185 resultados para Stochastic Di¤erential Equation


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Exact solutions are found for the Dirac equation for a combination of Lorentz scalar and vector Coulombic potentials with additional non-Coulombic parts. An appropriate linear combination of Lorentz scalar and vector non-Coulombic potentials, with the scalar part dominating, can be chosen to give exact analytic Dirac wave functions. The method works for the ground state or for the lowest orbital state with l = j - 1/2 , for any j.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The Bose-Einstein condensate of several types of trapped bosons at ultralow temperature was described using the coupled time dependent Gross-Pitaevskii equation. Both the stationary and time evolution problems were analyzed using this approach. The ground state stationary wave functions were found to be sharply peaked near the origin for attractive interatomic interaction for larger nonlinearity while for a repulsive interatomic interaction the wave function extends over a larger region of space.

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The reduction of the two-fermion Bethe-Salpeter equation in the framework of light-front dynamics is studied for the Yukawa model. It yields auxiliary three-dimensional quantities for the transition matrix and the bound state. The arising effective interaction can be perturbatively expanded in powers of the coupling constant gs allowing a defined number of boson exchanges; it is divergent and needs renormalization; it also includes the instantaneous term of the Dirac propagator. One possible solution of the renormalization problem of the boson exchanges is shown to be provided by expanding the effective interaction beyond single boson exchange. The effective interaction in ladder approximation up to order g4 s is discussed in detail. It is shown that the effective interaction naturally yields the box counterterm required to be introduced ad hoc previously. The covariant results of the Bethe-Salpeter equation can be recovered from the corresponding auxiliary three-dimensional quantities.

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This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

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This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

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In this paper, using the apparatus of the Clifford bundle formalism, we show how straightforwardly solve in Minkowski space-time the Dirac-Hestenes equation - which is an appropriate representative in the Clifford bundle of differential forms of the usual Dirac equation - by separation of variables for the case of a potential having spherical symmetry in the Cartesian and spherical gauges. We show that, contrary to what is expected at a first sight, the solution of the Dirac-Hestenes equation in both gauges has exactly the same mathematical difficulty. © World Scientific Publishing Company.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The GPS observables are subject to several errors. Among them, the systematic ones have great impact, because they degrade the accuracy of the accomplished positioning. These errors are those related, mainly, to GPS satellites orbits, multipath and atmospheric effects. Lately, a method has been suggested to mitigate these errors: the semiparametric model and the penalised least squares technique (PLS). In this method, the errors are modeled as functions varying smoothly in time. It is like to change the stochastic model, in which the errors functions are incorporated, the results obtained are similar to those in which the functional model is changed. As a result, the ambiguities and the station coordinates are estimated with better reliability and accuracy than the conventional least square method (CLS). In general, the solution requires a shorter data interval, minimizing costs. The method performance was analyzed in two experiments, using data from single frequency receivers. The first one was accomplished with a short baseline, where the main error was the multipath. In the second experiment, a baseline of 102 km was used. In this case, the predominant errors were due to the ionosphere and troposphere refraction. In the first experiment, using 5 minutes of data collection, the largest coordinates discrepancies in relation to the ground truth reached 1.6 cm and 3.3 cm in h coordinate for PLS and the CLS, respectively, in the second one, also using 5 minutes of data, the discrepancies were 27 cm in h for the PLS and 175 cm in h for the CLS. In these tests, it was also possible to verify a considerable improvement in the ambiguities resolution using the PLS in relation to the CLS, with a reduced data collection time interval. © Springer-Verlag Berlin Heidelberg 2007.

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We analyze here the spin and pseudospin symmetry for the antinucleon spectra solving the Dirac equation with scalar and vector Wood-Saxon potentials. In relativistic nuclear mean field theories where these potentials have large magnitudes and opposite signs we show that contrary to the nucleon case where pseudospin interaction is never very small and cannot be treated perturbatively, for antinucleon systems this interaction is perturbative and an exact pseudospin symmetry is possible. This result manifests the relativistic nature of the nuclear pseudospin symmetry. © 2009 American Institute of Physics.

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Rational solutions of the Painlevé IV equation are constructed in the setting of pseudo-differential Lax formalism describing AKNS hierarchy subject to the additional non-isospectral Virasoro symmetry constraint. Convenient Wronskian representations for rational solutions are obtained by successive actions of the Darboux-Bäcklund transformations. ©2010 American Institute of Physics.

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The asymptotic stability of the null solution of the equation ẋ(t) = -a(t)x(t)+b(t)x([t]) with argument [t], where [t] designates the greatest integer function, is studied by means of dichotomic maps. © 2010 Academic Publications.

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This paper deals with the study of the basic theory of existence, uniqueness and continuation of solutions of di®erential equations with piecewise constant argument. Results about asymptotic stability of the equation x(t) =-bx(t) + f(x([t])) with argu- ment [t], where [t] designates the greatest integer function, are established by means of dichotomic maps. Other example is given to illustrate the application of the method. Copyright © 2011 Watam Press.

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Here, a simplified dynamical model of a magnetically levitated body is considered. The origin of an inertial Cartesian reference frame is set at the pivot point of the pendulum on the levitated body in its static equilibrium state (ie, the gap between the magnet on the base and the magnet on the body, in this state). The governing equations of motion has been derived and the characteristic feature of the strategy is the exploitation of the nonlinear effect of the inertial force associated, with the motion of a pendulum-type vibration absorber driven, by an appropriate control torque [4]. In the present paper, we analyzed the nonlinear dynamics of problem, discussed the energy transfer between the main system and the pendulum in time, and developed State Dependent Riccati Equation (SDRE) control design to reducing the unstable oscillatory movement of the magnetically levitated body to a stable fixed point. The simulations results showed the effectiveness of the (SDRE) control design. Copyright © 2011 by ASME.

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Riemann surfaces, cohomology and homology groups, Cartan's spinors and triality, octonionic projective geometry, are all well supported by Complex Structures [1], [2], [3], [4]. Furthermore, in Theoretical Physics, mainly in General Relativity, Supersymmetry and Particle Physics, Complex Theory Plays a Key Role [5], [6], [7], [8]. In this context it is expected that generalizations of concepts and main results from the Classical Complex Theory, like conformal and quasiconformal mappings [9], [10] in both quaternionic and octonionic algebra, may be useful for other fields of research, as for graphical computing enviromment [11]. In this Note, following recent works by the autors [12], [13], the Cauchy Theorem will be extended for Octonions in an analogous way that it has recentely been made for quaternions [14]. Finally, will be given an octonionic treatment of the wave equation, which means a wave produced by a hyper-string with initial conditions similar to the one-dimensional case.