Formas diferenciais

In this work, studies aimed at evaluating the unification of concepts and theorems of vector analysis that contributed to the understanding of physical problems in a more comprehensive and more concise than using vector calculus. We study the electrodinamics with differential forms. Were also presented Maxwell's relations with formalism of differential forms in addition allowing formulation one more geometric and generalized. Another feature observed during the study of formalism presented was the possibility of it serving as a substitute to the tensor formalism

Cálculo fracionário aplicado ao movimento browniano

This work aims to study several diffusive regimes, especially Brownian motion. We deal with problems involving anomalous diffusion using the method of fractional derivatives and fractional integrals. We introduce concepts of fractional calculus and apply it to the generalized Langevin equation. Through the fractional Laplace transform we calculate the values of diffusion coefficients for two super diffusive cases, verifying the validity of the method

O modelo de Schrödinger não linear com um defeito integrável

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Funções, funcionais e operadores na física matemática, com índices matriciais

With the advance of mathematical methods throughout the centuries, in particular with respect to the differential calculus, the notion of fractional derivative emerged with Leibniz and later developed by several well known scientists. Today that formalism is well used in the study of diffusion phenomena among other areas. We extend the fractional indices to matricial indices and develop a formalism to handle this generalized derivative, as well as other operators, functions and functionals in mathematical physics, originally defined for natural indices. Here we only consider 2x2 hermitian and anti-hermitian matrices. These matrices are associated to the well known Pauli matrices and Hamilton's quaternions. Applications with mathematical physics functions are presented

Modelo de Fisher-Kolmogorov em dinâmica populacional com capacidade de suporte espacialmente dependente

Pós-graduação em Física - IFT

Uma abordagem geométrica para princípios de localização de integrais funcionais

Pós-graduação em Física - IFT

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.

Modelli Matematici per Transizioni di Fase in Materiali Speciali

In questa Tesi vengono trattati alcuni temi relativi alla modellizzazione matematica delle Transizioni di Fase, il cui filo conduttore è la descrizione basata su un parametro d'ordine, originato dalla Teoria di Landau. Dopo aver presentato in maniera generale un modo di approccio alla dinamica delle transizioni mediante campo di fase, con particolare attenzione al problema della consistenza termodinamica nelle situazioni non isoterme, si considerano tre applicazioni di tale metodo a transizioni di fase specifiche: la transizione ferromagnetica, la transizione superconduttrice e la transizione martensitica nelle leghe a memoria di forma (SMA). Il contributo maggiore viene fornito nello studio di quest'ultima transizione di fase per la quale si è elaborato un modello a campo di fase termodinamicamente consistente, atto a descriverne le proprietà termomeccaniche essenziali.

An equilibrium approach to modelling social interaction

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium statical mechanics, a multi- population generalization of the Curie-Weiss model for ferromagnets is considered as a starting point in developing a model capable of describing sudden shifts in aggregate human behaviour. Existence of the thermodynamic limit for the model is shown by an asymptotic sub-additivity method and factorization of correlation functions is proved almost everywhere. The exact solution for the model is provided in the thermodynamical limit by nding converging upper and lower bounds for the system's pressure, and the solution is used to prove an analytic result regarding the number of possible equilibrium states of a two-population system. The work stresses the importance of linking regimes predicted by the model to real phenomena, and to this end it proposes two possible procedures to estimate the model's parameters starting from micro-level data. These are applied to three case studies based on census type data: though these studies are found to be ultimately inconclusive on an empirical level, considerations are drawn that encourage further refinements of the chosen modelling approach, to be considered in future work.