Synchronous chaos in the coupled system of two logistic maps

Synchronous chaos is investigated in the coupled system of two Logistic maps. Although the diffusive coupling admits all synchronized motions, the stabilities of their configurations are dependent on the transverse Lyapunov exponents while independent of the longitudinal Lyapunov exponents. It is shown that synchronous chaos is structurally stable with respect to the system parameters. The mean motion is the pseudo-orbit of an individual local map so that its dynamics can be described by the local map. (C) 2004 Elsevier Ltd. All rights reserved.

Petrarca y los De viris illustribus

Anejos de Veleia, Series Minor, 26. Editado por Vitalino Valcárcel.

Paraiso dos contemplativos, opusculo devotissimo, e utilissimo para as almas que aspirão a perfeição espiritual, e vida contemplativa : composto pelo V. Padre Fr. Batholomeu de Salucio, religioso da Serafica Familia dos Observantes Reformados : traduzido de italiano, e ilustrado com anotações pelo Padre Manoel Bernardes, da Congregação do Oratorio da cidade de Lisboa : offerecido a V. Santissima senhora nossa, concebida nos resplendores da Divina Graça sem sombra de culpa original

Bartholomeu de Salucio nasceu na Itália em 1558, não se sabe exatamente onde. Viveu em Roma, onde morreu em 1617. Frei franciscano foi orador e místico. Escreveu muitas obras espirituais tais como, As Sete Trombetas, As Invenções do Amor Divino, e O Namorado de Jesus, que foram traduzidas para o francês pelo Padre Carlos Jouya e impressas em Rouen, no ano de 1623. O Paraiso dos Contemplativos... é um dialogo entre um filho espiritual e o seu Diretor, com perguntas e respostas, orações e exclamações. É como uma história de peregrinação do espírito em busca da perfeição. As doutrinas são mostradas nas figuras do diálogo. O tradutor Manuel Bernardes fez anotações para ilustrar as metáforas que pudessem parecer obscuras e para confirmar' as doutrinas que pudessem parecer novas. Segundo Inocêncio, "parece que o coletor do pseudo-catálogo da Academia ignorou a existência da edição de 1739, aliás, não deixaria de citá-la de preferência à de 1761, que é a indicada no catálogo.

On Bounded Strictly Positive Operators of Closed Range and Some Applications to Asymptotic Hyperstability of Dynamic Systems

The problem discussed is the stability of two input-output feedforward and feedback relations, under an integral-type constraint defining an admissible class of feedback controllers. Sufficiency-type conditions are given for the positive, bounded and of closed range feed-forward operator to be strictly positive and then boundedly invertible, with its existing inverse being also a strictly positive operator. The general formalism is first established and the linked to properties of some typical contractive and pseudocontractive mappings while some real-world applications and links of the above formalism to asymptotic hyperstability of dynamic systems are discussed later on.

El mundo intelectual del ‘antiguo autor’: las Auctoritates Aristotelis en la Celestina primitiva

El primer acto de La Celestina, escrito por un autor anónimo, contiene abundantes citas de Aristóteles, Séneca, Boecio y pseudo Boecio: a partir de aquí la filología celestinista ha solido deducir filiaciones e intenciones diversas para esta primera parte de la obra. En este artículo se demuestra que todas y cada una de dichas citas proceden de un florilegio filosófico muy difundido en la época —sobre todo en las facultades de artes— conocido como Auctoritates Aristotelis o Parvi flores: este hallazgo sitúa al anónimo autor de la Celestina primitiva —y probablemente a su público— en un ambiente netamente universitario, define con precisión la frontera entre la parte del antiguo autor y la parte de Rojas y obliga a revisar las afinidades ideológicas y filosóficas que se le venían suponiendo al anónimo —sobre todo en relación a su presunto senequismo— así como la intención que se le atribuía a este primer acto.

光滑粒子动力学方法中粒子分布与数值稳定性分析

光滑粒子动力学(SPH)作为一种拉格朗日型无网格粒子方法,已经成功地应用于包括含多相流动界面以及移动边界的可压缩和不可压缩流体运动的研究中.通过对Poiseuille流动的深入研究,探索了SPH方法中粒子分布对计算精度的影响,揭示了一种因为粒子不规则分布而导致的数值不稳定现象.研究显示,这种数值不稳定性起源于SPH方法粒子近似过程中的不连续性.使用了一种新的粒子近似格式以确保SPH方法中粒子近似的连续性.计算结果表明,这种新的粒子近似格式对于规则和不规则的粒子分布都能得到稳定精度的结果.

Generalized modal identification of linear and nonlinear dynamic systems

This dissertation is concerned with the problem of determining the dynamic characteristics of complicated engineering systems and structures from the measurements made during dynamic tests or natural excitations. Particular attention is given to the identification and modeling of the behavior of structural dynamic systems in the nonlinear hysteretic response regime. Once a model for the system has been identified, it is intended to use this model to assess the condition of the system and to predict the response to future excitations.

A new identification methodology based upon a generalization of the method of modal identification for multi-degree-of-freedom dynaimcal systems subjected to base motion is developed. The situation considered herein is that in which only the base input and the response of a small number of degrees-of-freedom of the system are measured. In this method, called the generalized modal identification method, the response is separated into "modes" which are analogous to those of a linear system. Both parametric and nonparametric models can be employed to extract the unknown nature, hysteretic or nonhysteretic, of the generalized restoring force for each mode.

In this study, a simple four-term nonparametric model is used first to provide a nonhysteretic estimate of the nonlinear stiffness and energy dissipation behavior. To extract the hysteretic nature of nonlinear systems, a two-parameter distributed element model is then employed. This model exploits the results of the nonparametric identification as an initial estimate for the model parameters. This approach greatly improves the convergence of the subsequent optimization process.

The capability of the new method is verified using simulated response data from a three-degree-of-freedom system. The new method is also applied to the analysis of response data obtained from the U.S.-Japan cooperative pseudo-dynamic test of a full-scale six-story steel-frame structure.

The new system identification method described has been found to be both accurate and computationally efficient. It is believed that it will provide a useful tool for the analysis of structural response data.

Topics in bifurcation theory

I. Existence and Structure of Bifurcation Branches

The problem of bifurcation is formulated as an operator equation in a Banach space, depending on relevant control parameters, say of the form G(u,λ) = 0. If dimN(G_u(u_O,λ_O)) = m the method of Lyapunov-Schmidt reduces the problem to the solution of m algebraic equations. The possible structure of these equations and the various types of solution behaviour are discussed. The equations are normally derived under the assumption that G^O_λεR(G^O_u). It is shown, however, that if G^O_λεR(G^O_u) then bifurcation still may occur and the local structure of such branches is determined. A new and compact proof of the existence of multiple bifurcation is derived. The linearized stability near simple bifurcation and "normal" limit points is then indicated.

II. Constructive Techniques for the Generation of Solution Branches

A method is described in which the dependence of the solution arc on a naturally occurring parameter is replaced by the dependence on a form of pseudo-arclength. This results in continuation procedures through regular and "normal" limit points. In the neighborhood of bifurcation points, however, the associated linear operator is nearly singular causing difficulty in the convergence of continuation methods. A study of the approach to singularity of this operator yields convergence proofs for an iterative method for determining the solution arc in the neighborhood of a simple bifurcation point. As a result of these considerations, a new constructive proof of bifurcation is determined.

Markets and microstructure

This document contains three papers examining the microstructure of financial interaction in development and market settings. I first examine the industrial organization of financial exchanges, specifically limit order markets. In this section, I perform a case study of Google stock surrounding a surprising earnings announcement in the 3rd quarter of 2009, uncovering parameters that describe information flows and liquidity provision. I then explore the disbursement process for community-driven development projects. This section is game theoretic in nature, using a novel three-player ultimatum structure. I finally develop econometric tools to simulate equilibrium and identify equilibrium models in limit order markets.

In chapter two, I estimate an equilibrium model using limit order data, finding parameters that describe information and liquidity preferences for trading. As a case study, I estimate the model for Google stock surrounding an unexpected good-news earnings announcement in the 3rd quarter of 2009. I find a substantial decrease in asymmetric information prior to the earnings announcement. I also simulate counterfactual dealer markets and find empirical evidence that limit order markets perform more efficiently than do their dealer market counterparts.

In chapter three, I examine Community-Driven Development. Community-Driven Development is considered a tool empowering communities to develop their own aid projects. While evidence has been mixed as to the effectiveness of CDD in achieving disbursement to intended beneficiaries, the literature maintains that local elites generally take control of most programs. I present a three player ultimatum game which describes a potential decentralized aid procurement process. Players successively split a dollar in aid money, and the final player--the targeted community member--decides between whistle blowing or not. Despite the elite capture present in my model, I find conditions under which money reaches targeted recipients. My results describe a perverse possibility in the decentralized aid process which could make detection of elite capture more difficult than previously considered. These processes may reconcile recent empirical work claiming effectiveness of the decentralized aid process with case studies which claim otherwise.

In chapter four, I develop in more depth the empirical and computational means to estimate model parameters in the case study in chapter two. I describe the liquidity supplier problem and equilibrium among those suppliers. I then outline the analytical forms for computing certainty-equivalent utilities for the informed trader. Following this, I describe a recursive algorithm which facilitates computing equilibrium in supply curves. Finally, I outline implementation of the Method of Simulated Moments in this context, focusing on Indirect Inference and formulating the pseudo model.

The strategic behavior of rational novices

There is a growing amount of experimental evidence that suggests people often deviate from the predictions of game theory. Some scholars attempt to explain the observations by introducing errors into behavioral models. However, most of these modifications are situation dependent and do not generalize. A new theory, called the rational novice model, is introduced as an attempt to provide a general theory that takes account of erroneous behavior. The rational novice model is based on two central principals. The first is that people systematically make inaccurate guesses when they are evaluating their options in a game-like situation. The second is that people treat their decisions similar to a portfolio problem. As a result, non optimal actions in a game theoretic sense may be included in the rational novice strategy profile with positive weights.

The rational novice model can be divided into two parts: the behavioral model and the equilibrium concept. In a theoretical chapter, the mathematics of the behavioral model and the equilibrium concept are introduced. The existence of the equilibrium is established. In addition, the Nash equilibrium is shown to be a special case of the rational novice equilibrium. In another chapter, the rational novice model is applied to a voluntary contribution game. Numerical methods were used to obtain the solution. The model is estimated with data obtained from the Palfrey and Prisbrey experimental study of the voluntary contribution game. It is found that the rational novice model explains the data better than the Nash model. Although a formal statistical test was not used, pseudo R^2 analysis indicates that the rational novice model is better than a Probit model similar to the one used in the Palfrey and Prisbrey study.

The rational novice model is also applied to a first price sealed bid auction. Again, computing techniques were used to obtain a numerical solution. The data obtained from the Chen and Plott study were used to estimate the model. The rational novice model outperforms the CRRAM, the primary Nash model studied in the Chen and Plott study. However, the rational novice model is not the best amongst all models. A sophisticated rule-of-thumb, called the SOPAM, offers the best explanation of the data.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

Earthquake response of steel braces and braced steel frames

This thesis consists of three parts. Chapter 2 deals with the dynamic buckling behavior of steel braces under cyclic axial end displacement. Braces under such a loading condition belong to a class of "acceleration magnifying" structural components, in which a small motion at the loading points can cause large internal acceleration and inertia. This member-level inertia is frequently ignored in current studies of braces and braced structures. This chapter shows that, under certain conditions, the inclusion of the member-level inertia can lead to brace behavior fundamentally different from that predicted by the quasi-static method. This result is to have significance in the correct use of the quasi-static, pseudo-dynamic and static condensation methods in the simulation of braces or braced structures under dynamic loading. The strain magnitude and distribution in the braces are also studied in this chapter.

Chapter 3 examines the effect of column uplift on the earthquake response of braced steel frames and explores the feasibility of flexible column-base anchoring. It is found that fully anchored braced-bay columns can induce extremely large internal forces in the braced-bay members and their connections, thus increasing the risk of failures observed in recent earthquakes. Flexible braced-bay column anchoring can significantly reduce the braced bay member force, but at the same time also introduces large story drift and column uplift. The pounding of an uplifting column with its support can result in very high compressive axial force.

Chapter 4 conducts a comparative study on the effectiveness of a proposed non-buckling bracing system and several conventional bracing systems. The non-buckling bracing system eliminates buckling and thus can be composed of small individual braces distributed widely in a structure to reduce bracing force concentration and increase redundancy. The elimination of buckling results in a significantly more effective bracing system compared with the conventional bracing systems. Among the conventional bracing systems, bracing configurations and end conditions for the bracing members affect the effectiveness.

The studies in Chapter 3 and Chapter 4 also indicate that code-designed conventionally braced steel frames can experience unacceptably severe response under the strong ground motions recorded during the recent Northridge and Kobe earthquakes.

Quantum information processing in the wall of cytoskeletal microtubules

Microtubules (MT) are composed of 13 protofilaments, each of which is a series of two-state tubulin dimers. In the MT wall, these dimers can be pictured as "lattice" sites similar to crystal lattices. Based on the pseudo-spin model, two different location states of the mobile electron in each dimer are proposed. Accordingly, the MT wall is described as an anisotropic two-dimensional (2D) pseudo-spin system considering a periodic triangular "lattice". Because three different "spin-spin" interactions in each cell exist periodically in the whole MT wall, the system may be shown to be an array of three types of two-pseudo-spin-state dimers. For the above-mentioned condition, the processing of quantum information is presented by using the scheme developed by Lloyd.

Magnetohydrodynamic turbulence

We simulate incompressible, MHD turbulence using a pseudo-spectral code. Our major conclusions are as follows.

1) MHD turbulence is most conveniently described in terms of counter propagating shear Alfvén and slow waves. Shear Alfvén waves control the cascade dynamics. Slow waves play a passive role and adopt the spectrum set by the shear Alfvén waves. Cascades composed entirely of shear Alfvén waves do not generate a significant measure of slow waves.

2) MHD turbulence is anisotropic with energy cascading more rapidly along k_⊥ than along k_∥, where k_⊥ and k_∥ refer to wavevector components perpendicular and parallel to the local magnetic field. Anisotropy increases with increasing k_⊥ such that excited modes are confined inside a cone bounded by k_∥ ∝ k^γ_⊥ where γ less than 1. The opening angle of the cone, θ(k_⊥) ∝ k^-(1-γ)_⊥, defines the scale dependent anisotropy.

3) MHD turbulence is generically strong in the sense that the waves which comprise it suffer order unity distortions on timescales comparable to their periods. Nevertheless, turbulent fluctuations are small deep inside the inertial range. Their energy density is less than that of the background field by a factor θ² (k_⊥)≪1.

4) MHD cascades are best understood geometrically. Wave packets suffer distortions as they move along magnetic field lines perturbed by counter propagating waves. Field lines perturbed by unidirectional waves map planes perpendicular to the local field into each other. Shear Alfvén waves are responsible for the mapping's shear and slow waves for its dilatation. The amplitude of the former exceeds that of the latter by 1/θ(k_⊥) which accounts for dominance of the shear Alfvén waves in controlling the cascade dynamics.

5) Passive scalars mixed by MHD turbulence adopt the same power spectrum as the velocity and magnetic field perturbations.

6) Decaying MHD turbulence is unstable to an increase of the imbalance between the flux of waves propagating in opposite directions along the magnetic field. Forced MHD turbulence displays order unity fluctuations with respect to the balanced state if excited at low k by δ(t) correlated forcing. It appears to be statistically stable to the unlimited growth of imbalance.

7) Gradients of the dynamic variables are focused into sheets aligned with the magnetic field whose thickness is comparable to the dissipation scale. Sheets formed by oppositely directed waves are uncorrelated. We suspect that these are vortex sheets which the mean magnetic field prevents from rolling up.

8) Items (1)-(5) lend support to the model of strong MHD turbulence put forth by Goldreich and Sridhar (1995, 1997). Results from our simulations are also consistent with the GS prediction γ = 2/3. The sole not able discrepancy is that the 1D power law spectra, E(k_⊥) ∝ k^-∝_⊥, determined from our simulations exhibit ∝ ≈ 3/2, whereas the GS model predicts ∝ = 5/3.

Biossorção de tório e urânio pela macroalga marinha sargassum filipendula

Por ser um material de baixo custo e apresentar propriedades ligantes, a macroalga marinha Sargassum filipendula vem sendo utilizada como material biossorvente no processo de biossorção de metais. No presente trabalho a alga marrom foi utilizada no estudo cinético e de equilíbrio dos íons de tório e urânio individuais e os resultados comparados à biossorção desses metais em sistema binário. Os testes foram realizados nas concentrações 1 e 10 mg/L e pH= 1,0 e 4,0 na temperatura de 25 1C. A melhor condição para biossorção de tório foi encontrada para 1 mg/L e pH= 1,0, enquanto que para urânio foi em 1 mg/L e pH= 4,0. O estudo cinético de biossorção de tório mostrou que o modelo de segunda ordem descreve melhor os dados experimentais em 1 mg/L (R2= 0,9987) e 10 mg/L (R2= 0,9919) em pH= 1,0 e 1 mg/L (R2= 0,9976) em pH= 4,0, enquanto em 10 mg/L (R2= 0,9787) pH= 4,0 a curva encontrada representou uma cinética de primeira ordem. Para a cinética de urânio os dois modelos se adequaram bem aos dados em ambas as condições experimentais. O estudo de equilíbrio mostrou um perfil crescente de captação de tório, com uma remoção de 96% e 54% do metal em pH= 1,0 e 4,0, respectivamente, a partir da Co= 1 mg/L. A melhor eficiência de captação dos íons de urânio foi de 33% para Co= 100 mg/L em pH= 1,0 e 71% para Co= 1 mg/L em pH= 4,0. Os dados experimentais da isoterma de tório mostraram-se mais adequados ao modelo de Freundlich para pH= 1,0, enquanto que para o pH= 4,0 esses foram melhor representados pelo modelo de Langmuir, com valores de coeficiente de determinação superiores. Em relação à isoterma do urânio, o modelo de Freundlich representou bem os dados experimentais. Os parâmetros de equilíbrio calculados a partir do modelo de Langmuir (kL, qmax ) e Freundlich (kF, n) indicaram uma maior afinidade da biomassa pelos íons de tório em ambas as condições experimentais. O estudo de equilíbrio do sistema binário mostrou que a biossorção dos íons de tório não é afetada pela presença do urânio em solução. Por outro lado, a sorção do urânio foi fortemente afetada pela coexistência com os íons de tório.