Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Nonsmooth continuous-time optimization problems: Sufficient conditions

We discuss sufficient conditions of optimality for nonsmooth continuous-time nonlinear optimization problems under generalized convexity assumptions. These include both first-order and second-order criteria. (C) 1998 Academic Press.

Design constraints for third-order PLL nodes in master-slave clock distribution networks

Clock signal distribution in telecommunication commercial systems usually adopts a master-slave architecture, with a precise time basis generator as a master and phase-locked loops (PLLs) as slaves. In the majority of the networks, second-order PLLs are adopted due to their simplicity and stability. Nevertheless, in some applications better transient responses are necessary and, consequently, greater order PLLs need to be used, in spite of the possibility of bifurcations and chaotic attractors. Here a master-slave network with third-order PLLs is analyzed and conditions for the stability of the synchronous state are derived, providing design constraints for the node parameters, in order to guarantee stability and reachability of the synchronous state for the whole network. Numerical simulations are carried out in order to confirm the analytical results. (C) 2009 Elsevier B.V. All rights reserved.

Using bifurcations in the determination of lock-in ranges for third-order phase-locked loops

Transmission and switching in digital telecommunication networks require distribution of precise time signals among the nodes. Commercial systems usually adopt a master-slave (MS) clock distribution strategy building slave nodes with phase-locked loop (PLL) circuits. PLLs are responsible for synchronizing their local oscillations with signals from master nodes, providing reliable clocks in all nodes. The dynamics of a PLL is described by an ordinary nonlinear differential equation, with order one plus the order of its internal linear low-pass filter. Second-order loops are commonly used because their synchronous state is asymptotically stable and the lock-in range and design parameters are expressed by a linear equivalent system [Gardner FM. Phaselock techniques. New York: John Wiley & Sons: 1979]. In spite of being simple and robust, second-order PLLs frequently present double-frequency terms in PD output and it is very difficult to adapt a first-order filter in order to cut off these components [Piqueira JRC, Monteiro LHA. Considering second-harmonic terms in the operation of the phase detector for second order phase-locked loop. IEEE Trans Circuits Syst [2003;50(6):805-9; Piqueira JRC, Monteiro LHA. All-pole phase-locked loops: calculating lock-in range by using Evan`s root-locus. Int J Control 2006;79(7):822-9]. Consequently, higher-order filters are used, resulting in nonlinear loops with order greater than 2. Such systems, due to high order and nonlinear terms, depending on parameters combinations, can present some undesirable behaviors, resulting from bifurcations, as error oscillation and chaos, decreasing synchronization ranges. In this work, we consider a second-order Sallen-Key loop filter [van Valkenburg ME. Analog filter design. New York: Holt, Rinehart & Winston; 1982] implying a third order PLL The resulting lock-in range of the third-order PLL is determined by two bifurcation conditions: a saddle-node and a Hopf. (C) 2008 Elsevier B.V. All rights reserved.

Comparing lock-in ranges and transient responses of second- and third-order phase-locked loops in master-slave clock distribution networks

The distribution of clock signals throughout the nodes of a network is essential for several applications. in control and communication with the phase-locked loop (PLL) being the component for electronic synchronization process. In systems with master-slave (MS) strategies, the PLLs are the slave nodes responsible for providing reliable clocks in all nodes of the network. As PLLs have nonlinear phase detection, double-frequency terms appear and filtering becomes necessary. Imperfections in filtering process cause oscillations around the synchronous state worsening the performance of the clock distribution process. The behavior of one-way master-slave (OWMS) clock distribution networks is studied and performances of first- and second-order filter processes are compared, concerning lock-in ranges and responses to perturbations of the synchronous state. (c) 2007 Elsevier GmbH. All rights reserved.

Choice of macroinvertebrate metrics to evaluate stream conditions in Atlantic Forest, Brazil

The development of biomonitoring programs based on the macroinvertebrate community requires the understanding of species distribution patterns, as well as of the responses of the community to anthropogenic stressors. In this study, 49 metrics were tested as potential means of assessing the condition of 29 first- and second-order streams located in areas of differing types of land use in So Paulo State, Brazil. Of the sampled streams, 15 were in well-preserved regions in the Atlantic Forest, 5 were among sugarcane cultivations, 5 were in areas of pasture, and 4 were among eucalyptus plantations. The metrics were assessed against the following criteria: (1) predictable response to the impact of human activity; (2) highest taxonomic resolution, and (3) operational and theoretical simplicity. We found that 18 metrics were correlated with the environmental and spatial predictors used, and seven of these satisfied the selection criteria and are thus candidates for inclusion in a multimetric system to assess low-order streams in So Paulo State. These metrics are family richness; Ephemeroptera, Plecoptera and Trichoptera (EPT) richness; proportion of Megaloptera and Hirudinea; proportion of EPT; Shannon diversity index for genus; and adapted Biological Monitoring Work Party biotic index.

Generic optimality conditions for semi-algebraic convex programs

We consider linear optimization over a nonempty convex semi-algebraic feasible region F. Semidefinite programming is an example. If F is compact, then for almost every linear objective there is a unique optimal solution, lying on a unique \active" manifold, around which F is \partly smooth", and the second-order sufficient conditions hold. Perturbing the objective results in smooth variation of the optimal solution. The active manifold consists, locally, of these perturbed optimal solutions; it is independent of the representation of F, and is eventually identified by a variety of iterative algorithms such as proximal and projected gradient schemes. These results extend to unbounded sets F.

A reduction of order two for infinite-order Lagrangians

Given a Lagrangian system depending on the position derivatives of any order, and assuming that certain conditions are satisfied, a second-order differential system is obtained such that its solutions also satisfy the Euler equations derived from the original Lagrangian. A generalization of the singular Lagrangian formalism permits a reduction of order keeping the canonical formalism in sight. Finally, the general results obtained in the first part of the paper are applied to Wheeler-Feynman electrodynamics for two charged point particles up to order 1/c4.

Trois essais en économie des ressources naturelles

Cette thèse est composée de trois articles en économie des ressources naturelles non-renouvelables. Nous considérons tour à tour les questions suivantes : le prix in-situ des ressources naturelles non-renouvelables ; le taux d’extraction optimal et le prix des res- sources non-renouvelables et durables. Dans le premier article, nous estimons le prix in-situ des ressources naturelles non-renouvelables en utilisant les données sur le coût moyen d’extraction pour obtenir une approximation du coût marginal. En utilisant la Méthode des Moments Généralisés, une dynamique du prix de marché derivée des conditions d’optimalité du modèle d’Hotelling est estimée avec des données de panel de 14 ressources naturelles non-renouvelables. Nous trouvons des résultats qui tendent à soutenir le modèle. Premièrement, le modèle d’Hotelling exhibe un bon pouvoir explicatif du prix de marché observé. Deuxièmement, bien que le prix estimé présente un changement structurel dans le temps, ceci semble n’avoir aucun impact significatif sur le pouvoir explicatif du modèle. Troisièmement, on ne peut pas rejeter l’hypothèse que le coût marginal d’extraction puisse être approximé par les données sur le coût moyen. Quatrièmement, le prix in-situ estimé en prenant en compte les changements structurels décroît ou exhibe une forme en U inversé dans le temps et semble être corrélé positivement avec le prix de marché. Cinquièmement, pour neuf des quatorze ressources, la différence entre le prix in-situ estimé avec changements structurels et celui estimé en négligeant les changements structurels est un processus de moyenne nulle. Dans le deuxième article, nous testons l’existence d’un équilibre dans lequel le taux d’extraction optimal des ressources non-renouvelables est linéaire par rapport au stock de ressource en terre. Tout d’abord, nous considérons un modèle d’Hotelling avec une fonction de demande variant dans le temps caractérisée par une élasticité prix constante et une fonction de coût d’extraction variant dans le temps caractérisée par des élasticités constantes par rapport au taux d’extraction et au stock de ressource. Ensuite, nous mon- trons qu’il existe un équilibre dans lequel le taux d’extraction optimal est proportionnel au stock de ressource si et seulement si le taux d’actualisation et les paramètres des fonctions de demande et de coût d’extraction satisfont une relation bien précise. Enfin, nous utilisons les données de panel de quatorze ressources non-renouvelables pour vérifier empiriquement cette relation. Dans le cas où les paramètres du modèle sont supposés invariants dans le temps, nous trouvons qu’on ne peut rejeter la relation que pour six des quatorze ressources. Cependant, ce résultat change lorsque nous prenons en compte le changement structurel dans le temps des prix des ressources. En fait, dans ce cas nous trouvons que la relation est rejetée pour toutes les quatorze ressources. Dans le troisième article, nous étudions l’évolution du prix d’une ressource naturelle non-renouvelable dans le cas où cette ressource est durable, c’est-à-dire qu’une fois extraite elle devient un actif productif détenu hors terre. On emprunte à la théorie de la détermination du prix des actifs pour ce faire. Le choix de portefeuille porte alors sur les actifs suivant : un stock de ressource non-renouvelable détenu en terre, qui ne procure aucun service productif ; un stock de ressource détenu hors terre, qui procure un flux de services productifs ; un stock d’un bien composite, qui peut être détenu soit sous forme de capital productif, soit sous forme d’une obligation dont le rendement est donné. Les productivités du secteur de production du bien composite et du secteur de l’extraction de la ressource évoluent de façon stochastique. On montre que la prédiction que l’on peut tirer quant au sentier de prix de la ressource diffère considérablement de celle qui découle de la règle d’Hotelling élémentaire et qu’aucune prédiction non ambiguë quant au comportement du sentier de prix ne peut être obtenue de façon analytique.

Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.

Systematics of nuclear densities, deformations and excitation energies within the context of the generalized rotation-vibration model

We present a large-scale systematics of charge densities, excitation energies and deformation parameters For hundreds of heavy nuclei The systematics is based on a generalized rotation vibration model for the quadrupole and octupole modes and takes into account second-order contributions of the deformations as well as the effects of finite diffuseness values for the nuclear densities. We compare our results with the predictions of classical surface vibrations in the hydrodynamical approximation. (C) 2010 Elsevier B V All rights reserved.

Optimal Conditions for Biomass and Recombinant Glycerol Kinase Production Using the Yeast Pichia pastoris

The extracellular glycerol kinase gene from Saccharomyces cerevisiae (GUT]) was cloned into the expression vector pPICZ alpha. A and integrated into the genome of the methylotrophic yeast Pichia pastoris X-33. The presence of the GUT1 insert was confirmed by PCR analysis. Four clones were selected and the functionality of the recombinant enzyme was assayed. Among the tested clones, one exhibited glycerol kinase activity of 0.32 U/mL, with specific activity of 0.025 U/mg of protein. A medium optimized for maximum biomass production by recombinant Pichia pastoris in shaker cultures was initially explored, using 2.31 % (by volume) glycerol as the carbon source. Optimization was carried out by response surface methodology (RSM). In preliminary experiments, following a Plackett-Burman design, glycerol volume fraction (phi(Gly)) and growth time (t) were selected as the most important factors in biomass production. Therefore, subsequent experiments, carried out to optimize biomass production, followed a central composite rotatable design as a function of phi(Gly) and time. Glycerol volume fraction proved to have a significant positive linear effect on biomass production. Also, time was a significant factor (at linear positive and quadratic levels) in biomass production. Experimental data were well fitted by a convex surface representing a second order polynomial model, in which biomass is a function of both factors (R(2)=0.946). Yield and specific activity of glycerol kinase were mainly affected by the additions of glycerol and methanol to the medium. The optimized medium composition for enzyme production was: 1 % yeast extract, 1 % peptone, 100 mM potassium phosphate buffer, pH=6.0, 1.34 % yeast nitrogen base (YNB), 4.10(-5) % biotin, 1 %, methanol and 1 %, glycerol, reaching 0.89 U/mL of glycerol kinase activity and 14.55 g/L of total protein in the medium after 48 h of growth.

Condições de energia de hawking e ellis e a equação de raychaudhuri

In the Einstein s theory of General Relativity the field equations relate the geometry of space-time with the content of matter and energy, sources of the gravitational field. This content is described by a second order tensor, known as energy-momentum tensor. On the other hand, the energy-momentum tensors that have physical meaning are not specified by this theory. In the 700s, Hawking and Ellis set a couple of conditions, considered feasible from a physical point of view, in order to limit the arbitrariness of these tensors. These conditions, which became known as Hawking-Ellis energy conditions, play important roles in the gravitation scenario. They are widely used as powerful tools for analysis; from the demonstration of important theorems concerning to the behavior of gravitational fields and geometries associated, the gravity quantum behavior, to the analysis of cosmological models. In this dissertation we present a rigorous deduction of the several energy conditions currently in vogue in the scientific literature, such as: the Null Energy Condition (NEC), Weak Energy Condition (WEC), the Strong Energy Condition (SEC), the Dominant Energy Condition (DEC) and Null Dominant Energy Condition (NDEC). Bearing in mind the most trivial applications in Cosmology and Gravitation, the deductions were initially made for an energy-momentum tensor of a generalized perfect fluid and then extended to scalar fields with minimal and non-minimal coupling to the gravitational field. We also present a study about the possible violations of some of these energy conditions. Aiming the study of the single nature of some exact solutions of Einstein s General Relativity, in 1955 the Indian physicist Raychaudhuri derived an equation that is today considered fundamental to the study of the gravitational attraction of matter, which became known as the Raychaudhuri equation. This famous equation is fundamental for to understanding of gravitational attraction in Astrophysics and Cosmology and for the comprehension of the singularity theorems, such as, the Hawking and Penrose theorem about the singularity of the gravitational collapse. In this dissertation we derive the Raychaudhuri equation, the Frobenius theorem and the Focusing theorem for congruences time-like and null congruences of a pseudo-riemannian manifold. We discuss the geometric and physical meaning of this equation, its connections with the energy conditions, and some of its several aplications.

Gauge formulation for higher order gravity

This work is an application of the second order gauge theory for the Lorentz group, where a description of the gravitational interaction is obtained that includes derivatives of the curvature. We analyze the form of the second field strength, G=partial derivative F+fAF, in terms of geometrical variables. All possible independent Lagrangians constructed with quadratic contractions of F and quadratic contractions of G are analyzed. The equations of motion for a particular Lagrangian, which is analogous to Podolsky's term of his generalized electrodynamics, are calculated. The static isotropic solution in the linear approximation was found, exhibiting the regular Newtonian behavior at short distances as well as a meso-large distance modification.

Influence of drying conditions on ascorbic acid during convective drying of whole persimmons

Degradation kinetics of food constituents may be related to the matrix molecular mobility by glass transition temperature. Our objective was to test this approach to describe ascorbic acid degradation during drying of persimmons in an automatically controlled tray dryer with temperatures (40 to 70 degrees C) and air velocities (0.8 to 2.0 m/s) varying according a second order central composite design. The Williams-Landel-Ferry model was satisfactorily adjusted to degradation curves for both control strategies adopted-constant air temperature and temperature fixed inside the fruit. Degradation rates were higher at higher drying temperatures, independent of the necessary time to attain the desired moisture content.