Gevrey solvability near the characteristic set for a class of planar complex vector fields of infinite type

We study the Gevrey solvability of a class of complex vector fields, defined on Omega(epsilon) = (-epsilon, epsilon) x S(1), given by L = partial derivative/partial derivative t + (a(x) + ib(x))partial derivative/partial derivative x, b not equivalent to 0, near the characteristic set Sigma = {0} x S(1). We show that the interplay between the order of vanishing of the functions a and b at x = 0 plays a role in the Gevrey solvability. (C) 2008 Elsevier Inc. All rights reserved.

Numerical prediction of three-dimensional time-dependent viscoelastic extrudate swell using differential and algebraic models

This study investigates the numerical simulation of three-dimensional time-dependent viscoelastic free surface flows using the Upper-Convected Maxwell (UCM) constitutive equation and an algebraic explicit model. This investigation was carried out to develop a simplified approach that can be applied to the extrudate swell problem. The relevant physics of this flow phenomenon is discussed in the paper and an algebraic model to predict the extrudate swell problem is presented. It is based on an explicit algebraic representation of the non-Newtonian extra-stress through a kinematic tensor formed with the scaled dyadic product of the velocity field. The elasticity of the fluid is governed by a single transport equation for a scalar quantity which has dimension of strain rate. Mass and momentum conservations, and the constitutive equation (UCM and algebraic model) were solved by a three-dimensional time-dependent finite difference method. The free surface of the fluid was modeled using a marker-and-cell approach. The algebraic model was validated by comparing the numerical predictions with analytic solutions for pipe flow. In comparison with the classical UCM model, one advantage of this approach is that computational workload is substantially reduced: the UCM model employs six differential equations while the algebraic model uses only one. The results showed stable flows with very large extrudate growths beyond those usually obtained with standard differential viscoelastic models. (C) 2010 Elsevier Ltd. All rights reserved.

A geometric mass-preserving redistancing scheme for the level set function

In this paper we describe and evaluate a geometric mass-preserving redistancing procedure for the level set function on general structured grids. The proposed algorithm is adapted from a recent finite element-based method and preserves the mass by means of a localized mass correction. A salient feature of the scheme is the absence of adjustable parameters. The algorithm is tested in two and three spatial dimensions and compared with the widely used partial differential equation (PDE)-based redistancing method using structured Cartesian grids. Through the use of quantitative error measures of interest in level set methods, we show that the overall performance of the proposed geometric procedure is better than PDE-based reinitialization schemes, since it is more robust with comparable accuracy. We also show that the algorithm is well-suited for the highly stretched curvilinear grids used in CFD simulations. Copyright (C) 2010 John Wiley & Sons, Ltd.

Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory. (C) 2009 Elsevier Inc. All rights reserved.

Canonical quantum potential scattering theory

A new formulation of potential scattering in quantum mechanics is developed using a close structural analogy between partial waves and the classical dynamics of many non-interacting fields. Using a canonical formalism we find nonlinear first-order differential equations for the low-energy scattering parameters such as scattering length and effective range. They significantly simplify typical calculations, as we illustrate for atom-atom and neutron-nucleus scattering systems. A generalization to charged particle scattering is also possible.

Metastable Periodic Patterns in Singularly Perturbed Delayed Equations

We consider the scalar delayed differential equation epsilon(x) over dot(t) = -x(t) + f(x(t-1)), where epsilon > 0 and f verifies either df/dx > 0 or df/dx < 0 and some other conditions. We present theorems indicating that a generic initial condition with sign changes generates a solution with a transient time of order exp(c/epsilon), for some c > 0. We call it a metastable solution. During this transient a finite time span of the solution looks like that of a periodic function. It is remarkable that if df/dx > 0 then f must be odd or present some other very special symmetry in order to support metastable solutions, while this condition is absent in the case df/dx < 0. Explicit epsilon-asymptotics for the motion of zeroes of a solution and for the transient time regime are presented.

Um método de linearização local com passo adaptativo para solução numérica de equações diferenciais estocásticas com ruído aditivo

Neste trabalho apresentamos um novo método numérico com passo adaptativo baseado na abordagem de linearização local, para a integração de equações diferenciais estocásticas com ruído aditivo. Propomos, também, um esquema computacional que permite a implementação eficiente deste método, adaptando adequadamente o algorítimo de Padé com a estratégia “scaling-squaring” para o cálculo das exponenciais de matrizes envolvidas. Antes de introduzirmos a construção deste método, apresentaremos de forma breve o que são equações diferenciais estocásticas, a matemática que as fundamenta, a sua relevância para a modelagem dos mais diversos fenômenos, e a importância da utilização de métodos numéricos para avaliar tais equações. Também é feito um breve estudo sobre estabilidade numérica. Com isto, pretendemos introduzir as bases necessárias para a construção do novo método/esquema. Ao final, vários experimentos numéricos são realizados para mostrar, de forma prática, a eficácia do método proposto, e compará-lo com outros métodos usualmente utilizados.

Modelagem e simulação de um separador bifásico com inversão de fases induzida

The present work has the main goal to study the modeling and simulation of a biphasic separator with induced phase inversion, the MDIF, with the utilization of the finite differences method for the resolution of the partial differencial equations which describe the transport of contaminant s mass fraction inside the equipment s settling chamber. With this aim, was developed the deterministic differential model AMADDA, wich was admensionalizated and then semidiscretizated with the method of lines. The integration of the resultant system of ordinary differential equations was realized by means of a modified algorithm of the Adam-Bashfort- Moulton method, and the sthocastic optimization routine of Basin-Hopping was used in the model s parameter estimation procedure . With the aim to establish a comparative referential for the results obtained with the model AMADDA, were used experimental data presented in previous works of the MDIF s research group. The experimental data and those obtained with the model was assessed regarding its normality by means of the Shapiro-Wilk s test, and validated against the experimental results with the Student s t test and the Kruskal-Wallis s test, depending on the result. The results showed satisfactory performance of the model AMADDA in the evaluation of the MDIF s separation efficiency, being possible to determinate that at 1% significance level the calculated results are equivalent to those determinated experimentally in the reference works

Riccati-type equations, generalised WZNW equations, and multidimensional Toda systems

We associate to an arbitrary Z-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati equations. The multidimensional extension of these equations is given. The generalisation of the associated Redheffer-Reid differential systems appears in a natural way. The connection between the Toda systems and the Riccati-type equations in lower and higher dimensions is established. Within this context the integrability problem for those equations is studied. As an illustration, some examples of the integrable multidimensional Riccati-type equations related to the maximally nonabelian Toda systems are given.

Bose-Einstein condensation dynamics in three dimensions by the pseudospectral and finite-difference methods

We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross-Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose-Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge-Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank-Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential.

Noise and ultraviolet divergences in the dynamics of the chiral condensate in QCD

The time evolution of the matter produced in high energy heavy-ion collisions seems to be well described by relativistic viscous hydrodynamics. In addition to the hydrodynamic degrees of freedom related to energy-momentum conservation, degrees of freedom associated with order parameters of broken continuous symmetries must be considered because they are all coupled to each other. of particular interest is the coupling of degrees of freedom associated with the chiral symmetry of QCD. Quantum and thermal fluctuations of the chiral fields act as noise sources in the classical equations of motion, turning them into stochastic differential equations in the form of Ginzburg-Landau-Langevin (GLL) equations. Analytic solutions of GLL equations are attainable only in very special circumstances and extensive numerical simulations are necessary, usually by discretizing the equations on a spatial lattice. However, a not much appreciated issue in the numerical simulations of GLL equations is that ultraviolet divergences in the form of lattice-spacing dependence plague the solutions. The divergences are related to the well-known Rayleigh-Jeans catastrophe in classical field theory. In the present communication we present a systematic lattice renormalization method to control the catastrophe. We discuss the implementation of the method for a GLL equation derived in the context of a model for the QCD chiral phase transition and consider the nonequilibrium evolution of the chiral condensate during the hydrodynamic flow of the quark-gluon plasma.

Uniform exponential dichotomy and continuity of attractors for singularly perturbed damped wave equations

For eta >= 0, we consider a family of damped wave equations u(u) + eta Lambda 1/2u(t) + au(t) + Lambda u = f(u), t > 0, x is an element of Omega subset of R-N, where -Lambda denotes the Laplacian with zero Dirichlet boundary condition in L-2(Omega). For a dissipative nonlinearity f satisfying a suitable growth restrictions these equations define on the phase space H-0(1)(Omega) x L-2(Omega) semigroups {T-eta(t) : t >= 0} which have global attractors A(eta) eta >= 0. We show that the family {A(eta)}(eta >= 0), behaves upper and lower semi-continuously as the parameter eta tends to 0(+).

Stable two-dimensional dispersion-managed soliton

The existence of a dispersion-managed soliton in two-dimensional nonlinear Schrodinger equation with periodically varying dispersion has been explored. The averaged equations for the soliton width and chirp are obtained which successfully describe the long time evolution of the soliton. The slow dynamics of the soliton around the fixed points for the width and chirp are investigated and the corresponding frequencies are calculated. Analytical predictions are confirmed by direct partial differential equation (PDE) and ordinary differential equation (ODE) simulations. Application to a Bose-Einstein condensate in optical lattice is discussed. The existence of a dispersion-managed matter-wave soliton in such system is shown.

A regularized nonlinear diffusion approach for texture image denoising

In this paper a new partial differential equation based method is presented with a view to denoising images having textures. The proposed model combines a nonlinear anisotropic diffusion filter with recent harmonic analysis techniques. A wave atom shrinkage allied to detection by gradient technique is used to guide the diffusion process so as to smooth and maintain essential image characteristics. Two forcing terms are used to maintain and improve edges, boundaries and oscillatory features of an image having irregular details and texture. Experimental results show the performance of our model for texture preserving denoising when compared to recent methods in literature. © 2009 IEEE.

Necessary conditions of optimality for state constrained infinite horizon differential inclusions

This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.