Finite-difference calculation of donor energy levels in a spherical quantum dot subject to a magnetic field

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Deformation and tidal evolution of close-in planets and satellites using a Maxwell viscoelastic rheology

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

Relaxação e decaimento para pontos de equilíbrio em mapeamentos não lineares unidimensionais

We investigate in this work the behaviour of the decay to the fixed points, in particular along the bifurcations, for a family of one-dimensional logistic-like discrete mappings. We start with the logistic map focusing in the transcritical bifurcation. Next we investigate the convergence to the stationary state at the cubic map. At the end we generalise the procedure for a mapping of the logistic-like type. Near the fixed point, the dynamical variable varies slowly. This property allows us to approximate/rewrite the equation of differences, hence natural from discrete mappings, into an ordinary differential equation. We then solve such equation which furnishes the evolution towards the stationary state. Our numerical simulations confirm the theoretical results validating the above mentioned approximation

Scalar-bipolar asymptotic modules for solving (2+1)-dimensional nonlinear evolution equations with constraints

An infinite hierarchy of solvable systems of purely differential nonlinear equations is introduced within the framework of asymptotic modules. Eacy system consists of (2+1)-dimensional evolution equations for two complex functions and of quite strong differential constraints. It may be interpreted formally as an integro-differential equation in (1+1) dimensions. © 1988.

On the Limit of Frequency of Electrochemical Oscillators and Its Relationship to Kinetic Parameters

The class of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current potential curve encompasses a myriad of experimental examples. We present a comprehensive methodological analysis of the oscillation frequency of this class of systems and discuss its dependence on electrical and kinetic parameters. The analysis is developed from a skeleton ordinary differential equation model, and an equation for the oscillation frequency is obtained. Simulations are carried out for a model system, namely, the nickel electrodissolution, and the numerical results are confirmed by experimental data on this system. In addition, the treatment is further applied to the electro-oxidation of ethylene glycol where unusually large oscillation frequencies have been reported. Despite the distinct chemistry underlying the oscillatory dynamics of these systems, a very good agreement between experiments and theoretical predictions is observed. The application of the developed theory is suggested as an important step for primary kinetic characterization.

Constitutive models for biodegradable thermoplastic ropes for ligament repair

The concept behind a biodegradable ligament device is to temporarily replace the biomechanical functions of the ruptured ligament, while it progressively regenerates its capacities. However, there is a lack of methods to predict the mechanical behaviour evolution of the biodegradable devices during degradation, which is an important aspect of the project. In this work, a hyper elastic constitutive model will be used to predict the mechanical behaviour of a biodegradable rope made of aliphatic polyesters. A numerical approach using ABAQUS is presented, where the material parameters of the model proposal are automatically updated in correspondence to the degradation time, by means of a script in PYTHON. In this method we also use a User Material subroutine (UMAT) to apply a failure criterion base on the strength that decreases according to a first order differential equation. The parameterization of the material model proposal for different degradation times were achieved by fitting the theoretical curves with the experimental data of tensile tests on fibres. To model all the rope behaviour we had considered one step of homogenisation considering the fibres architectures in an elementary volume. (C) 2012 Elsevier Ltd. All rights reserved.

Vortices in the extended Skyrme-Faddeev model

We construct analytical and numerical vortex solutions for an extended Skyrme-Faddeev model in a (3 + 1) dimensional Minkowski space-time. The extension is obtained by adding to the Lagrangian a quartic term, which is the square of the kinetic term, and a potential which breaks the SO(3) symmetry down to SO(2). The construction makes use of an ansatz, invariant under the joint action of the internal SO(2) and three commuting U(1) subgroups of the Poincare group, and which reduces the equations of motion to an ordinary differential equation for a profile function depending on the distance to the x(3) axis. The vortices have finite energy per unit length, and have waves propagating along them with the speed of light. The analytical vortices are obtained for a special choice of potentials, and the numerical ones are constructed using the successive over relaxation method for more general potentials. The spectrum of solutions is analyzed in detail, especially its dependence upon special combinations of coupling constants.

Hypoellipticity in spaces of ultradistributions-Study of a model case

In this work we study C (a)-hypoellipticity in spaces of ultradistributions for analytic linear partial differential operators. Our main tool is a new a-priori inequality, which is stated in terms of the behaviour of holomorphic functions on appropriate wedges. In particular, for sum of squares operators satisfying Hormander's condition, we thus obtain a new method for studying analytic hypoellipticity for such a class. We also show how this method can be explicitly applied by studying a model operator, which is constructed as a perturbation of the so-called Baouendi-Goulaouic operator.

A theoretical model for estimating the margination constant of leukocytes

Abstract Background Blood leukocytes constitute two interchangeable sub-populations, the marginated and circulating pools. These two sub-compartments are found in normal conditions and are potentially affected by non-normal situations, either pathological or physiological. The dynamics between the compartments is governed by rate constants of margination (M) and return to circulation (R). Therefore, estimates of M and R may prove of great importance to a deeper understanding of many conditions. However, there has been a lack of formalism in order to approach such estimates. The few attempts to furnish an estimation of M and R neither rely on clearly stated models that precisely say which rate constant is under estimation nor recognize which factors may influence the estimation. Results The returning of the blood pools to a steady-state value after a perturbation (e.g., epinephrine injection) was modeled by a second-order differential equation. This equation has two eigenvalues, related to a fast- and to a slow-component of the dynamics. The model makes it possible to identify that these components are partitioned into three constants: R, M and SB; where SB is a time-invariant exit to tissues rate constant. Three examples of the computations are worked and a tentative estimation of R for mouse monocytes is presented. Conclusions This study establishes a firm theoretical basis for the estimation of the rate constants of the dynamics between the blood sub-compartments of white cells. It shows, for the first time, that the estimation must also take into account the exit to tissues rate constant, SB.

Existence and uniqueness of positive and nondecreasing solutions for a class of singular fractional boundary value problems

[EN] We establish the existence and uniqueness of a positive and nondecreasing solution to a singular boundary value problem of a class of nonlinear fractional differential equation. Our analysis relies on a fixed point theorem in partially ordered sets.

A scale-space aproach to nonlocal optical flow calculations

[EN] This paper presents an interpretation of a classic optical flow method by Nagel and Enkelmann as a tensor-driven anisotropic diffusion approach in digital image analysis. We introduce an improvement into the model formulation, and we establish well-posedness results for the resulting system of parabolic partial differential equations. Our method avoids linearizations in the optical flow constraint, and it can recover displacement fields which are far beyond the typical one-pixel limits that are characteristic for many differential methods for optical flow recovery. A robust numerical scheme is presented in detail. We avoid convergence to irrelevant local minima by embedding our method into a linear scale-space framework and using a focusing strategy from coarse to fine scales. The high accuracy of the proposed method is demonstrated by means of a synthetic and a real-world image sequence.

Maximum principle, mean value operators and quasi boundedness in non-euclidean settings

This work deals with some classes of linear second order partial differential operators with non-negative characteristic form and underlying non- Euclidean structures. These structures are determined by families of locally Lipschitz-continuous vector fields in RN, generating metric spaces of Carnot- Carath´eodory type. The Carnot-Carath´eodory metric related to a family {Xj}j=1,...,m is the control distance obtained by minimizing the time needed to go from two points along piecewise trajectories of vector fields. We are mainly interested in the causes in which a Sobolev-type inequality holds with respect to the X-gradient, and/or the X-control distance is Doubling with respect to the Lebesgue measure in RN. This study is divided into three parts (each corresponding to a chapter), and the subject of each one is a class of operators that includes the class of the subsequent one. In the first chapter, after recalling “X-ellipticity” and related concepts introduced by Kogoj and Lanconelli in [KL00], we show a Maximum Principle for linear second order differential operators for which we only assume a Sobolev-type inequality together with a lower terms summability. Adding some crucial hypotheses on measure and on vector fields (Doubling property and Poincar´e inequality), we will be able to obtain some Liouville-type results. This chapter is based on the paper [GL03] by Guti´errez and Lanconelli. In the second chapter we treat some ultraparabolic equations on Lie groups. In this case RN is the support of a Lie group, and moreover we require that vector fields satisfy left invariance. After recalling some results of Cinti [Cin07] about this class of operators and associated potential theory, we prove a scalar convexity for mean-value operators of L-subharmonic functions, where L is our differential operator. In the third chapter we prove a necessary and sufficient condition of regularity, for boundary points, for Dirichlet problem on an open subset of RN related to sub-Laplacian. On a Carnot group we give the essential background for this type of operator, and introduce the notion of “quasi-boundedness”. Then we show the strict relationship between this notion, the fundamental solution of the given operator, and the regularity of the boundary points.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Ein inverses Problem für die degeneriert parabolische Richardsgleichung

In der vorliegenden Arbeit werden zwei physikalischeFließexperimente an Vliesstoffen untersucht, die dazu dienensollen, unbekannte hydraulische Parameter des Materials, wiez. B. die Diffusivitäts- oder Leitfähigkeitsfunktion, ausMeßdaten zu identifizieren. Die physikalische undmathematische Modellierung dieser Experimente führt auf einCauchy-Dirichlet-Problem mit freiem Rand für die degeneriertparabolische Richardsgleichung in derSättigungsformulierung, das sogenannte direkte Problem. Ausder Kenntnis des freien Randes dieses Problems soll dernichtlineare Diffusivitätskoeffizient derDifferentialgleichung rekonstruiert werden. Für diesesinverse Problem stellen wir einOutput-Least-Squares-Funktional auf und verwenden zu dessenMinimierung iterative Regularisierungsverfahren wie dasLevenberg-Marquardt-Verfahren und die IRGN-Methode basierendauf einer Parametrisierung des Koeffizientenraumes durchquadratische B-Splines. Für das direkte Problem beweisen wirunter anderem Existenz und Eindeutigkeit der Lösung desCauchy-Dirichlet-Problems sowie die Existenz des freienRandes. Anschließend führen wir formal die Ableitung desfreien Randes nach dem Koeffizienten, die wir für dasnumerische Rekonstruktionsverfahren benötigen, auf einlinear degeneriert parabolisches Randwertproblem zurück.Wir erläutern die numerische Umsetzung und Implementierungunseres Rekonstruktionsverfahrens und stellen abschließendRekonstruktionsergebnisse bezüglich synthetischer Daten vor.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.