Efficient evaluation of highly oscillatory acoustic scattering surface integrals

We consider the approximation of some highly oscillatory weakly singular surface integrals, arising from boundary integral methods with smooth global basis functions for solving problems of high frequency acoustic scattering by three-dimensional convex obstacles, described globally in spherical coordinates. As the frequency of the incident wave increases, the performance of standard quadrature schemes deteriorates. Naive application of asymptotic schemes also fails due to the weak singularity. We propose here a new scheme based on a combination of an asymptotic approach and exact treatment of singularities in an appropriate coordinate system. For the case of a spherical scatterer we demonstrate via error analysis and numerical results that, provided the observation point is sufficiently far from the shadow boundary, a high level of accuracy can be achieved with a minimal computational cost.

On symmetries of singular implicit ODEs

We study implicit ODEs, cubic in derivative, with infinitesimal symmetry at singular points. Cartan showed that even at regular points the existence of nontrivial symmetry imposes restrictions on the ODE. Namely, this algebra has the maximal possible dimension 3 iff the web of solutions is flat. For cubic ODEs with flat 3-web of solutions we establish sufficient conditions for the existence of nontrivial symmetries at singular points and show that under natural assumptions such a symmetry is semi-simple, i.e. is a scaling is some coordinates. We use this symmetry to find first integrals of the ODE.

Equifocality of a singular Riemannian foliation

A singular foliation on a complete Riemannian manifold M is said to be Riemannian if each geodesic that is perpendicular to a leaf at one point remains perpendicular to every leaf it meets. We prove that the regular leaves are equifocal, i.e., the end point map of a normal foliated vector field has constant rank. This implies that we can reconstruct the singular foliation by taking all parallel submanifolds of a regular leaf with trivial holonomy. In addition, the end point map of a normal foliated vector field on a leaf with trivial holonomy is a covering map. These results generalize previous results of the authors on singular Riemannian foliations with sections.

BEM formulation for von Karman plates

This work deals with nonlinear geometric plates in the context of von Karman`s theory. The formulation is written such that only the boundary in-plane displacement and deflection integral equations for boundary collocations are required. At internal points, only out-of-plane rotation, curvature and in-plane internal force representations are used. Thus, only integral representations of these values are derived. The nonlinear system of equations is derived by approximating all densities in the domain integrals as single values, which therefore reduces the computational effort needed to evaluate the domain value influences. Hyper-singular equations are avoided by approximating the domain values using only internal nodes. The solution is obtained using a Newton scheme for which a consistent tangent operator was derived. (C) 2009 Elsevier Ltd. All rights reserved.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

Bounds on integrals of the Wigner function

The integral of the Wigner function over a subregion of the phase space of a quantum system may be less than zero or greater than one. It is shown that for systems with 1 degree of freedom, the problem of determining the best possible upper and lower bounds on such an integral, over an possible states, reduces to the problem of finding the greatest and least eigenvalues of a Hermitian operator corresponding to the subregion. The problem is solved exactly in the case of an arbitrary elliptical region. These bounds provide checks on experimentally measured quasiprobability distributions.

Group theory and quasiprobability integrals of Wigner functions

The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.

Path integrals for continuous-time Markov chains

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

Viver no singular

Dissertação de Mestrado, Ciências Sociais, 12 de Março de 2015, Universidade dos Açores.