Accurate velocity reconstruction for Discontinuous Galerkin approximations of two-phase porous media flows

We consider Discontinuous Galerkin approximations of two-phase, immiscible porous media flows in the global pressure/fractional flow formulation with capillary pressure. A sequential approach is used with a backward Euler step for the saturation equation, equal-order interpolation for the pressure and the saturation, and without any limiters. An accurate total velocity field is recovered from the global pressure equation to be used in the saturation equation. Numerical experiments show the advantages of the proposed reconstruction. To cite this article: A. Ern et al., C R. Acad. Sci. Paris, Ser. 1347 (2009). (C) 2009 Academie des sciences. Published by Elsevier Masson SAS. 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.

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

Adsorção do corante amarelo reativo BF-4G 200% por argila esmectita

This study aimed to evaluate the potential use of smectite clays for color removal of textile effluents. The experiments were performed by testing exploratory/planning method factorial and fractional factorial where the factors and levels are predetermined. The smectite clays were used originating from gypsum hub of the region Araripe-PE, and the dye used was Reactive Yellow BF-4G 200%. The smectite clay was collected and transported to the Laboratory of Soil Physics of UFRPE, where it held its preparation through air drying, lump breaking and classification in sieve to then submit it to the adsorption process. Upon completion of 22 complete factorial design it was concluded that the values of (96, 96,5 and 95,8%) corresponding to the percentage of of removal for "in-kind", chemically and thermally activated, respectively and adsorbed amounts of (4,80, 4,61 and 4,74 mg/g) for three clays. Showed that the activation processes used did not increase the adsorption capacity of smectite clay. The kinetic data were best fitted to the Freundlich isotherm, with an exponential distribution of active sites and that shows above the Langmuir equation for adsorption of cations and anions by clays. The kinetic model that best adapted to the results was the pseudosecond order model. In the factorial design study 24-1, at concentrations up to 500 mg/L obtains high percentage of color removal (92,37, 90,92 and 93,40%) and adsorbed amount (230,94, 227,31 and 233,50 mg/g) for three clays. The kinetic data fitted well to Langmuir and Freundlich isotherms. The kinetic model that best adapted to the results was the pseudosecond order model

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Experimental study of the conventional equation to determine a plate's moment of inertia

In this work, we describe an experimental setup in which an electric current is used to determine the angular velocity attained by a plate rotating around a shaft in response to a torque applied for a given period. Based on this information, we show how the moment of inertia of a plate can be determined using a procedure that differs considerably from the ones most commonly used, which generally involve time measurements. Some experimental results are also presented which allow one to determine parameters such as the exponents and constant of the conventional equation of a plate's moment of inertia.