Um método de linearização local com passo adaptativo para solução numérica de equações diferenciais estocásticas com ruído aditivo

Neste trabalho apresentamos um novo método numérico com passo adaptativo baseado na abordagem de linearização local, para a integração de equações diferenciais estocásticas com ruído aditivo. Propomos, também, um esquema computacional que permite a implementação eficiente deste método, adaptando adequadamente o algorítimo de Padé com a estratégia “scaling-squaring” para o cálculo das exponenciais de matrizes envolvidas. Antes de introduzirmos a construção deste método, apresentaremos de forma breve o que são equações diferenciais estocásticas, a matemática que as fundamenta, a sua relevância para a modelagem dos mais diversos fenômenos, e a importância da utilização de métodos numéricos para avaliar tais equações. Também é feito um breve estudo sobre estabilidade numérica. Com isto, pretendemos introduzir as bases necessárias para a construção do novo método/esquema. Ao final, vários experimentos numéricos são realizados para mostrar, de forma prática, a eficácia do método proposto, e compará-lo com outros métodos usualmente utilizados.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

Análise comparativa entre simuladores de linha de fluxo e diferenças finitas para um reservatório de petróleo submetido a injeção de água

Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.

Caracterização analítica e geométrica da metodologia geral de determinação de distribuições de Weibull para o regime eólico e suas aplicações

O regime eólico de uma região pode ser descrito por distribuição de frequências que fornecem informações e características extremamente necessárias para uma possível implantação de sistemas eólicos de captação de energia na região e consequentes aplicações no meio rural em regiões afastadas. Estas características, tais como a velocidade média anual, a variância das velocidades registradas e a densidade da potência eólica média horária, podem ser obtidas pela frequência de ocorrências de determinada velocidade, que por sua vez deve ser estudada através de expressões analíticas. A função analítica mais adequada para distribuições eólicas é a função de densidade de Weibull, que pode ser determinada por métodos numéricos e regressões lineares. O objetivo deste trabalho é caracterizar analítica e geometricamente todos os procedimentos metodológicos necessários para a realização de uma caracterização completa do regime eólico de uma região e suas aplicações na região de Botucatu - SP, visando a determinar o potencial energético para implementação de turbinas eólicas. Assim, foi possível estabelecer teoremas relacionados com a forma de caracterização do regime eólico, estabelecendo a metodologia concisa analiticamente para a definição dos parâmetros eólicos de qualquer região a ser estudada. Para o desenvolvimento desta pesquisa, utilizou-se um anemômetro da CAMPBELL.

Mathematical analysis of maximum power generated by photovoltaic systems and fitting curves for standard test conditions

The rural electrification is characterized by geographical dispersion of the population, low consumption, high investment by consumers and high cost. Moreover, solar radiation constitutes an inexhaustible source of energy and in its conversion into electricity photovoltaic panels are used. In this study, equations were adjusted to field conditions presented by the manufacturer for current and power of small photovoltaic systems. The mathematical analysis was performed on the photovoltaic rural system I- 100 from ISOFOTON, with power 300 Wp, located at the Experimental Farm Lageado of FCA/UNESP. For the development of such equations, the circuitry of photovoltaic cells has been studied to apply iterative numerical methods for the determination of electrical parameters and possible errors in the appropriate equations in the literature to reality. Therefore, a simulation of a photovoltaic panel was proposed through mathematical equations that were adjusted according to the data of local radiation. The results have presented equations that provide real answers to the user and may assist in the design of these systems, once calculated that the maximum power limit ensures a supply of energy generated. This real sizing helps establishing the possible applications of solar energy to the rural producer and informing the real possibilities of generating electricity from the sun.

Desenvolvimento de esquema de controle com realimentação visual para um robô manipulador

This work proposes a kinematic control scheme, using visual feedback for a robot arm with five degrees of freedom. Using computational vision techniques, a method was developed to determine the cartesian 3d position and orientation of the robot arm (pose) using a robot image obtained through a camera. A colored triangular label is disposed on the robot manipulator tool and efficient heuristic rules are used to obtain the vertexes of that label in the image. The tool pose is obtained from those vertexes through numerical methods. A color calibration scheme based in the K-means algorithm was implemented to guarantee the robustness of the vision system in the presence of light variations. The extrinsic camera parameters are computed from the image of four coplanar points whose cartesian 3d coordinates, related to a fixed frame, are known. Two distinct poses of the tool, initial and final, obtained from image, are interpolated to generate a desired trajectory in cartesian space. The error signal in the proposed control scheme consists in the difference between the desired tool pose and the actual tool pose. Gains are applied at the error signal and the signal resulting is mapped in joint incrementals using the pseudoinverse of the manipulator jacobian matrix. These incrementals are applied to the manipulator joints moving the tool to the desired pose

Assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems

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

Numeric simulation of pollutant dispersion by a control-volume based on finite element method

The dispersion of pollutants in the environment is an issue of great interest as it directly affects air quality, mainly in large cities. Experimental and numerical tools have been used to predict the behavior of pollutant species dispersion in the atmosphere. A software has been developed based on the control-volume based on the finite element method in order to obtain two-dimensional simulations of Navier-Stokes equations and heat or mass transportation in regions with obstacles, varying position of the pollutant source. Numeric results of some applications were obtained and, whenever possible, compared with literature results showing satisfactory accordance. Copyright (C) 2010 John Wiley & Sons, Ltd.

A marker-and-cell approach to free surface 2-D multiphase flows

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Formation of bright solitons and soliton trains in a fermion-fermion mixture by modulational instability

We employ a time- dependent mean- field- hydrodynamic model to study the generation of bright solitons in a degenerate fermion - fermion mixture in a cigar- shaped geometry using variational and numerical methods. Due to a strong Pauli- blocking repulsion among identical spin- polarized fermions at short distances there cannot be bright solitons for repulsive interspecies interactions. Employing a linear stability analysis we demonstrate the formation of stable solitons due to modulational instability of a constant-amplitude solution of the model equations for a sufficiently attractive interspecies interaction. We perform a numerical stability analysis of these solitons and also demonstrate the formation of soliton trains by jumping the effective interspecies interaction from repulsive to attractive. These fermionic solitons can be formed and studied in laboratory with present technology.

Tightly bound gap solitons in a Fermi gas

Within the framework of the mean-field hydrodynamic model of a degenerate Fermi gas ( DFG), we study, by means of numerical methods and variational approximation ( VA), the formation of fundamental gap solitons ( FGSs) in a DFG ( or in a BCS superfluid generated by weak interaction between spin- up and spin- down fermions), which is trapped in a periodic optical- lattice ( OL) potential. An effectively one- dimensional ( 1D) con. guration is considered, assuming strong transverse confinement; in parallel, a proper 1D model of the DFG ( which amounts to the known quintic equation for the Tonks- Girardeau gas in the OL) is considered too. The FGSs found in the first two bandgaps of the OL- induced spectrum ( unless they are very close to edges of the gaps) feature a ( tightly bound) shape, being essentially confined to a single cell of the OL. In the second bandgap, we also find antisymmetric tightly bound subfundamental solitons ( SFSs), with zero at the midpoint. The SFSs are also confined to a single cell of the OL, but, unlike the FGSs, they are unstable. The predicted solitons, consisting of similar to 10(4) - 10(5) atoms, can be created by available experimental techniques in the DFG of Li-6 atoms.

Bright solitons and soliton trains in a fermion-fermion mixture

We use a time-dependent dynamical mean-field-hydrodynamic model to predict and study bright solitons in a degenerate fermion-fermion mixture in a quasi-one-dimensional cigar-shaped geometry using variational and numerical methods. Due to a strong Pauli-blocking repulsion among identical spin-polarized fermions at short distances there cannot be bright solitons for repulsive interspecies fermion-fermion interactions. However, stable bright solitons can be formed for a sufficiently attractive interspecies interaction. We perform a numerical stability analysis of these solitons and also demonstrate the formation of soliton trains. These fermionic solitons can be formed and studied in laboratory with present technology.

Cubic interactions and quantum criticality in dimerized antiferromagnets

In certain Mott-insulating dimerized antiferromagnets, triplet excitations of the paramagnetic phase display both three-particle and four-particle interactions. When such a magnet undergoes a quantum phase transition into a magnetically ordered state, the three-particle interaction becomes part of the critical theory provided that the lattice ordering wave vector is zero. One microscopic example is the staggered-dimer antiferromagnet on the square lattice, for which deviations from O(3) universality have been reported in numerical studies. Using both symmetry arguments and microscopic calculations, we show that a nontrivial cubic term arises in the relevant order-parameter quantum field theory, and we assess its consequences using a combination of analytical and numerical methods. We also present finite-temperature quantum Monte Carlo data for the staggered-dimer antiferromagnet which complement recently published results. The data can be consistently interpreted in terms of critical exponents identical to that of the standard O(3) universality class, but with anomalously large corrections to scaling. We argue that the cubic interaction of critical triplons, although irrelevant in two spatial dimensions, is responsible for the leading corrections to scaling due to its small scaling dimension.

High-order upwinding and the hydraulic jump

This work is concerned with the computation of incompressible axisymmetric and fall three-dimensional free-surface flows. In particular, the circular-hydraulic jump is simulated and compared with approximate analytic solutions. However, the principal thrust of this paper is to provide a real problem as a test bed for comparing the many existing convective approximations. Their performance is compared; SMART, HLPA and VONOS emerge as acceptable upwinding methods for this problem. Copyright (C) 2002 John Wiley Sons, Ltd.

Escape and transport for an open bouncer: Stretched exponential decays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)