Papers by johan dubbeldam
Journal of Statistical Physics, Aug 8, 2006
We present an analysis of multilayer Markov chains and apply the results to a model of a tethered... more We present an analysis of multilayer Markov chains and apply the results to a model of a tethered polymer chain in shear flow. We find that the stationary probability measure in the direction of the flow is nonmonotonic, and has several maxima and minima for sufficiently high shear rates. This is in agreement with the experimental observation of cyclic dynamics for such polymer systems. Estimates for the stationary variance and expectation value were obtained and showed to be in accordance with our numerical results.
Springer eBooks, Nov 3, 2020
arXiv (Cornell University), Mar 7, 2021
Order can spontaneously emerge from seemingly noisy interactions between biological agents, like ... more Order can spontaneously emerge from seemingly noisy interactions between biological agents, like a flock of birds changing their direction of flight in unison, without a leader or an external cue. We are interested in the generic conditions that lead to such emergent phenomena. To find these conditions, we use the framework of complex networks to characterize the state of agents and their mutual influence. We formulate a continuous state adaptive network model, from which we obtain the phase boundaries between swarming and disordered phases and characterize the order of the phase transition.
Lasers and Electro-Optics Society Meeting, 1998
Chaos Solitons & Fractals, Jul 1, 2023
Mutualistic networks have attracted increasing attention in the ecological literature in the last... more Mutualistic networks have attracted increasing attention in the ecological literature in the last decades as they play a key role in the maintenance of biodiversity. Here, we develop an analytical framework to study the structural stability of these networks including both mutualistic and competitive interactions. Analytical and numerical analyses show that the structure of the competitive network fundamentally alters the necessary conditions for species coexistence in communities. Using 50 real mutualistic networks, we show that when the relative importance of shared partners is incorporated via weighted competition, the feasibility area in the parameter space is highly correlated with May's stability criteria and can be predicted by a functional relationship between the number of species, the network connectance and the average interaction strength in the community. Our work reopens a decade-long debate about the complexity-stability relationship in ecological communities, and highlights the role of the relative structures of different interaction types.
Physica D: Nonlinear Phenomena, Jun 1, 2014
We analyze two ordinary differential equation (ODE) models for atherosclerosis. The ODE models de... more We analyze two ordinary differential equation (ODE) models for atherosclerosis. The ODE models describe long time evolution of plaques in arteries. We show how the dynamics of the first atherosclerosis model (model A) can be understood using codimension-two bifurcation analysis. The Low-Density Lipoprotein (LDL) intake parameter (d) is the first control parameter and the second control parameter is either taken to be the conversion rate of macrophages (b) or the wall shear stress (σ). Our analysis reveals that in both cases a Bogdanov-Takens (BT) point acts as an organizing center. The bifurcation diagrams are calculated partly analytically and to a large extent numerically using AUTO07 and MATCONT. The bifurcation curves show that the concentration of LDL in the plaque as well as the monocyte and the macrophage concentration exhibit oscillations for a certain range of values of the control parameters. Moreover, we find that there are threshold values for both the cholesterol intake rate d crit and the conversion rate of the macrophages b crit , which depend on the values of other parameters, above which the plaque volume increases with time. It is found that larger conversion rates of macrophages lower the threshold value of cholesterol intake and vice versa. We further argue that the dynamics for model A can still be discerned in the second model (model B) in which the slow evolution of the radius of the artery is coupled self-consistently to changes in the plaque volume. The very slow evolution of the radius of the artery compared to the other processes makes it possible to use a slow manifold approximation to study the dynamics in this case. We find that in this case the model predicts that the concentrations of the plaque constituents may go through a period of oscillations before the radius of the artery will start to decrease. These oscillations hence act as a precursor for the reduction of the artery radius by plaque growth.
Philosophical Transactions of the Royal Society B, Mar 20, 2023
Stackelberg evolutionary game (SEG) theory combines classical and evolutionary game theory to fra... more 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’.
Journal of Theoretical Biology, Mar 1, 2012
The evolution of atherosclerosis in general, and the influence of wall shear stress on the growth... more The evolution of atherosclerosis in general, and the influence of wall shear stress on the growth of atherosclerotic plaques in particular, is an intricate phenomenon which is still only partly understood. We therefore propose a qualitative mathematical model which consists of a number of ordinary differential equations for the concentrations of the most relevant constituents of the atherosclerotic plaque. These equations were studied both for the case that the wall shear stress is a parameter (model A), and for the case in which the plaque evolution is coupled to the blood flow (model B) which results in a time dependent wall shear stress. We find that both models exhibit a class of marginally stable equilibria, all reflecting states in which the plaque only grows for a short period of time after a perturbation. The uncoupled model A, however, shows bi-stability between this class of equilibria and another equilibrium state in which the plaque experiences unlimited growth in time, if the LDL cholesterol intake exceeds a threshold value. In model B the bi-stability vanishes, but we find that there is still a critical value of the LDL cholesterol intake beyond which the lumen radius drastically decreases. We show that this decrease is quite sensitive to the value of the wall shear stress.
PLOS ONE, Jan 20, 2021
Fish populations subject to heavy exploitation are expected to evolve over time smaller average b... more 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.
Automatica, Jun 1, 2018
The traditional secondary frequency control of power systems restores nominal frequency by steeri... more 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 illustrates that it effectively eliminates the drawback of the traditional integral control based methods.
Discrete Applied Mathematics, Oct 1, 2020
The linear relation between Kemeny's constant, a graph metric directly linked with random walks, ... more 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.
Fractional Calculus and Applied Analysis, Aug 1, 2020
In this paper, we focus on option pricing models based on time-fractional diffusion with generali... more 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.
Physical review, Jan 15, 2003
DOI to the publisher's website. • The final author version and the galley proof are versions of t... more DOI to the publisher's website. • The final author version and the galley proof are versions of the publication after peer review. • The final published version features the final layout of the paper including the volume, issue and page numbers. Link to publication General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. • Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal. If the publication is distributed under the terms of Article 25fa of the Dutch Copyright Act, indicated by the "Taverne" license above, please follow below link for the End User Agreement:
Journal of Non-newtonian Fluid Mechanics, Jun 1, 2003
ABSTRACT
RANA : reports on applied and numerical analysis, 2001
DOI to the publisher's website. • The final author version and the galley proof are versions of t... more DOI to the publisher's website. • The final author version and the galley proof are versions of the publication after peer review. • The final published version features the final layout of the paper including the volume, issue and page numbers. Link to publication General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. • Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal. If the publication is distributed under the terms of Article 25fa of the Dutch Copyright Act, indicated by the "Taverne" license above, please follow below link for the End User Agreement:
European Physical Journal E, Jul 31, 2009
We present an analytical study of a toy model for shear banding, without normal stresses, which u... more We present an analytical study of a toy model for shear banding, without normal stresses, which uses a piecewise linear approximation to the flow curve (shear stress as a function of shear rate). This model exhibits multiple stationary states, one of which is linearly stable against general two-dimensional perturbations. This is in contrast to analogous results for the Johnson-Segalman model, which includes normal stresses, and which has been reported to be linearly unstable for general two-dimensional perturbations. This strongly suggests that the linear instabilities found in the Johnson-Segalman can be attributed to normal stress effects.
Springer eBooks, 2014
Mathematical modeling of clinical systems is difficult as these usually comprise complex systems ... more Mathematical modeling of clinical systems is difficult as these usually comprise complex systems with many interacting components. We show how it is still possible to model these systems by making use of a dynamical systems point of view. By calculating bifurcation diagrams, one can discriminate between different models and clinical parameter regimes can be identified. The emphasis in this presentation will be in particular on models of atherosclerosis, but the suggested approach is applicabe to a much wider class of clinical models.
Linear Algebra and its Applications, Dec 1, 2017
Kirchhoff index Multiplicative degree-Kirchhoff index Moore-Penrose pseudo-inverse Spectral graph... more Kirchhoff index Multiplicative degree-Kirchhoff index Moore-Penrose pseudo-inverse Spectral graph theory 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.
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Papers by johan dubbeldam