Desenvolvimento da função perturbadora e aplicações em dinâmica de exoplanetas

Pós-graduação em Matemática Universitária - IGCE

Periodic solutions for nonlinear telegraph equationvia elliptic regularization

ABSTRACT: In this work we are concerned with the existence and uniqueness of T -periodic weak solutions for an initial-boundary value problem associated with nonlinear telegraph equations typein a domain. Our arguments rely on elliptic regularization technics, tools from classical functional analysis as well as basic results from theory of monotone operators.

On existence and uniqueness of positive solutions to a class of fractional boundary value problems

[EN] The purpose of this paper is to investigate the existence and uniqueness of positive solutions for the following fractional boundary value problem D 0 + α u ( t ) + f ( t , u ( t ) ) = 0 , 0 < t < 1 , u ( 0 ) = u ( 1 ) = u ′ ( 0 ) = 0 , where 2 < α ≤ 3 and D 0 + α is the Riemann-Liouville fractional derivative. Our analysis relies on a fixed-point theorem in partially ordered metric spaces. The autonomous case of this problem was studied in the paper [Zhao et al., Abs. Appl. Anal., to appear], but in Zhao et al. (to appear), the question of uniqueness of the solution is not treated. We also present some examples where we compare our results with the ones obtained in Zhao et al. (to appear). 2010 Mathematics Subject Classification: 34B15

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.

Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

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.

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.

Solution of optimal continuous low-thrust transfer using Lie transforms

This paper addresses the problem of optimal constant continuous low-thrust transfer in the context of the restricted two-body problem (R2BP). Using the Pontryagin’s principle, the problem is formulated as a two point boundary value problem (TPBVP) for a Hamiltonian system. Lie transforms obtained through the Deprit method allow us to obtain the canonical mapping of the phase flow as a series in terms of the order of magnitude of the thrust applied. The reachable set of states starting from a given initial condition using optimal control policy is obtained analytically. In addition, a particular optimal transfer can be computed as the solution of a non-linear algebraic equation. Se investiga el uso de series y transformadas de Lie en problemas de optimización de trayectorias de satélites impulsados por motores de bajo empuje

El Problema de Lambert en el Contexto de Optimización de Trayectorias Espaciales

Esta tesis se basa en el estudio de la trayectoria que pasa por dos puntos en el problema de los dos cuerpos, inicialmente desarrollado por Lambert, del que toma su nombre. En el pasado, el Problema de Lambert se ha utilizado para la determinación de órbitas a partir de observaciones astronómicas de los cuerpos celestes. Actualmente, se utiliza continuamente en determinación de órbitas, misiones planetaria e interplanetarias, encuentro espacial e interceptación, o incluso en corrección de orbitas. Dada su gran importancia, se decide investigar especialmente sobre su solución y las aplicaciones en las misiones espaciales actuales. El campo de investigación abierto, es muy amplio, así que, es necesario determinar unos objetivos específicos realistas, en el contexto de ejecución de una Tesis, pero que sirvan para mostrar con suficiente claridad el potencial de los resultados aportados en este trabajo, e incluso poder extenderlos a otros campos de aplicación. Como resultado de este análisis, el objetivo principal de la Tesis se enfoca en el desarrollo de algoritmos para resolver el Problema de Lambert, que puedan ser aplicados de forma muy eficiente en las misiones reales donde aparece. En todos los desarrollos, se ha considerado especialmente la eficiencia del cálculo computacional necesario en comparación con los métodos existentes en la actualidad, destacando la forma de evitar la pérdida de precisión inherente a este tipo de algoritmos y la posibilidad de aplicar cualquier método iterativo que implique el uso de derivadas de cualquier orden. En busca de estos objetivos, se desarrollan varias soluciones para resolver el Problema de Lambert, todas ellas basadas en la resolución de ecuaciones transcendentes, con las cuales, se alcanzan las siguientes aportaciones principales de este trabajo: • Una forma genérica completamente diferente de obtener las diversas ecuaciones para resolver el Problema de Lambert, mediante desarrollo analítico, desde cero, a partir de las ecuaciones elementales conocidas de las cónicas (geométricas y temporal), proporcionando en todas ellas fórmulas para el cálculo de derivadas de cualquier orden. • Proporcionar una visión unificada de las ecuaciones más relevantes existentes, mostrando la equivalencia con variantes de las ecuaciones aquí desarrolladas. • Deducción de una nueva variante de ecuación, el mayor logro de esta Tesis, que destaca en eficiencia sobre todas las demás (tanto en coste como en precisión). • Estudio de la sensibilidad de la solución ante variación de los datos iniciales, y como aplicar los resultados a casos reales de optimización de trayectorias. • También, a partir de los resultados, es posible deducir muchas propiedades utilizadas en la literatura para simplificar el problema, en particular la propiedad de invariancia, que conduce al Problema Transformado Simplificado. ABSTRACT This thesis is based on the study of the two-body, two-point boundary-value problem, initially developed by Lambert, from who it takes its name. Since the past, Lambert's Problem has been used for orbit determination from astronomical observations of celestial bodies. Currently, it is continuously used in orbit determinations, for planetary and interplanetary missions, space rendezvous, and interception, or even in orbit corrections. Given its great importance, it is decided to investigate their solution and applications in the current space missions. The open research field is very wide, it is necessary to determine specific and realistic objectives in the execution context of a Thesis, but that these serve to show clearly enough the potential of the results provided in this work, and even to extended them to other areas of application. As a result of this analysis, the main aim of the thesis focuses on the development of algorithms to solve the Lambert’s Problem which can be applied very efficiently in real missions where it appears. In all these developments, it has been specially considered the efficiency of the required computational calculation compared to currently existing methods, highlighting how to avoid the loss of precision inherent in such algorithms and the possibility to apply any iterative method involving the use of derivatives of any order. Looking to meet these objectives, a number of solutions to solve the Lambert’s Problem are developed, all based on the resolution of transcendental equations, with which the following main contributions of this work are reached: • A completely different generic way to get the various equations to solve the Lambert’s Problem by analytical development, from scratch, from the known elementary conic equations (geometrics and temporal), by providing, in all cases, the calculation of derivatives of any order. • Provide a unified view of most existing relevant equations, showing the equivalence with variants of the equations developed here. • Deduction of a new variant of equation, the goal of this Thesis, which emphasizes efficiency (both computational cost and accuracy) over all other. • Estudio de la sensibilidad de la solución ante la variación de las condiciones iniciales, mostrando cómo aprovechar los resultados a casos reales de optimización de trayectorias. • Study of the sensitivity of the solution to the variation of the initial data, and how to use the results to real cases of trajectories’ optimization. • Additionally, from results, it is possible to deduce many properties used in literature to simplify the problem, in particular the invariance property, which leads to a simplified transformed problem.

On the existence of solutions to boundary value problems on time scales

This work formulates existence theorems for solutions to two-point boundary value problems on time scales. The methods used include maximum principles, a priori bounds and topological degree theory.

Solvability of singular second order m-point boundary value problems of Dirichlet type

Let f : [0, 1] x R2 -> R be a function satisfying the Caxatheodory conditions and t(1 - t)e(t) epsilon L-1 (0, 1). Let a(i) epsilon R and xi(i) (0, 1) for i = 1,..., m - 2 where 0 < xi(1) < xi(2) < (...) < xi(m-2) < 1 - In this paper we study the existence of C[0, 1] solutions for the m-point boundary value problem [GRAPHICS] The proof of our main result is based on the Leray-Schauder continuation theorem.

Optimization of chemical plant simulation using double collocation

A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.

Determining the temperature from incomplete boundary data

An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L2-space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Fractional Derivatives and Fractional Powers as Tools in Understanding Wentzell Boundary Value Problems for Pseudo-Differential Operators Generating Markov Processes

Mathematics Subject Classification: 26A33, 31C25, 35S99, 47D07.

Pseudo-Differential Operators in a Wave Diffraction Problem with Impedance Conditions

Mathematics Subject Classification: 35J05, 35J25, 35C15, 47H50, 47G30