Calculus of variations on time scales and discrete fractional calculus

Estudamos problemas do cálculo das variações e controlo óptimo no contexto das escalas temporais. Especificamente, obtemos condições necessárias de optimalidade do tipo de Euler–Lagrange tanto para lagrangianos dependendo de derivadas delta de ordem superior como para problemas isoperimétricos. Desenvolvemos também alguns métodos directos que permitem resolver determinadas classes de problemas variacionais através de desigualdades em escalas temporais. No último capítulo apresentamos operadores de diferença fraccionários e propomos um novo cálculo das variações fraccionário em tempo discreto. Obtemos as correspondentes condições necessárias de Euler– Lagrange e Legendre, ilustrando depois a teoria com alguns exemplos.

Fractional calculus on time scales - Cálculo fraccional em escalas temporais

Introduzimos um cálculo das variações fraccional nas escalas temporais ℤ e (hℤ)!. Estabelecemos a primeira e a segunda condição necessária de optimalidade. São dados alguns exemplos numéricos que ilustram o uso quer da nova condição de Euler–Lagrange quer da nova condição do tipo de Legendre. Introduzimos também novas definições de derivada fraccional e de integral fraccional numa escala temporal com recurso à transformada inversa generalizada de Laplace.

Calculus of variations on time scales and applications to economics

We consider some problems of the calculus of variations on time scales. On the beginning our attention is paid on two inverse extremal problems on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we derive a general form for a variation functional that attains a local minimum at a given point of the vector space. Furthermore, we prove a necessary condition for a dynamic integro-differential equation to be an Euler-Lagrange equation. New and interesting results for the discrete and quantum calculus are obtained as particular cases. Afterwards, we prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems. Next we investigate the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange equations in integral form, transversality conditions, and necessary optimality conditions for isoperimetric problems, on an arbitrary time scale, are proved. In the end, two main issues of application of time scales in economic, with interesting results, are presented. In the former case we consider a firm that wants to program its production and investment policies to reach a given production rate and to maximize its future market competitiveness. The model which describes firm activities is studied in two different ways: using classical discretizations; and applying discrete versions of our result on time scales. In the end we compare the cost functional values obtained from those two approaches. The latter problem is more complex and relates to rate of inflation, p, and rate of unemployment, u, which inflict a social loss. Using known relations between p, u, and the expected rate of inflation π, we rewrite the social loss function as a function of π. We present this model in the time scale framework and find an optimal path π that minimizes the total social loss over a given time interval.

Fractional and time-scales differential equations

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An extreme planetary system around HD 219828: one long-period super Jupiter to a hot-Neptune host star

Context. With about 2000 extrasolar planets confirmed, the results show that planetary systems have a whole range of unexpected properties. This wide diversity provides fundamental clues to the processes of planet formation and evolution. Aims: We present a full investigation of the HD 219828 system, a bright metal-rich star for which a hot Neptune has previously been detected. Methods: We used a set of HARPS, SOPHIE, and ELODIE radial velocities to search for the existence of orbiting companions to HD 219828. The spectra were used to characterise the star and its chemical abundances, as well as to check for spurious, activity induced signals. A dynamical analysis is also performed to study the stability of the system and to constrain the orbital parameters and planet masses. Results: We announce the discovery of a long period (P = 13.1 yr) massive (m sini = 15.1 MJup) companion (HD 219828 c) in a very eccentric orbit (e = 0.81). The same data confirms the existence of a hot Neptune, HD 219828 b, with a minimum mass of 21 M⊕ and a period of 3.83 days. The dynamical analysis shows that the system is stable, and that the equilibrium eccentricity of planet b is close to zero. Conclusions: The HD 219828 system is extreme and unique in several aspects. First, ammong all known exoplanet systems it presents an unusually high mass ratio. We also show that systems like HD 219828, with a hot Neptune and a long-period massive companion are more frequent than similar systems with a hot Jupiter instead. This suggests that the formation of hot Neptunes follows a different path than the formation of their hot jovian counterparts. The high mass, long period, and eccentricity of HD 219828 c also make it a good target for Gaia astrometry as well as a potential target for atmospheric characterisation, using direct imaging or high-resolution spectroscopy. Astrometric observations will allow us to derive its real mass and orbital configuration. If a transit of HD 219828 b is detected, we will be able to fully characterise the system, including the relative orbital inclinations. With a clearly known mass, HD 219828 c may become a benchmark object for the range in between giant planets and brown dwarfs.