
Mathematical and Computational Modeling
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RODERICK MELNIK, PhD, is Professor in the Department of Mathematics at Wilfrid Laurier University, Canada, where he is also Tier I Canada Research Chair in Mathematical Modeling. He is internationally known for his research in computational and applied mathematics, numerical analysis, and mathematical modeling for scientific and engineering applications. Dr. Melnik is the recipient of many awards, including a number of prestigious fellowships in Italy, Denmark, England and Spain. He has published over 300 refereed research papers and has served on editorial boards of numerous international journals and book series. Currently, Dr. Melnik is Director of the MS2Discovery Interdisciplinary Research Institute in Waterloo, Canada.
Content
List of Contributors xiii
Preface xv
Section 1 Introduction 1
1 Universality of Mathematical Models in Understanding Nature Society and Man-Made World 3 Roderick Melnik
1.1 Human Knowledge Models and Algorithms 3
1.2 Looking into the Future from a Modeling Perspective 7
1.3 What This Book Is About 10
1.4 Concluding Remarks 15
References 16
Section 2 Advanced Mathematical and Computational Models in Physics and Chemistry 17
2 Magnetic Vortices Abrikosov Lattices and Automorphic Functions 19 Israel Michael Sigal
2.1 Introduction 19
2.2 The Ginzburg-Landau Equations 20
2.2.1 Ginzburg-Landau energy 21
2.2.2 Symmetries of the equations 21
2.2.3 Quantization of flux 22
2.2.4 Homogeneous solutions 22
2.2.5 Type I and Type II superconductors 23
2.2.6 Self-dual case ¿=1/ v 2 24
2.2.7 Critical magnetic fields 24
2.2.8 Time-dependent equations 25
2.3 Vortices 25
2.3.1 n-vortex solutions 25
2.3.2 Stability 26
2.4 Vortex Lattices 30
2.4.1 Abrikosov lattices 31
2.4.2 Existence of Abrikosov lattices 31
2.4.3 Abrikosov lattices as gauge-equivariant states 34
2.4.4 Abrikosov function 34
2.4.5 Comments on the proofs of existence results 35
2.4.6 Stability of Abrikosov lattices 40
>0 42
2.4.8 Key ideas of approach to stability 45
2.5 Multi-Vortex Dynamics 48
2.6 Conclusions 51
Appendix 2.A Parameterization of the equivalence classes [L] 51
Appendix 2.B Automorphy factors 52
References 54
3 Numerical Challenges in a Cholesky-Decomposed Local Correlation Quantum Chemistry Framework 59 David B. Krisiloff, Johannes M. Dieterich, Florian Libisch and Emily A. Carter
3.1 Introduction 59
3.2 Local MRSDCI 61
3.2.1 Mrsdci 61
3.2.2 Symmetric group graphical approach 62
3.2.3 Local electron correlation approximation 64
3.2.4 Algorithm summary 66
3.3 Numerical Importance of Individual Steps 67
3.4 Cholesky Decomposition 68
3.5 Transformation of the Cholesky Vectors 71
3.6 Two-Electron Integral Reassembly 72
3.7 Integral and Execution Buffer 76
3.8 Symmetric Group Graphical Approach 77
3.9 Summary and Outlook 87
References 87
4 Generalized Variational Theorem in Quantum Mechanics 92 Mel Levy and Antonios Gonis
4.1 Introduction 92
4.2 First Proof 93
4.3 Second Proof 95
4.4 Conclusions 96
References 97
Section 3 Mathematical and Statistical Models in Life And Climate Science Applications 99
5 A Model for the Spread of Tuberculosis with Drug-Sensitive and Emerging Multidrug-Resistant and Extensively Drug-Resistant Strains 101 Julien Arino and Iman A. Soliman
5.1 Introduction 101
5.1.1 Model formulation 102
5.1.2 Mathematical Analysis 107
5.1.2.1 Basic properties of solutions 107
5.1.2.2 Nature of the disease-free equilibrium 108
5.1.2.3 Local asymptotic stability of the DFE 108
5.1.2.4 Existence of subthreshold endemic equilibria 110
5.1.2.5 Global stability of the DFE when the bifurcation is "forward" 113
5.1.2.6 Strain-specific global stability in "forward" bifurcation cases 115
5.2 Discussion 117
References 119
6 The Need for More Integrated Epidemic Modeling with Emphasis on Antibiotic Resistance 121 Eili Y. Klein, Julia Chelen, Michael D. Makowsky and Paul E. Smaldino
6.1 Introduction 121
6.2 Mathematical Modeling of Infectious Diseases 122
6.3 Antibiotic Resistance Behavior and Mathematical Modeling 125
6.3.1 Why an integrated approach? 125
6.3.2 The role of symptomology 127
6.4 Conclusion 128
References 129
Section 4 Mathematical Models and Analysis for Science and Engineering 135
7 Data-Driven Methods for Dynamical Systems: Quantifying Predictability and Extracting Spatiotemporal Patterns 137 Dimitrios Giannakis and Andrew J. Majda
7.1 Quantifying Long-Range Predictability and Model Error through Data Clustering and Information Theory 138
7.1.1 Background 138
7.1.2 Information theory predictability and model error 140
7.1.2.1 Predictability in a perfect-model environment 140
7.1.2.2 Quantifying the error of imperfect models 143
7.1.3 Coarse-graining phase space to reveal long-range predictability 144
7.1.3.1 Perfect-model scenario 144
7.1.3.2 Quantifying the model error in long-range forecasts 147
7.1.4 K-means clustering with persistence 149
7.1.5 Demonstration in a double-gyre ocean model 152
7.1.5.1 Predictability bounds for coarse-grained observables 154
7.1.5.2 The physical properties of the regimes 157
7.1.5.3 Markov models of regime behavior in the 1.5-layer ocean model 159
7.1.5.4 The model error in long-range predictions with coarse-grained Markov models 162
7.2 NLSA Algorithms for Decomposition of Spatiotemporal Data 163
7.2.1 Background 163
7.2.2 Mathematical framework 165
7.2.2.1 Time-lagged embedding 166
7.2.2.2 Overview of singular spectrum analysis 167
7.2.2.3 Spaces of temporal patterns 167
7.2.2.4 Discrete formulation 169
7.2.2.5 Dynamics-adapted kernels 171
7.2.2.6 Singular value decomposition 173
7.2.2.7 Setting the truncation level 174
7.2.2.8 Projection to data space 175
7.2.3 Analysis of infrared brightness temperature satellite data for tropical dynamics 175
7.2.3.1 Dataset description 176
7.2.3.2 Modes recovered by NLSA 176
7.2.3.3 Reconstruction of the TOGA COARE MJOs 183
7.3 Conclusions 184
References 185
8 On Smoothness Concepts in Regularization for Nonlinear Inverse Problems in Banach Spaces 192 Bernd Hofmann
8.1 Introduction 192
8.2 Model Assumptions Existence and Stability 195
8.3 Convergence of Regularized Solutions 197
8.4 A Powerful Tool for Obtaining Convergence Rates 200
8.5 How to Obtain Variational Inequalities? 206
8.5.1 Bregman distance as error measure: the benchmark case 206
8.5.2 Bregman distance as error measure: violating the benchmark 210
8.5.3 Norm distance as error measure: l 1 -regularization 213
8.6 Summary 215
References 215
9 Initial and Initial-Boundary Value Problems for First-Order Symmetric Hyperbolic Systems with Constraints 222 Nicolae Tarfulea
9.1 Introduction 222
9.2 FOSH Initial Value Problems with Constraints 223
9.2.1 FOSH initial value problems 224
9.2.2 Abstract formulation 225
9.2.3 FOSH initial value problems with constraints 228
9.3 FOSH Initial-Boundary Value Problems with Constraints 230
9.3.1 FOSH initial-boundary value problems 232
9.3.2 FOSH initial-boundary value problems with constraints 234
9.4 Applications 236
9.4.1 System of wave equations with constraints 237
9.4.2 Applications to Einstein's equations 240
9.4.2.1 Einstein-Christoffel formulation 243
9.4.2.2 Alekseenko-Arnold formulation 246
References 250
10 Information Integration Organization and Numerical Harmonic Analysis 254 Ronald R. Coifman, Ronen Talmon, Matan Gavish and Ali Haddad
10.1 Introduction 254
10.2 Empirical Intrinsic Geometry 257
10.2.1 Manifold formulation 259
10.2.2 Mahalanobis distance 261
10.3 Organization and Harmonic Analysis of Databases/Matrices 263
10.3.1 Haar bases 264
10.3.2 Coupled partition trees 265
10.4 Summary 269
References 270
Section 5 Mathematical Methods in Social Sciences And Arts 273
11 Satisfaction Approval Voting 275 Steven J. Brams and D. Marc Kilgour
11.1 Introduction 275
11.2 Satisfaction Approval Voting for Individual Candidates 277
11.3 The Game Theory Society Election 285
11.4 Voting for Multiple Candidates under SAV: A Decision-Theoretic Analysis 287
11.5 Voting for Political Parties 291
11.5.1 Bullet voting 291
11.5.2 Formalization 292
11.5.3 Multiple-party voting 294
11.6 Conclusions 295
11.7 Summary 296
References 297
12 Modeling Musical Rhythm Mutations with Geometric Quantization 299 Godfried T. Toussaint
12.1 Introduction 299
12.2 Rhythm Mutations 301
12.2.1 Musicological rhythm mutations 301
12.2.2 Geometric rhythm mutations 302
12.3 Similarity-Based Rhythm Mutations 303
12.3.1 Global rhythm similarity measures 304
12.4 Conclusion 306
References 307
Index 309
1
UNIVERSALITY OF MATHEMATICAL MODELS IN UNDERSTANDING NATURE, SOCIETY, AND MAN-MADE WORLD
RODERICK MELNIK
The MS2Discovery Interdisciplinary Research Institute, M2NeT Laboratory and Department of Mathematics, Wilfrid Laurier University, Waterloo, Ontario, Canada
1.1 HUMAN KNOWLEDGE, MODELS, AND ALGORITHMS
There are various statistical and mathematical models of the accumulation of human knowledge. Taking one of them as a starting point, the Anderla model, we would learn that the amount of human knowledge about 40 years ago was 128 times greater than in the year A.D. 1. We also know that this has increased drastically over the last four decades. However, most such models are economics-based and account for technological developments only, while there is much more in human knowledge to account for. Human knowledge has always been linked to models. Such models cover a variety of fields of human endeavor, from the arts to agriculture, from the description of natural phenomena to the development of new technologies and to the attempts of better understanding societal issues. From the dawn of human civilization, the development of these models, in one way or another, has always been connected with the development of mathematics. These two processes, the development of models representing the core of human knowledge and the development of mathematics, have always gone hand in hand with each other. From our knowledge in particle physics and spin glasses [4,6] to life sciences and neuron stars [1,5,16], universality of mathematical models has to be seen from this perspective.
Of course, the history of mathematics goes back much deeper in the dawn of civilizations than A.D. 1 as mentioned earlier. We know, for example, that as early as in the 6th-5th millennium B.C., people of the Ancient World, including predynastic Sumerians and Egyptians, reflected their geometric-design-based models on their artifacts. People at that time started obtaining insights into the phenomena observed in nature by using quantitative representations, schemes, and figures. Geometry played a fundamental role in the Ancient World. With civilization settlements and the development of agriculture, the role of mathematics in general, and quantitative approaches in particular, has substantially increased. From the early times of measurements of plots of lands and of the creation of the lunar calendar, the Sumerians and Babylonians, among others, were greatly contributing to the development of mathematics. We know that from those times onward, mathematics has never been developed in isolation from other disciplines. The cross-fertilization between mathematical sciences and other disciplines is what produces one of the most valuable parts of human knowledge. Indeed, mathematics has a universal language that allows other disciplines to significantly advance their own fields of knowledge, hence contributing to human knowledge as a whole. Among other disciplines, the architecture and the arts have been playing an important role in this process from as far in our history as we can see. Recall that the summation series was the origin of harmonic design. This technique was known in the Ancient Egypt at least since the construction of the Chephren Pyramid of Giza in 2500 BCE (the earliest known is the Pyramid of Djoser, likely constructed between 2630 BCE and 2611 BCE). The golden ratio and Fibonacci sequence have deep roots in the arts, including music, as well as in the natural sciences. Speaking of mathematics, H. Poincare once mentioned that "it is the unexpected bringing together of diverse parts of our science which brings progress" [11]. However, this is largely true with respect to other sciences as well and, more generally, to all branches of human endeavor. Back to Poincare's time, it was believed that mathematics "confines itself at the same time to philosophy and to physics, and it is for these two neighbors that we work" [11]. Today, the quantitative analysis as an essential tool in the mathematics arsenal, along with associated mathematical, statistical, and computational models, advances knowledge in pretty much every domain of human endeavor. The quantitative-analysis-based models are now rooted firmly in the application areas that were only recently (by historical account) considered as non-traditional for conventional mathematics. This includes, but not limited to, life sciences and medicine, user-centered design and soft engineering, new branches of arts, business and economics, social, behavioral, and political sciences.
Recognition of universality of mathematical models in understanding nature, society, and man-made world is of ancient origin too. Already Pythagoras taught that in its deepest sense the reality is mathematical in nature. The origin of quantification of science goes back at least to the time of Pythagoras' teaching that numbers provide a key to the ultimate reality. The Pythagorean tradition is well reflected in the Galileo statement that "the Book of Nature is written in the language of mathematics." Today, we are witnessing the areas of mathematics applications not only growing rapidly in more traditional natural and engineering sciences but also in social and behavioral sciences as well. It should be noted that the term "universality" is also used in the literature in different, more specific and narrow contexts. For example, in statistical mechanics, universality is the observation that there are properties for a large class of systems that are independent of the dynamical details of the system. A pure mathematical definition of a universal property is usually given based on representations of category theory. Another example is provided by computer science and computability theory where the word "universal" is usually applied to a system which is Turing complete. There is also a universality principle, a system property often modeled by random matrices. These concepts are useful for corresponding mathematical or statistical models and are subject of many articles (see, e.g., [2-7,14,16] and references therein). For example, the authors of Ref. [2] discuss universality classes for complex networks with possible applications in social and biological dynamic systems. A universal scaling limit for a class of Ising-type mathematical models is discussed in Ref. [6]. The concept of universality of predictions is discussed in Ref. [14] within the Bayesian framework. Computing universality is a subject of discussions in Ref. [3], while universality in physical and life sciences are discussed in Refs. [7] and [5], respectively. Given a brief historical account demonstrating the intrinsic presence of models in human knowledge from the dawn of civilizations, "universality" here is understood in a more general, Aristotle's sense: "To say of what is, that it is not, or of what is not, that it is, is false; while to say of what is, that it is, and of what is not, that it is not, is true." The underlying reason for this universality lies with the fact that models are inherently linked to algorithms. From the ancient times till now, human activities and practical applications have stimulated the development of model-based algorithms. If we note that abstract areas of mathematics are also based on models, it can be concluded that mathematical algorithms have been at the heart of the development of mathematics itself. The word "algorithm" was derived from Al-Khwarizmi (c. 780 -c. 850), a mathematician, astronomer and geographer, whose name was given to him by the place of his birth (Khwarezm or Chorasmia). The word indicated a technique with numerals. Such techniques were present in human activities well before the ninth century, while specific algorithms, mainly stimulated by geometric considerations at that time, were also known. Examples include algorithms for approximating the area of a given circle (known to Babylonians and Indians), an algorithm for calculating p by inscribing and then circumscribing a polygon around a circle (known to Antiphon and Bryson already in the fifth century B.C.), Euclid's algorithm to determine the greatest common divisor of two integers, and many others. Further development of the subject was closely interwoven with applications and other disciplines. It led to what in the second part of the twentieth century was called by E. Wigner as "the unreasonable effectiveness of mathematics in the natural sciences." In addition to traditional areas of natural sciences and engineering, the twentieth century saw an ever increasing role of mathematical models in the life and environmental sciences too. This development was based on earlier achievements. Indeed, already during the 300 B.C., Aristotle studied the manner in which species evolve to fit their environment. His works served as an important stepping stone in the development of modern evolutionary theories, and his holistic views and teaching that "the whole is more than the sum of its parts" helped the progress of systems science in general and systems biology in particular. A strong growth of genetics and population biology in the twentieth century effectively started from the rediscovery of G. Mendel's laws in 1900 (originally published in 1865-1866), and a paramount impetus for this growth to be linked with mathematical models was given by R. A. Fisher's Fundamental Theorem of Natural Selection in 1930. This result...
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