ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

Two additions to Lucas's "inflation and welfare"

This work adds to Lucas (2000) by providing analytical solutions to two problems that are solved only numerically by the author. The first part uses a theorem in control theory (Arrow' s sufficiency theorem) to provide sufficiency conditions to characterize the optimum in a shopping-time problem where the value function need not be concave. In the original paper the optimality of the first-order condition is characterized only by means of a numerical analysis. The second part of the paper provides a closed-form solution to the general-equilibrium expression of the welfare costs of inflation when the money demand is double logarithmic. This closed-form solution allows for the precise calculation of the difference between the general-equilibrium and Bailey's partial-equilibrium estimates of the welfare losses due to inflation. Again, in Lucas's original paper, the solution to the general-equilibrium-case underlying nonlinear differential equation is done only numerically, and the posterior assertion that the general-equilibrium welfare figures cannot be distinguished from those derived using Bailey's formula rely only on numerical simulations as well.

Avaliação de projetos na presença de volatilidade: estudo de caso de empresas no setor de telecomunicações

Quando as empresas decidem se devem ou não investir em determinado projeto de investimentos a longo prazo (horizonte de 5 a 10 anos), algumas metodologias alternativas ao Fluxo de Caixa Descontado (FCD) podem se tornar úteis tanto para confirmar a viabilidade do negócio como para indicar o melhor momento para iniciar o Empreendimento. As análises que levam em conta a incerteza dos fluxos de caixa futuros e flexibilidade na data de início do projeto podem ser construídos com a abordagem estocástica, usando metodologias como a solução de equações diferenciais que descrevem o movimento browniano. Sob determinadas condições, as oportunidades de investimentos em projetos podem ser tratados como se fossem opções reais de compra, sem data de vencimento, como no modelo proposto por McDonald-Siegel (1986), para a tomada de decisões e momento ótimo para o investimento. Este trabalho analisa a viabilidade de investimentos no mercado de telecomunicações usando modelos não determinísticos, onde a variável mais relevante é a dispersão dos retornos, ou seja, que a variância representa o risco associado a determinado empreendimento.

Controle inteligente de sistemas eletroidráulicos utilizando redes neurais artificiais

This work describes the development of a nonlinear control strategy for an electro-hydraulic actuated system. The system to be controlled is represented by a third order ordinary differential equation subject to a dead-zone input. The control strategy is based on a nonlinear control scheme, combined with an artificial intelligence algorithm, namely, the method of feedback linearization and an artificial neural network. It is shown that, when such a hard nonlinearity and modeling inaccuracies are considered, the nonlinear technique alone is not enough to ensure a good performance of the controller. Therefore, a compensation strategy based on artificial neural networks, which have been notoriously used in systems that require the simulation of the process of human inference, is used. The multilayer perceptron network and the radial basis functions network as well are adopted and mathematically implemented within the control law. On this basis, the compensation ability considering both networks is compared. Furthermore, the application of new intelligent control strategies for nonlinear and uncertain mechanical systems are proposed, showing that the combination of a nonlinear control methodology and artificial neural networks improves the overall control system performance. Numerical results are presented to demonstrate the efficacy of the proposed control system

Stability of neutral functional differential equations in terms of measures

In this paper we investigate the relationships between different concepts of stability in measure for the solutions of an autonomous or periodic neutral functional differential equation.

Métodos numéricos para resolução de equações diferenciais ordinárias lineares baseados em interpolação por spline

In this work we have elaborated a spline-based method of solution of inicial value problems involving ordinary differential equations, with emphasis on linear equations. The method can be seen as an alternative for the traditional solvers such as Runge-Kutta, and avoids root calculations in the linear time invariant case. The method is then applied on a central problem of control theory, namely, the step response problem for linear EDOs with possibly varying coefficients, where root calculations do not apply. We have implemented an efficient algorithm which uses exclusively matrix-vector operations. The working interval (till the settling time) was determined through a calculation of the least stable mode using a modified power method. Several variants of the method have been compared by simulation. For general linear problems with fine grid, the proposed method compares favorably with the Euler method. In the time invariant case, where the alternative is root calculation, we have indications that the proposed method is competitive for equations of sifficiently high order.

A Decomposition and Noise Removal Method Combining Diffusion Equation and Wave Atoms for Textured Images

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

Discussion on the limit cycles of the Lev Ginzburg equation by M. Bellamy and R.E. Mickens, Journal of Sound and Vibration 308 (2007) 337-342

The authors M. Bellamy and R.E. Mickens in the article "Hopf bifurcation analysis of the Lev Ginzburg equation" published in Journal of Sound and Vibration 308 (2007) 337-342, claimed that this differential equation in the plane can exhibit a limit cycle. Here we prove that the Lev Ginzburg differential equation has no limit cycles. (C) 2012 Elsevier Ltd. All rights reserved.

Symmetry analysis of an integrable reaction-diffusion equation

In this paper, we investigate the invariance and integrability properties of an integrable two-component reaction-diffusion equation. We perform Painleve analysis for both the reaction-diffusion equation modelled by a coupled nonlinear partial differential equations and its general similarity reduced ordinary differential equation and confirm its integrability. Further, we perform Lie symmetry analysis for this model. Interestingly our investigations reveals a rich variety of particular solutions, which have not been reported in the literature, for this model. (C) 2000 Elsevier B.V. Ltd. All rights reserved.

Fortran programs for the time-dependent Gross-Pitaevskii equation in a fully anisotropic trap

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evolution equation for short surface waves on water of finite depth

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

First-order formalism for dark energy and dust

This work deals with a first-order formalism for dark energy and dust in standard cosmology, for models described by a real scalar field in the presence of dust in spatially flat space. The field dynamics may be standard or tachyonic, and we show how the equations of motion can be solved by first-order differential equations. We investigate a model to illustrate how the dustlike matter may affect the cosmic evolution using this framework.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.

Stability of differential equations with piecewise constant argument via discrete equations

Lyapunov stability for a class of differential equation with piecewise constant argument (EPCA) is considered by means of the stability of a discrete equation. Applications to some nonlinear autonomous equations are given improving some linear known cases.

A well-balanced flow equation for noise removal and edge detection

In this paper, an anisotropic nonlinear diffusion equation for image restoration is presented. The model has two terms: the diffusion and the forcing term. The balance between these terms is made in a selective way, in which boundary points and interior points of the objects that make up the image are treated differently. The optimal smoothing time concept, which allows for finding the ideal stop time for the evolution of the partial differential equation is also proposed. Numerical results show the proposed model's high performance.