Parabolic dish reflectors for solar applications approximated by simple surfaces

Two different concentrating mirrors have been constructed that resemble parabolic dish reflectors. Both mirrors are made of slightly curved strips of flat, bendable material. The strips of the most simplified mirror have only large-radius circles and straight lines as boundaries. The necessary equations for making the mirrors have been derived. Also a simple way to make a stiff, lightweight frame and support for the mirror strips has been developed. Models of the mirrors have been built and successfully used for cooking and baking.This report is an extended version of a paper to be published in Solar Energy that contains complete derivations of all mirror design equations.

On retarded differential equations with impulses

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stable periodic waves in coupled Kuramoto-Sivashinsky-Korteweg-de Vries equations

Periodic waves are investigated in a system composed of a Kuramoto-Sivashinsky-Korteweg-de Vries (KS-KdV) equation linearly coupled to an extra linear dissipative one. The model describes, e.g., a two-layer liquid film flowing down an inclined plane. It has been recently shown that the system supports stable solitary pulses. We demonstrate that a perturbation analysis, based on the balance equation for the net field momentum, predicts the existence of stable cnoidal waves (CnWs) in the same system. It is found that the mean value u(0) of the wave field u in the main subsystem, but not the mean value of the extra field, affects the stability of the periodic waves. Three different areas can be distinguished inside the stability region in the parameter plane (L, u(0)), where L is the wave's period. In these areas, stable are, respectively, CnWs with positive velocity, constant solutions, and CnWs with negative velocity. Multistability, i.e., the coexistence of several attractors, including the waves with several maxima per period, appears at large value of L. The analytical predictions are completely confirmed by direct simulations. Stable waves are also found numerically in the limit of vanishing dispersion, when the KS-KdV equation goes over into the KS one.

Dissipative area-preserving one-dimensional Fermi accelerator model

The influence of dissipation on the simplified Fermi-Ulam accelerator model (SFUM) is investigated. The model is described in terms of a two-dimensional nonlinear mapping obtained from differential equations. It is shown that a dissipative SFUM possesses regions of phase space characterized by the property of area preservation.

SPH simulations of clumps formation by dissipative collision of molecular clouds - I. Non magnetic case

Computer experiments of interstellar cloud collisions were performed with a new smoothed-particle-hydrodynamics (SPH) code. The SPH quantities were calculated by using spatially adaptive smoothing lengths and the SPH fluid equations of motion were solved by means of a hierarchical multiple time-scale leapfrog. Such a combination of methods allows the code to deal with a large range of hydrodynamic quantities. A careful treatment of gas cooling by H, H(2), CO and H II, as well as a heating mechanism by cosmic rays and by H(2) production on grains surface, were also included in the code. The gas model reproduces approximately the typical environment of dark molecular clouds. The experiments were performed by impinging two dynamically identical spherical clouds onto each other with a relative velocity of 10 km s(-1) but with a different impact parameter for each case. Each object has an initial density profile obeying an r(-1)-law with a cutoff radius of 10 pc and with an initial temperature of 20 K. As a main result, cloud-cloud collision triggers fragmentation but in expense of a large amount of energy dissipated, which occurred in the head-on case only. Off-center collision did not allow remnants to fragment along the considered time (similar to 6 Myr). However, it dissipated a considerable amount of orbital energy. Structures as small as 0.1 pc, with densities of similar to 10(4) cm(-3), were observed in the more energetic collision.

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(+).

VERY RAPIDLY VARYING BOUNDARIES IN EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS. THE CASE of A NON UNIFORMLY LIPSCHITZ DEFORMATION

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture

We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski- reactive like equation; for the particle's momentum density, a generalized Ohm's-like equation; and for the particle's energy density, a MaxwellCattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann's entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles. © 2011 Elsevier B.V. All rights reserved.

A dissipative Fermi-Ulam model under two different kinds of dissipation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Continuity of Dynamical Structures for Nonautonomous Evolution Equations Under Singular Perturbations

In this paper we study the continuity of invariant sets for nonautonomous infinite-dimensional dynamical systems under singular perturbations. We extend the existing results on lower-semicontinuity of attractors of autonomous and nonautonomous dynamical systems. This is accomplished through a detailed analysis of the structure of the invariant sets and its behavior under perturbation. We prove that a bounded hyperbolic global solutions persists under singular perturbations and that their nonlinear unstable manifold behave continuously. To accomplish this, we need to establish results on roughness of exponential dichotomies under these singular perturbations. Our results imply that, if the limiting pullback attractor of a nonautonomous dynamical system is the closure of a countable union of unstable manifolds of global bounded hyperbolic solutions, then it behaves continuously (upper and lower) under singular perturbations.

On abstract differential equations with nonlocal conditions involving the temporal derivative of the solution

In this paper we discuss the existence of solutions for a class of abstract differential equations with nonlocal conditions for which the nonlocal term involves the temporal derivative of the solution. Some concrete applications to parabolic differential equations with nonlocal conditions are considered. (C) 2012 Royal Dutch Mathematical Society (KWG). Published by Elsevier B.V. All rights reserved.

On the generalized canonical equations of Hamilton for a time-dependent mass particle

Fundamental principles of mechanics were primarily conceived for constant mass systems. Since the pioneering works of Meshcherskii (see historical review in Mikhailov (Mech. Solids 10(5):32-40, 1975), efforts have been made in order to elaborate an adequate mathematical formalism for variable mass systems. This is a current research field in theoretical mechanics. In this paper, attention is focused on the derivation of the so-called 'generalized canonical equations of Hamilton' for a variable mass particle. The applied technique consists in the consideration of the mass variation process as a dissipative phenomenon. Kozlov's (Stek. Inst. Math 223:178-184, 1998) method, originally devoted to the derivation of the generalized canonical equations of Hamilton for dissipative systems, is accordingly extended to the scenario of variable mass systems. This is done by conveniently writing the flux of kinetic energy from or into the variable mass particle as a 'Rayleigh-like dissipation function'. Cayley (Proc. R Soc. Lond. 8:506-511, 1857) was the first scholar to propose such an analogy. A deeper discussion on this particular subject will be left for a future paper.

Hyperbolic-like estimates for higher order equations

The main goal of this paper is to derive long time estimates of the energy for the higher order hyperbolic equations with time-dependent coefficients. in particular, we estimate the energy in the hyperbolic zone of the extended phase space by means of a function f (t) which depends on the principal part and on the coefficients of the terms of order m - 1. Then we look for sufficient conditions that guarantee the same energy estimate from above in all the extended phase space. We call this class of estimates hyperbolic-like since the energy behavior is deeply depending on the hyperbolic structure of the equation. In some cases, these estimates produce a dissipative effect on the energy. (C) 2012 Elsevier Inc. All rights reserved.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.