Dinâmica não linear e controle de um sistema vibratório modelado com memória de forma e, excitado por fontes de energia do tipo ideal e não ideal

Pós-graduação em Engenharia Mecânica - FEB

Equações diferenciais implícitas com descontinuidade

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de ciclos limites em uma classe de equações diferenciais descontínuas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dynamical changes from harmonic vibrations of a limited power supply driving a Duffing oscillator

The harmonic oscillations of a Duffing oscillator driven by a limited power supply are investigated as a function of the alternative strength of the rotor. The semi-trivial and non-trivial solutions are derived. We examine the stability of these solutions and then explore the complex behaviors associated with the bifurcations sequences. Interestingly, a 3D diagram provides a global view of the effects of alternate strength on the appearance of chaos and hyperchaos on the system.

Bayesian adaptive designs for drug combinations in early phase clinical trials

Treating patients with combined agents is a growing trend in cancer clinical trials. Evaluating the synergism of multiple drugs is often the primary motivation for such drug-combination studies. Focusing on the drug combination study in the early phase clinical trials, our research is composed of three parts: (1) We conduct a comprehensive comparison of four dose-finding designs in the two-dimensional toxicity probability space and propose using the Bayesian model averaging method to overcome the arbitrariness of the model specification and enhance the robustness of the design; (2) Motivated by a recent drug-combination trial at MD Anderson Cancer Center with a continuous-dose standard of care agent and a discrete-dose investigational agent, we propose a two-stage Bayesian adaptive dose-finding design based on an extended continual reassessment method; (3) By combining phase I and phase II clinical trials, we propose an extension of a single agent dose-finding design. We model the time-to-event toxicity and efficacy to direct dose finding in two-dimensional drug-combination studies. We conduct extensive simulation studies to examine the operating characteristics of the aforementioned designs and demonstrate the designs' good performances in various practical scenarios.^

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.

Chatter avoidance in the milling of thin floors with bull-nose end mills: Model and stability diagrams

The milling of thin parts is a high added value operation where the machinist has to face the chatter problem. The study of the stability of these operations is a complex task due to the changing modal parameters as the part loses mass during the machining and the complex shape of the tools that are used. The present work proposes a methodology for chatter avoidance in the milling of flexible thin floors with a bull-nose end mill. First, a stability model for the milling of compliant systems in the tool axis direction with bull-nose end mills is presented. The contribution is the averaging method used to be able to use a linear model to predict the stability of the operation. Then, the procedure for the calculation of stability diagrams for the milling of thin floors is presented. The method is based on the estimation of the modal parameters of the part and the corresponding stability lobes during the machining. As in thin floor milling the depth of cut is already defined by the floor thickness previous to milling, the use of stability diagrams that relate the tool position along the tool-path with the spindle speed is proposed. Hence, the sequence of spindle speeds that the tool must have during the milling can be selected. Finally, this methodology has been validated by means of experimental tests.

Range of validity of the method of averaging

Sufficient conditions are derived for the validity of approximate periodic solutions of a class of second order ordinary nonlinear differential equations. An approximate solution is defined to be valid if an exact solution exists in a neighborhood of the approximation.

Two classes of validity criteria are developed. Existence is obtained using the contraction mapping principle in one case, and the Schauder-Leray fixed point theorem in the other. Both classes of validity criteria make use of symmetry properties of periodic functions, and both classes yield an upper bound on a norm of the difference between the approximate and exact solution. This bound is used in a procedure which establishes sufficient stability conditions for the approximated solution.

Application to a system with piecewise linear restoring force (bilinear system) reveals that the approximate solution obtained by the method of averaging is valid away from regions where the response exhibits vertical tangents. A narrow instability region is obtained near one-half the natural frequency of the equivalent linear system. Sufficient conditions for the validity of resonant solutions are also derived, and two term harmonic balance approximate solutions which exhibit ultraharmonic and subharmonic resonances are studied.

An efficient numerical method for compressible flows of a real gas using arithmetic averaging

An efficient numerical method is presented for the solution of the Euler equations governing the compressible flow of a real gas. The scheme is based on the approximate solution of a specially constructed set of linearised Riemann problems. An average of the flow variables across the interface between cells is required, and this is chosen to be the arithmetic mean for computational efficiency, which is in contrast to the usual square root averaging. The scheme is applied to a test problem for five different equations of state.

Method of Averaging for Impulsive Differential Inclusions

AMS subject classification: Primary 49N25, Secondary 49J24, 49J25.

Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series

Multisensor recordings are becoming commonplace. When studying functional connectivity between different brain areas using such recordings, one defines regions of interest, and each region of interest is often characterized by a set (block) of time series. Presently, for two such regions, the interdependence is typically computed by estimating the ordinary coherence for each pair of individual time series and then summing or averaging the results over all such pairs of channels (one from block 1 and other from block 2). The aim of this paper is to generalize the concept of coherence so that it can be computed for two blocks of non-overlapping time series. This quantity, called block coherence, is first shown mathematically to have properties similar to that of ordinary coherence, and then applied to analyze local field potential recordings from a monkey performing a visuomotor task. It is found that an increase in block coherence between the channels from V4 region and the channels from prefrontal region in beta band leads to a decrease in response time.

A six sensor method for measuring acoustic properties in ducts.

An accurate description of sound propagation in a duct is important to obtain the sound power radiating from a source in both near and far fields. A technique has been developed and applied to decompose higher-order modes of sound emitted into a duct. Traditional experiments and theory based on two-sensor methods are limited to the plane-wave contribution to the sound field at low frequency. Due to the increase in independent measurements required, a computational method has been developed to simulate sensitivities of real measurements (e.g., noise) and optimize the set-up. An experimental rig has been constructed to decompose the first two modes using six independent measurements from surface, flush-mounted microphones. Experiments were initially performed using a loudspeaker as the source for validation. Subsequently, the sound emitted by a mixed-flow fan has been investigated and compared to measurements made in accordance with the internationally standardized in-duct fan measurement method. This method utilizes large anechoic terminations and a procedure involving averaging over measurements in space and time to account for the contribution from higher-order modes. The new method does not require either of these added complications and gives detail about the underlying modal content of the emitted sound.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer

A benefit function transfer obtains estimates of willingness-to-pay (WTP) for the evaluation of a given policy at a site by combining existing information from different study sites. This has the advantage that more efficient estimates are obtained, but it relies on the assumption that the heterogeneity between sites is appropriately captured in the benefit transfer model. A more expensive alternative to estimate WTP is to analyze only data from the policy site in question while ignoring information from other sites. We make use of the fact that these two choices can be viewed as a model selection problem and extend the set of models to allow for the hypothesis that the benefit function is only applicable to a subset of sites. We show how Bayesian model averaging (BMA) techniques can be used to optimally combine information from all models. The Bayesian algorithm searches for the set of sites that can form the basis for estimating a benefit function and reveals whether such information can be transferred to new sites for which only a small data set is available. We illustrate the method with a sample of 42 forests from U.K. and Ireland. We find that BMA benefit function transfer produces reliable estimates and can increase about 8 times the information content of a small sample when the forest is 'poolable'. © 2008 Elsevier Inc. All rights reserved.

Covariance Averaging for Improved Estimation and Portfolio Allocation

We propose a new method for estimating the covariance matrix of a multivariate time series of nancial returns. The method is based on estimating sample covariances from overlapping windows of observations which are then appropriately weighted to obtain the nal covariance estimate. We extend the idea of (model) covariance averaging o ered in the covariance shrinkage approach by means of greater ease of use, exibility and robustness in averaging information over different data segments. The suggested approach does not su er from the curse of dimensionality and can be used without problems of either approximation or any demand for numerical optimization.