Regularization and singular perturbation techniques for non-smooth systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

SU(2,R)(q) symmetries of Non-Abelian Toda theories

The classical and quantum algebras of a class of conformal NA-Toda models are studied. It is shown that the SL(2,R)(q) Poisson brackets algebra generated by certain chiral and antichiral charges of the nonlocal currents and the global U(1) charge appears as an algebra of the symmetries of these models. (C) 1998 Elsevier B.V. B.V. All rights reserved.

Duality between non-commutative Yang-Mills-Chem-Simons and non-Abelian self-dual models

By introducing an appropriate parent action and considering a perturbative approach, we establish, up to fourth order terms in the field and for the full range of the coupling constant, the equivalence between the non-commutative Yang-Mills-ChernSimons theory and the non-commutative, non-Abelian self-dual model. In doing this, we consider two different approaches by using both the Moyal star-product and the Seiberg-Witten map. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Non-involutive constrained systems and Hamilton-Jacobi formalism

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Non-supersymmetric attractors in BI black holes

We study attractor mechanism in extremal black holes of Einstein-Born-Infeld theories in four dimensions. We look for solutions which are regular near the horizon and show that they exist and enjoy the attractor behavior. The attractor point is determined by extremization of the effective potential at the horizon. This analysis includes the backreaction and supports the validity of non-supersymmetric attractors in the presence of higher derivative interactions in the gauge field part. (C) 2008 Elsevier B.V. All rights reserved.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Some comments on the numerical simulation of self-synchronization of four non-ideal exciters

In this paper, self-synchronization of four non-ideal exciters is examined via numerical simulation. The mathematical model consists of four unbalanced direct Current motors with limited power supply mounted on a flexible Structural frame support. (c) 2004 Elsevier B.V. All rights reserved.

On the appearance of a Hopf bifurcation in a non-ideal mechanical problem

In this paper we studied a non-ideal system with two degrees of freedom consisting of a dumped nonlinear oscillator coupled to a rotatory part. We investigated the stability of the equilibrium point of the system and we obtain, in the critical case, sufficient conditions in order to obtain an appropriate Normal Form. From this, we get conditions for the appearance of Hopf Bifurcation when the difference between the driving torque and the resisting torque is small. It was necessary to use the Bezout Theorem, a classical result of Algebraic Geometry, in the obtaining of the foregoing results. (C) 2003 Elsevier Ltd. All rights reserved.

On non-linear dynamics and control designs applied to the ideal and non-ideal variants of the Fitzhugh-Nagumo (FN) mathematical model

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

Non-linear dynamics of a tower orchard sprayer based on an inverted pendulum model

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

Comments on energy confinement in non-periodic structures

In this study, we investigate the possibility of mode localization occurrence in a non-periodic Pfluger's column model of a rocket with an intermediate concentrated mass at its middle point. We discuss the effects of varying the intermediate mass magnitude and its position and the resulting energy confinement for two cases. Free vibration analysis and the severity of mode localization are appraised, without decoupling the system, by considering as a solution basis the fundamental free response or dynamical solution. This allows for the reduction of the dimension of the algebraic modal equation that arises from satisfying the boundary and continuity conditions. By using the same methodology, we also consider the case of a cantilevered Pluger's column with rotational stiffness at the middle support instead of an intermediate concentrated mass. (c) 2008 Elsevier Ltd. All rights reserved.

Suppressing Fermi acceleration in a two-dimensional non-integrable time-dependent oval-shaped billiard with inelastic collisions

Some dynamical properties of a classical particle confined inside a closed region with an oval-shaped boundary are studied. We have considered both the static and time-dependent boundaries. For the static case, the condition that destroys the invariant spanning curves in the phase space was obtained. For the time-dependent perturbation, two situations were considered: (i) non-dissipative and (ii) dissipative. For the non-dissipative case, our results show that Fermi acceleration is observed. When dissipation, via inelastic collisions, is introduced Fermi acceleration is suppressed. The behaviour of the average velocity for both the dissipative as well as the non-dissipative dynamics is described using the scaling approach. (C) 2009 Elsevier B.V. All rights reserved.

Boundary crisis and suppression of Fermi acceleration in a dissipative two-dimensional non-integrable time-dependent billiard

Some dynamical properties for a dissipative time-dependent oval-shaped billiard are studied. The system is described in terms of a four-dimensional nonlinear mapping. Dissipation is introduced via inelastic collisions of the particle with the boundary, thus implying that the particle has a fractional loss of energy upon collision. The dissipation causes profound modifications in the dynamics of the particle as well as in the phase space of the non-dissipative system. In particular, inelastic collisions can be assumed as an efficient mechanism to suppress Fermi acceleration of the particle. The dissipation also creates attractors in the system, including chaotic. We show that a slightly modification of the intensity of the damping coefficient yields a drastic and sudden destruction of the chaotic attractor, thus leading the system to experience a boundary crisis. We have characterized such a boundary crisis via a collision of the chaotic attractor with its own basin of attraction and confirmed that inelastic collisions do indeed suppress Fermi acceleration in two-dimensional time-dependent billiards. (C) 2010 Elsevier B.V. All rights reserved.

Comments on nonlinear dynamics of a non-ideal Duffing-Rayleigh oscillator: Numerical and analytical approaches

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

Economic design of (X)over-bar and R charts under Weibull shock models

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