On state representations of nonlinear implicit systems

This work considers a semi-implicit system A, that is, a pair (S, y), where S is an explicit system described by a state representation (x)over dot(t) = f(t, x(t), u(t)), where x(t) is an element of R(n) and u(t) is an element of R(m), which is subject to a set of algebraic constraints y(t) = h(t, x(t), u(t)) = 0, where y(t) is an element of R(l). An input candidate is a set of functions v = (v(1),.... v(s)), which may depend on time t, on x, and on u and its derivatives up to a Finite order. The problem of finding a (local) proper state representation (z)over dot = g(t, z, v) with input v for the implicit system Delta is studied in this article. The main result shows necessary and sufficient conditions for the solution of this problem, under mild assumptions on the class of admissible state representations of Delta. These solvability conditions rely on an integrability test that is computed from the explicit system S. The approach of this article is the infinite-dimensional differential geometric setting of Fliess, Levine, Martin, and Rouchon (1999) (`A Lie-Backlund Approach to Equivalence and Flatness of Nonlinear Systems`, IEEE Transactions on Automatic Control, 44(5), (922-937)).

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

INDEX OF AN IMPLICIT DIFFERENTIAL EQUATION

In this paper we introduce the concept of the index of an implicit differential equation F(x,y,p) = 0, where F is a smooth function, p = dy/dx, F(p) = 0 and F(pp) = 0 at an isolated singular point. We also apply the results to study the geometry of surfaces in R(5).

THE IMPLICIT FUNCTION THEOREM FOR CONTINUOUS FUNCTIONS

In the present paper we obtain a new homological version of the implicit function theorem and some versions of the Darboux theorem. Such results are proved for continuous maps on topological manifolds. As a consequence. some versions of these classic theorems are proved when we consider differenciable (not necessarily C-1) maps.

An implicit technique for solving 3D low Reynolds number moving free surface flows

This paper describes the development of an implicit finite difference method for solving transient three-dimensional incompressible free surface flows. To reduce the CPU time of explicit low-Reynolds number calculations, we have combined a projection method with an implicit technique for treating the pressure on the free surface. The projection method is employed to uncouple the velocity and the pressure fields, allowing each variable to be solved separately. We employ the normal stress condition on the free surface to derive an implicit technique for calculating the pressure at the free surface. Numerical results demonstrate that this modification is essential for the construction of methods that are more stable than those provided by discretizing the free surface explicitly. In addition, we show that the proposed method can be applied to viscoelastic fluids. Numerical results include the simulation of jet buckling and extrudate swell for Reynolds numbers in the range [0.01, 0.5]. (C) 2008 Elsevier Inc. All rights reserved.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Emprego de regras de associação para extração de padrões mercadológicos de touros Nelore com avaliação genética

Objetivou-se com este trabalho utilizar regras de associação para identificar forças de mercado que regem a comercialização de touros com avaliação genética pelo programa Nelore Brasil. Essas regras permitem evidenciar padrões implícitos nas transações de grandes bases de dados, indicando causas e efeitos determinantes da oferta e comercialização de touros. Na análise foram considerados 19.736 registros de touros comercializados, 17 fazendas e 15 atributos referentes às diferenças esperadas nas progênies dos reprodutores, local e época da venda. Utilizou-se um sistema com interface gráfica usuário-dirigido que permite geração e seleção interativa de regras de associação. Análise de Pareto foi aplicada para as três medidas objetivas (suporte, confiança e lift) que acompanham cada uma das regras de associação, para validação das mesmas. Foram geradas 2.667 regras de associação, 164 consideradas úteis pelo usuário e 107 válidas para lift ≥ 1,0505. As fazendas participantes do programa Nelore Brasil apresentam especializações na oferta de touros, segundo características para habilidade materna, ganho de peso, fertilidade, precocidade sexual, longevidade, rendimento e terminação de carcaça. Os perfis genéticos dos touros são diferentes para as variedades padrão e mocho. Algumas regiões brasileiras são nichos de mercado para touros sem registro genealógico. A análise de evolução de mercado sugere que o mérito genético total, índice oficial do programa Nelore Brasil, tornou-se um importante índice para comercialização dos touros. Com o uso das regras de associação, foi possível descobrir forças do mercado e identificar combinações de atributos genéticos, geográficos e temporais que determinam a comercialização de touros no programa Nelore Brasil.

Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA

Neste artigo apresentamos uma análise Bayesiana para o modelo de volatilidade estocástica (SV) e uma forma generalizada deste, cujo objetivo é estimar a volatilidade de séries temporais financeiras. Considerando alguns casos especiais dos modelos SV usamos algoritmos de Monte Carlo em Cadeias de Markov e o software WinBugs para obter sumários a posteriori para as diferentes formas de modelos SV. Introduzimos algumas técnicas Bayesianas de discriminação para a escolha do melhor modelo a ser usado para estimar as volatilidades e fazer previsões de séries financeiras. Um exemplo empírico de aplicação da metodologia é introduzido com a série financeira do IBOVESPA.

Reconciliando divergências: conhecimento implícito e explícito na aprendizagem

O trabalho busca integrar, com base em propostas recentes de vários autores, perspectivas acerca da aprendizagem concebidas como mutuamente excludentes. Essa reflexão se justifica em vista da importância de não se introduzir descontinuidade filogenética em um processo concebido como adaptativo, mas que é também cultural. Assim, são examinadas propostas acerca da coevolução da mente humana e da cultura que apoiariam tal perspectiva, propondo-se uma visão integrada da aprendizagem como um conjunto de processos organizados em um continuum implícito-explícito.

Comparison of full-field electroretinogram in diabetic and non diabetic dogs with cataracts

Being the commonest ocular disorder, dense cataracts disable fundoscopic examination and the diagnosis of retinal disorders, which dogs may be predisposed. The aim of this study was to compare the electroretinographic responses recorded according to the International Society for Clinical Electrophysiology of Vision human protocol to evaluate retinal function of diabetic and non diabetic dogs, both presenting mature or hypermature cataracts. Full-field electroretinogram was recorded from 66 dogs, with ages varying from 6 to 15 years old allocated into two groups: (1) CG, non diabetic cataractous dogs, and (2) DG, diabetic cataractous dogs. Mean peak-to-peak amplitude (microvolts) and b-wave implicit time (milliseconds) were determined for each of the five standard full-field ERG responses (rod response, maximal response, oscillatory potentials, single-flash cone response and 30 Hz flicker). Comparing CG to DG, ERGs recorded from diabetic dogs presented lower amplitude and prolonged b-wave implicit time in all ERG responses. Prolonged b-wave implicit time was statistically significant (p< 0.05) at 30 Hz flicker (24.0 ms versus 22.4 ms). These data suggests full-field ERG is capable to record sensible alterations, such as flicker's implicit time, being useful to investigate retinal dysfunction in diabetic dogs.

Unconstrained Finite Element for Geometrical Nonlinear Dynamics of Shells

This paper presents a positional FEM formulation to deal with geometrical nonlinear dynamics of shells. The main objective is to develop a new FEM methodology based on the minimum potential energy theorem written regarding nodal positions and generalized unconstrained vectors not displacements and rotations. These characteristics are the novelty of the present work and avoid the use of large rotation approximations. A nondimensional auxiliary coordinate system is created, and the change of configuration function is written following two independent mappings from which the strain energy function is derived. This methodology is called positional and, as far as the authors' knowledge goes, is a new procedure to approximated geometrical nonlinear structures. In this paper a proof for the linear and angular momentum conservation property of the Newmark beta algorithm is provided for total Lagrangian description. The proposed shell element is locking free for elastic stress-strain relations due to the presence of linear strain variation along the shell thickness. The curved, high-order element together with an implicit procedure to solve nonlinear equations guarantees precision in calculations. The momentum conserving, the locking free behavior, and the frame invariance of the adopted mapping are numerically confirmed by examples. Copyright (C) 2009 H. B. Coda and R. R. Paccola.

A simple procedure for reliability assessment of thin composite plates against buckling

In some circumstances ice floes may be modeled as beams. In general this modeling supposes constant thickness, which contradicts field observations. Action of currents, wind and the sequence of contacts, causes thickness to vary. Here this effect is taken into consideration on the modeling of the behavior of ice hitting inclined walls of offshore platforms. For this purpose, the boundary value problem is first equated. The set of equations so obtained is then transformed into a system of equations, that is then solved numerically. For this sake an implicit solution is developed, using a shooting method, with the accompanying Jacobian. In-plane coupling and the dependency of the boundary terms on deformation, make the problem non-linear and the development particular. Deformation and internal resultants are then computed for harmonic forms of beam profile. Forms of giving some additional generality to the problem are discussed.

An overview of the Amazonian Aerosol Characterization Experiment 2008 (AMAZE-08)

The Amazon Basin provides an excellent environment for studying the sources, transformations, and properties of natural aerosol particles and the resulting links between biological processes and climate. With this framework in mind, the Amazonian Aerosol Characterization Experiment (AMAZE-08), carried out from 7 February to 14 March 2008 during the wet season in the central Amazon Basin, sought to understand the formation, transformations, and cloud-forming properties of fine-and coarse-mode biogenic aerosol particles, especially as related to their effects on cloud activation and regional climate. Special foci included (1) the production mechanisms of secondary organic components at a pristine continental site, including the factors regulating their temporal variability, and (2) predicting and understanding the cloud-forming properties of biogenic particles at such a site. In this overview paper, the field site and the instrumentation employed during the campaign are introduced. Observations and findings are reported, including the large-scale context for the campaign, especially as provided by satellite observations. New findings presented include: (i) a particle number-diameter distribution from 10 nm to 10 mu m that is representative of the pristine tropical rain forest and recommended for model use; (ii) the absence of substantial quantities of primary biological particles in the submicron mode as evidenced by mass spectral characterization; (iii) the large-scale production of secondary organic material; (iv) insights into the chemical and physical properties of the particles as revealed by thermodenuder-induced changes in the particle number-diameter distributions and mass spectra; and (v) comparisons of ground-based predictions and satellite-based observations of hydrometeor phase in clouds. A main finding of AMAZE-08 is the dominance of secondary organic material as particle components. The results presented here provide mechanistic insight and quantitative parameters that can serve to increase the accuracy of models of the formation, transformations, and cloud-forming properties of biogenic natural aerosol particles, especially as related to their effects on cloud activation and regional climate.