Problems for P-Monge-Ampere Equations

2010 Mathematics Subject Classification: 35A23, 35B51, 35J96, 35P30, 47J20, 52A40.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Einstein-like geometric structures on surfaces

An AH (affine hypersurface) structure is a pair comprising a projective equivalence class of torsion-free connections and a conformal structure satisfying a compatibility condition which is automatic in two dimensions. They generalize Weyl structures, and a pair of AH structures is induced on a co-oriented non-degenerate immersed hypersurface in flat affine space. The author has defined for AH structures Einstein equations, which specialize on the one hand to the usual Einstein Weyl equations and, on the other hand, to the equations for affine hyperspheres. Here these equations are solved for Riemannian signature AH structures on compact orientable surfaces, the deformation spaces of solutions are described, and some aspects of the geometry of these structures are related. Every such structure is either Einstein Weyl (in the sense defined for surfaces by Calderbank) or is determined by a pair comprising a conformal structure and a cubic holomorphic differential, and so by a convex flat real projective structure. In the latter case it can be identified with a solution of the Abelian vortex equations on an appropriate power of the canonical bundle. On the cone over a surface of genus at least two carrying an Einstein AH structure there are Monge-Amp`ere metrics of Lorentzian and Riemannian signature and a Riemannian Einstein K"ahler affine metric. A mean curvature zero spacelike immersed Lagrangian submanifold of a para-K"ahler four-manifold with constant para-holomorphic sectional curvature inherits an Einstein AH structure, and this is used to deduce some restrictions on such immersions.

Simulations magnétohydrodynamiques en régime idéal

Cette thèse s’intéresse à la modélisation magnétohydrodynamique des écoulements de fluides conducteurs d’électricité multi-échelles en mettant l’emphase sur deux applications particulières de la physique solaire: la modélisation des mécanismes des variations de l’irradiance via la simulation de la dynamo globale et la reconnexion magnétique. Les variations de l’irradiance sur les périodes des jours, des mois et du cycle solaire de 11 ans sont très bien expliquées par le passage des régions actives à la surface du Soleil. Cependant, l’origine ultime des variations se déroulant sur les périodes décadales et multi-décadales demeure un sujet controversé. En particulier, une certaine école de pensée affirme qu’une partie de ces variations à long-terme doit provenir d’une modulation de la structure thermodynamique globale de l’étoile, et que les seuls effets de surface sont incapables d’expliquer la totalité des fluctuations. Nous présentons une simulation globale de la convection solaire produisant un cycle magnétique similaire en plusieurs aspects à celui du Soleil, dans laquelle le flux thermique convectif varie en phase avec l’ ́energie magnétique. La corrélation positive entre le flux convectif et l’énergie magnétique supporte donc l’idée qu’une modulation de la structure thermodynamique puisse contribuer aux variations à long-terme de l’irradiance. Nous analysons cette simulation dans le but d’identifier le mécanisme physique responsable de la corrélation en question et pour prédire de potentiels effets observationnels résultant de la modulation structurelle. La reconnexion magnétique est au coeur du mécanisme de plusieurs phénomènes de la physique solaire dont les éruptions et les éjections de masse, et pourrait expliquer les températures extrêmes caractérisant la couronne. Une correction aux trajectoires du schéma semi-Lagrangien classique est présentée, qui est basée sur la solution à une équation aux dérivées partielles nonlinéaire du second ordre: l’équation de Monge-Ampère. Celle-ci prévient l’intersection des trajectoires et assure la stabilité numérique des simulations de reconnexion magnétique pour un cas de magnéto-fluide relaxant vers un état d’équilibre.

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.

Maximum Principle and Its Application for the Time-Fractional Diffusion Equations

MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

On Fuzzy Implication Classes - Towards Extensions of Fuzzy Rule-Based Systems

Atualmente, há diferentes definições de implicações fuzzy aceitas na literatura. Do ponto de vista teórico, esta falta de consenso demonstra que há discordâncias sobre o real significado de "implicação lógica" nos contextos Booleano e fuzzy. Do ponto de vista prático, isso gera dúvidas a respeito de quais "operadores de implicação" os engenheiros de software devem considerar para implementar um Sistema Baseado em Regras Fuzzy (SBRF). Uma escolha ruim destes operadores pode implicar em SBRF's com menor acurácia e menos apropriados aos seus domínios de aplicação. Uma forma de contornar esta situação e conhecer melhor os conectivos lógicos fuzzy. Para isso se faz necessário saber quais propriedades tais conectivos podem satisfazer. Portanto, a m de corroborar com o significado de implicação fuzzy e corroborar com a implementação de SBRF's mais apropriados, várias leis Booleanas têm sido generalizadas e estudadas como equações ou inequações nas lógicas fuzzy. Tais generalizações são chamadas de leis Boolean-like e elas não são comumente válidas em qualquer semântica fuzzy. Neste cenário, esta dissertação apresenta uma investigação sobre as condições suficientes e necessárias nas quais três leis Booleanlike like — y ≤ I(x, y), I(x, I(y, x)) = 1 e I(x, I(y, z)) = I(I(x, y), I(x, z)) — se mantém válidas no contexto fuzzy, considerando seis classes de implicações fuzzy e implicações geradas por automorfismos. Além disso, ainda no intuito de implementar SBRF's mais apropriados, propomos uma extensão para os mesmos

Formulação lagrangiana para sistemas dissipativos através do cálculo fracionário

Neste trabalho, generalizamos o Princípio da Mínima Ação proposto por Riewe para sistemas não conservativos, contendo forças dissipativas lineares dependentes de derivadas temporais de qualquer ordem. A Ação generalizada é construída a partir de funções Lagrangianas dependentes de derivadas de ordem inteira e fracionária. Diferente de outras formulações, o uso de derivadas fracionárias permite a construção de Lagrangianas físicas para sistemas não conservativos. Uma Lagrangiana é dita física se fornece relações fisicamente consistentes para o momentum e o Hamiltoniano do sistema. Neste Princípio da Mínima Ação generalizado, as equações de movimento são obtidas a partir da equação de Euler-Lagrange e, tomando-se o limite indo à zero para o intervalo de tempo definindo a Ação. Finalmente, como exemplo de aplicação, formulamos pela primeira vez uma Lagrangiana física para o problema da carga pontual acelerada.

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Modeling of non-isothermalvapor membrane separation with thermodynamic models and generalized mass transfer equations

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.