Instability of equilibrium points of some Lagrangian systems

In this work we show that, if L is a natural Lagrangian system such that the k-jet of the potential energy ensures it does not have a minimum at the equilibrium and such that its Hessian has rank at least n - 2, then there is an asymptotic trajectory to the associated equilibrium point and so the equilibrium is unstable. This applies, in particular, to analytic potentials with a saddle point and a Hessian with at most 2 null eigenvalues. The result is proven for Lagrangians in a specific form, and we show that the class of Lagrangians we are interested can be taken into this specific form by a subtle change of spatial coordinates. We also consider the extension of this results to systems subjected to gyroscopic forces. (C) 2008 Elsevier Inc. All rights reserved.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Optimization heuristic solutions, how good can they be? : With empirical applications in location problems

Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.

Simulação e controle de um sistema de suspensão simplificado

As aplicações da mecânica vibratória vêm crescendo significativamente na análise de sistemas de suspensões e estruturas de veículos, dentre outras. Desta forma, o presente trabalho desenvolve técnicas para a simulação e o controle de uma suspensão de automóvel utilizando modelos dinâmicos com um, dois e três graus de liberdade. Na obtenção das equações do movimento para o sistema massa-mola-amortecedor, o modelo matemático utilizado tem como base a equação de Lagrange e a segunda lei de Newton, com condições iniciais apropriadas. A solução numérica destas equações é obtida através do método de Runge-Kutta de 4ª ordem, utilizando o software MATLAB. Para controlar as vibrações do sistema utilizou-se três métodos diferentes de controle: clássico, LQR e alocação de pólos. O sistema assim obtido satisfaz as condições de estabilidade e de desempenho e é factível para aplicações práticas, pois os resultados obtidos comparam adequadamente com dados analíticos, numéricos ou experimentais encontrados na literatura, indicando que técnicas de controle como o clássico podem ser simples e eficientes.

Tópicos em programação dinâmica

Muitos problemas de Dinâmica em Economia se encaixam dentro de uma estrutura de modelos de decisão seqüencial, sendo resolvidos recursivamente. Programação Dinâmica uma técnica de otimização condicionada que se encarrega de solucionar problemas desse tipo. Esse trabalho tem como objetivo apresentar uma resenha dos principais resultados teóricos em Programação Dinâmica. Os métodos da Programação Dinâmica são válidos tanto para problemas determinísticos como para os que incorporam variável incerteza. esperada objetividade de uma dissertação de Mestrado, no entanto, nos impediu de extender análise, deixando assim de considerar explicitamente neste trabalho modelos estocásticos, que teria enriquecido bastante parte destinada aplicações Teor ia Econômica. No capítulo desenvolvemos instrumental matemático, introduzindo uma série de conceitos resultados sobre os quais se constrói análise nos capítulos subsequentes. Ilustramos tais conceitos com exemplos que seguem um certo encadeamento. Nas seções 1.1 1.2 apresentamos as idéias propriedades de espaços métricos espaços vetoriais. Na seção 1.3, prosseguimos com tópicos em análise funcional, introduzindo noção de norma de um vetor de espaços de Banach. seção 1.4 entra com idéia de contração, Teor ema do Ponto Fixo de Banach e o teor ema de Blackwell. O Teorema de Hahn-Banach, tanto na sua forma de extensão quanto na sua forma geométrica, preocupação na seção 1.5. Em particular, forma geométrica desse teorema seus corolários são importantes para análise conduzida no terceiro capítulo. Por fim, na seção 6, apresentamos Teorema do Máximo. Ao final deste capítulo, como também dos demais, procuramos sempre citar as fontes consultadas bem como extensões ou tratamentos alternativos ao contido no texto. No capítulo II apresentamos os resultados métodos da Programação Dinâmica em si seção 2.1 cuida da base da teoria, com Princípio da Otimal idade de Eellman e a derivação de um algoritmo de Programação Dinâmica. Na seção 2.2 mostramos que esse algoritmo converge para função valor ótima de um problema de horizonte infinito, sendo que esta última satisfaz chamada Equação de Bellman. seção seguinte se preocupa em fornecer caracterizaçBes para função valor mencionada acima, mostrando-se propriedades acerca de sua monotonicidade concavidade. seção 2.4 trata da questão da diferenciabi idade da função valor, que permite se obter alguns resultados de estática Cou dinâmica} comparativa partir da Equação de Bellman. Finalmente, na seção 2.5 apresentamos uma primeira aplicação Teoria Econômica, através de um modelo de crescimento econômico ótimo. No capítulo III introduzimos uma outra técnica de otimização Programação Convexa- mostramos dificuldade em se tentar estabelecer alguma relação de dominância entre Programação Dinâmica Programação Convexa. Na seção 3.2 "apresentamos os Teoremas de Separação, dos quais nos utilizamos na seção seguinte para demonstrar existência de Multiplicadores de Lagrange no problema geral da Programação Convexa. No final desta seção dizemos porque não podemos inferir que em espaços de dimensão infinita Programação Convexa não pode ser aplicada, ao contrário da Programação Dinâmica, que evidenciaria uma dominancia dessa última técnica nesses espaços. Finalmente, capítulo IV destinado uma aplicação imediata das técnicas desenvolvidas principalmente no segundo capítulo. Com auxílio dessas técnicas resolve-se um problema de maximização intertemporal, faz-se uma comparação dos resultados obtidos através de uma solução cooperativa de uma solução não-cooperativa.

Controle e otimização estrutural de manipuladores robóticos com elementos flexíveis usando atuadores e sensores piezelétricos

Neste trabalho, apresenta-se um modelo de controle de trajetória para um manipulador constituído de um braço rígido e um braco flexível com atuadores e sensores piezelétricos. O modelo dinamico do manipuladoré obtido de forma fechada através da formulacao de Lagrange. O controle utiliza o torque dos motores como atuadores para controle da trajetoria do angulo das juntas e tambem para atenuar as vibracoes de baixa frequencia induzidas nos bracos do manipulador. A estabilidade deste controlador e garantida pela teoria de estabilidade de Lyapunov. Atuadores e sensores piezeletricos sao adicionados para controlar as vibracoes de alta freqüência nâo alcançadas pelo controle de torque dos motores. Além disso,é proposta uma otimização simultânea do controle e dos atuadores e sensores através da maximização da energia dissipada no sistema, devido µa ação do controle, com otimização do posicionamento e tamanho dos atuadores e sensores piezelétricos na estrutura. Simulações são obtidas através do Matlab/Simulink paraverificar a eficiência do modelo de controle.

A general lagrangian approach for non-concave moral hazard problems

We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for the second order condition and for the binding actions of the incentive compatibility constraint. Some examples show that our approach can be useful to treat the finite and infinite state space cases. One of the examples is solved by the second order approach. We also compare our Lagrangian with 1\1irrlees'.

A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

A general lagrangian approach for non-concave moral hazard problems

We establish a general Lagrangian for the moral hazard problem which generalizes the well known first order approach (FOA). It requires that besides the multiplier of the first order condition, there exist multipliers for the second order condition and for the binding actions of the incentive compatibility constraint. Some examples show that our approach can be useful to treat the finite and infinite state space cases. One of the examples is solved by the second order approach. We also compare our Lagrangian with 1\1irrlees'.

Constructing common-factor portfolios

In this paper we construct common-factor portfolios using a novel linear transformation of standard factor models extracted from large data sets of asset returns. The simple transformation proposed here keeps the basic properties of the usual factor transformations, although some new interesting properties are further attached to them. Some theoretical advantages are shown to be present. Also, their practical importance is confirmed in two applications: the performance of common-factor portfolios are shown to be superior to that of asset returns and factors commonly employed in the finance literature.

Tree-structured smooth transition models

The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). The main idea relies on specifying a multiple-regime parametric model through a tree-growing procedure with smooth transitions among different regimes. Decisions about splits are entirely based on a sequence of Lagrange Multiplier (LM) tests of hypotheses.

Uma análise histórico-epistemológica do conceito de grupo

This work aims to analyze the historical and epistemological development of the Group concept related to the theory on advanced mathematical thinking proposed by Dreyfus (1991). Thus it presents pedagogical resources that enable learning and teaching of algebraic structures as well as propose greater meaning of this concept in mathematical graduation programs. This study also proposes an answer to the following question: in what way a teaching approach that is centered in the Theory of Numbers and Theory of Equations is a model for the teaching of the concept of Group? To answer this question a historical reconstruction of the development of this concept is done on relating Lagrange to Cayley. This is done considering Foucault s (2007) knowledge archeology proposal theoretically reinforced by Dreyfus (1991). An exploratory research was performed in Mathematic graduation courses in Universidade Federal do Pará (UFPA) and Universidade Federal do Rio Grande do Norte (UFRN). The research aimed to evaluate the formation of concept images of the students in two algebra courses based on a traditional teaching model. Another experience was realized in algebra at UFPA and it involved historical components (MENDES, 2001a; 2001b; 2006b), the development of multiple representations (DREYFUS, 1991) as well as the formation of concept images (VINNER, 1991). The efficiency of this approach related to the extent of learning was evaluated, aiming to acknowledge the conceptual image established in student s minds. At the end, a classification based on Dreyfus (1991) was done relating the historical periods of the historical and epistemological development of group concepts in the process of representation, generalization, synthesis, and abstraction, proposed here for the teaching of algebra in Mathematics graduation course

Adrien-Marie Legendre (1752-1833) e suas obras em Teoria dos Números

The present thesis is an analysis of Adrien-Marie Legendre s works on Number Theory, with a certain emphasis on his 1830 edition of Theory of Numbers. The role played by these works in their historical context and their influence on the development of Number Theory was investigated. A biographic study of Legendre (1752-1833) was undertaken, in which both his personal relations and his scientific productions were related to certain historical elements of the development of both his homeland, France, and the sciences in general, during the 18th and 19th centuries This study revealed notable characteristics of his personality, as well as his attitudes toward his mathematical contemporaries, especially with regard to his seemingly incessant quarrels with Gauss about the priority of various of their scientific discoveries. This is followed by a systematic study of Lagrange s work on Number Theory, including a comparative reading of certain topics, especially that of his renowned law of quadratic reciprocity, with texts of some of his contemporaries. In this way, the dynamics of the evolution of his thought in relation to his semantics, the organization of his demonstrations and his number theoretical discoveries was delimited. Finally, the impact of Legendre s work on Number Theory on the French mathematical community of the time was investigated. This investigation revealed that he not only made substantial contributions to this branch of Mathematics, but also inspired other mathematicians to advance this science even further. This indeed is a fitting legacy for his Theory of Numbers, the first modern text on Higher Arithmetic, on which he labored half his life, producing various editions. Nevertheless, Legendre also received many posthumous honors, including having his name perpetuated on the Trocadéro face of the Eiffel Tower, which contains a list of 72 eminent scientists, and having a street and an alley in Paris named after him

Um método primal-dual aplicado na resolução do problema de fluxo de potência ótimo

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

Notes on Newton-Euler formulation of robotic manipulators

The equations corresponding to Newton-Euler iterative method for the determination of forces and moments acting on the rigid links of a robotic manipulator are given a new treatment using composed vectors for the representation of both kinematical and dynamical quantities. It is shown that Lagrange equations for the motion of a holonomic system are easily found from the composed vectors defined in this note. Application to a simple model of an industrial robot shows that the method developed in these notes is efficient in solving the dynamics of a robotic manipulator. An example is developed, where it is seen that with the application of appropriate control moments applied to each arm of the robot, starting from a given initial position, it is possible to reach equilibrium in a final pre-assigned position.