Risoluzione dell'equazione di Hamilton-Jacobi pluridimensionale.

Nello studio di sistemi dinamici si cerca una trasformazione nello spazio delle fasi, detta trasformazione canonica, che lasci invariato il sistema di Hamilton e che porti a una funzione hamiltoniana che non dipenda più dai parametri lagrangiani, ma solo dai momenti. Si arriva quindi all'equazione di Hamilton-Jacobi che è una particolare equazione differenziale alle derivate parziali con incognita una funzione phi a valori scalari. Nei casi in cui ci siano n parametri lagrangiani si definisce il concetto di varietà lagrangiana come una varietà su cui si annulla la forma simplettica canonica e sotto l'ipotesi che esista una proiezione su R^n i punti di questa varietà si scrivono come (x,grad(phi(x)) e soddisfano l'equazione di Hamilton-Jacobi. Infine si illustra come una funzione phi trovata in questo modo permetta di approssimare l'equazione di Schroedinger.

Formalismo canônico da mecânica clássica: alicerce da mecânica quântica

We present a succinct review of the canonical formalism of classical mechanics, followed by a brief review of the main representations of quantum mechanics. We emphasize the formal similarities between the corresponding equations. We notice that these similarities contributed to the formulation of quantum mechanics. Of course, the driving force behind the search of any new physics is based on experimental evidence

Sistemas de controle em domínios estratificados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Gravidade de Lovelock e a correspondência AdS/CFT

A correspondência AdS/CFT é uma notável ferramenta no estudo de teorias de gauge fortemente acopladas que podem ser mapeadas em uma descrição gravitacional dual fracamente acoplada. A correspondência é melhor entendida no limite em que ambos $N$ e $\\lambda$, o rank do grupo de gauge e o acoplamento de \'t Hooft da teoria de gauge, respectivamente, são infinitos. Levar em consideração interações com termos de curvatura de ordem superior nos permite considerar correções de $\\lambda$ finito. Por exemplo, a primeira correção de acoplamento finito para supergravidade tipo IIB surge como um termo de curvatura com forma esquemática $\\alpha\'^3 R^4$. Neste trabalho investigamos correções de curvatura no contexto da gravidade de Lovelock, que é um cenário simples para investigar tais correções pois as suas equações de movimento ainda são de segunda ordem em derivadas. Esse cenário também é particularmente interessante do ponto de vista da correspondência AdS/CFT devido a sua grande classe de soluções de buracos negros assintoticamente AdS. Consideramos um sistema de gravidade AdS-axion-dilaton em cinco dimensões com um termo de Gauss-Bonnet e encontramos uma solução das equações de movimento, o que corresponde a uma black brane exibindo uma anisotropia espacial, onde a fonte da anisotropia é um campo escalar linear em uma das coordenadas espaciais. Estudamos suas propriedades termodinâmicas e realizamos a renormalização holográfica usando o método de Hamilton-Jacobi. Finalmente, usamos a solução obtida como dual gravitacional de um plasma anisotrópico fortemente acoplado com duas cargas centrais independentes, $a eq c$. Calculamos vários observáveis relevantes para o estudo do plasma, a saber, a viscosidade de cisalhamento sobre densidade de entropia, a força de arrasto, o parâmetro de jet quenching, o potencial entre um par quark-antiquark e a taxa de produção de fótons.

Galerkin Method and Weighting Functions Applied to Nonlinear H(infinity) Control with Output Feedback

This paper considers two aspects of the nonlinear H(infinity) control problem: the use of weighting functions for performance and robustness improvement, as in the linear case, and the development of a successive Galerkin approximation method for the solution of the Hamilton-Jacobi-Isaacs equation that arises in the output-feedback case. Design of nonlinear H(infinity) controllers obtained by the well-established Taylor approximation and by the proposed Galerkin approximation method applied to a magnetic levitation system are presented for comparison purposes.

On the convergence of successive Galerkin approximation for nonlinear output feedback H(infinity) control

Although the formulation of the nonlinear theory of H(infinity) control has been well developed, solving the Hamilton-Jacobi-Isaacs equation remains a challenge and is the major bottleneck for practical application of the theory. Several numerical methods have been proposed for its solution. In this paper, results on convergence and stability for a successive Galerkin approximation approach for nonlinear H(infinity) control via output feedback are presented. An example is presented illustrating the application of the algorithm.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

Dynamical features of reaction-diffusion fronts in fractals

The speed of front propagation in fractals is studied by using (i) the reduction of the reaction-transport equation into a Hamilton-Jacobi equation and (ii) the local-equilibrium approach. Different equations proposed for describing transport in fractal media, together with logistic reaction kinetics, are considered. Finally, we analyze the main features of wave fronts resulting from this dynamic process, i.e., why they are accelerated and what is the exact form of this acceleration

Effect of initial conditions on the speed of reaction-diffusion fronts

The effect of initial conditions on the speed of propagating fronts in reaction-diffusion equations is examined in the framework of the Hamilton-Jacobi theory. We study the transition between quenched and nonquenched fronts both analytically and numerically for parabolic and hyperbolic reaction diffusion. Nonhomogeneous media are also analyzed and the effect of algebraic initial conditions is also discussed

Speed of reaction-diffusion fronts in spatially heterogeneous media

The front speed problem for nonuniform reaction rate and diffusion coefficient is studied by using singular perturbation analysis, the geometric approach of Hamilton-Jacobi dynamics, and the local speed approach. Exact and perturbed expressions for the front speed are obtained in the limit of large times. For linear and fractal heterogeneities, the analytic results have been compared with numerical results exhibiting a good agreement. Finally we reach a general expression for the speed of the front in the case of smooth and weak heterogeneities

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Classical predictive electrodynamics of two charges with radiation: Energy and 3. momentum balance and scattering crossections-II

We deal with a classical predictive mechanical system of two spinless charges where radiation is considered and there are no external fields. The terms (2,2)Paa of the expansion in the charges of the HamiltonJacobi momenta are calculated. Using these, together with known previous results, we can obtain the paa up to the fourth order. Then we have calculated the radiated energy and the 3-momentum in a scattering process as functions of the impact parameter and the incident energy for the former and 3-momentum for the latter. Scattering cross-sections are also calculated. Good agreement with well known results, including those of quantum electrodynamics, has been found.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Modélisation asymptotique pour la simulation aux grandes échelles de la combustion turbulente prémélangée

Thèse diffusée initialement dans le cadre d'un projet pilote des Presses de l'Université de Montréal/Centre d'édition numérique UdeM (1997-2008) avec l'autorisation de l'auteur.