Birkhoffian Systems in Infinite Dimensional Manifolds

We generalize the theory of Kobayashi and Oliva (On the Birkhoff Approach to Classical Mechanics. Resenhas do Instituto de Matematica e Estatistica da Universidade de Sao Paulo, 2003) to infinite dimensional Banach manifolds with a view towards applications in partial differential equations.

A Lagrangian identification of major sources of moisture over Central Brazil and La Plata Basin

[1] This work examines the main sources of moisture over Central Brazil and La Plata Basin during the year through a new Lagrangian diagnosis method which identifies the humidity contributions to the moisture budget over a region. This methodology computes budgets of evaporation minus precipitation by calculating changes in the specific humidity along back-trajectories for the previous 10 d. The origin of all air masses residing over each region was tracked during a period of 5 years (2000-2004). These regions were selected because they coincide with two centers of action of a known dipole precipitation variability mode observed in different temporal scales (from intra seasonal up to inter decadal timescales) and are related to the climatic variability of the South American Monsoon System. The results suggested the importance of the tropical south Atlantic as a moisture source for Central Brazil, and of recycling for La Plata basin. It seems that the Tropical South Atlantic plays an important role as a moisture source for Central Brazil and La Plata basin along the year, particularly during the austral summer. The north Atlantic is also an additional source for both regions during the austral summer.

Dynamics of two planets in co-orbital motion

We study the stability regions and families of periodic orbits of two planets locked in a co-orbital configuration. We consider different ratios of planetary masses and orbital eccentricities; we also assume that both planets share the same orbital plane. Initially, we perform numerical simulations over a grid of osculating initial conditions to map the regions of stable/chaotic motion and identify equilibrium solutions. These results are later analysed in more detail using a semi-analytical model. Apart from the well-known quasi-satellite orbits and the classical equilibrium Lagrangian points L(4) and L(5), we also find a new regime of asymmetric periodic solutions. For low eccentricities these are located at (delta lambda, delta pi) = (+/- 60 degrees, -/+ 120 degrees), where delta lambda is the difference in mean longitudes and delta pi is the difference in longitudes of pericentre. The position of these anti-Lagrangian solutions changes with the mass ratio and the orbital eccentricities and are found for eccentricities as high as similar to 0.7. Finally, we also applied a slow mass variation to one of the planets and analysed its effect on an initially asymmetric periodic orbit. We found that the resonant solution is preserved as long as the mass variation is adiabatic, with practically no change in the equilibrium values of the angles.

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. All rights reserved.

An improved finite element space for discontinuous pressures

We consider incompressible Stokes flow with an internal interface at which the pressure is discontinuous, as happens for example in problems involving surface tension. We assume that the mesh does not follow the interface, which makes classical interpolation spaces to yield suboptimal convergence rates (typically, the interpolation error in the L(2)(Omega)-norm is of order h(1/2)). We propose a modification of the P(1)-conforming space that accommodates discontinuities at the interface without introducing additional degrees of freedom or modifying the sparsity pattern of the linear system. The unknowns are the pressure values at the vertices of the mesh and the basis functions are computed locally at each element, so that the implementation of the proposed space into existing codes is straightforward. With this modification, numerical tests show that the interpolation order improves to O(h(3/2)). The new pressure space is implemented for the stable P(1)(+)/P(1) mini-element discretization, and for the stabilized equal-order P(1)/P(1) discretization. Assessment is carried out for Poiseuille flow with a forcing surface and for a static bubble. In all cases the proposed pressure space leads to improved convergence orders and to more accurate results than the standard P(1) space. In addition, two Navier-Stokes simulations with moving interfaces (Rayleigh-Taylor instability and merging bubbles) are reported to show that the proposed space is robust enough to carry out realistic simulations. (c) 2009 Elsevier B.V. All rights reserved.

A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem

Industrial production processes involving both lot-sizing and cutting stock problems are common in many industrial settings. However, they are usually treated in a separate way, which could lead to costly production plans. In this paper, a coupled mathematical model is formulated and a heuristic method based on Lagrangian relaxation is proposed. Computational results prove its effectiveness. (C) 2009 Elsevier B.V. All rights reserved.

Front tracking with moving-least-squares surfaces

The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

Path integral representations in noncommutative quantum mechanics and noncommutative version of Berezin-Marinov action

It is known that the actions of field theories on a noncommutative space-time can be written as some modified (we call them theta-modified) classical actions already on the commutative space-time (introducing a star product). Then the quantization of such modified actions reproduces both space-time noncommutativity and the usual quantum mechanical features of the corresponding field theory. In the present article, we discuss the problem of constructing theta-modified actions for relativistic QM. We construct such actions for relativistic spinless and spinning particles. The key idea is to extract theta-modified actions of the relativistic particles from path-integral representations of the corresponding noncommutative field theory propagators. We consider the Klein-Gordon and Dirac equations for the causal propagators in such theories. Then we construct for the propagators path-integral representations. Effective actions in such representations we treat as theta-modified actions of the relativistic particles. To confirm the interpretation, we canonically quantize these actions. Thus, we obtain the Klein-Gordon and Dirac equations in the noncommutative field theories. The theta-modified action of the relativistic spinning particle is just a generalization of the Berezin-Marinov pseudoclassical action for the noncommutative case.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Instability of equilibrium points of some Lagrangian systems

In this work we show that, if L is a natural Lagrangian system such that the k-jet of the potential energy ensures it does not have a minimum at the equilibrium and such that its Hessian has rank at least n - 2, then there is an asymptotic trajectory to the associated equilibrium point and so the equilibrium is unstable. This applies, in particular, to analytic potentials with a saddle point and a Hessian with at most 2 null eigenvalues. The result is proven for Lagrangians in a specific form, and we show that the class of Lagrangians we are interested can be taken into this specific form by a subtle change of spatial coordinates. We also consider the extension of this results to systems subjected to gyroscopic forces. (C) 2008 Elsevier Inc. All rights reserved.

Multiple Brake Orbits and Homoclinics in Riemannian Manifolds

Let (M, g) be a complete Riemannian manifold, Omega subset of Man open subset whose closure is homeomorphic to an annulus. We prove that if a,Omega is smooth and it satisfies a strong concavity assumption, then there are at least two distinct geodesics in starting orthogonally to one connected component of a,Omega and arriving orthogonally onto the other one. Using the results given in Giamb et al. (Adv Differ Equ 10:931-960, 2005), we then obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating from a nondegenerate maximum point of the potential energy, and a proof of the existence of two distinct brake orbits for a class of Hamiltonian systems. Under a further symmetry assumption, the result is improved by showing the existence of at least dim(M) pairs of geometrically distinct geodesics as above, brake orbits and homoclinic orbits. In our proof we shall use recent deformation results proved in Giamb et al. (Nonlinear Anal Ser A: Theory Methods Appl 73:290-337, 2010).

Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface

Given an oriented Riemannian surface (Sigma, g), its tangent bundle T Sigma enjoys a natural pseudo-Kahler structure, that is the combination of a complex structure 2, a pseudo-metric G with neutral signature and a symplectic structure Omega. We give a local classification of those surfaces of T Sigma which are both Lagrangian with respect to Omega and minimal with respect to G. We first show that if g is non-flat, the only such surfaces are affine normal bundles over geodesics. In the flat case there is, in contrast, a large set of Lagrangian minimal surfaces, which is described explicitly. As an application, we show that motions of surfaces in R(3) or R(1)(3) induce Hamiltonian motions of their normal congruences, which are Lagrangian surfaces in TS(2) or TH(2) respectively. We relate the area of the congruence to a second-order functional F = f root H(2) - K dA on the original surface. (C) 2010 Elsevier B.V. All rights reserved.