Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations

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

An investigation of the exact solutions of the linearized equations for the flow past conical bodies,

Reproduced from type-written copy.

Exterior Differential Systems and Euler-Lagrange Partial Differential Equations

The book also covers the Second Variation, Euler-Lagrange PDE systems, and higher-order conservation laws.

Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

Equations of motion for constrained systems

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Holographic isotropization linearized

The holographic isotropization of a highly anisotropic, homogeneous, strongly coupled, non-Abelian plasma was simplified in ref. [1] by linearizing Einstein"s equations around the final, equilibrium state. This approximation reproduces the expectation value of the boundary stress tensor with a 20% accuracy. Here we elaborate on these results and extend them to observables that are directly sensitive to the bulk interior, focusing for simplicity on the entropy production on the event horizon. We also consider next-to-leading-order corrections and show that the leading terms alone provide a better description of the isotropization process for the states that are furthest from equilibrium.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Approximate Approximations and a Boundary Point Method for the Linearized Stokes System

The method of approximate approximations, introduced by Maz'ya [1], can also be used for the numerical solution of boundary integral equations. In this case, the matrix of the resulting algebraic system to compute an approximate source density depends only on the position of a finite number of boundary points and on the direction of the normal vector in these points (Boundary Point Method). We investigate this approach for the Stokes problem in the whole space and for the Stokes boundary value problem in a bounded convex domain G subset R^2, where the second part consists of three steps: In a first step the unknown potential density is replaced by a linear combination of exponentially decreasing basis functions concentrated near the boundary points. In a second step, integration over the boundary partial G is replaced by integration over the tangents at the boundary points such that even analytical expressions for the potential approximations can be obtained. In a third step, finally, the linear algebraic system is solved to determine an approximate density function and the resulting solution of the Stokes boundary value problem. Even not convergent the method leads to an efficient approximation of the form O(h^2) + epsilon, where epsilon can be chosen arbitrarily small.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Correlations between two sets of angular relation equations

It is shown here that the angular relation equations between direct and reciprocal vectors are very similar to the angular relation equations in Euler's theorem. These two sets of equations are usually treated separately as unrelated equations in different fields. In this careful study, the connection between the two sets of angular equations is revealed by considering the cosine rule for the spherical triangle. It is found that understanding of the correlation is hindered by the facts that the same variables are defined differently and different symbols are used to represent them in the two fields. Understanding the connection between different concepts is not only stimulating and beneficial, but also a fundamental tool in innovation and research, and has historical significance. The background of the work presented here contains elements of many scientific disciplines. This work illustrates the common ground of two theories usually considered separately and is therefore of benefit not only for its own sake but also to illustrate a general principle that a theory relevant to one discipline can often be used in another. The paper works with chemistry related concepts using mathematical methodologies unfamiliar to the usual audience of mainstream experimental and theoretical chemists.

De solutione problematum diophanteorum per números integros : o primeiro trabalho de Euler sobre equações diofantinas

The present dissertation analyses Leonhard Euler´s early mathematical work as Diophantine Equations, De solutione problematum diophanteorum per números íntegros (On the solution of Diophantine problems in integers). It was published in 1738, although it had been presented to the St Petersburg Academy of Science five years earlier. Euler solves the problem of making the general second degree expression a perfect square, i.e., he seeks the whole number solutions to the equation ax2+bx+c = y2. For this purpose, he shows how to generate new solutions from those already obtained. Accordingly, he makes a succession of substitutions equating terms and eliminating variables until the problem reduces to finding the solution of the Pell Equation. Euler erroneously assigns this type of equation to Pell. He also makes a number of restrictions to the equation ax2+bx+c = y and works on several subthemes, from incomplete equations to polygonal numbers

Notes on Newton-Euler formulation of robotic manipulators

The equations corresponding to Newton-Euler iterative method for the determination of forces and moments acting on the rigid links of a robotic manipulator are given a new treatment using composed vectors for the representation of both kinematical and dynamical quantities. It is shown that Lagrange equations for the motion of a holonomic system are easily found from the composed vectors defined in this note. Application to a simple model of an industrial robot shows that the method developed in these notes is efficient in solving the dynamics of a robotic manipulator. An example is developed, where it is seen that with the application of appropriate control moments applied to each arm of the robot, starting from a given initial position, it is possible to reach equilibrium in a final pre-assigned position.

Note on linearized new massive gravity in arbitrary dimensions

By means of a triple master action we deduce here a linearized version of the new massive gravity (NMG) in arbitrary dimensions. The theory contains a 4th-order and a 2nd-order term in derivatives. The 4th-order term is invariant under a generalized Weyl symmetry. The action is formulated in terms of a traceless ημνΩμνρ=0 mixed symmetry tensor Ωμνρ=-Ωμρν and corresponds to the massive Fierz-Pauli action with the replacement e μν=∂ρΩμνρ. The linearized 3D and 4D NMG theories are recovered via the invertible maps Ωμνρ=Ïμνρβhβμ and Ωμνρ=ÏμνργδT [γδ]μ respectively. The properties h μν=hνμ and T[[γδ]μ]= 0 follow from the traceless restriction. The equations of motion of the linearized NMG theory can be written as zero curvature conditions ∂νTρμ-∂ρT νμ=0 in arbitrary dimensions. © 2013 American Physical Society.