Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments

In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second--order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.

Periodic solutions of second-order differential inclusions systems with p-Laplacian

Some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian

Realizations of Poincar group induced by second order differential systems. Non interaction theorem

A generalization of the predictive relativistic mechanics is studied where the initial conditions are taken on a general hypersurface of M4. The induced realizations of the Poincar group are obtained. The same procedure is used for the Galileo group. Noninteraction theorems are derived for both groups.

Periodic solutions for nonautonomous second order differential inclusions systems with p- Laplacian

Using the nonsmooth variant of minimax point theorems, some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian.

Interactions among systems of finite size en predictive relativistic mechanics III. Short-range interaction and second-order terms

We compute up to and including all the c-2 terms in the dynamical equations for extended bodies interacting through electromagnetic, gravitational, or short-range fields. We show that these equations can be reduced to those of point particles with intrinsic angular momentum assuming spherical symmetry.

An LMI approach to H∞ synchronization of second-order neutral master-slave systems

The H∞ synchronization problem of the master and slave structure of a second-order neutral master-slave systems with time-varying delays is presented in this paper. Delay-dependent sufficient conditions for the design of a delayed output-feedback control are given by Lyapunov-Krasovskii method in terms of a linear matrix inequality (LMI). A controller, which guarantees H∞ synchronization of the master and slave structure using some free weighting matrices, is then developed. A numerical example has been given to show the effectiveness of the method

Second-order Møller-Plesset perturbation theory without basis set superposition error : II : open-shell systems

The basis set superposition error-free second-order MØller-Plesset perturbation theory of intermolecular interactions was studied. The difficulties of the counterpoise (CP) correction in open-shell systems were also discussed. The calculations were performed by a program which was used for testing the new variants of the theory. It was shown that the CP correction for the diabatic surfaces should be preferred to the adiabatic ones

Dynamical properties of nonmarkovian stochastic differential equations

We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an OrnsteinUhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.

Interaccion among systems of finite size in predictive relativistic mechanics -II. Electromagnetic and gravitational interactions

We explicitly construct a closed system of differential equations describing the electromagnetic and gravitational interactions among bodies to first order in the coupling constants, retaining terms up to order c-2. The Breit and Barker and O'Connell Hamiltonians are recovered by means of a coordinate transformation. The method used throws light on the meaning of these coordinates.

Weierstrass integrability of differential equations

The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral. We define {\it Weierstrass integrability} and we determine which Weierstrass integrable systems are Liouvillian integrable. Inside this new class of integrable systems there are non--Liouvillian integrable systems.

On the upper bound of the number of limit cycles obtained by the second order averaging method I

"Vegeu el resum a l'inici del document del fitxer adjunt."

On the upper bound of the number of limit cycles obtained by the second order averaging method II

"Vegeu el resum a l'inici del document del fitxer adjunt."