published_or_final_version / Mathematics / Master / Master of Philosophy

Thesis (M. Phil.)--University of Hong Kong, 1998. / Includes bibliographical references (leaves 89-91).

- / -

Submitted by RUBENS PAZIM CARNEVAROLLO JUNIOR null (pazim@ufmt.br) on 2016-09-06T21:16:47Z No. of bitstreams: 1 Tese_Pazim_Buzzi.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) / Approved for entry into archive by Juliano Benedito Ferreira (julianoferreira@reitoria.unesp.br) on 2016-09-09T19:56:44Z (GMT) No. of bitstreams: 1 carnevarollojunior_rp_dr_sjrp.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) / Made available in DSpace on 2016-09-09T19:56:44Z (GMT). No. of bitstreams: 1 carnevarollojunior_rp_dr_sjrp.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) Previous issue date: 2016-08-26 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Este trabalho está relacionado ao estudo de bifurcações e órbitas periódicas de sistemas diferenciais suaves por partes planares em duas e três zonas. Em sistemas com duas zonas, estamos interessados em encontrar uma fronteira de separação para um dado par de sistemas suaves de tal modo que o sistema descontínuo, formado pelo par de sistemas suaves, tem um contínuo de órbitas periódicas. Neste caso, denominamos a fronteira de separação como Fronteira de Centros. Para os sistemas com três zonas, consideramos sistemas lineares por partes contínuo, em que a zona central é degenerada e na qual o determinante da parte linear é nulo. Ao mover um parâmetro específico, detectamos algumas bifurcações até então desconhecidas, exibindo transição de salto nos pontos de equilíbrios e o aparecimento de ciclos limites. Em particular, introduzimos a bifurcação Bainha de Espada, caracterizada pelo nascimento de um ciclo limite de um contínuo de pontos de equilíbrios. / This work is related to the study of bifurcations and periodic orbits in planar piecewise smooth differential systems with two and three zones. In the systems with two zones, we are interested in finding a separation boundary for a given pair of smooth systems in such a way that the discontinuous system, formed by the pair of smooth systems, has a continuum of periodic orbits. In this case we call the separation boundary as a Center Boundary. For the systems with three zones, we consider continuous piecewise linear systems where the central one is degenerate, that is, the determinant of its linear part vanishes. By moving one special parameter, we detect some new bifurcations exhibiting jump transitions both in the equilibrium location and in the appearance of limit cycles. In particular, we introduce the Scabbard Bifurcation, characterized by the birth of a limit cycle from a continuum of equilibrium points. / CAPES/DS: 33004153071P0 / CAPES/PDSE: 7038/2014-03

Ce travail se propose d'étudier deux problèmes complémentaires concernant des systèmes différentiels à coefficients aléatoires étudiés au moyen de simulations de Monte Carlo. Le premier problème consiste à calculer la loi à un instant t* de la solution d'une équation différentielle à coefficients aléatoires. Comme on ne peut pas, en général, exprimer cette loi de probabilité au moyen d'une fonction connue, il est nécessaire d'avoir recours à une approche par simulation pour se faire une idée de cette loi. Mais cette approche ne peut pas toujours être utilisée à cause du phénomène d'explosion des solutions en temps fini. Ce problème peut être surmonté grâce à une compactification de l'ensemble des solutions. Une approximation de la loi au moyen d'un développement de chaos polynomial fournit un outil d'étude alternatif. La deuxième partie considère le problème d'estimer les coefficients d'un système différentiel quand une trajectoire du système est connue en un petit nombre d'instants. On utilise pour cela une méthode de Monté Carlo très simple, la méthode de rejet, qui ne fournit pas directement une estimation ponctuelle des coefficients mais plutôt un ensemble de valeurs compatibles avec les données. L'examen des propriétés de cette méthode permet de comprendre non seulement comment choisir les différents paramètres de la méthode mais aussi d'introduire quelques options plus efficaces. Celles-ci incluent une nouvelle méthode, que nous appelons la méthode de rejet séquentiel, ainsi que deux méthodes classiques, la méthode de Monte-Carlo par chaînes de Markov et la méthode de Monte-Carlo séquentielle dont nous examinons les performances sur différents exemples. / This work addresses two complementary problems when studying differential systems with random coefficients using a simulation approach. In the first part, we look at the problem of computing the law of the solution at time t* of a differential equation with random coefficients. It is shown that even in simplest cases, one will usually obtain a random variable where the pdf cannot be computed explicitly, and for which we need to rely on Monte Carlo simulation. As this simulation may not always be possible due to the explosion of the solution, several workarounds are presented. This includes displaying the histogram on a compact manifold using two charts and approximating the distribution using a polynomial chaos expansion. The second part considers the problem of estimating the coefficients in a system of differential equations when a trajectory of the system is known at a set of times. To do this, we use a simple Monte Carlo sampling method, known as the rejection sampling algorithm. Unlike deterministic methods, it does not provide a point estimate of the coefficients directly, but rather a collection of values that “fits” the known data well. An examination of the properties of the method allows us not only to better understand how to choose the different parameters when implementing the method, but also to introduce more efficient methods. This includes a new approach which we call sequential rejection sampling and methods based on the Markov Chain Monte Carlo and Sequential Monte Carlo algorithms. Several examples are presented to illustrate the performance of all these methods.

In this thesis, we study the Filippov moments solution for differential equations with discontinuous right-hand side. In particular, our aim is to define a suitable Filippov sliding vector field on a co-dimension $2$ manifold $\Sigma$, intersection of two co-dimension $1$ manifolds with linearly independent normals, and then to study the dynamics provided by this selection. More specifically, we devote Chapter 1 to motivate our interest in this subject, presenting several problems from control theory, non-smooth dynamics, vehicle motion and neural networks. We then introduce the co-dimension $1$ case and basic notations, from which we set up, in the most general context, our specific problem. In Chapter 2 we propose and compare several approaches in selecting a Filippov sliding vector field for the particular case of $\Sigma$ nodally attractive: amongst these proposals, in Chapter 3 we focus on what we called \emph{moments solution}, that is the main and novel mathematical object presented and studied in this thesis. There, we extend the validity of the moments solution to $\Sigma$ attractive under general sliding conditions, proving interesting results about the smoothness of the Filippov sliding vector field on $\Sigma$, tangential exit at first-order exit points, uniqueness at potential exit points among all other admissible solutions. In Chapter 4 we propose a completely new and different perspective from which one can look at the problem: we study minimum variation solutions for Filippov sliding vector fields in $\R^{3}$, taking advantage of the relatively easy form of the Euler-Lagrange equation provided by the analysis, and of the orbital equivalence that we have in the eventuality $\Sigma$ does not have any equilibrium points on it; we further remove this assumption and extend our results. In Chapter 5 examples and numerical implementations are given, with which we corroborate our theoretical results and show that selecting a Filippov sliding vector field on $\Sigma$ without the required properties of smoothness and exit at first-order exit points ends up dynamics that make no sense, developing undesirable singularities. Finally, Chapter 6 presents an extension of the moments method to co-dimension $3$ and higher: this is the first result which provides a unique admissible solution for this problem.

Dans ce travail, nous nous intéressons aux problèmes relatifs aux polylogarithmes et aux sommes harmoniques pris en les multiindices négatifs(au sens large, appelés dans la suite non-positifs) et en les indices mixtes. Notre étude donnera des résultats généraux sur ces objets en relation avec les algèbres de Hopf. Les techniques utilisées sont basées sur la combinatoire des séries formelles non commutatives, formes linéaires sur l’algèbre de Hopf de φ−Shuffle. Notre travail donnera aussi un processus global pour renormaliser les polyzetâs divergents. Enfin, nous appliquerons les structures mises en évidence aux systèmes dynamiques non linéaires avec entrées singulières. / In this memoir are studied the polylogarithms and the harmonic sums at non-positive (i.e. weakly negative) multi-indices. General results about these objects in relation with Hopf algebras are provided. The technics exploited here are based on the combinatorics of non commmutative generating series relative to the Hopf φ−Shuffle algebra. Our work will also propose a global process to renormalize divergent polyzetas. Finally, we will apply these ideas to non-linear dynamical systems with singular inputs.

The center-focus and isochronicity problems are two classic problem in the qualitative theory of ordinary differential equations (ODEs). Although such problems have been studied during more than hundred years a complete understanding of them is far from be reached. Recently the computational algebra tools have been contributing significantly with the development of such problems. The aim of this thesis is to contribute with the studies of the center-focus and isochronicity problem. Using computational algebra tools we find conditions for the existence of two simultaneous centers for a family of quintic systems possessing symmetry. The studies of the simultaneous existence of two centers in differential systems is known as the bi-center problem. We investigate conditions for the isochronicity of centers for families of cubic and quintic systems and we study its global behaviour in the Poincaré disk. Finally, we study the existence of invariant surfaces and first integrals in a family of 3-dimensional systems. Such family is known as the May-Leonard asymmetric system and it appears in modelling, for instance it is a model for the competition of three species. / Os problemas do foco-centro e da isocronicidade são dois problemas clássicos da teoria qualitativa das equações diferenciais ordinárias (EDOs). Apesar de tais problemas serem investigados a mais de cem anos ainda pouco se sabe sobre eles. Recentemente o uso e desenvolvimento de ferramentas algebro-computacionais tem contribuído significativamente em seu avanço. O objetivo desta tese é colaborar com o estudo do problema do foco-centro e da isocronicidade. Utilizando ferramentas algebro-computacionais encontramos condições para a existência simultânea de dois centros em famílias de sistemas diferenciais quínticos com simetria. O estudo sobre a existência simultânea de dois centros é também conhecido como problema do bi-centro. Investigamos condições para a isocronicidade de centros para famílias de sistemas cubicos e quínticos e estudamos o comportamento global de suas órbitas no disco de Poincaré. Finalmente, tratamos da existência de superfícies invariantes e integrais primeiras para uma familia de sistemas 3-dimensionais encontrado entre outras situações na modelagem da competição entre três espécies e conhecido como sistema de May-Leonard.

The center-focus and isochronicity problems are two classic problem in the qualitative theory of ordinary differential equations (ODEs). Although such problems have been studied during more than hundred years a complete understanding of them is far from be reached. Recently the computational algebra tools have been contributing significantly with the development of such problems. The aim of this thesis is to contribute with the studies of the center-focus and isochronicity problem. Using computational algebra tools we find conditions for the existence of two simultaneous centers for a family of quintic systems possessing symmetry. The studies of the simultaneous existence of two centers in differential systems is known as the bi-center problem. We investigate conditions for the isochronicity of centers for families of cubic and quintic systems and we study its global behaviour in the Poincaré disk. Finally, we study the existence of invariant surfaces and first integrals in a family of 3-dimensional systems. Such family is known as the May-Leonard asymmetric system and it appears in modelling, for instance it is a model for the competition of three species. / Os problemas do foco-centro e da isocronicidade são dois problemas clássicos da teoria qualitativa das equações diferenciais ordinárias (EDOs). Apesar de tais problemas serem investigados a mais de cem anos ainda pouco se sabe sobre eles. Recentemente o uso e desenvolvimento de ferramentas algebro-computacionais tem contribuído significativamente em seu avanço. O objetivo desta tese é colaborar com o estudo do problema do foco-centro e da isocronicidade. Utilizando ferramentas algebro-computacionais encontramos condições para a existência simultânea de dois centros em famílias de sistemas diferenciais quínticos com simetria. O estudo sobre a existência simultânea de dois centros é também conhecido como problema do bi-centro. Investigamos condições para a isocronicidade de centros para famílias de sistemas cubicos e quínticos e estudamos o comportamento global de suas órbitas no disco de Poincaré. Finalmente, tratamos da existência de superfícies invariantes e integrais primeiras para uma familia de sistemas 3-dimensionais encontrado entre outras situações na modelagem da competição entre três espécies e conhecido como sistema de May-Leonard.

In the first part of this thesis the spectrum of a matrix operator is determined. For this the coefficients of the matrix operator are assumed to satisfy rather general properties which combine smoothness and decay. With this the asymptotics of the eigenfunctions can be determined. This in turn leads to properties of the spectra with the aid of the M-matrix. In the second part it will be shown that if a discrete canonical system has absolutely continuous spectrum of a certain multiplicity, then there is a corresponding number of linearly independent solutions y which are bounded in a weak sense.