Multiseries Lie groups and asymptotic modules for characterizing and solving integrable models

A multiseries integrable model (MSIM) is defined as a family of compatible flows on an infinite-dimensional Lie group of N-tuples of formal series around N given poles on the Riemann sphere. Broad classes of solutions to a MSIM are characterized through modules over rings of rational functions, called asymptotic modules. Possible ways for constructing asymptotic modules are Riemann-Hilbert and ∂̄ problems. When MSIM's are written in terms of the group coordinates, some of them can be contracted into standard integrable models involving a small number of scalar functions only. Simple contractible MSIM's corresponding to one pole, yield the Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy. Two-pole contractible MSIM's are exhibited, which lead to a hierarchy of solvable systems of nonlinear differential equations consisting of (2 + 1) -dimensional evolution equations and of quite strong differential constraints. © 1989 American Institute of Physics.

Relaxação e decaimento para pontos de equilíbrio em mapeamentos não lineares unidimensionais

We investigate in this work the behaviour of the decay to the fixed points, in particular along the bifurcations, for a family of one-dimensional logistic-like discrete mappings. We start with the logistic map focusing in the transcritical bifurcation. Next we investigate the convergence to the stationary state at the cubic map. At the end we generalise the procedure for a mapping of the logistic-like type. Near the fixed point, the dynamical variable varies slowly. This property allows us to approximate/rewrite the equation of differences, hence natural from discrete mappings, into an ordinary differential equation. We then solve such equation which furnishes the evolution towards the stationary state. Our numerical simulations confirm the theoretical results validating the above mentioned approximation

Estudos de técnicas de reinicialização em métodos level-set e suas aplicações em escoamentos bifásicos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the Limit of Frequency of Electrochemical Oscillators and Its Relationship to Kinetic Parameters

The class of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current potential curve encompasses a myriad of experimental examples. We present a comprehensive methodological analysis of the oscillation frequency of this class of systems and discuss its dependence on electrical and kinetic parameters. The analysis is developed from a skeleton ordinary differential equation model, and an equation for the oscillation frequency is obtained. Simulations are carried out for a model system, namely, the nickel electrodissolution, and the numerical results are confirmed by experimental data on this system. In addition, the treatment is further applied to the electro-oxidation of ethylene glycol where unusually large oscillation frequencies have been reported. Despite the distinct chemistry underlying the oscillatory dynamics of these systems, a very good agreement between experiments and theoretical predictions is observed. The application of the developed theory is suggested as an important step for primary kinetic characterization.

Constitutive models for biodegradable thermoplastic ropes for ligament repair

The concept behind a biodegradable ligament device is to temporarily replace the biomechanical functions of the ruptured ligament, while it progressively regenerates its capacities. However, there is a lack of methods to predict the mechanical behaviour evolution of the biodegradable devices during degradation, which is an important aspect of the project. In this work, a hyper elastic constitutive model will be used to predict the mechanical behaviour of a biodegradable rope made of aliphatic polyesters. A numerical approach using ABAQUS is presented, where the material parameters of the model proposal are automatically updated in correspondence to the degradation time, by means of a script in PYTHON. In this method we also use a User Material subroutine (UMAT) to apply a failure criterion base on the strength that decreases according to a first order differential equation. The parameterization of the material model proposal for different degradation times were achieved by fitting the theoretical curves with the experimental data of tensile tests on fibres. To model all the rope behaviour we had considered one step of homogenisation considering the fibres architectures in an elementary volume. (C) 2012 Elsevier Ltd. All rights reserved.

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

MULTI-BUMP SOLUTIONS FOR A CLASS OF QUASILINEAR EQUATIONS ON R

This paper is concerned with the existence of multi-bump solutions to a class of quasilinear Schrodinger equations in R. The proof relies on variational methods and combines some arguments given by del Pino and Felmer, Ding and Tanaka, and Sere.

On the radial expansion of tubular structures in a quark-gluon plasma

We study the radial expansion of cylindrical tubes in a hot QGP. These tubes are treated as perturbations in the energy density of the system which is formed in heavy ion collisions at RHIC and LHC. We start from the equations of relativistic hydrodynamics in two spatial dimensions and cylindrical symmetry and perform an expansion of these equations in a small parameter, conserving the nonlinearity of the hydrodynamical formalism. We consider both ideal and viscous fluids and the latter are studied with a relativistic Navier-Stokes equation. We use the equation of state of the MIT bag model. In the case of ideal fluids we obtain a breaking wave equation for the energy density fluctuation, which is then solved numerically. We also show that, under certain assumptions, perturbations in a relativistic viscous fluid are governed by the Burgers equation. We estimate the typical expansion time of the tubes. (C) 2012 Elsevier B.V. All rights reserved.

Vortices in the extended Skyrme-Faddeev model

We construct analytical and numerical vortex solutions for an extended Skyrme-Faddeev model in a (3 + 1) dimensional Minkowski space-time. The extension is obtained by adding to the Lagrangian a quartic term, which is the square of the kinetic term, and a potential which breaks the SO(3) symmetry down to SO(2). The construction makes use of an ansatz, invariant under the joint action of the internal SO(2) and three commuting U(1) subgroups of the Poincare group, and which reduces the equations of motion to an ordinary differential equation for a profile function depending on the distance to the x(3) axis. The vortices have finite energy per unit length, and have waves propagating along them with the speed of light. The analytical vortices are obtained for a special choice of potentials, and the numerical ones are constructed using the successive over relaxation method for more general potentials. The spectrum of solutions is analyzed in detail, especially its dependence upon special combinations of coupling constants.

A theoretical model for estimating the margination constant of leukocytes

Abstract Background Blood leukocytes constitute two interchangeable sub-populations, the marginated and circulating pools. These two sub-compartments are found in normal conditions and are potentially affected by non-normal situations, either pathological or physiological. The dynamics between the compartments is governed by rate constants of margination (M) and return to circulation (R). Therefore, estimates of M and R may prove of great importance to a deeper understanding of many conditions. However, there has been a lack of formalism in order to approach such estimates. The few attempts to furnish an estimation of M and R neither rely on clearly stated models that precisely say which rate constant is under estimation nor recognize which factors may influence the estimation. Results The returning of the blood pools to a steady-state value after a perturbation (e.g., epinephrine injection) was modeled by a second-order differential equation. This equation has two eigenvalues, related to a fast- and to a slow-component of the dynamics. The model makes it possible to identify that these components are partitioned into three constants: R, M and SB; where SB is a time-invariant exit to tissues rate constant. Three examples of the computations are worked and a tentative estimation of R for mouse monocytes is presented. Conclusions This study establishes a firm theoretical basis for the estimation of the rate constants of the dynamics between the blood sub-compartments of white cells. It shows, for the first time, that the estimation must also take into account the exit to tissues rate constant, SB.

Temporal constraints in large optical flow estimation

[EN] The aim of this work is to propose a model for computing the optical flow in a sequence of images. We introduce a new temporal regularizer that is suitable for large displacements. We propose to decouple the spatial and temporal regularizations to avoid an incongruous formulation. For the spatial regularization we use the Nagel-Enkelmann operator and a newly designed temporal regularization. Our model is based on an energy functional that yields a partial differential equation (PDE). This PDE is embedded into a multipyramidal strategy to recover large displacements. A gradient descent technique is applied at each scale to reach the minimum.

Dense disparity map estimation respecting image discontinuities

[EN] We present an energy based approach to estimate a dense disparity map from a set of two weakly calibrated stereoscopic images while preserving its discontinuities resulting from image boundaries. We first derive a simplified expression for the disparity that allows us to estimate it from a stereo pair of images using an energy minimization approach. We assume that the epipolar geometry is known, and we include this information in the energy model. Discontinuities are preserved by means of a regularization term based on the Nagel-Enkelmann operator. We investigate the associated Euler-Lagrange equation of the energy functional, and we approach the solution of the underlying partial differential equation (PDE) using a gradient descent method The resulting parabolic problem has a unique solution. In order to reduce the risk to be trapped within some irrelevant local minima during the iterations, we use a focusing strategy based on a linear scalespace. Experimental results on both synthetic and real images arere presented to illustrate the capabilities of this PDE and scale-space based method.

A variational approach to 3D geometry reconstruction from two or multiple views

[EN] In the last years we have developed some methods for 3D reconstruction. First we began with the problem of reconstructing a 3D scene from a stereoscopic pair of images. We developed some methods based on energy functionals which produce dense disparity maps by preserving discontinuities from image boundaries. Then we passed to the problem of reconstructing a 3D scene from multiple views (more than 2). The method for multiple view reconstruction relies on the method for stereoscopic reconstruction. For every pair of consecutive images we estimate a disparity map and then we apply a robust method that searches for good correspondences through the sequence of images. Recently we have proposed several methods for 3D surface regularization. This is a postprocessing step necessary for smoothing the final surface, which could be afected by noise or mismatch correspondences. These regularization methods are interesting because they use the information from the reconstructing process and not only from the 3D surface. We have tackled all these problems from an energy minimization approach. We investigate the associated Euler-Lagrange equation of the energy functional, and we approach the solution of the underlying partial differential equation (PDE) using a gradient descent method.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Aspects of Integrability in Gauge/String Correspondence

In this thesis, we present our work about some generalisations of ideas, techniques and physical interpretations typical for integrable models to one of the most outstanding advances in theoretical physics of nowadays: the AdS/CFT correspondences. We have undertaken the problem of testing this conjectured duality under various points of view, but with a clear starting point - the integrability - and with a clear ambitious task in mind: to study the finite-size effects in the energy spectrum of certain string solutions on a side and in the anomalous dimensions of the gauge theory on the other. Of course, the final desire woul be the exact comparison between these two faces of the gauge/string duality. In few words, the original part of this work consists in application of well known integrability technologies, in large parte borrowed by the study of relativistic (1+1)-dimensional integrable quantum field theories, to the highly non-relativisic and much complicated case of the thoeries involved in the recent conjectures of AdS5/CFT4 and AdS4/CFT3 corrspondences. In details, exploiting the spin chain nature of the dilatation operator of N = 4 Super-Yang-Mills theory, we concentrated our attention on one of the most important sector, namely the SL(2) sector - which is also very intersting for the QCD understanding - by formulating a new type of nonlinear integral equation (NLIE) based on a previously guessed asymptotic Bethe Ansatz. The solutions of this Bethe Ansatz are characterised by the length L of the correspondent spin chain and by the number s of its excitations. A NLIE allows one, at least in principle, to make analytical and numerical calculations for arbitrary values of these parameters. The results have been rather exciting. In the important regime of high Lorentz spin, the NLIE clarifies how it reduces to a linear integral equations which governs the subleading order in s, o(s0). This also holds in the regime with L ! 1, L/ ln s finite (long operators case). This region of parameters has been particularly investigated in literature especially because of an intriguing limit into the O(6) sigma model defined on the string side. One of the most powerful methods to keep under control the finite-size spectrum of an integrable relativistic theory is the so called thermodynamic Bethe Ansatz (TBA). We proposed a highly non-trivial generalisation of this technique to the non-relativistic case of AdS5/CFT4 and made the first steps in order to determine its full spectrum - of energies for the AdS side, of anomalous dimensions for the CFT one - at any values of the coupling constant and of the size. At the leading order in the size parameter, the calculation of the finite-size corrections is much simpler and does not necessitate the TBA. It consists in deriving for a nonrelativistc case a method, invented for the first time by L¨uscher to compute the finite-size effects on the mass spectrum of relativisic theories. So, we have formulated a new version of this approach to adapt it to the case of recently found classical string solutions on AdS4 × CP3, inside the new conjecture of an AdS4/CFT3 correspondence. Our results in part confirm the string and algebraic curve calculations, in part are completely new and then could be better understood by the rapidly evolving developments of this extremely exciting research field.