985 resultados para Difference equations


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We study the dynamics of front solutions in a three-component reaction–diffusion system via a combination of geometric singular perturbation theory, Evans function analysis, and center manifold reduction. The reduced system exhibits a surprisingly complicated bifurcation structure including a butterfly catastrophe. Our results shed light on numerically observed accelerations and oscillations and pave the way for the analysis of front interactions in a parameter regime where the essential spectrum of a single front approaches the imaginary axis asymptotically.

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The so-called “Scheme of Squares”, displaying an interconnectivity of heterogeneous electron transfer and homogeneous (e.g., proton transfer) reactions, is analysed. Explicit expressions for the various partial currents under potentiostatic conditions are given. The formalism is applicable to several electrode geometries and models (e.g., semi-infinite linear diffusion, rotating disk electrodes, spherical or cylindrical systems) and the analysis is exact. The steady-state (t→∞) expressions for the current are directly given in terms of constant matrices whereas the transients are obtained as Laplace transforms that need to be inverted by approximation of numerical methods. The methodology employs a systems approach which replaces a system of partial differential equations (governing the concentrations of the several electroactive species) by an equivalent set of difference equations obeyed by the various partial currents.

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Economic and Monetary Union can be characterised as a complicated set of legislation and institutions governing monetary and fiscal responsibilities. The measures of fiscal responsibility are to be guided by the Stability and Growth Pact, which sets rules for fiscal policy and makes a discretionary fiscal policy virtually impossible. To analyse the effects of the fiscal and monetary policy mix, we modified the New Keynesian framework to allow for supply effects of fiscal policy. We show that defining a supply-side channel for fiscal policy using an endogenous output gap changes the stabilising properties of monetary policy rules. The stability conditions are affected by fiscal policy, so that the dichotomy between active (passive) monetary policy and passive (active) fiscal policy as stabilising regimes does not hold, and it is possible to have an active monetary - active fiscal policy regime consistent with dynamical stability of the economy. We show that, if we take supply-side effects into ac-count, we get more persistent inflation and output reactions. We also show that the dichotomy does not hold for a variety of different fiscal policy rules based on government debt and budget deficit, using the tax smoothing hypothesis and formulating the tax rules as difference equations. The debt rule with active monetary policy results in indeterminacy, while the deficit rule produces a determinate solution with active monetary policy, even with active fiscal policy. The combination of fiscal requirements in a rule results in cyclical responses to shocks. The amplitude of the cycle is larger with more weight on debt than on deficit. Combining optimised monetary policy with fiscal policy rules means that, under a discretionary monetary policy, the fiscal policy regime affects the size of the inflation bias. We also show that commitment to an optimal monetary policy not only corrects the inflation bias but also increases the persistence of output reactions. With fiscal policy rules based on the deficit we can retain the tax smoothing hypothesis also in a sticky price model.

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Eigenfunctions of integrable planar billiards are studied - in particular, the number of nodal domains, nu of the eigenfunctions with Dirichlet boundary conditions are considered. The billiards for which the time-independent Schrodinger equation (Helmholtz equation) is separable admit trivial expressions for the number of domains. Here, we discover that for all separable and nonseparable integrable billiards, nu satisfies certain difference equations. This has been possible because the eigenfunctions can be classified in families labelled by the same value of m mod kn, given a particular k, for a set of quantum numbers, m, n. Further, we observe that the patterns in a family are similar and the algebraic representation of the geometrical nodal patterns is found. Instances of this representation are explained in detail to understand the beauty of the patterns. This paper therefore presents a mathematical connection between integrable systems and difference equations. (C) 2014 Elsevier Inc. All rights reserved.

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We address the problem of two-dimensional (2-D) phase retrieval from magnitude of the Fourier spectrum. We consider 2-D signals that are characterized by first-order difference equations, which have a parametric representation in the Fourier domain. We show that, under appropriate stability conditions, such signals can be reconstructed uniquely from the Fourier transform magnitude. We formulate the phase retrieval problem as one of computing the parameters that uniquely determine the signal. We show that the problem can be solved by employing the annihilating filter method, particularly for the case when the parameters are distinct. For the more general case of the repeating parameters, the annihilating filter method is not applicable. We circumvent the problem by employing the algebraically coupled matrix pencil (ACMP) method. In the noiseless measurement setup, exact phase retrieval is possible. We also establish a link between the proposed analysis and 2-D cepstrum. In the noisy case, we derive Cramer-Rao lower bounds (CRLBs) on the estimates of the parameters and present Monte Carlo performance analysis as a function of the noise level. Comparisons with state-of-the-art techniques in terms of signal reconstruction accuracy show that the proposed technique outperforms the Fienup and relaxed averaged alternating reflections (RAAR) algorithms in the presence of noise.

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This paper presents a vaccination strategy for fighting against the propagation of epidemic diseases. The disease propagation is described by an SEIR (susceptible plus infected plus infectious plus removed populations) epidemic model. The model takes into account the total population amounts as a refrain for the illness transmission since its increase makes the contacts among susceptible and infected more difficult. The vaccination strategy is based on a continuous-time nonlinear control law synthesised via an exact feedback input-output linearization approach. An observer is incorporated into the control scheme to provide online estimates for the susceptible and infected populations in the case when their values are not available from online measurement but they are necessary to implement the control law. The vaccination control is generated based on the information provided by the observer. The control objective is to asymptotically eradicate the infection from the population so that the removed-by-immunity population asymptotically tracks the whole one without precise knowledge of the partial populations. The model positivity, the eradication of the infection under feedback vaccination laws and the stability properties as well as the asymptotic convergence of the estimation errors to zero as time tends to infinity are investigated.

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The problem of the finite-amplitude folding of an isolated, linearly viscous layer under compression and imbedded in a medium of lower viscosity is treated theoretically by using a variational method to derive finite difference equations which are solved on a digital computer. The problem depends on a single physical parameter, the ratio of the fold wavelength, L, to the "dominant wavelength" of the infinitesimal-amplitude treatment, L_d. Therefore, the natural range of physical parameters is covered by the computation of three folds, with L/L_d = 0, 1, and 4.6, up to a maximum dip of 90°.

Significant differences in fold shape are found among the three folds; folds with higher L/L_d have sharper crests. Folds with L/L_d = 0 and L/L_d = 1 become fan folds at high amplitude. A description of the shape in terms of a harmonic analysis of inclination as a function of arc length shows this systematic variation with L/L_d and is relatively insensitive to the initial shape of the layer. This method of shape description is proposed as a convenient way of measuring the shape of natural folds.

The infinitesimal-amplitude treatment does not predict fold-shape development satisfactorily beyond a limb-dip of 5°. A proposed extension of the treatment continues the wavelength-selection mechanism of the infinitesimal treatment up to a limb-dip of 15°; after this stage the wavelength-selection mechanism no longer operates and fold shape is mainly determined by L/L_d and limb-dip.

Strain-rates and finite strains in the medium are calculated f or all stages of the L/L_d = 1 and L/L_d = 4.6 folds. At limb-dips greater than 45° the planes of maximum flattening and maximum flattening rat e show the characteristic orientation and fanning of axial-plane cleavage.

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We investigate the higher spectral component generations driven by a few-cycle laser pulse in a dense medium when a static electric field is present. Our results show that, when assisted by a static electric field, the dependence of the transmitted laser spectrum on the carrier-envelope phase (CEP) is significantly increased. Continuum and distinct peaks can be achieved by controlling the CEP of the few-cycle ultrashort laser pulse. Such a strong variation is due to the fact that the presence of the static electric field modifies the waveform of the combined electric field, which further affects the spectral distribution of the generated higher spectral components.

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Stars with a core mass greater than about 30 M become dynamically unstable due to electron-positron pair production when their central temperature reaches 1.5-2.0 x 109 0K. The collapse and subsequent explosion of stars with core masses of 45, 52, and 60 M is calculated. The range of the final velocity of expansion (3,400 – 8,500 km/sec) and of the mass ejected (1 – 40 M) is comparable to that observed for type II supernovae.

An implicit scheme of hydrodynamic difference equations (stable for large time steps) used for the calculation of the evolution is described.

For fast evolution the turbulence caused by convective instability does not produce the zero entropy gradient and perfect mixing found for slower evolution. A dynamical model of the convection is derived from the equations of motion and then incorporated into the difference equations.

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In this thesis, a collection of novel numerical techniques culminating in a fast, parallel method for the direct numerical simulation of incompressible viscous flows around surfaces immersed in unbounded fluid domains is presented. At the core of all these techniques is the use of the fundamental solutions, or lattice Green’s functions, of discrete operators to solve inhomogeneous elliptic difference equations arising in the discretization of the three-dimensional incompressible Navier-Stokes equations on unbounded regular grids. In addition to automatically enforcing the natural free-space boundary conditions, these new lattice Green’s function techniques facilitate the implementation of robust staggered-Cartesian-grid flow solvers with efficient nodal distributions and fast multipole methods. The provable conservation and stability properties of the appropriately combined discretization and solution techniques ensure robust numerical solutions. Numerical experiments on thin vortex rings, low-aspect-ratio flat plates, and spheres are used verify the accuracy, physical fidelity, and computational efficiency of the present formulations.

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Este trabalho estima, utilizando dados trimestrais de 1999 a 2011, o impacto dinâmico de um estímulo fiscal no Brasil sobre as principais variáveis macroeconômicas Brasileiras. Na estimativa dos impactos permitiu-se que as expectativas dos agentes econômicas fossem afetadas pela existência e probabilidade de alternância de regimes (foram detectados dois regimes) na política monetária do país. Os parâmetros da regra da política monetária, nos dois regimes detectados, foram estimados através de um modelo - composto apenas pela equação da regra da política monetária - que permite uma mudança de regime Markoviana. Os parâmetros do único regime encontrado para a política fiscal foram estimados por um modelo Vetorial de Correção de Erros (Vector Error Correction Model - VEC), composto apenas pelas variáveis pertencentes à regra da política fiscal. Os parâmetros estimados, para os diversos regimes das políticas monetária e fiscal, foram utilizados como auxiliares na calibragem de um modelo de equilíbrio geral estocástico dinâmico (MEGED), com mudanças de regime, com rigidez nominal de preços e concorrência monopolística (como em Davig e Leeper (2011)). Após a calibragem do MEGED os impactos dinâmicos de um estímulo fiscal foram obtidos através de uma rotina numérica (desenvolvida por Davig e Leeper (2006)) que permite obter o equilíbrio dinâmico do modelo resolvendo um sistema de equações de diferenças de primeira ordem expectacionais dinâmicas não lineares. Obtivemos que a política fiscal foi passiva durante todo o período analisado e que a política monetária foi sempre ativa, porém sendo em determinados momentos menos ativa. Em geral, em ambas as combinações de regimes, um choque não antecipado dos gastos do governo leva ao aumento do hiato do produto, aumento dos juros reais, redução do consumo privado e (em contradição com o resultado convencional) redução da taxa de inflação.

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This paper applies Micken's discretization method to obtain a discrete-time SEIR epidemic model. The positivity of the model along with the existence and stability of equilibrium points is discussed for the discrete-time case. Afterwards, the design of a state observer for this discrete-time SEIR epidemic model is tackled. The analysis of the model along with the observer design is faced in an implicit way instead of obtaining first an explicit formulation of the system which is the novelty of the presented approach. Moreover, some sufficient conditions to ensure the asymptotic stability of the observer are provided in terms of a matrix inequality that can be cast in the form of a LMI. The feasibility of the matrix inequality is proved, while some simulation examples show the operation and usefulness of the observer.

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Attaining sufficient accuracy and efficiency of generalized screen propagator and improving the quality of input gathers are often problems of wave equation presack depth migration, in this paper,a high order formula of generalized screen propagator for one-way wave equation is proposed by using the asymptotic expansion of single-square-root operator. Based on the formula,a new generalized screen propagator is developed ,which is composed of split-step Fourier propagator and high order correction terms,the new generalized screen propagator not only improving calculation precision without sharply increasing the quantity of computation,facilitates the suitability of generalized screen propagator to the media with strong lateral velocity variation. As wave-equation prestack depth migration is sensitive to the quality of input gathers, which greatly affect the output,and the available seismic data processing system has inability to obtain traveltimes corresponding to the multiple arrivals, to estimate of great residual statics, to merge seismic datum from different projects and to design inverse Q filter, we establish difference equations with an embodiment of Huygens’s principle for obtaining traveltimes corresponding to the multiple arrivals,bring forward a time variable matching filter for seismic datum merging by using the fast algorithm called Mallat tree for wavelet transformations, put forward a method for estimation of residual statics by applying the optimum model parameters estimated by iterative inversion with three organized algorithm,i.e,the CMP intertrace cross-correlation algorithm,the Laplacian image edge extraction algorithm,and the DFP algorithm, and present phase-shift inverse Q filter based on Futterman’s amplitude and phase-velocity dispersion formula and wave field extrapolation theory. All of their numerical and real data calculating results shows that our theory and method are practical and efficient. Key words: prestack depth migration, generalized screen propagator, residual statics,inverse Q filter ,traveltime,3D seismic datum mergence

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The dynamic prediction of complex reservoir development is one of the important research contents of dynamic analysis of oil and gas development. With the increase development of time, the permeabilities and porosities of reservoirs and the permeability of block reservoir at its boundaries are dynamically changing. How to track the dynamic change of permeability and porosity and make certain the permeability of block reservoir at its boundary is an important practical problem. To study developing dynamic prediction of complex reservoir, the key problem of research of dynamic prediction of complex reservoir development is realizing inversion of permeability and porosity. To realize the inversion, first of all, the fast forward and inverse method of 3-dimension reservoir simulation must be studied. Although the inversion has been widely applied to exploration and logging, it has not been applied to3-dimension reservoir simulation. Therefore, the study of fast forward and inverse method of 3-dimension reservoir simulation is a cutting-edge problem, takes on important realistic signification and application value. In this dissertation, 2-dimension and 3-dimension fluid equations in porous media are discretized by finite difference, obtaining finite difference equations to meet the inner boundary conditions by Peaceman's equations, giving successive over relaxation iteration of 3-dimension fluid equations in porous media and the dimensional analysis. Several equation-solving methods are compared in common use, analyzing its convergence and convergence rate. The alternating direction implicit procedure of 2-dimension has been turned into successive over relaxation iteration of alternating direction implicit procedure of 3-dimension fluid equations in porous media, which possesses the virtues of fast computing speed, needing small memory of computer, good adaptability for heterogeneous media and fast convergence rate. The geological model of channel-sandy reservoir has been generated with the help of stochastic simulation technique, whose cross sections of channel-sandy reservoir are parabolic shapes. This method makes the hard data commendably meet, very suit for geological modeling of containing complex boundary surface reservoir. To verify reliability of the method, theoretical solution and numerical solution are compared by simplifying model of 3-dimension fluid equations in porous media, whose results show that the only difference of the two pressure curves is that the numerical solution is lower than theoretical at the wellbore in the same space. It proves that using finite difference to solve fluid equations in porous media is reliable. As numerical examples of 3-dimension heterogeneous reservoir of the single-well and multi-well, the pressure distributions have been computed respectively, which show the pressure distributions there are clearly difference as difference of the permeabilities is greater than one order of magnitude, otherwise there are no clearly difference. As application, the pressure distribution of the channel-sandy reservoir have been computed, which indicates that the space distribution of pressure strongly relies on the direction of permeability, and is sensitive for space distributions of permeability. In this dissertation, the Peaceman's equations have been modified into solving vertical well problem and horizontal well problem simultaneously. In porous media, a 3D layer reservoir in which contain vertical wells and horizontal wells has been calculated with iteration. For channel-sandy reservoir in which there are also vertical wells and horizontal wells, a 3D transient heterogeneous fluid equation has been discretized. As an example, the space distribution of pressure has been calculated with iteration. The results of examples are accord with the fact, which shows the modification of Peaceman's equation is correct. The problem has been solved in the space where there are vertical and horizontal wells. In the dissertation, the nonuniform grid permeability integration equation upscaling method, the nonuniform grid 2D flow rate upscaling method and the nonuniform grid 3D flow rate upscaling method have been studied respectively. In those methods, they enhance computing speed greatly, but the computing speed of 3D flow rate upscaling method is faster than that of 2D flow rate upscaling method, and the precision of 3D flow rate upscaling method is better than that of 2D flow rate upscaling method. The results also show that the solutions of upscaling method are very approximating to that of fine grid blocks. In this paper, 4 methods of fast adaptive nonuniform grid upscaling method of 3D fluid equations in porous media have been put forward, and applied to calculate 3D heterogeneous reservoir and channel-sandy reservoir, whose computing results show that the solutions of nonuniform adaptive upscaling method of 3D heterogeneous fluid equations in porous media are very approximating to that of fine grid blocks in the regions the permeability or porosity being abnormity and very approximating to that of coarsen grid blocks in the other region, however, the computing speed of adaptive upscaling method is 100 times faster than that of fine grid block method. The formula of sensitivity coefficients are derived from initial boundary value problems of fluid equations in porous media by Green's reciprocity principle. The sensitivity coefficients of wellbore pressure to permeability parameters are given by Peaceman's equation and calculated by means of numerical calculation method of 3D transient anisotropic fluid equation in porous media and verified by direct method. The computing results are in excellent agreement with those obtained by the direct method, which shows feasibility of the method. In the dissertation, the calculating examples are also given for 3D reservoir, channel-sandy reservoir and 3D multi-well reservoir, whose numerical results indicate: around the well hole, the value of the sensitivity coefficients of permeability is very large, the value of the sensitivity coefficients of porosity is very large too, but the sensitivity coefficients of porosity is much less than the sensitivity coefficients of permeability, so that the effect of the sensitivity coefficients of permeability for inversion of reservoir parameters is much greater than that of the sensitivity coefficients of porosity. Because computing the sensitivity coefficients needs to call twice the program of reservoir simulation in one iteration, realizing inversion of reservoir parameters must be sustained by the fast forward method. Using the sensitivity coefficients of permeability and porosity, conditioned on observed valley erosion thickness in wells (hard data), the inversion of the permeabilities and porosities in the homogeneous reservoir, homogeneous reservoir only along the certain direction and block reservoir are implemented by Gauss-Newton method or conjugate gradient method respectively. The results of our examples are very approximating to the real data of permeability and porosity, but the convergence rate of conjugate gradient method is much faster than that of Gauss-Newton method.

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Javier G. P. Gamarra and Ricard V. Sole (2002). Biomass-diversity responses and spatial dependencies in disturbed tallgrass prairies. Journal of Theoretical Biology, 215 (4) pp.469-480 RAE2008