114 resultados para stochastic numerical methods


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

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Through deductions and formulations of the equations governing the behavior of plates elastic and thin based Kirchhoff theory, it is evident that it is justifiable to the complication of the numerical methods considering the complexity of the equations that describe the physical behavior of these elements and obtaining analytical solutions for specific situations. This study is directed to the application of the numerical method which is based on discretizations to the simplest elements which results in the reduction of data to be processed from. The numerical method in question is the Boundary Element Methods (BEM), as the name suggests, the discretizations are only the edges of the elements. The BEM converts the complex integral equations, in sums of functions that reduce the unknowns at the nodes that define the ends of discrete elements, obtaining internal values to elements using interpolation functions. Confirming the need and usefulness of the BEM, apply, then the foundations necessary to the specific cases of Civil Engineering where traditional methods do not provide the desired support, leaving in question the security situations and economics of the projects

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The role played by the attainable set of a differential inclusion, in the study of dynamic control systems and fuzzy differential equations, is widely acknowledged. A procedure for estimating the attainable set is rather complicated compared to the numerical methods for differential equations. This article addresses an alternative approach, based on an optimal control tool, to obtain a description of the attainable sets of differential inclusions. In particular, we obtain an exact delineation of the attainable set for a large class of nonlinear differential inclusions.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The purpose of this work was the study of numerical methods for differential equations of fractional order and ordinary. These methods were applied to the problem of calculating the distribution of the concentration of a given substance over time in a given physical system. The two compartment model was used for representation of this system. Comparison between numerical solutions obtained were performed and, in particular, also compared with the analytical solution of this problem. Finally, estimates for the error between the solutions were calculated

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Voltages and currents in the transmission line are described by differential equations that are difficult to solve due soil and skin effect that has to be considered for accurate results, but it increases their complexity. Therefore there are some models to study the voltages and currents along in transmission line. The distributed parameters model that transforms the equations in time domain to the frequency domain and once the solutions are obtained, they are converted to time domain using the Inverse Laplace Transform using numerical methods. Another model is named lumped parameters model and it considers the transmission line represented by a pi-circuit cascade and the currents and voltages are described by state equations. In the simulations using the lumped parameters model, it can be observed the presence of spurious oscillations that are independent of the quantity of pi-circuits used and do not represent the real value of the transient. In this work will be projected a passive low-pass filter directly inserted in the lumped parameters model to reduce the spurious oscillations in the simulations, making this model more accurate and reliable for studying the electromagnetic transients in power systems.

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We present both analytical and numerical results on the position of partition function zeros on the complex magnetic field plane of the q=2 state (Ising) and the q=3 state Potts model defined on phi(3) Feynman diagrams (thin random graphs). Our analytic results are based on the ideas of destructive interference of coexisting phases and low temperature expansions. For the case of the Ising model, an argument based on a symmetry of the saddle point equations leads us to a nonperturbative proof that the Yang-Lee zeros are located on the unit circle, although no circle theorem is known in this case of random graphs. For the q=3 state Potts model, our perturbative results indicate that the Yang-Lee zeros lie outside the unit circle. Both analytic results are confirmed by finite lattice numerical calculations.

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Pós-graduação em Matemática Universitária - IGCE

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Usually we observe that Bio-physical systems or Bio-chemical systems are many a time based on nanoscale phenomenon in different host environments, which involve many particles can often not be solved explicitly. Instead a physicist, biologist or a chemist has to rely either on approximate or numerical methods. For a certain type of systems, called integrable in nature, there exist particular mathematical structures and symmetries which facilitate the exact and explicit description. Most integrable systems, we come across are low-dimensional, for instance, a one-dimensional chain of coupled atoms in DNA molecular system with a particular direction or exist as a vector in the environment. This theoretical research paper aims at bringing one of the pioneering ‘Reaction-Diffusion’ aspects of the DNA-plasma material system based on an integrable lattice model approach utilizing quantized functional algebras, to disseminate the new developments, initiate novel computational and design paradigms.

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Studies with organic systems have shown the feasibility and ecological and social sustainability of these agroecosystems, unlike the systems agrochemicals (conventional) production. Some studies have concluded that for the model agrochemical exists less interaction between the flow of internal energy, basically the crop receives all inputs to production with no increase in "energy quality" within the system, while in the organic model of production has increased interaction between different resources in the system. The current economic and ecological crisis, exposed no sustainability of the production pattern of industrialized agriculture developed in a way, showing the dependence of developed countries on imports of agricultural commodities produced in the third world, among there coffee. Given these facts, developed a survey to identify problems in the Alta Paulista region, west of São Paulo State, in relation to coffee production systems. Actually, the fundamental problem, according to the research, farmers in this region, is to choose a viable production system correctly (environmental, social and economic); agrochemical or organic. The objectives of this study were to analyze the yield of production systems and agro-chemical and organic coffee in the period from 2003 to 2007, in 30 producing properties, located in this region, in order to point the production system to produce the highest yield. According to the methodology of CONAB, data collected were recorded on spreadsheets to be used as variables in statistical analysis models and mathematics. We performed a descriptive analysis of productivity data and were used for statistical analysis tests for parametric and nonparametric analysis of variance. The mathematical analyses of the curves were prepared with Origin for Windows 6.0 software, which uses numerical methods to fit the data supplied to a function of variable parameters. Unlike conventional systems of production, the organic system showed greater viability of the production model. Furthermore, with the quantitative modeling proposal, it is possible to perform the evaluation of these types of investments, providing more security to the farmer at the time of decision.

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This work is concerned with non-equilibrium phenomena, with focus on the numerical simulation of the relaxation of non-conserved order parameters described by stochastic kinetic equations known as Ginzburg-Landau-Langevin (GLL) equations. We propose methods for solving numerically these type of equations, with additive and multiplicative noises. Illustrative applications of the methods are presented for different GLL equations, with emphasis on equations incorporating memory effects.

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

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As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.

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The stability of multistep second derivative methods for integro-differential equations is examined through a test equation which allows for the construction of the associated characteristic polynomial and its region of stability (roots in the unit circle) at a proper parameter space. (c) 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.