J.L.A. Dubbeldam
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23 records found
1
We examine the behavior of a colloidal particle immersed in a viscoelastic bath undergoing stochastic resetting at a rate r . Microscopic probes suspended in a viscoelastic environment do not follow the classical theory of Brownian motion. This is primarily because the memory from successive collisions between the medium particles and the probes does not necessarily decay instantly as opposed to the classical Langevin equation. To treat such a system, one needs to incorporate the memory effects into the Langevin equation. The resulting equation formulated by Kubo, known as the generalized Langevin equation (GLE), has been instrumental to describing the transport of particles in inhomogeneous or viscoelastic environments. The purpose of this work, henceforth, is to study the behavior of such a colloidal particle governed by the GLE under resetting dynamics. To this end, we extend the renewal formalism to compute the general expression for the position variance and the correlation function of the resetting particle driven by the environmental memory. These generic results are then illustrated for the prototypical example of the Jeffreys viscoelastic fluid model. In particular, we identify various timescales and intermittent plateaus in the transient phase before the system relaxes to the steady state; and further discuss the effect of resetting pertaining to these behaviors. Our results are supported by numerical simulations showing an excellent agreement.
Stackelberg Evolutionary Games of Cancer Treatment
What Treatment Strategy to Choose if Cancer Can be Stabilized?
We present a game-theoretic model of a polymorphic cancer cell population where the treatment-induced resistance is a quantitative evolving trait. When stabilization of the tumor burden is possible, we expand the model into a Stackelberg evolutionary game, where the physician is the leader and the cancer cells are followers. The physician chooses a treatment dose to maximize an objective function that is a proxy of the patient’s quality of life. In response, the cancer cells evolve a resistance level that maximizes their proliferation and survival. Assuming that cancer is in its ecological equilibrium, we compare the outcomes of three different treatment strategies: giving the maximum tolerable dose throughout, corresponding to the standard of care for most metastatic cancers, an ecologically enlightened therapy, where the physician anticipates the short-run, ecological response of cancer cells to their treatment, but not the evolution of resistance to treatment, and an evolutionarily enlightened therapy, where the physician anticipates both ecological and evolutionary consequences of the treatment. Of the three therapeutic strategies, the evolutionarily enlightened therapy leads to the highest values of the objective function, the lowest treatment dose, and the lowest treatment-induced resistance. Conversely, in our model, the maximum tolerable dose leads to the worst values of the objective function, the highest treatment dose, and the highest treatment-induced resistance.
Stackelberg evolutionary game theory
How to manage evolving systems
Stackelberg evolutionary game (SEG) theory combines classical and evolutionary game theory to frame interactions between a rational leader and evolving followers. In some of these interactions, the leader wants to preserve the evolving system (e.g. fisheries management), while in others, they try to drive the system to extinction (e.g. pest control). Often the worst strategy for the leader is to adopt a constant aggressive strategy (e.g. overfishing in fisheries management or maximum tolerable dose in cancer treatment). Taking into account the ecological dynamics typically leads to better outcomes for the leader and corresponds to the Nash equilibria in game-theoretic terms. However, the leader's most profitable strategy is to anticipate and steer the eco-evolutionary dynamics, leading to the Stackelberg equilibrium of the game. We show how our results have the potential to help in fields where humans try to bring an evolutionary system into the desired outcome, such as, among others, fisheries management, pest management and cancer treatment. Finally, we discuss limitations and opportunities for applying SEGs to improve the management of evolving biological systems. This article is part of the theme issue 'Half a century of evolutionary games: a synthesis of theory, application and future directions'.
This paper develops and analyzes a Markov chain model for the treatment of cancer. Cancer therapy is modeled as the patient's Markov Decision Problem, with the objective of maximizing the patient's discounted expected quality of life years. Patients make decisions on the duration of therapy based on the progression of the disease as well as their own preferences. We obtain a powerful analytic decision tool through which patients may select their preferred treatment strategy. We illustrate the tradeoffs patients in a numerical example and calculate the value lost to a cohort in suboptimal strategies. In a second model patients may make choices to include drug holidays. By delaying therapy, the patient temporarily forgoes the gains of therapy in order to delay its side effects. We obtain an analytic tool that allows numerical approximations of the optimal times of delay.
Fisheries management as a Stackelberg Evolutionary Game
Finding an evolutionarily enlightened strategy
Fish populations subject to heavy exploitation are expected to evolve over time smaller average body sizes. We introduce Stackelberg evolutionary game theory to show how fisheries management should be adjusted to mitigate the potential negative effects of such evolutionary changes. We present the game of a fisheries manager versus a fish population, where the former adjusts the harvesting rate and the net size to maximize profit, while the latter responds by evolving the size at maturation to maximize the fitness. We analyze three strategies: i) ecologically enlightened (leading to a Nash equilibrium in game-theoretic terms); ii) evolutionarily enlightened (leading to a Stackelberg equilibrium) and iii) domestication (leading to team optimum) and the corresponding outcomes for both the fisheries manager and the fish. Domestication results in the largest size for the fish and the highest profit for the manager. With the Nash approach the manager tends to adopt a high harvesting rate and a small net size that eventually leads to smaller fish. With the Stackelberg approach the manager selects a bigger net size and scales back the harvesting rate, which lead to a bigger fish size and a higher profit. Overall, our results encourage managers to take the fish evolutionary dynamics into account. Moreover, we advocate for the use of Stackelberg evolutionary game theory as a tool for providing insights into the eco-evolutionary consequences of exploiting evolving resources.
In the classical susceptible-infected-susceptible (SIS) model, a disease or infection spreads over a given, mostly fixed graph. However, in many real complex networks, the topology of the underlying graph can change due to the influence of the dynamical process. In this paper, besides the spreading process, the network adaptively changes its topology based on the states of the nodes in the network. An entire class of link-breaking and link-creation mechanisms, which we name Generalized Adaptive SIS (G-ASIS), is presented and analyzed. For each instance of G-ASIS using the complete graph as initial network, the relation between the epidemic threshold and the effective link-breaking rate is determined to be linear, constant, or unknown. Additionally, we show that there exist link-breaking and link-creation mechanisms for which the metastable state does not exist. We confirm our theoretical results with several numerical simulations.
In this paper, we focus on option pricing models based on time-fractional diffusion with generalized Hilfer-Prabhakar derivative. It is demonstrated how the option is priced for fractional cases of European vanilla option pricing models. Series representations of the pricing formulas and the risk-neutral parameter under the time-fractional diffusion are also derived.
The linear relation between Kemeny's constant, a graph metric directly linked with random walks, and the effective graph resistance in a regular graph has been an incentive to calculate Kemeny's constant for various networks. In this paper we consider complete bipartite graphs, (generalized) windmill graphs and tree networks with large diameter and give exact expressions of Kemeny's constant. For non-regular graphs we propose two approximations for Kemeny's constant by adding to the effective graph resistance term a linear term related to the degree heterogeneity in the graph. These approximations are exact for complete bipartite graphs, but show some discrepancies for generalized windmill and tree graphs. However, we show that a recently obtained upper-bound for Kemeny's constant in Wang et al. (2017) based on the pseudo inverse Laplacian gives the exact value of Kemeny's constant for generalized windmill graphs. Finally, we have evaluated Kemeny's constant, its two approximations and its upper bound, for 243 real-world networks. This evaluation reveals that the upper bound is tight, with average relative error of only 0.73%. In most cases the upper bound clearly outperforms the other two approximations.
We study generalized diffusion-wave equation in which the second order time derivative is replaced by an integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular cases. We consider different memory kernels of the integro-differential operator, derive corresponding fundamental solutions, specify the conditions of their non-negativity and calculate the mean squared displacement for all cases. In particular, we introduce and study generalized diffusion-wave equations with a regularized Prabhakar derivative of single and distributed orders. The equations considered can be used for modeling the broad spectrum of anomalous diffusion processes and various transitions between different diffusion regimes.
This paper presents a parameter estimation method to determine the linear behavior of an object constructed of thin plates. Based on the magnetostatic field equations, an integral equation is derived that fully determines the induced magnetization, whenever the spatial magnetic susceptibility distribution is known. This forward problem is used as an underlying physical model for the parameter estimation method. Using near-field magnetic measurements around a thin plate, the parameter estimation yields a distribution of the magnetic susceptibility. Furthermore, a sensitivity analysis is performed to understand the behavior of this parameter estimation method.
The traditional secondary frequency control of power systems restores nominal frequency by steering Area Control Errors (ACEs) to zero. Existing methods are a form of integral control with the characteristic that large control gain coefficients introduce an overshoot and small ones result in a slow convergence to a steady state. In order to deal with the large frequency deviation problem, which is the main concern of the power system integrated with a large number of renewable energy, a faster convergence is critical. In this paper, we propose a secondary frequency control method named Power-Imbalance Allocation Control (PIAC) to restore the nominal frequency with a minimized control cost, in which a coordinator estimates the power imbalance and dispatches the control inputs to the controllers after solving an economic power dispatch problem. The power imbalance estimation converges exponentially in PIAC, both overshoots and large frequency deviations are avoided. In addition, when PIAC is implemented in a multi-area controlled network, the controllers of an area are independent of the disturbance of the neighbor areas, which allows an asynchronous control in the multi-area network. A Lyapunov stability analysis shows that PIAC is locally asymptotically stable and simulation results illustrate that it effectively eliminates the drawback of the traditional integral control based methods.
Synchronization of Cyclic Power Grids
Equilibria and Stability of the Synchronous State
and their stability for cyclic power grids. We calculate the number of stable equilibria and investigate both the linear and nonlinear stability of the synchronous state. The linear stability analysis shows that the stability of the state, determined by the smallest nonzero eigenvalue, is inversely proportional to the size of the network. We use the energy barrier to measure the nonlinear stability and calculate it by comparing the potential energy of the type-1 saddles with that of the stable synchronous
state. We find that the energy barrier depends on the network size ($N$) in a more complicated fashion compared to the linear stability. In particular, when the generators and consumers are evenly distributed in an alternating way, the energy barrier decreases to a constant when $N$ approaches infinity.
For a heterogeneous distribution of generators and consumers, the energy barrier decreases with $N$. The more heterogeneous the distribution is, the stronger the energy barrier depends on $N$. Finally, we find that by comparing situations with equal line loads in
cyclic and tree networks, tree networks exhibit reduced stability. This difference disappears in the limit of $N\to\infty$. This finding corroborates previous results reported in the literature and suggests that cyclic (sub)networks may be applied to enhance power
transfer while maintaining stable synchronous operation. ...
and their stability for cyclic power grids. We calculate the number of stable equilibria and investigate both the linear and nonlinear stability of the synchronous state. The linear stability analysis shows that the stability of the state, determined by the smallest nonzero eigenvalue, is inversely proportional to the size of the network. We use the energy barrier to measure the nonlinear stability and calculate it by comparing the potential energy of the type-1 saddles with that of the stable synchronous
state. We find that the energy barrier depends on the network size ($N$) in a more complicated fashion compared to the linear stability. In particular, when the generators and consumers are evenly distributed in an alternating way, the energy barrier decreases to a constant when $N$ approaches infinity.
For a heterogeneous distribution of generators and consumers, the energy barrier decreases with $N$. The more heterogeneous the distribution is, the stronger the energy barrier depends on $N$. Finally, we find that by comparing situations with equal line loads in
cyclic and tree networks, tree networks exhibit reduced stability. This difference disappears in the limit of $N\to\infty$. This finding corroborates previous results reported in the literature and suggests that cyclic (sub)networks may be applied to enhance power
transfer while maintaining stable synchronous operation.
Kemeny's constant and its relation to the effective graph resistance has been established for regular graphs by Palacios et al. [1]. Based on the Moore–Penrose pseudo-inverse of the Laplacian matrix, we derive a new closed-form formula and deduce upper and lower bounds for the Kemeny constant. Furthermore, we generalize the relation between the Kemeny constant and the effective graph resistance for a general connected, undirected graph.