EGSA - Equacions Diferencials, Geometria, Sistemes Dinàmics i de Control, i Aplicacions
http://hdl.handle.net/2117/3227
Sun, 25 Sep 2016 05:26:56 GMT2016-09-25T05:26:56ZA numerical method for computing initial conditions of Lagrangian invariant tori using the frequency map
http://hdl.handle.net/2117/89912
A numerical method for computing initial conditions of Lagrangian invariant tori using the frequency map
Villanueva Castelltort, Jordi; Luque Jiménez, Alejandro
We present a numerical method for computing initial conditions of Lagrangian quasi-periodic invariant tori of Hamiltonian systems and symplectic maps. Such initial conditions are found by solving, using the Newton method, a nonlinear system obtained by imposing suitable conditions on the frequency map. The basic tool is a newly developed methodology to perform the frequency analysis of a discrete quasi-periodic signal, allowing to compute frequencies and their derivatives with respect to parameters. Roughly speaking, this method consists in computing suitable weighted averages of the iterates of the signal and using the Richardson extrapolation method. The proposed approach performs with high accuracy at a moderate computational cost. We illustrate the method by considering a discrete FPU model and the vicinity of the point L-4 in a RTBP. (C) 2016 Elsevier B.V. All rights reserved.
Wed, 14 Sep 2016 11:28:13 GMThttp://hdl.handle.net/2117/899122016-09-14T11:28:13ZVillanueva Castelltort, JordiLuque Jiménez, AlejandroWe present a numerical method for computing initial conditions of Lagrangian quasi-periodic invariant tori of Hamiltonian systems and symplectic maps. Such initial conditions are found by solving, using the Newton method, a nonlinear system obtained by imposing suitable conditions on the frequency map. The basic tool is a newly developed methodology to perform the frequency analysis of a discrete quasi-periodic signal, allowing to compute frequencies and their derivatives with respect to parameters. Roughly speaking, this method consists in computing suitable weighted averages of the iterates of the signal and using the Richardson extrapolation method. The proposed approach performs with high accuracy at a moderate computational cost. We illustrate the method by considering a discrete FPU model and the vicinity of the point L-4 in a RTBP. (C) 2016 Elsevier B.V. All rights reserved.Traveling wave solutions in a half-space for boundary reactions
http://hdl.handle.net/2117/77011
Traveling wave solutions in a half-space for boundary reactions
Cabré Vilagut, Xavier; Consul Porras, M. Nieves; Mande Nieto, José Vicente
We prove the existence and uniqueness of a traveling front and of its speed for the homogeneous heat equation in the half-plane with a Neumann boundary reaction term of unbalanced bistable type or of combustion type. We also establish the monotonicity of the front and, in the bistable case, its behavior at infinity. In contrast with the classical bistable interior reaction model, its behavior at the side of the invading state is of power type, while at the side of the invaded state its decay is exponential. These decay results rely on the construction of a family of explicit bistable traveling fronts. Our existence results are obtained via a variational method, while the uniqueness of the speed and of the front rely on a comparison principle and the sliding method.
Tue, 22 Sep 2015 11:21:36 GMThttp://hdl.handle.net/2117/770112015-09-22T11:21:36ZCabré Vilagut, XavierConsul Porras, M. NievesMande Nieto, José VicenteWe prove the existence and uniqueness of a traveling front and of its speed for the homogeneous heat equation in the half-plane with a Neumann boundary reaction term of unbalanced bistable type or of combustion type. We also establish the monotonicity of the front and, in the bistable case, its behavior at infinity. In contrast with the classical bistable interior reaction model, its behavior at the side of the invading state is of power type, while at the side of the invaded state its decay is exponential. These decay results rely on the construction of a family of explicit bistable traveling fronts. Our existence results are obtained via a variational method, while the uniqueness of the speed and of the front rely on a comparison principle and the sliding method.A note on symplectic and Poisson linearization of semisimple Lie algebra actions
http://hdl.handle.net/2117/26960
A note on symplectic and Poisson linearization of semisimple Lie algebra actions
Miranda Galcerán, Eva
In this note we prove that an analytic symplectic action of a semisimple Lie algebra can be locally linearized in Darboux coordinates. This result yields simultaneous analytic linearization for Hamiltonian vector fields in a neighbourhood of a common zero. We also provide an example of smooth non-linearizable Hamiltonian action with semisimple linear part. The smooth analogue only holds if the semisimple Lie algebra is of compact type. An analytic equivariant b-Darboux theorem for b-Poisson manifolds and an analytic equivariant Weinstein splitting theorem for general Poisson manifolds are also obtained in the Poisson setting
Mon, 23 Mar 2015 16:46:48 GMThttp://hdl.handle.net/2117/269602015-03-23T16:46:48ZMiranda Galcerán, EvaIn this note we prove that an analytic symplectic action of a semisimple Lie algebra can be locally linearized in Darboux coordinates. This result yields simultaneous analytic linearization for Hamiltonian vector fields in a neighbourhood of a common zero. We also provide an example of smooth non-linearizable Hamiltonian action with semisimple linear part. The smooth analogue only holds if the semisimple Lie algebra is of compact type. An analytic equivariant b-Darboux theorem for b-Poisson manifolds and an analytic equivariant Weinstein splitting theorem for general Poisson manifolds are also obtained in the Poisson settingGeneric bifurcations of low codimension of planar Filippov Systems
http://hdl.handle.net/2117/26671
Generic bifurcations of low codimension of planar Filippov Systems
Martínez-Seara Alonso, M. Teresa; Guàrdia Munarriz, Marcel; Teixeira, Marco Antonio
In this article some qualitative and geometric aspects of non-smooth dynamical systems theory are discussed. The main aim of
this article is to develop a systematic method for studying local(and global) bifurcations in non-smooth dynamical systems. Our results deal with the classification and characterization of generic codimension-2 singularities of planar Filippov Systems as well as the presentation of the bifurcation diagrams and some dynamical consequences
Thu, 12 Mar 2015 10:45:38 GMThttp://hdl.handle.net/2117/266712015-03-12T10:45:38ZMartínez-Seara Alonso, M. TeresaGuàrdia Munarriz, MarcelTeixeira, Marco AntonioIn this article some qualitative and geometric aspects of non-smooth dynamical systems theory are discussed. The main aim of
this article is to develop a systematic method for studying local(and global) bifurcations in non-smooth dynamical systems. Our results deal with the classification and characterization of generic codimension-2 singularities of planar Filippov Systems as well as the presentation of the bifurcation diagrams and some dynamical consequencesA distributed attitude control law for formation flying based on the Cucker-smale model
http://hdl.handle.net/2117/26670
A distributed attitude control law for formation flying based on the Cucker-smale model
Paita, Fabrizio; Gómez Muntané, Gerard; Masdemont Soler, Josep
In this paper we consider the attitude synchronization problem for a swarm of spacecrafts flying in formation.
Starting from previous works on consensus dynamics, we construct a distributed attitude control law and derive analytically
sufficient conditions for the formation to converge asymptotically towards a synchronized, non–accelerating state (possibly defined a priori). Moreover, motivated by the results obtained on a particular consensus model, first introduced by F. Cucker and S. Smale to modellize the translational dynamics of flocks, we numerically explore
the dependence of the convergence process on the dimension of the formation and the relative initial conditions of the spacecrafts. Finally, we generalize the class of weights defined by the previous authors in order to dampen the aforementioned effects, thus making our control law suitable for very large formations.
Thu, 12 Mar 2015 09:06:25 GMThttp://hdl.handle.net/2117/266702015-03-12T09:06:25ZPaita, FabrizioGómez Muntané, GerardMasdemont Soler, JosepIn this paper we consider the attitude synchronization problem for a swarm of spacecrafts flying in formation.
Starting from previous works on consensus dynamics, we construct a distributed attitude control law and derive analytically
sufficient conditions for the formation to converge asymptotically towards a synchronized, non–accelerating state (possibly defined a priori). Moreover, motivated by the results obtained on a particular consensus model, first introduced by F. Cucker and S. Smale to modellize the translational dynamics of flocks, we numerically explore
the dependence of the convergence process on the dimension of the formation and the relative initial conditions of the spacecrafts. Finally, we generalize the class of weights defined by the previous authors in order to dampen the aforementioned effects, thus making our control law suitable for very large formations.Matrices positivas y aplicaciones
http://hdl.handle.net/2117/26622
Matrices positivas y aplicaciones
García Planas, María Isabel
Mon, 09 Mar 2015 12:14:12 GMThttp://hdl.handle.net/2117/266222015-03-09T12:14:12ZGarcía Planas, María IsabelCredit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation
http://hdl.handle.net/2117/26597
Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation
Masdemont Soler, Josep; Ortiz-Gracia, Luis
To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consum-
ing method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek
one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computa-
tional effort in the approximation while, at the same time, the accuracy increases
Thu, 05 Mar 2015 12:53:03 GMThttp://hdl.handle.net/2117/265972015-03-05T12:53:03ZMasdemont Soler, JosepOrtiz-Gracia, LuisTo measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consum-
ing method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek
one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computa-
tional effort in the approximation while, at the same time, the accuracy increasesCom les Varietats Invariants formen Espirals i Anells en Galàxies barrades
http://hdl.handle.net/2117/26596
Com les Varietats Invariants formen Espirals i Anells en Galàxies barrades
Romero Gómez, Mercè; Sánchez-Martín, Patricia; Masdemont Soler, Josep
L'espectacularitat de les galàxies barrades consisteix no solament en la
presència de la barra, allargada en el centre de la galàxia, sinó també en els braços espirals o anells que es desenvolupen en les parts exteriors. No hi ha una teoria clara per a la formació d'anells i, fins fa poc, només n'hi havia una que explicava l'origen dels braços espirals en galàxies no barrades. En els darrers anys hem desenvolupat una teoria basada en els sistemes dinàmics que relaciona els braços espirals i els anells amb les varietats invariants hiperbòliques associades a òrbites periòdiques i quasiperiòdiques al voltant de punts d'equilibri colineals del sistema
Thu, 05 Mar 2015 12:42:01 GMThttp://hdl.handle.net/2117/265962015-03-05T12:42:01ZRomero Gómez, MercèSánchez-Martín, PatriciaMasdemont Soler, JosepL'espectacularitat de les galàxies barrades consisteix no solament en la
presència de la barra, allargada en el centre de la galàxia, sinó també en els braços espirals o anells que es desenvolupen en les parts exteriors. No hi ha una teoria clara per a la formació d'anells i, fins fa poc, només n'hi havia una que explicava l'origen dels braços espirals en galàxies no barrades. En els darrers anys hem desenvolupat una teoria basada en els sistemes dinàmics que relaciona els braços espirals i els anells amb les varietats invariants hiperbòliques associades a òrbites periòdiques i quasiperiòdiques al voltant de punts d'equilibri colineals del sistemaAction-angle variables and a KAM theorem for b-Poisson manifolds
http://hdl.handle.net/2117/26390
Action-angle variables and a KAM theorem for b-Poisson manifolds
Kiesenhofer, Anna; Miranda Galcerán, Eva; Scott, Geoffrey
In this article we prove an action-angle theorem for b-integrable systems on b-Poisson manifolds improving the action-angle theorem contained in [LMV11] for general Poisson manifolds in this setting. As an application, we prove a KAM-type theorem for b-Poisson manifolds.
Tue, 17 Feb 2015 12:12:30 GMThttp://hdl.handle.net/2117/263902015-02-17T12:12:30ZKiesenhofer, AnnaMiranda Galcerán, EvaScott, GeoffreyIn this article we prove an action-angle theorem for b-integrable systems on b-Poisson manifolds improving the action-angle theorem contained in [LMV11] for general Poisson manifolds in this setting. As an application, we prove a KAM-type theorem for b-Poisson manifolds.Structural stability of planar bimodal linear systems
http://hdl.handle.net/2117/26226
Structural stability of planar bimodal linear systems
Ferrer Llop, Josep; Peña Carrera, Marta; Susín Sánchez, Antonio
Structural stability ensures that the qualitative behavior of a system is preserved under small perturbations. We study it for planar bimodal linear dynamical systems, that is, systems consisting of two linear dynamics acting on each side of a given hyperplane and assuming continuity along the separating hyperplane. We describe which one of these systems is structurally stable when (real) spiral does not appear and when it does we give necessary and sufficient conditions concerning finite periodic orbits and saddle connections. In particular, we study the finite periodic orbits and the homoclinic orbits in the saddle/spiral case.
Thu, 05 Feb 2015 10:53:33 GMThttp://hdl.handle.net/2117/262262015-02-05T10:53:33ZFerrer Llop, JosepPeña Carrera, MartaSusín Sánchez, AntonioStructural stability ensures that the qualitative behavior of a system is preserved under small perturbations. We study it for planar bimodal linear dynamical systems, that is, systems consisting of two linear dynamics acting on each side of a given hyperplane and assuming continuity along the separating hyperplane. We describe which one of these systems is structurally stable when (real) spiral does not appear and when it does we give necessary and sufficient conditions concerning finite periodic orbits and saddle connections. In particular, we study the finite periodic orbits and the homoclinic orbits in the saddle/spiral case.