Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.

On a Gromoll-Meyer type theorem in globally hyperbolic stationary spacetimes

Following the lines of the celebrated Riemannian result of Gromoll and Meyer, we use infinite dimensional equivariant Morse theory to establish the existence of infinitely many geometrically distinct closed geodesics in a class of globally hyperbolic stationary Lorentzian manifolds.

A FREE BOUNDARY ISOPERIMETRIC PROBLEM IN HYPERBOLIC 3-SPACE BETWEEN PARALLEL HOROSPHERES

We investigate the isoperimetric problem of finding the regions of prescribed volume with minimal boundary area between two parallel horospheres in hyperbolic 3-space (the part of the boundary contained in the horospheres is not included). We reduce the problem to the study of rotationally invariant regions and obtain the possible isoperimetric solutions by studying the behavior of the profile curves of the rotational surfaces with constant mean curvature in hyperbolic 3-space. We also classify all the connected compact rotational surfaces M of constant mean curvature that are contained in the region between two horospheres, have boundary partial derivative M either empty or lying on the horospheres, and meet the horospheres perpendicularly along their boundary.

Generalized solutions of a nonlinear parabolic equation with generalized functions as initial data

In [H. Brezis, A. Friedman, Nonlinear parabolic equations involving measures as initial conditions, J. Math. Pure Appl. (9) (1983) 73-97.] Brezis and Friedman prove that certain nonlinear parabolic equations, with the delta-measure as initial data, have no solution. However in [J.F. Colombeau, M. Langlais, Generalized solutions of nonlinear parabolic equations with distributions as initial conditions, J. Math. Anal. Appl (1990) 186-196.] Colombeau and Langlais prove that these equations have a unique solution even if the delta-measure is substituted by any Colombeau generalized function of compact support. Here we generalize Colombeau and Langlais` result proving that we may take any generalized function as the initial data. Our approach relies on recent algebraic and topological developments of the theory of Colombeau generalized functions and results from [J. Aragona, Colombeau generalized functions on quasi-regular sets, Publ. Math. Debrecen (2006) 371-399.]. (C) 2009 Elsevier Ltd. All rights reserved.

Stability of periodic travelling shallow-water waves determined by Newton`s equation

We study the existence and stability of periodic travelling-wave solutions for generalized Benjamin-Bona-Mahony and Camassa-Holm equations. To prove orbital stability, we use the abstract results of Grillakis-Shatah-Strauss and the Floquet theory for periodic eigenvalue problems.

Respostas dinâmicas em sistemas distribuídos e decomposição forçada da superfície livre para um modelo acoplado Oceano-Atmosfera

O objetivo deste trabalho é a introdução e desenvolvimento de uma metodologia analítico-simbólica para a obtenção de respostas dinâmicas e forçadas (soluções homogêneas e não homogêneas) de sistemas distribuídos, em domínios ilimitados e limitados, através do uso da base dinâmica gerada a partir da resposta impulso. Em domínios limitados, a resposta impulso foi formulada pelo método espectral. Foram considerados sistemas com condições de contorno homogêneas e não homogêneas. Para sistemas de natureza estável, a resposta forçada é decomposta na soma de uma resposta particular e de uma resposta livre induzida pelos valores iniciais da resposta particular. As respostas particulares, para entradas oscilatórias no tempo, foram calculadas com o uso da fun»c~ao de Green espacial. A teoria é desenvolvida de maneira geral permitindo que diferentes sis- temas evolutivos de ordem arbitrária possam ser tratados sistematicamente de uma forma compacta e simples. Realizou-se simulações simbólicas para a obtenção de respostas dinâmicas e respostas for»cadas com equações do tipo parabólico e hiperbólico em 1D,2D e 3D. O cálculo das respostas forçadas foi realizado com a determinação das respostas livres transientes em termos dos valores iniciais das respostas permanentes. Foi simulada a decomposição da resposta forçada da superfície livre de um modelo acoplado oceano-atmosfera bidimensional, através da resolução de uma equação de Klein-Gordon 2D com termo não-homogêneo de natureza dinâmica, devido a tensão de cisalhamento na superfície do oceano pela ação do vento.

A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion.

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We run the Dickey-Fuller test to check cointegration, and then compare the results with non-cointegrated pairs. We found that the Sharpe ratio of cointegrated pairs is greater than the non-cointegrated. We also use the Ornstein-Uhlenbeck equation in order to calculate the half-life of the pairs. Again, this improves their performance. Last, we use the leverage suggested by Kelly Formula, once again improving the results.

A Numerical method for the semilinear stochastic transport equation

Trabalho apresentado no XXXV CNMAC, Natal-RN, 2014.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

Efeitos das inomogeneidades da matéria em Cosmologias Aceleradas

The recent observational advances of Astronomy and a more consistent theoretical framework turned Cosmology in one of the most exciting frontiers of contemporary science. In this thesis, homogeneous and inhomogeneous Universe models containing dark matter and different kinds of dark energy are confronted with recent observational data. Initially, we analyze constraints from the existence of old high redshift objects, Supernovas type Ia and the gas mass fraction of galaxy clusters for 2 distinct classes of homogeneous and isotropic models: decaying vacuum and X(z)CDM cosmologies. By considering the quasar APM 08279+5255 at z = 3.91 with age between 2-3 Gyr, we obtain 0,2 < OM < 0,4 while for the j3 parameter which quantifies the contribution of A( t) is restricted to the intervalO, 07 < j3 < 0,32 thereby implying that the minimal age of the Universe amounts to 13.4 Gyr. A lower limit to the quasar formation redshift (zJ > 5,11) was also obtained. Our analyzes including flat, closed and hyperbolic models show that there is no an age crisis for this kind of decaying A( t) scenario. Tests from SN e Ia and gas mass fraction data were realized for flat X(z)CDM models. For an equation of state, úJ(z) = úJo + úJIZ, the best fit is úJo = -1,25, úJl = 1,3 and OM = 0,26, whereas for models with úJ(z) = úJo+úJlz/(l+z), we obtainúJo = -1,4, úJl = 2,57 and OM = 0,26. In another line of development, we have discussed the influence of the observed inhomogeneities by considering the Zeldovich-Kantowski-DyerRoeder (ZKDR) angular diameter distance. By applying the statistical X2 method to a sample of angular diameter for compact radio sources, the best fit to the cosmological parameters for XCDM models are OM = O, 26,úJ = -1,03 and a = 0,9, where úJ and a are the equation of state and the smoothness parameters, respectively. Such results are compatible with a phantom energy component (úJ < -1). The possible bidimensional spaces associated to the plane (a , OM) were restricted by using data from SNe Ia and gas mass fraction of galaxy clusters. For Supernovas the parameters are restricted to the interval 0,32 < OM < 0,5(20") and 0,32 < a < 1,0(20"), while to the gas mass fraction we find 0,18 < OM < 0,32(20") with alI alIowed values of a. For a joint analysis involving Supernovas and gas mass fraction data we obtained 0,18 < OM < 0,38(20"). In general grounds, the present study suggests that the influence of the cosmological inhomogeneities in the matter distribution need to be considered with more detail in the analyses of the observational tests. Further, the analytical treatment based on the ZKDR distance may give non-negligible corrections to the so-calIed background tests of FRW type cosmologies