Sensitivity to switching rates in stochastically switched ODEs
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2014-01-01
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We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices where the individual matrices and the average of the two matrices are all Hurwitz (all eigenvalues have strictly negative real part), but nonetheless the process goes to infinity at large time for certain values of the switching rate. We further construct examples in higher dimensions where again the two individual matrices and their averages are all Hurwitz, but the process has arbitrarily many transitions between going to zero and going to infinity at large time as the switching rate varies. In order to construct these examples, we first prove in general that if each of the individual matrices is Hurwitz, then the process goes to zero at large time for sufficiently slow switching rate and if the average matrix is Hurwitz, then the process goes to zero at large time for sufficiently fast switching rate. We also give simple conditions that ensure the process goes to zero at large time for all switching rates. © 2014 International Press.
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Lawley, Sean D, Jonathan C Mattingly and Michael C Reed (2014). Sensitivity to switching rates in stochastically switched ODEs. Communications in Mathematical Sciences, 12(7). pp. 1343–1352. 10.4310/CMS.2014.v12.n7.a9 Retrieved from https://hdl.handle.net/10161/9515.
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Jonathan Christopher Mattingly
Jonathan Christopher Mattingly grew up in Charlotte, NC where he attended Irwin Ave elementary and Charlotte Country Day. He graduated from the NC School of Science and Mathematics and received a BS is Applied Mathematics with a concentration in physics from Yale University. After two years abroad with a year spent at ENS Lyon studying nonlinear and statistical physics on a Rotary Fellowship, he returned to the US to attend Princeton University where he obtained a PhD in Applied and Computational Mathematics in 1998. After 4 years as a Szego assistant professor at Stanford University and a year as a member of the IAS in Princeton, he moved to Duke in 2003. He is currently a Professor of Mathematics and of Statistical Science.
His expertise is in the longtime behavior of stochastic system including randomly forced fluid dynamics, turbulence, stochastic algorithms used in molecular dynamics and Bayesian sampling, and stochasticity in biochemical networks.
Since 2013 he has also been working to understand and quantify gerrymandering and its interaction of a region's geopolitical landscape. This has lead him to testify in a number of court cases including in North Carolina, which led to the NC congressional and both NC legislative maps being deemed unconstitutional and replaced for the 2020 elections.
He is the recipient of a Sloan Fellowship and a PECASE CAREER award. He is also a fellow of the IMS and the AMS. He was awarded the Defender of Freedom award by Common Cause for his work on Quantifying Gerrymandering.
Michael C. Reed
Professor Reed is engaged in a large number of research projects that involve the application of mathematics to questions in physiology and medicine. He also works on questions in analysis that are stimulated by biological questions. For recent work on cell metabolism and public health, go to sites@duke.edu/metabolism.
Since 2003, Professor Reed has worked with Professor Fred Nijhout (Duke Biology) to use mathematical methods to understand regulatory mechanisms in cell metabolism. Most of the questions studied are directly related to public health questions. A primary topic of interest has been liver cell metabolism where Reed and Nijhout have created mathematical models for the methionine cycle, the folate cycle, and glutathione metabolism. The goal is to understand the system behavior of these parts of cell metabolism. The models have enabled them to answer biological questions in the literature and to give insight into a variety of disease processes and syndromes including: neural tube defects, Down’s syndrome, autism, vitamin B6 deficiency, acetaminophen toxicity, and arsenic poisoning.
A second major topic has been the investigation of dopamine and serotonin metabolism in the brain; this is collaborative work with Professor Nijhiout and with Janet Best, a mathematician at The Ohio State University. The biochemistry of these neurotransmitters affects the electrophysiology of the brain and the electrophysiology affects the biochemistry. Both affect gene expression, the endocrine system, and behavior. In this complicated situation, especially because of the difficulty of experimentation, mathematical models are an essential investigative tool that can shed like on questions that are difficult to get at experimentally or clinically. The models have shed new light on the mode of action of selective serotonin reuptake inhibitors (used for depression), the interactions between the serotonin and dopamine systems in Parkinson’s disease and levodopa therapy, and the interactions between histamine and serotonin.
Recent work on homeostatic mechanisms in cell biochemistry in health and disease have shown how difficult the task of precision medicine is. A gene polymorphism may make a protein such as an enzyme less effective but often the system compensates through a variety of homeostatic mechanisms. So even though an individual's genotype is different, his or her phenotype may not be different. The individuals with common polymorphisms tend tend to live on homeostatic plateaus and only those individuals near the edges of the plateau are at risk for disease processes. Interventions should try to enlarge the homeostatic plateau around the individual's genotype.
Other areas in which Reed uses mathematical models to understand physiological questions include: axonal transport, the logical structure of the auditory brainstem, hyperacuity in the auditory system, models of pituitary cells that make luteinizing hormone and follicle stimulating hormone, models of maternal-fetal competition, models of the owl’s optic tectum, and models of insect metabolism.
For general discussions of the connections between mathematics and biology, see his articles: ``Why is Mathematical Biology so Hard?,'' 2004, Notices of the AMS, 51, pp. 338-342, and ``Mathematical Biology is Good for Mathematics,'' 2015, Notices of the AMS, 62, pp., 1172-1176.
Often, problems in biology give rise to new questions in pure mathematics. Examples of work with collaborators on such questions follow:
Laurent, T, Rider, B., and M. Reed (2006) Parabolic Behavior of a Hyberbolic Delay Equation, SIAM J. Analysis, 38, 1-15.
Mitchell, C., and M. Reed (2007) Neural Timing in Highly Convergent Systems, SIAM J. Appl. Math. 68, 720-737.
Anderson,D., Mattingly, J., Nijhout, F., and M. Reed (2007) Propagation of Fluctuations in Biochemical Systems, I: Linear SSC Networks, Bull. Math. Biol. 69, 1791-1813.
McKinley S, Popovic L, and M. Reed M. (2011) A Stochastic compartmental model for fast axonal transport, SIAM J. Appl. Math. 71, 1531-1556.
Lawley, S. Reed, M., Mattingly, S. (2014), Sensitivity to switching rates in stochastically switched ODEs,'' Comm. Math. Sci. 12, 1343-1352.
Lawley, S., Mattingly, J, Reed, M. (2015), Stochastic switching in infinite dimensions with applications to parabolic PDE, SIAM J. Math. Anal. 47, 3035-3063.
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