Non-linear resonance in strings under narrow band random excitation, part I: Planar response and stability

Non-linear planar response of a string to planar narrow band random excitation is investigated in this paper. A response equation for the mean square deflection σ2 is obtained under a single mode approximation by using the equivalent linearization technique. It is shown that the response is triple valued, as in the case of harmonic excitation, if the centre frequency of excitation Ω lies in a certain specified range. The triple valued response occurs only if the excitation bandwidth β is smaller than a critical value βcrit which is a monotonically increasing function of the intensity of excitation. An approximate method of investigating the almost sure asymptotic stability of the solution is presented and regions of instability in the Ω-σ2 plane have been charted. It is shown that planar response can become unstable either due to an unbounded growth of the in-plane component of motion or due to a spontaneous appearance of an out-of-plane component.

Optimal multicommodity flow through the complete graph with random edge capacities

We consider a multicommodity flow problem on a complete graph whose edges have random, independent, and identically distributed capacities. We show that, as the number of nodes tends to infinity, the maximumutility, given by the average of a concave function of each commodity How, has an almost-sure limit. Furthermore, the asymptotically optimal flow uses only direct and two-hop paths, and can be obtained in a distributed manner.

Percolation and Connectivity in AB Random Geometric Graphs

Given two independent Poisson point processes ©(1);©(2) in Rd, the AB Poisson Boolean model is the graph with points of ©(1) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centred at these points contains at least one point of ©(2). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d ¸ 2 and derive bounds for a critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and cn in the unit cube. The AB random geometric graph is de¯ned as above but with balls of radius r. We derive a weak law result for the largest nearest neighbour distance and almost sure asymptotic bounds for the connectivity threshold.

Percolation and connectivity in AB random geometric graphs

Given two independent Poisson point processes Phi((1)), Phi((2)) in R-d, the AB Poisson Boolean model is the graph with the points of Phi((1)) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centered at these points contains at least one point of Phi((2)). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d >= 2 and derive bounds fora critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and tau n in the unit cube. The AB random geometric graph is defined as above but with balls of radius r. We derive a weak law result for the largest nearest-neighbor distance and almost-sure asymptotic bounds for the connectivity threshold.

Stabilization of planar collective motion: All-to-all communication

This paper proposes a design methodology to stabilize isolated relative equilibria in a model of all-to-all coupled identical particles moving in the plane at unit speed. Isolated relative equilibria correspond to either parallel motion of all particles with fixed relative spacing or to circular motion of all particles with fixed relative phases. The stabilizing feedbacks derive from Lyapunov functions that prove exponential stability and suggest almost global convergence properties. The results of the paper provide a low-order parametric family of stabilizable collectives that offer a set of primitives for the design of higher-level tasks at the group level. © 2007 IEEE.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Curve crossing for the reflected Levy process at zero and infinity

Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for $R_{t}$ is finite, is given. We also discuss the almost sure finiteness of $\limsup_{t\to 0}R_{t}/t^{\kappa}$, for each $\kappa\geq 0$.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved.

Nonnegative trigonometric polynomials

An extremal problem for the coefficients of sine polynomials, which are nonnegative in [0,π] , posed and discussed by Rogosinski and Szego is under consideration. An analog of the Fejér-Riesz representation of nonnegative general trigonometric and cosine polynomials is proved for nonnegative sine polynomials. Various extremal sine polynomials for the problem of Rogosinski and Szego are obtained explicitly. Associated cosine polynomials k n (θ) are constructed in such a way that { k n (θ) } are summability kernels. Thus, the L p , pointwise and almost everywhere convergence of the corresponding convolutions, is established. © 2002 Springer-Verlag New York Inc.

Influência de fragmentos florestais nativos sobre os parâmetros químicos, físicos e microbiológicos de solos cultivados com cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Argumentos de Gordon no estudo espectral de operadores de Schrödinger unidimensionais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Partially Observed Markov Random Fields Are Variable Neighborhood Random Fields

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.

IMEX finite volume methods for the shallow water equations

Die Flachwassergleichungen (SWE) sind ein hyperbolisches System von Bilanzgleichungen, die adäquate Approximationen an groß-skalige Strömungen der Ozeane, Flüsse und der Atmosphäre liefern. Dabei werden Masse und Impuls erhalten. Wir unterscheiden zwei charakteristische Geschwindigkeiten: die Advektionsgeschwindigkeit, d.h. die Geschwindigkeit des Massentransports, und die Geschwindigkeit von Schwerewellen, d.h. die Geschwindigkeit der Oberflächenwellen, die Energie und Impuls tragen. Die Froude-Zahl ist eine Kennzahl und ist durch das Verhältnis der Referenzadvektionsgeschwindigkeit zu der Referenzgeschwindigkeit der Schwerewellen gegeben. Für die oben genannten Anwendungen ist sie typischerweise sehr klein, z.B. 0.01. Zeit-explizite Finite-Volume-Verfahren werden am öftersten zur numerischen Berechnung hyperbolischer Bilanzgleichungen benutzt. Daher muss die CFL-Stabilitätsbedingung eingehalten werden und das Zeitinkrement ist ungefähr proportional zu der Froude-Zahl. Deswegen entsteht bei kleinen Froude-Zahlen, etwa kleiner als 0.2, ein hoher Rechenaufwand. Ferner sind die numerischen Lösungen dissipativ. Es ist allgemein bekannt, dass die Lösungen der SWE gegen die Lösungen der Seegleichungen/ Froude-Zahl Null SWE für Froude-Zahl gegen Null konvergieren, falls adäquate Bedingungen erfüllt sind. In diesem Grenzwertprozess ändern die Gleichungen ihren Typ von hyperbolisch zu hyperbolisch.-elliptisch. Ferner kann bei kleinen Froude-Zahlen die Konvergenzordnung sinken oder das numerische Verfahren zusammenbrechen. Insbesondere wurde bei zeit-expliziten Verfahren falsches asymptotisches Verhalten (bzgl. der Froude-Zahl) beobachtet, das diese Effekte verursachen könnte.Ozeanographische und atmosphärische Strömungen sind typischerweise kleine Störungen eines unterliegenden Equilibriumzustandes. Wir möchten, dass numerische Verfahren für Bilanzgleichungen gewisse Equilibriumzustände exakt erhalten, sonst können künstliche Strömungen vom Verfahren erzeugt werden. Daher ist die Quelltermapproximation essentiell. Numerische Verfahren die Equilibriumzustände erhalten heißen ausbalanciert.rnrnIn der vorliegenden Arbeit spalten wir die SWE in einen steifen, linearen und einen nicht-steifen Teil, um die starke Einschränkung der Zeitschritte durch die CFL-Bedingung zu umgehen. Der steife Teil wird implizit und der nicht-steife explizit approximiert. Dazu verwenden wir IMEX (implicit-explicit) Runge-Kutta und IMEX Mehrschritt-Zeitdiskretisierungen. Die Raumdiskretisierung erfolgt mittels der Finite-Volumen-Methode. Der steife Teil wird mit Hilfe von finiter Differenzen oder au eine acht mehrdimensional Art und Weise approximniert. Zur mehrdimensionalen Approximation verwenden wir approximative Evolutionsoperatoren, die alle unendlich viele Informationsausbreitungsrichtungen berücksichtigen. Die expliziten Terme werden mit gewöhnlichen numerischen Flüssen approximiert. Daher erhalten wir eine Stabilitätsbedingung analog zu einer rein advektiven Strömung, d.h. das Zeitinkrement vergrößert um den Faktor Kehrwert der Froude-Zahl. Die in dieser Arbeit hergeleiteten Verfahren sind asymptotisch erhaltend und ausbalanciert. Die asymptotischer Erhaltung stellt sicher, dass numerische Lösung das "korrekte" asymptotische Verhalten bezüglich kleiner Froude-Zahlen besitzt. Wir präsentieren Verfahren erster und zweiter Ordnung. Numerische Resultate bestätigen die Konvergenzordnung, so wie Stabilität, Ausbalanciertheit und die asymptotische Erhaltung. Insbesondere beobachten wir bei machen Verfahren, dass die Konvergenzordnung fast unabhängig von der Froude-Zahl ist.

The effect of projections on dimension in the Heisenberg group

We prove analogs of classical almost sure dimension theorems for Euclidean projection mappings in the first Heisenberg group, equipped with a sub-Riemannian metric.