Hopf Bifurcations in a Watt Governor with a Spring

This paper pursues the study carried out in [ 10], focusing on the codimension one Hopf bifurcations in the hexagonal Watt governor system. Here are studied Hopf bifurcations of codimensions two, three and four and the pertinent Lyapunov stability coefficients and bifurcation diagrams. This allows to determine the number, types and positions of bifurcating small amplitude periodic orbits. As a consequence it is found an open region in the parameter space where two attracting periodic orbits coexist with an attracting equilibrium point.

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study

Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships. The Örst reduces parameter space by imposing long-term restrictions on the behavior of economic variables as discussed by the literature on cointegration, and the second reduces parameter space by imposing short-term restrictions as discussed by the literature on serial-correlation common features (SCCF). Our simulations cover three important issues on model building, estimation, and forecasting. First, we examine the performance of standard and modiÖed information criteria in choosing lag length for cointegrated VARs with SCCF restrictions. Second, we provide a comparison of forecasting accuracy of Ötted VARs when only cointegration restrictions are imposed and when cointegration and SCCF restrictions are jointly imposed. Third, we propose a new estimation algorithm where short- and long-term restrictions interact to estimate the cointegrating and the cofeature spaces respectively. We have three basic results. First, ignoring SCCF restrictions has a high cost in terms of model selection, because standard information criteria chooses too frequently inconsistent models, with too small a lag length. Criteria selecting lag and rank simultaneously have a superior performance in this case. Second, this translates into a superior forecasting performance of the restricted VECM over the VECM, with important improvements in forecasting accuracy ñreaching more than 100% in extreme cases. Third, the new algorithm proposed here fares very well in terms of parameter estimation, even when we consider the estimation of long-term parameters, opening up the discussion of joint estimation of short- and long-term parameters in VAR models.

Nonautonomous difference equations with applications

This work is divided in two parts. In the first part we develop the theory of discrete nonautonomous dynamical systems. In particular, we investigate skew-product dynamical system, periodicity, stability, center manifold, and bifurcation. In the second part we present some concrete models that are used in ecology/biology and economics. In addition to developing the mathematical theory of these models, we use simulations to construct graphs that illustrate and describe the dynamics of the models. One of the main contributions of this dissertation is the study of the stability of some concrete nonlinear maps using the center manifold theory. Moreover, the second contribution is the study of bifurcation, and in particular the construction of bifurcation diagrams in the parameter space of the autonomous Ricker competition model. Since the dynamics of the Ricker competition model is similar to the logistic competition model, we believe that there exists a certain class of two-dimensional maps with which we can generalize our results. Finally, using the Brouwer’s fixed point theorem and the construction of a compact invariant and convex subset of the space, we present a proof of the existence of a positive periodic solution of the nonautonomous Ricker competition model.

The possibility of primordial black hole direct detection

This thesis explores the possibility of directly detecting blackbody emission from Primordial Black Holes (PBHs). A PBH might form when a cosmological density uctuation with wavenumber k, that was once stretched to scales much larger than the Hubble radius during ination, reenters inside the Hubble radius at some later epoch. By modeling these uctuations with a running{tilt power{law spectrum (n(k) = n0 + a1(k)n1 + a2(k)n2 + a3(k)n3; n0 = 0:951; n1 = ????0:055; n2 and n3 unknown) each pair (n2,n3) gives a di erent n(k) curve with a maximum value (n+) located at some instant (t+). The (n+,t+) parameter space [(1:20,10????23 s) to (2:00,109 s)] has t+ = 10????23 s{109 s and n+ = 1:20{2:00 in order to encompass the formation of PBHs in the mass range 1015 g{1010M (from the ones exploding at present to the most massive known). It was evenly sampled: n+ every 0.02; t+ every order of magnitude. We thus have 41 33 = 1353 di erent cases. However, 820 of these ( 61%) are excluded (because they would provide a PBH population large enough to close the Universe) and we are left with 533 cases for further study. Although only sub{stellar PBHs ( 1M ) are hot enough to be detected at large distances we studied PBHs with 1015 g{1010M and determined how many might have formed and still exist in the Universe. Thus, for each of the 533 (n+,t+) pairs we determined the fraction of the Universe going into PBHs at each epoch ( ), the PBH density parameter (PBH), the PBH number density (nPBH), the total number of PBHs in the Universe (N), and the distance to the nearest one (d). As a rst result, 14% of these (72 cases) give, at least, one PBH within the observable Universe, one{third being sub{stellar and the remaining evenly spliting into stellar, intermediate mass and supermassive. Secondly, we found that the nearest stellar mass PBH might be at 32 pc, while the nearest intermediate mass and supermassive PBHs might be 100 and 1000 times farther, respectively. Finally, for 6% of the cases (four in 72) we might have substellar mass PBHs within 1 pc. One of these cases implies a population of 105 PBHs, with a mass of 1018 g(similar to Halley's comet), within the Oort cloud, which means that the nearest PBH might be as close as 103 AU. Such a PBH could be directly detected with a probability of 10????21 (cf. 10????32 for low{energy neutrinos). We speculate in this possibility.

Stability of multistep second derivative methods for integro-differential equations

The stability of multistep second derivative methods for integro-differential equations is examined through a test equation which allows for the construction of the associated characteristic polynomial and its region of stability (roots in the unit circle) at a proper parameter space. (c) 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

DEGENERATE HOPF BIFURCATIONS IN CHUA'S SYSTEM

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

PERIODIC PERTURBATION of QUADRATIC SYSTEMS WITH TWO INFINITE HETEROCLINIC CYCLES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bifurcation Analysis of a Van der Pol-Duffing Circuit with Parallel Resistor

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Effective action for QED with fermion self-interaction in D=2 and D=3 dimensions

In this work we discuss the effect of the quartic fermion self-interaction of Thirring type in QED in D=2 and D=3 dimensions. This is done through the computation of the effective action up to quadratic terms in the photon field. We analyze the corresponding nonlocal photon propagators nonperturbatively in k/m, where k is the photon momentum and m the fermion mass. The poles of the propagators were determined numerically by using the MATHEMATICA software. In D=2 there is always a massless pole whereas for strong enough Thirring coupling a massive pole may appear. For D=3 there are three regions in parameter space. We may have one or two massive poles or even no pole at all. The interquark static potential is computed analytically in D=2. We notice that the Thirring interaction contributes with a screening term to the confining linear potential of massive two-dimensional QED (QED(2)). In D=3 the static potential must be calculated numerically. The screening nature of the massive QED(3) prevails at any distance, indicating that this is a universal feature of D=3 electromagnetic interaction. Our results become exact for an infinite number of fermion flavors.

Probing neutrino mass with displaced vertices at the Fermilab Tevatron

Supersymmetric extensions of the standard model exhibiting bilinear R-parity violation can generate naturally the observed neutrino mass spectrum as well as mixings. One interesting feature of these scenarios is that the lightest supersymmetric particle (LSP) is unstable, with several of its decay properties predicted in terms of neutrino mixing angles. A smoking gun of this model in colliders is the presence of displaced vertices due to LSP decays in large parts of the parameter space. In this work we focus on the simplest model of this type that comes from minimal supergravity with universal R-parity conserving soft breaking of supersymmetry augmented with bilinear R-parity breaking terms at the electroweak scale (RmSUGRA). We evaluate the potential of the Fermilab Tevatron to probe the RmSUGRA parameters through the analysis of events possessing two displaced vertices stemming from LSP decays. We show that requiring two displaced vertices in the events leads to a reach in m(1/2) twice the one in the usual multilepton signals in a large fraction of the parameter space.

Probing bilinear R-parity violating supergravity at the LHC

We study the collider phenomenology of bilinear R-parity violating supergravity, the simplest effective model for supersymmetric neutrino masses accounting for the current neutrino oscillation data. At the CERN Large Hadron Collider the center-of-mass energy will be high enough to probe directly these models through the search for the superpartners of the Standard Model (SM) particles. We analyze the impact of R-parity violation on the canonical supersymmetry searches-that is, we examine how the decay of the lightest supersymmetric particle (LSP) via bilinear R-parity violating interactions degrades the average expected missing momentum of the reactions and show how this diminishes the reach in the usual channels for supersymmetry searches. However, the R-parity violating interactions lead to an enhancement of the final states containing isolated same-sign di-leptons and trileptons, compensating the reach loss in the fully inclusive channel. We show how the searches for displaced vertices associated to LSP decay substantially increase the coverage in supergravity parameter space, giving the corresponding reaches for two reference luminosities of 10 and 100 fb(-1) and compare with those of the R-parity conserving minimal supergravity model.

Finding the Higgs boson through supersymmetry

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

CERN LHC signals for a neutrino mass model with bilinear R-parity violating minimal anomaly mediated supersymmetry

We investigate a neutrino mass model in which the neutrino data is accounted for by bilinear R-parity violating supersymmetry with anomaly mediated supersymmetry breaking. We focus on the CERN Large Hadron Collider (LHC) phenomenology, studying the reach of generic supersymmetry search channels with leptons, missing energy and jets. A special feature of this model is the existence of long-lived neutralinos and charginos which decay inside the detector leading to detached vertices. We demonstrate that the largest reach is obtained in the displaced vertices channel and that practically all of the reasonable parameter space will be covered with an integrated luminosity of 10 fb(-1). We also compare the displaced vertex reaches of the LHC and Tevatron.

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

Age constraints and fine tuning in variable-mass particle models

VAMP (variable-mass particle) scenarios, in which the mass of the cold dark matter particles is a function of the scalar field responsible for the present acceleration of the Universe, have been proposed as a solution to the cosmic coincidence problem, since in the attractor regime both dark energy and dark matter scale in the same way. We find that only a narrow region in parameter space leads to models with viable values for the Hubble constant and dark energy density today. In the allowed region, the dark energy density starts to dominate around the present epoch and consequently such models cannot solve the coincidence problem. We show that the age of the Universe in this scenario is considerably higher than the age for noncoupled dark energy models, and conclude that more precise independent measurements of the age of the Universe would be useful in distinguishing between coupled and noncoupled dark energy models.