Higher charges and regularized quantum trace identities in su(1,1) Landau-Lifshitz model

We solve the operator ordering problem for the quantum continuous integrable su(1,1) Landau-Lifshitz model, and give a prescription to obtain the quantum trace identities, and the spectrum for the higher-order local charges. We also show that this method, based on operator regularization and renormalization, which guarantees quantum integrability, as well as the construction of self-adjoint extensions, can be used as an alternative to the discretization procedure, and unlike the latter, is based only on integrable representations. (C) 2010 American Institute of Physics. [doi:10.1063/1.3509374]

On quantum integrability of the Landau-Lifshitz model

We investigate the quantum integrability of the Landau-Lifshitz (LL) model and solve the long-standing problem of finding the local quantum Hamiltonian for the arbitrary n-particle sector. The particular difficulty of the LL model quantization, which arises due to the ill-defined operator product, is dealt with by simultaneously regularizing the operator product and constructing the self-adjoint extensions of a very particular structure. The diagonalizibility difficulties of the Hamiltonian of the LL model, due to the highly singular nature of the quantum-mechanical Hamiltonian, are also resolved in our method for the arbitrary n-particle sector. We explicitly demonstrate the consistency of our construction with the quantum inverse scattering method due to Sklyanin [Lett. Math. Phys. 15, 357 (1988)] and give a prescription to systematically construct the general solution, which explains and generalizes the puzzling results of Sklyanin for the particular two-particle sector case. Moreover, we demonstrate the S-matrix factorization and show that it is a consequence of the discontinuity conditions on the functions involved in the construction of the self-adjoint extensions.

Statistics of opinion domains of the majority-vote model on a square lattice

The existence of juxtaposed regions of distinct cultures in spite of the fact that people's beliefs have a tendency to become more similar to each other's as the individuals interact repeatedly is a puzzling phenomenon in the social sciences. Here we study an extreme version of the frequency-dependent bias model of social influence in which an individual adopts the opinion shared by the majority of the members of its extended neighborhood, which includes the individual itself. This is a variant of the majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. We assume that the individuals are fixed in the sites of a square lattice of linear size L and that they interact with their nearest neighbors only. Within a mean-field framework, we derive the equations of motion for the density of individuals adopting a particular opinion in the single-site and pair approximations. Although the single-site approximation predicts a single opinion domain that takes over the entire lattice, the pair approximation yields a qualitatively correct picture with the coexistence of different opinion domains and a strong dependence on the initial conditions. Extensive Monte Carlo simulations indicate the existence of a rich distribution of opinion domains or clusters, the number of which grows with L(2) whereas the size of the largest cluster grows with ln L(2). The analysis of the sizes of the opinion domains shows that they obey a power-law distribution for not too large sizes but that they are exponentially distributed in the limit of very large clusters. In addition, similarly to other well-known social influence model-Axelrod's model-we found that these opinion domains are unstable to the effect of a thermal-like noise.

GLOBAL WELL-POSEDNESS AND NON-LINEAR STABILITY OF PERIODIC TRAVELING WAVES FOR A SCHRODINGER-BENJAMIN-ONO SYSTEM

The objective of this paper is two-fold: firstly, we develop a local and global (in time) well-posedness theory for a system describing the motion of two fluids with different densities under capillary-gravity waves in a deep water flow (namely, a Schrodinger-Benjamin-Ono system) for low-regularity initial data in both periodic and continuous cases; secondly, a family of new periodic traveling waves for the Schrodinger-Benjamin-Ono system is given: by fixing a minimal period we obtain, via the implicit function theorem, a smooth branch of periodic solutions bifurcating a Jacobian elliptic function called dnoidal, and, moreover, we prove that all these periodic traveling waves are nonlinearly stable by perturbations with the same wavelength.

Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Refined sandwich model for the vibration of beams with embedded shear piezoelectric actuators and sensors

This work extends a previously presented refined sandwich beam finite element (FE) model to vibration analysis, including dynamic piezoelectric actuation and sensing. The mechanical model is a refinement of the classical sandwich theory (CST), for which the core is modelled with a third-order shear deformation theory (TSDT). The FE model is developed considering, through the beam length, electrically: constant voltage for piezoelectric layers and quadratic third-order variable of the electric potential in the core, while meclianically: linear axial displacement, quadratic bending rotation of the core and cubic transverse displacement of the sandwich beam. Despite the refinement of mechanical and electric behaviours of the piezoelectric core, the model leads to the same number of degrees of freedom as the previous CST one due to a two-step static condensation of the internal dof (bending rotation and core electric potential third-order variable). The results obtained with the proposed FE model are compared to available numerical, analytical and experimental ones. Results confirm that the TSDT and the induced cubic electric potential yield an extra stiffness to the sandwich beam. (C) 2007 Elsevier Ltd. All rights reserved.

A simple method for non-linear analysis of steel fiber reinforced concrete

This paper proposes a physical non-linear formulation to deal with steel fiber reinforced concrete by the finite element method. The proposed formulation allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced in the pre-existent finite element numerical system to consider any distribution or quantity of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic of the formulation is the reduced work required by the user to introduce reinforcements, avoiding ""rebar"" elements, node by node geometrical definitions or even complex mesh generation. Bounded connection between long fibers and continuum is considered, for short fibers a simplified approach is proposed to consider splitting. Non-associative plasticity is adopted for the continuum and one dimensional plasticity is adopted to model fibers. Examples are presented in order to show the capabilities of the formulation.

Non-linear boundary element formulation with tangent operator to analyse crack propagation in quasi-brittle materials

This work deals with analysis of cracked structures using BEM. Two formulations to analyse the crack growth process in quasi-brittle materials are discussed. They are based on the dual formulation of BEM where two different integral equations are employed along the opposite sides of the crack surface. The first presented formulation uses the concept of constant operator, in which the corrections of the nonlinear process are made only by applying appropriate tractions along the crack surfaces. The second presented BEM formulation to analyse crack growth problems is an implicit technique based on the use of a consistent tangent operator. This formulation is accurate, stable and always requires much less iterations to reach the equilibrium within a given load increment in comparison with the classical approach. Comparison examples of classical problem of crack growth are shown to illustrate the performance of the two formulations. (C) 2009 Elsevier Ltd. All rights reserved.

PERFORMANCE OF THE MODEL CALLED ACQUANETXL IN THE ALLOCATION OF WATER IN COMPLEX WATER RESOURCE SYSTEMS

This article presents a tool for the allocation analysis of complex systems of water resources, called AcquaNetXL, developed in the form of spreadsheet in which a model of linear optimization and another nonlinear were incorporated. The AcquaNetXL keeps the concepts and attributes of a decision support system. In other words, it straightens out the communication between the user and the computer, facilitates the understanding and the formulation of the problem, the interpretation of the results and it also gives a support in the process of decision making, turning it into a clear and organized process. The performance of the algorithms used for solving the problems of water allocation was satisfactory especially for the linear model.

Robust model predictive controller with output feedback and target tracking

A model predictive controller (MPC) is proposed, which is robustly stable for some classes of model uncertainty and to unknown disturbances. It is considered as the case of open-loop stable systems, where only the inputs and controlled outputs are measured. It is assumed that the controller will work in a scenario where target tracking is also required. Here, it is extended to the nominal infinite horizon MPC with output feedback. The method considers an extended cost function that can be made globally convergent for any finite input horizon considered for the uncertain system. The method is based on the explicit inclusion of cost contracting constraints in the control problem. The controller considers the output feedback case through a non-minimal state-space model that is built using past output measurements and past input increments. The application of the robust output feedback MPC is illustrated through the simulation of a low-order multivariable system.

Stable Model Predictive Control for Integrating Systems with Optimizing Targets

This paper concern the development of a stable model predictive controller (MPC) to be integrated with real time optimization (RTO) in the control structure of a process system with stable and integrating outputs. The real time process optimizer produces Optimal targets for the system inputs and for Outputs that Should be dynamically implemented by the MPC controller. This paper is based oil a previous work (Comput. Chem. Eng. 2005, 29, 1089) where a nominally stable MPC was proposed for systems with the conventional control approach where only the outputs have set points. This work is also based oil the work of Gonzalez et at. (J. Process Control 2009, 19, 110) where the zone control of stable systems is studied. The new control for is obtained by defining ail extended control objective that includes input targets and zone controller the outputs. Additional decision variables are also defined to increase the set of feasible solutions to the control problem. The hard constraints resulting from the cancellation of the integrating modes Lit the end of the control horizon are softened,, and the resulting control problem is made feasible to a large class of unknown disturbances and changes of the optimizing targets. The methods are illustrated with the simulated application of the proposed,approaches to a distillation column of the oil refining industry.

Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Model for facilities or vendors location in a global scale considering several echelons in the Chain

The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.