Bound state solution of the grassmannian nonlinear sigma model with fermions

We construct the S-matrix for bound state (gauge-invariant) scattering for nonlinear sigma models defined on the manifold SU(n) S(U(p)⊗U(n-p)) with fermions. It is not possible to compute gauge non-singlet matrix elements. In the present language, constraints from higher conservation laws determine the bound state solution. An alternative derivation is also presented. © 1988.

Nonlinear Waves: An Introduction

This book deals with equations of mathematical physics as the different modifications of the KdV equation, the Camassa-Holm type equations, several modifications of Burger's equation, the Hunter-Saxton equation, conservation laws equations and others. The equations originate from physics but are proposed here for their investigation via purely mathematical methods in the frames of university courses. More precisely, we propose classification theorems for the traveling wave solutions for a sufficiently large class of third order nonlinear PDE when the corresponding profiles develop different kind of singularities (cusps, peaks), existence and uniqueness results, etc. The orbital stability of the periodic solutions of traveling type for mKdV equations are also studied. Of great interest too is the interaction of peakon type solutions of the Camassa-Holm equation and the solvability of the classical and generalized Cauchy problem for the Hunter-Saxton equation. The Riemann problem for special systems of conservation laws and the corresponding -shocks are also considered. As it concerns numerical methods we apply the CNN approach. The book is addressed to a broader audience including graduate students, Ph.D. students, mathematicians, physicist, engineers and specialists in the domain of PDE.

Modelling sea water intrusion in coastal aquifers using heterogeneous computing

The objective of this PhD research program is to investigate numerical methods for simulating variably-saturated flow and sea water intrusion in coastal aquifers in a high-performance computing environment. The work is divided into three overlapping tasks: to develop an accurate and stable finite volume discretisation and numerical solution strategy for the variably-saturated flow and salt transport equations; to implement the chosen approach in a high performance computing environment that may have multiple GPUs or CPU cores; and to verify and test the implementation. The geological description of aquifers is often complex, with porous materials possessing highly variable properties, that are best described using unstructured meshes. The finite volume method is a popular method for the solution of the conservation laws that describe sea water intrusion, and is well-suited to unstructured meshes. In this work we apply a control volume-finite element (CV-FE) method to an extension of a recently proposed formulation (Kees and Miller, 2002) for variably saturated groundwater flow. The CV-FE method evaluates fluxes at points where material properties and gradients in pressure and concentration are consistently defined, making it both suitable for heterogeneous media and mass conservative. Using the method of lines, the CV-FE discretisation gives a set of differential algebraic equations (DAEs) amenable to solution using higher-order implicit solvers. Heterogeneous computer systems that use a combination of computational hardware such as CPUs and GPUs, are attractive for scientific computing due to the potential advantages offered by GPUs for accelerating data-parallel operations. We present a C++ library that implements data-parallel methods on both CPU and GPUs. The finite volume discretisation is expressed in terms of these data-parallel operations, which gives an efficient implementation of the nonlinear residual function. This makes the implicit solution of the DAE system possible on the GPU, because the inexact Newton-Krylov method used by the implicit time stepping scheme can approximate the action of a matrix on a vector using residual evaluations. We also propose preconditioning strategies that are amenable to GPU implementation, so that all computationally-intensive aspects of the implicit time stepping scheme are implemented on the GPU. Results are presented that demonstrate the efficiency and accuracy of the proposed numeric methods and formulation. The formulation offers excellent conservation of mass, and higher-order temporal integration increases both numeric efficiency and accuracy of the solutions. Flux limiting produces accurate, oscillation-free solutions on coarse meshes, where much finer meshes are required to obtain solutions with equivalent accuracy using upstream weighting. The computational efficiency of the software is investigated using CPUs and GPUs on a high-performance workstation. The GPU version offers considerable speedup over the CPU version, with one GPU giving speedup factor of 3 over the eight-core CPU implementation.

R-parameter: A local truncation error based adaptive framework for finite volume compressible flow solvers

A residual-based strategy to estimate the local truncation error in a finite volume framework for steady compressible flows is proposed. This estimator, referred to as the -parameter, is derived from the imbalance arising from the use of an exact operator on the numerical solution for conservation laws. The behaviour of the residual estimator for linear and non-linear hyperbolic problems is systematically analysed. The relationship of the residual to the global error is also studied. The -parameter is used to derive a target length scale and consequently devise a suitable criterion for refinement/derefinement. This strategy, devoid of any user-defined parameters, is validated using two standard test cases involving smooth flows. A hybrid adaptive strategy based on both the error indicators and the -parameter, for flows involving shocks is also developed. Numerical studies on several compressible flow cases show that the adaptive algorithm performs excellently well in both two and three dimensions.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Random response of nonlinear continuous systems

This thesis presents a technique for obtaining the stochastic response of a nonlinear continuous system. First, the general method of nonstationary continuous equivalent linearization is developed. This technique allows replacement of the original nonlinear system with a time-varying linear continuous system. Next, a numerical implementation is described which allows solution of complex problems on a digital computer. In this procedure, the linear replacement system is discretized by the finite element method. Application of this method to systems satisfying the one-dimensional wave equation with two different types of constitutive nonlinearities is described. Results are discussed for nonlinear stress-strain laws of both hardening and softening types.

New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

Modelagem matemática determinística do fluxo do tráfego veicular

Nesta dissertação consideramos duas abordagens para o tráfego de veículos: a macroscópica e a microscópica. O tráfego é descrito macroscopicamente por três grandezas físicas interligadas entre si, a saber, a velocidade, a densidade e o fluxo, descrevendo leis de conservação do número de veículos. Há vários modelos para o tráfego macroscópico de veículos. A maioria deles trata o tráfego de veículos como um fluido compressível, traduzindo a lei de conservação de massa para os veículos e requer uma lei de estado para o par velocidade-densidade, estabelecendo uma relação entre eles. Já o modelo descrito pela abordagem microscópica considera os veículos como partículas individuais. Consideramos os modelos da classe "car - following". Estes modelos baseiam-se no princípio de que o (n - 1)-ésimo veículo (denominado de "following-car") acelera em função do estímulo que recebe do n-ésimo veículo. Analisamos a equação de conservação do número de veículos em modelos macroscópicos para fluxo de tráfego. Posteriormente resolvemos esta equação através da linearização do modelo, estudando suas retas características e apresentamos a resolução do problema não linear em domínios limitados utilizando o método das características

Discrete-Time Conserved Quantities for Damped Oscillators

Numerical sound synthesis is often carried out using the finite difference time domain method. In order to analyse the stability of the derived models, energy methods can be used for both linear and nonlinear settings. For Hamiltonian systems the existence of a conserved numerical energy-like quantity can be used to guarantee the stability of the simulations. In this paper it is shown how to derive similar discrete conservation laws in cases where energy is dissipated due to friction or in the presence of an energy source due to an external force. A damped harmonic oscillator (for which an analytic solution is available) is used to present the proposed methodology. After showing how to arrive at a conserved quantity, the simulation of a nonlinear single reed shows an example of an application in the context of musical acoustics.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Upwind solution of singular differential equations arising from steady channel flows

We study ordinary nonlinear singular differential equations which arise from steady conservation laws with source terms. An example of steady conservation laws which leads to those scalar equations is the Saint–Venant equations. The numerical solution of these scalar equations is sought by using the ideas of upwinding and discretisation of source terms. Both the Engquist–Osher scheme and the Roe scheme are used with different strategies for discretising the source terms.

A Hamiltonian weak-wave model for shallow-water flow

A reduced dynamical model is derived which describes the interaction of weak inertia–gravity waves with nonlinear vortical motion in the context of rotating shallow–water flow. The formal scaling assumptions are (i) that there is a separation in timescales between the vortical motion and the inertia–gravity waves, and (ii) that the divergence is weak compared to the vorticity. The model is Hamiltonian, and possesses conservation laws analogous to those in the shallow–water equations. Unlike the shallow–water equations, the energy invariant is quadratic. Nonlinear stability theorems are derived for this system, and its linear eigenvalue properties are investigated in the context of some simple basic flows.

Illegal trade of the guitarfish Rhinobatos horkelii on the coasts of central and southern Brazil: genetic identification to aid conservation

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

Application of a bounded upwinding scheme to complex fluid dynamics problems

This paper is concerned with an overview of upwinding schemes, and further nonlinear applications of a recently introduced high resolution upwind differencing scheme, namely the ADBQUICKEST [V.G. Ferreira, F.A. Kurokawa, R.A.B. Queiroz, M.K. Kaibara, C.M. Oishi, J.A.Cuminato, A.F. Castelo, M.F. Tomé, S. McKee, assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems, International Journal for Numerical Methods in Fluids 60 (2009) 1-26]. The ADBQUICKEST scheme is a new TVD version of the QUICKEST [B.P. Leonard, A stable and accurate convective modeling procedure based on quadratic upstream interpolation, Computer Methods in Applied Mechanics and Engineering 19 (1979) 59-98] for solving nonlinear balance laws. The scheme is based on the concept of NV and TVD formalisms and satisfies a convective boundedness criterion. The accuracy of the scheme is compared with other popularly used convective upwinding schemes (see, for example, Roe (1985) [19], Van Leer (1974) [18] and Arora & Roe (1997) [17]) for solving nonlinear conservation laws (for example, Buckley-Leverett, shallow water and Euler equations). The ADBQUICKEST scheme is then used to solve six types of fluid flow problems of increasing complexity: namely, 2D aerosol filtration by fibrous filters; axisymmetric flow in a tubular membrane; 2D two-phase flow in a fluidized bed; 2D compressible Orszag-Tang MHD vortex; axisymmetric jet onto a flat surface at low Reynolds number and full 3D incompressible flows involving moving free surfaces. The numerical simulations indicate that this convective upwinding scheme is a good generic alternative for solving complex fluid dynamics problems. © 2012.

Integrable Models: from Dynamical Solutions to String Theory

We review the status of integrable models from the point of view of their dynamics and integrability conditions. A few integrable models are discussed in detail. We comment on the use it is made of them in string theory. We also discuss the SO(6) symmetric Hamiltonian with SO(6) boundary. This work is especially prepared for the 70th anniversaries of Andr, Swieca (in memoriam) and Roland Koberle.