Birkhoffian Systems in Infinite Dimensional Manifolds

We generalize the theory of Kobayashi and Oliva (On the Birkhoff Approach to Classical Mechanics. Resenhas do Instituto de Matematica e Estatistica da Universidade de Sao Paulo, 2003) to infinite dimensional Banach manifolds with a view towards applications in partial differential equations.

Competitive equilibria in infinite-horizon collateralized economies with default penalties

Araújo, Páscoa and Torres-Martinez (2002) have shown that, without imposing either debt constraints or transversality conditions, Ponzi schemes are ruled out in infinite horizon economies with default when collateral is the only mechanism that partially secures loans. Páscoa and Seghir (2008) subsequently show that Ponzi schemes may reappear if, additionally to the seizure of the collateral, there are sufficiently harsh default penalties assessed (directly in terms of utility) against the defaulters. They also claim that if default penalties are moderate then Ponzi schemes are ruled out and existence of a competitive equilibrium is ensured. The objective of this paper is two fold. First, contrary to what is claimed by Páscoa and Seghir (2008), we show that moderate default penalties do not always prevent agents to run a Ponzi scheme. Second, we provide an alternative condition on default penalties that is sufficient to rule out Ponzi schemes and ensure the existence of a competitive equilibrium.

On Ponzi schemes in infinite horizon collateralized economies with default penalties

Araujo, Páscoa and Torres-Martínez (2002) showed that, without imposing any debt constraint, Ponzi schemes are ruled out in infinite horizon economies with limited commitment when collateral is the only mechanism that partially secures loans. Páscoa and Seghir (2009) presented two examples in which they argued that Ponzi schemes may reappear if, additionally to the seizure of the collateral, there are sufficiently harsh default penalties assessed (directly in terms of utility) against the defaulters. Moreover, they claimed that if default penalties are moderate then Ponzi schemes are ruled out and existence of a competitive equilibrium is restored. This paper questions the validity of the claims made in Páscoa and Seghir (2009). First, we show that it is not true that harsh default penalties lead to Ponzi schemes in the examples they have proposed. A competitive equilibrium with no trade can be supported due to unduly pessimistic expectations on asset deliveries. We subsequently refine the equilibrium concept in the spirit of Dubey, Geanakoplos and Shubik (2005) in order to rule out spurious inactivity on asset markets due to irrational expectations. Our second contribution is to provide a specific example of an economy with moderate default penalties in which Ponzi schemes reappear when overpessimistic beliefs on asset deliveries are ruled out. Our finding shows that, contrary to what is claimed by Páscoa and Seghir (2009), moderate default penalties do not always prevent agents to run a Ponzi scheme.

PERIODIC PERTURBATION of QUADRATIC SYSTEMS WITH TWO INFINITE HETEROCLINIC CYCLES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Kinematics of a spacetime with an infinite cosmological constant

A solution of the sourceless Einstein's equation with an infinite value for the cosmological constant L is discussed by using Inonu-Wigner contractions of the de Sitter groups and spaces. When Lambda --> infinity, spacetime becomes a four-dimensional cone, dual to Minkowski space by a spacetime inversion. This inversion relates the four-cone vertex to the infinity of Minkowski space, and the four-cone infinity to the Minkowski light-cone. The non-relativistic limit c --> infinity. is further considered, the kinematical group in this case being a modified Galilei group in which the space and time translations are replaced by the non-relativistic limits of the corresponding proper conformal transformations. This group presents the same abstract Lie algebra as the Galilei group and can be named the conformal Galilei group. The results may be of interest to the early Universe Cosmology.

Infinite symmetries in the Skyrme model

We show that the Skyrme theory possesses a submodel with an infinite number of local conserved currents. The constraints leading to the submodel explore a decomposition of SU(2) with a complex field parametrizing the symmetric space SU(2)/U(1) and a real field in the direction of U(1). We demonstrate that the Skyrmions of topological charges ii belong to such integrable sector of the theory. Our results open ways to the development of exact methods, compensating for the non-existence of a BPS type sector in the Skyrme theory. (C) 2001 Published by Elsevier B.V. B.V.

Stability results for impulsive functional differential equations with infinite delay

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

Analysis of electric torque in single machine-infinite bus system using phase shifters

ResumoThe main idea of this work is based on the analysis of the electric torque through the acting of the PS in the power system, provided of a control for the compensation degree (PSC). A linear model of the single machine-infinite bus system is used with a PS installed (SMIB/PS system). The variable that represents the presence of PS in the net is associated to the phase displacement introduced in the terminal voltage of the synchronous machine by PS. For the input signals of the PSC are evaluated variations of the angular speed of the rotor, the current magnitude and the active power through the line where the PS is located. The simulations are accomplished to analyze the influence of the PS in the torque formation (synchronizing and damping), of the SMIB/PS system. The analysis are developed in the time and frequency domain.

A maximum principle for infinite time asymptotically stable impulsive dynamic control systems

We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary conditions of optimality in the form of a maximum principle for which the boundary condition of the adjoint variable is such that non-degeneracy due to the fact that the time horizon is infinite is ensured. These conditions are given for conventional systems in a first instance and then for impulsive control problems. They are proved by considering a family of approximating auxiliary interval conventional (without impulses) optimal control problems defined on an increasing sequence of finite time intervals. As far as we know, results of this kind have not been derived previously. © 2010 IFAC.

Necessary conditions of optimality for state constrained infinite horizon differential inclusions

This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.

A maximum principle for constrained infinite horizon dynamic control systems

This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.

Reduction of infinite dimensional systems to finite dimensions: Compact convergence approach

We consider parameter dependent semilinear evolution problems for which, at the limit value of the parameter, the problem is finite dimensional. We introduce an abstract functional analytic framework that applies to many problems in the existing literature for which the study of asymptotic dynamics can be reduced to finite dimensions via the invariant manifolds technique. Some practical models are considered to show wide applicability of the theory. © 2013 Society for Industrial and Applied Mathematics.

Região do espaço que mais influencia em medidas eletromagnéticas no domínio da frequência: caso de uma linha de corrente sobre um semi-espaço condutor

Localizar em subsuperfície a região que mais influencia nas medidas obtidas na superfície da Terra é um problema de grande relevância em qualquer área da Geofísica. Neste trabalho, é feito um estudo sobre a localização dessa região, denominada aqui zona principal, para métodos eletromagnéticos no domínio da freqüência, utilizando-se como fonte uma linha de corrente na superfície de um semi-espaço condutor. No modelo estudado, tem-se, no interior desse semi-espaço, uma heterogeneidade na forma de camada infinita, ou de prisma com seção reta quadrada e comprimento infinito, na direção da linha de corrente. A diferença entre a medida obtida sobre o semi-espaço contendo a heterogeneidade e aquela obtida sobre o semi-espaço homogêneo, depende, entre outros parâmetros, da localização da heterogeneidade em relação ao sistema transmissor-receptor. Portanto, mantidos constantes os demais parâmetros, existirá uma posição da heterogeneidade em que sua influência é máxima nas medidas obtidas. Como esta posição é dependente do contraste de condutividade, das dimensões da heterogeneidade e da freqüência da corrente no transmissor, fica caracterizada uma região e não apenas uma única posição em que a heterogeneidade produzirá a máxima influência nas medidas. Esta região foi denominada zona principal. Identificada a zona principal, torna-se possível localizar com precisão os corpos que, em subsuperfície, provocam as anomalias observadas. Trata-se geralmente de corpos condutores de interesse para algum fim determinado. A localização desses corpos na prospecção, além de facilitar a exploração, reduz os custos de produção. Para localizar a zona principal, foi definida uma função Detetabilidade (∆), capaz de medir a influência da heterogeneidade nas medidas. A função ∆ foi calculada para amplitude e fase das componentes tangencial (H_x) e normal (H_z) à superfície terrestre do campo magnético medido no receptor. Estudando os extremos da função ∆ sob variações de condutividade, tamanho e profundidade da heterogeneidade, em modelos unidimensionais e bidimensionais, foram obtidas as dimensões da zona principal, tanto lateralmente como em profundidade. Os campos eletromagnéticos em modelos unidimensionais foram obtidos de uma forma híbrida, resolvendo numericamente as integrais obtidas da formulação analítica. Para modelos bidimensionais, a solução foi obtida através da técnica de elementos finitos. Os valores máximos da função ∆, calculada para amplitude de H_x, mostraram-se os mais indicados para localizar a zona principal. A localização feita através desta grandeza apresentou-se mais estável do que através das demais, sob variação das propriedades físicas e dimensões geométricas, tanto dos modelos unidimensionais como dos bidimensionais. No caso da heterogeneidade condutora ser uma camada horizontal infinita (caso 1D), a profundidade do plano central dessa camada vem dada pela relação p_o = 0,17 δ_o, onde p_o é essa profundidade e δ_o o "skin depth" da onda plana (em um meio homogêneo de condutividade igual à do meio encaixante (σ₁) e a freqüência dada pelo valor de w em que ocorre o máximo de ∆ calculada para a amplitude de H_x). No caso de uma heterogeneidade bidimensional (caso 2D), as coordenadas do eixo central da zona principal vem dadas por d_o = 0,77 r₀ (sendo d_o a distância horizontal do eixo à fonte transmissora) e p_o = 0,36 δ_o (sendo p_o a profundidade do eixo central da zona principal), onde r₀ é a distância transmissor-receptor e δ_o o "skin depth" da onda plana, nas mesmas condições já estipuladas no caso 1D. Conhecendo-se os valores de r₀ e δ_o para os quais ocorre o máximo de ∆, calculado para a amplitude de H_x, pode-se determinar (d_o, p_o). Para localizar a zona principal (ou, equivalentemente, uma zona condutora anômala em subsuperfície), sugere-se um método que consiste em associar cada valor da função ∆ da amplitude de H_x a um ponto (d, p), gerado através das relações d = 0,77 r e p = 0,36 δ, para cada w, em todo o espectro de freqüências das medidas, em um dado conjunto de configurações transmissor-receptor. São, então, traçadas curvas de contorno com os isovalores de ∆ que vão convergir, na medida em que o valor de ∆ se aproxima do máximo, sobre a localização e as dimensões geométricas aproximadas da heterogeneidade (zona principal).

Infinite tension limit of the pure spinor superstring

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Semilinear functional difference equations with infinite delay

We obtain boundedness and asymptotic behavior of solutions for semilinear functional difference equations with infinite delay. Applications to Volterra difference equations with infinite delay are shown. (C) 2011 Elsevier Ltd. All rights reserved.