Fractional differential equations with dependence on the Caputo-Katugampola derivative

In this paper we present a new type of fractional operator, the Caputo–Katugampola derivative. The Caputo and the Caputo–Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a fractional Cauchy type problem, with dependence on the Caputo–Katugampola derivative, is proven. A decomposition formula for the Caputo–Katugampola derivative is obtained. This formula allows us to provide a simple numerical procedure to solve the fractional differential equation.

Modeling some real phenomena by fractional differential equations

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional differential equations may model more efficiently certain problems than ordinary differential equations. A numerical optimization approach based on least squares approximation is used to determine the order of the fractional operator that better describes real data, as well as other related parameters.

On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.

Neurogeometry of stereo vision

This work aims to develop a neurogeometric model of stereo vision, based on cortical architectures involved in the problem of 3D perception and neural mechanisms generated by retinal disparities. First, we provide a sub-Riemannian geometry for stereo vision, inspired by the work on the stereo problem by Zucker (2006), and using sub-Riemannian tools introduced by Citti-Sarti (2006) for monocular vision. We present a mathematical interpretation of the neural mechanisms underlying the behavior of binocular cells, that integrate monocular inputs. The natural compatibility between stereo geometry and neurophysiological models shows that these binocular cells are sensitive to position and orientation. Therefore, we model their action in the space R3xS2 equipped with a sub-Riemannian metric. Integral curves of the sub-Riemannian structure model neural connectivity and can be related to the 3D analog of the psychophysical association fields for the 3D process of regular contour formation. Then, we identify 3D perceptual units in the visual scene: they emerge as a consequence of the random cortico-cortical connection of binocular cells. Considering an opportune stochastic version of the integral curves, we generate a family of kernels. These kernels represent the probability of interaction between binocular cells, and they are implemented as facilitation patterns to define the evolution in time of neural population activity at a point. This activity is usually modeled through a mean field equation: steady stable solutions lead to consider the associated eigenvalue problem. We show that three-dimensional perceptual units naturally arise from the discrete version of the eigenvalue problem associated to the integro-differential equation of the population activity.

Ressonância não linear de uma bússola em campos magnéticos

Fenômenos oscilatórios e ressonantes são explorados em vários cursos experimentais de física. Em geral os experimentos são interpretados no limite de pequenas oscilações e campos uniformes. Neste artigo descrevemos um experimento de baixo custo para o estudo da ressonância em campo magnético da agulha de uma bússola fora dos limites acima. Nesse caso, termos não lineares na equação diferencial são responsáveis por fenômenos interessantes de serem explorados em laboratórios didáticos.

AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.

Extending Bell's beables to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories

In this paper, employing the Ito stochastic Schrodinger equation, we extend Bell's beable interpretation of quantum mechanics to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories. For a particular choice of the source of stochasticity, the one leading to a dissipative Lindblad-type correction to the Hamiltonian dynamics, we find that the diffusive terms in Nelsons stochastic trajectories are naturally incorporated into Bohm's causal dynamics, yielding a unified Bohm-Nelson theory. In particular, by analyzing the interference between quantum trajectories, we clearly identify the decoherence time, as estimated from the quantum formalism. We also observe the quantum-to-classical transition in the convergence of the infinite ensemble of quantum trajectories to their classical counterparts. Finally, we show that our extended beables circumvent the problems in Bohm's causal dynamics regarding stationary states in quantum mechanics.

DJKM ALGEBRAS I: THEIR UNIVERSAL CENTRAL EXTENSION

The purpose of this paper is to explicitly describe in terms of generators and relations the universal central extension of the infinite dimensional Lie algebra, g circle times C[t, t(-1), u vertical bar u(2) = (t(2) - b(2))(t(2) - c(2))], appearing in the work of Date, Jimbo, Kashiwara and Miwa in their study of integrable systems arising from the Landau-Lifshitz differential equation.

Hybrid modeling of convective laminar flow in a permeable tube associated with the cross-flow process

The confined flows in tubes with permeable surfaces arc associated to tangential filtration processes (microfiltration or ultrafiltration). The complexity of the phenomena do not allow for the development of exact analytical solutions, however, approximate solutions are of great interest for the calculation of the transmembrane outflow and estimate of the concentration, polarization phenomenon. In the present work, the generalized integral transform technique (GITT) was employed in solving the laminar and permanent flow in permeable tubes of Newtonian and incompressible fluid. The mathematical formulation employed the parabolic differential equation of chemical species conservation (convective-diffusive equation). The velocity profiles for the entrance region flow, which are found in the connective terms of the equation, were assessed by solutions obtained from literature. The velocity at the permeable wall was considered uniform, with the concentration at the tube wall regarded as variable with an axial position. A computational methodology using global error control was applied to determine the concentration in the wall and concentration boundary layer thickness. The results obtained for the local transmembrane flux and the concentration boundary layer thickness were compared against others in literature. (C) 2007 Elsevier B.V. All rights reserved.

A comparison of dynamic and quasi-static results for the flow towards a well

The present analysis takes into account the acceleration term in the differential equation of motion to obtain exact dynamic solutions concerning the groundwater flow towards a well in a confined aquifer. The results show that the error contained in the traditional quasi-static solution is very small in typical situations.

Distributed power control algorithm for multiple access systems based on Verhulst model

In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. 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.

Evolution of three-dimensional folds for a non-Newtonian plate in a viscous medium

We derive analytical solutions for the three-dimensional time-dependent buckling of a non-Newtonian viscous plate in a less viscous medium. For the plate we assume a power-law rheology. The principal, axes of the stretching D-ij in the homogeneously deformed ground state are parallel and orthogonal to the bounding surfaces of the plate in the flat state. In the model formulation the action of the less viscous medium is replaced by equivalent reaction forces. The reaction forces are assumed to be parallel to the normal vector of the deformed plate surfaces. As a consequence, the buckling process is driven by the differences between the in-plane stresses and out of plane stress, and not by the in-plane stresses alone as assumed in previous models. The governing differential equation is essentially an orthotropic plate equation for rate dependent material, under biaxial pre-stress, supported by a viscous medium. The differential problem is solved by means of Fourier transformation and largest growth coefficients and corresponding wavenumbers are evaluated. We discuss in detail fold evolutions for isotropic in-plane stretching (D-11 = D-22), uniaxial plane straining (D-22 = 0) and in-plane flattening (D-11 = -2D(22)). Three-dimensional plots illustrate the stages of fold evolution for random initial perturbations or initial embryonic folds with axes non-parallel to the maximum compression axis. For all situations, one dominant set of folds develops normal to D-11, although the dominant wavelength differs from the Biot dominant wavelength except when the plate has a purely Newtonian viscosity. However, in the direction parallel to D-22, there exist infinitely many modes in the vicinity of the dominant wavelength which grow only marginally slower than the one corresponding to the dominant wavelength. This means that, except for very special initial conditions, the appearance of a three-dimensional fold will always be governed by at least two wavelengths. The wavelength in the direction parallel to D-11 is the dominant wavelength, and the wavelength(s) in the direction parallel to D-22 is determined essentially by the statistics of the initial state. A comparable sensitivity to the initial geometry does not exist in the classic two-dimensional folding models. In conformity with tradition we have applied Kirchhoff's hypothesis to constrain the cross-sectional rotations of the plate. We investigate the validity of this hypothesis within the framework of Reissner's plate theory. We also include a discussion of the effects of adding elasticity into the constitutive relations and show that there exist critical ratios of the relaxation times of the plate and the embedding medium for which two dominant wavelengths develop, one at ca. 2.5 of the classical Biot dominant wavelength and the other at ca. 0.45 of this wavelength. We propose that herein lies the origin of parasitic folds well known in natural examples.

Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

Bayesian feedback versus Markovian feedback in a two-level atom

We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections.