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Scaling of Stochasticity in Dengue Hemorrhagic Fever Epidemics

M. Aguiar, B.W. Kooi, J. Martins, N. Stollenwerk (2012)

Mathematical Modelling of Natural Phenomena

In this paper we analyze the stochastic version of a minimalistic multi-strain model, which captures essential differences between primary and secondary infections in dengue fever epidemiology, and investigate the interplay between stochasticity, seasonality and import. The introduction of stochasticity is needed to explain the fluctuations observed in some of the available data sets, revealing a scenario where noise and complex deterministic skeleton...

SLE and triangles.

Dubédat, Julien (2003)

Electronic Communications in Probability [electronic only]

Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

David J. Knezevic, Endre Süli (2009)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to + ∞ along the boundary ∂ D of the computational domain D . Using a symmetrization...

Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

David J. Knezevic, Endre Süli (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization...

Stochastic differential inclusions of Langevin type on Riemannian manifolds

Yuri E. Gliklikh, Andrei V. Obukhovskiĭ (2001)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.

Stochastic foundations of the universal dielectric response

Agnieszka Jurlewicz (2003)

Applicationes Mathematicae

We present a probabilistic model of the microscopic scenario of dielectric relaxation. We prove a limit theorem for random sums of a special type that appear in the model. By means of the theorem, we show that the presented approach to relaxation phenomena leads to the well known Havriliak-Negami empirical dielectric response provided the physical quantities in the relaxation scheme have heavy-tailed distributions. The mathematical model, presented here in the context of dielectric relaxation, can...

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