Lora Billings

A unified prediction of computer virus spread in connected networks

We derive two models of viral epidemiology on connected networks and compare results to simulations. The differential equation model easily predicts the expected long term behavior by defining a boundary between survival and extinction regions. The discrete Markov model captures the short term behavior dependent on initial conditions, providing extinction probabilities and the fluctuations around the expected behavior. These analysis techniques provide new insight on the persistence of computer viruses and what strategies should be devised for their control.

Chaotic desynchronization of multistrain diseases

Multistrain diseases are diseases that consist of several strains, or serotypes. The serotypes may interact by antibody-dependent enhancement (ADE), in which infection with a single serotype is asymptomatic, but infection with a second serotype leads to serious illness accompanied by greater infectivity. It has been observed from serotype data of dengue hemorrhagic fever that outbreaks of the four serotypes occur asynchronously. Both autonomous and seasonally driven outbreaks were studied in a model containing ADE. For sufficiently small ADE, the number of infectives of each serotype synchronizes, with outbreaks occurring in phase. When the ADE increases past a threshold, the system becomes chaotic, and infectives of each serotype desynchronize. However, certain groupings of the primary and secondary infectives remain synchronized even in the chaotic regime.

Probability density functions of some skew tent maps

We consider a family of chaotic skew tent maps. The skew tent map is a two-parameter, piecewise-linear, weakly-unimodal, map of the interval Fa;b. We show that Fa;b is Markov for a dense set of parameters in the chaotic region, and we exactly find the probability density function (pdf), for any of these maps. It is well known (Boyarsky A, G ora P. Laws of chaos: invariant measures and dynamical systems in one dimension. Boston: Birkhauser, 1997), that when a sequence of transformations has a uniform limit F, and the corresponding sequence of invariant pdfs has a weak limit, then that invariant pdf must be F invariant. However, we show in the case of a family of skew tent maps that not only does a suitable sequence of convergent sequence exist, but they can be constructed entirely within the family of skew tent maps. Furthermore, such a sequence can be found amongst the set of Markov transformations, for which pdfs are easily and exactly calculated. We then apply these results to exactly integrate Lyapunov exponents. ” 2000 Elsevier

Predicting extinction rates in stochastic epidemic models

We investigate the stochastic extinction processes in a class of epidemic models. Motivated by the process of natural disease extinction in epidemics, we examine the rate of extinction as a function of disease spread. We show that the effective entropic barrier for extinction in a susceptible?infected?susceptible epidemic model displays scaling with the distance to the bifurcation point, with an unusual critical exponent. We make a direct comparison between predictions and numerical simulations. We also consider the effect of non-Gaussian vaccine schedules, and show numerically how the extinction process may be enhanced when the vaccine schedules are Poisson distributed.

A manifold independent approach to understanding transport in stochastic dynamical systems

Abstract We develop a new collection of tools aimed at studying stochastically perturbed dynamical systems. Specifically, in the setting of bi-stability, that is a two-attractor system, it has previously been numerically observed that a small noise volume is sufficient to destroy would be zero-noise case barriers in the phase space (pseudo-barriers), thus creating a pre-heteroclinic tangency chaos-like behavior. The stochastic dynamical system has a corresponding Frobenius–Perron operator with a stochastic kernel, which describes how densities of initial conditions move under the noisy map. Thus in studying the action of the Frobenius–Perron operator, we learn about the transport of the map; we have employed a Galerkin–Ulam-like method to project the Frobenius–Perron operator onto a discrete basis set of characteristic functions to highlight this action localized in specified regions of the phase space. Graph theoretic methods allow us to re-order the resulting finite dimensional Markov operator approximation so as to highlight the regions of the original phase space which are particularly active pseudo-barriers of the stochastic dynamics. Our toolbox allows us to find: (1) regions of high activity of transport, (2) flux across pseudo-barriers, and also (3) expected time of escape from pseudo-basins. Some of these quantities are also possible via the manifold dependent stochastic Melnikov method, but Melnikov only applies to a very special class of models for which the unperturbed homoclinic orbit is available. Our methods are unique in that they can essentially be considered as a “black-box” of tools which can be applied to a wide range of stochastic dynamical systems in the absence of a priori knowledge of manifold structures. We use here a model of childhood diseases to showcase our methods. Our tools will allow us to make specific observations of: (1) loss of reducibility between basins with increasing noise, (2) identification in the phase space of active regions of stochastic transport, (3) stochastic flux which essentially completes the heteroclinic tangle.

Bi-instability and the global role of unstable resonant orbits in a driven laser

Driven class-B lasers are devices which possess quadratic nonlinearities and are known to exhibit chaotic behavior. We describe the onset of global heteroclinic connections which give rise to chaotic saddles. These form the precursor topology which creates both localized homoclinic chaos, as well as global mixed-mode heteroclinic chaos. To locate the relevant periodic orbits creating the precursor topology, approximate maps are derived using matched asymptotic expansions and subharmonic Melnikov theory. Locating the relevant unstable fixed points of the maps provides an organizing framework to understand the global dynamics and chaos exhibited by the laser.

The effect of vaccinations in an immigrant model

Childhood diseases such as rubella, measles, mumps, and pertussis can pose serious threats to both children and adults. Years of diligent vaccination campaigns in the U.S. have resulted in high levels of immunity among the population, but these diseases have not yet been eradicated. It is a commonly accepted hypothesis that in large cities, the less-vaccinated immigrant population carries the diseases. We develop two compartmental models that describe the disease dynamics in New York City, specifically tracking the cases among immigrants. We derive thresholds that determine which vaccination rates result in the die-out or persistence of the disease. The analysis is applicable to any communicable disease that falls into the SIR criterion.

Set-based corral control in stochastic dynamical systems: Making almost invariant sets more invariant

We consider the problem of stochastic prediction and control in a time-dependent stochastic environment, such as the ocean, where escape from an almost invariant region occurs due to random fluctuations. We determine high-probability control-actuation sets by computing regions of uncertainty, almost invariant sets, and Lagrangian coherent structures. The combination of geometric and probabilistic methods allows us to design regions of control, which provide an increase in loitering time while minimizing the amount of control actuation. We show how the loitering time in almost invariant sets scales exponentially with respect to the control actuation, causing an exponential increase in loitering times with only small changes in actuation force. The result is that the control actuation makes almost invariant sets more invariant.

Accurate noise projection for reduced stochastic epidemic models.

We consider a stochastic susceptible-exposed-infected-recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the associated, reduced set of stochastic evolution equations. The transformation correctly projects both the dynamics and the noise onto the center manifold. Therefore, the solution of this reduced stochastic dynamical system yields excellent agreement, both in amplitude and phase, with the solution of the original stochastic system for a temporal scale that is orders of magnitude longer than the typical relaxation time. This new method allows for improved time series prediction of the number of infectious cases when modeling the spread of disease in a population. Numerical solutions of the fluctuations of the SEIR model are considered in the infinite population limit using a Langevin equation approach, as well as in a finite population simulated as a Markov process.

Identifying almost invariant sets in stochastic dynamical systems

We consider the approximation of fluctuation induced almost invariant sets arising from stochastic dynamical systems. The dynamical evolution of densities is derived from the stochastic Frobenius-Perron operator. Given a stochastic kernel with a known distribution, approximate almost invariant sets are found by translating the problem into an eigenvalue problem derived from reversible Markov processes. Analytic and computational examples of the methods are used to illustrate the technique, and are shown to reveal the probability transport between almost invariant sets in nonlinear stochastic systems. Both small and large noise cases are considered.