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Analysis via integral equations of an identification problem for delay differential equationsBaker, Christopher T. H.; Parmuzin, Evgeny I.; University College Chester ; Institute of Numerical Mathematics, Russian Academy of Sciences (Rocky Mountain Mathematics Consortium, 2004)

Bifurcations in approximate solutions of stochastic delay differential equationsBaker, Christopher T. H.; Ford, Judith M.; Ford, Neville J.; University College Chester/UMIST ; UMIST; University College Chester (World Scientific Publishing Company, 2004)

Characteristic functions of differential equations with deviating argumentsBaker, Christopher T. H.; Ford, Neville J.; University of Manchester; University of Chester (Elsevier, 20190424)The material here is motivated by the discussion of solutions of linear homogeneous and autonomous differential equations with deviating arguments. If $a, b, c$ and $\{\check{\tau}_\ell\}$ are real and ${\gamma}_\natural$ is realvalued and continuous, an example with these parameters is \begin{equation} u'(t) = \big\{a u(t) + b u(t+\check{\tau}_1) + c u(t+\check{\tau}_2) \big\} { \red +} \int_{\check{\tau}_3}^{\check{\tau}_4} {{\gamma}_\natural}(s) u(t+s) ds \tag{\hbox{$\rd{\star}$}} . \end{equation} A wide class of equations ($\rd{\star}$), or of similar type, can be written in the {\lq\lq}canonical{\rq\rq} form \begin{equation} u'(t) =\DSS \int_{\tau_{\rd \min}}^{\tau_{\rd \max}} u(t+s) d\sigma(s) \quad (t \in \Rset), \hbox{ for a suitable choice of } {\tau_{\rd \min}}, {\tau_{\rd \max}} \tag{\hbox{${\rd \star\star}$}} \end{equation} where $\sigma$ is of bounded variation and the integral is a RiemannStieltjes integral. For equations written in the form (${\rd{\star\star}}$), there is a corresponding characteristic function \begin{equation} \chi(\zeta) ):= \zeta  \DSS \int_{\tau_{\rd \min}}^{\tau_{\rd \max}} \exp(\zeta s) d\sigma(s) \quad (\zeta \in \Cset), \tag{\hbox{${\rd{\star\star\star}}$}} \end{equation} %%($ \chi(\zeta) \equiv \chi_\sigma (\zeta)$) whose zeros (if one considers appropriate subsets of equations (${\rd \star\star}$)  the literature provides additional information on the subsets to which we refer) play a r\^ole in the study of oscillatory or nonoscillatory solutions, or of bounded or unbounded solutions. We show that the related discussion of the zeros of $\chi$ is facilitated by observing and exploiting some simple and fundamental properties of characteristic functions.

Computational approaches to parameter estimation and model selection in immunologyBaker, Christopher T. H.; Bocharov, Gennady; Ford, Judith M.; Lumb, Patricia M.; Norton, Stewart J.; Paul, C. A. H.; Junt, Tobias; Krebs, Philippe; Ludewig, Burkhard (Elsevier, 20051201)This article seeks to illustrate the computational implementation of an informationtheoretic approach (associated with a maximum likelihood treatment) to modelling in immunology.

Computational aspects of timelag models of Marchuk type that arise in immunologyBaker, Christopher T. H.; Bocharov, Gennady; University of Chester ; Institute of Numerical Mathematics, Russian Academy of Sciences (de Gryuter, 2005)In his book published in English translation in 1983, Marchuk proposed a set of evolutionary equations incorporating delaydifferential equations, and the corresponding initial conditions as a model ('Marchuk's model') for infectious diseases. The parameters in this model (and its subsequent extensions) represent scientifically meaningful characteristics. For a given infection, the parameters can be estimated using observational data on the course of the infection. Sensitivity analysis is an important tool for understanding a particular model; this can be viewed as an issue of stability with respect to structural perturbations in the model. Examining the sensitivity of the models based on delay differential equations leads to systems of neutral delay differential equations. Below we formulate a general set of equations for the sensitivity coefficients for models comprising neutral delay differential equations. We discuss computational approaches to the sensitivity of solutions — (i) sensitivity to the choice of model, in particular, to the lag parameter τ > 0 and (ii) sensitivity to the initial function — of dynamical systems with time lag and illustrate them by considering the sensitivity of solutions of timelag models of Marchuk type.

Computational modelling with functional differential equations: Identification, selection, and sensitivityBaker, Christopher T. H.; Bocharov, Gennady; Paul, C. A. H.; Rihan, F. A. R.; University College Chester ; Institute of Numerical Mathematics, Russian Academy of Sciences ; University of Salford (Elsevier, 200505)Mathematical models based upon certain types of differential equations, functional differential equations, or systems of such equations, are often employed to represent the dynamics of natural, in particular biological, phenomena. We present some of the principles underlying the choice of a methodology (based on observational data) for the computational identification of, and discrimination between, quantitatively consistent models, using scientifically meaningful parameters. We propose that a computational approach is essential for obtaining meaningful models. For example, it permits the choice of realistic models incorporating a timelag which is entirely natural from the scientific perspective. The timelag is a feature that can permit a close reconciliation between models incorporating computed parameter values and observations. Exploiting the link between information theory, maximum likelihood, and weighted least squares, and with distributional assumptions on the data errors, we may construct an appropriate objective function to be minimized computationally. The minimizer is sought over a set of parameters (which may include the timelag) that define the model. Each evaluation of the objective function requires the computational solution of the parametrized equations defining the model. To select a parametrized model, from amongst a family or hierarchy of possible bestfit models, we are able to employ certain indicators based on informationtheoretic criteria. We can evaluate confidence intervals for the parameters, and a sensitivity analysis provides an expression for an information matrix, and feedback on the covariances of the parameters in relation to the best fit. This gives a firm basis for any simplification of the model (e.g., by omitting a parameter).

Concerning periodic solutions to nonlinear discrete Volterra equations with finite memoryBaker, Christopher T. H.; Song, Yihong; University of Chester (University of Chester, 2007)In this paper we discuss the existence of periodic solutions of discrete (and discretized) nonlinear Volterra equations with finite memory. The literature contains a number of results on periodic solutions of non linear Volterra integral equations with finite memory, of a type that arises in biomathematics. The “summation” equations studied here can arise as discrete models in their own right but are (as we demonstrate) of a type that arise from the discretization of such integral equations. Our main results are in two parts: (i) results for discrete equations and (ii) consequences for quadrature methods applied to integral equations. The first set of results are obtained using a variety of fixed point theorems. The second set of results address the preservation of properties of integral equations on discretizing them. An expository style is adopted and examples are given to illustrate the discussion.

Existence theory for a class of evolutionary equations with timelag, studied via integral equation formulationsBaker, Christopher T. H.; Lumb, Patricia M.; University of Chester (University of Chester, 2006)In discussions of certain neutral delay differential equations in Hale’s form, the relationship of the original problem with an integrated form (an integral equation) proves to be helpful in considering existence and uniqueness of a solution and sensitivity to initial data. Although the theory is generally based on the assumption that a solution is continuous, natural solutions of neutral delay differential equations of the type considered may be discontinuous. This difficulty is resolved by relating the discontinuous solution to its restrictions on appropriate (halfopen) subintervals where they are continuous and can be regarded as solutions of related integral equations. Existence and unicity theories then follow. Furthermore, it is seen that the discontinuous solutions can be regarded as solutions in the sense of Caratheodory (where this concept is adapted from the theory of ordinary differential equations, recast as integral equations).

Exponential stability in pth mean of solutions, and of convergent Eulertype solutions, of stochastic delay differential equationsBaker, Christopher T. H.; Buckwar, Evelyn; Univesity College Chester ; HumboldtUniversität zu Berlin (Elsevier, 20051215)This article carries out an analysis which proceeds as follows: showing that an inequality of Halanay type (derivable via comparison theory) can be employed to derive conditions for pth mean stability of a solution; producing a discrete analogue of the Halanaytype theory, that permits the development of a pth mean stability analysis of analogous stochastic difference equations. The application of the theoretical results is illustrated by deriving meansquare stability conditions for solutions and numerical solutions of a constantcoefficient linear test equation.

Fixed point theroms and their application  discrete Volterra applicationsBaker, Christopher T. H.; Song, Yihong; University of Chester (University of Chester, 2006)The existence of solutions of nonlinear discrete Volterra equations is established. We define discrete Volterra operators on normed spaces of infinite sequences of finitedimensional vectors, and present some of their basic properties (continuity, boundedness, and representation). The treatment relies upon the use of coordinate functions, and the existence results are obtained using fixed point theorems for discrete Volterra operators on infinitedimensional spaces based on fixed point theorems of Schauder, Rothe, and Altman, and Banach’s contraction mapping theorem, for finitedimensional spaces.

Halanaytype theory in the context of evolutionary equations with timelagBaker, Christopher T. H.; University of Chester (University of Chester, 2009)We consider extensions and modifications of a theory due to Halanay, and the context in which such results may be applied. Our emphasis is on a mathematical framework for Halanaytype analysis of problems with time lag and simulations using discrete versions or numerical formulae. We present selected (linear and nonlinear, discrete and continuous) results of Halanay type that can be used in the study of systems of evolutionary equations with various types of delayed argument, and the relevance and application of our results is illustrated, by reference to delaydifferential equations, difference equations, and methods.

Identification of the initial function for discretized delay differential equationsBaker, Christopher T. H.; Parmuzin, Evgeny I.; University College Chester ; Institute of Numerical Mathematics, Russian Academy of Sciences (Elsevier, 20050915)In the present work, we analyze a discrete analogue for the problem of the identification of the initial function for a delay differential equation (DDE) discussed by Baker and Parmuzin in 2004. The basic problem consists of finding an initial function that gives rise to a solution of a discretized DDE, which is a close fit to observed data.

Identification of the initial function for nonlinear delay differential equationsBaker, Christopher T. H.; Parmuzin, Evgeny I.; University College Chester ; Institute of Numerical Mathematics, Russian Academy of Sciences (de Gruyter, 2005)We consider a 'data assimilation problem' for nonlinear delay differential equations. Our problem is to find an initial function that gives rise to a solution of a given nonlinear delay differential equation, which is a close fit to observed data. A role for adjoint equations and fundamental solutions in the nonlinear case is established. A 'pseudoNewton' method is presented. Our results extend those given by the authors in [(C. T. H. Baker and E. I. Parmuzin, Identification of the initial function for delay differential equation: Part I: The continuous problem & an integral equation analysis. NA Report No. 431, MCCM, Manchester, England, 2004.), (C. T. H. Baker and E. I. Parmuzin, Analysis via integral equations of an identification problem for delay differential equations. J. Int. Equations Appl. (2004) 16, 111–135.)] for the case of linear delay differential equations.

An inverse problem for delay differential equations  analysis via integral equationsBaker, Christopher T. H.; Parmuzin, Evgeny I.; University of Chester (University of Chester, 2006)

Linearized stability analysis of discrete Volterra equationsSong, Yihong; Baker, Christopher T. H.; Suzhou University ; University College Chester (Elsevier, 20040601)

Neutral delay differential equations in the modelling of cell growthBaker, Christopher T. H.; Bocharov, Gennady; Rihan, F. A. R.; University of Chester (University of Chester, 2008)In this contribution, we indicate (and illustrate by example) roles that may be played by neutral delay differential equations in modelling of certain cell growth phenomena that display a time lag in reacting to events. We explore, in this connection, questions involving the sensitivity analysis of models and related mathematical theory; we provide some associated numerical results.

On Halanaytype analysis of exponential stability for the thetaMaruyama method for stochastic delay differential equationsBaker, Christopher T. H.; Buckwar, Evelyn; University College Chester (World Scientific Publishing, 2009050)

On integral equation formulation of a class of evolutionary equations with timelagBaker, Christopher T. H.; Lumb, Patricia M. (Rocky Mountain Mathematics Consortium, 2006)

On some aspects of casual and neutral equations used in mathematical modellingBaker, Christopher T. H.; Bocharov, Gennady; Parmuzin, Evgeny I.; Rihan, F. A. R.; University of Chester (University of Chester, 2007)The problem that motivates the considerations here is the construction of mathematical models of natural phenomena that depend upon past states. The paper divides naturally into two parts: in the first, we expound the interconnection between ordinary differential equations, delay differential equations, neutral delaydifferential equations and integral equations (with emphasis on certain linear cases). As we show, this leads to a natural hierarchy of model complexity when such equations are used in mathematical and computational modelling, and to the possibility of reformulating problems either to facilitate their numerical solution or to provide mathematical insight, or both. Volterra integral equations include as special cases the others we consider. In the second part, we develop some practical and theoretical consequences of results given in the first part. In particular, we consider various approaches to the definition of an adjoint, we establish (notably, in the context of sensitivity analysis for neutral delaydifferential equations) roles for welldefined adjoints and ‘quasiadjoints’, and we explore relationships between sensitivity analysis, the variation of parameters formulae, the fundamental solution and adjoints.

Periodic solutions of discrete Volterra equationsBaker, Christopher T. H.; Song, Yihong; University College Chester ; Suzhou University (Elsevier, 20040225)This article investigates periodic solutions of linear and nonlinear discrete Volterra equations of convolution or nonconvolution type with unbounded memory. For linear discrete Volterra equations of convolution type, we establish Fredholm’s alternative theorem and for equations of nonconvolution type, and we prove that a unique periodic solution exists for a particular bounded initial function under appropriate conditions. Further, this unique periodic solution attracts all other solutions with bounded initial function. All solutions of linear discrete Volterra equations with bounded initial functions are asymptotically periodic under certain conditions. A condition for periodic solutions in the nonlinear case is established.