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.

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.

Array pattern nulling by element position perturbations using a genetic algorithm

A genetic algorithm has been used for null steering in phased and adaptive arrays . It has been shown that it is possible to steer the array null s precisely to the required interference directions and to achieve any prescribed null depths . A comparison with the results obtained from the analytic solution shows the advantages of using the genetic algorithm for null steering in linear array patterns

Approximations to the scattering of water waves by steep topography

A new method is developed for approximating the scattering of linear surface gravity waves on water of varying quiescent depth in two dimensions. A conformal mapping of the fluid domain onto a uniform rectangular strip transforms steep and discontinuous bed profiles into relatively slowly varying, smooth functions in the transformed free-surface condition. By analogy with the mild-slope approach used extensively in unmapped domains, an approximate solution of the transformed problem is sought in the form of a modulated propagating wave which is determined by solving a second-order ordinary differential equation. This can be achieved numerically, but an analytic solution in the form of a rapidly convergent infinite series is also derived and provides simple explicit formulae for the scattered wave amplitudes. Small-amplitude and slow variations in the bedform that are excluded from the mapping procedure are incorporated in the approximation by a straightforward extension of the theory. The error incurred in using the method is established by means of a rigorous numerical investigation and it is found that remarkably accurate estimates of the scattered wave amplitudes are given for a wide range of bedforms and frequencies.

Tephra fallout hazard assessment for a Plinian eruption scenario at Volcán de Colima (Mexico)

Volcanic ash fallout associated with renewal of explosive activity at Colima, represents a serious threat to the surrounding urbanized area. Here we assess the tephra fallout hazard associated with a Plinian eruption scenario. The eruptive history of Volcán de Colima shows that Plinian eruptions occur approximately every 100 years and the last eruption, the 1913, represents the largest historic eruption of this volcano. We used the last eruption as a reference to discuss volcanic hazard and risk scenarios connected with ash fallout. Tephra fallout deposits are modeled using HAZMAP, a model based on a semi-analytical solution of the advection– diffusion–sedimentation equation for volcanic particles. Based on a statistical study of wind profiles at Colima region, we first reconstructed ash loading maps and then computed ground load probability maps for different seasons. The obtained results show that a Plinian eruptive scenario at Volcán de Colima, could seriously damage more than 10 small towns and ranches, and potentially affect big cities located at tens of kilometers from the eruptive center. The probability maps obtained are aimed to give support to the risk mitigation strategies

A moving-point approach to model shallow ice sheets: a study case with radially symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

The longitudinal variation of equatorial waves due to propagation on a varying zonal flow

The general 1-D theory of waves propagating on a zonally varying flow is developed from basic wave theory, and equations are derived for the variation of wavenumber and energy along ray paths. Different categories of behaviour are found, depending on the sign of the group velocity (cg) and a wave property, B. For B positive the wave energy and the wave number vary in the same sense, with maxima in relative easterlies or westerlies, depending on the sign of cg. Also the wave accumulation of Webster and Chang (1988) occurs where cg goes to zero. However for B negative they behave in opposite senses and wave accumulation does not occur. The zonal propagation of the gravest equatorial waves is analysed in detail using the theory. For non-dispersive Kelvin waves, B reduces to 2, and analytic solution is possible. B is positive for all the waves considered, except for the westward moving mixed Rossby-gravity (WMRG) wave which can have negative as well as positive B. Comparison is made between the observed climatologies of the individual equatorial waves and the result of pure propagation on the climatological upper tropospheric flow. The Kelvin wave distribution is in remarkable agreement, considering the approximations made. Some aspects of the WMRG and Rossby wave distributions are also in qualitative agreement. However the observed maxima in these waves in the winter westerlies in the eastern Pacific and Atlantic are not consistent with the theory. This is consistent with the importance of the sources of equatorial waves in these westerly duct regions due to higher latitude wave activity.

Suppression of small baryonic structures due to a primordial magnetic field

We investigate the impact of the existence of a primordial magnetic field on the filter mass, characterizing the minimum baryonic mass that can form in dark matter (DM) haloes. For masses below the filter mass, the baryon content of DM haloes are severely depressed. The filter mass is the mass when the baryon to DM mass ratio in a halo is equal to half the baryon to DM ratio of the Universe. The filter mass has previously been used in semi-analytic calculations of galaxy formation, without taking into account the possible existence of a primordial magnetic field. We examine here its effect on the filter mass. For homogeneous comoving primordial magnetic fields of B(0) similar to 1 or 2 nG and a re-ionization epoch that starts at a redshift z(s) = 11 and is completed at z(r) = 8, the filter mass is increased at redshift 8, for example, by factors of 4.1 and 19.8, respectively. The dependence of the filter mass on the parameters describing the re-ionization epoch is investigated. Our results are particularly important for the formation of low-mass galaxies in the presence of a homogeneous primordial magnetic field. For example, for B(0) similar to 1 nG and a re-ionization epoch of z(s) similar to 11 and z(r) similar to 7, our results indicate that galaxies of total mass M similar to 5 x 108 M(circle dot) need to form at redshifts z(F) greater than or similar to 2.0, and galaxies of total mass M similar to 108 M(circle dot) at redshifts z(F) greater than or similar to 7.7.

A numerical method for solving the dynamic three-dimensional Ericksen-Leslie equations for nematic liquid crystals subject to a strong magnetic field

A finite difference technique, based on a projection method, is developed for solving the dynamic three-dimensional Ericksen-Leslie equations for nematic liquid crystals subject to a strong magnetic field. The governing equations in this situation are derived using primitive variables and are solved using the ideas behind the GENSMAC methodology (Tome and McKee [32]; Tome et al. [34]). The resulting numerical technique is then validated by comparing the numerical solution against an analytic solution for steady three-dimensional flow between two-parallel plates subject to a strong magnetic field. The validated code is then employed to solve channel flow for which there is no analytic solution. (C) 2009 Elsevier B.V. All rights reserved.

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

Attitude stability of artificial satellites subject to gravity gradient torque

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Corona Discharge Model for Transmission Lines by Lumped Elements

This paper shows the insertion of corona effect in a transmission line model based on lumped elements. The development is performed considering a frequency-dependent line representation by cascade of pi sections and state equations. Hence, the detailed profile of currents and voltages along the line, described from a non-homogeneous system of differential equations, can be obtained directly in time domain applying numerical or analytic solution integration methods. The corona discharge model is also based on lumped elements and is implemented from the well-know Skilling-Umoto Model.

Structure formation in the presence of dark energy perturbations

We study non-linear structure formation in the presence of dark energy. The influence of dark energy on the growth of large-scale cosmological structures is exerted both through its background effect on the expansion rate, and through its perturbations. In order to compute the rate of formation of massive objects we employ the spherical collapse formalism, which we generalize to include fluids with pressure. We show that the resulting non-linear evolution equations are identical to the ones obtained in the pseudo-Newtonian approach to cosmological perturbations, in the regime where an equation of state serves to describe both the background pressure relative to density, and the pressure perturbations relative to the density perturbations. We then consider a wide range of constant and time-dependent equations of state (including phantom models) parametrized in a standard way, and study their impact on the non-linear growth of structure. The main effect is the formation of dark energy structure associated with the dark matter halo: non-phantom equations of state induce the formation of a dark energy halo, damping the growth of structures; phantom models, on the other hand, generate dark energy voids, enhancing structure growth. Finally, we employ the Press-Schechter formalism to compute how dark energy affects the number of massive objects as a function of redshift (number counts).

The tachyon potential in the sliver frame

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dark energy parametrizations and their effect on dark halos

There are a plethora of dark energy parametrizations that can fit current supernovae Ia data. However, these data are only sensitive to redshifts up to order one. In fact, many of these parametrizations break down at higher redshifts. In this paper we study the effect of dark energy models on the formation of dark halos. We select a couple of dark energy parametrizations which are sensible at high redshifts and compute their effect on the evolution of density perturbations in the linear and non-linear regimes. Using the Press-Schechter formalism we show that they produce distinguishable signatures in the number counts of dark halos. Therefore, future observations of galaxy clusters can provide complementary constraints on the behaviour of dark energy.