Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory. (C) 2009 Elsevier Inc. All rights reserved.

Numerical solution of the PTT constitutive equation for unsteady three-dimensional free surface flows

This work deals with the development of a numerical technique for simulating three-dimensional viscoelastic free surface flows using the PTT (Phan-Thien-Tanner) nonlinear constitutive equation. In particular, we are interested in flows possessing moving free surfaces. The equations describing the numerical technique are solved by the finite difference method on a staggered grid. The fluid is modelled by a Marker-and-Cell type method and an accurate representation of the fluid surface is employed. The full free surface stress conditions are considered. The PTT equation is solved by a high order method, which requires the calculation of the extra-stress tensor on the mesh contours. To validate the numerical technique developed in this work flow predictions for fully developed pipe flow are compared with an analytic solution from the literature. Then, results of complex free surface flows using the FIT equation such as the transient extrudate swell problem and a jet flowing onto a rigid plate are presented. An investigation of the effects of the parameters epsilon and xi on the extrudate swell and jet buckling problems is reported. (C) 2010 Elsevier B.V. All rights reserved.

Nonlinear Schrodinger equation with chaotic, random, and nonperiodic nonlinearity

In this Letter we deal with a nonlinear Schrodinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time coordinates and to check its robustness under these conditions. Here we show that the chaotic perturbation is more effective in destroying the soliton behavior, when compared with random or nonperiodic perturbation. For a real system, the perturbation can be related to, e.g., impurities in crystalline structures, or coupling to a thermal reservoir which, on the average, enhances the nonlinearity. We also discuss the relevance of such random perturbations to the dynamics of Bose-Einstein condensates and their collective excitations and transport. (C) 2010 Elsevier B.V. All rights reserved.

Dirac equation in noncommutative space for hydrogen atom

We consider the energy levels of a hydrogen-like atom in the framework of theta-modified, due to space noncommutativity, Dirac equation with Coulomb field. It is shown that on the noncommutative (NC) space the degeneracy of the levels 2S(1/2), 2P(1/2) and 2P(3/2) is lifted completely, such that new transition channels are allowed. (C) 2009 Elsevier B.V. All rights reserved.

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

Finite temperature correction to the Thomas-Fermi approximation for a Bose-Einstein condensate: comparison between theory and experiment

We observe experimentally a deviation of the radius of a Bose-Einstein condensate from the standard Thomas-Fermi prediction, after free expansion, as a function of temperature. A modified Hartree-Fock model is used to explain the observations, mainly based on the influence of the thermal cloud on the condensate cloud.

Software maintenance project delays prediction using Bayesian Networks

Managing software maintenance is rarely a precise task due to uncertainties concerned with resources and services descriptions. Even when a well-established maintenance process is followed, the risk of delaying tasks remains if the new services are not precisely described or when resources change during process execution. Also, the delay of a task at an early process stage may represent a different delay at the end of the process, depending on complexity or services reliability requirements. This paper presents a knowledge-based representation (Bayesian Networks) for maintenance project delays based on specialists experience and a corresponding tool to help in managing software maintenance projects. (c) 2006 Elsevier Ltd. All rights reserved.

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

On the Hamilton-Jacobi equation in the framework of generalized functions

In this work we study, in the framework of Colombeau`s generalized functions, the Hamilton-Jacobi equation with a given initial condition. We have obtained theorems on existence of solutions and in some cases uniqueness. Our technique is adapted from the classical method of characteristics with a wide use of generalized functions. We were led also to obtain some general results on invertibility and also on ordinary differential equations of such generalized functions. (C) 2011 Elsevier Inc. All rights reserved.

Generalized solutions of a nonlinear parabolic equation with generalized functions as initial data

In [H. Brezis, A. Friedman, Nonlinear parabolic equations involving measures as initial conditions, J. Math. Pure Appl. (9) (1983) 73-97.] Brezis and Friedman prove that certain nonlinear parabolic equations, with the delta-measure as initial data, have no solution. However in [J.F. Colombeau, M. Langlais, Generalized solutions of nonlinear parabolic equations with distributions as initial conditions, J. Math. Anal. Appl (1990) 186-196.] Colombeau and Langlais prove that these equations have a unique solution even if the delta-measure is substituted by any Colombeau generalized function of compact support. Here we generalize Colombeau and Langlais` result proving that we may take any generalized function as the initial data. Our approach relies on recent algebraic and topological developments of the theory of Colombeau generalized functions and results from [J. Aragona, Colombeau generalized functions on quasi-regular sets, Publ. Math. Debrecen (2006) 371-399.]. (C) 2009 Elsevier Ltd. All rights reserved.

The influence of ARIMA-GARCH parameters in feed forward neural networks prediction

The objective of this article is to find out the influence of the parameters of the ARIMA-GARCH models in the prediction of artificial neural networks (ANN) of the feed forward type, trained with the Levenberg-Marquardt algorithm, through Monte Carlo simulations. The paper presents a study of the relationship between ANN performance and ARIMA-GARCH model parameters, i.e. the fact that depending on the stationarity and other parameters of the time series, the ANN structure should be selected differently. Neural networks have been widely used to predict time series and their capacity for dealing with non-linearities is a normally outstanding advantage. However, the values of the parameters of the models of generalized autoregressive conditional heteroscedasticity have an influence on ANN prediction performance. The combination of the values of the GARCH parameters with the ARIMA autoregressive terms also implies in ANN performance variation. Combining the parameters of the ARIMA-GARCH models and changing the ANN`s topologies, we used the Theil inequality coefficient to measure the prediction of the feed forward ANN.

Stability of periodic travelling shallow-water waves determined by Newton`s equation

We study the existence and stability of periodic travelling-wave solutions for generalized Benjamin-Bona-Mahony and Camassa-Holm equations. To prove orbital stability, we use the abstract results of Grillakis-Shatah-Strauss and the Floquet theory for periodic eigenvalue problems.

Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.