Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Effective synchronization of a class of chua's chaotic systems using an exponential feedback coupling

A robust exponential function based controller is designed to synchronize effectively a given class of Chua's chaotic systems. The stability of the drive-response systems framework is proved through the Lyapunov stability theory. Computer simulations are given to illustrate and verify the method. © 2013 Patrick Louodop et al.

Deconvolução de Euler: passado, presente e futuro – um tutorial

Neste tutorial apresentamos uma revisão da deconvolução de Euler que consiste de três partes. Na primeira parte, recordamos o papel da clássica formulação da deconvolução de Euler 2D e 3D como um método para localizar automaticamente fontes de campos potenciais anômalas e apontamos as dificuldades desta formulação: a presença de uma indesejável nuvem de soluções, o critério empírico usado para determinar o índice estrutural (um parâmetro relacionado com a natureza da fonte anômala), a exeqüibilidade da aplicação da deconvolução de Euler a levantamentos magnéticos terrestres, e a determinação do mergulho e do contraste de susceptibilidade magnética de contatos geológicos (ou o produto do contraste de susceptibilidade e a espessura quando aplicado a dique fino). Na segunda parte, apresentamos as recentes melhorias objetivando minimizar algumas dificuldades apresentadas na primeira parte deste tutorial. Entre estas melhorias incluem-se: i) a seleção das soluções essencialmente associadas com observações apresentando alta razão sinal-ruído; ii) o uso da correlação entre a estimativa do nível de base da anomalia e a própria anomalia observada ou a combinação da deconvolução de Euler com o sinal analítico para determinação do índice estrutural; iii) a combinação dos resultados de (i) e (ii), permitindo estimar o índice estrutural independentemente do número de soluções; desta forma, um menor número de observações (tal como em levantamentos terrestres) pode ser usado; iv) a introdução de equações adicionais independentes da equação de Euler que permitem estimar o mergulho e o contraste de susceptibilidade das fontes magnéticas 2D. Na terceira parte apresentaremos um prognóstico sobre futuros desenvolvimentos a curto e médio prazo envolvendo a deconvolução de Euler. As principais perspectivas são: i) novos ataques aos problemas selecionados na segunda parte deste tutorial; ii) desenvolvimento de métodos que permitam considerar interferências de fontes localizadas ao lado ou acima da fonte principal, e iii) uso das estimativas de localização da fonte anômala produzidas pela deconvolução de Euler como vínculos em métodos de inversão para obter a delineação das fontes em um ambiente computacional amigável.

Interpretação aeromagnética automática com uso da equação homogênea de Euler e sua aplicação na Bacia do Solimões

ABSTRACT: We present here a methodology for the rapid interpretation of aeromagnetic data in three dimensions. An estimation of the x, y and z coordinates of prismatic elements is obtained through the application of "Euler's Homogeneous equation" to the data. In this application, it is necessary to have only the total magnetic field and its derivatives. These components can be measured or calculated from the total field data. In the use of Euler's Homogeneous equation, the structural index, the coordinates of the corners of the prism and the depth to the top of the prism are unknown vectors. Inversion of the data by classical least-squares methods renders the problem ill-conditioned. However, the inverse problem can be stabilized by the introduction of both a priori information within the parameter vector together with a weighting matrix. The algorithm was tested with synthetic and real data in a low magnetic latitude region and the results were satisfactory. The applicability of the theorem and its ambiguity caused by the lack of information about the direction of total magnetization, inherent in all automatic methods, is also discussed. As an application, an area within the Solimões basin was chosen to test the method. Since 1977, the Solimões basin has become a center of exploration activity, motivated by the first discovery of gas bearing sandstones within the Monte Alegre formation. Since then, seismic investigations and drilling have been carried on in the region. A knowledge of basement structures is of great importance in the location of oil traps and understanding the tectonic history of this region. Through the application of this method a preliminary estimate of the areal distribution and depth of interbasement and sedimentary magnetic sources was obtained.

Complex modal analysis of a vertical rotor through finite element method

Natural frequencies were analyzed (axial, torsional and flexural) and frequency response of a vertical rotor with a hard disk at the edge through the classical and complex modal analysis. The mathematical modeling was based on the theory of Euler-Bernoulli beam. The equation that rules the movement was obtained through the Lagrangian formulation. The model considered the effects of bending, torsion and axial deformation of the shaft, besides the gravitational and gyroscopic effects. The finite element method was used to discretize the structure into hollow cylindrical elements with 12 degrees of freedom. Mass, stiffness and gyroscopic matrices were explained consistently. This type of tool, based on the use of complex coordinates to describe the dynamic behavior of rotating shaft, allows the decomposition of the system in two submodes, backward and forward. Thus, it is possible to clearly visualize that the orbit and direction of the precessional motion around the line of the rotating shaft is not deformed. A finite element program was developed using Matlab ®, and numerical simulations were performed to validate this model.

The Poisson-exponential regression model under different latent activation schemes

In this paper, a new family of survival distributions is presented. It is derived by considering that the latent number of failure causes follows a Poisson distribution and the time for these causes to be activated follows an exponential distribution. Three different activation schemes are also considered. Moreover, we propose the inclusion of covariates in the model formulation in order to study their effect on the expected value of the number of causes and on the failure rate function. Inferential procedure based on the maximum likelihood method is discussed and evaluated via simulation. The developed methodology is illustrated on a real data set on ovarian cancer.

3-D Boundary element-finite element method for the dynamic analysis of piled buildings.

[EN]A boundary element-finite element model is presented for the three-dimensional dynamic analysis of piled buildings in the frequency domain. Piles are modelled as compressible Euler-Bernoulli beams founded on a linear, isotropic, viscoelastic, zoned-homogeneous, unbounded layered soil, while multi-storey buildings are assumed to be comprised of vertical compressible piers and rigid slabs.

Existence of solutions and asymtptotic limits of the Euler-Poisson and the quantum drift-diffusion systems

My work concerns two different systems of equations used in the mathematical modeling of semiconductors and plasmas: the Euler-Poisson system and the quantum drift-diffusion system. The first is given by the Euler equations for the conservation of mass and momentum, with a Poisson equation for the electrostatic potential. The second one takes into account the physical effects due to the smallness of the devices (quantum effects). It is a simple extension of the classical drift-diffusion model which consists of two continuity equations for the charge densities, with a Poisson equation for the electrostatic potential. Using an asymptotic expansion method, we study (in the steady-state case for a potential flow) the limit to zero of the three physical parameters which arise in the Euler-Poisson system: the electron mass, the relaxation time and the Debye length. For each limit, we prove the existence and uniqueness of profiles to the asymptotic expansion and some error estimates. For a vanishing electron mass or a vanishing relaxation time, this method gives us a new approach in the convergence of the Euler-Poisson system to the incompressible Euler equations. For a vanishing Debye length (also called quasineutral limit), we obtain a new approach in the existence of solutions when boundary layers can appear (i.e. when no compatibility condition is assumed). Moreover, using an iterative method, and a finite volume scheme or a penalized mixed finite volume scheme, we numerically show the smallness condition on the electron mass needed in the existence of solutions to the system, condition which has already been shown in the literature. In the quantum drift-diffusion model for the transient bipolar case in one-space dimension, we show, by using a time discretization and energy estimates, the existence of solutions (for a general doping profile). We also prove rigorously the quasineutral limit (for a vanishing doping profile). Finally, using a new time discretization and an algorithmic construction of entropies, we prove some regularity properties for the solutions of the equation obtained in the quasineutral limit (for a vanishing pressure). This new regularity permits us to prove the positivity of solutions to this equation for at least times large enough.

A moment symbolic representation of Lévy processes with applications

By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

Integration of Truncated Distributions in Exponential Family with Simulation Models of Logistics and Supply Chain Management

Truncated distributions of the exponential family have great influence in the simulation models. This paper discusses the truncated Weibull distribution specifically. The truncation of the distribution is achieved by the Maximum Likelihood Estimation method or combined with the expectation and variance expressions. After the fitting of distribution, the goodness-of-fit tests (the Chi-Square test and the Kolmogorov-Smirnov test) are executed to rule out the rejected hypotheses. Finally the distributions are integrated in various simulation models, e. g. shipment consolidation model, to compare the influence of truncated and original versions of Weibull distribution on the model.

Transconvolution and the virtual positron emission tomograph--a new method for cross calibration in quantitative PET∕CT imaging

PURPOSE Positron emission tomography (PET)∕computed tomography (CT) measurements on small lesions are impaired by the partial volume effect, which is intrinsically tied to the point spread function of the actual imaging system, including the reconstruction algorithms. The variability resulting from different point spread functions hinders the assessment of quantitative measurements in clinical routine and especially degrades comparability within multicenter trials. To improve quantitative comparability there is a need for methods to match different PET∕CT systems through elimination of this systemic variability. Consequently, a new method was developed and tested that transforms the image of an object as produced by one tomograph to another image of the same object as it would have been seen by a different tomograph. The proposed new method, termed Transconvolution, compensates for differing imaging properties of different tomographs and particularly aims at quantitative comparability of PET∕CT in the context of multicenter trials. METHODS To solve the problem of image normalization, the theory of Transconvolution was mathematically established together with new methods to handle point spread functions of different PET∕CT systems. Knowing the point spread functions of two different imaging systems allows determining a Transconvolution function to convert one image into the other. This function is calculated by convolving one point spread function with the inverse of the other point spread function which, when adhering to certain boundary conditions such as the use of linear acquisition and image reconstruction methods, is a numerically accessible operation. For reliable measurement of such point spread functions characterizing different PET∕CT systems, a dedicated solid-state phantom incorporating (68)Ge∕(68)Ga filled spheres was developed. To iteratively determine and represent such point spread functions, exponential density functions in combination with a Gaussian distribution were introduced. Furthermore, simulation of a virtual PET system provided a standard imaging system with clearly defined properties to which the real PET systems were to be matched. A Hann window served as the modulation transfer function for the virtual PET. The Hann's apodization properties suppressed high spatial frequencies above a certain critical frequency, thereby fulfilling the above-mentioned boundary conditions. The determined point spread functions were subsequently used by the novel Transconvolution algorithm to match different PET∕CT systems onto the virtual PET system. Finally, the theoretically elaborated Transconvolution method was validated transforming phantom images acquired on two different PET systems to nearly identical data sets, as they would be imaged by the virtual PET system. RESULTS The proposed Transconvolution method matched different PET∕CT-systems for an improved and reproducible determination of a normalized activity concentration. The highest difference in measured activity concentration between the two different PET systems of 18.2% was found in spheres of 2 ml volume. Transconvolution reduced this difference down to 1.6%. In addition to reestablishing comparability the new method with its parameterization of point spread functions allowed a full characterization of imaging properties of the examined tomographs. CONCLUSIONS By matching different tomographs to a virtual standardized imaging system, Transconvolution opens a new comprehensive method for cross calibration in quantitative PET imaging. The use of a virtual PET system restores comparability between data sets from different PET systems by exerting a common, reproducible, and defined partial volume effect.

A three-dimensional self-adaptive hp finite element method for the characterization of waveguide discontinuities

We propose the use of a highly-accurate three-dimensional (3D) fully automatic hp-adaptive finite element method (FEM) for the characterization of rectangular waveguide discontinuities. These discontinuities are either the unavoidable result of mechanical/electrical transitions or deliberately introduced in order to perform certain electrical functions in modern communication systems. The proposed numerical method combines the geometrical flexibility of finite elements with an accuracy that is often superior to that provided by semi-analytical methods. It supports anisotropic refinements on irregular meshes with hanging nodes, and isoparametric elements. It makes use of hexahedral elements compatible with high-order H(curl)H(curl) discretizations. The 3D hp-adaptive FEM is applied for the first time to solve a wide range of 3D waveguide discontinuity problems of microwave communication systems in which exponential convergence of the error is observed.

A Special Perturbation Method in Orbital Dynamics

Bead models are used in dynamical simulation of tethers. These models discretize a cable using beads distributed along its length. The time evolution is obtained nu- merically. Typically the number of particles ranges between 5 and 50, depending on the required accuracy. Sometimes the simulation is extended over long periods (several years). The complex interactions between the cable and its spatial environment require to optimize the propagators —both in runtime and precisión that constitute the central core of the process. The special perturbation method treated on this article conjugates simpleness of computer implementation, speediness and precision, and is capable to propagate the orbit of whichever material particle. The paper describes the evolution of some orbital elements, which are constants in a non-perturbed problem, but which evolve in the time scale imposed by the perturbation. It can be used with any kind of orbit and it is free of sin- gularities related to small inclination and/or small eccentricity. The use of Euler parameters makes it robust.

Truncation error estimation in the Discontinuous Galerkin Spectral Element Method

En esta tesis, el método de estimación de error de truncación conocido como restimation ha sido extendido de esquemas de bajo orden a esquemas de alto orden. La mayoría de los trabajos en la bibliografía utilizan soluciones convergidas en mallas de distinto refinamiento para realizar la estimación. En este trabajo se utiliza una solución en una única malla con distintos órdenes polinómicos. Además, no se requiere que esta solución esté completamente convergida, resultando en el método conocido como quasi-a priori T-estimation. La aproximación quasi-a priori estima el error mientras el residuo del método iterativo no es despreciable. En este trabajo se demuestra que algunas de las hipótesis fundamentales sobre el comportamiento del error, establecidas para métodos de bajo orden, dejan de ser válidas en esquemas de alto orden, haciendo necesaria una revisión completa del comportamiento del error antes de redefinir el algoritmo. Para facilitar esta tarea, en una primera etapa se considera el método conocido como Chebyshev Collocation, limitando la aplicación a geometrías simples. La extensión al método Discontinuouos Galerkin Spectral Element Method presenta dificultades adicionales para la definición precisa y la estimación del error, debidos a la formulación débil, la discretización multidominio y la formulación discontinua. En primer lugar, el análisis se enfoca en leyes de conservación escalares para examinar la precisión de la estimación del error de truncación. Después, la validez del análisis se demuestra para las ecuaciones incompresibles y compresibles de Euler y Navier Stokes. El método de aproximación quasi-a priori r-estimation permite desacoplar las contribuciones superficiales y volumétricas del error de truncación, proveyendo información sobre la anisotropía de las soluciones así como su ratio de convergencia con el orden polinómico. Se demuestra que esta aproximación quasi-a priori produce estimaciones del error de truncación con precisión espectral. ABSTRACT In this thesis, the τ-estimation method to estimate the truncation error is extended from low order to spectral methods. While most works in the literature rely on fully time-converged solutions on grids with different spacing to perform the estimation, only one grid with different polynomial orders is used in this work. Furthermore, a non timeconverged solution is used resulting in the quasi-a priori τ-estimation method. The quasi-a priori approach estimates the error when the residual of the time-iterative method is not negligible. It is shown in this work that some of the fundamental assumptions about error tendency, well established for low order methods, are no longer valid in high order schemes, making necessary a complete revision of the error behavior before redefining the algorithm. To facilitate this task, the Chebyshev Collocation Method is considered as a first step, limiting their application to simple geometries. The extension to the Discontinuous Galerkin Spectral Element Method introduces additional features to the accurate definition and estimation of the error due to the weak formulation, multidomain discretization and the discontinuous formulation. First, the analysis focuses on scalar conservation laws to examine the accuracy of the estimation of the truncation error. Then, the validity of the analysis is shown for the incompressible and compressible Euler and Navier Stokes equations. The developed quasi-a priori τ-estimation method permits one to decouple the interfacial and the interior contributions of the truncation error in the Discontinuous Galerkin Spectral Element Method, and provides information about the anisotropy of the solution, as well as its rate of convergence in polynomial order. It is demonstrated here that this quasi-a priori approach yields a spectrally accurate estimate of the truncation error.

On the geometry of solutions of the quasi-geostrophic and Euler equations

We study solutions of the two-dimensional quasi-geostrophic thermal active scalar equation involving simple hyperbolic saddles. There is a naturally associated notion of simple hyperbolic saddle breakdown. It is proved that such breakdown cannot occur in finite time. At large time, these solutions may grow at most at a quadruple-exponential rate. Analogous results hold for the incompressible three-dimensional Euler equation.