Non-linear Dynamics Commons^™

Oscillatory And Monotonic Modes Of Long-Wave Marangoni Convection In A Thin Film, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

We study long-wave Marangoni convection in a layer heated from below. Using the scaling k=O Bi, where k is the wave number and Bi is the Biot number, we derive a set of amplitude equations. Analysis of this set shows presence of monotonic and oscillatory modes of instability. Oscillatory mode has not been previously found for such direction of heating. Studies of weakly nonlinear dynamics demonstrate that stable steady and oscillatory patterns can be found near the stability threshold.

Oscillatory And Monotonic Modes Of Long-Wave Marangoni Convection In A Thin Film, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

We study long-wave Marangoni convection in a layer heated from below. Using the scaling k=O Bi, where k is the wave number and Bi is the Biot number, we derive a set of amplitude equations. Analysis of this set shows presence of monotonic and oscillatory modes of instability. Oscillatory mode has not been previously found for such direction of heating. Studies of weakly nonlinear dynamics demonstrate that stable steady and oscillatory patterns can be found near the stability threshold.

Metastability And Plasticity In A Conceptual Model Of Neurons, Bo Deng

Department of Mathematics: Faculty Publications

For a new class of neuron models we demonstrate here that typical membrane action potentials and spike-bursts are only transient states but appear to be asymptotically stable; and yet such metastable states are plastic — being able to dynamically change from one action potential to another with different pulse frequencies and from one spike-burst to another with different spike-per-burst numbers. The pulse and spike-burst frequencies change with individual ions’ pump currents while their corresponding metastable-plastic states maintain the same transmembrane voltage and current profiles in range. It is also demonstrated that the plasticity requires two one-way ion pumps operating in …

A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge

Articles

This paper presents a generalized model for simulating wavefields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of this …

From Energy Gradient And Natural Selection To Biodiversity And Stability Of Ecosystems, Bo Deng

Department of Mathematics: Faculty Publications

The purpose of this paper is to incorporate well-established ecological principles into a foodweb model consisting of four trophic levels --- abiotic resources, plants, herbivores, and carnivores. The underlining principles include Kimura's neutral theory of genetic evolution, Liebig's Law of the Minimum for plant growth, Holling's functionals for herbivore foraging and carnivore predation, the One-Life Rule for all organisms, and Lotka-Volterra's model for intraand interspecific competitions. Numerical simulations of the model led to the following statistical findings: (a) particular foodwebs can give contradicting observations on biodiversity and productivity, in particular, all known functional forms -- - positive, negative, sigmoidal, and …

Multi–Component Nls Models On Symmetric Spaces: Spectral Properties Versus Representations Theory, Vladimir Gerdjikov, Georgi Grahovski

Articles

The algebraic structure and the spectral properties of a special class of multicomponent NLS equations, related to the symmetric spaces of BD.I-type are analyzed. The focus of the study is on the spectral theory of the associated Lax operator to these nonlinear evolutionary equations for different fundamental representations of the underlying simple Lie algebra g. Special attention is paid to the spinor representation of the orthogonal Lie algebras of B type.

Symmetry And Stability Of Homogeneous Flocks, J. J. P. Veerman

Mathematics and Statistics Faculty Publications and Presentations

The study of the movement of flocks, whether biological or technological, is motivated by the desire to understand the capability of coherent motion of a large number of agents that only receive very limited information. In a biological flock a large group of animals seek their course while moving in a more or less fixed formation. It seems reasonable that the immediate course is determined by leaders at the boundary of the flock. The others follow: what is their algorithm? The most popular technological application consists of cars on a one-lane road. The light turns green and the lead car …

Financial Securities Under Nonlinear Diffusion Asset Pricing Model, Andrey Vasilyev

Theses and Dissertations (Comprehensive)

In this thesis we investigate two pricing models for valuing financial derivatives. Both models are diffusion processes with a linear drift and nonlinear diffusion coefficient. The forward price process of these models is a martingale under an assumed risk-neutral measure and the transition probability densities are given in analytically closed form. Specifically, we study and calibrate two different families of models that are constructed based on a so-called diffusion canonical transformation. One family follows from the Ornstein-Uhlenbeck diffusion (the UOU family) and the other—from the Cox-Ingersoll-Ross process (the Confluent-U family).

The first part of the thesis considers single-asset and multi-asset …