995 resultados para PHYSICS, MATHEMATICAL


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New results for attenuation and damping of electromagnetic fields in rigid conducting media are derived under the conjugate influence of inertia due to charge carriers and displacement current. Inertial effects are described by a relaxation time for the current density in the realm of an extended Ohm`s law. The classical notions of poor and good conductors are rediscussed on the basis of an effective electric conductivity, depending on both wave frequency and relaxation time. It is found that the attenuation for good conductors at high frequencies depends solely on the relaxation time. This means that the penetration depth saturates to a minimum value at sufficiently high frequencies. It is also shown that the actions of inertia and displacement current on damping of magnetic fields are opposite to each other. That could explain why the classical decay time of magnetic fields scales approximately as the diffusion time. At very small length scales, the decay time could be given either by the relaxation time or by a fraction of the diffusion time, depending on whether inertia or displacement current, respectively, would prevail on magnetic diffusion.

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A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

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Non-linear methods for estimating variability in time-series are currently of widespread use. Among such methods are approximate entropy (ApEn) and sample approximate entropy (SampEn). The applicability of ApEn and SampEn in analyzing data is evident and their use is increasing. However, consistency is a point of concern in these tools, i.e., the classification of the temporal organization of a data set might indicate a relative less ordered series in relation to another when the opposite is true. As highlighted by their proponents themselves, ApEn and SampEn might present incorrect results due to this lack of consistency. In this study, we present a method which gains consistency by using ApEn repeatedly in a wide range of combinations of window lengths and matching error tolerance. The tool is called volumetric approximate entropy, vApEn. We analyze nine artificially generated prototypical time-series with different degrees of temporal order (combinations of sine waves, logistic maps with different control parameter values, random noises). While ApEn/SampEn clearly fail to consistently identify the temporal order of the sequences, vApEn correctly do. In order to validate the tool we performed shuffled and surrogate data analysis. Statistical analysis confirmed the consistency of the method. (C) 2008 Elsevier Ltd. All rights reserved.

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We study the analytic torsion of a cone over an orientable odd dimensional compact connected Riemannian manifold W. We prove that the logarithm of the analytic torsion of the cone decomposes as the sum of the logarithm of the root of the analytic torsion of the boundary of the cone, plus a topological term, plus a further term that is a rational linear combination of local Riemannian invariants of the boundary. We show that this last term coincides with the anomaly boundary term appearing in the Cheeger Muller theorem [3, 2] for a manifold with boundary, according to Bruning and Ma (2006) [5]. We also prove Poincare duality for the analytic torsion of a cone. (C) 2010 Elsevier B.V. All rights reserved.

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A semiclassical approximation for an evolving density operator, driven by a `closed` Hamiltonian operator and `open` Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra `open` term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further `small-chord` approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions.

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In this paper we prove that gradient-like semigroups (in the sense of Carvalho and Langa (2009 J. Diff. Eqns 246 2646-68)) are gradient semigroups (possess a Lyapunov function). This is primarily done to provide conditions under which gradient semigroups, in a general metric space, are stable under perturbation exploiting the known fact (see Carvalho and Langa (2009 J. Diff. Eqns 246 2646-68)) that gradient-like semigroups are stable under perturbation. The results presented here were motivated by the work carried out in Conley (1978 Isolated Invariant Sets and the Morse Index (CBMS Regional Conference Series in Mathematics vol 38) (RI: American Mathematical Society Providence)) for groups in compact metric spaces (see also Rybakowski (1987 The Homotopy Index and Partial Differential Equations (Universitext) (Berlin: Springer)) for the Morse decomposition of an invariant set for a semigroup on a compact metric space).

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The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

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This paper describes the development of an implicit finite difference method for solving transient three-dimensional incompressible free surface flows. To reduce the CPU time of explicit low-Reynolds number calculations, we have combined a projection method with an implicit technique for treating the pressure on the free surface. The projection method is employed to uncouple the velocity and the pressure fields, allowing each variable to be solved separately. We employ the normal stress condition on the free surface to derive an implicit technique for calculating the pressure at the free surface. Numerical results demonstrate that this modification is essential for the construction of methods that are more stable than those provided by discretizing the free surface explicitly. In addition, we show that the proposed method can be applied to viscoelastic fluids. Numerical results include the simulation of jet buckling and extrudate swell for Reynolds numbers in the range [0.01, 0.5]. (C) 2008 Elsevier Inc. All rights reserved.

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This work presents a finite difference technique for simulating three-dimensional free surface flows governed by the Upper-Convected Maxwell (UCM) constitutive equation. A Marker-and-Cell approach is employed to represent the fluid free surface and formulations for calculating the non-Newtonian stress tensor on solid boundaries are developed. The complete free surface stress conditions are employed. The momentum equation is solved by an implicit technique while the UCM constitutive equation is integrated by the explicit Euler method. The resulting equations are solved by the finite difference method on a 3D-staggered grid. By using an exact solution for fully developed flow inside a pipe, validation and convergence results are provided. Numerical results include the simulation of the transient extrudate swell and the comparison between jet buckling of UCM and Newtonian fluids.

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The non-twist standard map occurs frequently in many fields of science specially in modelling the dynamics of the magnetic field lines in tokamaks. Robust tori, dynamical barriers that impede the radial transport among different regions of the phase space, are introduced in the non-twist standard map in a conservative fashion. The resulting non-twist standard map with robust tori is an improved model to study transport barriers in plasmas confined in tokamaks.

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We study a symplectic chain with a non-local form of coupling by means of a standard map lattice where the interaction strength decreases with the lattice distance as a power-law, in Such a way that one can pass continuously from a local (nearest-neighbor) to a global (mean-field) type of coupling. We investigate the formation of map clusters, or spatially coherent structures generated by the system dynamics. Such clusters are found to be related to stickiness of chaotic phase-space trajectories near periodic island remnants, and also to the behavior of the diffusion coefficient. An approximate two-dimensional map is derived to explain some of the features of this connection. (C) 2008 Elsevier Ltd. All rights reserved.

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For magnetically confined plasmas in tokamaks, we have numerically investigated how Lagrangian chaos at the plasma edge affects the plasma confinement. Initially, we have considered the chaotic motion of particles in an equilibrium electric field with a monotonic radial profile perturbed by drift waves. We have showed that an effective transport barrier may be created at the plasma edge by modifying the electric field radial profile. In the second place, we have obtained escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall with resonant modes due to the action of an ergodic magnetic limiter. For monotonic plasma current density profiles we have obtained distributions of field line connections to the wall and line escape channels with the same spatial pattern as the magnetic footprints on the tokamak walls. (c) 2008 Elsevier B.V. All rights reserved.

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We show a scenario of a two-frequeney torus breakdown, in which a global bifurcation occurs due to the collision of a quasi-periodic torus T(2) with saddle points, creating a heteroclinic saddle connection. We analyze the geometry of this torus-saddle collision by showing the local dynamics and the invariant manifolds (global dynamics) of the saddle points. Moreover, we present detailed evidences of a heteroclinic saddle-focus orbit responsible for the type-if intermittency induced by this global bifurcation. We also characterize this transition to chaos by measuring the Lyapunov exponents and the scaling laws. (C) 2007 Elsevier Ltd. All rights reserved.

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We investigated the transition to spatio-temporal chaos in spatially extended nonlinear dynamical systems possessing an invariant subspace with a low-dimensional attractor. When the latter is chaotic and the subspace is transversely stable we have a spatially homogeneous state only. The onset of spatio-temporal chaos, i.e. the excitation of spatially inhomogeneous modes, occur through the loss of transversal stability of some unstable periodic orbit embedded in the chaotic attractor lying in the invariant subspace. This is a bubbling transition, since there is a switching between spatially homogeneous and nonhomogeneous states with statistical properties of on-off intermittency. Hence the onset of spatio-temporal chaos depends critically both on the existence of a chaotic attractor in the invariant subspace and its being transversely stable or unstable. (C) 2008 Elsevier B.V. All rights reserved.

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In this note we investigate the influence of structural nonlinearity of a simple cantilever beam impacting system on its dynamic responses close to grazing incidence by a means of numerical simulation. To obtain a clear picture of this effect we considered two systems exhibiting impacting motion, where the primary stiffness is either linear (piecewise linear system) or nonlinear (piecewise nonlinear system). Two systems were studied by constructing bifurcation diagrams, basins of attractions, Lyapunov exponents and parameter plots. In our analysis we focused on the grazing transitions from no impact to impact motion. We observed that the dynamic responses of these two similar systems are qualitatively different around the grazing transitions. For the piecewise linear system, we identified on the parameter space a considerable region with chaotic behaviour, while for the piecewise nonlinear system we found just periodic attractors. We postulate that the structural nonlinearity of the cantilever impacting beam suppresses chaos near grazing. (C) 2007 Elsevier Ltd. All rights reserved.