Supersymmetric variational energies of 3d confined potentials

Within the approach of supersymmetric quantum mechanics associated with the variational method a recipe to construct the superpotential of three-dimensional confined potentials in general is proposed. To illustrate the construction, the energies of the harmonic oscillator and the Hulthen potential, both confined in three dimensions are evaluated. Comparison with the corresponding results of other approximative and exact numerical results is presented. (C) 2003 Elsevier B.V. All rights reserved.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

An implicit BEM formulation to model strong discontinuities in solids

A boundary element method (BEM) formulation to predict the behavior of solids exhibiting displacement (strong) discontinuity is presented. In this formulation, the effects of the displacement jump of a discontinuity interface embedded in an internal cell are reproduced by an equivalent strain field over the cell. To compute the stresses, this equivalent strain field is assumed as the inelastic part of the total strain. As a consequence, the non-linear BEM integral equations that result from the proposed approach are similar to those of the implicit BEM based on initial strains. Since discontinuity interfaces can be introduced inside the cell independently on the cell boundaries, the proposed BEM formulation, combined with a tracking scheme to trace the discontinuity path during the analysis, allows for arbitrary discontinuity propagation using a fixed mesh. A simple technique to track the crack path is outlined. This technique is based on the construction of a polygonal line formed by segments inside the cells, in which the assumed failure criterion is reached. Two experimental concrete fracture tests were analyzed to assess the performance of the proposed formulation.

Applying a new methodology to verify transmission line model performance - the equivalent impedance test

The objective of this paper is to present a methodology to analyze a transmission line model used in electromagnetic transitory simulators, called equivalent impedance test. Initially the definition of equivalent impedance reference test is shown. Soon after this methodology is applied to a transmission line model, the Quasi-Modes model. The studies were accomplished in a hypothetical non-transposed three-phase transmission fine of 440 kV. The line length is 500 km, and it was modeled through cascades of pi-circuits (with 50 pi's circuits, each with 10 km length).

Spin, charge, and orbital correlations in the one-dimensional t(2g)-orbital Hubbard model

We present the zero-temperature phase diagram of the one-dimensional t(2g)-orbital Hubbard model, obtained using the density-matrix renormalization group and Lanczos techniques. Emphasis is given to the case of the electron density n=5 corresponding to five electrons per site, while several other cases for electron densities between n=3 and 6 are also studied. At n=5, our results indicate a first-order transition between a paramagnetic (PM) insulator phase, with power-law slowly decaying correlations, and a fully polarized ferromagnetic (FM) state by tuning the Hund's coupling. The results also suggest a transition from the n=5 PM insulator phase to a metallic regime by changing the electron density, either via hole or electron doping. The behavior of the spin, charge, and orbital correlation functions in the FM and PM states are also described in the text and discussed. The robustness of these two states against varying parameters suggests that they may be of relevance in quasi-one-dimensional Co-oxide materials, or even in higher dimensional cobaltite systems as well.

On a regular convex solver potential for an elastic-damage constitutive model: a theoretical analysis

This work is related with the proposition of a so-called regular or convex solver potential to be used in numerical simulations involving a certain class of constitutive elastic-damage models. All the mathematical aspects involved are based on convex analysis, which is employed aiming a consistent variational formulation of the potential and its conjugate one. It is shown that the constitutive relations for the class of damage models here considered can be derived from the solver potentials by means of sub-differentials sets. The optimality conditions of the resulting minimisation problem represent in particular a linear complementarity problem. Finally, a simple example is present in order to illustrate the possible integration errors that can be generated when finite step analysis is performed. (C) 2003 Elsevier Ltd. All rights reserved.

Agent-based model to rural-urban migration analysis

In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a computational agent-based model. Agents are placed on a lattice and the connections among them are described via an Ising-like model. Simulations on this computational model show some emergent properties that are common in developing economies, such as a transitional dynamics characterized by continuous growth of urban population, followed by the equalization of expected wages between rural and urban sectors (Harris-Todaro equilibrium condition), urban concentration and increasing of per capita income. (c) 2005 Elsevier B.V. All rights reserved.

Describing Fermi acceleration with a scaling approach: The Bouncer model revisited

The behavior of average velocities on a dissipative version of the classical bouncer model is described using scaling arguments. The description of the model is made by use of a two-dimensional nonlinear area contracting map. Our results reveal that the model experiences a transition from limited to unlimited energy growth as the dissipation vanishes. (c) 2007 Elsevier B.V. All rights reserved.

Third body perturbation using a single averaged model considering elliptic orbits for the disturbing body

In the present work, we expanded the study done by Solorzanol(1) including the eccentricity of the perturbing body. The assumptions used to develop the single-averaged analytical model are the same ones of the restricted elliptic three-body problem. The disturbing function was expanded in Legendre polynomials up to fourth-order. After that, the equations of motion are obtained from the planetary equations and we performed a set of numerical simulations. Different initial eccentricities for the perturbing and perturbed body are considered. The results obtained perform an analysis of the stability of a near-circular orbits and investigate under which conditions this orbit remain near-circular.

Simulação do comportamento não linear de materiais quase-frágeis via elementos finitos com fissura embebida

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Non-linear analysis of reinforced concrete plates by the boundary element method and continuum damage mechanics

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

Symmetries and time evolution in discrete phase spaces: a soluble model calculation

Using the flexibility and constructive definition of the Schwinger bases, we developed different mapping procedures to enhance different aspects of the dynamics and of the symmetries of an extended version of the two-level Lipkin model. The classical limits of the dynamics are discussed in connection with the different mappings. Discrete Wigner functions are also calculated. © 1995.

Q-deformed fermionic Lipkin model at finite temperature

The interplay between temperature and q-deformation in the phase transition properties of many-body systems is studied in the particular framework of the collective q-deformed fermionic Lipkin model. It is shown that in phase transitions occuring in many-fermion systems described by su(2)q-like models are strongly influenced by the q-deformation.

Gauged thirring model in the Heisenberg picture

We consider the (2+1)-dimensional gauged Thirring model in the Heisenberg picture. In this context we evaluate the vacuum polarization tensor as well as the corrected gauge boson propagator and address the issues of generation of mass and dynamics for the gauge boson (in the limits of QED 3 and Thirring model as a gauge theory, respectively) due to the radiative corrections.

Quantum tunneling fragmentation model

A nonthermal quantum mechanical statistical fragmentation model based on tunneling of particles through potential barriers is studied in compact two- and three-dimensional systems. It is shown that this fragmentation dynamics gives origin to several static and dynamic scaling relations. The critical exponents are found and compared with those obtained in classical statistical models of fragmentation of general interest, in particular with thermal fragmentation involving classical processes over potential barriers. Besides its general theoretical interest, the fragmentation dynamics discussed here is complementary to classical fragmentation dynamics of interest in chemical kinetics and can be useful in the study of a number of other dynamic processes such as nuclear fragmentation. ©2000 The American Physical Society.