Coherence dynamics of two-mode condensates in asymmetric potentials

Detection of weak forces with an accuracy beyond the standard quantum limit holds promise both for fundamental research and for technological applications. Schemes involving ultracold atoms for such measurements are now considered to be prime candidates for increased sensitivity. In this paper we use a combination of analytical and numerical techniques to investigate the possible subshot-noise estimation of applied force fields through detection of coherence dynamics of Bose-condensed atoms in asymmetric double-well traps. Following a semiclassical description of the system dynamics and fringe visibility, we present numerical simulations of the full quantum dynamics that demonstrate the dynamical production of phase squeezing beyond the standard quantum limit. Nonlinear interactions are found to limit the achievable amount to a finite value determined by the external weak force.

Formulação LTSn para problemas de transporte sem simetria azimutal e problemas dependentes do tempo

Neste trabalho, estendemos, de forma analítica, a formulação LTSN à problemas de transporte unidimensionais sem simetria azimutal. Para este problema, também apresentamos a solução com dependência contínua na variável angular, a partir da qual é estabelecido um método iterativo de solução da equação de transporte unidimensional. Também discutimos como a formulação LTSN é aplicada na resolução de problemas de transporte unidimensionais dependentes do tempo, tanto de forma aproximada pela inversão numérica do fluxo transformado na variável tempo, bem como analiticamente, pela aplicação do método LTSNnas equações nodais. Simulações numéricas e comparações com resultados disponíveis na literatura são apresentadas.

Estudo do comportamento de um solo residual melhorado atraves de tecnicas mecanicas e fisico-quimicas e sua aplicacao a analise de fundacoes superficiais

O presente trabalho tem como objetivo estudar o comportamento de um solo residual melhorado através do uso de técnicas mecânicas de compactação e da adição de cimento. Complementarmente foram realizadas análises numéricas destes materiais tratados quando utilizados como base de fundações superficiais. O programa experimental incluiu a retirada de amostras intactas e de material amolgado para a execução de ensaios triaxiais saturados drenados com medida interna de deformações, a fim de estudar o comportamento do solo natural e do solo tratado, quer por compactação, quer por adição de cimento e compactação. Além disto, tais ensaios são determinantes na obtenção de parâmetros constitutivos para a realização de simulações numéricas. O Método dos Elementos Finitos foi utilizado para simular o comportamento carga versus recalque de placas assentes sobre o solo natural e sobre camadas de solo melhorado. O modelo Hiperbólico foi empregado na análise numérica para modelar o comportamento tensãodeformação dos materiais. Os resultados das simulações dos ensaios de placa sobre camadas de solo melhorado demonstraram que houve um aumento significativo da capacidade de suporte, além de uma redução considerável dos recalques, quando comparados ao comportamento do solo natural.

Two additions to Lucas's "inflation and welfare"

This work adds to Lucas (2000) by providing analytical solutions to two problems that are solved only numerically by the author. The first part uses a theorem in control theory (Arrow' s sufficiency theorem) to provide sufficiency conditions to characterize the optimum in a shopping-time problem where the value function need not be concave. In the original paper the optimality of the first-order condition is characterized only by means of a numerical analysis. The second part of the paper provides a closed-form solution to the general-equilibrium expression of the welfare costs of inflation when the money demand is double logarithmic. This closed-form solution allows for the precise calculation of the difference between the general-equilibrium and Bailey's partial-equilibrium estimates of the welfare losses due to inflation. Again, in Lucas's original paper, the solution to the general-equilibrium-case underlying nonlinear differential equation is done only numerically, and the posterior assertion that the general-equilibrium welfare figures cannot be distinguished from those derived using Bailey's formula rely only on numerical simulations as well.

The private memory of aggregate shocks

Em economias caracterizadas por choques agregados e privados, mostramos que a alocação ótima restrita pode depender de forma não-trivial dos choques agregados. Usando versões dos modelos de Atkeson e Lucas (1992) e Mirrlees (1971) de dois períodos, é mostrado que a alocação ótima apresenta memória com relação aos choques agregados mesmo eles sendo i.i.d. e independentes dos choques individuais, quando esses últimos choques não são totalmente persistentes. O fato de os choques terem efeitos persistentes na alocação mesmo sendo informação pública, foi primeiramente apresentado em Phelan (1994). Nossas simulações numéricas indicam que esse não é um resultado pontual: existe uma relação contínua entre persistência de tipos privados e memória do choque agregado.

Simple calvo economies with heterogeneous pricing

A motivação para este trabalho vem dos principais resultados de Carvalho e Schwartzman (2008), onde a heterogeneidade surge a partir de diferentes regras de ajuste de preço entre os setores. Os momentos setoriais da duração da rigidez nominal são su cientes para explicar certos efeitos monetários. Uma vez que concordamos que a heterogeneidade é relevante para o estudo da rigidez de preços, como poderíamos escrever um modelo com o menor número possível de setores, embora com um mínimo de heterogeneidade su ciente para produzir qualquer impacto monetário desejado, ou ainda, qualquer três momentos da duração? Para responder a esta questão, este artigo se restringe a estudar modelos com hazard-constante e considera que o efeito acumulado e a dinâmica de curto-prazo da política monetária são boas formas de se resumir grandes economias heterogêneas. Mostramos que dois setores são su cientes para resumir os efeitos acumulados de choques monetários, e economias com 3 setores são boas aproximações para a dinâmica destes efeitos. Exercícios numéricos para a dinâmica de curto prazo de uma economia com rigidez de informação mostram que aproximar 500 setores usando apenas 3 produz erros inferiores a 3%. Ou seja, se um choque monetário reduz o produto em 5%, a economia aproximada produzirá um impacto entre 4,85% e 5,15%. O mesmo vale para a dinâmica produzida por choques de nível de moeda em uma economia com rigidez de preços. Para choques na taxa de crescimento da moeda, a erro máximo por conta da aproximação é de 2,4%.

A note on learning chaotic sunspot equilibrium

In this paper we prove convergence to chaotic sunspot equilibrium through two learning rules used in the bounded rationality literature. The rst one shows the convergence of the actual dynamics generated by simple adaptive learning rules to a probability distribution that is close to the stationary measure of the sunspot equilibrium; since this stationary measure is absolutely continuous it results in a robust convergence to the stochastic equilibrium. The second one is based on the E-stability criterion for testing stability of rational expectations equilibrium, we show that the conditional probability distribution de ned by the sunspot equilibrium is expectational stable under a reasonable updating rule of this parameter. We also report some numerical simulations of the processes proposed.

A roughly smooth optimal consumption path: smoothing the rough annuity puzzle

A inconsistência entre a teoria e o comportamento empírico dos agentes no que tange ao mercado privado de pensões tem se mostrado um dos mais resistentes puzzles presentes na literatura econômica. Em modelos de otimização intertemporal de consumo e poupança sob incerteza em relação ao tempo de vida dos agentes, anuidades são ativos dominantes, anulando ou restringindo fortemente a demanda por ativos cujos retornos não estão relacionados à probabilidade de sobrevivência. Na prática, entretanto, consumidores são extremamente céticos em relação às anuidades. Em oposição ao seguro contra longevidade oferecido pelas anuidades, direitos sobre esses ativos - essencialmente ilíquidos - cessam no caso de morte do titular. Nesse sentido, choques não seguráveis de liquidez e a presença de bequest motives foram consideravelmente explorados como possíveis determinantes da baixa demanda verificada. Apesar dos esforços, o puzzle persiste. Este trabalho amplia a dominância teórica das anuidades sobre ativos não contingentes em mercados incompletos; total na ausência de bequest motives, e parcial, quando os agentes se preocupam com possíveis herdeiros. Em linha com a literatura, simulações numéricas atestam que uma parcela considerável do portfolio ótimo dos agentes seria constituída de anuidades mesmo diante de choques de liquidez, bequest motives, e preços não atuarialmente justos. Em relação a um aspecto relativamente negligenciado pela academia, mostramos que o tempo ótimo de conversão de poupança em anuidades está diretamente relacionado à curva salarial dos agentes. Finalmente, indicamos que, caso as preferências dos agentes sejam tais que o nível de consumo ótimo decaia com a idade, a demanda por anuidades torna-se bastante sensível ao sobrepreço (em relação àquele atuarialmente justo) praticado pela indústria, chegando a níveis bem mais compatíveis com a realidade empírica.

Essays on economic regulation

It is known that stock prices of public listed regulated companies react to price revisions by the regulator, and that the information conveyed by this price reaction might be used by the regulator on the contract design. This paper builds on Laffont and Tirole's (1986) regulation model with observable costs to better understand the effects the inclusion of the stock market can have on the regulator-regulated firm relationship. Our numerical simulations show that the inclusion of the market induce more powerful incentive schemes, with higher cost-reducing efforts, smaller informational rent by the firms and higher overall social welfare. In particular, we find that when the regulator is committed, the presence of short-term investors can make the first-best contract feasible, and that in the non-commitment case the market affects the firm's strategy by making it reveal more information about its cost than it normally would.

Mid-auction information acquisition

This paper studies a model of a sequential auction where bidders are allowed to acquire further information about their valuations of the object in the middle of the auction. It is shown that, in any equilibrium where the distribution of the final price is atornless, a bidder's best response has a simple characterization. In particular, the optimal information acquisition point is the same, regardless of the other bidders' actions. This makes it natural to focus on symmetric, undominated equilibria, as in the Vickrey auction. An existence theorem for such a class of equilibria is presented. The paper also presents some results and numerical simulations that compare this sequential auction with the one-shot auction. 8equential auctions typically yield more expected revenue for the seller than their one-shot counterparts. 80 the possibility of mid-auction information acquisition can provide an explanation for why sequential procedures are more often adopted.

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Estudo da perda de carga e calor no poço injetor no processo De drenagem gravitacional assistida por vapor (SAGD)

The oil companies in the area in general are looking for new technologies that can increase the recovery factor of oil contained in reservoirs. These investments are mainly aimed at reducing the costs of projects which are high. Steam injection is one of these special methods of recovery in which steam is injected into the reservoir in order to reduce the viscosity of the oil and make it more mobile. The process assisted gravity drainage steam (SAGD) using steam injection in its mechanism, as well as two parallel horizontal wells. In this process steam is injected through the horizontal injection well, then a vapor chamber is formed by heating the oil in the reservoir and, by the action of gravitational forces, this oil is drained down to where the production well. This study aims to analyze the influence of pressure drop and heat along the injection well in the SAGD process. Numerical simulations were performed using the thermal simulator STARS of CMG (Computer Modeling Group). The parameters studied were the thermal conductivity of the formation, the flow of steam injection, the inner diameter of the column, the steam quality and temperature. A factorial design was used to verify the influence of the parameters studied in the recovery factor. We also analyzed different injection flow rates for the model with pressure drop and no pressure drop, as well as different maximum flow rates of oil production. Finally, we performed an economic analysis of the two models in order to check the profitability of the projects studied. The results showed that the pressure drop in injection well have a significant influence on the SAGD process.

Efeito da perda de carga e calor no poço injetor no processo de drenagem gravitacional assistido com vapor e solvente

Nowadays, most of the hydrocarbon reserves in the world are in the form of heavy oil, ultra - heavy or bitumen. For the extraction and production of this resource is required to implement new technologies. One of the promising processes for the recovery of this oil is the Expanding Solvent Steam Assisted Gravity Drainage (ES-SAGD) which uses two parallel horizontal wells, where the injection well is situated vertically above the production well. The completion of the process occurs upon injection of a hydrocarbon additive at low concentration in conjunction with steam. The steam adds heat to reduce the viscosity of the oil and solvent aids in reducing the interfacial tension between oil/ solvent. The main force acting in this process is the gravitational and the heat transfer takes place by conduction, convection and latent heat of steam. In this study was used the discretized wellbore model, where the well is discretized in the same way that the reservoir and each section of the well treated as a block of grid, with interblock connection with the reservoir. This study aims to analyze the influence of the pressure drop and heat along the injection well in the ES-SAGD process. The model used for the study is a homogeneous reservoir, semi synthetic with characteristics of the Brazilian Northeast and numerical simulations were performed using the STARS thermal simulator from CMG (Computer Modelling Group). The operational parameters analyzed were: percentage of solvent injected, the flow of steam injection, vertical distance between the wells and steam quality. All of them were significant in oil recovery factor positively influencing this. The results showed that, for all cases analyzed, the model considers the pressure drop has cumulative production of oil below its respective model that disregards such loss. This difference is more pronounced the lower the value of the flow of steam injection

Modelagem e controle de um microveículo aéreo: uma aplicação de estabilidade robusta com a técnica backstepping em uma estrutura hexarrotor

In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

Utilização de redes neurais artificiais para detecção e diagnóstico de falhas

In a real process, all used resources, whether physical or developed in software, are subject to interruptions or operational commitments. However, in situations in which operate critical systems, any kind of problem may bring big consequences. Knowing this, this paper aims to develop a system capable to detect the presence and indicate the types of failures that may occur in a process. For implementing and testing the proposed methodology, a coupled tank system was used as a study model case. The system should be developed to generate a set of signals that notify the process operator and that may be post-processed, enabling changes in control strategy or control parameters. Due to the damage risks involved with sensors, actuators and amplifiers of the real plant, the data set of the faults will be computationally generated and the results collected from numerical simulations of the process model. The system will be composed by structures with Artificial Neural Networks, trained in offline mode using Matlab®