci nous permet de généraliser nos principaux résultats à une plus grande variété d’équations différentielles à retard. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished