79 resultados para stochastic partial differential equations


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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

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In this paper we introduce a type of Hypercomplex Fourier Series based on Quaternions, and discuss on a Hypercomplex version of the Square of the Error Theorem. Since their discovery by Hamilton (Sinegre [1]), quaternions have provided beautifully insights either on the structure of different areas of Mathematics or in the connections of Mathematics with other fields. For instance: I) Pauli spin matrices used in Physics can be easily explained through quaternions analysis (Lan [2]); II) Fundamental theorem of Algebra (Eilenberg [3]), which asserts that the polynomial analysis in quaternions maps into itself the four dimensional sphere of all real quaternions, with the point infinity added, and the degree of this map is n. Motivated on earlier works by two of us on Power Series (Pendeza et al. [4]), and in a recent paper on Liouville’s Theorem (Borges and Mar˜o [5]), we obtain an Hypercomplex version of the Fourier Series, which hopefully can be used for the treatment of hypergeometric partial differential equations such as the dumped harmonic oscillation.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Using conformal coordinates associated with conformal relativity-associated with de Sitter spacetime homeomorphic projection into Minkowski spacetime-we obtain a conformal Klein-Gordon partial differential equation, which is intimately related to the production of quasi-normal modes (QNMs) oscillations, in the context of electromagnetic and/or gravitational perturbations around, e.g., black holes. While QNMs arise as the solution of a wave-like equation with a Poschl-Teller potential, here we deduce and analytically solve a conformal 'radial' d'Alembert-like equation, from which we derive QNMs formal solutions, in a proposed alternative to more completely describe QNMs. As a by-product we show that this 'radial' equation can be identified with a Schrodinger-like equation in which the potential is exactly the second Poschl-Teller potential, and it can shed some new light on the investigations concerning QNMs.

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We associate to an arbitrary Z-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati equations. The multidimensional extension of these equations is given. The generalisation of the associated Redheffer-Reid differential systems appears in a natural way. The connection between the Toda systems and the Riccati-type equations in lower and higher dimensions is established. Within this context the integrability problem for those equations is studied. As an illustration, some examples of the integrable multidimensional Riccati-type equations related to the maximally nonabelian Toda systems are given.

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We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross-Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose-Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge-Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank-Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential.

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The time evolution of the matter produced in high energy heavy-ion collisions seems to be well described by relativistic viscous hydrodynamics. In addition to the hydrodynamic degrees of freedom related to energy-momentum conservation, degrees of freedom associated with order parameters of broken continuous symmetries must be considered because they are all coupled to each other. of particular interest is the coupling of degrees of freedom associated with the chiral symmetry of QCD. Quantum and thermal fluctuations of the chiral fields act as noise sources in the classical equations of motion, turning them into stochastic differential equations in the form of Ginzburg-Landau-Langevin (GLL) equations. Analytic solutions of GLL equations are attainable only in very special circumstances and extensive numerical simulations are necessary, usually by discretizing the equations on a spatial lattice. However, a not much appreciated issue in the numerical simulations of GLL equations is that ultraviolet divergences in the form of lattice-spacing dependence plague the solutions. The divergences are related to the well-known Rayleigh-Jeans catastrophe in classical field theory. In the present communication we present a systematic lattice renormalization method to control the catastrophe. We discuss the implementation of the method for a GLL equation derived in the context of a model for the QCD chiral phase transition and consider the nonequilibrium evolution of the chiral condensate during the hydrodynamic flow of the quark-gluon plasma.

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For eta >= 0, we consider a family of damped wave equations u(u) + eta Lambda 1/2u(t) + au(t) + Lambda u = f(u), t > 0, x is an element of Omega subset of R-N, where -Lambda denotes the Laplacian with zero Dirichlet boundary condition in L-2(Omega). For a dissipative nonlinearity f satisfying a suitable growth restrictions these equations define on the phase space H-0(1)(Omega) x L-2(Omega) semigroups {T-eta(t) : t >= 0} which have global attractors A(eta) eta >= 0. We show that the family {A(eta)}(eta >= 0), behaves upper and lower semi-continuously as the parameter eta tends to 0(+).