Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

A Class of Channels Resulting in Ill-Convergence for CMA in Decision Feedback Equalizers

This paper analyzes the convergence of the constant modulus algorithm (CMA) in a decision feedback equalizer using only a feedback filter. Several works had already observed that the CMA presented a better performance than decision directed algorithm in the adaptation of the decision feedback equalizer, but theoretical analysis always showed to be difficult specially due to the analytical difficulties presented by the constant modulus criterion. In this paper, we surmount such obstacle by using a recent result concerning the CM analysis, first obtained in a linear finite impulse response context with the objective of comparing its solutions to the ones obtained through the Wiener criterion. The theoretical analysis presented here confirms the robustness of the CMA when applied to the adaptation of the decision feedback equalizer and also defines a class of channels for which the algorithm will suffer from ill-convergence when initialized at the origin.

Route to chaos in a third-order phase-locked loop network

Phase-locked loops (PLLs) are widely used in applications related to control systems and telecommunication networks. Here we show that a single-chain master-slave network of third-order PLLs can exhibit stationary, periodic and chaotic behaviors, when the value of a single parameter is varied. Hopf, period-doubling and saddle-saddle bifurcations are found. Chaos appears in dissipative and non-dissipative conditions. Thus, chaotic behaviors with distinct dynamical features can be generated. A way of encoding binary messages using such a chaos-based communication system is suggested. (C) 2009 Elsevier B.V. All rights reserved.

Using bifurcations in the determination of lock-in ranges for third-order phase-locked loops

Transmission and switching in digital telecommunication networks require distribution of precise time signals among the nodes. Commercial systems usually adopt a master-slave (MS) clock distribution strategy building slave nodes with phase-locked loop (PLL) circuits. PLLs are responsible for synchronizing their local oscillations with signals from master nodes, providing reliable clocks in all nodes. The dynamics of a PLL is described by an ordinary nonlinear differential equation, with order one plus the order of its internal linear low-pass filter. Second-order loops are commonly used because their synchronous state is asymptotically stable and the lock-in range and design parameters are expressed by a linear equivalent system [Gardner FM. Phaselock techniques. New York: John Wiley & Sons: 1979]. In spite of being simple and robust, second-order PLLs frequently present double-frequency terms in PD output and it is very difficult to adapt a first-order filter in order to cut off these components [Piqueira JRC, Monteiro LHA. Considering second-harmonic terms in the operation of the phase detector for second order phase-locked loop. IEEE Trans Circuits Syst [2003;50(6):805-9; Piqueira JRC, Monteiro LHA. All-pole phase-locked loops: calculating lock-in range by using Evan`s root-locus. Int J Control 2006;79(7):822-9]. Consequently, higher-order filters are used, resulting in nonlinear loops with order greater than 2. Such systems, due to high order and nonlinear terms, depending on parameters combinations, can present some undesirable behaviors, resulting from bifurcations, as error oscillation and chaos, decreasing synchronization ranges. In this work, we consider a second-order Sallen-Key loop filter [van Valkenburg ME. Analog filter design. New York: Holt, Rinehart & Winston; 1982] implying a third order PLL The resulting lock-in range of the third-order PLL is determined by two bifurcation conditions: a saddle-node and a Hopf. (C) 2008 Elsevier B.V. All rights reserved.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Effects of pasture implantation on the termite (Isoptera) fauna in the Central Brazilian Savanna (Cerrado)

The advance of agricultural frontier may cause the Cerrado (Brazilian savanna) to disappear before 2030. This work focuses on measuring the impact of pasture implantation on a cerrado`s termite fauna. Termites were sampled in a cerrado sensu stricto and a pasture, originally cerrado. All species were classified as their feeder group, accumulation curves were made and Shannon-Wiener indexes and beta diversity were calculated for both areas. Cerrado was richer than pasture and species composition differed considerably, leading beta diversity to a high value. The humivorous was the most representative species, followed by grass/litter feeders, xylophagous and, less representative, the intermediates. There were more xylophagous and intermediates species on cerrado than in pasture; the grass/litter feeders were more abundant in pasture, but didn`t differed in number or species; and humivorous didn`t differed neither in richness nor in abundance. This work shows that the simplification of the habitat is indeed causing the extinction of populations that depend on some specifics resource.

Evaluation of Adult Chronic Chagas` Heart Disease Diagnosis by Molecular and Serological Methods

Chagas` disease caused by Trypanosoma cruzi is endemic in Latin America. T. cruzi presents heterogeneous populations and comprises two main genetic lineages, named T. cruzi I and T. cruzi II. Diagnosis in the chronic phase is based on conventional serological tests, including indirect immunofluorescence (IIF) and enzyme-linked immunosorbent assay (ELISA), and diagnosis in the acute phase based on parasitological methods, including hemoculture. The objective of this study was to evaluate the diagnostic procedures of Chagas` disease in adult patients in the chronic phase by using a PCR assay and conventional serological tests, including TESA-blot as the gold standard. Samples were obtained from 240 clinical chronic chagasic patients. The sensitivities, compared to that of TESA-blot, were 70% for PCR using the kinetoplast region, 75% for PCR using the nuclear repetitive region, 99% for IIF, and 95% for ELISA. According to the serological tests results, we recommend that researchers assess the reliability and sensitivity of the commercial kit Chagatest ELISA recombinant, version 3.0 (Chagatest Rec v3.0; Wiener Lab, Rosario, Argentina), due to the lack of sensitivity. Based on our analysis, we concluded that PCR cannot be validated as a conventional diagnostic technique for Chagas` disease. These data have been corroborated by low levels of concordance with serology test results. It is recommended that PCR be used only for alternative diagnostic support. Using the nuclear repetitive region of T. cruzi, PCR could also be applicable for monitoring patients receiving etiologic treatment.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

STRUCTURE OF THE SHRUB-ARBOREAL COMPONENT OF AN ATLANTIC FOREST FRAGMENT ON A HILLOCK IN THE CENTRAL LOWLAND OF RIO DE JANEIRO, BRAZIL

The present study describes and evaluates the horizontal and vertical structures of a lowland forest fragment on a hillock in the municipality of Silva Jardim, Rio de Janeiro State, Brazil (22 degrees 31`56 `` S and 42 degrees 20`46 `` W). Twenty plots (10x2m) totaling 0.5ha were laid out following the slope grade using DBH >= 5cm as the inclusion criterion. A total of 734 individuals were encountered, yielding a total density of 1468 ind./ha and a total basal area of 10783m(2). The richness values (129 species/41 families), Shannon-Wiener diversity (4.22) and equitability (0.87) indices indicated an accentuated floristic heterogeneity and low ecological dominance. Lauraceae, Myrtaceae, Fabaceae and Euphorbiaceae showed the greatest species richness, corroborating other studies that indicated these species as the most representative of Atlantic Forest areas in southeastern Brazil. The species with the greatest importance values (VI) were Aparisthmium cordatum, Guapira opposita, Lacistema pubescens, Xylopia sericea, Tapirira guianensis and Piptocarpha macropoda. The high diversity observed was influenced by earlier anthropogenic actions and by the current successional stage. The forest fragment studied demonstrated closer floristic similarity to areas inventoried in a close-by biological reserve than to fragments dispersed throughout the coastal plain. Similarities in soil type, degree of soil saturation and use-history of forest resources all support these relationships. The fragmented physiognomy of the central lowland in this region and the use-history of the landscape make these small remnant forest areas important in terms of establishing strategies for landscape restoration and species conservation.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Invariants of binary differential equations

In this paper, we study binary differential equations a(x, y)dy (2) + 2b(x, y) dx dy + c(x, y)dx (2) = 0, where a, b, and c are real analytic functions. Following the geometric approach of Bruce and Tari in their work on multiplicity of implicit differential equations, we introduce a definition of the index for this class of equations that coincides with the classical Hopf`s definition for positive binary differential equations. Our results also apply to implicit differential equations F(x, y, p) = 0, where F is an analytic function, p = dy/dx, F (p) = 0, and F (pp) not equal aEuro parts per thousand 0 at the singular point. For these equations, we relate the index of the equation at the singular point with the index of the gradient of F and index of the 1-form omega = dy -aEuro parts per thousand pdx defined on the singular surface F = 0.

Could saturation effects be visible in a future electron-ion collider?

We expect to observe parton saturation in a future electron-ion collider. In this Letter we discuss this expectation in more detail considering two different models which are in good agreement with the existing experimental data on nuclear structure functions. In particular, we study the predictions of saturation effects in electron-ion collisions at high energies, using a generalization for nuclear targets of the b-CGC model, which describes the ep HERA quite well. We estimate the total. longitudinal and charm structure functions in the dipole picture and compare them with the predictions obtained using collinear factorization and modern sets of nuclear parton distributions. Our results show that inclusive observables are not very useful in the search for saturation effects. In the small x region they are very difficult to disentangle from the predictions of the collinear approaches. This happens mainly because of the large uncertainties in the determination of the nuclear parton distribution functions. On the other hand, our results indicate that the contribution of diffractive processes to the total cross section is about 20% at large A and small Q(2), allowing for a detailed study of diffractive observables. The study of diffractive processes becomes essential to observe parton Saturation. (C) 2008 Elsevier B.V. All rights reserved.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.