Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts

Techniques are proposed for evaluating forecast probabilities of events. The tools are especially useful when, as in the case of the Survey of Professional Forecasters (SPF) expected probability distributions of inflation, recourse cannot be made to the method of construction in the evaluation of the forecasts. The tests of efficiency and conditional efficiency are applied to the forecast probabilities of events of interest derived from the SPF distributions, and supplement a whole-density evaluation of the SPF distributions based on the probability integral transform approach.

Mathematical modelling of the refractive index reconstruction through global optimization

We examine a mathematical model of non-destructive testing of planar waveguides, based on numerical solution of a nonlinear integral equation. Such problem is ill-posed, and the method of Tikhonov regularization is applied. To minimize Tikhonov functional, and find the parameters of the waveguide, we use two new optimization methods: the cutting angle method of global optimization, and the discrete gradient method of nonsmooth local optimization. We examine how the noise in the experimental data influences the solution, and how the regularization parameter has to be chosen. We show that even with significant noise in the data, the numerical solution is of high accuracy, and the method can be used to process real experimental da.ta..

Solução analítica da equação da energia estacionária e bidimensional para simulação de escoamento plenamente desenvolvido em placa paralela pelo método da giltt

Neste trabalho e apresentado um avanço na tecnica GILTT(Generalized Integral and Laplace Transform Technique) solucionando analiticamente um sistema de EDO's(Equações Diferenciais Ordinarias) de segunda ordem resultante da transformação pela GITT(Generalized Integral Transform Technique). Este tipo de problema usualmente aparece quando esta tecnica é aplicada na solução de problemas bidimensionais estacionários. A principal idéia consiste na redução de ordem do problema transformado em outro sistema de EDO's lineares de primeira ordem e a solução analítica deste problema, pela técnica da transformada de Laplace. Como exemplo de aplicação é resolvida a equação da energia linear bidimensional e estacionária. São apresentadas simulações numéricas e comparações com resultados disponíveis na literatura.

Solução analítica do problema bidimensional transiente de dispersão de poluentes atmosféricos pelo método GITT dupla

Neste trabalho é apresentada uma solução analítica de um problema bidimensional e transiente de dispersão de poluentes atmosféricos. O modelamento utilizado é conhecido na literatura como modelo Kzz para dispersão de poluentes atmosféricos e é representado por uma equação difusivo-advectiva com coeficientes de difusão e advecção variáveis. São utilizados três diferentes coeficientes de difusão nas simulações, bem como as componentes horizontal e vertical do vento são tomadas como variáveis. A solução analítica é gerada através da aplicação da técnica GITT (Generalized Integral Transform Technique) dupla com problema transformado resolvido por Transformada de Laplace e diagonalização de matrizes. Filtros matemáticos são usados para homogenizar as condições de contorno viabilizando o uso da técnica citada. Além disso, o tipo de filtro matemático utilizado permite a sensível diminuição do custo computacional. Resultados numéricos são obtidos e comparados com dados experimentais e outras soluções da literatura.

Heat transfer in laminar flow of non-Newtonian fluids in ducts of elliptical section

Laminar forced convection inside tubes of various cross-section shapes is of interest in the design of a low Reynolds number heat exchanger apparatus. Heat transfer to thermally developing, hydrodynamically developed forced convection inside tubes of simple geometries such as a circular tube, parallel plate, or annular duct has been well studied in the literature and documented in various books, but for elliptical duct there are not much work done. The main assumption used in this work is a laminar flow of a power flow inside elliptical tube, under a boundary condition of first kind with constant physical properties and negligible axial heat diffusion (high Peclet number). To solve the thermally developing problem, we use the generalized integral transform technique (GITT), also known as Sturm-Liouville transform. Actually, such an integral transform is a generalization of the finite Fourier transform where the sine and cosine functions are replaced by more general sets of orthogonal functions. The axes are algebraically transformed from the Cartesian coordinate system to the elliptical coordinate system in order to avoid the irregular shape of the elliptical duct wall. The GITT is then applied to transform and solve the problem and to obtain the once unknown temperature field. Afterward, it is possible to compute and present the quantities of practical interest, such as the bulk fluid temperature, the local Nusselt number and the average Nusselt number for various cross-section aspect ratios. (C) 2006 Elsevier. SAS. All rights reserved.

LAMINAR THERMALLY DEVELOPING FLOW INSIDE RIGHT-ANGULARLY TRIANGULAR DUCTS

An analytical approach based on the generalized integral transform technique is presented, for the solution of laminar forced convection within the thermal entry region of ducts with arbitrarily shaped cross-sections. The analysis is illustrated through consideration of a right triangular duct subjected to constant wall temperature boundary condition. Critical comparisons are made with results available in the literature, from direct numerical approaches. Numerical results for dimensionless average temperature and Nusselt numbers are presented for different apex angles.

Analytical/numerical hybrid solution for one-dimensional ablation problem

Ablation is a thermal protection process with several applications in engineering, mainly in the field of airspace industry. The use of conventional materials must be quite restricted, because they would suffer catastrophic flaws due to thermal degradation of their structures. However, the same materials can be quite suitable once being protected by well-known ablative materials. The process that involves the ablative phenomena is complex, could involve the whole or partial loss of material that is sacrificed for absorption of energy. The analysis of the ablative process in a blunt body with revolution geometry will be made on the stagnation point area that can be simplified as a one-dimensional plane plate problem, hi this work the Generalized Integral Transform Technique (GITT) is employed for the solution of the non-linear system of coupled partial differential equations that model the phenomena. The solution of the problem is obtained by transforming the non-linear partial differential equation system to a system of coupled first order ordinary differential equations and then solving it by using well-established numerical routines. The results of interest such as the temperature field, the depth and the rate of removal of the ablative material are presented and compared with those ones available in the open literature.

Thermally developing forced convection of non-Newtonian fluids inside elliptical ducts

Laminar-forced convection inside tubes of various cross-section shapes is of interest in the design of a low Reynolds number heat exchanger apparatus. Heat transfer to thermally developing, hydrodynamically developed forced convection inside tubes of simple geometries such as a circular tube, parallel plate, or annular duct has been well studied in the literature and documented in various books, but for elliptical duct there are not much work done. The main assumptions used in this work are a non-Newtonian fluid, laminar flow, constant physical properties, and negligible axial heat diffusion (high Peclet number). Most of the previous research in elliptical ducts deal mainly with aspects of fully developed laminar flow forced convection, such as velocity profile, maximum velocity, pressure drop, and heat transfer quantities. In this work, we examine heat transfer in a hydrodynamically developed, thermally developing laminar forced convection flow of fluid inside an elliptical tube under a second kind of a boundary condition. To solve the thermally developing problem, we use the generalized integral transform technique (GITT), also known as Sturm-Liouville transform. Actually, such an integral transform is a generalization of the finite Fourier transform, where the sine and cosine functions are replaced by more general sets of orthogonal functions. The axes are algebraically transformed from the Cartesian coordinate system to the elliptical coordinate system in order to avoid the irregular shape of the elliptical duct wall. The GITT is then applied to transform and solve the problem and to obtain the once unknown temperature field. Afterward, it is possible to compute and present the quantities of practical interest, such as the bulk fluid temperature, the local Nusselt number, and the average Nusselt number for various cross-section aspect ratios.

Existência de solução de equações integrais não lineares em escalas temporais sobre espaços de Banach

Pós-graduação em Matemática - IBILCE

Estudo analítico/numérico do problema de ablação em corpos rombudos com simetria axial

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Solução híbrida da equação de advecção-dispersão em meios porosos

Este trabalho consiste na solução híbrida da Equação de Advecção-dispersão de solutos unidimensional em meios porosos homogêneos ou heterogêneos, para um único componente, com coeficientes de retardo, dispersão, velocidade média, decaimento e produção dependentes da distância percorrida pelo soluto. Serão estudados os casos de dispersão-advecção em que o retardamento, dispersão, velocidade do fluxo, decaimento e produção variem de forma linear enquanto a dispersividade assuma os modelos linear, parabólico ou exponencial. Para a solução da equação foi aplicada a Técnica da Transformada Integral Generalizada. Os resultados obtidos nesta dissertação demonstram boa concordância entre os problemas-exemplo e suas soluções numéricas ou analíticas contidas na literatura e apontam uma melhor adequação no uso de modelos parabólico no estudo da advecção-dispersão em curto intervalo de tempo, enquanto que o modelo linear converge mais rapidamente em tempos prolongados de simulação. A convergência da série mostrou-se ter dependência direta quanto ao comprimento do domínio, ao modelo de dispersão e da dispersividade adotada, convergindo com até 60 termos, podendo chegar a NT = 170, para os casos heterogêneos, utilizando o modelo de dispersão exponencial, respeitando o critério adotado de 10^-4.

One-sided and two-sided Green's functions

We discuss the one-sided Green's function, associated with an initial value problem and the two-sided Green's function related to a boundary value problem. We present a specific calculation associated with a differential equation with constant coefficients. For both problems, we also present the Laplace integral transform as another methodology to calculate these Green's functions and conclude which is the most convenient one. An incursion in the so-called fractional Green's function is also presented. As an example, we discuss the isotropic harmonic oscillator.

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

Aspects of Integrability in Gauge/String Correspondence

In this thesis, we present our work about some generalisations of ideas, techniques and physical interpretations typical for integrable models to one of the most outstanding advances in theoretical physics of nowadays: the AdS/CFT correspondences. We have undertaken the problem of testing this conjectured duality under various points of view, but with a clear starting point - the integrability - and with a clear ambitious task in mind: to study the finite-size effects in the energy spectrum of certain string solutions on a side and in the anomalous dimensions of the gauge theory on the other. Of course, the final desire woul be the exact comparison between these two faces of the gauge/string duality. In few words, the original part of this work consists in application of well known integrability technologies, in large parte borrowed by the study of relativistic (1+1)-dimensional integrable quantum field theories, to the highly non-relativisic and much complicated case of the thoeries involved in the recent conjectures of AdS5/CFT4 and AdS4/CFT3 corrspondences. In details, exploiting the spin chain nature of the dilatation operator of N = 4 Super-Yang-Mills theory, we concentrated our attention on one of the most important sector, namely the SL(2) sector - which is also very intersting for the QCD understanding - by formulating a new type of nonlinear integral equation (NLIE) based on a previously guessed asymptotic Bethe Ansatz. The solutions of this Bethe Ansatz are characterised by the length L of the correspondent spin chain and by the number s of its excitations. A NLIE allows one, at least in principle, to make analytical and numerical calculations for arbitrary values of these parameters. The results have been rather exciting. In the important regime of high Lorentz spin, the NLIE clarifies how it reduces to a linear integral equations which governs the subleading order in s, o(s0). This also holds in the regime with L ! 1, L/ ln s finite (long operators case). This region of parameters has been particularly investigated in literature especially because of an intriguing limit into the O(6) sigma model defined on the string side. One of the most powerful methods to keep under control the finite-size spectrum of an integrable relativistic theory is the so called thermodynamic Bethe Ansatz (TBA). We proposed a highly non-trivial generalisation of this technique to the non-relativistic case of AdS5/CFT4 and made the first steps in order to determine its full spectrum - of energies for the AdS side, of anomalous dimensions for the CFT one - at any values of the coupling constant and of the size. At the leading order in the size parameter, the calculation of the finite-size corrections is much simpler and does not necessitate the TBA. It consists in deriving for a nonrelativistc case a method, invented for the first time by L¨uscher to compute the finite-size effects on the mass spectrum of relativisic theories. So, we have formulated a new version of this approach to adapt it to the case of recently found classical string solutions on AdS4 × CP3, inside the new conjecture of an AdS4/CFT3 correspondence. Our results in part confirm the string and algebraic curve calculations, in part are completely new and then could be better understood by the rapidly evolving developments of this extremely exciting research field.

Copula calibration

We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically by checking for the uniformity of the copula probability integral transform (CopPIT), which is invariant under coordinate permutations and coordinatewise strictly monotone transformations of the predictive distribution and the outcome. The CopPIT histogram can be interpreted as a generalization and variant of the multivariate rank histogram, which has been used to check the calibration of ensemble forecasts. Climatological copula calibration is an analogue of marginal calibration in the univariate setting. Methods and tools are illustrated in a simulation study and applied to compare raw numerical model and statistically postprocessed ensemble forecasts of bivariate wind vectors.