Networks and Heterogeneous Media

Published by American Institute of Mathematical Sciences

Print ISSN: 1556-1801,1556-181X


Figure 1: Multiplex evolutive competitivity network M G ( σ 1 , · · · , σ 5 ) asso- 
Table 1 .
Table 3 .
The data from the IBEX-35 returns and volatilities have been extracted from the Invertia website [23].
Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index)
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July 2014


134 Reads






In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical framework consists of a four-layer multiplex network. Regarding the treatment of ties, our approach allows to define a tie between two values when they are close {\em enough}, depending on a threshold. We show an application using data from the Spanish Stock Market; we analyse the series of rankings defined by $25$ companies that have contributed to the IBEX-35 return and volatility values over the period 2003 to 2013.

Comparative model accuracy of a data-fitted generalized Aw-Rascle-Zhang model

October 2013


335 Reads

The Aw-Rascle-Zhang (ARZ) model can be interpreted as a generalization of the Lighthill-Whitham-Richards (LWR) model, possessing a family of fundamental diagram curves, each of which represents a class of drivers with a different empty road velocity. A weakness of this approach is that different drivers possess vastly different densities at which traffic flow stagnates. This drawback can be overcome by modifying the pressure relation in the ARZ model, leading to the generalized Aw-Rascle-Zhang (GARZ) model. We present an approach to determine the parameter functions of the GARZ model from fundamental diagram measurement data. The predictive accuracy of the resulting data-fitted GARZ model is compared to other traffic models by means of a three-detector test setup, employing two types of data: vehicle trajectory data, and sensor data. This work also considers the extension of the ARZ and the GARZ models to models with a relaxation term, and conducts an investigation of the optimal relaxation time.

Figure 1: The graph corresponding to the matrix product (14). 
Consensus and synchronization in discrete-time networks of multi-agents with stochastically switching topologies and time delays

December 2009


137 Reads

We analyze stability of consensus algorithms in networks of multi-agents with time-varying topologies and delays. The topology and delays are modeled as induced by an adapted process and are rather general, including i.i.d.\ topology processes, asynchronous consensus algorithms, and Markovian jumping switching. In case the self-links are instantaneous, we prove that the network reaches consensus for all bounded delays if the graph corresponding to the conditional expectation of the coupling matrix sum across a finite time interval has a spanning tree almost surely. Moreover, when self-links are also delayed and when the delays satisfy certain integer patterns, we observe and prove that the algorithm may not reach consensus but instead synchronize at a periodic trajectory, whose period depends on the delay pattern. We also give a brief discussion on the dynamics in the absence of self-links.

Figure 1: Upper bound b(n, m * , c) of Eq. (16) for n = 100 and varying costs c. For c ≤ n 2n−1
Figure 2: A star K 1,8 and an additional edge, appended either from an isolated node to the nodes in the star or between two nodes in the star.
Figure 3: A complete graph K 9 and a node appended.
Figure 4: Maximal value of cost c for which the complete graph can be obtained as an equilibrium network.
Figure 6: Initial (empty) network (top) and stable equilibrium networks for costs c = 0.01 (left), c = 0.2 (bottom) and c = 0.5 (right). The links indicate the mutual exchange of knowledge between agents (R&D collaborations). For all values of cost the complete graph is most efficient, but only for a very small cost, c = 0.01 (left), it is reached in the network evolution. For intermediate costs, (bottom), those agents with a high degree, that are maintaining many links, have smaller utility than those with a small degree. The color saturation of the nodes indicate the utility of the agent compared to the maximum utility. For high costs the stable equilibrium graph is identical to the initial empty graph.
On Algebraic Graph Theory and the Dynamics of Innovation Networks

January 2008


662 Reads

We investigate some of the properties and extensions of a dynamic innovation network model recently introduced in \citep{koenig07:_effic_stabil_dynam_innov_networ}. In the model, the set of efficient graphs ranges, depending on the cost for maintaining a link, from the complete graph to the (quasi-) star, varying within a well defined class of graphs. However, the interplay between dynamics on the nodes and topology of the network leads to equilibrium networks which are typically not efficient and are characterized, as observed in empirical studies of R&D networks, by sparseness, presence of clusters and heterogeneity of degree. In this paper, we analyze the relation between the growth rate of the knowledge stock of the agents from R&D collaborations and the properties of the adjacency matrix associated with the network of collaborations. By means of computer simulations we further investigate how the equilibrium network is affected by increasing the evaluation time $\tau$ over which agents evaluate whether to maintain a link or not. We show that only if $\tau$ is long enough, efficient networks can be obtained by the selfish link formation process of agents, otherwise the equilibrium network is inefficient. This work should assist in building a theoretical framework of R&D networks from which policies can be derived that aim at fostering efficient innovation networks.

Sparse Control of Alignment Models in High Dimension

September 2015


83 Reads

For high dimensional particle systems, governed by smooth nonlinearities depending on mutual distances between particles, one can construct low-dimensional representations of the dynamical system, which allow the learning of nearly optimal control strategies in high dimension with overwhelming confidence. In this paper we present an instance of this general statement tailored to the sparse control of models of consensus emergence in high dimension, projected to lower dimensions by means of random linear maps. We show that one can steer, nearly optimally and with high probability, a high-dimensional alignment model to consensus by acting at each switching time on one agent of the system only, with a control rule chosen essentially exclusively according to information gathered from a randomly drawn low-dimensional representation of the control system.

Figure 2. Examples of optimal transport paths.  
Figure 3. Compatibility between transport plan and transport path.  
Figure 4. A partition in households b and allocation path G.
Figure 5. An example of the sets Ω s (n j ) with n j = 0.8 (blue) and n j = 0.5 (red) when α = 1/2.
On the Ramified Optimal Allocation Problem

June 2013


97 Reads

This paper proposes an optimal allocation problem with ramified transport technologies in a spatial economy. Ramified transportation is used to model network-like branching structures attributed to the economies of scale in group transportation. A social planner aims at finding an optimal allocation plan and an associated optimal allocation path to minimize the overall cost of transporting commodity from factories to households. This problem differentiates itself from existing ramified transport literature in that the distribution of production among factories is not fixed but endogenously determined as observed in many allocation practices. It is shown that due to the transport economies of scale, each optimal allocation plan corresponds equivalently to an optimal assignment map from households to factories. This optimal assignment map provides a natural partition of both households and allocation paths. We develop methods of marginal transportation analysis and projectional analysis to study the properties of optimal assignment maps. These properties are then related to the search for an optimal assignment map in the context of state matrix.

Figure 1: Numerical solution to Eq. (3) with discrete initial datum (38) at two successive times. Bullets are the solution of the ODE system (41) computed by the explicit Euler scheme. The continuous curve is the solution computed by the numerical scheme (19) on meshes with different level of refinement. 
Existence and approximation of probability measure solutions to models of collective behaviors

February 2011


57 Reads

In this paper we consider first order differential models of collective behaviors of groups of agents, based on the mass conservation equation. Models are formulated taking the spatial distribution of the agents as the main unknown, expressed in terms of a probability measure evolving in time. We develop an existence and approximation theory of the solutions to such models and we show that some recently proposed models of crowd and swarm dynamics fit our theoretic paradigm.

Complexity, Selectivity and Asymmetry in the Conformation of the Power Phenomenon. Analysis of Chilean Society

September 2014


102 Reads

In this work we analyzed the relationships between powerful politicians and businessmen of Chile in order to study the phenomenon of social power. We developed our study according to Complex Network Theory but also using traditional sociological theories of Power and Elites. Our analyses suggest that the studied network displays common properties of Complex Networks, such as scaling in connectivity distribution, properties of small-world networks, and modular structure, among others. We also observed that social power (a proposed metric is presented in this work) is also distributed inhomogeneously. However, the most interesting observation is that this inhomogeneous power and connectivity distribution, among other observed properties, may be the result of a dynamic and unregulated process of network growth in which powerful people tend to link to similar others. The compatibility between people, increasingly selective as the network grows, could generate the presence of extremely powerful people, but also a constant inequality of power where the difference between the most powerful is the same as among the least powerful. Our results are also in accordance with sociological theories.

Figure 1. The flow on this network is asymptotically periodic with period 1. 
Figure 2. The three possible states of the family of networks G t in Example 2: Either, all edges of the network 
Figure 3. A junction with two incoming and three outgoing edges. 
Figure 4. A toy example to illustrate Theorem 5.1. 
Asymptotic periodicity of flows in time-depending networks

February 2013


143 Reads

We consider a linear transport equation on the edges of a network with time-varying coefficients. Using methods for non-autonomous abstract Cauchy problems, we obtain well-posedness of the problem and describe the asymptotic profile of the solutions under certain natural conditions on the network. We further apply our theory to a model used for air traffic flow management.

Computing the Asymptotic Spectrum for Networks Representing Energy Landscapes using the Minimal Spanning Tree

February 2014


127 Reads

The concept of metastability has caused a lot of interest in recent years. The spectral decomposition of the generator matrix of a stochastic network exposes all of the transition processes in the system. The assumption of the existence of a low lying group of eigenvalues separated by a spectral gap, leading to factorization of the dynamics, has become a popular theme. We consider stochastic networks representing potential energy landscapes where the states and the edges correspond to local minima and transition states respectively, and the pairwise transition rates are given by the Arrhenuis formula. Using the minimal spanning tree, we construct the asymptotics for eigenvalues and eigenvectors of the generator matrix starting from the low lying group. This construction gives rise to an efficient algorithm for computing the asymptotic spectrum suitable for large and complex networks. We apply it to Wales's Lennard-Jones-38 network with 71887 states and 119853 edges where the underlying potential energy landscape has a double-funnel structure. Our results demonstrate that the concept of metastability should be applied with care to this system. In particular, for the full network, there is no significant spectral gap separating the eigenvalue corresponding to the exit from the wider and shallower icosahedral funnel at any reasonable temperature range.

Stability of non-autonomous difference equations with applications to transport and wave propagation on networks

December 2016


76 Reads

In this paper, we address the stability of non-autonomous difference equations by providing an explicit formula expressing the solution at time $t$ in terms of the initial condition and time-dependent matrix coefficients. We then relate the asymptotic behavior of such coefficients to that of solutions. As a consequence, we obtain necessary and sufficient stability criteria for non-autonomous linear difference equations. In the case of difference equations with arbitrary switching, we obtain a generalization of the well-known criterion for autonomous systems due to Hale and Silkowski. These results are applied to transport and wave propagation on networks. In particular, we show that the wave equation on a network with arbitrarily switching damping at external vertices is exponentially stable if and only if the network is a tree and the damping is bounded away from zero at all external vertices but one.

New interaction estimates for the Baiti-Jenssen system

May 2015


53 Reads

We establish new interaction estimates for a system introduced by Baiti and Jenssen. These estimates are pivotal to the analysis of the wave front-tracking approximation. In a companion paper we use them to construct a counter-example which shows that Schaeffer's Regularity Theorem for scalar conservation laws does not extend to systems. The counter-example we construct shows, furthermore, that a wave-pattern containing infinitely many shocks can be robust with respect to perturbations of the initial data. The proof of the interaction estimates is based on the explicit computation of the wave fan curves and on a perturbation argument. See the document at or

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points

September 2010


40 Reads

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation" consists in approximating the stationary behaviour of the stochastic process by the stationary points of the fluid limit. It is known that this may be incorrect in general, as the stationary behaviour of the fluid limit may not be described by its stationary points. We show however that, if the stochastic process is reversible, the fixed point approximation is indeed valid. More precisely, we assume that the stochastic process converges to the fluid limit in distribution (hence in probability) at every fixed point in time. This assumption is very weak and holds for a large family of processes, among which many mean field and other interaction models. We show that the reversibility of the stochastic process implies that any limit point of its stationary distribution is concentrated on stationary points of the fluid limit. If the fluid limit has a unique stationary point, it is an approximation of the stationary distribution of the stochastic process.

Bounding the Bias of Tree-Like Sampling in IP Topologies

December 2006


37 Reads

It is widely believed that the Internet's AS-graph degree distribution obeys a power-law form. Most of the evidence showing the power-law distribution is based on BGP data. However, it was recently argued that since BGP collects data in a tree-like fashion, it only produces a sample of the degree distribution, and this sample may be biased. This argument was backed by simulation data and mathematical analysis, which demonstrated that under certain conditions a tree sampling procedure can produce an artificail power-law in the degree distribution. Thus, although the observed degree distribution of the AS-graph follows a power-law, this phenomenon may be an artifact of the sampling process. In this work we provide some evidence to the contrary. We show, by analysis and simulation, that when the underlying graph degree distribution obeys a power-law with an exponent larger than 2, a tree-like sampling process produces a negligible bias in the sampled degree distribution. Furthermore, recent data collected from the DIMES project, which is not based on BGP sampling, indicates that the underlying AS-graph indeed obeys a power-law degree distribution with an exponent larger than 2. By combining this empirical data with our analysis, we conclude that the bias in the degree distribution calculated from BGP data is negligible.

K-core decomposition of Internet graphs: hierarchies, self-similarity and measurement biases

December 2005


321 Reads

We consider the $k$-core decomposition of network models and Internet graphs at the autonomous system (AS) level. The $k$-core analysis allows to characterize networks beyond the degree distribution and uncover structural properties and hierarchies due to the specific architecture of the system. We compare the $k$-core structure obtained for AS graphs with those of several network models and discuss the differences and similarities with the real Internet architecture. The presence of biases and the incompleteness of the real maps are discussed and their effect on the $k$-core analysis is assessed with numerical experiments simulating biased exploration on a wide range of network models. We find that the $k$-core analysis provides an interesting characterization of the fluctuations and incompleteness of maps as well as information helping to discriminate the original underlying structure.

Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

February 2014


133 Reads

The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. The macroscopic (homogenized) equation is derived as another stochastic partial differential equation, defined in the whole non perforated domain. Here, the initial stochastic perturbation on the boundary becomes part of the homogenized equation as another stochastic force. We use the two-scale convergence method after extending the solution with 0 in the wholes to pass to the limit. By It\^o stochastic calculus, we get uniform estimates on the solution in appropriate spaces. In order to pass to the limit on the boundary integrals, we rewrite them in terms of integrals in the whole domain. In particular, for the stochastic integral on the boundary, we combine the previous idea of rewriting it on the whole domain with the assumption that the Brownian motion is of trace class. Due to the particular boundary condition dealt with, we get that the solution of the stochastic homogenized equation is not divergence free. However, it is coupled with the cell problem that has a divergence free solution. This paper represents an extension of the results from of Duan and Wang (Comm. Math. Phys. 275:1508--1527, 2007), where a reaction diffusion equation with a dynamical boundary condition with a noise source term on both the interior of the domain and on the boundary was studied, and through a tightness argument and a pointwise two scale convergence method the homogenized equation was derived.

Homogenization of spectral problems in bounded domains with doubly high contrasts

December 2007


28 Reads

Homogenization of a spectral problem in a bounded domain with a high contrast in both stiffness and density is considered. For a special critical scaling, two-scale asymptotic expansions for eigenvalues and eigenfunctions are constructed. Two-scale limit equations are derived and relate to certain non-standard self-adjoint operators. In particular they explicitly display the first two terms in the asymptotic expansion for the eigenvalues, with a surprising bound for the error of order \epsilon^{5/4} proved.

On the Location of the 1-particle Branch of the Spectrum of the Disordered Stochastic Ising Model

November 2003


23 Reads

We analyse the lower non trivial part of the spectrum of the generator of the Glauber dynamics, which we consider a positive operator, for a d-dimensional nearest neighbour Ising model with a bounded random potential. We prove conjecture 1 in a paper by Albeverio et al.(referred as [AMSZ]) that is, for sufficently large values of the temperature, the first band of the spectrum of the generator of the process coincides with a closed non random segment of the real line.

On a discrete-to-continuum convergence result for a two dimensional brittle material in the small displacement regime

March 2014


38 Reads

We consider a two-dimensional atomic mass spring system and show that in the small displacement regime the corresponding discrete energies can be related to a continuum Griffith energy functional in the sense of Gamma-convergence. We also analyze the continuum problem for a rectangular bar under tensile boundary conditions and find that depending on the boundary loading the minimizers are either homogeneous elastic deformations or configurations that are completely cracked generically along a crystallographic line. As applications we discuss cleavage properties of strained crystals and an effective continuum fracture energy for magnets.

Characterization and Synthesis of Rayleigh Damped Elastodynamic Networks

May 2013


114 Reads

We consider damped elastodynamic networks where the damping matrix is assumed to be a non-negative linear combination of the stiffness and mass matrices (also known as Rayleigh or proportional damping). We give here a characterization of the frequency response of such networks. We also answer the synthesis question for such networks, i.e., how to construct a Rayleigh damped elastodynamic network with a given frequency response. Our analysis shows that not all damped elastodynamic networks can be realized when the proportionality constants between the damping matrix and the mass and stiffness matrices are fixed.

Figure 1: This figure represents two connected pooled steps with a weir in between and the indication of the various heights
Modeling and analysis of pooled stepped chutes

October 2010


50 Reads

We consider an application of pooled stepped chutes where the transport in each pooled step is described by the shallow--water equations. Such systems can be found for example at large dams in order to release overflowing water. We analyze the mathematical conditions coupling the flows between different chutes taken from the engineering literature. We present the solution to a Riemann problem in the large and also a well--posedness result for the coupled problem. We finally report on some numerical experiments. Comment: 17 pages, 31 figures

Figure 1. The obstacles
Non-Existence of Positive Stationary Solutions for a Class ofSemi-Linear PDEs with Random Coefficients

June 2011


38 Reads

We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semi-linear parabolic PDE with random coefficients does not admit a global nonnegative stationary solution, which implies that an interface that was flat originally cannot get stationary. The absence of global stationary solutions is shown by proving lower bounds on the growth of stationary solutions on large domains with Dirichlet boundary conditions. Difficulties arise because the random lower order part of the equation cannot be bounded uniformly.

Figure 2. Equivalence among continuous and discrete systems: (a) elastic string, (b) uncoupled oscillators and (c) elastic chain. 
Finite Mechanical Proxies for a Class of Reducible Continuum Systems

July 2011


88 Reads

We present the exact nite reduction of a class of nonlinearly perturbed wave equations -typically, a non-linear elastic string- based on the Amann-Conley-Zehnder paradigm. By solving an inverse eigenvalue problem, we establish an equivalence between the spectral nite description derived from A-C-Z and a discrete mechanical model, a well denite nite spring-mass system. By doing so, we decrypt the abstract information encoded in the nite reduction and obtain a physically sound proxy for the continuous problem.

Recognition of Crowd Behavior from Mobile Sensors with Pattern Analysis and Graph Clustering Methods

September 2011


255 Reads

Mobile on-body sensing has distinct advantages for the analysis and understanding of crowd dynamics: sensing is not geographically restricted to a specific instrumented area, mobile phones offer on-body sensing and they are already deployed on a large scale, and the rich sets of sensors they contain allows one to characterize the behavior of users through pattern recognition techniques. In this paper we present a methodological framework for the machine recognition of crowd behavior from on-body sensors, such as those in mobile phones. The recognition of crowd behaviors opens the way to the acquisition of large-scale datasets for the analysis and understanding of crowd dynamics. It has also practical safety applications by providing improved crowd situational awareness in cases of emergency. The framework comprises: behavioral recognition with the user's mobile device, pairwise analyses of the activity relatedness of two users, and graph clustering in order to uncover globally, which users participate in a given crowd behavior. We illustrate this framework for the identification of groups of persons walking, using empirically collected data. We discuss the challenges and research avenues for theoretical and applied mathematics arising from the mobile sensing of crowd behaviors.

Positive speed of propagation in a semilinear parabolic interface model with unbounded random coefficients

February 2011


13 Reads

We consider a model for the propagation of a driven interface through a random field of obstacles. The evolution equation, commonly referred to as the Quenched Edwards-Wilkinson model, is a semilinear parabolic equation with a constant driving term and random nonlinearity to model the influence of the obstacle field. For the case of isolated obstacles centered on lattice points and admitting a random strength with exponential tails, we show that the interface propagates with a finite velocity for sufficiently large driving force. The proof consists of a discretization of the evolution equation and a supermartingale estimate akin to the study of branching random walks.

Figure 4.2: The cross section of the structure 
Figure 4.3: The period cell of the cross section of the microstructure 
Figure 4.4: Bounds from below and above of σ n (0) 
Homogenization of high-contrast and non symmetric conductivities for non periodic columnar structures

February 2013


50 Reads

In this paper we determine, in dimension three, the effective conductivities of non periodic high-contrast two-phase cylindrical composites, placed in a constant magnetic field, without any assumption on the geometry of their cross sections. Our method, in the spirit of the H-convergence of Murat-Tartar, is based on a compactness result and the cylindrical nature of the microstructure. The homogenized laws we obtain extend those of the periodic fibre-reinforcing case of [M. Briane and L. Pater. Homogenization of high-contrast two-phase conductivities perturbed by a magnetic field. Comparison between dimension two and dimension three. J. Math. Anal. Appl., 393 (2) (2012), 563 -589] to the case of periodic and non periodic composites with more general transversal geometries.

Figure 1. Logarithm of the jump in D e 1 A ε (ω) against log(ε) in the two dimensional example: V(x, u) = ε sin(2πkx) cos(2πu), where k = (2, 3). This is a "first order resonance" so ω = k. 256 modes were used for each Fourier frequency direction ξ 1 , ξ 2 .
Figure 2. Plots of the logarithm of the jump in D e 1 A ε (ω) against log(ε) for different potential functions. V(x, u) = ε sin(2πk 1 x 1 ) sin(2πk 2 x 2 ) cos(2πu) on the left and V(x, u) = ε 2 sin(2πkx)(cos(2πu) + sin(2πu)) on the right. k = (2, 1) in each case, and ω = k. 256 modes were used for each Fourier frequency direction ξ 1 , ξ 2 .
Perturbation and Numerical Methods for Computing the Minimal Average Energy

October 2011


55 Reads

We investigate the differentiability of minimal average energy associated to the functionals $S_\ep (u) = \int_{\mathbb{R}^d} (1/2)|\nabla u|^2 + \ep V(x,u)\, dx$, using numerical and perturbative methods. We use the Sobolev gradient descent method as a numerical tool to compute solutions of the Euler-Lagrange equations with some periodicity conditions; this is the cell problem in homogenization. We use these solutions to determine the average minimal energy as a function of the slope. We also obtain a representation of the solutions to the Euler-Lagrange equations as a Lindstedt series in the perturbation parameter $\ep$, and use this to confirm our numerical results. Additionally, we prove convergence of the Lindstedt series.

On a condition of strong precompactness and the decay of periodic entropy solutions to scalar conservation laws

April 2015


43 Reads

We propose a new sufficient non-degeneracy condition for the strong precompactness of bounded sequences satisfying the nonlinear first-order differential constraints. This result is applied to establish the decay property for periodic entropy solutions to multidimensional scalar conservation laws.

Handling congestion in crowd motion modeling

January 2011


366 Reads

We address here the issue of congestion in the modeling of crowd motion, in the non-smooth framework: contacts between people are not anticipated and avoided, they actually occur, and they are explicitly taken into account in the model. We limit our approach to very basic principles in terms of behavior, to focus on the particular problems raised by the non-smooth character of the models. We consider that individuals tend to move according to a desired, or spontanous, velocity. We account for congestion by assuming that the evolution realizes at each time an instantaneous balance between individual tendencies and global constraints (overlapping is forbidden): the actual velocity is defined as the closest to the desired velocity among all admissible ones, in a least square sense. We develop those principles in the microscopic and macroscopic settings, and we present how the framework of Wasserstein distance between measures allows to recover the sweeping process nature of the problem on the macroscopic level, which makes it possible to obtain existence results in spite of the non-smooth character of the evolution process. Micro and macro approaches are compared, and we investigate the similarities together with deep differences of those two levels of description.

A Modest Proposal for MFG with Density Constraints

November 2011


30 Reads

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium problem is known to be equivalent to the optimization of a global functional including an $L^p$ norm of the density. The question arises as to produce a similar model replacing the $L^p$ penalization with an $L^\infty$ constraint, but the simplest approaches do not give meaningful definitions. Taking into account recent works about crowd motion, where the density constraint $\rho\leq 1$ was treated in terms of projections of the velocity field onto the set of admissible velocity (with a constraint on the divergence) and a pressure field was introduced, we propose a definition and write a system of PDEs including the usual Hamilton-Jacobi equation coupled with the continuity equation. For this system, we analyze an example and propose some open problems.

Figure 3. The r-v diagram in the p-v plane. The sonic value v S is located in the minimum of r(v), and the maximal jamiton (blue line) connects the states v R and v M .
Figure 4. The w-v diagram in the u-v plane. Jamitons exist exactly if w(v) possesses a second root v M right of v S , which is the case if U (v S ) > m.
Figure 19. The maximal jamiton (blue line) and an actual jamiton (brown line) in the Q-ρ plane. Both jamitons lie on the same straight line that goes through the sonic point (ρ S , Q(ρ S )).
Figure 20. Secants (orange lines) to the function w(v) in the u-v plane, connecting each of the jamiton volumes v + and v − with the sonic volume v S .
Figure 21. Aggregated jamiton FD for the example ARZ2 (see Sect. 5.1) in comparison with sensor data.
Constructing set-valued fundamental diagrams from Jamiton solutions in second order traffic models

April 2012


192 Reads

Fundamental diagrams of vehicular traffic flow are generally multi-valued in the congested flow regime. We show that such set-valued fundamental diagrams can be constructed systematically from simple second order macroscopic traffic models, such as the classical Payne-Whitham model or the inhomogeneous Aw-Rascle-Zhang model. These second order models possess nonlinear traveling wave solutions, called jamitons, and the multi-valued parts in the fundamental diagram correspond precisely to jamiton-dominated solutions. This study shows that transitions from function-valued to set-valued parts in a fundamental diagram arise naturally in well-known second order models. As a particular consequence, these models intrinsically reproduce traffic phases.

A note on the Trace Theorem for domains which are locally subgraph of a Holder continuous function

March 2014


141 Reads

The purpose of this note is to prove a version of the Trace Theorem for domains which are locally subgraph of a H\" older continuous function. More precisely, let $\eta\in C^{0,\alpha}(\omega)$, $0<\alpha<1$ and let $\Omega_{\eta}$ be a domain which is locally subgraph of a function $\eta$. We prove that mapping $\gamma_{\eta}:u\mapsto u({\bf x},\eta({\bf x}))$ can be extended by continuity to a linear, continuous mapping from $H^1(\Omega_{\eta})$ to $H^s(\omega)$, $s<\alpha/2$. This study is motivated by analysis of fluid-structure interaction problems.

Continuum Surface Energy from a Lattice Model

January 2012


88 Reads

We investigate certain connections between the continuum and atomistic descriptions of de- formable crystals, using some interesting results from number theory. The energy of a deformed crystal is calculated in the context of a lattice model with general binary interactions in two di- mensions. A new bond counting approach is used, which reduces the problem to the lattice point problem of number theory. The main contribution is an explicit formula for the surface energy density as a function of the deformation gradient and boundary normal. The result is valid for a large class of domains, including faceted (polygonal) shapes and regions with piecewise smooth boundaries.

Figure 4. Contour plot of the cell volume ratio φ at different times, with values increasing from blue to red (range from 0.75 to 0.756). White line indicates the position of the interface S.
Figure 5. Contour plot of the nutrient concentration c at the corresponding times of the previous Figure 4, with values increasing from blue to red (range from 0.7 to 1). White line indicates the position of the interface S.
Figure 6. Geometry used to study the one-dimensional stationary problem. The solution (φ, c) is assumed to be independent of z, which reduces the domain of the equations to the interval [0, w] for the variable x.
Multiphase modeling and qualitative analysis of the growth of tumor cords

March 2008


72 Reads

In this paper a macroscopic model of tumor cord growth is developed, relying on the mathematical theory of deformable porous media. Tumor is modeled as a saturated mixture of proliferating cells, extracellular fluid and extracellular matrix, that occupies a spatial region close to a blood vessel whence cells get the nutrient needed for their vital functions. Growth of tumor cells takes place within a healthy host tissue, which is in turn modeled as a saturated mixture of non-proliferating cells. Interactions between these two regions are accounted for as an essential mechanism for the growth of the tumor mass. By weakening the role of the extracellular matrix, which is regarded as a rigid non-remodeling scaffold, a system of two partial differential equations is derived, describing the evolution of the cell volume ratio coupled to the dynamics of the nutrient, whose higher and lower concentration levels determine proliferation or death of tumor cells, respectively. Numerical simulations of a reference two-dimensional problem are shown and commented, and a qualitative mathematical analysis of some of its key issues is proposed.

Small populations corrections for selection-mutation models

March 2012


42 Reads

We consider integro-differential models describing the evolution of a population structured by a quantitative trait. Individuals interact competitively, creating a strong selection pressure on the population. On the other hand, mutations are assumed to be small. Following the formalism of Diekmann, Jabin, Mischler, and Perthame, this creates concentration phenomena, typically consisting in a sum of Dirac masses slowly evolving in time. We propose a modification to those classical models that takes the effect of small populations into accounts and corrects some abnormal behaviours.

Figure 1: Density flux f (ρ) = ρ(V − p(ρ)) as a function of ρ in the 1W-CAR model. is a fixed value and therefore, the actual flow velocity
Two-way multi-lane traffic model for pedestrians in corridors

May 2011


111 Reads

We extend the Aw-Rascle macroscopic model of car traffic into a two-way multi-lane model of pedestrian traffic. Within this model, we propose a technique for the handling of the congestion constraint, i.e. the fact that the pedestrian density cannot exceed a maximal density corresponding to contact between pedestrians. In a first step, we propose a singularly perturbed pressure relation which models the fact that the pedestrian velocity is considerably reduced, if not blocked, at congestion. In a second step, we carry over the singular limit into the model and show that abrupt transitions between compressible flow (in the uncongested regions) to incompressible flow (in congested regions) occur. We also investigate the hyperbolicity of the two-way models and show that they can lose their hyperbolicity in some cases. We study a diffusive correction of these models and discuss the characteristic time and length scales of the instability.

Figure 1. Interaction between citizens may end up, in the mutation of one of the interacting individuals, into the functional subsystem of crim- inals.  
Figure 2. Progression to higher values of criminality.  
Figure 3. Interaction between detectives and criminals may cause a reduction of the criminal's activity and an increase of the detective's activity.  
Table 4 defines their meaning.
From a systems theory of sociology to modeling the onset and evolution of criminality

December 2014


162 Reads

This paper proposes a systems theory approach to the modeling of onset and evolution of criminality in a territory, which aims at capturing the complexity features of social systems. Complexity is related to the fact that individuals have the ability to develop specific heterogeneously distributed strategies, which depend also on those expressed by the other individuals. The modeling is developed by methods of generalized kinetic theory where interactions and decisional processes are modeled by theoretical tools of stochastic game theory.

Modeling international crisis synchronization in the World Trade Web

January 2012


63 Reads

Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the different countries. Several scientific studies have focused on the structural characterization of this network, as well as its dynamical properties, since we have registry of the structure of the network at different times in history. In this paper we study an abstract scenario for the development of global crises on top of the structure of connections of the WTW. Assuming a cyclic dynamics of national economies and the interaction of different countries according to the import-export balances, we are able to investigate, using a simple model of pulse-coupled oscillators, the synchronization phenomenon of crises at the worldwide scale. We focus on the level of synchronization measured by an order parameter at two different scales, one for the global system and another one for the mesoscales defined through the topology. We use the WTW network structure to simulate a network of Integrate-and-Fire oscillators for six different snapshots between years 1950 and 2000. The results reinforce the idea that globalization accelerates the global synchronization process, and the analysis at a mesoscopic level shows that this synchronization is different before and after globalization periods: after globalization, the effect of communities is almost inexistent.

Leaf superposition property for integer rectifiable currents

January 2009


15 Reads

We consider the class of integer rectifiable currents without boundary satisfying a positivity condition. We establish that these currents can be written as a linear superposition of graphs of finitely many functions with bounded variation.

Figure 1. Separation between roads and junctions. 
A destination-preserving model for simulating Wardrop equilibria in traffic flow on networks

September 2014


119 Reads

In this paper we propose a LWR-like model for traffic flow on networks which allows one to track several groups of drivers, each of them being characterized only by their destination in the network. The path actually followed to reach the destination is not assigned a priori, and can be chosen by the drivers during the journey, taking decisions at junctions. The model is then used to describe three possible behaviors of drivers, associated to three different ways to solve the route choice problem: 1. Drivers ignore the presence of the other vehicles; 2. Drivers react to the current distribution of traffic, but they do not forecast what will happen at later times; 3. Drivers take into account the current and future distribution of vehicles. Notice that, in the latter case, we enter the field of differential games, and, if a solution exists, it likely represents a global equilibrium among drivers. Numerical simulations highlight the differences between the three behaviors and suggest the existence of multiple Wardrop equilibria.

A Model Of Riots Dynamics: Shocks, Diffusion And Thresholds

February 2015


1,009 Reads

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting activity and an underlying (implicit) field of social tension. Our models include the effects of exogenous and endogenous factors as well as various propagation mechanisms. From numerical and mathematical analysis of these models we show that the assumptions made on how different locations influence one another and how the tension in the system disperses play a major role on the qualitative behavior of bursts of social unrest. Furthermore, we analyze here various properties of these systems, such as the existence of traveling wave solutions, and formulate some new open mathematical problems which arise from our work.

Varying the direction of propagation in reaction-diffusion equations in periodic media

February 2015


22 Reads

We consider a multidimensional reaction-diffusion equation of either ignition or monostable type, involving periodic heterogeneity, and analyze the dependence of the propagation phenomena on the direction. We prove that the (minimal) speed of the underlying pulsating fronts depends continuously on the direction of propagation, and so does its associated profile provided it is unique up to time shifts. We also prove that the spreading properties \cite{Wein02} are actually uniform with respect to the direction.

Inhomogeneities in 3 dimensional oscillatory media

January 2014


27 Reads

We consider localized perturbations to spatially homogeneous oscillations in dimension 3 using the complex Ginzburg-Landau equation as a prototype. In particular, we will focus on heterogeneities that locally change the phase of the oscillations. In the usual translation invariant spaces and at $ \eps=0$ the linearization about these spatially homogeneous solutions result in an operator with zero eigenvalue embedded in the essential spectrum. In contrast, we show that when considered as an operator between Kondratiev spaces, the linearization is a Fredholm operator. These spaces consist of functions with algebraical localization that increases with each derivative. We use this result to construct solutions close to the equilibrium via the Implicit Function Theorem and derive asymptotics for wavenumbers in the far field.

Dynamics And Kinetic Limit For A System Of Noiseless D-Dimensional Vicsek-Type Particles

October 2012


34 Reads

We analyze the continuous time evolution of a $d$-dimensional system of $N$ self propelled particles subject to a feedback rule inspired by the original Vicsek's one \cite{VCB-JCS}. Interactions among particles are specified by a pairwise potential in such a way that the velocity of any given particle is updated to the weighted average velocity of all those particles interacting with it, which makes the system non-Hamiltonian. The weights are given in terms of the interaction rate function. When the size of the system is fixed, we show the existence of an invariant manifold in the phase space and prove its exponential asymptotic stability. In the kinetic limit we show that the particle density satisfies a Boltzmann-Vlasov equation under suitable conditions on the interaction. We study the qualitative behaviour of the solution and we show that the Boltzmann-Vlasov entropy is strictly decreasing.

Dirichlet to Neumann Maps for Infinite Quantum Graphs

September 2011


32 Reads

The Dirichlet problem and Dirichlet to Neumann map are analyzed for elliptic equations on a large collection of infinite quantum graphs. For a dense set of continuous functions on the graph boundary, the Dirichlet to Neumann map has values in the Radon measures on the graph boundary.

Ginzburg-Landau model with small pinning domains

March 2011


18 Reads

We consider a Ginzburg-Landau type energy with a piecewise constant pinning term $a$ in the potential $(a^2 - |u|^2)^2$. The function $a$ is different from 1 only on finitely many disjoint domains, called the {\it pinning domains}. These pinning domains model small impurities in a homogeneous superconductor and shrink to single points in the limit $\v\to0$; here, $\v$ is the inverse of the Ginzburg-Landau parameter. We study the energy minimization in a smooth simply connected domain $\Omega \subset \mathbb{C}$ with Dirichlet boundary condition $g$ on $\d \O$, with topological degree ${\rm deg}_{\d \O} (g) = d >0$. Our main result is that, for small $\v$, minimizers have $d$ distinct zeros (vortices) which are inside the pinning domains and they have a degree equal to 1. The question of finding the locations of the pinning domains with vortices is reduced to a discrete minimization problem for a finite-dimensional functional of renormalized energy. We also find the position of the vortices inside the pinning domains and show that, asymptotically, this position is determined by {\it local renormalized energy} which does not depend on the external boundary conditions.

Myopic Models of Population Dynamics on Infinite Networks

September 2013


7 Reads

Reaction-diffusion equations are treated on infinite networks using semigroup methods. To blend high fidelity local analysis with coarse remote modeling, initial data and solutions come from a uniformly closed algebra generated by functions which are flat at infinity. The algebra is associated with a compactification of the network which facilitates the description of spatial asymptotics. Diffusive effects disappear at infinity, greatly simplifying the remote dynamics. Accelerated diffusion models with conventional eigenfunctions expansions are constructed to provide opportunities for finite dimensional approximation.

Fig. 2. Fundamental diagram of single-file movement determined by different measurement methods. Method A: Direct measurement of the flow and velocity at a cross-section. The density is calculated via t t < J > < v > ρ
Fig. 4. Influence of the bottleneck width on the flow. Experimental data (Seyfried et al., 2009a; Müller, 1981; Muir et al., 1996; Nagai et al., 2006; Kretz et al., 2006) for different bottleneck types and initial conditions. All data are taken under laboratory conditions where the test persons are advised to move normally.
Fig. 6. Fundamental diagrams of the floor field model for max 1 5 v … = , , . The maximum of the flow is shifted towards smaller densities for increasing max v .
Fig. 8. Evacuation time as function of the walking speed (controlled by the parameter S k ) for different friction strengths µ . For 0 9 µ = . a faster-is-slower effect is observed, i.e. the minimal evacuation time is not found for the largest walking speed (corresponding to S k → ∞ ).
Fig. 9. Left: Empirical egress time as function of the door width for competitive and non-competitive behaviour (from [18]); Right: Simulation results based on the floor field model including friction effects.
Empirical results for pedestrian dynamics and their implications for modeling

July 2010


178 Reads

A large number of models for pedestrian dynamics have been developed over the years. However, so far not much attention has been paid to their quantitative validation. Usually the focus is on the reproduction of empirically observed collective phenomena, as lane formation in counterflow. This can give an indication for the realism of the model, but practical applications, e.g. in safety analysis, require quantitative predictions. We discuss the current experimental situation, especially for the fundamental diagram which is the most important quantity needed for calibration. In addition we consider the implications for the modelling based on cellular automata. As specific example the floor field model is introduced. Apart from the properties of its fundamental diagram we discuss the implications of an egress experiment for the relevance of conflicts and friction effects. Comment: 15 pages, 9 figures

Gaussian estimates for a heat equation on a network

May 2010


353 Reads

We consider a diffusion problem on a network on whose nodes we impose Dirichlet and generalized, non-local Kirchhoff-type conditions. We prove well-posedness of the associated initial value problem, and we exploit the theory of sub-Markovian and ultracontractive semigroups in order to obtain upper Gaussian estimates for the integral kernel. We conclude that the same diffusion problem is governed by an analytic semigroup acting on all $L^p$-type spaces as well as on suitable spaces of continuous functions. Stability and spectral issues are also discussed. As an application we discuss a system of semilinear equations on a network related to potential transmission problems arising in neurobiology. Comment: In comparison with the already published version of this paper (Netw. Het. Media 2 (2007), 55-79), a small gap in the proof of Proposition 3.2 has been filled

Evolution of spoon-shaped networks

March 2015


70 Reads

We consider a regular embedded network composed by two curves, one of them closed, in a convex domain $\Omega$. The two curves meet only in one point, forming angle of $120$ degrees. The non-closed curve has a fixed end point on $\partial\Omega$. We study the evolution by curvature of this network. We show that the maximal existence time depends only on the area enclosed in the initial loop, if the length of the non-closed curve stays bounded from below during the evolution. Moreover, the closed curve shrinks to a point and the network is asymptotically approaching, after dilations and extraction of a subsequence, a Brakke spoon.

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