The dyadic diaphony is a quantitative measure for the irregularity of distribution of a sequence in the unit cube. In this paper we give formulae for the dyadic diaphony of digital $(0,s)$-sequences over ${\mathbb{Z}}_2$, $s=1,2$. These formulae show that for fixed $s\in \{1,2\}$, the dyadic diaphony has the same values for any digital $(0,s)$-sequence. For $s=1$, it follows that the dyadic diaphony and the diaphony of special digital $(0,1)$-sequences are up to a constant the same. We give the exact asymptotic order of the dyadic diaphony of digital...

The Maxwell type elastic-plastic solids are characterized by decaying the absolute values of the principal components of the deviatoric part of the stress tensor during the plastic relaxation step. We propose a mathematical formulation of such a model which is compatible with the von Mises criterion of plasticity. Numerical examples show the ability of the model to deal with complex physical phenomena.

The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method, Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario method are presented.

We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form ${\left|x\right|}^{\alpha }$, $\alpha \in [1/2,1)$. In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x|α, α ∈ [1/2,1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.

In this note we propose an exact simulation algorithm for the solution of (1)$$\mathrm{d}{X}_t=\mathrm{d}{W}_t+\overline{b}\left(X_t\right)\mathrm{d}t,X_0=x,$$d X t = d W t + b̅ ( X t ) d t,   X 0 = x, where $\overline{b}$b̅is a smooth real function except at point 0 where $\overline{b}(0+)\ne \overline{b}(0-)$b̅(0 + ) ≠ b̅(0 −) . The main idea is to sample an exact skeleton of Xusing an algorithm deduced from the convergence of the solutions of the skew perturbed equation (2)$$\mathrm{d}{X}_t^{\beta }=\mathrm{d}{W}_t+\overline{b}\left(X_t^{\beta }\right)\mathrm{d}t+\beta \mathrm{d}{L}_t^0\left(X^{\beta }\right),X_0=x$$d X t β = d W t + b̅ ( X t β ) d t + β d L t 0 ( X β ) ,   X 0 = x towardsX solution of (1) as β ≠ 0 tends to 0. In this note, we show that this convergence...

In this paper, we propose a numerical method to solve stochastic elliptic interface problems with random interfaces. Shape calculus is first employed to derive the shape-Taylor expansion in the framework of the asymptotic perturbation approach. Given the mean field and the two-point correlation function of the random interface, we can thus quantify the mean field and the variance of the random solution in terms of certain orders of the perturbation amplitude by solving a deterministic elliptic interface...

We consider an initial and Dirichlet boundary value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. Discretizing the space-time white noise a modelling error is introduced and a regularized fourth-order linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the regularized problem are constructed by using, for discretization in space, a Galerkin finite element method...

The current powerful graphics cards, providing stunning real-time visual effects for computer-based entertainment, have to accommodate powerful hardware components that are able to deliver the photo-realistic simulation to the end-user. Given the vast computing power of the graphics hardware, its producers very often offer a programming interface that makes it possible to use the computational resources of the graphics processors (GPU) to more general purposes. This step gave birth to the so-called...

Polymerization of proteins is a biochemical process involved in different diseases. Mathematically, it is generally modeled by aggregation-fragmentation-type equations. In this paper we consider a general polymerization model and propose a high-order numerical scheme to investigate the behavior of the solution. An important property of the equation is the mass conservation. The WENO scheme is built to preserve the total mass of proteins along time....

In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better convergence properties compared to standard polynomial subspaces such as Total Degree or Tensor Product. We consider then the Stochastic Collocation method, and use the previous estimates to introduce...

In vitro transmesothelial migration assays of ovarian cancer cells, isolated or aggregated in multicellular spheroids, are reproduced deducing suitable Cellular Potts Models (CPM). We show that the simulations are in good agreement with the experimental evidence and that the overall process is regulated by the activity of matrix metalloproteinases (MMPs) and by the interplay of the adhesive properties of the cells with the extracellular matrix and...

We study the influence of time delays on the dynamics of the general Hahnfeldt et al. model of an angiogenesis process. We analyse the dynamics of the system for different values of the parameter α which reflects the strength of stimulation of the vessel formation process. Time delays are introduced in three subprocesses: tumour growth, stimulation and inhibition of vessel formation (represented by endothelial cell dynamics). We focus on possible destabilisation of the positive steady state due...

Epidemiologic data suggest that schools and daycare facilities likely play a major role in the dissemination of influenza. Pathogen transmission within such small, inhomogenously mixed populations is difficult to model using traditional approaches. We developed simulation based mathematical tool to investigate the effects of social contact networks on pathogen dissemination in a setting analogous to a daycare center or grade school. Here we show...