Equações diferenciais ordinárias não suaves autônomas e não autônomas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Equações diferenciais ordinárias não suaves autônomas e não autônomas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Monodromy calculations for some differential equations

In vielen Teilgebieten der Mathematik ist es w"{u}nschenswert, die Monodromiegruppe einer homogenen linearen Differenzialgleichung zu verstehen. Es sind nur wenige analytische Methoden zur Berechnung dieser Gruppe bekannt, daher entwickeln wir im ersten Teil dieser Arbeit eine numerische Methode zur Approximation ihrer Erzeuger.rnIm zweiten Abschnitt fassen wir die Grundlagen der Theorie der Uniformisierung Riemannscher Fl"achen und die der arithmetischen Fuchsschen Gruppen zusammen. Auss erdem erkl"aren wir, wie unsere numerische Methode bei der Bestimmung von uniformisierenden Differenzialgleichungen dienlich sein kann. F"ur arithmetische Fuchssche Gruppen mit zwei Erzeugern erhalten wir lokale Daten und freie Parameter von Lam'{e} Gleichungen, welche die zugeh"origen Riemannschen Fl"achen uniformisieren. rnIm dritten Teil geben wir einen kurzen Abriss zur homologischen Spiegelsymmetrie und f"uhren die $widehat{Gamma}$-Klasse ein. Wir erkl"aren wie diese genutzt werden kann, um eine Hodge-theoretische Version der Spiegelsymmetrie f"ur torische Varit"aten zu beweisen. Daraus gewinnen wir Vermutungen "uber die Monodromiegruppe $M$ von Picard-Fuchs Gleichungen von gewissen Familien $f:mathcal{X}rightarrow bbp^1$ von $n$-dimensionalen Calabi-Yau Variet"aten. Diese besagen erstens, dass bez"uglich einer nat"urlichen Basis die Monodromiematrizen in $M$ Eintr"age aus dem K"orper $bbq(zeta(2j+1)/(2 pi i)^{2j+1},j=1,ldots,lfloor (n-1)/2 rfloor)$ haben. Und zweitens, dass sich topologische Invarianten des Spiegelpartners einer generischen Faser von $f:mathcal{X}rightarrow bbp^1$ aus einem speziellen Element von $M$ rekonstruieren lassen. Schliess lich benutzen wir die im ersten Teil entwickelten Methoden zur Verifizierung dieser Vermutungen, vornehmlich in Hinblick auf Dimension drei. Dar"uber hinaus erstellen wir eine Liste von Kandidaten topologischer Invarianten von vermutlich existierenden dreidimensionalen Calabi-Yau Variet"aten mit $h^{1,1}=1$.

Using the Natural Period of a Structure as an Indicator of the Significance of Second-Order Effects

This study investigates the feasibility of predicting the momentamplification in beam-column elements of steel moment-resisting frames using the structure's natural period. Unlike previous methods, which perform moment-amplification on a story-by-story basis, this study develops and tests two models that aim to predict a global amplification factor indicative of the largest relevant instance of local moment amplification in the structure. To thisend, a variety of two-dimensional frames is investigated using first and secondorder finite element analysis. The observed moment amplification is then compared with the predicted amplification based on the structure's natural period, which is calculated by first-order finite element analysis. As a benchmark, design moment amplification factors are calculated for each story using the story stiffness approach, and serve to demonstrate the relativeconservatism and accuracy of the proposed models with respect to current practice in design. The study finds that the observed moment amplification factors may vastly exceed expectations when internal member stresses are initially very small. Where the internal stresses are small relative to the member capacities, thesecases are inconsequential for design. To qualify the significance of the observed amplification factors, two parameters are used: the second-order moment normalized to the plastic moment capacity, and the combined flexural and axial stress interaction equations developed by AISC

Effect of mesh distortion on the accuracy of high order vorticity-velocity CFD approaches

The numerical solution of the incompressible Navier-Stokes equations offers an alternative to experimental analysis of fluid-structure interaction (FSI). We would save a lot of time and effort and help cut back on costs, if we are able to accurately model systems by these numerical solutions. These advantages are even more obvious when considering huge structures like bridges, high rise buildings or even wind turbine blades with diameters as large as 200 meters. The modeling of such processes, however, involves complex multiphysics problems along with complex geometries. This thesis focuses on a novel vorticity-velocity formulation called the Kinematic Laplacian Equation (KLE) to solve the incompressible Navier-stokes equations for such FSI problems. This scheme allows for the implementation of robust adaptive ordinary differential equations (ODE) time integration schemes, allowing us to tackle each problem as a separate module. The current algortihm for the KLE uses an unstructured quadrilateral mesh, formed by dividing each triangle of an unstructured triangular mesh into three quadrilaterals for spatial discretization. This research deals with determining a suitable measure of mesh quality based on the physics of the problems being tackled. This is followed by exploring methods to improve the quality of quadrilateral elements obtained from the triangles and thereby improving the overall mesh quality. A series of numerical experiments were designed and conducted for this purpose and the results obtained were tested on different geometries with varying degrees of mesh density.

The internal structure of hydrogen-air difussion flames

The Internal Structure of Hydrogen-Air Diffusion Flames. Tho purpose of this paper is to study finite rate chemistry effects in diffusion controlled hydrogenair flames undor conditions appearing in some cases in a supersonic combustor. Since for large reaction rates the flame is close to chemical equilibrium, the reaction takes place in a very thin region, so thata "singular perturbation "treatment" of the problem seems appropriate. It has been shown previously that, within the inner or reaction zone, convection effects may be neglocted, the temperature is constant across the flame, and tho mass fraction distributions are given by ordinary differential equations, whore tho only independent variable involved is tho coordinate normal to the flame surface. Tho solution of the outer problom, which is a pure mixing problem with the additional condition that fuol and oxidizer do not coexist in any zone, provides t h e following information: tho flame position, rates of fuel consumption, temperature, concentrators of species, fluid velocity outside of tho flame, and the boundary conditions required to solve the "inner problem." The main contribution of this paper consists in the introduction of a fairly complicated chemical kinetic scheme representing hydrogen-oxygen reaction. The nonlinear equations expressing the conservation of chemical species are approximately integrated by means of an integral method. It has boen found that, in the case considered of a near-equilibrium diffusion flame, tho role played by the dissociation-recombination reactions is purely marginal, and that somo of the second order "shuffling" reactions are close to equilibrium. The method shown here may be applied to compute the distanco from the injector corresponding to a given separation from equilibrium, say ten to twenty percent. For the casos whore this length is a small fraction of the combustion zone length, the equilibrium treatment describes properly tho flame behavior.

Simulación numérica de un problema de contaminación atmosférica

La ecuación en derivadas parciales de advección difusión con reacción química es la base de los modelos de dispersión de contaminantes en la atmósfera, y los diferentes métodos numéricos empleados para su resolución han sido objeto de amplios estudios a lo largo de su desarrollo. En esta Tesis se presenta la implementación de un nuevo método conservativo para la resolución de la parte advectiva de la ecuación en derivadas parciales que modela la dispersión de contaminantes dentro del modelo mesoescalar de transporte químico CHIMERE. Este método está basado en una técnica de volúmenes finitos junto con una interpolación racional. La ventaja de este método es la conservación exacta de la masa transportada debido al empleo de la ley de conservación de masas. Para ello emplea una formulación de flujo basado en el cálculo de la integral ponderada dentro de cada celda definida para la discretización del espacio en el método de volúmenes finitos. Los resultados numéricos obtenidos en las simulaciones realizadas (implementando el modelo conservativo para la advección en el modelo CHIMERE) se han comparado con los datos observados de concentración de contaminantes registrados en la red de estaciones de seguimiento y medición distribuidas por la Península Ibérica. Los datos estadísticos de medición del error, la media normalizada y la media absoluta normalizada del error, presentan valores que están dentro de los rangos propuestos por la EPA para considerar el modelo preciso. Además, se introduce un nuevo método para resolver la parte advectivadifusiva de la ecuación en derivadas parciales que modeliza la dispersión de contaminantes en la atmósfera. Se ha empleado un método de diferencias finitas de alto orden para resolver la parte difusiva de la ecuación de transporte de contaminantes junto con el método racional conservativo para la parte advectiva en una y dos dimensiones. Los resultados obtenidos de la aplicación del método a diferentes situaciones incluyendo casos académicos y reales han sido comparados con la solución analítica de la ecuación de advección-difusión, demostrando que el nuevo método proporciona un resultado preciso para aproximar la solución. Por último, se ha desarrollado un modelo completo que contempla los fenómenos advectivo y difusivo con reacción química, usando los métodos anteriores junto con una técnica de diferenciación regresiva (BDF2). Esta técnica consiste en un método implícito multipaso de diferenciación regresiva de segundo orden, que nos permite resolver los problemas rígidos típicos de la química atmosférica, modelizados a través de sistemas de ecuaciones diferenciales ordinarias. Este método hace uso de la técnica iterativa Gauss- Seidel para obtener la solución de la parte implícita de la fórmula BDF2. El empleo de la técnica de Gauss-Seidel en lugar de otras técnicas comúnmente empleadas, como la iteración por el método de Newton, nos proporciona rapidez de cálculo y bajo consumo de memoria, ideal para obtener modelos operativos para la resolución de la cinética química atmosférica. ABSTRACT Extensive research has been performed to solve the atmospheric chemicaladvection- diffusion equation and different numerical methods have been proposed. This Thesis presents the implementation of an exactly conservative method for the advection equation in the European scale Eulerian chemistry transport model CHIMERE based on a rational interpolation and a finite volume algorithm. The advantage of the method is that the cell-integrated average is predicted via a flux formulation, thus the mass is exactly conserved. Numerical results are compared with a set of observation registered at some monitoring sites in Spain. The mean normalized bias and the mean normalized absolute error present values that are inside the range to consider an accurate model performance. In addition, it has been introduced a new method to solve the advectiondiffusion equation. It is based on a high-order accurate finite difference method to solve de diffusion equation together with a rational interpolation and a finite volume to solve the advection equation in one dimension and two dimensions. Numerical results obtained from solving several problems include academic and real atmospheric problems have been compared with the analytical solution of the advection-diffusion equation, showing that the new method give an efficient algorithm for solving such problems. Finally, a complete model has been developed to solve the atmospheric chemical-advection-diffusion equation, adding the conservative method for the advection equation, the high-order finite difference method for the diffusion equation and a second-order backward differentiation formula (BDF2) to solve the atmospheric chemical kinetics. The BDF2 is an implicit, second order multistep backward differentiation formula used to solve the stiff systems of ordinary differential equations (ODEs) from atmospheric chemistry. The Gauss-Seidel iteration is used for approximately solving the implicitly defined BDF solution, giving a faster tool than the more commonly used iterative modified Newton technique. This method implies low start-up costs and a low memory demand due to the use of Gauss-Seidel iteration.

Integrability of second-order Lagrangians admitting a first-order Hamiltonian formalism

Second-order Lagrangian densities admitting a first-order Hamiltonian formalism are studied; namely, i) necessary and sufficient conditions for the Poincaré–Cartan form of a second-order Lagrangian on an arbitrary fibred manifold p : E → N to be projectable onto J 1 E are explicitly determined; ii) for each of such Lagrangians, a first-order Hamiltonian formalism is developed and a new notion of regularity is introduced; iii) the variational problems of this class defined by regular Lagrangians areprovedtobeinvolutive

A multirate ordinary differential equation integrator /

Originally presented as the author's thesis, University of Illinois at Urbana-Champaign.

Theory of differential equations.

pt. I. (Vol. I) Exact equations and Pfaff's problem. 1890.--pt. II. (Vol. II-III) Ordinary equations, not linear. 1900.--pt. III. (Vol. IV) Ordinary equations. 1902.--pt. IV (vol. V-VI) Partial differential equations. 1906.

Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Solving Differential Equations by Parallel Laplace Method with Assured Accuracy

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006

Well-Posedness of the Cauchy Problem for Inhomogeneous Time-Fractional Pseudo-Differential Equations

Mathematics Subject Classification: 26A33, 45K05, 35A05, 35S10, 35S15, 33E12