Spatial discretization of discrete dynamical systems

Investigates what can go wrong when dynamical systems are modelled with a computer. Number theoretic techniques were used to detail the effects "discretization" errors caused by computer round-off had on characteristics of a system. In particular, a relationship was established between the occurrence of long cycles in a system and the classical result known as Artin's conjecture. Algorithms were then developed which eliminated discretization errors.

Interface de cálculo modal e visualização para estruturas flexíveis tipo Euler-Bernoulli

Neste trabalho, foram analisadas, implementadas e mostradas as características de uma interface com estrutura de programação genérica para o ambiente Windows, criando facilidades de rapidez, confiabilidade e a apresentação de resultados aos usuários do sistema matemático Maple na criação e uso de aplicações matemáticas. A interface utilizou como modelo de implementação cálculos modais de vigas clássicas de Euler-Bernoulli. O usuário encontra, em um único sistema, cálculo para vigas clássicas, terá uma entrada de dados facilitada de variáveis que serão substituídas automaticamente no programa fonte da viga e a geração de resultados em um ambiente amigável com dados e gráficos mostrados de forma organizados.

On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

A equação de Euler e a IS: estimações para o Brasil

Neste artigo estudamos a relação entre a taxa de juros e o hiato do produto no Brasil através da estimação de modelos Novo-Keynesianos. Para tanto, estimamos os modelos por três métodos: (1) método generalizados dos momentos, (2) máxima verossimilhança utilizando dados de expectativa divulgados pelo Banco Central do Brasil e (3) máxima verossimilhança utilizando variáveis de expectativa estimadas por um modelo VAR. As conclusões são altamente dependentes do método de estimação. Ao utilizar (1), os resultados indicam uma relação espúria entre a taxa de juros real e o hiato. Entretanto, as conclusões originadas de (2) indicam que somente o hiato defasado seria uma variável relevante para a nossa especificação. Ao estimar o modelo por (3), as estimativas corroboram os resultados obtidos com o método generalizados dos momentos.

A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

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

Euler e os números pentagonais

The present investigation includes a study of Leonhard Euler and the pentagonal numbers is his article Mirabilibus Proprietatibus Numerorum Pentagonalium - E524. After a brief review of the life and work of Euler, we analyze the mathematical concepts covered in that article as well as its historical context. For this purpose, we explain the concept of figurate numbers, showing its mode of generation, as well as its geometric and algebraic representations. Then, we present a brief history of the search for the Eulerian pentagonal number theorem, based on his correspondence on the subject with Daniel Bernoulli, Nikolaus Bernoulli, Christian Goldbach and Jean Le Rond d'Alembert. At first, Euler states the theorem, but admits that he doesn t know to prove it. Finally, in a letter to Goldbach in 1750, he presents a demonstration, which is published in E541, along with an alternative proof. The expansion of the concept of pentagonal number is then explained and justified by compare the geometric and algebraic representations of the new pentagonal numbers pentagonal numbers with those of traditional pentagonal numbers. Then we explain to the pentagonal number theorem, that is, the fact that the infinite product(1 x)(1 xx)(1 x3)(1 x4)(1 x5)(1 x6)(1 x7)... is equal to the infinite series 1 x1 x2+x5+x7 x12 x15+x22+x26 ..., where the exponents are given by the pentagonal numbers (expanded) and the sign is determined by whether as more or less as the exponent is pentagonal number (traditional or expanded). We also mention that Euler relates the pentagonal number theorem to other parts of mathematics, such as the concept of partitions, generating functions, the theory of infinite products and the sum of divisors. We end with an explanation of Euler s demonstration pentagonal number theorem

Os artigos de Euler sobre os números amigáveis

Among the many methodological resources that the mathematics teacher can use in the classroom, we can cite the History of Mathematics which has contributed to the development of activities that promotes students curiosity about mathematics and its history. In this regard, the present dissertation aims to translate and analyze, mathematically and historically, the three works of Euler about amicable numbers that were writed during the Eighteenth century with the same title: De numeris amicabilibus. These works, despite being written in 1747 when Euler lived in Berlin, were published in different times and places. The first, published in 1747 in Nova Acta Eruditorum and which received the number E100 in the Eneström index, summarizes the historical context of amicable numbers, mentions the formula 2nxy & 2nz used by his precursors and presents a table containing thirty pairs of amicable numbers. The second work, E152, was published in 1750 in Opuscula varii argument. It is the result of a comprehensive review of Euler s research on amicable numbers which resulted in a catalog containing 61 pairs, a quantity which had never been achieved by any mathematician before Euler. Finally, the third work, E798, which was published in 1849 at the Opera postuma, was probably the first among the three works, to be written by Euler

Assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems

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

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.

Unscented Kalman Filter Applied to the Spacecraft Attitude Estimation with Euler Angles

The aim of this work is to test an algorithm to estimate, in real time, the attitude of an artificial satellite using real data supplied by attitude sensors that are on board of the CBERS-2 satellite (China Brazil Earth Resources Satellite). The real-time estimator used in this work for attitude determination is the Unscented Kalman Filter. This filter is a new alternative to the extended Kalman filter usually applied to the estimation and control problems of attitude and orbit. This algorithm is capable of carrying out estimation of the states of nonlinear systems, without the necessity of linearization of the nonlinear functions present in the model. This estimation is possible due to a transformation that generates a set of vectors that, suffering a nonlinear transformation, preserves the same mean and covariance of the random variables before the transformation. The performance will be evaluated and analyzed through the comparison between the Unscented Kalman filter and the extended Kalman filter results, by using real onboard data.

A relação de Euler para poliedros

In this paper we analyze the Euler Relation generally using as a means to visualize the fundamental idea presented manipulation of concrete materials, so that there is greater ease of understanding of the content, expanding learning for secondary students and even fundamental. The study is an introduction to the topic and leads the reader to understand that the notorious Euler Relation if inadequately presented, is not sufficient to establish the existence of a polyhedron. For analyzing some examples, the text inserts the idea of doubt, showing cases where it is not fit enough numbers to validate the Euler Relation. The research also highlights a theorem certainly unfamiliar to many students and teachers to research the polyhedra, presenting some very simple inequalities relating the amounts of edges, vertices and faces of any convex polyhedron, which clearly specifies the conditions and sufficient necessary for us to see, without the need of viewing the existence of the solid screen. And so we can see various polyhedra and facilitate understanding of what we are exposed, we will use Geogebra, dynamic application that combines mathematical concepts of algebra and geometry and can be found through the link http://www.geogebra.org

Simulation results and applications of an advection bounded scheme to practical flows

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