Made available in DSpace on 2014-06-11T19:25:32Z (GMT). No. of bitstreams: 0 Previous issue date: 2004-02-19Bitstream added on 2014-06-13T20:53:33Z : No. of bitstreams: 1 mijolaro_ap_me_rcla.pdf: 700425 bytes, checksum: e041fa02ac352cabb66a8e6c85b4088a (MD5) / Dentro do contexto de caos quântico, um tema que tem recebido crescente atenção é aquele relacionado com tunelamento. Atualmente sabe-se que os processos de tunelamento são fortemente afetados pela natureza da dinâmica do sistema clássico correspondente. Em sistemas classicamente não-integráveis, com alguma simetria discreta, existem dubletos de energia cujos espaçamentos (splittings) são muito sensíveis à variação de um parâmetro externo. Neste trabalho vamos apresentar os resultados sobre a distribuição de espaçamentos de dubletos, onde investigamos a influência da dinâmica clássica nas flutuações estatísticas desta distribuição sendo o bilhar anular o nosso modelo. O estudo da distribuição de splittings dos dubletos é realizado em função do parâmetro perturbativo, a excentricidade, para diferentes regimes de intensidade de caos clássico e para diferentes escalas de energia. / In the context of quantum chaos, an area receiving increasing attention is the subject of tunnelling. Nowadays it is known that the tunnelling processes are strongly affected by the nature of the corresponding classic dynamics. For systems which are classically integrable, with some discrete symmetry, doublets of energy exist whose splittings are healthy very sensitive to the variation of an external parameter. In this work we will present the results about the levels splitting distribution, where we investigated the influence of the classic dynamics on the statistical fluctuations of this distribution using the annular billiard model. The study of the level splittings distribution is accomplished as a function of the external parameter, the eccentricity, for different regimes of intensity of classic chaos and for different scales of energy.

Made available in DSpace on 2014-06-11T19:25:34Z (GMT). No. of bitstreams: 0 Previous issue date: 2002-12-18Bitstream added on 2014-06-13T20:07:32Z : No. of bitstreams: 1 calixto_ap_me_sjrp.pdf: 2312676 bytes, checksum: 5de410aa23e48f51d5aa6d67e78c03b6 (MD5) / Nesta dissertação é apresentada uma aproximação da Teoria de Variáveis Complexas de duas para quatro dimensões. Procura-se definir diferenciabilidade de funções quaterniônico, a partir da qual se estabelece uma relação com a teoria de regularidade de funções hipercomplexos [9]. Observa-se que após definir o operados quaterniônico T, é possível reescrever equações clássicas da Física de forma concisa, utilizando a definição de regularidade, que resulta na decomposição de uma equação diferencial de segunda ordem em duas equações diferenciais lineares de primeira ordem.

A previsão de valores futuros em séries temporais produzidas por sistemas caóticos pode ser aplicada em diversas áreas do conhecimento como Astronomia, Economia, Física, Medicina, Meteorologia e Oceanografia. O método empregado consiste na reconstrução do espaço de fase seguido de um termo de melhoria da previsão. As rotinas utilizadas para a previsão e análise nesta linha de pesquisa fazem parte do pacote TimeS, que apresenta resultados encorajadores nas suas aplicações. O aperfeiçoamento das rotinas computacionais do pacote com vistas à melhoria da acurácia obtida e à redução do tempo computacional é construído a partir da investigação criteriosa da minimização empregada na obtenção do mapa global. As bases matemáticas são estabelecidas e novas rotinas computacionais são criadas. São ampliadas as possibilidades de funções de ajuste que podem incluir termos transcendentais nos componentes dos vetores reconstruídos e também possuir termos lineares ou não lineares nos parâmetros de ajuste. O ganho de eficiência atingido permite a realização de previsões e análises que respondem a perguntas importantes relacionadas ao método de previsão e ampliam a possibilidade de aplicações a séries reais. / The prediction of future values in temporal series produced by chaotic systems can be applied on several fields of knowledge, such as Astronomy, Economics, Physics, Medicine, Meteorology, and Oceanography. The applied method consists on the reconstruction of the phase space, followed by an improvement term of the forecasting. The routines used for the prediction and analysis of this line of research are part of the TimeS package, which presents encouraging results on their applications. The improvement of the computational routines from the package TimeS is built from the thorough investigation of the minimization applied on obtaining the global map and aims for the enhancement of the accuracy and reduction of computational times. The mathematical basis is established and computational tasks are created. The possibilities of adjust functions are amplified, which can include transcendental terms on the rebuilt vectors components and also possess linear or non-linear terms on the adjustment parameters. The improvement allows more accurate predictions and analysis, which answer important questions regarding prediction methods and improve the possibilities of application on real series.

This thesis addresses two problems from the theory of periodic homogenization and the related notion of two-scale convergence. Its main focus rests on the derivation of equivalent transmission conditions for the interaction of two adjacent bodies which are connected by a thin layer of interface material being perforated by identically shaped voids. Herein, the voids recur periodically in interface direction and shall in size be of the same order as the interface thickness. Moreover, the constitutive properties of the material occupying the bodies adjacent to the interface are assumed to be described by some convex energy densities of quadratic growth. In contrast, the interface material is supposed to show extremal" constitutive behavior. More precisely

No description available.

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Made available in DSpace on 2014-06-11T19:26:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-02-17Bitstream added on 2014-06-13T18:06:51Z : No. of bitstreams: 1 roque_mrd_me_sjrp.pdf: 11300361 bytes, checksum: 634655b9889665fb4488c7076d5db292 (MD5) / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Nesta dissertação, estuda-se estruturas matemáticas relacionadas à álgebra dos sedenions de Cayley-Dickson. O conceito de funções sedeniônicas do tipo f(z) = zn, z 2 S e n 2 N, é desenvolvido a partir da distância jf(y)¡f(x)j, com o objetivo de obter-se uma generalização. A este tipo de mapeamentos trata-se por funções quaseconformes, ou seja, mapeamentos que não preservam a magnitude dos ângulos. Em particular, através de métodos de resolução, apresenta-se e discute-se polinômios de 2n graus com coeficientes sedeniônicos com o intuito de enfatizar o valor da k-dilatação causada quando trabalha-se com o número sedeniônico em coordenadas esféricas. Por fim, ilustra-se geometricamente os cortes produzidos em hiperesferas B(x; r) quando submetidas às transformações do tipo z2 e z3. / In this work, we propose to study the mathematical construction related with algebra of Cayley-Dickson sedenions. We will present the concept of sedenions functions of f(z) = zn type, z 2 S and n 2 N, developing jf(y) ¡ f(x)j distance, with the objective of creating a generalization. This type of mappings is known as quasiconformal functions, that is, mapping that don't preserve the magnitude of angles. Specially, by means of resolution methods, we will discuss polynomials of 2n degrees with sedenions coefficients focused on highlighting the value of the k-dilation caused when we work with the sedenion number in spherical coordinates. Finally, it is illustrated geometrically the cuts produced in hiperspheres B(x; r) when submitted to the transformations of the type z2 and z3.

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-10-23Bitstream added on 2014-06-13T20:47:37Z : No. of bitstreams: 1 benzatti_lfl_me_sjrp.pdf: 732390 bytes, checksum: 881740f368084e6df5cf0fa8794b0073 (MD5) / Neste trabalho estudamos transformações quaseconformes no contexto dos octônios, que são hipercomplexos de oito dimensões. Por não preservar a magnitude dos ângulos, mapeamentos quaseconformes causam uma dilatação linear. A partir da definição métrica de quaseconformidade, utilizamos a forma binomial para mostrar que a distância jf(y) ¡ f(x)j pode ser escrita como um polinômio em r. Com isso, pudemos desenvolver não são um conjunto de fórmulas como também um método computacional simplificado para o cálculo analítico da dilatação. Posteriormente, utilizamos ferramentas gráficas para vizualizar as consequências da dilatação. / In this work we study quasiconformal mappings related to octonionic algebra. Since quasicon- formal mappings do not preserve the magnitude of the angles they cause a linear dilatation. We show that it also happens to 8-dimensional hipercomplex. Based on the metric de¯nition of quasiconformal mapping we show that the distance jf(y)¡f(x)j is a polynomial of variable r. Then it¶s possible to make not only a set of formulas but also a computacional method to calculate the dilatation. We also use some graphical tools to visualize the consequences of dilatation.

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2006-02-20Bitstream added on 2014-06-13T18:47:50Z : No. of bitstreams: 1 oliveira_ac_me_sjrp.pdf: 346640 bytes, checksum: dfe236f71e5ef2c050420d64d2c48a70 (MD5) / O objetivo deste trabalho é estabelecer similaridades entre os complexos e os hipercomplexos, motivados em explorar idéias de Murnaghan, que introduziu, pela primeira vez, em uma apresentação elementar, a teoria dos quatérnios baseados no teorema de Moivre. É mostrada em detalhes uma analogia da relação complexa clássica de Moivre para quatérnios, e em brevidade para octônios generalizados, e apresenta-se as conexões com os operadores da teoria de Fueter e as funções transcendentais. A extensão do teorema de Moivre é estudada para quatérnios em definindo-se uma função exponencial quaterniônica. / In this work we establish similarities between the complex and the hipercomplex numbers, motivated in exploring ideas of Murnaghan, that introduced, for the first time, in an elementary presentation, the theory of the quaternions based on the theorem of Moivre. We show an analogy of the classic complex relation of Moivre for quaternions, and briefly discuss generalized octonions, as well as to present connections to operators of the theory of Fueter and transcendental functions. We consider them to study the extension of the theorem of Moivre for quaternions, in defining a exponential function on the quaternions.

Made available in DSpace on 2014-06-11T19:27:08Z (GMT). No. of bitstreams: 0 Previous issue date: 2005-12-16Bitstream added on 2014-06-13T20:08:14Z : No. of bitstreams: 1 maricato_jbj_me_sjrp.pdf: 3533133 bytes, checksum: 49d5a66024e9a9093dce4e46a4799314 (MD5) / As funções hipercomplexas do tipo zn, n natural, têm uma dilatação linear K uniformemente limitada em um domínio simplesmente conexo D, então podem ser classificadas de funções K-quaseconformes. Procuramos aqui quantificar K e verificar suas dependências. Para tanto, as generalizações de zn foram necessárias e obtidas, originando para z escrito em coordenadas esféricas, polinômios em função de um raio r. / The hypercomplex functions of zn type, natural n, have a linear dilatation K, uniformly limited in a connected domain D, so they can be classified in K-quasiconformal functions. We try here to quantify K and check its dependancy. To enable this, the generalizations of zn were necessary and obtained be-forehand, originating for z written in spherical coordenates, polynomial according to a radial r.