A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

On the Hamilton-Jacobi equation in the framework of generalized functions

In this work we study, in the framework of Colombeau`s generalized functions, the Hamilton-Jacobi equation with a given initial condition. We have obtained theorems on existence of solutions and in some cases uniqueness. Our technique is adapted from the classical method of characteristics with a wide use of generalized functions. We were led also to obtain some general results on invertibility and also on ordinary differential equations of such generalized functions. (C) 2011 Elsevier Inc. All rights reserved.

Evaluation of the light polymerization efficiency of copolymers used in dental formulations by differential scanning calorimetry

Different compositions of visible-light-curable triethylene glycol dimethacrylate/bisglycidyl methacrylate copolymers used in dental resin formulations were prepared through copolymerization photoinitiated by a camphorquinone/ethyl 4-dimethylaminobenzoate system irradiated with an Ultrablue IS light-emitting diode. The obtained copolymers were evaluated with differential scanning calorimetry. From the data for the heat of polymerization, before and after light exposure, obtained from exothermic differential scanning calorimetry curves, the light polymerization efficiency or degree of conversion of double bonds was calculated. The glass-transition temperature also was determined before and after photopolymerization. After the photopolymerization, the glass-transi-tion temperature was not well defined because of the breadth of the transition region associated with the properties of the photocured dimethacrylate. The glass-transition temperature after photopolymerization was determined experimentally and compared with the values determined with the Fox equation. In all mixtures, the experimental value was lower than the calculated value. Scanning electron microscopy was used to analyze the morphological differences in the prepared copolymer structures. (C) 2007 Wiley Periodicals, Inc.

Dynamic hedging with stocastic differential utility

In this paper we study the dynamic hedging problem using three different utility specifications: stochastic differential utility, terminal wealth utility, and we propose a particular utility transformation connecting both previous approaches. In all cases, we assume Markovian prices. Stochastic differential utility, SDU, impacts the pure hedging demand ambiguously, but decreases the pure speculative demand, because risk aversion increases. We also show that consumption decision is, in some sense, independent of hedging decision. With terminal wealth utility, we derive a general and compact hedging formula, which nests as special all cases studied in Duffie and Jackson (1990). We then show how to obtain their formulas. With the third approach we find a compact formula for hedging, which makes the second-type utility framework a particular case, and show that the pure hedging demand is not impacted by this specification. In addition, with CRRA- and CARA-type utilities, the risk aversion increases and, consequently the pure speculative demand decreases. If futures price are martingales, then the transformation plays no role in determining the hedging allocation. We also derive the relevant Bellman equation for each case, using semigroup techniques.

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

A Higher order and stable method for the numerical integration of Random Differential Equations

Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás

Stability of multistep second derivative methods for integro-differential equations

The stability of multistep second derivative methods for integro-differential equations is examined through a test equation which allows for the construction of the associated characteristic polynomial and its region of stability (roots in the unit circle) at a proper parameter space. (c) 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Low-energy direct muon transfer from H to Ne10+, S16+ and Ar18+ using the two-state close-coupling approximation to the Faddeev-Hahn-type equation

We perform a three-body calculation of direct muon-transfer rates from thermalized muonic hydrogen isotopes to bare nuclei Ne10+, S16+ and Ar18+ employing integro-differential Faddeev-Hahn-type equations in configuration space with a two-state close-coupling approximation scheme. All Coulomb potentials including the strong final-state Coulomb repulsion are treated exactly. A long-range polarization potential is included in the elastic channel to take into account the high polarizability of the muonic hydrogen. The transfer rates so-calculated are in good agreement with recent experiments. We find that the muon is captured predominantly in the n = 6, 9 and 10 states of muonic Ne10+, S16+ and Ar18+, respectively.

Lie symmetry analysis and reductions of a two-dimensional integrable generalization of the Camassa-Holm equation

In this Letter we investigate Lie symmetries of a (2 + 1)-dimensional integrable generalization of the Camassa-Holm (CH) equation. Through the similarity reductions we obtain four different (1 + 1)-dimensional systems of partial differential equations in which one of them turns out to be a (1 + 1)-dimensional CH equation. We establish their integrability by providing the Lax pair for all of them. Further, we present a brief analysis for some types of particular solutions which include the cuspon, peakon and soliton solutions for the two-dimensional generalization of the CH equation. (C) 2000 Published by Elsevier B.V. B.V.

An exact equation for the free surface of a fluid in a porous medium

We study the problem of the evolution of the free surface of a fluid in a saturated porous medium, bounded from below by a. at impermeable bottom, and described by the Laplace equation with moving-boundary conditions. By making use of a convenient conformal transformation, we show that the solution to this problem is equivalent to the solution of the Laplace equation on a fixed domain, with new variable coefficients, the boundary conditions. We use a kernel of the Laplace equation which allows us to write the Dirichlet-to-Neumann operator, and in this way we are able to find an exact differential-integral equation for the evolution of the free surface in one space dimension. Although not amenable to direct analytical solutions, this equation turns out to allow an easy numerical implementation. We give an explicit illustrative case at the end of the article.

PULLBACK ATTRACTORS FOR A SINGULARLY NONAUTONOMOUS PLATE EQUATION

We consider the family of singularly nonautonomous plate equation with structural dampingu(tt) + a(t, x)u(t) - Delta u(t) + (-Delta)(2)(u) + lambda u = f(u),in a bounded domain Omega subset of R(n), with Navier boundary conditions. When the nonlinearity f is dissipative we show that this problem is globally well posed in H(0)(2)(Omega) x L(2)(Omega) and has a family of pullback attractors which is upper-semicontinuous under small perturbations of the damping a.

LOWER SEMICONTINUITY of PULLBACK ATTRACTORS FOR A SINGULARLY NONAUTONOMOUS PLATE EQUATION

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

Mass fractal characteristics of wet sonogels as determined by small-angle x-ray scattering and differential scanning calorimetry

Low density silica sonogels were prepared from acid sonohydrolysis of tetraethoxysilane. Wet gels were studied by small-angle x-ray scattering (SAXS) and differential scanning calorimetry (DSC). The DSC tests were carried out under a heating rate of 2 degrees C/min from -120 degrees C up to 30 degrees C. Aerogels were obtained by CO(2) supercritical extraction and characterized by nitrogen adsorption and SAXS. The DSC thermogram displays two distinct endothermic peaks. The first, a broad peak extending from about -80 degrees C up to practically 0 degrees C, was associated to the melting of ice nanocrystals with a crystal size distribution with pore diameter ranging from 1 or 2 nm up to about 60 nm, as estimated from Thomson's equation. The second, a sharp peak with onset temperature close to 0 degrees C, was attributed to the melting of macroscopic crystals. The DSC incremental nanopore volume distribution is in reasonable agreement with the incremental pore volume distribution of the aerogel as determined from nitrogen adsorption. No macroporosity was detected by nitrogen adsorption, probably because the adsorption method applies stress on the sample during measurement, leading to a underestimation of pore volume, or because often positive curvature of the solid surface is in aerogels, making the nitrogen condensation more difficult. According to the SAXS results, the solid network of the wet gels behaves as a mass fractal structure with mass fractal dimension D=2.20 +/- 0.01 in a characteristic length scale below xi=7.9 +/- 0.1 nm. The mass fractal characteristics of the wet gels have also been probed from DSC data by means of an earlier applied modeling for generation of a mass fractal from the incremental pore volume distribution curves. The results are shown to be in interesting agreement with the results from SAXS.

A MODEL OF THE DEUTERON BASED ON A BREIT TYPE EQUATION

A relativistic treatment of the deuteron and its observables based on a two-body Dirac (Breit) equation, with phenomenological interactions, associated to one-boson exchanges with cutoff masses, is presented. The 16-component wave function for the deuteron (J(pi) = 1+) solution contains four independent radial functions which obey a system of four coupled differential equations of first order. This radial system is numerically integrated, from infinity to the origin, by fixing the value of the deuteron binding energy and using appropriate boundary conditions at infinity. Specific examples of mixtures containing scalar, pseudoscalar and vector like terms are discussed in some detail and several observables of the deuteron are calculated. Our treatment differs from more conventional ones in that nonrelativistic reductions of the order c-2 are not used.