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\ No newline at end of file diff --git a/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/full_code.jl b/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/full_code.jl index ca8fa51..7e9d84c 100644 --- a/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/full_code.jl +++ b/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/full_code.jl @@ -1,6 +1,6 @@ # Title: Computing time average bounds for the Van der Pol oscillator in Julia # Publication date: 22 February 2021 -# Last modified: March 18, 2024 +# Last modified: July 17, 2024 # Code from https://rmsrosa.github.io/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/ # Code snippet: vanderpolsolt.jl diff --git a/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/output/vanderpolsolt.out b/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/output/vanderpolsolt.out index 4fb7a02..3e2fd4f 100644 --- a/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/output/vanderpolsolt.out +++ b/assets/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/code/output/vanderpolsolt.out @@ -1 +1 @@ -Failed to precompile PlotlyJS [f0f68f2c-4968-5e81-91da-67840de0976a] to "/home/runner/.julia/compiled/v1.10/PlotlyJS/jl_gm5S2j". +Failed to precompile PlotlyJS [f0f68f2c-4968-5e81-91da-67840de0976a] to "/home/runner/.julia/compiled/v1.10/PlotlyJS/jl_wPrQD1". diff --git a/assets/complements/news.md b/assets/complements/news.md index 7a13f3c..cf62cff 100644 --- a/assets/complements/news.md +++ b/assets/complements/news.md @@ -1,22 +1,22 @@ {{ if pt_lang }} -#### ⟩⟩⟩ **Disciplina: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias 2024/1** +#### ⟩⟩⟩ **Disciplina: Modelos generativos estocásticos 2024/2** -Veja aqui [informações sobre essa disciplina, período 2024/1](/pages/ensino/#20241_aspectos_teóricos_e_numéricos_de_equações_diferenciais_estocásticas_e_aleatórias) com [espelho na pós-graduação](/pages/ensino/#20241_aspectos_teóricos_e_numéricos_de_equações_diferenciais_estocásticas_e_aleatórias_-_pgmat). +Veja aqui [informações sobre essa disciplina, período 2024/2](/pages/ensino/#20242_modelos_generativos_estocásticos). -#### ⟩⟩⟩ **Disciplina: Equações Diferenciais 2024/1** +#### ⟩⟩⟩ **Disciplina: Álgebra Linear Avançada 2024/2** -Veja aqui [informações sobre a disciplina de Equações Diferenciais, período 2024/1](/pages/ensino/#20241_equações_diferenciais). +Veja aqui [informações sobre a disciplina de Álgebra Linear do Mestrado, período 2024/2](/pages/ensino/#20242_álgebra_linear_do_mestrado), com espelho na graduação [Álgebra Linear Avançada](/pages/ensino/#20242_álgebra_linear_avançada). {{ else }} -### ⟩⟩⟩ Teaching: Stochastic and random ordinary differential equations +### ⟩⟩⟩ Teaching: Advanced Linear Algebra -I am teaching, for the third time, a course on theoretical and numerical aspects of stochastic and random ordinary differential equations. Lecture notes in Portuguese availabe at [rmsrosa.github.io/notas_sde](https://rmsrosa.github.io/notas_sde/). +I am teaching a graduate-level course on Linear Algebra. Lecture notes in Portuguese availabe at [Álgebra Linear Avançada - version 4/jan/2024](/assets/material/AlgebraLinearAvancada_RRosa_4jan2024.pdf). -### ⟩⟩⟩ Teaching: Differential equations +### ⟩⟩⟩ Teaching: Stochastic generative methods -I am also teaching the usual second-year undergraduate course on ordinary differential equations, with my lecture notes available in Portuguese at [Equações Diferenciais versão ago/2022](/assets/material/apostila-ed-ago2022.pdf). +I am also teaching a course on generative methods based on stochastic models, with my lecture notes available at [rmsrosa.github.io/random_notes/dev/generative/overview/](https://rmsrosa.github.io/random_notes/dev/generative/overview/). {{ end }} diff --git a/blog/2021/02/greetings/index.html b/blog/2021/02/greetings/index.html index db3d5b4..775d968 100644 --- a/blog/2021/02/greetings/index.html +++ b/blog/2021/02/greetings/index.html @@ -1 +1 @@ - Greetings

Greetings

6 February 2021 | R. Rosa

This is an introductory post. I used to have a blog about homebrewing, created in 2006, in a time where not much information was available in Brazil about homebrewing. So I guess my blog turned out to be of some value. Since then, I was happy to see the homebrewing community grow so large in Brazil.

Today, I decided to revive the blog, but open up the focus to include more math and coding (yes, there were math in the homebrewing blog since brewing involves many physicochemical processes amenable to mathematical modeling). And to broaden the audience, I also decided, although with some reluctance, to write some posts in English, including this introductory one.

For a long time, my personal homepages were all in pure html, sometimes with a little javascript. About two years ago, I revamped it in Python/Flask. Last year, though, I realized the power of the Julia language and decided to rewrite my website in Julia/Franklin.

Franklin is a static-site generator written purely in Julia, made by Thibaut Lienart. It is so much easier than Flask and good enough for me since I don't really need the power of Flask as building a dynamic site. In fact, in Flask, I ended up building a static site out of the dynamic one before publishing it.

With Franklin, the only thing that was bothering me was that it seemed to me that I wouldn't be able to have comments on the blogs, since it is a static site. However, I ended up learning that there are a number of tools and apps to embed a comment section in static sites with javascripts or iframe. With that, Franklin turned out to be just perfect for what I need.

Deploying the site is as simple as pushing the changes to a github repo. For the comments, there are paid and free apps, open and closed source. I chose to use utterances, a free, open-source, no-fuss solution, which is pretty easy to set up, and which keeps all the comments in another github repo (one can use the same repo as that for the website, but I chose to use a different one, for more independence). One drawback is that to post a comment, one needs to have a github account. But I hope that will turn out not to be of too much trouble.

Anyways, that is it for the Introduction.

Cheers!

\ No newline at end of file + Greetings

Greetings

6 February 2021 | R. Rosa

This is an introductory post. I used to have a blog about homebrewing, created in 2006, in a time where not much information was available in Brazil about homebrewing. So I guess my blog turned out to be of some value. Since then, I was happy to see the homebrewing community grow so large in Brazil.

Today, I decided to revive the blog, but open up the focus to include more math and coding (yes, there were math in the homebrewing blog since brewing involves many physicochemical processes amenable to mathematical modeling). And to broaden the audience, I also decided, although with some reluctance, to write some posts in English, including this introductory one.

For a long time, my personal homepages were all in pure html, sometimes with a little javascript. About two years ago, I revamped it in Python/Flask. Last year, though, I realized the power of the Julia language and decided to rewrite my website in Julia/Franklin.

Franklin is a static-site generator written purely in Julia, made by Thibaut Lienart. It is so much easier than Flask and good enough for me since I don't really need the power of Flask as building a dynamic site. In fact, in Flask, I ended up building a static site out of the dynamic one before publishing it.

With Franklin, the only thing that was bothering me was that it seemed to me that I wouldn't be able to have comments on the blogs, since it is a static site. However, I ended up learning that there are a number of tools and apps to embed a comment section in static sites with javascripts or iframe. With that, Franklin turned out to be just perfect for what I need.

Deploying the site is as simple as pushing the changes to a github repo. For the comments, there are paid and free apps, open and closed source. I chose to use utterances, a free, open-source, no-fuss solution, which is pretty easy to set up, and which keeps all the comments in another github repo (one can use the same repo as that for the website, but I chose to use a different one, for more independence). One drawback is that to post a comment, one needs to have a github account. But I hope that will turn out not to be of too much trouble.

Anyways, that is it for the Introduction.

Cheers!

\ No newline at end of file diff --git a/blog/2021/02/time_ave_bounds_SoS/index.html b/blog/2021/02/time_ave_bounds_SoS/index.html index a2255b5..44a31c4 100644 --- a/blog/2021/02/time_ave_bounds_SoS/index.html +++ b/blog/2021/02/time_ave_bounds_SoS/index.html @@ -1 +1 @@ - Time average bounds via Sum of Squares

Time average bounds via Sum of Squares

9 February 2021 | R. Rosa

Motivation

In many real-world problems, one is interested in estimating certain key quantities related to the problem. For instance, in fluid flows, quantities of interest involve kinetic energy, enstrophy, drag coefficient, energy dissipation rate, and so on. In other applications, one might be interested in mechanical stress, chemical concentration, infected population, pharmaceutical dosage, etc.

Many such problems can be resonably modeled by differential equations, which may, however, exibit complicate, perhaps chaotic dynamics. In those situations, the instantaneous value of certain quantities vary unpredictably in time, but very often their mean value is reasonably steady.

This mean value can be considered in different ways, e.g. as time average, as ensemble average, or as spatial average, and are thus more ameanable to analysis. This article considers ways to estimate time and ensemble averages of certain quantities.

Problem setting

If a model for the problem is available in the form of an ordinary differential equation

dudt=F(u), \frac{\textrm{d} u}{\textrm{d}t} = F(u),

where F:XXF:X\rightarrow X is some locally Lipschitz function acting in some finite-dimensional space X=RnX=\mathbb{R}^n, nNn\in\mathbb{N}, then, for each u0Xu_0\in X, there exists a unique solution u=u(t)u=u(t) with u(0)=u0u(0)=u_0. If we assume all solutions are defined globally in the futures, we obtain a continuous semigroup {S(t)}t0\{S(t)\}_{t\geq 0} acting on XX, with given by S(t)u0=u(t)S(t)u_0=u(t).

Given a function ϕ:XR\phi:X\rightarrow \mathbb{R} representing some "real" quantity we want to measure, the asymptotic superior limit of the time-average of ϕ(u(t))\phi(u(t)) is given (and denoted) by

ϕˉ(u0)=lim supT1T0Tϕ(u(t)) dt. \bar\phi(u_0) = \limsup_{T\rightarrow} \frac{1}{T} \int_0^T \phi(u(t))\;\textrm{d}t.

The idea here is that we would like to find an upper bound for ϕˉ(u0)\bar\phi(u_0), for all possible initial conditions u0Bu_0\in B, in some subset of interest BXB\subset X.

Assuming that ϕ\phi is continuous, that BB is positively invariant (i.e. u(0)Bu(0)\in B implies u(t)Bu(t)\in B, t0\forall t\geq 0.), and BB is compact, then tϕ(u(t))t\mapsto \phi(u(t)) is bounded on t0t\geq 0, and the superior limit above is uniformily bounded in u0Bu_0\in B.

The problem, then, is to find the best possible bound C for supu0Bϕˉ(u0)\sup_{u_0\in B}\bar\phi(u_0).

Overview of some analytic and numerical methods

One way to bound ϕ(u0)\phi(u_0) is to do what is called energy-type estimates, which amounts to multiplying the equation by appropriate terms aiming to obtain inequalities that eventually lead to an estimate for ϕ(u0)\phi(u_0). Or by variational estimates, introducing an auxiliary function, within a special class of functions, and performing some minimization with respect to the auxiliary function.

Numerically, we can use a Monte-Carlo method and simulate the evolution of the equation in a computer, with randomly chosen initial conditions, and look for the time average over sufficiently long time intervals (sufficiently in the sense, for instance, that the finite-time average does not change much – according to a given error – by increasing the averaging time). Or one can vary the auxiliary function in the special class of functions and look for the best estimate.

More recently, however, a novel method is being used, which is a sort of variational technique, but in a different perspective and leading to an efficient numerical approach. There are some aspects I would like to discuss concerning this method:

  1. It can be seen as a convex minimization problem;

  2. When FF and ϕ\phi are polynomials, the minimization problem can be relaxed to a P-complete problem by looking for a Sum of Squares (SoS) representation of an appropriate term, at the cost of obtaining a larger bound, but which is often near the optimal value;

  3. The original convex minimization problem can be recast into a minimax problem and be showed to indeed yield the optimal estimate;

  4. The optimality result above has been proved first in the finite-dimensional case and, more recently, myself and a co-author extended it to dissipative evolutionary partial differential equations.

The Sum of Squares (SoS) problem

Looking for an expression for a nonnegative multivariate real polynomial p=p(x)p=p(x) as a Sum of Squares (SoS) of other polynomials, i.e. p(x)=j=1kpj(x)2p(x) = \sum_{j=1}^k p_j(x)^2 for other polynomials pj=pj(x)p_j=p_j(x), is not a new problem. In 1885, the 21-year old Minkowski made his inaugural dissertation on quadratic polynomials conjecturing that there must exist homogeneous, nonnegative real polynomials of degree mm in nn variables, for arbitrary m,n>2m, n > 2, which are not sums of squares of other homogeneous real polynomials. Hilbert initially attacked Minkowski's claim, but by the end of the presentation Hilbert was convinced that this might indeed be true at least starting with n=3n=3. Three years later, at the age of 26, Hilbert himself proved that the claim is not true for n=3,m=4n=3, m=4, but that for n3,m6n\geq 3, m\geq 6 or for n4,m4n\geq 4, m\geq 4, the set of nonnegative polynomials of degree mm in nn variables is indeed strictly larger than the set of sum of squares of polynomials.

Further work on the subject led him to formulate the 17th problem in his list of 23 problems presented in 1900: must every nonnegative homogenous polynomial be expressed as a sum of squares of rational functions?

Hilbert used tools from classical algebraic geometry at that time, without given explicit examples for the problem addressing Minkowski's dissertation. Explicit examples of homogenous polynomials which are not sum of squares of other polynomials were only given in the second half of the 20th century. One famous example is that of Motzkin:

f(x,y,z)=z6+x4y2+x2y43x2y2z2.{\displaystyle f(x,y,z)=z^{6}+x^{4}y^{2}+x^{2}y^{4}-3x^{2}y^{2}z^{2}.}

Hilbert's 17th problem was solved in the affimartive by Artin, in 1926. For further historical accounts related to Hilbert's 17th problem, see e.g. Reznick (2000).

More recently, a number of methods to actually test and find whether a given multivariate nonnegative polynomial is a sum of squares of polynomials have been devised (e.g. Shor 1980s, 1990s, Choi, Lam, Reznik 1990s). Then, Parrilo (2000) presented in his PhD thesis, and in subsequent articles (e.g. Parrilo (2003)), several applications to differential equations, including the search for Lyapunov functions and control strategies. By the early 2000s, a number of MATLAB toolbox solvers were already available.

Applications to local stability of PDEs and, in particular to 2D fluid flows were given, respectively by Papachristodoulou and Peet (2006) and Yu, Kashima, Imura (2008).

Finally we get to the articles related to the main motivation for this pots, which is that of globally estimating quantities related to the problem at hand and the global stability of the model.

The first article which seems to exploit the technique of Sum of Squares to the global analysis of PDEs seem to be that of Goulart and Chernyshenko (2012), which considered, in particular, the global stability of fluid flows. This was soon followed by a number of works by various authors: Fantuzzi, Goluskin, Doering, Goulart, Chernyshenko, Huang, Papachristodoulou (2010s), among others (see e.g. Chernyshenko, Goulart, Huang, and Papachristodoulou). These culminated with the work of Tobasco, Goluskin, and Doering (2018) showing that the convex optimization problem can be written as a minimax problem, which can then be proved to yield an optimal result for the estimate of the asymptotic time averages mentioned earlier. In turn, this gives the expectation that relaxing the problem to use the sum of squares approach yields sharp bounds, close to the optimal one.

The convex minimization problem

Now we begin to directly address the points raised above. Let us go back to the setting described earlier and see how the convex optimization problem appears.

One key aspect is to realize that, given any continuously differentiable function V:XRV:X\rightarrow \mathbb{R}, it follows, by the chain rule and integration, that the asymptotic time average of F(u)V(u)F(u)\cdot \nabla V(u) satisfies

0TF(u)V(u) dt=0Tu˙V(u) dt=0TddtV(F(u)) dt=V(u(T))V(u(0)). \begin{aligned} \int_0^T F(u)\cdot \nabla V(u) \;\textrm{d}t & = \int_0^T \dot u\cdot \nabla V(u) \;\textrm{d}t \\ & = \int_0^T \frac{\textrm{d}}{\textrm{d}t} V(F(u)) \;\textrm{d}t \\ & = V(u(T)) - V(u(0)). \end{aligned}

Since BB is assumed to be compact and positively invariant, then V(u(t))V(u(t)) is uniformly bounded in t0t\geq 0, so that

1T0TF(u)V(u)=V(u(T))V(u(0))T0, \frac{1}{T} \int_0^T F(u)\cdot \nabla V(u) = \frac{V(u(T)) - V(u(0))}{T} \rightarrow 0,

as TT\rightarrow \infty. Hence, using that a bar denotes limit superior of the time-averages, we write

FV=0. \overline{F\cdot\nabla V} = 0.

Since (6) actually holds for the limit itself, not only the superior limit, then we may add it to ϕˉ\bar\phi and have that

ϕˉCϕ+FVC, \bar\phi \leq C \Leftrightarrow \overline{\phi + F\cdot\nabla V} \leq C,

on BB, for arbitrary continuously differentiable function VV.

Since the above holds for arbitrary such VV and since the aim is to obtain the best possible CC, in the sense of being the smallest possible one, we can write the problem of finding such bound CC for ϕˉ\bar\phi as the minimization problem

supϕˉinf(C,V)R×C1, ϕ+(FV)CC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;\overline{\phi + (F\cdot \nabla V)} \leq C} C,

However, if we had to check whether the time averages ϕ+(FV)\overline{\phi + (F\cdot \nabla V)} are smaller than or equal to CC, for every initial condition u0u_0 in BB, we would actually have much more work than simply checking whether ϕˉC\bar\phi \leq C. So, the idea is to require the much stronger condition that ϕ(u)+F(u)V(u)C\phi(u) + F(u)\cdot \nabla V(u) \leq C, for every point uu in BB. Notice this is not a dynamic condition. We are not solving any differential equation. The point uu is an arbitrary point in BB. It is a pointwise bound, that certainly implies the time-average bound for any solution tu(t)t\mapsto u(t) starting at the positively invariant set BB.

It may seem, at first, that, by requiring this stronger condition, we end up with a much worse bound. However, it turns out that the minimization process somehow compensates for that and end up yielding an optimal bound just like we would obtain by requiring only that the time-average be smaller than or equal to CC. This magic is taken care of by the inclusion of the auxiliary function VV, which is sometimes called the reservoir function. Notice that the time-average FV\overline{F\cdot \nabla V} vanishes, but when considering FVF\cdot \nabla V for arbitrary points in BB, this term, for suitable VV, can be negative to compensate when ϕ\phi is large, and it is allowed to be positive, when ϕ\phi is small, such that at the end we find a relatively small bound CC.

Notice we don't expect FVF\cdot \nabla V to be negative all the time, otherwise VV would be like a Lyapunov function, or a La Salle-type function, and the solutions would converge to the invariant set included in the set {V=0}\{V=0\}. Some systems do have such a function, but this is not expected to exist in more complicate problems.

Now, by requiring that ϕ+FVC\phi + F\cdot \nabla V\leq C holds pointwise in all BB, instead of only along the time average of the trajectories u(t)u(t), we arrive at the following minimization problem:

supϕˉinf(C,V)R×C1, ϕ+(FV)CC. \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;\phi + (F\cdot \nabla V) \leq C} C.

We may rewrite this as

supϕˉinf(C,V)R×C1, SC,V(u)0,uBC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;S_{C,V}(u)\geq 0, \forall u\in B} C,

where SC,V(u)=Cϕ(FV)S_{C,V}(u) = C - \phi - (F\cdot \nabla V). This is a convex minimization problem, since the objetive function (C,V)C(C,V)\mapsto C is linear, and the minimization is sought after within the set SC,V0S_{C,V}\geq 0, which is convex since (C,V)SC,V(u)(C,V)\mapsto S_{C,V}(u) is linear and the half plane is convex.

Relaxing the minimization problem to a Sum of Squares minimization

The minimization problem (10) can be NP-hard to compute. However, when the differential equation term FF and the quantity of interest ϕ\phi are polynomials, the minimization problem can be relaxed to a P-complete convex minimization problem by restricting VV to be a polynomial of a given order, or some special type of polynomial, and requiring that the polynomial SC,VS_{C,V} be SoS, which certainly implies the condition that it be nonnegative. That might not yield an optimal bound, but it's been show to yield pretty sharp estimates for a number of equations.

This formulation takes the precise form

supϕˉinf(C,V)R×Pm(X), SC,V(u)=SoSC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathrm{P}_m(X), \;S_{C,V}(u) = \texttt{SoS}} C,

where above we denote by Pm(X)\mathrm{P}_m(X) the set of real polynomials on XX.

This problem can be regarded as a semidefinite programming. It is similar to linear programming, but in which the first orthant xi0x_i\geq 0 is replace by the cone of positive semidefinite matrices S0S\succeq 0. More precisely, we may start with the primal problem:

Minimize LS subject to AiS=bi and S0, \text{Minimize } L\cdot S \text{ subject to } A_i\cdot S = b_i \text{ and } S \succeq 0,

where bRMb\in \mathbb{R}^M is a given vector, LL and AiA_i are given symmetric N×NN\times N matrices, and SS is the decision variable, also assume to be symmetric. The dot product for matrices is element-wise, i.e. AiA=(Ai)jkAjk=0A_i\cdot A = (A_i)_{jk} A_{jk} = 0, and S0S\succeq 0 means that SS is positive semidefinite, i.e. ξSξ0\xi\cdot S \xi \geq 0, for every ξRN\xi\in \mathbb{R}^N.

The minization problem above has the dual formulation

Maximize bη subject to i=1MηiAiL, \text{Maximize } b\cdot \eta \text{ subject to } \sum_{i=1}^M \eta_iA_i\preceq L,

where ηRM\eta\in\mathbb{R}^M. Any solution of the dual problem is a lower bound for the primal problem, and, conversely, any solution of the primal problem yields an upper bound for the dual problem. In fact, this follows from

LSbη=LSi=1MηiAiS=(Li=1MηiAi)S0. L\cdot S - b\cdot \eta = L\cdot S - \sum_{i=1}^M \eta_iA_i\cdot S = (L - \sum_{i=1}^M \eta_iA_i)\cdot S \geq 0.

Thus,

bηLS b\cdot \eta \leq L\cdot S

for any feasible η\eta and SS in each problem.

The question now is how to frame the Sum of Squares problem into a semidefinite programming one. As described in Parrilo (2003), it is possible to write the sum of squares problem in either the primal form or the dual form. In theory, they are mathematically equivalent, but one formulation may be numerically more efficient than the other, depending on the dimension of the problem. For the sake of illustration, we describe below how to arrive at the primal problem.

So, suppose a multivariate real polynomial p(x)p(x), xRnx\in \mathbb{R}^n, of degree mm is given. It is easy to argue that, for p(x)p(x) to have any chance of being a sum of squares, or just nonnegative, the degree mm of pp has to be even, say m=2dm=2d. It is also not difficult to argue that it can be written in the form

p(x)=m(x)Sm(x), p(x) = m(x)\cdot Sm(x),

for a symmetric matrix S=(Sjk)S=(S_{jk}), where

ξ=ξ(x)=(1,x1,,xn,x1x1,,x1d,x1d1x2,,x1xnd1,xnd) \xi = \xi(x)=(1, x_1, \ldots, x_n, x_1x_1, \ldots, x_1^d, x_1^{d-1}x_2, \ldots, x_1x_n^{d-1}, x_n^d)

is the vector of all monomials in xx of degree up to d=m/2d=m/2. The dimension of the space for ξ(x)\xi(x) is N=(n+dd)N=\left(\begin{matrix} n + d \\ d \end{matrix}\right).

For example, consider the polynomial

p(x,y)=x44x3y6x2y24xy3+y4, p(x,y)= x^4 - 4x^3y - 6x^2y^2 -4xy^3 + y^4,

in (x,y)R2(x,y)\in \mathbb{R}^2, which we know is SoS since it is precisely (xy)4(x-y)^4. Then, with ξ(x,y)=(1,x,y,x2,xy,y2)\xi(x,y)=(1, x, y, x^2, xy, y^2), we can take

S=[000000000000000000000120000262000021]. S = \left[ \begin{matrix} 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 & -2 & 0 \\ 0 & 0 & 0 & -2 & -6 & -2 \\ 0 & 0 & 0 & 0 & -2 & 1 \end{matrix} \right].

Since the elements of mm are not algebraically independent (e.g. x2y2=(x2)(y2)=(xy)(xy))x^2y^2 = (x^2)(y^2) = (xy)(xy)), such SS is usually not unique. For instance, we can also take

S=[000000000000000000000123000202000321], S = \left[ \begin{matrix} 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 & -2 & -3 \\ 0 & 0 & 0 & -2 & 0 & -2 \\ 0 & 0 & 0 & -3 & -2 & 1 \end{matrix} \right],

or any convex combinations of the two.

Back to the general case (16), if there exists a symmetric matrix SS which is positive semidefinite, then it can be diagonalizable with the elements diid_{ii} in the diagonal being all non-negative, i.e.

ξSξ=ξ(Q1SQ)ξ=(Qξ)D(Qξ)=ζDζ=diiζi2=i(diiζi)2, \xi\cdot S\xi = \xi\cdot (Q^{-1}S Q)\xi = (Q\xi)\cdot D(Q\xi) = \zeta \cdot D \zeta = \sum d_{ii}\zeta_i^2 = \sum_i (\sqrt{d_{ii}}\zeta_i)^2,

where ζ(x)=Qξ(x)\zeta(x) = Q\xi(x) is a vector of polynomials in xx. This yields that pp is a SoS.

Hence, the problem becomes to find a symmetric positive semidefinite matrix SS satisfying (16). The polynomials p(x)p(x) and ξ(x)Sξ(x)\xi(x)\cdot S\xi(x) are equal if, and only if, their coefficients are equal, which is a linear problem for SS, with dimension M=N2=(n+dd)×(n+dd)M=N^2 = \left(\begin{matrix} n + d \\ d \end{matrix}\right) \times \left(\begin{matrix} n + d \\ d \end{matrix}\right). If we define the coeficients of p=p(x)p=p(x) by bib_i and those of ξSξ\xi\cdot S\xi by AiSA_i\cdot S, i=1,,Mi=1,\ldots, M, then the problem becomes to find a symmetrix matrix SS such that

S0,AiS=bi. S \succeq 0, \qquad A_i S = b_i.

If we further ask SS to minimize the quantity LSL\cdot S for some desirable symmetric matrix LL, then we end up with the primal semidefinite programming problem for SS.

The minimax formulation

The convex minimization problem (10) can easily be rewritten in the minimax form

supu0Bϕˉ(u0)minVC1(B)maxuB{ϕ(u)+F(u)V(u)}. \sup_{u_0\in B} \bar\phi(u_0) \leq \min_{V\in \mathcal{C}^1(B)} \max_{u\in B} \left\{\phi(u) + F(u) \cdot \nabla V(u)\right\}.

With this formulation in mind, Tobasco, Goluskin and Doering (2018) gave a beautiful proof that the bound is actually optimal, and that the supremum at the left hand side above is achieved!:

maxu0Bϕˉ(u0)=minVC1(B)maxuB{ϕ(u)+F(u)V(u)}. \max_{u_0\in B} \bar\phi(u_0) = \min_{V\in \mathcal{C}^1(B)} \max_{u\in B} \left\{\phi(u) + F(u) \cdot \nabla V(u)\right\}.

The proof uses Ergodic Theory and a minimax principle. In a future opportunity we will go through its proof, as well as to detail the extension done to the infinite-dimensional setting, which is briefly discussed next.

Extension to the infinite-dimensional setting

The proof in the finite dimensional case uses a few conditions that are delicate to extend to the infinite dimensional case:

  1. The positively invariant set BB has to be compact;

  2. The quantity of interest ϕ\phi has to be a continuous function on the phase space XX;

  3. Borel probability mesure are Lagrangian invariant if and only if they are Eulerian invariant.

By Lagrangian invariant we mean the classical invariant condition μ(S(t)1E)=μ(S(t)E)\mu(S(t)^{-1}E) = \mu(S(t)E), for any Borel set EXE\subset X, where μ\mu is the Borel probability measure in question and {S(t)}t0\{S(t)\}_{t\geq 0} is the semigroup generated by the equation. By Eulerian invariant we mean that μ\mu has to satisfy XF(u)V(u) dμ(u)=0\int_X F(u)\cdot \nabla V(u) \;\textrm{d}\mu(u) = 0, for all VC1(X)V\in \mathcal{C}^1(X).

The assumption that XX be finite-dimensional is not a requirement per se, but it makes the above conditions hold in more generality. For instance, it suffices to have BB closed and bounded to have it compact. And this compactness is needed both for the passage from time average to ensemble average (i.e. average with respect to the invariant measure) and for the minimax principle.

Concerning the assumption of continuity of ϕ\phi, it is not a big deal in finite dimensions, but it is quite restrictive for partial differential equations. For instance, if the phase space is L2(Ω)L^2(\Omega), one cannot consider ϕ(u)\phi(u) involving derivatives of uu. Even if we attempt to use extensions of the minimax principle, they require upper-semicontinuity of ϕ\phi, so even quantities like ϕ(u)=jxju2\phi(u) = \sum_j |\partial_{x_j}u|^2 would not work as is.

But at least for the case of a continuous quantity ϕ\phi in the infinite-dimensional (e.g. kinetic energy on L2L^2), one can go around the requirement of BB being compact by considering dissipative systems which possess a compact attracting set.

The remaining delicate condition is the equivalence between Lagrangian and Eulerian invariance, which is by no means trivial in the infinite-dimensional case. In fact, I know of only two equations for which this has been proved: the two-dimensional Navier-Stokes equations and a globally modified Navier-Stokes equations obtained by truncating the nonlinear term. However, it is my belief that the key tool is simply that it be possible to approximate the system (any solution) by a right-invertible semigroup (e.g. Galerkin approximation or a hyperbolic/wave-type approximation) and exploit the usual a~priori estimates. It is an open field to prove this for other systems or to come up with an easily-applicable general statement.

It should be said that even the notion of Eulerian invariance needs to be relaxed to working for special types of functions VV, which we call cylindrical test functionals. They are at the core of the notion of statistical solution.

As in the finite-dimensional case, we leave further details about the result in infinite dimensions to a future post. Meanwhile, the details can be found in Rosa and Temam (arxiv 2020)

Selected References:

\ No newline at end of file + Time average bounds via Sum of Squares

Time average bounds via Sum of Squares

9 February 2021 | R. Rosa

Motivation

In many real-world problems, one is interested in estimating certain key quantities related to the problem. For instance, in fluid flows, quantities of interest involve kinetic energy, enstrophy, drag coefficient, energy dissipation rate, and so on. In other applications, one might be interested in mechanical stress, chemical concentration, infected population, pharmaceutical dosage, etc.

Many such problems can be resonably modeled by differential equations, which may, however, exibit complicate, perhaps chaotic dynamics. In those situations, the instantaneous value of certain quantities vary unpredictably in time, but very often their mean value is reasonably steady.

This mean value can be considered in different ways, e.g. as time average, as ensemble average, or as spatial average, and are thus more ameanable to analysis. This article considers ways to estimate time and ensemble averages of certain quantities.

Problem setting

If a model for the problem is available in the form of an ordinary differential equation

dudt=F(u), \frac{\textrm{d} u}{\textrm{d}t} = F(u),

where F:XXF:X\rightarrow X is some locally Lipschitz function acting in some finite-dimensional space X=RnX=\mathbb{R}^n, nNn\in\mathbb{N}, then, for each u0Xu_0\in X, there exists a unique solution u=u(t)u=u(t) with u(0)=u0u(0)=u_0. If we assume all solutions are defined globally in the futures, we obtain a continuous semigroup {S(t)}t0\{S(t)\}_{t\geq 0} acting on XX, with given by S(t)u0=u(t)S(t)u_0=u(t).

Given a function ϕ:XR\phi:X\rightarrow \mathbb{R} representing some "real" quantity we want to measure, the asymptotic superior limit of the time-average of ϕ(u(t))\phi(u(t)) is given (and denoted) by

ϕˉ(u0)=lim supT1T0Tϕ(u(t)) dt. \bar\phi(u_0) = \limsup_{T\rightarrow} \frac{1}{T} \int_0^T \phi(u(t))\;\textrm{d}t.

The idea here is that we would like to find an upper bound for ϕˉ(u0)\bar\phi(u_0), for all possible initial conditions u0Bu_0\in B, in some subset of interest BXB\subset X.

Assuming that ϕ\phi is continuous, that BB is positively invariant (i.e. u(0)Bu(0)\in B implies u(t)Bu(t)\in B, t0\forall t\geq 0.), and BB is compact, then tϕ(u(t))t\mapsto \phi(u(t)) is bounded on t0t\geq 0, and the superior limit above is uniformily bounded in u0Bu_0\in B.

The problem, then, is to find the best possible bound C for supu0Bϕˉ(u0)\sup_{u_0\in B}\bar\phi(u_0).

Overview of some analytic and numerical methods

One way to bound ϕ(u0)\phi(u_0) is to do what is called energy-type estimates, which amounts to multiplying the equation by appropriate terms aiming to obtain inequalities that eventually lead to an estimate for ϕ(u0)\phi(u_0). Or by variational estimates, introducing an auxiliary function, within a special class of functions, and performing some minimization with respect to the auxiliary function.

Numerically, we can use a Monte-Carlo method and simulate the evolution of the equation in a computer, with randomly chosen initial conditions, and look for the time average over sufficiently long time intervals (sufficiently in the sense, for instance, that the finite-time average does not change much – according to a given error – by increasing the averaging time). Or one can vary the auxiliary function in the special class of functions and look for the best estimate.

More recently, however, a novel method is being used, which is a sort of variational technique, but in a different perspective and leading to an efficient numerical approach. There are some aspects I would like to discuss concerning this method:

  1. It can be seen as a convex minimization problem;

  2. When FF and ϕ\phi are polynomials, the minimization problem can be relaxed to a P-complete problem by looking for a Sum of Squares (SoS) representation of an appropriate term, at the cost of obtaining a larger bound, but which is often near the optimal value;

  3. The original convex minimization problem can be recast into a minimax problem and be showed to indeed yield the optimal estimate;

  4. The optimality result above has been proved first in the finite-dimensional case and, more recently, myself and a co-author extended it to dissipative evolutionary partial differential equations.

The Sum of Squares (SoS) problem

Looking for an expression for a nonnegative multivariate real polynomial p=p(x)p=p(x) as a Sum of Squares (SoS) of other polynomials, i.e. p(x)=j=1kpj(x)2p(x) = \sum_{j=1}^k p_j(x)^2 for other polynomials pj=pj(x)p_j=p_j(x), is not a new problem. In 1885, the 21-year old Minkowski made his inaugural dissertation on quadratic polynomials conjecturing that there must exist homogeneous, nonnegative real polynomials of degree mm in nn variables, for arbitrary m,n>2m, n > 2, which are not sums of squares of other homogeneous real polynomials. Hilbert initially attacked Minkowski's claim, but by the end of the presentation Hilbert was convinced that this might indeed be true at least starting with n=3n=3. Three years later, at the age of 26, Hilbert himself proved that the claim is not true for n=3,m=4n=3, m=4, but that for n3,m6n\geq 3, m\geq 6 or for n4,m4n\geq 4, m\geq 4, the set of nonnegative polynomials of degree mm in nn variables is indeed strictly larger than the set of sum of squares of polynomials.

Further work on the subject led him to formulate the 17th problem in his list of 23 problems presented in 1900: must every nonnegative homogenous polynomial be expressed as a sum of squares of rational functions?

Hilbert used tools from classical algebraic geometry at that time, without given explicit examples for the problem addressing Minkowski's dissertation. Explicit examples of homogenous polynomials which are not sum of squares of other polynomials were only given in the second half of the 20th century. One famous example is that of Motzkin:

f(x,y,z)=z6+x4y2+x2y43x2y2z2.{\displaystyle f(x,y,z)=z^{6}+x^{4}y^{2}+x^{2}y^{4}-3x^{2}y^{2}z^{2}.}

Hilbert's 17th problem was solved in the affimartive by Artin, in 1926. For further historical accounts related to Hilbert's 17th problem, see e.g. Reznick (2000).

More recently, a number of methods to actually test and find whether a given multivariate nonnegative polynomial is a sum of squares of polynomials have been devised (e.g. Shor 1980s, 1990s, Choi, Lam, Reznik 1990s). Then, Parrilo (2000) presented in his PhD thesis, and in subsequent articles (e.g. Parrilo (2003)), several applications to differential equations, including the search for Lyapunov functions and control strategies. By the early 2000s, a number of MATLAB toolbox solvers were already available.

Applications to local stability of PDEs and, in particular to 2D fluid flows were given, respectively by Papachristodoulou and Peet (2006) and Yu, Kashima, Imura (2008).

Finally we get to the articles related to the main motivation for this pots, which is that of globally estimating quantities related to the problem at hand and the global stability of the model.

The first article which seems to exploit the technique of Sum of Squares to the global analysis of PDEs seem to be that of Goulart and Chernyshenko (2012), which considered, in particular, the global stability of fluid flows. This was soon followed by a number of works by various authors: Fantuzzi, Goluskin, Doering, Goulart, Chernyshenko, Huang, Papachristodoulou (2010s), among others (see e.g. Chernyshenko, Goulart, Huang, and Papachristodoulou). These culminated with the work of Tobasco, Goluskin, and Doering (2018) showing that the convex optimization problem can be written as a minimax problem, which can then be proved to yield an optimal result for the estimate of the asymptotic time averages mentioned earlier. In turn, this gives the expectation that relaxing the problem to use the sum of squares approach yields sharp bounds, close to the optimal one.

The convex minimization problem

Now we begin to directly address the points raised above. Let us go back to the setting described earlier and see how the convex optimization problem appears.

One key aspect is to realize that, given any continuously differentiable function V:XRV:X\rightarrow \mathbb{R}, it follows, by the chain rule and integration, that the asymptotic time average of F(u)V(u)F(u)\cdot \nabla V(u) satisfies

0TF(u)V(u) dt=0Tu˙V(u) dt=0TddtV(F(u)) dt=V(u(T))V(u(0)). \begin{aligned} \int_0^T F(u)\cdot \nabla V(u) \;\textrm{d}t & = \int_0^T \dot u\cdot \nabla V(u) \;\textrm{d}t \\ & = \int_0^T \frac{\textrm{d}}{\textrm{d}t} V(F(u)) \;\textrm{d}t \\ & = V(u(T)) - V(u(0)). \end{aligned}

Since BB is assumed to be compact and positively invariant, then V(u(t))V(u(t)) is uniformly bounded in t0t\geq 0, so that

1T0TF(u)V(u)=V(u(T))V(u(0))T0, \frac{1}{T} \int_0^T F(u)\cdot \nabla V(u) = \frac{V(u(T)) - V(u(0))}{T} \rightarrow 0,

as TT\rightarrow \infty. Hence, using that a bar denotes limit superior of the time-averages, we write

FV=0. \overline{F\cdot\nabla V} = 0.

Since (6) actually holds for the limit itself, not only the superior limit, then we may add it to ϕˉ\bar\phi and have that

ϕˉCϕ+FVC, \bar\phi \leq C \Leftrightarrow \overline{\phi + F\cdot\nabla V} \leq C,

on BB, for arbitrary continuously differentiable function VV.

Since the above holds for arbitrary such VV and since the aim is to obtain the best possible CC, in the sense of being the smallest possible one, we can write the problem of finding such bound CC for ϕˉ\bar\phi as the minimization problem

supϕˉinf(C,V)R×C1, ϕ+(FV)CC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;\overline{\phi + (F\cdot \nabla V)} \leq C} C,

However, if we had to check whether the time averages ϕ+(FV)\overline{\phi + (F\cdot \nabla V)} are smaller than or equal to CC, for every initial condition u0u_0 in BB, we would actually have much more work than simply checking whether ϕˉC\bar\phi \leq C. So, the idea is to require the much stronger condition that ϕ(u)+F(u)V(u)C\phi(u) + F(u)\cdot \nabla V(u) \leq C, for every point uu in BB. Notice this is not a dynamic condition. We are not solving any differential equation. The point uu is an arbitrary point in BB. It is a pointwise bound, that certainly implies the time-average bound for any solution tu(t)t\mapsto u(t) starting at the positively invariant set BB.

It may seem, at first, that, by requiring this stronger condition, we end up with a much worse bound. However, it turns out that the minimization process somehow compensates for that and end up yielding an optimal bound just like we would obtain by requiring only that the time-average be smaller than or equal to CC. This magic is taken care of by the inclusion of the auxiliary function VV, which is sometimes called the reservoir function. Notice that the time-average FV\overline{F\cdot \nabla V} vanishes, but when considering FVF\cdot \nabla V for arbitrary points in BB, this term, for suitable VV, can be negative to compensate when ϕ\phi is large, and it is allowed to be positive, when ϕ\phi is small, such that at the end we find a relatively small bound CC.

Notice we don't expect FVF\cdot \nabla V to be negative all the time, otherwise VV would be like a Lyapunov function, or a La Salle-type function, and the solutions would converge to the invariant set included in the set {V=0}\{V=0\}. Some systems do have such a function, but this is not expected to exist in more complicate problems.

Now, by requiring that ϕ+FVC\phi + F\cdot \nabla V\leq C holds pointwise in all BB, instead of only along the time average of the trajectories u(t)u(t), we arrive at the following minimization problem:

supϕˉinf(C,V)R×C1, ϕ+(FV)CC. \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;\phi + (F\cdot \nabla V) \leq C} C.

We may rewrite this as

supϕˉinf(C,V)R×C1, SC,V(u)0,uBC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathcal{C}^1, \;S_{C,V}(u)\geq 0, \forall u\in B} C,

where SC,V(u)=Cϕ(FV)S_{C,V}(u) = C - \phi - (F\cdot \nabla V). This is a convex minimization problem, since the objetive function (C,V)C(C,V)\mapsto C is linear, and the minimization is sought after within the set SC,V0S_{C,V}\geq 0, which is convex since (C,V)SC,V(u)(C,V)\mapsto S_{C,V}(u) is linear and the half plane is convex.

Relaxing the minimization problem to a Sum of Squares minimization

The minimization problem (10) can be NP-hard to compute. However, when the differential equation term FF and the quantity of interest ϕ\phi are polynomials, the minimization problem can be relaxed to a P-complete convex minimization problem by restricting VV to be a polynomial of a given order, or some special type of polynomial, and requiring that the polynomial SC,VS_{C,V} be SoS, which certainly implies the condition that it be nonnegative. That might not yield an optimal bound, but it's been show to yield pretty sharp estimates for a number of equations.

This formulation takes the precise form

supϕˉinf(C,V)R×Pm(X), SC,V(u)=SoSC, \sup \bar\phi \leq \inf_{(C,V)\in \mathbb{R}\times\mathrm{P}_m(X), \;S_{C,V}(u) = \texttt{SoS}} C,

where above we denote by Pm(X)\mathrm{P}_m(X) the set of real polynomials on XX.

This problem can be regarded as a semidefinite programming. It is similar to linear programming, but in which the first orthant xi0x_i\geq 0 is replace by the cone of positive semidefinite matrices S0S\succeq 0. More precisely, we may start with the primal problem:

Minimize LS subject to AiS=bi and S0, \text{Minimize } L\cdot S \text{ subject to } A_i\cdot S = b_i \text{ and } S \succeq 0,

where bRMb\in \mathbb{R}^M is a given vector, LL and AiA_i are given symmetric N×NN\times N matrices, and SS is the decision variable, also assume to be symmetric. The dot product for matrices is element-wise, i.e. AiA=(Ai)jkAjk=0A_i\cdot A = (A_i)_{jk} A_{jk} = 0, and S0S\succeq 0 means that SS is positive semidefinite, i.e. ξSξ0\xi\cdot S \xi \geq 0, for every ξRN\xi\in \mathbb{R}^N.

The minization problem above has the dual formulation

Maximize bη subject to i=1MηiAiL, \text{Maximize } b\cdot \eta \text{ subject to } \sum_{i=1}^M \eta_iA_i\preceq L,

where ηRM\eta\in\mathbb{R}^M. Any solution of the dual problem is a lower bound for the primal problem, and, conversely, any solution of the primal problem yields an upper bound for the dual problem. In fact, this follows from

LSbη=LSi=1MηiAiS=(Li=1MηiAi)S0. L\cdot S - b\cdot \eta = L\cdot S - \sum_{i=1}^M \eta_iA_i\cdot S = (L - \sum_{i=1}^M \eta_iA_i)\cdot S \geq 0.

Thus,

bηLS b\cdot \eta \leq L\cdot S

for any feasible η\eta and SS in each problem.

The question now is how to frame the Sum of Squares problem into a semidefinite programming one. As described in Parrilo (2003), it is possible to write the sum of squares problem in either the primal form or the dual form. In theory, they are mathematically equivalent, but one formulation may be numerically more efficient than the other, depending on the dimension of the problem. For the sake of illustration, we describe below how to arrive at the primal problem.

So, suppose a multivariate real polynomial p(x)p(x), xRnx\in \mathbb{R}^n, of degree mm is given. It is easy to argue that, for p(x)p(x) to have any chance of being a sum of squares, or just nonnegative, the degree mm of pp has to be even, say m=2dm=2d. It is also not difficult to argue that it can be written in the form

p(x)=m(x)Sm(x), p(x) = m(x)\cdot Sm(x),

for a symmetric matrix S=(Sjk)S=(S_{jk}), where

ξ=ξ(x)=(1,x1,,xn,x1x1,,x1d,x1d1x2,,x1xnd1,xnd) \xi = \xi(x)=(1, x_1, \ldots, x_n, x_1x_1, \ldots, x_1^d, x_1^{d-1}x_2, \ldots, x_1x_n^{d-1}, x_n^d)

is the vector of all monomials in xx of degree up to d=m/2d=m/2. The dimension of the space for ξ(x)\xi(x) is N=(n+dd)N=\left(\begin{matrix} n + d \\ d \end{matrix}\right).

For example, consider the polynomial

p(x,y)=x44x3y6x2y24xy3+y4, p(x,y)= x^4 - 4x^3y - 6x^2y^2 -4xy^3 + y^4,

in (x,y)R2(x,y)\in \mathbb{R}^2, which we know is SoS since it is precisely (xy)4(x-y)^4. Then, with ξ(x,y)=(1,x,y,x2,xy,y2)\xi(x,y)=(1, x, y, x^2, xy, y^2), we can take

S=[000000000000000000000120000262000021]. S = \left[ \begin{matrix} 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 & -2 & 0 \\ 0 & 0 & 0 & -2 & -6 & -2 \\ 0 & 0 & 0 & 0 & -2 & 1 \end{matrix} \right].

Since the elements of mm are not algebraically independent (e.g. x2y2=(x2)(y2)=(xy)(xy))x^2y^2 = (x^2)(y^2) = (xy)(xy)), such SS is usually not unique. For instance, we can also take

S=[000000000000000000000123000202000321], S = \left[ \begin{matrix} 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 & -2 & -3 \\ 0 & 0 & 0 & -2 & 0 & -2 \\ 0 & 0 & 0 & -3 & -2 & 1 \end{matrix} \right],

or any convex combinations of the two.

Back to the general case (16), if there exists a symmetric matrix SS which is positive semidefinite, then it can be diagonalizable with the elements diid_{ii} in the diagonal being all non-negative, i.e.

ξSξ=ξ(Q1SQ)ξ=(Qξ)D(Qξ)=ζDζ=diiζi2=i(diiζi)2, \xi\cdot S\xi = \xi\cdot (Q^{-1}S Q)\xi = (Q\xi)\cdot D(Q\xi) = \zeta \cdot D \zeta = \sum d_{ii}\zeta_i^2 = \sum_i (\sqrt{d_{ii}}\zeta_i)^2,

where ζ(x)=Qξ(x)\zeta(x) = Q\xi(x) is a vector of polynomials in xx. This yields that pp is a SoS.

Hence, the problem becomes to find a symmetric positive semidefinite matrix SS satisfying (16). The polynomials p(x)p(x) and ξ(x)Sξ(x)\xi(x)\cdot S\xi(x) are equal if, and only if, their coefficients are equal, which is a linear problem for SS, with dimension M=N2=(n+dd)×(n+dd)M=N^2 = \left(\begin{matrix} n + d \\ d \end{matrix}\right) \times \left(\begin{matrix} n + d \\ d \end{matrix}\right). If we define the coeficients of p=p(x)p=p(x) by bib_i and those of ξSξ\xi\cdot S\xi by AiSA_i\cdot S, i=1,,Mi=1,\ldots, M, then the problem becomes to find a symmetrix matrix SS such that

S0,AiS=bi. S \succeq 0, \qquad A_i S = b_i.

If we further ask SS to minimize the quantity LSL\cdot S for some desirable symmetric matrix LL, then we end up with the primal semidefinite programming problem for SS.

The minimax formulation

The convex minimization problem (10) can easily be rewritten in the minimax form

supu0Bϕˉ(u0)minVC1(B)maxuB{ϕ(u)+F(u)V(u)}. \sup_{u_0\in B} \bar\phi(u_0) \leq \min_{V\in \mathcal{C}^1(B)} \max_{u\in B} \left\{\phi(u) + F(u) \cdot \nabla V(u)\right\}.

With this formulation in mind, Tobasco, Goluskin and Doering (2018) gave a beautiful proof that the bound is actually optimal, and that the supremum at the left hand side above is achieved!:

maxu0Bϕˉ(u0)=minVC1(B)maxuB{ϕ(u)+F(u)V(u)}. \max_{u_0\in B} \bar\phi(u_0) = \min_{V\in \mathcal{C}^1(B)} \max_{u\in B} \left\{\phi(u) + F(u) \cdot \nabla V(u)\right\}.

The proof uses Ergodic Theory and a minimax principle. In a future opportunity we will go through its proof, as well as to detail the extension done to the infinite-dimensional setting, which is briefly discussed next.

Extension to the infinite-dimensional setting

The proof in the finite dimensional case uses a few conditions that are delicate to extend to the infinite dimensional case:

  1. The positively invariant set BB has to be compact;

  2. The quantity of interest ϕ\phi has to be a continuous function on the phase space XX;

  3. Borel probability mesure are Lagrangian invariant if and only if they are Eulerian invariant.

By Lagrangian invariant we mean the classical invariant condition μ(S(t)1E)=μ(S(t)E)\mu(S(t)^{-1}E) = \mu(S(t)E), for any Borel set EXE\subset X, where μ\mu is the Borel probability measure in question and {S(t)}t0\{S(t)\}_{t\geq 0} is the semigroup generated by the equation. By Eulerian invariant we mean that μ\mu has to satisfy XF(u)V(u) dμ(u)=0\int_X F(u)\cdot \nabla V(u) \;\textrm{d}\mu(u) = 0, for all VC1(X)V\in \mathcal{C}^1(X).

The assumption that XX be finite-dimensional is not a requirement per se, but it makes the above conditions hold in more generality. For instance, it suffices to have BB closed and bounded to have it compact. And this compactness is needed both for the passage from time average to ensemble average (i.e. average with respect to the invariant measure) and for the minimax principle.

Concerning the assumption of continuity of ϕ\phi, it is not a big deal in finite dimensions, but it is quite restrictive for partial differential equations. For instance, if the phase space is L2(Ω)L^2(\Omega), one cannot consider ϕ(u)\phi(u) involving derivatives of uu. Even if we attempt to use extensions of the minimax principle, they require upper-semicontinuity of ϕ\phi, so even quantities like ϕ(u)=jxju2\phi(u) = \sum_j |\partial_{x_j}u|^2 would not work as is.

But at least for the case of a continuous quantity ϕ\phi in the infinite-dimensional (e.g. kinetic energy on L2L^2), one can go around the requirement of BB being compact by considering dissipative systems which possess a compact attracting set.

The remaining delicate condition is the equivalence between Lagrangian and Eulerian invariance, which is by no means trivial in the infinite-dimensional case. In fact, I know of only two equations for which this has been proved: the two-dimensional Navier-Stokes equations and a globally modified Navier-Stokes equations obtained by truncating the nonlinear term. However, it is my belief that the key tool is simply that it be possible to approximate the system (any solution) by a right-invertible semigroup (e.g. Galerkin approximation or a hyperbolic/wave-type approximation) and exploit the usual a~priori estimates. It is an open field to prove this for other systems or to come up with an easily-applicable general statement.

It should be said that even the notion of Eulerian invariance needs to be relaxed to working for special types of functions VV, which we call cylindrical test functionals. They are at the core of the notion of statistical solution.

As in the finite-dimensional case, we leave further details about the result in infinite dimensions to a future post. Meanwhile, the details can be found in Rosa and Temam (arxiv 2020)

Selected References:

\ No newline at end of file diff --git a/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/index.html b/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/index.html index ebb8f76..eb047fc 100644 --- a/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/index.html +++ b/blog/2021/02/time_ave_bounds_vanderpol_in_Julia/index.html @@ -1,4 +1,4 @@ - Computing time average bounds for the Van der Pol oscillator in Julia

Computing time average bounds for the Van der Pol oscillator in Julia

22 February 2021 | R. Rosa

Introduction

We addressed, in the previous Time average bounds via Sum of Squares post, the problem of estimating the asymptotic limit of time averages of quantities related to the solutions of a differential equation.

Here, the aim is to consider an example, namely the Van der Pol oscillator, and use two numerical methods to obtain those bounds: via time evolution of the system and via a convex semidefinite programming using Sum of Squares (SoS), both discussed in the previous post.

This example is addressed in details in Fantuzzi, Goluskin, Huang, and Chernyshenko (2016). My main motivation is to visualize the auxiliary function that yields the optimal bound via SoS. That is the main reason to choose a two-dimensional system.

That bound depends on the chosen degree mm for the auxiliary function appearing in the SoS method. Here are the results for specific values of mm:

BoundsError: attempt to access 0-element Vector{Any} at index [1]

We discuss, below, the details leading to these result and how to appreciate the plots above. (Notice you can rotate, pan and zoom the previous and subsequent images!)

The Van der Pol oscillator

The Van der Pol oscillator originated in the study of eletric circuits and appears in several other phenomena, from control, to biology and seismology.

In its simplest, and nondimensional, form, the equation reads

d2xdt2μ(1x2)dxdt+x=0, {\displaystyle {d^{2}x \over dt^{2}} - \mu (1-x^{2}){dx \over dt}+x=0,}

where μ>0\mu>0. This equation has the stationary solution x(t)=0x(t)=0, tR\forall t\in \mathbb{R}, and all other solutions converge to a limit cycle that oscillates around the origin. The form of the limit cycle and the convergence rate to the limit cycle change according to the value of the parameter μ\mu.

Below you will find the evolution of both x=x(t)x=x(t) and its derivative x=dx(t)/dtx'=dx(t)/dt for different values of μ\mu, and with the initial conditions x(0)=4.0x(0)=4.0 and x(0)=6.0x'(0)=6.0. Notice that, for small μ\mu, the solution converges faster to the limit cycle, which is nearly a sinusoidal wave; while for large μ\mu, the solution converges slightly slower and the solution develops spikes, as if firing up some signal information (think neurons in biological applications).

Failed to precompile PlotlyJS [f0f68f2c-4968-5e81-91da-67840de0976a] to "/home/runner/.julia/compiled/v1.10/PlotlyJS/jl_gm5S2j".

Another common representation of the dynamics of an autonomous system is that of a phase portrait, in which we draw the orbit, or trajectory, in the phase space of the system. In this case, the phase space is xyxy, where y=dx/dty=dx/dt. We rewrite the second-order differential equation as a system of first order equations

{x=y,y=μ(1x2)yx. \begin{cases} x' = y, \\ y' = μ(1 - x^2)y - x. \end{cases}

The same trajectories above, in the two extreme values for μ\mu, are seen below in phase space.

UndefVarError: PlotlyJS not defined

Estimating time averages

The post Time average bounds via Sum of Squares addressed the problem of estimating the time-average

ϕˉ(u0)=lim supT1T0Tϕ(u(t)) dt, \bar\phi(u_0) = \limsup_{T\rightarrow} \frac{1}{T} \int_0^T \phi(u(t))\;\textrm{d}t,

for the solutions u=u(t),t0u=u(t), t\geq 0, u(0)=u0u(0)=u_0, of a differential equation

dudt=F(u), \frac{\textrm{d} u}{\textrm{d}t} = F(u),

where ϕ:XR\phi:X\rightarrow \mathbb{R} is continuous; F:XXF:X\rightarrow X is some locally Lipschitz function acting in some finite-dimensional space X=RnX=\mathbb{R}^n, nNn\in\mathbb{N}; and assuming the solutions generate a continuous semigroup {S(t)}t0\{S(t)\}_{t\geq 0}, where S(t)u0=u(t)S(t)u_0=u(t).

We exemplify this here with the Van der Pol system (2) and with the quantity

ϕ(x,y)=x2+y2.\phi(x,y) = x^2 + y^2.

Bounds via direct computation of the trajectory and its time average

The most direct way to numerically estimate the bound is via a numerical evolution of the system, for a sufficiently long time, and taking the corresponding time average. Since the system has a globally attracting limit cycle (except for the unstable fixed point at the origin), we may simply consider a single trajectory for the estimate.

UndefVarError: DifferentialEquations not defined

Notice we integrated for a very long time to have a proper convergence of the time average. Alternatively, knowning that a fixed fraction of the time integral over the time period converges to zero, we could start integrating at a later time and avoid the initial large values, due to the transient behavior, and the initial bumps, due to the periodic spikes in the solution and its derivative:

limT1T0Tϕ(u(t)) dt=limT1T(0Tϕ(u(t)) dt+TTϕ(u(t)) dt)=limT1TTTϕ(u(t)) dt=limTTTT1TTTTϕ(u(t)) dt=limT1TTTTϕ(u(t)) dt=limT1T0Tϕ(u(T+t)) dt. \lim_{T\rightarrow \infty} \frac{1}{T}\int_0^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{1}{T}\left(\int_0^{T_*} \phi(u(t))\;\textrm{d}t + \int_{T_*}^T \phi(u(t))\;\textrm{d}t\right) \\ = \lim_{T\rightarrow \infty} \frac{1}{T}\int_{T_*}^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{T-T_*}{T}\frac{1}{T-T_*}\int_{T_*}^T \phi(u(t))\;\textrm{d}t \\ = \lim_{T\rightarrow \infty} \frac{1}{T-T_*}\int_{T_*}^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{1}{T}\int_0^T \phi(u(T_*+t))\;\textrm{d}t.

In general, however, we may not have such a clear understanding of the dynamics so as to start from specific points or at specific times.

Bounds via convex semidefinite programming with Sum of Squares

We now estimate the upper bound via optimization. As we have seen in Time average bounds via Sum of Squares, since ϕ\phi and FF are polynomials, an upper bound is given by

supϕˉinf{C; (C,V)R×Pm(X), CϕFV=SoS}, \sup \bar\phi \leq \inf\{C; \; (C,V)\in \mathbb{R}\times\mathrm{P}_m(X), \;C−ϕ−F⋅∇V = \texttt{SoS}\},

where Pm(X)\mathrm{P}_m(X) denotes the set of real polynomials on XX with degree at most mm, and where, in this case, X=R2X=\mathbb{R}^2. We expect the bound to become sharper as we increase the degree mm. Recall, as discussed in the previous post, the degree has to be even, otherwise it has no chance of being nonnegative.

Below is the result of the estimate, for some choices of mm:

MethodError: no method matching prettytable(::IOBuffer, ::Matrix{Float64}, ::Matrix{String}; backend::Symbol, standalone::Bool, formatters::Main.FDSANDBOX_2569371999895574908.var"#17#18")

Closest candidates are: prettytable(::IO, ::Any; header, kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:740 prettytable(!Matched::Type{HTML}, ::Any; kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:728 pretty_table(!Matched::Type{String}, ::Any; color, kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:722 ...

Here is a corresponding plot, but skipping m=4m=4, for scaling reasons:

UndefVarError: json not defined

Visualizing the auxiliary function

Looking at (7) and its feasibility condition

CϕFV=SoS0, C−ϕ−F⋅∇V = \texttt{SoS} \geq 0,

we see that CC is smaller, the greater the term FV-F\cdot\nabla V, i.e. the "closer" FF points to V-\nabla V, or, in other words, the faster the orbit descends along VV, whenever possible.

The best situation is in a gradient flow, but that is not always the case. It may not even be possible to have FF descend along VV all the time; just think of a periodic orbit, with a nontrivial auxiliary function VV, such as in our case. Nevertheless, the longer the orbit descends along VV, the better.

With that in mind, you may go back to the visualizations of the auxiliary function given in the beginning of the post. Notice how the condition just described (of the orbit to attempt to descend along the optimal VV) improves as the degree of VV is allowed to increase. You can rotate, pan, and zoom the figures as you wish, to better observe this behavior of the limit cycle with respect to VV.

Computation comparison

We show below a simple performance comparison between the time integration method done in the function get_means_vdp() and the SoS optimization method done in get_bound_vdp_sos() (see the codes in Section Julia codes). For that, we use the JuliaCI/BenchmarkTools.jl package. Keep in mind the functions being compared have not been optimized and this is not a thorough assessment of both methods.

For the time-integration, instead of integrating from t=0t=0 to t=Tmaxt=T_{\text{max}}, with Tmax=5000T_{\text{max}}=5000, as done in one of the plots above, we only go up to Tmax=610T_{\text{max}}=610, which is enough to get to the same bound as that given by the SoS method with the auxiliary function with degree m=10m=10. Here is the result of @btime.

julia> using BenchmarkTools
+          Computing time average bounds for the Van der Pol oscillator in Julia 

Computing time average bounds for the Van der Pol oscillator in Julia

22 February 2021 | R. Rosa

Introduction

We addressed, in the previous Time average bounds via Sum of Squares post, the problem of estimating the asymptotic limit of time averages of quantities related to the solutions of a differential equation.

Here, the aim is to consider an example, namely the Van der Pol oscillator, and use two numerical methods to obtain those bounds: via time evolution of the system and via a convex semidefinite programming using Sum of Squares (SoS), both discussed in the previous post.

This example is addressed in details in Fantuzzi, Goluskin, Huang, and Chernyshenko (2016). My main motivation is to visualize the auxiliary function that yields the optimal bound via SoS. That is the main reason to choose a two-dimensional system.

That bound depends on the chosen degree mm for the auxiliary function appearing in the SoS method. Here are the results for specific values of mm:

BoundsError: attempt to access 0-element Vector{Any} at index [1]

We discuss, below, the details leading to these result and how to appreciate the plots above. (Notice you can rotate, pan and zoom the previous and subsequent images!)

The Van der Pol oscillator

The Van der Pol oscillator originated in the study of eletric circuits and appears in several other phenomena, from control, to biology and seismology.

In its simplest, and nondimensional, form, the equation reads

d2xdt2μ(1x2)dxdt+x=0, {\displaystyle {d^{2}x \over dt^{2}} - \mu (1-x^{2}){dx \over dt}+x=0,}

where μ>0\mu>0. This equation has the stationary solution x(t)=0x(t)=0, tR\forall t\in \mathbb{R}, and all other solutions converge to a limit cycle that oscillates around the origin. The form of the limit cycle and the convergence rate to the limit cycle change according to the value of the parameter μ\mu.

Below you will find the evolution of both x=x(t)x=x(t) and its derivative x=dx(t)/dtx'=dx(t)/dt for different values of μ\mu, and with the initial conditions x(0)=4.0x(0)=4.0 and x(0)=6.0x'(0)=6.0. Notice that, for small μ\mu, the solution converges faster to the limit cycle, which is nearly a sinusoidal wave; while for large μ\mu, the solution converges slightly slower and the solution develops spikes, as if firing up some signal information (think neurons in biological applications).

Failed to precompile PlotlyJS [f0f68f2c-4968-5e81-91da-67840de0976a] to "/home/runner/.julia/compiled/v1.10/PlotlyJS/jl_wPrQD1".

Another common representation of the dynamics of an autonomous system is that of a phase portrait, in which we draw the orbit, or trajectory, in the phase space of the system. In this case, the phase space is xyxy, where y=dx/dty=dx/dt. We rewrite the second-order differential equation as a system of first order equations

{x=y,y=μ(1x2)yx. \begin{cases} x' = y, \\ y' = μ(1 - x^2)y - x. \end{cases}

The same trajectories above, in the two extreme values for μ\mu, are seen below in phase space.

UndefVarError: PlotlyJS not defined

Estimating time averages

The post Time average bounds via Sum of Squares addressed the problem of estimating the time-average

ϕˉ(u0)=lim supT1T0Tϕ(u(t)) dt, \bar\phi(u_0) = \limsup_{T\rightarrow} \frac{1}{T} \int_0^T \phi(u(t))\;\textrm{d}t,

for the solutions u=u(t),t0u=u(t), t\geq 0, u(0)=u0u(0)=u_0, of a differential equation

dudt=F(u), \frac{\textrm{d} u}{\textrm{d}t} = F(u),

where ϕ:XR\phi:X\rightarrow \mathbb{R} is continuous; F:XXF:X\rightarrow X is some locally Lipschitz function acting in some finite-dimensional space X=RnX=\mathbb{R}^n, nNn\in\mathbb{N}; and assuming the solutions generate a continuous semigroup {S(t)}t0\{S(t)\}_{t\geq 0}, where S(t)u0=u(t)S(t)u_0=u(t).

We exemplify this here with the Van der Pol system (2) and with the quantity

ϕ(x,y)=x2+y2.\phi(x,y) = x^2 + y^2.

Bounds via direct computation of the trajectory and its time average

The most direct way to numerically estimate the bound is via a numerical evolution of the system, for a sufficiently long time, and taking the corresponding time average. Since the system has a globally attracting limit cycle (except for the unstable fixed point at the origin), we may simply consider a single trajectory for the estimate.

UndefVarError: DifferentialEquations not defined

Notice we integrated for a very long time to have a proper convergence of the time average. Alternatively, knowning that a fixed fraction of the time integral over the time period converges to zero, we could start integrating at a later time and avoid the initial large values, due to the transient behavior, and the initial bumps, due to the periodic spikes in the solution and its derivative:

limT1T0Tϕ(u(t)) dt=limT1T(0Tϕ(u(t)) dt+TTϕ(u(t)) dt)=limT1TTTϕ(u(t)) dt=limTTTT1TTTTϕ(u(t)) dt=limT1TTTTϕ(u(t)) dt=limT1T0Tϕ(u(T+t)) dt. \lim_{T\rightarrow \infty} \frac{1}{T}\int_0^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{1}{T}\left(\int_0^{T_*} \phi(u(t))\;\textrm{d}t + \int_{T_*}^T \phi(u(t))\;\textrm{d}t\right) \\ = \lim_{T\rightarrow \infty} \frac{1}{T}\int_{T_*}^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{T-T_*}{T}\frac{1}{T-T_*}\int_{T_*}^T \phi(u(t))\;\textrm{d}t \\ = \lim_{T\rightarrow \infty} \frac{1}{T-T_*}\int_{T_*}^T \phi(u(t))\;\textrm{d}t = \lim_{T\rightarrow \infty} \frac{1}{T}\int_0^T \phi(u(T_*+t))\;\textrm{d}t.

In general, however, we may not have such a clear understanding of the dynamics so as to start from specific points or at specific times.

Bounds via convex semidefinite programming with Sum of Squares

We now estimate the upper bound via optimization. As we have seen in Time average bounds via Sum of Squares, since ϕ\phi and FF are polynomials, an upper bound is given by

supϕˉinf{C; (C,V)R×Pm(X), CϕFV=SoS}, \sup \bar\phi \leq \inf\{C; \; (C,V)\in \mathbb{R}\times\mathrm{P}_m(X), \;C−ϕ−F⋅∇V = \texttt{SoS}\},

where Pm(X)\mathrm{P}_m(X) denotes the set of real polynomials on XX with degree at most mm, and where, in this case, X=R2X=\mathbb{R}^2. We expect the bound to become sharper as we increase the degree mm. Recall, as discussed in the previous post, the degree has to be even, otherwise it has no chance of being nonnegative.

Below is the result of the estimate, for some choices of mm:

MethodError: no method matching prettytable(::IOBuffer, ::Matrix{Float64}, ::Matrix{String}; backend::Symbol, standalone::Bool, formatters::Main.FDSANDBOX_2569371999895574908.var"#17#18")

Closest candidates are: prettytable(::IO, ::Any; header, kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:740 prettytable(!Matched::Type{HTML}, ::Any; kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:728 pretty_table(!Matched::Type{String}, ::Any; color, kwargs...) @ PrettyTables ~/.julia/packages/PrettyTables/E8rPJ/src/print.jl:722 ...

Here is a corresponding plot, but skipping m=4m=4, for scaling reasons:

UndefVarError: json not defined

Visualizing the auxiliary function

Looking at (7) and its feasibility condition

CϕFV=SoS0, C−ϕ−F⋅∇V = \texttt{SoS} \geq 0,

we see that CC is smaller, the greater the term FV-F\cdot\nabla V, i.e. the "closer" FF points to V-\nabla V, or, in other words, the faster the orbit descends along VV, whenever possible.

The best situation is in a gradient flow, but that is not always the case. It may not even be possible to have FF descend along VV all the time; just think of a periodic orbit, with a nontrivial auxiliary function VV, such as in our case. Nevertheless, the longer the orbit descends along VV, the better.

With that in mind, you may go back to the visualizations of the auxiliary function given in the beginning of the post. Notice how the condition just described (of the orbit to attempt to descend along the optimal VV) improves as the degree of VV is allowed to increase. You can rotate, pan, and zoom the figures as you wish, to better observe this behavior of the limit cycle with respect to VV.

Computation comparison

We show below a simple performance comparison between the time integration method done in the function get_means_vdp() and the SoS optimization method done in get_bound_vdp_sos() (see the codes in Section Julia codes). For that, we use the JuliaCI/BenchmarkTools.jl package. Keep in mind the functions being compared have not been optimized and this is not a thorough assessment of both methods.

For the time-integration, instead of integrating from t=0t=0 to t=Tmaxt=T_{\text{max}}, with Tmax=5000T_{\text{max}}=5000, as done in one of the plots above, we only go up to Tmax=610T_{\text{max}}=610, which is enough to get to the same bound as that given by the SoS method with the auxiliary function with degree m=10m=10. Here is the result of @btime.

julia> using BenchmarkTools
 
 julia> @btime get_means_vdp($u0, $μ, $ϕ, 610)[2][end]
   768.929 ms (3115182 allocations: 77.89 MiB)
@@ -131,4 +131,4 @@
     tracelinevxy = PlotlyJS.scatter(;x=vdp_sol_x, y=vdp_sol_y, z=v.(vdp_sol_x,vdp_sol_y), line_width=6, line_color="green", mode="lines", type="scatter3d", name="lifted orbit")
     push!(plt_composite, PlotlyJS.Plot([tracesurf,traceline0,tracelinevxy], Layout(;xaxis_title = "x", yaxis_title = "y", zaxis_title="z=ln(1+V-min(V))", legend_x=0.0, legend_y=1.0, title="Auxiliary function V=V(x,y) with degree m=$(Vdeg_range[j]) and bound $(round(bounds[j],digits=3))")))
 end
UndefVarError: `vdp_sol` not defined
-
⬇ Download the full julia code julia rocker

Acknowledgements

There are many people to thank for, in getting to this point, but I specifically want to thank Chris Rackauckas, for pointing me to use JuliaMath/QuadGK.jl; Eric Hanson, for helping me in using his package ericphanson/SDPAFamily; and Thibaut Lienart for helping me with many of the features in his package tlienart/Franklin.jl.

References

\ No newline at end of file +
⬇ Download the full julia code julia rocker

Acknowledgements

There are many people to thank for, in getting to this point, but I specifically want to thank Chris Rackauckas, for pointing me to use JuliaMath/QuadGK.jl; Eric Hanson, for helping me in using his package ericphanson/SDPAFamily; and Thibaut Lienart for helping me with many of the features in his package tlienart/Franklin.jl.

References

\ No newline at end of file diff --git a/blog/2021/05/unitfulbuckinghampi/index.html b/blog/2021/05/unitfulbuckinghampi/index.html index 338c8d3..f5be0d2 100644 --- a/blog/2021/05/unitfulbuckinghampi/index.html +++ b/blog/2021/05/unitfulbuckinghampi/index.html @@ -227,7 +227,7 @@

How do
\ No newline at end of file diff --git a/blog/2021/2022/11/analytic_rode/index.html b/blog/2021/2022/11/analytic_rode/index.html index a7e39d0..09411e4 100644 --- a/blog/2021/2022/11/analytic_rode/index.html +++ b/blog/2021/2022/11/analytic_rode/index.html @@ -1 +1 @@ - Analytic solutions of RODEs

Analytic solutions of random ordinary differential equations

6 Nov 2022 | R. Rosa

Introduction

Random ordinary differential equations are directly related to Stochastic differential equations and are used in a number of models in a range of areas.

As in many complicate differential equations, numerical methods are of fundamental importance in the understanding such models and in using them in applications.

\ No newline at end of file + Analytic solutions of RODEs

Analytic solutions of random ordinary differential equations

6 Nov 2022 | R. Rosa

Introduction

Random ordinary differential equations are directly related to Stochastic differential equations and are used in a number of models in a range of areas.

As in many complicate differential equations, numerical methods are of fundamental importance in the understanding such models and in using them in applications.

\ No newline at end of file diff --git a/en/index.html b/en/index.html index 3509d49..cc34e5a 100644 --- a/en/index.html +++ b/en/index.html @@ -1 +1 @@ - Ricardo M. S. Rosa

Welcome to my personal webpage

Ricardo Rosa

I am a Full Professor at the Applied Mathematics Department (Matemática Aplicada) in the Institute of Mathematics of the Federal University of Rio de Janeiro (Instituto de Matemática/Universidade Federal do Rio de Janeiro - IM/UFRJ), with a PhD degree in Applied Mathematics from the Indiana University, USA.

My background is on Partial Differential Equations, with emphasis in Infinite Dimensional Dynamical Systems, incompressible Navier-Stokes equations, and statistical solutions connected with turbulence.

— Ricardo M. S. Rosa

News

⟩⟩⟩ Teaching: Stochastic and random ordinary differential equations

I am teaching, for the third time, a course on theoretical and numerical aspects of stochastic and random ordinary differential equations. Lecture notes in Portuguese availabe at rmsrosa.github.io/notas_sde.

⟩⟩⟩ Teaching: Differential equations

I am also teaching the usual second-year undergraduate course on ordinary differential equations, with my lecture notes available in Portuguese at Equações Diferenciais versão ago/2022.

⟩⟩⟩ Article on the BR-EMS 2021 life table for the Brazilian insured population published at REBEP

Article on the "BR-EMS 2021 life table for the Brazilian insured population" published in January 2023 at the REBEP journal (Revista Brasileira de Estudos de População), stemmed from a research project conducted by the Laboratório de Matemática Aplicada (LabMA/UFRJ) in partnership with Federação Nacional de Previdência Privada e Vida (FENAPREVI).

⟩⟩⟩ Memorial tribute to Ciprian Foias published in Notices of the American Mathematical Society

Article "Remembrances of Ciprian Ilie Foias" published in Notices of the American Mathematical Society.

⟩⟩⟩ Slides of my talk at the VI Workshop on Fluids and PDEs - Oct 2023

Here are the slides of my talk at the VI Workshop on Fluids and PDE, Celebrating the 60th birthdays of Helena J. Nussenzveig Lopes and Milton C. Lopes Filho.

\ No newline at end of file + Ricardo M. S. Rosa

Welcome to my personal webpage

Ricardo Rosa

I am a Full Professor at the Applied Mathematics Department (Matemática Aplicada) in the Institute of Mathematics of the Federal University of Rio de Janeiro (Instituto de Matemática/Universidade Federal do Rio de Janeiro - IM/UFRJ), with a PhD degree in Applied Mathematics from the Indiana University, USA.

My background is on Partial Differential Equations, with emphasis in Infinite Dimensional Dynamical Systems, incompressible Navier-Stokes equations, and statistical solutions connected with turbulence.

— Ricardo M. S. Rosa

News

⟩⟩⟩ Teaching: Advanced Linear Algebra

I am teaching a graduate-level course on Linear Algebra. Lecture notes in Portuguese availabe at Álgebra Linear Avançada - version 4/jan/2024.

⟩⟩⟩ Teaching: Stochastic generative methods

I am also teaching a course on generative methods based on stochastic models, with my lecture notes available at rmsrosa.github.io/random_notes/dev/generative/overview/.

⟩⟩⟩ Article on the BR-EMS 2021 life table for the Brazilian insured population published at REBEP

Article on the "BR-EMS 2021 life table for the Brazilian insured population" published in January 2023 at the REBEP journal (Revista Brasileira de Estudos de População), stemmed from a research project conducted by the Laboratório de Matemática Aplicada (LabMA/UFRJ) in partnership with Federação Nacional de Previdência Privada e Vida (FENAPREVI).

⟩⟩⟩ Memorial tribute to Ciprian Foias published in Notices of the American Mathematical Society

Article "Remembrances of Ciprian Ilie Foias" published in Notices of the American Mathematical Society.

⟩⟩⟩ Slides of my talk at the VI Workshop on Fluids and PDEs - Oct 2023

Here are the slides of my talk at the VI Workshop on Fluids and PDE, Celebrating the 60th birthdays of Helena J. Nussenzveig Lopes and Milton C. Lopes Filho.

\ No newline at end of file diff --git a/index.html b/index.html index 70f9dd0..a557b6f 100644 --- a/index.html +++ b/index.html @@ -1 +1 @@ - Ricardo M. S. Rosa

Bem vindo à minha página pessoal

Ricardo Rosa

Sou Professor Titular do Departamento de Matemática Aplicada do IM-UFRJ, com doutorado em Matemática Aplicada pela Universidade de Indiana, nos EUA.

A minha formação é em equações a derivadas parciais, com ênfase em dinâmica em dimensão infinita, equações de Navier-Stokes de escoamentos incompressíveis e soluções estatísticas em turbulência.

— Ricardo M. S. Rosa

Notícias

⟩⟩⟩ Disciplina: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias 2024/1

Veja aqui informações sobre essa disciplina, período 2024/1 com espelho na pós-graduação.

⟩⟩⟩ Disciplina: Equações Diferenciais 2024/1

Veja aqui informações sobre a disciplina de Equações Diferenciais, período 2024/1.

⟩⟩⟩ Article on the BR-EMS 2021 life table for the Brazilian insured population published at REBEP

Article on the "BR-EMS 2021 life table for the Brazilian insured population" published in January 2023 at the REBEP journal (Revista Brasileira de Estudos de População), stemmed from a research project conducted by the Laboratório de Matemática Aplicada (LabMA/UFRJ) in partnership with Federação Nacional de Previdência Privada e Vida (FENAPREVI).

⟩⟩⟩ Memorial tribute to Ciprian Foias published in Notices of the American Mathematical Society

Article "Remembrances of Ciprian Ilie Foias" published in Notices of the American Mathematical Society.

⟩⟩⟩ Slides of my talk at the VI Workshop on Fluids and PDEs - Oct 2023

Here are the slides of my talk at the VI Workshop on Fluids and PDE, Celebrating the 60th birthdays of Helena J. Nussenzveig Lopes and Milton C. Lopes Filho.

\ No newline at end of file + Ricardo M. S. Rosa

Bem vindo à minha página pessoal

Ricardo Rosa

Sou Professor Titular do Departamento de Matemática Aplicada do IM-UFRJ, com doutorado em Matemática Aplicada pela Universidade de Indiana, nos EUA.

A minha formação é em equações a derivadas parciais, com ênfase em dinâmica em dimensão infinita, equações de Navier-Stokes de escoamentos incompressíveis e soluções estatísticas em turbulência.

— Ricardo M. S. Rosa

Notícias

⟩⟩⟩ Disciplina: Modelos generativos estocásticos 2024/2

Veja aqui informações sobre essa disciplina, período 2024/2.

⟩⟩⟩ Disciplina: Álgebra Linear Avançada 2024/2

Veja aqui informações sobre a disciplina de Álgebra Linear do Mestrado, período 2024/2, com espelho na graduação Álgebra Linear Avançada.

⟩⟩⟩ Article on the BR-EMS 2021 life table for the Brazilian insured population published at REBEP

Article on the "BR-EMS 2021 life table for the Brazilian insured population" published in January 2023 at the REBEP journal (Revista Brasileira de Estudos de População), stemmed from a research project conducted by the Laboratório de Matemática Aplicada (LabMA/UFRJ) in partnership with Federação Nacional de Previdência Privada e Vida (FENAPREVI).

⟩⟩⟩ Memorial tribute to Ciprian Foias published in Notices of the American Mathematical Society

Article "Remembrances of Ciprian Ilie Foias" published in Notices of the American Mathematical Society.

⟩⟩⟩ Slides of my talk at the VI Workshop on Fluids and PDEs - Oct 2023

Here are the slides of my talk at the VI Workshop on Fluids and PDE, Celebrating the 60th birthdays of Helena J. Nussenzveig Lopes and Milton C. Lopes Filho.

\ No newline at end of file diff --git a/package-lock.json b/package-lock.json index 7fc3b05..d5aafeb 100644 --- a/package-lock.json +++ b/package-lock.json @@ -5,13 +5,13 @@ "packages": { "": { "dependencies": { - "highlight.js": "^11.9.0" + "highlight.js": "^11.10.0" } }, "node_modules/highlight.js": { - "version": "11.9.0", - "resolved": "https://registry.npmjs.org/highlight.js/-/highlight.js-11.9.0.tgz", - "integrity": "sha512-fJ7cW7fQGCYAkgv4CPfwFHrfd/cLS4Hau96JuJ+ZTOWhjnhoeN1ub1tFmALm/+lW5z4WCAuAV9bm05AP0mS6Gw==", + "version": "11.10.0", + "resolved": "https://registry.npmjs.org/highlight.js/-/highlight.js-11.10.0.tgz", + "integrity": "sha512-SYVnVFswQER+zu1laSya563s+F8VDGt7o35d4utbamowvUNLLMovFqwCLSocpZTz3MgaSRA1IbqRWZv97dtErQ==", "engines": { "node": ">=12.0.0" } diff --git a/package.json b/package.json index c849f52..e1f69f7 100644 --- a/package.json +++ b/package.json @@ -1,5 +1,5 @@ { "dependencies": { - "highlight.js": "^11.9.0" + "highlight.js": "^11.10.0" } } diff --git a/pages/blog_en/index.html b/pages/blog_en/index.html index 9465946..f8712b9 100644 --- a/pages/blog_en/index.html +++ b/pages/blog_en/index.html @@ -1 +1 @@ - Blog

Blog

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Blog

\ No newline at end of file diff --git a/pages/contact/index.html b/pages/contact/index.html index 1af773f..98938f9 100644 --- a/pages/contact/index.html +++ b/pages/contact/index.html @@ -1 +1 @@ - Contact

Contact

Email: rrosa AT im DOT ufrj DOT br

Webpage UFRJ: http://www.im.ufrj.br/rrosa

Office: C-113B, Bloco C, Centro de Tecnologia (CT), Ilha do Fundão

Postal address:

Instituto de Matemática - UFRJ
Av. Athos da Silveira Ramos 149, Centro de Tecnologia - Bloco C
Cidade Universitária - Ilha do Fundão - Caixa Postal 68530
Rio de Janeiro - RJ - 21.941-909 - Brasil

Location:

\ No newline at end of file + Contact

Contact

Email: rrosa AT im DOT ufrj DOT br

Webpage UFRJ: http://www.im.ufrj.br/rrosa or https://rmsrosa.github.io

Office: C-127-07, Centro de Tecnologia (CT), Ilha do Fundão

Postal address:

Instituto de Matemática - UFRJ
Av. Athos da Silveira Ramos 149, Centro de Tecnologia - Bloco C
Cidade Universitária - Ilha do Fundão - Caixa Postal 68530
Rio de Janeiro - RJ - 21.941-909 - Brasil

Location:

\ No newline at end of file diff --git a/pages/contato/index.html b/pages/contato/index.html index 670194f..cca9e6b 100644 --- a/pages/contato/index.html +++ b/pages/contato/index.html @@ -1 +1 @@ - Contato

Contato na UFRJ

Email profissional: rrosa AT im DOT ufrj DOT br

Webpage UFRJ: http://www.im.ufrj.br/rrosa

Gabinete: C-113B, Bloco C, Centro de Tecnologia (CT), Ilha do Fundão

Endereço Postal:

Instituto de Matemática - UFRJ
Av. Athos da Silveira Ramos 149, Centro de Tecnologia - Bloco C
Cidade Universitária - Ilha do Fundão - Caixa Postal 68530
Rio de Janeiro - RJ - 21.941-909 - Brasil

Localização:

\ No newline at end of file + Contato

Contato na UFRJ

Email profissional: rrosa AT im DOT ufrj DOT br

Webpage UFRJ: http://www.im.ufrj.br/rrosa ou https://rmsrosa.github.io

Gabinete: C-127-07, Bloco C, Centro de Tecnologia (CT), Ilha do Fundão

Endereço Postal:

Instituto de Matemática - UFRJ
Av. Athos da Silveira Ramos 149, Centro de Tecnologia - Bloco C
Cidade Universitária - Ilha do Fundão - Caixa Postal 68530
Rio de Janeiro - RJ - 21.941-909 - Brasil

Localização:

\ No newline at end of file diff --git a/pages/cv/index.html b/pages/cv/index.html index d3ee9fc..3c80691 100644 --- a/pages/cv/index.html +++ b/pages/cv/index.html @@ -1 +1 @@ - CV

Curriculum Vitae

Currículo Lattes

Páginas em organizações científicas

Página no Github

Distinções acadêmicas

Prêmios

Bolsas de pesquisa

Bolsas de estudo

Auxílios Financeiros

Concursos

Funções Administrativas

Atuais

Anteriores

Eventos organizados

  1. Escola de Verão do IM-UFRJ de 2007 (IM-UFRJ, Rio de Janeiro, janeiro a início de março de 2007 - Coordenador)

  2. AMS-SBM Joint International Meeting (IMPA, Rio de Janeiro, 4 a 7 de junho de 2008 - Membro do Comitê Organizador Local)

  3. II Workshop on Fluids and PDE (IM-UFRJ, Rio de Janeiro, 13 a 15 de agosto de 2008 - Coordenador)

  4. 1st Franco-Brazilian Fluids Summer School (Unicamp, Campinas, 13 a 22 de janeiro de 2010 - Membro do Comitê Científico)

  5. III Workshop on Fluids and PDE (Unicamp, Campinas, 27 de junho a 1 de julho de 2011 - Membro do Comitê Científico)

  6. IV Escola Brasileira de Equações Diferenciais (João Pessoa, Paraíba, 22 a 26 de agosto de 2011 - Membro do Comitê Científico)

  7. Mini-simpósio MS0 Turbulence and Statistical Solutions in Incompressible Flows, 2011 SIAM Conference on Analysis of Partial Differential Equations (San Diego, California, 14 a 17 de novembro de 2011 - Membro do Comitê Organizador da Sessão)

  8. Seminário de Fluidos (IM-UFRJ, Rio de Janeiro, 2013/1 - Coordenador)

  9. Session 'Fluid Mechanics: from Turbulence to Free Boundaries', The Mathematical Congress of the Americas 2013 (Guajanuato, México, 5 a 9 de agosto de 2013 - Membro do Comitê Organizador da Sessão)

  10. Conferência 5x05, Comemorando os 25 anos do Mestrado em Matemática Aplicada do IM-UFRJ (IM-UFRJ, Rio de Janeiro, 2 a 4 de abril de 2014 - Membro do Comitê Organizador)

  11. IV Workshop on Fluids and PDE (IMPA, Rio de Janeiro, 26 a 30 de maio de 2014 - Membro do Comitê Científico)

  12. V Workshop on Fluids and PDE (IMECC/Unicamp, Campinas, 20 de setembro a 1 de outubro de 2021 - Membro do Comitê Científico)

  13. SciMLCon 2022 (Conferência virtual, 23 de março de 2022 - Membro do Comitê Organizador)

Extensão

Publicações científicas

Artigos

  1. De Oliveira, M; Bertho, A. C. S.; Costa, B.; Somerlatte Silva, F.; Alves, M. B.; Ramos Ramirez, M.; Borges, R. B. R.; Marques, R.; Rosa, R. M. S.; Peregrino, R. L.; Lobo, V. G. R; Fonseca, T. C. O.. BR-EMS 2021 life table for the Brazilian insured population. Revista Brasileira de Estudos de População - REBEP, v. 40 (2023), p. 1–24. (DOI: 10.20947/s0102-3098a0252)

  2. Becker, R. A.; Bercovici, H.; Biswas, A.; Cheskidov, A.; Constantin, P.; Eden, A.; Frazho, A.; Jolly, M.; Kukavica, I.; Pearcy, C.; Rosa, R. M. S.; Saut, J.-C.; Tannenbaum, A.; Temam, R.; Titi, E.; Voiculescu, D.. Remembrances of Ciprian Ilie Foias. American Mathematical Society. Notices, v. 69 (2022), p. 1529–1545. (DOI: 10.1090/noti2545)

  3. Rosa, Ricardo M. S.; Temam, Roger M. Optimal minimax bounds for time and ensemble averages for the incompressible Navier-Stokes equations. Pure Appl. Funct. Anal. 7 (2022), no. 1, 327–355. (MR4396263)

  4. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Properties of stationary statistical solutions of the three-dimensional Navier-Stokes equations, J. Dynam. Differential Equations, 31 (2019), no. 3, 1689–1741. (DOI:10.1007/s10884-018-9719-2)

  5. Cipolatti, R. A.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; On the existence, uniqueness and regularity of solutions of a viscoelastic Stokes problem modelling salt rocks, Appl. Math. Optim., 78 (2018), no. 2, 403–456. (DOI:10.1007/s00245-017-9411-7)

  6. Cipolatti, R.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; A boundary value problem arising from nonlinear viscoelasticity: Mathematical analysis and numerical simulations, Appl. Math. Comput., 335 (2018), 237–247. (DOI:10.1016/j.amc.2018.04.034)

  7. Bronzi, A. C.; Mondaini, C. F.; Rosa, R. M. S.; Abstract framework for the theory of statistical solutions, J. Differential Equations, 260 (2016), no. 12, 8428–8484. (DOI:10.1016/j.jde.2016.02.027)

  8. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Convergence of time averages of weak solutions of the three-dimensional Navier-Stokes equations, J. Stat. Phys., 160 (2015), no. 3, 519–531. (DOI:10.1007/s10955-015-1248-3)

  9. Bronzi, Anne C.; Mondaini, Cecilia F.; Rosa, Ricardo M. S.; Trajectory statistical solutions for three-dimensional Navier-Stokes-like systems, SIAM J. Math. Anal., 46 (2014), no. 3, 1893–1921. (DOI:10.1137/130931631)

  10. Bronzi, Anne; Rosa, Ricardo; On the convergence of statistical solutions of the 3D Navier-Stokes-αα model as αα vanishes, Discrete Contin. Dyn. Syst., 34 (2014), no. 1, 19–49. (DOI:10.3934/dcds.2014.34.19)

  11. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; Properties of time-dependent statistical solutions of the three-dimensional Navier-Stokes equations, Ann. Inst. Fourier (Grenoble), 63 (2013), no. 6, 2515–2573.

  12. Foias, Ciprian; Rosa, Ricardo; Temam, Roger; Topological properties of the weak global attractor of the three-dimensional Navier-Stokes equations, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1611–1631. (DOI:10.3934/dcds.2010.27.1611)

  13. Balci, Nusret; Foias, Ciprian; Jolly, Michael S.; Rosa, Ricardo; On universal relations in 2-D turbulence, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1327–1351. (DOI:10.3934/dcds.2010.27.1327)

  14. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the stationary case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 5-6, 347–353. (DOI:10.1016/j.crma.2009.12.018)

  15. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the time-dependent case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 3-4, 235–240. (DOI:10.1016/j.crma.2009.12.017)

  16. Rosa, Ricardo M. S.; Theory and applications of statistical solutions of the Navier-Stokes equations, in Partial differential equations and fluid mechanics, pp. 228–257, Cambridge Univ. Press, Cambridge, 2009.

  17. Ramos, F.; Rosa, R.; Temam, R.; Statistical estimates for channel flows driven by a pressure gradient, Phys. D, 237 (2008), no. 10-12, 1368–1387. (DOI:10.1016/j.physd.2008.03.013)

  18. Dieci, L.; Jolly, M. S.; Rosa, R.; Van Vleck, E. S.; Error in approximation of Lyapunov exponents on inertial manifolds: the Kuramoto-Sivashinsky equation, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), no. 3-4, 555–580. (DOI:10.3934/dcdsb.2008.9.555)

  19. Rosa, Ricardo M. S.; Asymptotic regularity conditions for the strong convergence towards weak limit sets and weak attractors of the 3D Navier-Stokes equations, J. Differential Equations, 229 (2006), no. 1, 257–269. (DOI:10.1016/j.jde.2006.03.004)

  20. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Temam, R.; Kolmogorov theory via finite-time averages, Phys. D, 212 (2005), no. 3-4, 245–270. (DOI:10.1016/j.physd.2005.10.002)

  21. Jolly, M. S.; Rosa, R.; Computation of non-smooth local centre manifolds, IMA J. Numer. Anal., 25 (2005), no. 4, 698–725. (DOI:10.1093/imanum/dri013)

  22. Cabral, M.; Rosa, R.; Chaos for a damped and forced KdV equation, Phys. D, 192 (2004), no. 3-4, 265–278. (DOI:10.1016/j.physd.2004.01.023)

  23. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for noncompact nonautonomous systems via energy equations, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 473–496. (DOI:10.3934/dcds.2004.10.473)

  24. Cabral, Marco; Rosa, Ricardo; Temam, Roger; Existence and dimension of the attractor for the Bénard problem on channel-like domains, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 89–116.

  25. Rosa, Ricardo; Exact finite dimensional feedback control via inertial manifold theory with application to the Chafee-Infante equation, J. Dynam. Differential Equations, 15 (2003), no. 1, 61–86. (DOI:10.1023/A:1026153311546)

  26. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; On the Landau-Lifschitz degrees of freedom in 2-D turbulence, J. Statist. Phys., 111 (2003), no. 3-4, 1017–1019. (DOI:10.1023/A:1022814702548)

  27. Rosa, Ricardo M. S.; Some results on the Navier-Stokes equations in connection with the statistical theory of stationary turbulence, Appl. Math., 47 (2002), no. 6, 485–516. (DOI:10.1023/A:1023297721804)

  28. Goubet, Olivier; Rosa, Ricardo M. S.; Asymptotic smoothing and the global attractor of a weakly damped KdV equation on the real line, J. Differential Equations, 185 (2002), no. 1, 25–53. (DOI:10.1006/jdeq.2001.4163)

  29. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Statistical estimates for the Navier-Stokes equations and the Kraichnan theory of 2-D fully developed turbulence, J. Statist. Phys., 108 (2002), no. 3-4, 591–645. (DOI:10.1023/A:1015782025005)

  30. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Estimates for the energy cascade in three-dimensional turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 333 (2001), no. 5, 499–504. (DOI:10.1016/S0764-4442(01)02008-0)

  31. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Cascade of energy in turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 332 (2001), no. 6, 509–514. (DOI:10.1016/S0764-4442(01)01831-6)

  32. Jolly, M. S.; Rosa, R.; Temam, R.; Accurate computations on inertial manifolds, SIAM J. Sci. Comput., 22 (2000), no. 6, 2216–2238. (DOI:10.1137/S1064827599351738)

  33. Rosa, Ricardo; The global attractor of a weakly damped, forced Korteweg-de Vries equation in H1(R)H^1(\Bbb R), Mat. Contemp., 19 (2000), 129–152.

  34. Jolly, M. S.; Rosa, R.; Temam, R.; Evaluating the dimension of an inertial manifold for the Kuramoto-Sivashinsky equation, Adv. Differential Equations, 5 (2000), no. 1-3, 31–66.

  35. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for non-compact semigroups via energy equations, Nonlinearity, 11 (1998), no. 5, 1369–1393. (DOI:10.1088/0951-7715/11/5/012)

  36. Rosa, Ricardo; The global attractor for the 22D Navier-Stokes flow on some unbounded domains, Nonlinear Anal., 32 (1998), no. 1, 71–85. (DOI:10.1016/S0362-546X(97)00453-7)

  37. Rosa, Ricardo; Temam, Roger; Finite-dimensional feedback control of a scalar reaction-diffusion equation via inertial manifold theory, in Foundations of computational mathematics (Rio de Janeiro, 1997), pp. 382–391, Springer, Berlin, 1997.

  38. Moise, I.; Rosa, R.; On the regularity of the global attractor of a weakly damped, forced Korteweg-de Vries equation, Adv. Differential Equations, 2 (1997), no. 2, 257–296.

  39. Rosa, Ricardo; Temam, Roger; Inertial manifolds and normal hyperbolicity, Acta Appl. Math., 45 (1996), no. 1, 1–50. (DOI:10.1007/BF00047882)

  40. Castañeda, Nelson; Rosa, Ricardo; Optimal estimates for the uncoupling of differential equations, J. Dynam. Differential Equations, 8 (1996), no. 1, 103–139. (DOI:10.1007/BF02218616)

  41. Rosa, Ricardo; Approximate inertial manifolds of exponential order, Discrete Contin. Dynam. Systems, 1 (1995), no. 3, 421–448. (DOI:10.3934/dcds.1995.1.421)

  42. Rosa, Ricardo; Conjugacy of strongly continuous semigroups generated by normal operators, J. Dynam. Differential Equations, 7 (1995), no. 3, 471–490. (DOI:10.1007/BF02219373)

Livros

  1. Foias, C.; Manley, O.; Rosa, R.; Temam, R.; Navier-Stokes equations and turbulence, Cambridge University Press, Cambridge, 2001.

  2. Rosa, Ricardo Martins da Silva; Attractors for weakly dissipative equations. Inertial manifolds and normal hyperbolicity. Approximate inertial manifolds of exponential order, Thesis (Ph.D.)–Indiana University, ProQuest LLC, Ann Arbor, MI, 1996.

\ No newline at end of file + CV

Curriculum Vitae

Currículo Lattes

Páginas em organizações científicas

Página no Github

Distinções acadêmicas

Prêmios

Bolsas de pesquisa

Bolsas de estudo

Auxílios Financeiros

Concursos

Funções Administrativas

Atuais

Anteriores

Eventos organizados

  1. Escola de Verão do IM-UFRJ de 2007 (IM-UFRJ, Rio de Janeiro, janeiro a início de março de 2007 - Coordenador)

  2. AMS-SBM Joint International Meeting (IMPA, Rio de Janeiro, 4 a 7 de junho de 2008 - Membro do Comitê Organizador Local)

  3. II Workshop on Fluids and PDE (IM-UFRJ, Rio de Janeiro, 13 a 15 de agosto de 2008 - Coordenador)

  4. 1st Franco-Brazilian Fluids Summer School (Unicamp, Campinas, 13 a 22 de janeiro de 2010 - Membro do Comitê Científico)

  5. III Workshop on Fluids and PDE (Unicamp, Campinas, 27 de junho a 1 de julho de 2011 - Membro do Comitê Científico)

  6. IV Escola Brasileira de Equações Diferenciais (João Pessoa, Paraíba, 22 a 26 de agosto de 2011 - Membro do Comitê Científico)

  7. Mini-simpósio MS0 Turbulence and Statistical Solutions in Incompressible Flows, 2011 SIAM Conference on Analysis of Partial Differential Equations (San Diego, California, 14 a 17 de novembro de 2011 - Membro do Comitê Organizador da Sessão)

  8. Seminário de Fluidos (IM-UFRJ, Rio de Janeiro, 2013/1 - Coordenador)

  9. Session 'Fluid Mechanics: from Turbulence to Free Boundaries', The Mathematical Congress of the Americas 2013 (Guajanuato, México, 5 a 9 de agosto de 2013 - Membro do Comitê Organizador da Sessão)

  10. Conferência 5x05, Comemorando os 25 anos do Mestrado em Matemática Aplicada do IM-UFRJ (IM-UFRJ, Rio de Janeiro, 2 a 4 de abril de 2014 - Membro do Comitê Organizador)

  11. IV Workshop on Fluids and PDE (IMPA, Rio de Janeiro, 26 a 30 de maio de 2014 - Membro do Comitê Científico)

  12. V Workshop on Fluids and PDE (IMECC/Unicamp, Campinas, 20 de setembro a 1 de outubro de 2021 - Membro do Comitê Científico)

  13. SciMLCon 2022 (Conferência virtual, 23 de março de 2022 - Membro do Comitê Organizador)

Extensão

Publicações científicas

Artigos

  1. De Oliveira, M; Bertho, A. C. S.; Costa, B.; Somerlatte Silva, F.; Alves, M. B.; Ramos Ramirez, M.; Borges, R. B. R.; Marques, R.; Rosa, R. M. S.; Peregrino, R. L.; Lobo, V. G. R; Fonseca, T. C. O.. BR-EMS 2021 life table for the Brazilian insured population. Revista Brasileira de Estudos de População - REBEP, v. 40 (2023), p. 1–24. (DOI: 10.20947/s0102-3098a0252)

  2. Becker, R. A.; Bercovici, H.; Biswas, A.; Cheskidov, A.; Constantin, P.; Eden, A.; Frazho, A.; Jolly, M.; Kukavica, I.; Pearcy, C.; Rosa, R. M. S.; Saut, J.-C.; Tannenbaum, A.; Temam, R.; Titi, E.; Voiculescu, D.. Remembrances of Ciprian Ilie Foias. American Mathematical Society. Notices, v. 69 (2022), p. 1529–1545. (DOI: 10.1090/noti2545)

  3. Rosa, Ricardo M. S.; Temam, Roger M. Optimal minimax bounds for time and ensemble averages for the incompressible Navier-Stokes equations. Pure Appl. Funct. Anal. 7 (2022), no. 1, 327–355. (MR4396263)

  4. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Properties of stationary statistical solutions of the three-dimensional Navier-Stokes equations, J. Dynam. Differential Equations, 31 (2019), no. 3, 1689–1741. (DOI:10.1007/s10884-018-9719-2)

  5. Cipolatti, R. A.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; On the existence, uniqueness and regularity of solutions of a viscoelastic Stokes problem modelling salt rocks, Appl. Math. Optim., 78 (2018), no. 2, 403–456. (DOI:10.1007/s00245-017-9411-7)

  6. Cipolatti, R.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; A boundary value problem arising from nonlinear viscoelasticity: Mathematical analysis and numerical simulations, Appl. Math. Comput., 335 (2018), 237–247. (DOI:10.1016/j.amc.2018.04.034)

  7. Bronzi, A. C.; Mondaini, C. F.; Rosa, R. M. S.; Abstract framework for the theory of statistical solutions, J. Differential Equations, 260 (2016), no. 12, 8428–8484. (DOI:10.1016/j.jde.2016.02.027)

  8. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Convergence of time averages of weak solutions of the three-dimensional Navier-Stokes equations, J. Stat. Phys., 160 (2015), no. 3, 519–531. (DOI:10.1007/s10955-015-1248-3)

  9. Bronzi, Anne C.; Mondaini, Cecilia F.; Rosa, Ricardo M. S.; Trajectory statistical solutions for three-dimensional Navier-Stokes-like systems, SIAM J. Math. Anal., 46 (2014), no. 3, 1893–1921. (DOI:10.1137/130931631)

  10. Bronzi, Anne; Rosa, Ricardo; On the convergence of statistical solutions of the 3D Navier-Stokes-αα model as αα vanishes, Discrete Contin. Dyn. Syst., 34 (2014), no. 1, 19–49. (DOI:10.3934/dcds.2014.34.19)

  11. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; Properties of time-dependent statistical solutions of the three-dimensional Navier-Stokes equations, Ann. Inst. Fourier (Grenoble), 63 (2013), no. 6, 2515–2573.

  12. Foias, Ciprian; Rosa, Ricardo; Temam, Roger; Topological properties of the weak global attractor of the three-dimensional Navier-Stokes equations, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1611–1631. (DOI:10.3934/dcds.2010.27.1611)

  13. Balci, Nusret; Foias, Ciprian; Jolly, Michael S.; Rosa, Ricardo; On universal relations in 2-D turbulence, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1327–1351. (DOI:10.3934/dcds.2010.27.1327)

  14. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the stationary case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 5-6, 347–353. (DOI:10.1016/j.crma.2009.12.018)

  15. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the time-dependent case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 3-4, 235–240. (DOI:10.1016/j.crma.2009.12.017)

  16. Rosa, Ricardo M. S.; Theory and applications of statistical solutions of the Navier-Stokes equations, in Partial differential equations and fluid mechanics, pp. 228–257, Cambridge Univ. Press, Cambridge, 2009.

  17. Ramos, F.; Rosa, R.; Temam, R.; Statistical estimates for channel flows driven by a pressure gradient, Phys. D, 237 (2008), no. 10-12, 1368–1387. (DOI:10.1016/j.physd.2008.03.013)

  18. Dieci, L.; Jolly, M. S.; Rosa, R.; Van Vleck, E. S.; Error in approximation of Lyapunov exponents on inertial manifolds: the Kuramoto-Sivashinsky equation, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), no. 3-4, 555–580. (DOI:10.3934/dcdsb.2008.9.555)

  19. Rosa, Ricardo M. S.; Asymptotic regularity conditions for the strong convergence towards weak limit sets and weak attractors of the 3D Navier-Stokes equations, J. Differential Equations, 229 (2006), no. 1, 257–269. (DOI:10.1016/j.jde.2006.03.004)

  20. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Temam, R.; Kolmogorov theory via finite-time averages, Phys. D, 212 (2005), no. 3-4, 245–270. (DOI:10.1016/j.physd.2005.10.002)

  21. Jolly, M. S.; Rosa, R.; Computation of non-smooth local centre manifolds, IMA J. Numer. Anal., 25 (2005), no. 4, 698–725. (DOI:10.1093/imanum/dri013)

  22. Cabral, M.; Rosa, R.; Chaos for a damped and forced KdV equation, Phys. D, 192 (2004), no. 3-4, 265–278. (DOI:10.1016/j.physd.2004.01.023)

  23. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for noncompact nonautonomous systems via energy equations, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 473–496. (DOI:10.3934/dcds.2004.10.473)

  24. Cabral, Marco; Rosa, Ricardo; Temam, Roger; Existence and dimension of the attractor for the Bénard problem on channel-like domains, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 89–116.

  25. Rosa, Ricardo; Exact finite dimensional feedback control via inertial manifold theory with application to the Chafee-Infante equation, J. Dynam. Differential Equations, 15 (2003), no. 1, 61–86. (DOI:10.1023/A:1026153311546)

  26. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; On the Landau-Lifschitz degrees of freedom in 2-D turbulence, J. Statist. Phys., 111 (2003), no. 3-4, 1017–1019. (DOI:10.1023/A:1022814702548)

  27. Rosa, Ricardo M. S.; Some results on the Navier-Stokes equations in connection with the statistical theory of stationary turbulence, Appl. Math., 47 (2002), no. 6, 485–516. (DOI:10.1023/A:1023297721804)

  28. Goubet, Olivier; Rosa, Ricardo M. S.; Asymptotic smoothing and the global attractor of a weakly damped KdV equation on the real line, J. Differential Equations, 185 (2002), no. 1, 25–53. (DOI:10.1006/jdeq.2001.4163)

  29. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Statistical estimates for the Navier-Stokes equations and the Kraichnan theory of 2-D fully developed turbulence, J. Statist. Phys., 108 (2002), no. 3-4, 591–645. (DOI:10.1023/A:1015782025005)

  30. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Estimates for the energy cascade in three-dimensional turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 333 (2001), no. 5, 499–504. (DOI:10.1016/S0764-4442(01)02008-0)

  31. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Cascade of energy in turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 332 (2001), no. 6, 509–514. (DOI:10.1016/S0764-4442(01)01831-6)

  32. Jolly, M. S.; Rosa, R.; Temam, R.; Accurate computations on inertial manifolds, SIAM J. Sci. Comput., 22 (2000), no. 6, 2216–2238. (DOI:10.1137/S1064827599351738)

  33. Rosa, Ricardo; The global attractor of a weakly damped, forced Korteweg-de Vries equation in H1(R)H^1(\Bbb R), Mat. Contemp., 19 (2000), 129–152.

  34. Jolly, M. S.; Rosa, R.; Temam, R.; Evaluating the dimension of an inertial manifold for the Kuramoto-Sivashinsky equation, Adv. Differential Equations, 5 (2000), no. 1-3, 31–66.

  35. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for non-compact semigroups via energy equations, Nonlinearity, 11 (1998), no. 5, 1369–1393. (DOI:10.1088/0951-7715/11/5/012)

  36. Rosa, Ricardo; The global attractor for the 22D Navier-Stokes flow on some unbounded domains, Nonlinear Anal., 32 (1998), no. 1, 71–85. (DOI:10.1016/S0362-546X(97)00453-7)

  37. Rosa, Ricardo; Temam, Roger; Finite-dimensional feedback control of a scalar reaction-diffusion equation via inertial manifold theory, in Foundations of computational mathematics (Rio de Janeiro, 1997), pp. 382–391, Springer, Berlin, 1997.

  38. Moise, I.; Rosa, R.; On the regularity of the global attractor of a weakly damped, forced Korteweg-de Vries equation, Adv. Differential Equations, 2 (1997), no. 2, 257–296.

  39. Rosa, Ricardo; Temam, Roger; Inertial manifolds and normal hyperbolicity, Acta Appl. Math., 45 (1996), no. 1, 1–50. (DOI:10.1007/BF00047882)

  40. Castañeda, Nelson; Rosa, Ricardo; Optimal estimates for the uncoupling of differential equations, J. Dynam. Differential Equations, 8 (1996), no. 1, 103–139. (DOI:10.1007/BF02218616)

  41. Rosa, Ricardo; Approximate inertial manifolds of exponential order, Discrete Contin. Dynam. Systems, 1 (1995), no. 3, 421–448. (DOI:10.3934/dcds.1995.1.421)

  42. Rosa, Ricardo; Conjugacy of strongly continuous semigroups generated by normal operators, J. Dynam. Differential Equations, 7 (1995), no. 3, 471–490. (DOI:10.1007/BF02219373)

Livros

  1. Foias, C.; Manley, O.; Rosa, R.; Temam, R.; Navier-Stokes equations and turbulence, Cambridge University Press, Cambridge, 2001.

  2. Rosa, Ricardo Martins da Silva; Attractors for weakly dissipative equations. Inertial manifolds and normal hyperbolicity. Approximate inertial manifolds of exponential order, Thesis (Ph.D.)–Indiana University, ProQuest LLC, Ann Arbor, MI, 1996.

\ No newline at end of file diff --git a/pages/cv_en/index.html b/pages/cv_en/index.html index 30e53fb..4aefa34 100644 --- a/pages/cv_en/index.html +++ b/pages/cv_en/index.html @@ -1 +1 @@ - CV

Curriculum Vitae

CV Lattes-CNPq

Pages in scientific organizations

Github page

Distinctions

Prizes

Fellowships

Scholarships

Grants

Exams for University Positions

Administrative Activities

Current

Previous

Events organized

  1. Summer School IM-UFRJ 2007 (IM-UFRJ, Rio de Janeiro, early January to early March - Coordinator)

  2. AMS-SBM Joint International Meeting (IMPA, Rio de Janeiro, June 4-7, 2008 - Member of the Local Organizing Committee)

  3. II Workshop on Fluids and PDE (IM-UFRJ, Rio de Janeiro, August 13-15, 2008 - Coordinator)

  4. 1st Franco-Brazilian Fluids Summer School (Unicamp, Campinas, January 13-22, 2010 - Member of the Scientific Committee)

  5. III Workshop on Fluids and PDE (Unicamp, Campinas, June 27 to July 1, 2011 - Member of the Scientific Committee)

  6. IV Escola Brasileira de Equações Diferenciais (João Pessoa, Paraíba, August 22-26, 2011 - Member of the Scientific Committee)

  7. Mini-symposium MS0 Turbulence and Statistical Solutions in Incompressible Flows, 2011 SIAM Conference on Analysis of Partial Differential Equations (San Diego, California, November 14-17, 2011 - Member of the Organizing Committee of the Session)

  8. Fluid Seminar at IM-UFRJ (IM-UFRJ, Rio de Janeiro, 2013/1 - Coordinator)

  9. Session 'Fluid Mechanics: from Turbulence to Free Boundaries', The Mathematical Congress of the Americas 2013 (Guajanuato, México, August 5-9, 2013 - Member of the Organizing Committee of the Session)

  10. Conference 5x05. Celebrating 25 years of the MSc program in Applied Mathematics of the IM-UFRJ (IM-UFRJ, Rio de Janeiro, April 2-4, 2014 - Member of the Local Organizing Committee)

  11. IV Workshop on Fluids and PDE (IMPA, Rio de Janeiro, May 26-30, 2014 - Member of the Scientific Committee)

  12. V Workshop on Fluids and PDE (IMECC/Unicamp, Campinas, September 20 to October 1, 2021 - Member of the Scientific Committee)

  13. SciMLCon 2022 (Virtual Conference, March 23rd, 2022 - Member of the Organizing Committee)

Outreach

Scientific publications

Articles

  1. De Oliveira, M; Bertho, A. C. S.; Costa, B.; Somerlatte Silva, F.; Alves, M. B.; Ramos Ramirez, M.; Borges, R. B. R.; Marques, R.; Rosa, R. M. S.; Peregrino, R. L.; Lobo, V. G. R; Fonseca, T. C. O.. BR-EMS 2021 life table for the Brazilian insured population. Revista Brasileira de Estudos de População - REBEP, v. 40 (2023), p. 1–24. (DOI: 10.20947/s0102-3098a0252)

  2. Becker, R. A.; Bercovici, H.; Biswas, A.; Cheskidov, A.; Constantin, P.; Eden, A.; Frazho, A.; Jolly, M.; Kukavica, I.; Pearcy, C.; Rosa, R. M. S.; Saut, J.-C.; Tannenbaum, A.; Temam, R.; Titi, E.; Voiculescu, D.. Remembrances of Ciprian Ilie Foias. American Mathematical Society. Notices, v. 69 (2022), p. 1529–1545. (DOI: 10.1090/noti2545)

  3. Rosa, Ricardo M. S.; Temam, Roger M. Optimal minimax bounds for time and ensemble averages for the incompressible Navier-Stokes equations. Pure Appl. Funct. Anal. 7 (2022), no. 1, 327–355. (MR4396263)

  4. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Properties of stationary statistical solutions of the three-dimensional Navier-Stokes equations, J. Dynam. Differential Equations, 31 (2019), no. 3, 1689–1741. (DOI:10.1007/s10884-018-9719-2)

  5. Cipolatti, R. A.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; On the existence, uniqueness and regularity of solutions of a viscoelastic Stokes problem modelling salt rocks, Appl. Math. Optim., 78 (2018), no. 2, 403–456. (DOI:10.1007/s00245-017-9411-7)

  6. Cipolatti, R.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; A boundary value problem arising from nonlinear viscoelasticity: Mathematical analysis and numerical simulations, Appl. Math. Comput., 335 (2018), 237–247. (DOI:10.1016/j.amc.2018.04.034)

  7. Bronzi, A. C.; Mondaini, C. F.; Rosa, R. M. S.; Abstract framework for the theory of statistical solutions, J. Differential Equations, 260 (2016), no. 12, 8428–8484. (DOI:10.1016/j.jde.2016.02.027)

  8. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Convergence of time averages of weak solutions of the three-dimensional Navier-Stokes equations, J. Stat. Phys., 160 (2015), no. 3, 519–531. (DOI:10.1007/s10955-015-1248-3)

  9. Bronzi, Anne C.; Mondaini, Cecilia F.; Rosa, Ricardo M. S.; Trajectory statistical solutions for three-dimensional Navier-Stokes-like systems, SIAM J. Math. Anal., 46 (2014), no. 3, 1893–1921. (DOI:10.1137/130931631)

  10. Bronzi, Anne; Rosa, Ricardo; On the convergence of statistical solutions of the 3D Navier-Stokes-αα model as αα vanishes, Discrete Contin. Dyn. Syst., 34 (2014), no. 1, 19–49. (DOI:10.3934/dcds.2014.34.19)

  11. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; Properties of time-dependent statistical solutions of the three-dimensional Navier-Stokes equations, Ann. Inst. Fourier (Grenoble), 63 (2013), no. 6, 2515–2573.

  12. Foias, Ciprian; Rosa, Ricardo; Temam, Roger; Topological properties of the weak global attractor of the three-dimensional Navier-Stokes equations, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1611–1631. (DOI:10.3934/dcds.2010.27.1611)

  13. Balci, Nusret; Foias, Ciprian; Jolly, Michael S.; Rosa, Ricardo; On universal relations in 2-D turbulence, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1327–1351. (DOI:10.3934/dcds.2010.27.1327)

  14. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the stationary case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 5-6, 347–353. (DOI:10.1016/j.crma.2009.12.018)

  15. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the time-dependent case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 3-4, 235–240. (DOI:10.1016/j.crma.2009.12.017)

  16. Rosa, Ricardo M. S.; Theory and applications of statistical solutions of the Navier-Stokes equations, in Partial differential equations and fluid mechanics, pp. 228–257, Cambridge Univ. Press, Cambridge, 2009.

  17. Ramos, F.; Rosa, R.; Temam, R.; Statistical estimates for channel flows driven by a pressure gradient, Phys. D, 237 (2008), no. 10-12, 1368–1387. (DOI:10.1016/j.physd.2008.03.013)

  18. Dieci, L.; Jolly, M. S.; Rosa, R.; Van Vleck, E. S.; Error in approximation of Lyapunov exponents on inertial manifolds: the Kuramoto-Sivashinsky equation, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), no. 3-4, 555–580. (DOI:10.3934/dcdsb.2008.9.555)

  19. Rosa, Ricardo M. S.; Asymptotic regularity conditions for the strong convergence towards weak limit sets and weak attractors of the 3D Navier-Stokes equations, J. Differential Equations, 229 (2006), no. 1, 257–269. (DOI:10.1016/j.jde.2006.03.004)

  20. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Temam, R.; Kolmogorov theory via finite-time averages, Phys. D, 212 (2005), no. 3-4, 245–270. (DOI:10.1016/j.physd.2005.10.002)

  21. Jolly, M. S.; Rosa, R.; Computation of non-smooth local centre manifolds, IMA J. Numer. Anal., 25 (2005), no. 4, 698–725. (DOI:10.1093/imanum/dri013)

  22. Cabral, M.; Rosa, R.; Chaos for a damped and forced KdV equation, Phys. D, 192 (2004), no. 3-4, 265–278. (DOI:10.1016/j.physd.2004.01.023)

  23. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for noncompact nonautonomous systems via energy equations, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 473–496. (DOI:10.3934/dcds.2004.10.473)

  24. Cabral, Marco; Rosa, Ricardo; Temam, Roger; Existence and dimension of the attractor for the Bénard problem on channel-like domains, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 89–116.

  25. Rosa, Ricardo; Exact finite dimensional feedback control via inertial manifold theory with application to the Chafee-Infante equation, J. Dynam. Differential Equations, 15 (2003), no. 1, 61–86. (DOI:10.1023/A:1026153311546)

  26. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; On the Landau-Lifschitz degrees of freedom in 2-D turbulence, J. Statist. Phys., 111 (2003), no. 3-4, 1017–1019. (DOI:10.1023/A:1022814702548)

  27. Rosa, Ricardo M. S.; Some results on the Navier-Stokes equations in connection with the statistical theory of stationary turbulence, Appl. Math., 47 (2002), no. 6, 485–516. (DOI:10.1023/A:1023297721804)

  28. Goubet, Olivier; Rosa, Ricardo M. S.; Asymptotic smoothing and the global attractor of a weakly damped KdV equation on the real line, J. Differential Equations, 185 (2002), no. 1, 25–53. (DOI:10.1006/jdeq.2001.4163)

  29. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Statistical estimates for the Navier-Stokes equations and the Kraichnan theory of 2-D fully developed turbulence, J. Statist. Phys., 108 (2002), no. 3-4, 591–645. (DOI:10.1023/A:1015782025005)

  30. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Estimates for the energy cascade in three-dimensional turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 333 (2001), no. 5, 499–504. (DOI:10.1016/S0764-4442(01)02008-0)

  31. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Cascade of energy in turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 332 (2001), no. 6, 509–514. (DOI:10.1016/S0764-4442(01)01831-6)

  32. Jolly, M. S.; Rosa, R.; Temam, R.; Accurate computations on inertial manifolds, SIAM J. Sci. Comput., 22 (2000), no. 6, 2216–2238. (DOI:10.1137/S1064827599351738)

  33. Rosa, Ricardo; The global attractor of a weakly damped, forced Korteweg-de Vries equation in H1(R)H^1(\Bbb R), Mat. Contemp., 19 (2000), 129–152.

  34. Jolly, M. S.; Rosa, R.; Temam, R.; Evaluating the dimension of an inertial manifold for the Kuramoto-Sivashinsky equation, Adv. Differential Equations, 5 (2000), no. 1-3, 31–66.

  35. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for non-compact semigroups via energy equations, Nonlinearity, 11 (1998), no. 5, 1369–1393. (DOI:10.1088/0951-7715/11/5/012)

  36. Rosa, Ricardo; The global attractor for the 22D Navier-Stokes flow on some unbounded domains, Nonlinear Anal., 32 (1998), no. 1, 71–85. (DOI:10.1016/S0362-546X(97)00453-7)

  37. Rosa, Ricardo; Temam, Roger; Finite-dimensional feedback control of a scalar reaction-diffusion equation via inertial manifold theory, in Foundations of computational mathematics (Rio de Janeiro, 1997), pp. 382–391, Springer, Berlin, 1997.

  38. Moise, I.; Rosa, R.; On the regularity of the global attractor of a weakly damped, forced Korteweg-de Vries equation, Adv. Differential Equations, 2 (1997), no. 2, 257–296.

  39. Rosa, Ricardo; Temam, Roger; Inertial manifolds and normal hyperbolicity, Acta Appl. Math., 45 (1996), no. 1, 1–50. (DOI:10.1007/BF00047882)

  40. Castañeda, Nelson; Rosa, Ricardo; Optimal estimates for the uncoupling of differential equations, J. Dynam. Differential Equations, 8 (1996), no. 1, 103–139. (DOI:10.1007/BF02218616)

  41. Rosa, Ricardo; Approximate inertial manifolds of exponential order, Discrete Contin. Dynam. Systems, 1 (1995), no. 3, 421–448. (DOI:10.3934/dcds.1995.1.421)

  42. Rosa, Ricardo; Conjugacy of strongly continuous semigroups generated by normal operators, J. Dynam. Differential Equations, 7 (1995), no. 3, 471–490. (DOI:10.1007/BF02219373)

Books

  1. Foias, C.; Manley, O.; Rosa, R.; Temam, R.; Navier-Stokes equations and turbulence, Cambridge University Press, Cambridge, 2001.

  2. Rosa, Ricardo Martins da Silva; Attractors for weakly dissipative equations. Inertial manifolds and normal hyperbolicity. Approximate inertial manifolds of exponential order, Thesis (Ph.D.)–Indiana University, ProQuest LLC, Ann Arbor, MI, 1996.

\ No newline at end of file + CV

Curriculum Vitae

CV Lattes-CNPq

Pages in scientific organizations

Github page

Distinctions

Prizes

Fellowships

Scholarships

Grants

Exams for University Positions

Administrative Activities

Current

Previous

Events organized

  1. Summer School IM-UFRJ 2007 (IM-UFRJ, Rio de Janeiro, early January to early March - Coordinator)

  2. AMS-SBM Joint International Meeting (IMPA, Rio de Janeiro, June 4-7, 2008 - Member of the Local Organizing Committee)

  3. II Workshop on Fluids and PDE (IM-UFRJ, Rio de Janeiro, August 13-15, 2008 - Coordinator)

  4. 1st Franco-Brazilian Fluids Summer School (Unicamp, Campinas, January 13-22, 2010 - Member of the Scientific Committee)

  5. III Workshop on Fluids and PDE (Unicamp, Campinas, June 27 to July 1, 2011 - Member of the Scientific Committee)

  6. IV Escola Brasileira de Equações Diferenciais (João Pessoa, Paraíba, August 22-26, 2011 - Member of the Scientific Committee)

  7. Mini-symposium MS0 Turbulence and Statistical Solutions in Incompressible Flows, 2011 SIAM Conference on Analysis of Partial Differential Equations (San Diego, California, November 14-17, 2011 - Member of the Organizing Committee of the Session)

  8. Fluid Seminar at IM-UFRJ (IM-UFRJ, Rio de Janeiro, 2013/1 - Coordinator)

  9. Session 'Fluid Mechanics: from Turbulence to Free Boundaries', The Mathematical Congress of the Americas 2013 (Guajanuato, México, August 5-9, 2013 - Member of the Organizing Committee of the Session)

  10. Conference 5x05. Celebrating 25 years of the MSc program in Applied Mathematics of the IM-UFRJ (IM-UFRJ, Rio de Janeiro, April 2-4, 2014 - Member of the Local Organizing Committee)

  11. IV Workshop on Fluids and PDE (IMPA, Rio de Janeiro, May 26-30, 2014 - Member of the Scientific Committee)

  12. V Workshop on Fluids and PDE (IMECC/Unicamp, Campinas, September 20 to October 1, 2021 - Member of the Scientific Committee)

  13. SciMLCon 2022 (Virtual Conference, March 23rd, 2022 - Member of the Organizing Committee)

Outreach

Scientific publications

Articles

  1. De Oliveira, M; Bertho, A. C. S.; Costa, B.; Somerlatte Silva, F.; Alves, M. B.; Ramos Ramirez, M.; Borges, R. B. R.; Marques, R.; Rosa, R. M. S.; Peregrino, R. L.; Lobo, V. G. R; Fonseca, T. C. O.. BR-EMS 2021 life table for the Brazilian insured population. Revista Brasileira de Estudos de População - REBEP, v. 40 (2023), p. 1–24. (DOI: 10.20947/s0102-3098a0252)

  2. Becker, R. A.; Bercovici, H.; Biswas, A.; Cheskidov, A.; Constantin, P.; Eden, A.; Frazho, A.; Jolly, M.; Kukavica, I.; Pearcy, C.; Rosa, R. M. S.; Saut, J.-C.; Tannenbaum, A.; Temam, R.; Titi, E.; Voiculescu, D.. Remembrances of Ciprian Ilie Foias. American Mathematical Society. Notices, v. 69 (2022), p. 1529–1545. (DOI: 10.1090/noti2545)

  3. Rosa, Ricardo M. S.; Temam, Roger M. Optimal minimax bounds for time and ensemble averages for the incompressible Navier-Stokes equations. Pure Appl. Funct. Anal. 7 (2022), no. 1, 327–355. (MR4396263)

  4. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Properties of stationary statistical solutions of the three-dimensional Navier-Stokes equations, J. Dynam. Differential Equations, 31 (2019), no. 3, 1689–1741. (DOI:10.1007/s10884-018-9719-2)

  5. Cipolatti, R. A.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; On the existence, uniqueness and regularity of solutions of a viscoelastic Stokes problem modelling salt rocks, Appl. Math. Optim., 78 (2018), no. 2, 403–456. (DOI:10.1007/s00245-017-9411-7)

  6. Cipolatti, R.; Liu, I.-S.; Palermo, L. A.; Rincon, M. A.; Rosa, R. M. S.; A boundary value problem arising from nonlinear viscoelasticity: Mathematical analysis and numerical simulations, Appl. Math. Comput., 335 (2018), 237–247. (DOI:10.1016/j.amc.2018.04.034)

  7. Bronzi, A. C.; Mondaini, C. F.; Rosa, R. M. S.; Abstract framework for the theory of statistical solutions, J. Differential Equations, 260 (2016), no. 12, 8428–8484. (DOI:10.1016/j.jde.2016.02.027)

  8. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger M.; Convergence of time averages of weak solutions of the three-dimensional Navier-Stokes equations, J. Stat. Phys., 160 (2015), no. 3, 519–531. (DOI:10.1007/s10955-015-1248-3)

  9. Bronzi, Anne C.; Mondaini, Cecilia F.; Rosa, Ricardo M. S.; Trajectory statistical solutions for three-dimensional Navier-Stokes-like systems, SIAM J. Math. Anal., 46 (2014), no. 3, 1893–1921. (DOI:10.1137/130931631)

  10. Bronzi, Anne; Rosa, Ricardo; On the convergence of statistical solutions of the 3D Navier-Stokes-αα model as αα vanishes, Discrete Contin. Dyn. Syst., 34 (2014), no. 1, 19–49. (DOI:10.3934/dcds.2014.34.19)

  11. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; Properties of time-dependent statistical solutions of the three-dimensional Navier-Stokes equations, Ann. Inst. Fourier (Grenoble), 63 (2013), no. 6, 2515–2573.

  12. Foias, Ciprian; Rosa, Ricardo; Temam, Roger; Topological properties of the weak global attractor of the three-dimensional Navier-Stokes equations, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1611–1631. (DOI:10.3934/dcds.2010.27.1611)

  13. Balci, Nusret; Foias, Ciprian; Jolly, Michael S.; Rosa, Ricardo; On universal relations in 2-D turbulence, Discrete Contin. Dyn. Syst., 27 (2010), no. 4, 1327–1351. (DOI:10.3934/dcds.2010.27.1327)

  14. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the stationary case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 5-6, 347–353. (DOI:10.1016/j.crma.2009.12.018)

  15. Foias, Ciprian; Rosa, Ricardo M. S.; Temam, Roger; A note on statistical solutions of the three-dimensional Navier-Stokes equations: the time-dependent case, C. R. Math. Acad. Sci. Paris, 348 (2010), no. 3-4, 235–240. (DOI:10.1016/j.crma.2009.12.017)

  16. Rosa, Ricardo M. S.; Theory and applications of statistical solutions of the Navier-Stokes equations, in Partial differential equations and fluid mechanics, pp. 228–257, Cambridge Univ. Press, Cambridge, 2009.

  17. Ramos, F.; Rosa, R.; Temam, R.; Statistical estimates for channel flows driven by a pressure gradient, Phys. D, 237 (2008), no. 10-12, 1368–1387. (DOI:10.1016/j.physd.2008.03.013)

  18. Dieci, L.; Jolly, M. S.; Rosa, R.; Van Vleck, E. S.; Error in approximation of Lyapunov exponents on inertial manifolds: the Kuramoto-Sivashinsky equation, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), no. 3-4, 555–580. (DOI:10.3934/dcdsb.2008.9.555)

  19. Rosa, Ricardo M. S.; Asymptotic regularity conditions for the strong convergence towards weak limit sets and weak attractors of the 3D Navier-Stokes equations, J. Differential Equations, 229 (2006), no. 1, 257–269. (DOI:10.1016/j.jde.2006.03.004)

  20. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Temam, R.; Kolmogorov theory via finite-time averages, Phys. D, 212 (2005), no. 3-4, 245–270. (DOI:10.1016/j.physd.2005.10.002)

  21. Jolly, M. S.; Rosa, R.; Computation of non-smooth local centre manifolds, IMA J. Numer. Anal., 25 (2005), no. 4, 698–725. (DOI:10.1093/imanum/dri013)

  22. Cabral, M.; Rosa, R.; Chaos for a damped and forced KdV equation, Phys. D, 192 (2004), no. 3-4, 265–278. (DOI:10.1016/j.physd.2004.01.023)

  23. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for noncompact nonautonomous systems via energy equations, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 473–496. (DOI:10.3934/dcds.2004.10.473)

  24. Cabral, Marco; Rosa, Ricardo; Temam, Roger; Existence and dimension of the attractor for the Bénard problem on channel-like domains, Discrete Contin. Dyn. Syst., 10 (2004), no. 1-2, 89–116.

  25. Rosa, Ricardo; Exact finite dimensional feedback control via inertial manifold theory with application to the Chafee-Infante equation, J. Dynam. Differential Equations, 15 (2003), no. 1, 61–86. (DOI:10.1023/A:1026153311546)

  26. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; On the Landau-Lifschitz degrees of freedom in 2-D turbulence, J. Statist. Phys., 111 (2003), no. 3-4, 1017–1019. (DOI:10.1023/A:1022814702548)

  27. Rosa, Ricardo M. S.; Some results on the Navier-Stokes equations in connection with the statistical theory of stationary turbulence, Appl. Math., 47 (2002), no. 6, 485–516. (DOI:10.1023/A:1023297721804)

  28. Goubet, Olivier; Rosa, Ricardo M. S.; Asymptotic smoothing and the global attractor of a weakly damped KdV equation on the real line, J. Differential Equations, 185 (2002), no. 1, 25–53. (DOI:10.1006/jdeq.2001.4163)

  29. Foias, C.; Jolly, M. S.; Manley, O. P.; Rosa, R.; Statistical estimates for the Navier-Stokes equations and the Kraichnan theory of 2-D fully developed turbulence, J. Statist. Phys., 108 (2002), no. 3-4, 591–645. (DOI:10.1023/A:1015782025005)

  30. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Estimates for the energy cascade in three-dimensional turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 333 (2001), no. 5, 499–504. (DOI:10.1016/S0764-4442(01)02008-0)

  31. Foias, Ciprian; Manley, Oscar P.; Rosa, Ricardo M. S.; Temam, Roger; Cascade of energy in turbulent flows, C. R. Acad. Sci. Paris Sér. I Math., 332 (2001), no. 6, 509–514. (DOI:10.1016/S0764-4442(01)01831-6)

  32. Jolly, M. S.; Rosa, R.; Temam, R.; Accurate computations on inertial manifolds, SIAM J. Sci. Comput., 22 (2000), no. 6, 2216–2238. (DOI:10.1137/S1064827599351738)

  33. Rosa, Ricardo; The global attractor of a weakly damped, forced Korteweg-de Vries equation in H1(R)H^1(\Bbb R), Mat. Contemp., 19 (2000), 129–152.

  34. Jolly, M. S.; Rosa, R.; Temam, R.; Evaluating the dimension of an inertial manifold for the Kuramoto-Sivashinsky equation, Adv. Differential Equations, 5 (2000), no. 1-3, 31–66.

  35. Moise, Ioana; Rosa, Ricardo; Wang, Xiaoming; Attractors for non-compact semigroups via energy equations, Nonlinearity, 11 (1998), no. 5, 1369–1393. (DOI:10.1088/0951-7715/11/5/012)

  36. Rosa, Ricardo; The global attractor for the 22D Navier-Stokes flow on some unbounded domains, Nonlinear Anal., 32 (1998), no. 1, 71–85. (DOI:10.1016/S0362-546X(97)00453-7)

  37. Rosa, Ricardo; Temam, Roger; Finite-dimensional feedback control of a scalar reaction-diffusion equation via inertial manifold theory, in Foundations of computational mathematics (Rio de Janeiro, 1997), pp. 382–391, Springer, Berlin, 1997.

  38. Moise, I.; Rosa, R.; On the regularity of the global attractor of a weakly damped, forced Korteweg-de Vries equation, Adv. Differential Equations, 2 (1997), no. 2, 257–296.

  39. Rosa, Ricardo; Temam, Roger; Inertial manifolds and normal hyperbolicity, Acta Appl. Math., 45 (1996), no. 1, 1–50. (DOI:10.1007/BF00047882)

  40. Castañeda, Nelson; Rosa, Ricardo; Optimal estimates for the uncoupling of differential equations, J. Dynam. Differential Equations, 8 (1996), no. 1, 103–139. (DOI:10.1007/BF02218616)

  41. Rosa, Ricardo; Approximate inertial manifolds of exponential order, Discrete Contin. Dynam. Systems, 1 (1995), no. 3, 421–448. (DOI:10.3934/dcds.1995.1.421)

  42. Rosa, Ricardo; Conjugacy of strongly continuous semigroups generated by normal operators, J. Dynam. Differential Equations, 7 (1995), no. 3, 471–490. (DOI:10.1007/BF02219373)

Books

  1. Foias, C.; Manley, O.; Rosa, R.; Temam, R.; Navier-Stokes equations and turbulence, Cambridge University Press, Cambridge, 2001.

  2. Rosa, Ricardo Martins da Silva; Attractors for weakly dissipative equations. Inertial manifolds and normal hyperbolicity. Approximate inertial manifolds of exponential order, Thesis (Ph.D.)–Indiana University, ProQuest LLC, Ann Arbor, MI, 1996.

\ No newline at end of file diff --git a/pages/ensino/index.html b/pages/ensino/index.html index 7cb84d8..1e0de35 100644 --- a/pages/ensino/index.html +++ b/pages/ensino/index.html @@ -1 +1 @@ - Ensino

Ensino

Graduação

2024/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2024/1: Equações Diferenciais

2023/2: Álgebra Linear Avançada

2023/2: Equações Diferenciais

2023/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2023/1: Álgebra Linear

2022/2: Álgebra Linear

2022/2: Equações Diferenciais

2022/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2022/1: Modelagem Matemática

2021/2: Cálculo Infinitesimal II

2021/1: Equações Diferenciais

2021/1: Modelagem Matemática

2020/2: Modelagem Matemática

2020/1: Equações Diferenciais

2020/PLE: Equações Diferenciais

2020/PLE: Projetos de Matemática Aplicada

2019/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2019/2: Cálculo Integral e Diferencial III - Ciência da Computação (Unificado)

2019/1: Modelagem Matemática (Matemática Aplicada)

2019/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2018/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2018/1: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2018/1: Álgebra Linear II - Matemática (Unificado)

2017/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2017/2: Cálculo Infinitesimal II (Matemática Aplicada e Programa Especial da Engenharia)

2017/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2017/1: Cálculo Integral e Diferencial II (Ciência da Computação)

2016/2: Cálculo Infinitesimal II (Matemática Aplicada, PEM)

2016/1: Cálculo Diferencial e Integral II (Ciência da Computação)

2015/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2015/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2014/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2013/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2013/1: Cálculo Integral e Diferencial III (Ciência da Computação)

2012/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2011/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2010/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2010/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/1: Algebra Linear II (Escola de Química, Química Industrial e Engenharia de Petróleo)

2008/1: Modelagem Matemática (Matemática e Matemática Aplicada)

2007/2: Modelagem Matemática (Matemática e Matemática Aplicada)

2007/1: Modelagem Matemática (Matemática e Matemática Aplicada)

2006/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2005/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2005/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2004/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2003/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2003/2: Algebra Linear II (Engenharia de Produção)

2003/1: Equações Diferenciais

2002/2: Equações Diferenciais

2002/1: Algebra Linear II (Metalurgia)

2001/2: Algebra Linear II (Engenharia de Produção)

1991/1: Algebra Linear II (Engenharia de Produção)

1999/1: Cálculo Vetorial e Geometria Analítica (Física Noturno)

1998/2: Projetos de Matemática Aplicada A

1998/1: Cálculo Infinitesimal I (Informática)

1997/2: Cálculo Infinitesimal II (Informática)

1997/1: Cálculo Infinitesimal III (Informática)

Pós-graduação

2024/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias - PGMAT

2023/2: Álgebra Linear do Mestrado

2023/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2018/1: Integração/Medida e Integração

2012/2: Análise Funcional

2008/1: Sistemas Dinâmicos

2006/1: Equações a Derivadas Parciais

2005/1: Sistemas Dinâmicos

2004/1: Sistemas Dinâmicos

2003/2: Análise Funcional

2003/1: Análise Funcional

2002/2: Tópicos em Matemática Aplicada

2002/2: Semigrupos Lineares e Não-lineares

2002/1: Sistemas Dinâmicos

2001/2: Tópicos em Sistemas Dinâmicos

2000/2: Sistemas Dinâmicos

2000/1: Espaços de Sobolev e Equações Elípticas

1998/1: Análise Funcional

1997/2: Sistemas Dinâmicos

Mini-cursos

jun/2003: Resultados recentes sobre as equações de Navier-Stokes para fluidos incompressíveis

fev/2003: Equações de Navier-Stokes e turbulência

fev/2002: Equações de Navier-Stokes e turbulência

jun/2001: Navier-Stokes equations and the statistical theory of turbulence

jul/1995: Sistemas dinâmicos em dimensão infinita

Orientações

Supervisões de Pós-doutorado

Orientações de Doutorado

Orientações de Mestrado

Orientações de Iniciação Científica e de Trabalhos de Conclusão de Curso

\ No newline at end of file + Ensino

Ensino

Graduação

2024/2: Álgebra Linear Avançada

2024/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2024/1: Equações Diferenciais

2023/2: Álgebra Linear Avançada

2023/2: Equações Diferenciais

2023/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2023/1: Álgebra Linear

2022/2: Álgebra Linear

2022/2: Equações Diferenciais

2022/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2022/1: Modelagem Matemática

2021/2: Cálculo Infinitesimal II

2021/1: Equações Diferenciais

2021/1: Modelagem Matemática

2020/2: Modelagem Matemática

2020/1: Equações Diferenciais

2020/PLE: Equações Diferenciais

2020/PLE: Projetos de Matemática Aplicada

2019/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2019/2: Cálculo Integral e Diferencial III - Ciência da Computação (Unificado)

2019/1: Modelagem Matemática (Matemática Aplicada)

2019/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2018/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2018/1: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2018/1: Álgebra Linear II - Matemática (Unificado)

2017/2: Cálculo Integral e Diferencial II - Ciência da Computação (Unificado)

2017/2: Cálculo Infinitesimal II (Matemática Aplicada e Programa Especial da Engenharia)

2017/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2017/1: Cálculo Integral e Diferencial II (Ciência da Computação)

2016/2: Cálculo Infinitesimal II (Matemática Aplicada, PEM)

2016/1: Cálculo Diferencial e Integral II (Ciência da Computação)

2015/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2015/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2014/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2013/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2013/1: Cálculo Integral e Diferencial III (Ciência da Computação)

2012/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2011/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2010/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2010/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2009/1: Algebra Linear II (Escola de Química, Química Industrial e Engenharia de Petróleo)

2008/1: Modelagem Matemática (Matemática e Matemática Aplicada)

2007/2: Modelagem Matemática (Matemática e Matemática Aplicada)

2007/1: Modelagem Matemática (Matemática e Matemática Aplicada)

2006/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2005/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2005/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2004/1: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2003/2: Equações Diferenciais (Matemática, Matemática Aplicada, Estatística, Atuária)

2003/2: Algebra Linear II (Engenharia de Produção)

2003/1: Equações Diferenciais

2002/2: Equações Diferenciais

2002/1: Algebra Linear II (Metalurgia)

2001/2: Algebra Linear II (Engenharia de Produção)

1991/1: Algebra Linear II (Engenharia de Produção)

1999/1: Cálculo Vetorial e Geometria Analítica (Física Noturno)

1998/2: Projetos de Matemática Aplicada A

1998/1: Cálculo Infinitesimal I (Informática)

1997/2: Cálculo Infinitesimal II (Informática)

1997/1: Cálculo Infinitesimal III (Informática)

Pós-graduação

2024/2: Álgebra Linear do Mestrado

2024/2: Modelos generativos estocásticos

2024/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2023/2: Álgebra Linear do Mestrado

2023/1: Aspectos teóricos e numéricos de equações diferenciais estocásticas e aleatórias

2018/1: Integração/Medida e Integração

2012/2: Análise Funcional

2008/1: Sistemas Dinâmicos

2006/1: Equações a Derivadas Parciais

2005/1: Sistemas Dinâmicos

2004/1: Sistemas Dinâmicos

2003/2: Análise Funcional

2003/1: Análise Funcional

2002/2: Tópicos em Matemática Aplicada

2002/2: Semigrupos Lineares e Não-lineares

2002/1: Sistemas Dinâmicos

2001/2: Tópicos em Sistemas Dinâmicos

2000/2: Sistemas Dinâmicos

2000/1: Espaços de Sobolev e Equações Elípticas

1998/1: Análise Funcional

1997/2: Sistemas Dinâmicos

Mini-cursos

jun/2003: Resultados recentes sobre as equações de Navier-Stokes para fluidos incompressíveis

fev/2003: Equações de Navier-Stokes e turbulência

fev/2002: Equações de Navier-Stokes e turbulência

jun/2001: Navier-Stokes equations and the statistical theory of turbulence

jul/1995: Sistemas dinâmicos em dimensão infinita

Orientações

Supervisões de Pós-doutorado

Orientações de Doutorado

Orientações de Mestrado

Orientações de Iniciação Científica e de Trabalhos de Conclusão de Curso

\ No newline at end of file diff --git a/pages/pesquisa/index.html b/pages/pesquisa/index.html index 6c3953f..e2ed177 100644 --- a/pages/pesquisa/index.html +++ b/pages/pesquisa/index.html @@ -1 +1 @@ - Pesquisa

Pesquisa

Vorticity Level sets.

Level sets of vorticity in a periodic, two-mode-forced incompressible 2D Navier-Stokes pseudo-spectrally simulated flow. (Click here for an extended simulation))

Turbulence is a fascinating phenomenom. It occurs in many types of fluids under various conditions. From the most visible ones, as in the formation of currents in rivers, to more hidden ones, as the flow of blood and other fluids in our bodies, of oil and gas in pipelines and wellbores, and of magma in the Earth's mantle and in magma chambers.

Despite the fact that there are well-accepted mathematical models to describe the motion of the associated fluid flows, explicit solutions to the modeling systems of equations exist only in very particular cases, so that alternative routes are needed.

Numerical solutions are largely exploited in engineering problems. However, in the case of turbulent flows, the complexity of the flow is such that the required mesh resolution for numerically modelling the dynamics of all the energetic spatial and temporal structures of the flow is impracticle for the current and even forthcoming computational power. Hence, appropriate simplifications and lower dimensional models must still be used. For this reason, research in turbulence is still a very active field.

My research mainly focuses on the system of equations known as the homogeneous and incompressible Navier-Stokes equations (iNSE), which is a model for the flow of certain Newtonian fluids such as water and oil, under most conditions. In a sense, this is the simplest possible type of fluid, but which already presents many theoretical and practical challenges.

In particular, the question of well-posedness of the iNSE is still an open problem and is currently a point of intense research due to some recent advances in similar problems. This question is one of the Millenium Problems, for which there is a one-million dolar prize.

My interest, however, is mostly devoted to building a mathematical foundation for rigorous results related to turbulence. This comprises

looking for estimates of turbulence-related time-averaged mean quantities for Leray-Hopf weak solutions of the iNSE; developing and analysing a proper framework for statistical solutions of the iNSE as a rigorous way of assessing ensemble averages of the flow; and numerically investigating the results associated with the previous two items.

Abstract statistical solutions

Phase-space and trajectory statistical solutions.

Representation of a push-forward of an initial measure by a semigroup (top); a phase-space statistical solution (middle); and a trajectory statistical solution (bottom).

This work stemmed from the study of statistical solutions of the Navier-Stokes. It aims towards a generalization of this notion to various types of evolution equations.

An abstract framework is formulated in which the phase-space of the evolutionary system is assumed to be a Hausdorff topological space, and the evolution equation is considered in a weak sense, in the dual of a topological vector space.

The main results obtained so far in this context are

  1. the existence of solutions to the associated initial value problem under simple and natural conditions;

  2. a vast number of applications showing the applicability of the theory; and

  3. conditions for the convergence of subnets of statistical solutions depending on parameters of a family of equations.

There are challenging functional-analytic and measure-theoretic problems involved in this line of research due to the high degree of abstraction and the need to be as applicable as possible.

Infinite-dimensional dynamical systems

Dynamic Sugar Loaf

The "Dynamic Sugar Loaf", made of a heteroclinic cycle, a repeller focus as the Sun, and water waves completing the picture of a famous landmark in Rio de Janeiro.

Several real-life phenomena and advanced technological problems are modeled with systems involving evolutionary partial differential equations. Such systems appear in a multitude of areas, such as Physics, Engineering, Biology, Chemistry, Biochemistry, Finance, and so on.

As evolutionary partial differential equations, they may generate dynamical systems in phase spaces which are of infinite dimension. Many of these systems have very rich dynamics.

The study of evolutionary partial differential equations is thus of great interest and very challenging.

I started my research precisely in this area, working on it since my MSc at IM-UFRJ, continuing on it during my PhD at the Indiana University and thereafter. The study of evolutionary nonlinear partial differential equations as infinite-dimensional dynamical system was just taking off prior to my MSc and have been flourishing since then.

I have worked on several different types of nonlinear partial differential equations, from reaction-diffusion equations, to fluid-flow, dispersive, and wave-type equations. Currently, I have been working on fluid-flow models with viscous heating, important in some situations of magma flows and certain oil flows in pipelines.

Important questions in this field include

  1. assessing the local well posedness of the system;

  2. assessing the global well-posedness of the system and the existence of an associated dynamical system;

  3. understanding the complexity of the associated dynamics;

  4. analysing the possible finite-dimensionality of the asymptotic behavior of the system;

  5. looking for finite-dimensional systems mimicking or approximating the dynamics of the system;

  6. understanding the effect of the approximation of the infinite-dimensional system by finite-dimensional numerical schemes;

  7. exploiting the finite dimensional asymptotic behavior of some system for control purposes; and so on.

Modeling the salt and pre-salt layers for pre-salt oil exploitation

Deep water prospection

Deep water prospection aspects

Time-evolution of sediment and salt layers

The salt layer, below, in yellow, modeled as a visco-elastic fluid, and being deformed into "mushroom"-like diapirs (geological intrusion), under the load of different layers of elastic sedimentary rocks.

Pre-salt oil became a fundamental asset for Brazil, but its exploitation is an extraordinary task.

The oil prospected before the pre-salt era lies in sedimentary layers at the bottom of the ocean or below ground. The pre-salt oil, on the other hand, lies within a carbonaceous layer, just below a thick 2km salt layer, which is below the sedimentary layers, and at the bottom of the ocean. The difficulties for prospection are enormous.

The aim of this project was initially to find a better model for the kinematics of the salt layer and then to study the behavior of the salt layer according to this model.

Salt rocks in the Earth's crust behave as solids on small time scales, but display a viscoelastic behavior on intermediate and long time scales. Some works assume a Newtonian viscous model or an Oldroyd-B visco-elastic model. We consider, on the other hand, a more general visco-elastic model proposed by I-Shi Liu (IM-UFRJ) that we termed the Mooney-Rivlin-Liu model.

Using experimental data obtained from a number of tests on samples of different types of salt rocks, we have showed that our model fits considerably better the observed deformations.

Having validated the model, we studied its analytical properties as well as some qualitive properties relevant for

  1. the evolution of the salt layer in the Earth's crust;

  2. the formation of salt diapirs flowing into the upper sediment layer;

  3. the mechanical properties involved in the drilling process of boreholes through the salt layer; and

  4. the optimization of the drilling path throught the different layers.

This is a joint project with CENPES/PETROBRÁS. We are now renewing this project to continue researching the properties of the salt layer and to include developing a model for the pre-salt layer and analysing the interaction between all those layers according to these models.

These diverse studies involve analysis of partial differential equations, dynamical systems, optimization methods, numerical analysis, and computer simulations.

Mathematics in the brewing process

Hop flowers and humulone conversion to iso-humulone

Hop flowers and a plot of an experimental data of the humulone to iso-humulone conversion and a fitting by a saturation model.

There is a multitude of physical, chemical, and biological processes ocurring during the brewing and storage stages of beer manufacture.

Many of these processes can be given a mathematical formulation, and most of them can be modeled with systems of ordinary or partial differential equations. These are the sort of models that interest me the most (besides drinking the end product, of course).

From the physicochemical processes that turn the starch within the barley malt (one of the four main ingredients of beer) into the sugary wort that feeds the yeast (the most fundamental ingredient of beer); to the physicochemical process that turn the bitter and slightly soluble alpha-acids present in the hops (the third main ingredient of beer in this list) into the much more bitter and more soluble iso-alpha-acids that help balance the lingering sweetness that remains from the wort; to the biochemical processes involved when the yeast turns most of the sugar in the wort into alchohol and other aromatic compounds that make for a delicious (or not) beer. These are typical processes where ordinary differential equations can be used as models. (In case you notice anything missing, the fourth ingredient not mentioned yet is the most abundant one, namely water, which serves as the solvent for the other compounds.)

In most situations these processes can be assumed to occur within a spatially homogeneous and static medium, leading to systems of ordinary differential equations. Sometimes, however, the proccess requires the media to be treated as a flowing fluid, either as Newtonian-type flow inside a mash tun, a kettle, or a fermentation tank, or as a fluid flowing through a porous bed of spent grains, as in the sparging step. These processes lead to partial differential equations and are particularly important in the very design of the equipment, for efficiency (optimization) purposes.

\ No newline at end of file + Pesquisa

Pesquisa

Vorticity Level sets.

Level sets of vorticity in a periodic, two-mode-forced incompressible 2D Navier-Stokes pseudo-spectrally simulated flow. (Click here for an extended simulation))

Turbulence is a fascinating phenomenom. It occurs in many types of fluids under various conditions. From the most visible ones, as in the formation of currents in rivers, to more hidden ones, as the flow of blood and other fluids in our bodies, of oil and gas in pipelines and wellbores, and of magma in the Earth's mantle and in magma chambers.

Despite the fact that there are well-accepted mathematical models to describe the motion of the associated fluid flows, explicit solutions to the modeling systems of equations exist only in very particular cases, so that alternative routes are needed.

Numerical solutions are largely exploited in engineering problems. However, in the case of turbulent flows, the complexity of the flow is such that the required mesh resolution for numerically modelling the dynamics of all the energetic spatial and temporal structures of the flow is impracticle for the current and even forthcoming computational power. Hence, appropriate simplifications and lower dimensional models must still be used. For this reason, research in turbulence is still a very active field.

My research mainly focuses on the system of equations known as the homogeneous and incompressible Navier-Stokes equations (iNSE), which is a model for the flow of certain Newtonian fluids such as water and oil, under most conditions. In a sense, this is the simplest possible type of fluid, but which already presents many theoretical and practical challenges.

In particular, the question of well-posedness of the iNSE is still an open problem and is currently a point of intense research due to some recent advances in similar problems. This question is one of the Millenium Problems, for which there is a one-million dolar prize.

My interest, however, is mostly devoted to building a mathematical foundation for rigorous results related to turbulence. This comprises

looking for estimates of turbulence-related time-averaged mean quantities for Leray-Hopf weak solutions of the iNSE; developing and analysing a proper framework for statistical solutions of the iNSE as a rigorous way of assessing ensemble averages of the flow; and numerically investigating the results associated with the previous two items.

Abstract statistical solutions

Phase-space and trajectory statistical solutions.

Representation of a push-forward of an initial measure by a semigroup (top); a phase-space statistical solution (middle); and a trajectory statistical solution (bottom).

This work stemmed from the study of statistical solutions of the Navier-Stokes. It aims towards a generalization of this notion to various types of evolution equations.

An abstract framework is formulated in which the phase-space of the evolutionary system is assumed to be a Hausdorff topological space, and the evolution equation is considered in a weak sense, in the dual of a topological vector space.

The main results obtained so far in this context are

  1. the existence of solutions to the associated initial value problem under simple and natural conditions;

  2. a vast number of applications showing the applicability of the theory; and

  3. conditions for the convergence of subnets of statistical solutions depending on parameters of a family of equations.

There are challenging functional-analytic and measure-theoretic problems involved in this line of research due to the high degree of abstraction and the need to be as applicable as possible.

Infinite-dimensional dynamical systems

Dynamic Sugar Loaf

The "Dynamic Sugar Loaf", made of a heteroclinic cycle, a repeller focus as the Sun, and water waves completing the picture of a famous landmark in Rio de Janeiro.

Several real-life phenomena and advanced technological problems are modeled with systems involving evolutionary partial differential equations. Such systems appear in a multitude of areas, such as Physics, Engineering, Biology, Chemistry, Biochemistry, Finance, and so on.

As evolutionary partial differential equations, they may generate dynamical systems in phase spaces which are of infinite dimension. Many of these systems have very rich dynamics.

The study of evolutionary partial differential equations is thus of great interest and very challenging.

I started my research precisely in this area, working on it since my MSc at IM-UFRJ, continuing on it during my PhD at the Indiana University and thereafter. The study of evolutionary nonlinear partial differential equations as infinite-dimensional dynamical system was just taking off prior to my MSc and have been flourishing since then.

I have worked on several different types of nonlinear partial differential equations, from reaction-diffusion equations, to fluid-flow, dispersive, and wave-type equations. Currently, I have been working on fluid-flow models with viscous heating, important in some situations of magma flows and certain oil flows in pipelines.

Important questions in this field include

  1. assessing the local well posedness of the system;

  2. assessing the global well-posedness of the system and the existence of an associated dynamical system;

  3. understanding the complexity of the associated dynamics;

  4. analysing the possible finite-dimensionality of the asymptotic behavior of the system;

  5. looking for finite-dimensional systems mimicking or approximating the dynamics of the system;

  6. understanding the effect of the approximation of the infinite-dimensional system by finite-dimensional numerical schemes;

  7. exploiting the finite dimensional asymptotic behavior of some system for control purposes; and so on.

Modeling the salt and pre-salt layers for pre-salt oil exploitation

Deep water prospection

Deep water prospection aspects

Time-evolution of sediment and salt layers

The salt layer, below, in yellow, modeled as a visco-elastic fluid, and being deformed into "mushroom"-like diapirs (geological intrusion), under the load of different layers of elastic sedimentary rocks.

Pre-salt oil became a fundamental asset for Brazil, but its exploitation is an extraordinary task.

The oil prospected before the pre-salt era lies in sedimentary layers at the bottom of the ocean or below ground. The pre-salt oil, on the other hand, lies within a carbonaceous layer, just below a thick 2km salt layer, which is below the sedimentary layers, and at the bottom of the ocean. The difficulties for prospection are enormous.

The aim of this project was initially to find a better model for the kinematics of the salt layer and then to study the behavior of the salt layer according to this model.

Salt rocks in the Earth's crust behave as solids on small time scales, but display a viscoelastic behavior on intermediate and long time scales. Some works assume a Newtonian viscous model or an Oldroyd-B visco-elastic model. We consider, on the other hand, a more general visco-elastic model proposed by I-Shi Liu (IM-UFRJ) that we termed the Mooney-Rivlin-Liu model.

Using experimental data obtained from a number of tests on samples of different types of salt rocks, we have showed that our model fits considerably better the observed deformations.

Having validated the model, we studied its analytical properties as well as some qualitive properties relevant for

  1. the evolution of the salt layer in the Earth's crust;

  2. the formation of salt diapirs flowing into the upper sediment layer;

  3. the mechanical properties involved in the drilling process of boreholes through the salt layer; and

  4. the optimization of the drilling path throught the different layers.

This is a joint project with CENPES/PETROBRÁS. We are now renewing this project to continue researching the properties of the salt layer and to include developing a model for the pre-salt layer and analysing the interaction between all those layers according to these models.

These diverse studies involve analysis of partial differential equations, dynamical systems, optimization methods, numerical analysis, and computer simulations.

Mathematics in the brewing process

Hop flowers and humulone conversion to iso-humulone

Hop flowers and a plot of an experimental data of the humulone to iso-humulone conversion and a fitting by a saturation model.

There is a multitude of physical, chemical, and biological processes ocurring during the brewing and storage stages of beer manufacture.

Many of these processes can be given a mathematical formulation, and most of them can be modeled with systems of ordinary or partial differential equations. These are the sort of models that interest me the most (besides drinking the end product, of course).

From the physicochemical processes that turn the starch within the barley malt (one of the four main ingredients of beer) into the sugary wort that feeds the yeast (the most fundamental ingredient of beer); to the physicochemical process that turn the bitter and slightly soluble alpha-acids present in the hops (the third main ingredient of beer in this list) into the much more bitter and more soluble iso-alpha-acids that help balance the lingering sweetness that remains from the wort; to the biochemical processes involved when the yeast turns most of the sugar in the wort into alchohol and other aromatic compounds that make for a delicious (or not) beer. These are typical processes where ordinary differential equations can be used as models. (In case you notice anything missing, the fourth ingredient not mentioned yet is the most abundant one, namely water, which serves as the solvent for the other compounds.)

In most situations these processes can be assumed to occur within a spatially homogeneous and static medium, leading to systems of ordinary differential equations. Sometimes, however, the proccess requires the media to be treated as a flowing fluid, either as Newtonian-type flow inside a mash tun, a kettle, or a fermentation tank, or as a fluid flowing through a porous bed of spent grains, as in the sparging step. These processes lead to partial differential equations and are particularly important in the very design of the equipment, for efficiency (optimization) purposes.

\ No newline at end of file diff --git a/pages/research/index.html b/pages/research/index.html index 7266c5f..e1dd9dd 100644 --- a/pages/research/index.html +++ b/pages/research/index.html @@ -1 +1 @@ - Research

Research

Vorticity Level sets.

Level sets of vorticity in a periodic, two-mode-forced incompressible 2D Navier-Stokes pseudo-spectrally simulated flow. (Click here for an extended simulation))

Turbulence is a fascinating phenomenom. It occurs in many types of fluids under various conditions. From the most visible ones, as in the formation of currents in rivers, to more hidden ones, as the flow of blood and other fluids in our bodies, of oil and gas in pipelines and wellbores, and of magma in the Earth's mantle and in magma chambers.

Despite the fact that there are well-accepted mathematical models to describe the motion of the associated fluid flows, explicit solutions to the modeling systems of equations exist only in very particular cases, so that alternative routes are needed.

Numerical solutions are largely exploited in engineering problems. However, in the case of turbulent flows, the complexity of the flow is such that the required mesh resolution for numerically modelling the dynamics of all the energetic spatial and temporal structures of the flow is impracticle for the current and even forthcoming computational power. Hence, appropriate simplifications and lower dimensional models must still be used. For this reason, research in turbulence is still a very active field.

My research mainly focuses on the system of equations known as the homogeneous and incompressible Navier-Stokes equations (iNSE), which is a model for the flow of certain Newtonian fluids such as water and oil, under most conditions. In a sense, this is the simplest possible type of fluid, but which already presents many theoretical and practical challenges.

In particular, the question of well-posedness of the iNSE is still an open problem and is currently a point of intense research due to some recent advances in similar problems. This question is one of the Millenium Problems, for which there is a one-million dolar prize.

My interest, however, is mostly devoted to building a mathematical foundation for rigorous results related to turbulence. This comprises

looking for estimates of turbulence-related time-averaged mean quantities for Leray-Hopf weak solutions of the iNSE; developing and analysing a proper framework for statistical solutions of the iNSE as a rigorous way of assessing ensemble averages of the flow; and numerically investigating the results associated with the previous two items.

Abstract statistical solutions

Phase-space and trajectory statistical solutions.

Representation of a push-forward of an initial measure by a semigroup (top); a phase-space statistical solution (middle); and a trajectory statistical solution (bottom).

This work stemmed from the study of statistical solutions of the Navier-Stokes. It aims towards a generalization of this notion to various types of evolution equations.

An abstract framework is formulated in which the phase-space of the evolutionary system is assumed to be a Hausdorff topological space, and the evolution equation is considered in a weak sense, in the dual of a topological vector space.

The main results obtained so far in this context are

  1. the existence of solutions to the associated initial value problem under simple and natural conditions;

  2. a vast number of applications showing the applicability of the theory; and

  3. conditions for the convergence of subnets of statistical solutions depending on parameters of a family of equations.

There are challenging functional-analytic and measure-theoretic problems involved in this line of research due to the high degree of abstraction and the need to be as applicable as possible.

Infinite-dimensional dynamical systems

Dynamic Sugar Loaf

The "Dynamic Sugar Loaf", made of a heteroclinic cycle, a repeller focus as the Sun, and water waves completing the picture of a famous landmark in Rio de Janeiro.

Several real-life phenomena and advanced technological problems are modeled with systems involving evolutionary partial differential equations. Such systems appear in a multitude of areas, such as Physics, Engineering, Biology, Chemistry, Biochemistry, Finance, and so on.

As evolutionary partial differential equations, they may generate dynamical systems in phase spaces which are of infinite dimension. Many of these systems have very rich dynamics.

The study of evolutionary partial differential equations is thus of great interest and very challenging.

I started my research precisely in this area, working on it since my MSc at IM-UFRJ, continuing on it during my PhD at the Indiana University and thereafter. The study of evolutionary nonlinear partial differential equations as infinite-dimensional dynamical system was just taking off prior to my MSc and have been flourishing since then.

I have worked on several different types of nonlinear partial differential equations, from reaction-diffusion equations, to fluid-flow, dispersive, and wave-type equations. Currently, I have been working on fluid-flow models with viscous heating, important in some situations of magma flows and certain oil flows in pipelines.

Important questions in this field include

  1. assessing the local well posedness of the system;

  2. assessing the global well-posedness of the system and the existence of an associated dynamical system;

  3. understanding the complexity of the associated dynamics;

  4. analysing the possible finite-dimensionality of the asymptotic behavior of the system;

  5. looking for finite-dimensional systems mimicking or approximating the dynamics of the system;

  6. understanding the effect of the approximation of the infinite-dimensional system by finite-dimensional numerical schemes;

  7. exploiting the finite dimensional asymptotic behavior of some system for control purposes; and so on.

Modeling the salt and pre-salt layers for pre-salt oil exploitation

Deep water prospection

Deep water prospection aspects

Time-evolution of sediment and salt layers

The salt layer, below, in yellow, modeled as a visco-elastic fluid, and being deformed into "mushroom"-like diapirs (geological intrusion), under the load of different layers of elastic sedimentary rocks.

Pre-salt oil became a fundamental asset for Brazil, but its exploitation is an extraordinary task.

The oil prospected before the pre-salt era lies in sedimentary layers at the bottom of the ocean or below ground. The pre-salt oil, on the other hand, lies within a carbonaceous layer, just below a thick 2km salt layer, which is below the sedimentary layers, and at the bottom of the ocean. The difficulties for prospection are enormous.

The aim of this project was initially to find a better model for the kinematics of the salt layer and then to study the behavior of the salt layer according to this model.

Salt rocks in the Earth's crust behave as solids on small time scales, but display a viscoelastic behavior on intermediate and long time scales. Some works assume a Newtonian viscous model or an Oldroyd-B visco-elastic model. We consider, on the other hand, a more general visco-elastic model proposed by I-Shi Liu (IM-UFRJ) that we termed the Mooney-Rivlin-Liu model.

Using experimental data obtained from a number of tests on samples of different types of salt rocks, we have showed that our model fits considerably better the observed deformations.

Having validated the model, we studied its analytical properties as well as some qualitive properties relevant for

  1. the evolution of the salt layer in the Earth's crust;

  2. the formation of salt diapirs flowing into the upper sediment layer;

  3. the mechanical properties involved in the drilling process of boreholes through the salt layer; and

  4. the optimization of the drilling path throught the different layers.

This is a joint project with CENPES/PETROBRÁS. We are now renewing this project to continue researching the properties of the salt layer and to include developing a model for the pre-salt layer and analysing the interaction between all those layers according to these models.

These diverse studies involve analysis of partial differential equations, dynamical systems, optimization methods, numerical analysis, and computer simulations.

Mathematics in the brewing process

Hop flowers and humulone conversion to iso-humulone

Hop flowers and a plot of an experimental data of the humulone to iso-humulone conversion and a fitting by a saturation model.

There is a multitude of physical, chemical, and biological processes ocurring during the brewing and storage stages of beer manufacture.

Many of these processes can be given a mathematical formulation, and most of them can be modeled with systems of ordinary or partial differential equations. These are the sort of models that interest me the most (besides drinking the end product, of course).

From the physicochemical processes that turn the starch within the barley malt (one of the four main ingredients of beer) into the sugary wort that feeds the yeast (the most fundamental ingredient of beer); to the physicochemical process that turn the bitter and slightly soluble alpha-acids present in the hops (the third main ingredient of beer in this list) into the much more bitter and more soluble iso-alpha-acids that help balance the lingering sweetness that remains from the wort; to the biochemical processes involved when the yeast turns most of the sugar in the wort into alchohol and other aromatic compounds that make for a delicious (or not) beer. These are typical processes where ordinary differential equations can be used as models. (In case you notice anything missing, the fourth ingredient not mentioned yet is the most abundant one, namely water, which serves as the solvent for the other compounds.)

In most situations these processes can be assumed to occur within a spatially homogeneous and static medium, leading to systems of ordinary differential equations. Sometimes, however, the proccess requires the media to be treated as a flowing fluid, either as Newtonian-type flow inside a mash tun, a kettle, or a fermentation tank, or as a fluid flowing through a porous bed of spent grains, as in the sparging step. These processes lead to partial differential equations and are particularly important in the very design of the equipment, for efficiency (optimization) purposes.

\ No newline at end of file + Research

Research

Vorticity Level sets.

Level sets of vorticity in a periodic, two-mode-forced incompressible 2D Navier-Stokes pseudo-spectrally simulated flow. (Click here for an extended simulation))

Turbulence is a fascinating phenomenom. It occurs in many types of fluids under various conditions. From the most visible ones, as in the formation of currents in rivers, to more hidden ones, as the flow of blood and other fluids in our bodies, of oil and gas in pipelines and wellbores, and of magma in the Earth's mantle and in magma chambers.

Despite the fact that there are well-accepted mathematical models to describe the motion of the associated fluid flows, explicit solutions to the modeling systems of equations exist only in very particular cases, so that alternative routes are needed.

Numerical solutions are largely exploited in engineering problems. However, in the case of turbulent flows, the complexity of the flow is such that the required mesh resolution for numerically modelling the dynamics of all the energetic spatial and temporal structures of the flow is impracticle for the current and even forthcoming computational power. Hence, appropriate simplifications and lower dimensional models must still be used. For this reason, research in turbulence is still a very active field.

My research mainly focuses on the system of equations known as the homogeneous and incompressible Navier-Stokes equations (iNSE), which is a model for the flow of certain Newtonian fluids such as water and oil, under most conditions. In a sense, this is the simplest possible type of fluid, but which already presents many theoretical and practical challenges.

In particular, the question of well-posedness of the iNSE is still an open problem and is currently a point of intense research due to some recent advances in similar problems. This question is one of the Millenium Problems, for which there is a one-million dolar prize.

My interest, however, is mostly devoted to building a mathematical foundation for rigorous results related to turbulence. This comprises

looking for estimates of turbulence-related time-averaged mean quantities for Leray-Hopf weak solutions of the iNSE; developing and analysing a proper framework for statistical solutions of the iNSE as a rigorous way of assessing ensemble averages of the flow; and numerically investigating the results associated with the previous two items.

Abstract statistical solutions

Phase-space and trajectory statistical solutions.

Representation of a push-forward of an initial measure by a semigroup (top); a phase-space statistical solution (middle); and a trajectory statistical solution (bottom).

This work stemmed from the study of statistical solutions of the Navier-Stokes. It aims towards a generalization of this notion to various types of evolution equations.

An abstract framework is formulated in which the phase-space of the evolutionary system is assumed to be a Hausdorff topological space, and the evolution equation is considered in a weak sense, in the dual of a topological vector space.

The main results obtained so far in this context are

  1. the existence of solutions to the associated initial value problem under simple and natural conditions;

  2. a vast number of applications showing the applicability of the theory; and

  3. conditions for the convergence of subnets of statistical solutions depending on parameters of a family of equations.

There are challenging functional-analytic and measure-theoretic problems involved in this line of research due to the high degree of abstraction and the need to be as applicable as possible.

Infinite-dimensional dynamical systems

Dynamic Sugar Loaf

The "Dynamic Sugar Loaf", made of a heteroclinic cycle, a repeller focus as the Sun, and water waves completing the picture of a famous landmark in Rio de Janeiro.

Several real-life phenomena and advanced technological problems are modeled with systems involving evolutionary partial differential equations. Such systems appear in a multitude of areas, such as Physics, Engineering, Biology, Chemistry, Biochemistry, Finance, and so on.

As evolutionary partial differential equations, they may generate dynamical systems in phase spaces which are of infinite dimension. Many of these systems have very rich dynamics.

The study of evolutionary partial differential equations is thus of great interest and very challenging.

I started my research precisely in this area, working on it since my MSc at IM-UFRJ, continuing on it during my PhD at the Indiana University and thereafter. The study of evolutionary nonlinear partial differential equations as infinite-dimensional dynamical system was just taking off prior to my MSc and have been flourishing since then.

I have worked on several different types of nonlinear partial differential equations, from reaction-diffusion equations, to fluid-flow, dispersive, and wave-type equations. Currently, I have been working on fluid-flow models with viscous heating, important in some situations of magma flows and certain oil flows in pipelines.

Important questions in this field include

  1. assessing the local well posedness of the system;

  2. assessing the global well-posedness of the system and the existence of an associated dynamical system;

  3. understanding the complexity of the associated dynamics;

  4. analysing the possible finite-dimensionality of the asymptotic behavior of the system;

  5. looking for finite-dimensional systems mimicking or approximating the dynamics of the system;

  6. understanding the effect of the approximation of the infinite-dimensional system by finite-dimensional numerical schemes;

  7. exploiting the finite dimensional asymptotic behavior of some system for control purposes; and so on.

Modeling the salt and pre-salt layers for pre-salt oil exploitation

Deep water prospection

Deep water prospection aspects

Time-evolution of sediment and salt layers

The salt layer, below, in yellow, modeled as a visco-elastic fluid, and being deformed into "mushroom"-like diapirs (geological intrusion), under the load of different layers of elastic sedimentary rocks.

Pre-salt oil became a fundamental asset for Brazil, but its exploitation is an extraordinary task.

The oil prospected before the pre-salt era lies in sedimentary layers at the bottom of the ocean or below ground. The pre-salt oil, on the other hand, lies within a carbonaceous layer, just below a thick 2km salt layer, which is below the sedimentary layers, and at the bottom of the ocean. The difficulties for prospection are enormous.

The aim of this project was initially to find a better model for the kinematics of the salt layer and then to study the behavior of the salt layer according to this model.

Salt rocks in the Earth's crust behave as solids on small time scales, but display a viscoelastic behavior on intermediate and long time scales. Some works assume a Newtonian viscous model or an Oldroyd-B visco-elastic model. We consider, on the other hand, a more general visco-elastic model proposed by I-Shi Liu (IM-UFRJ) that we termed the Mooney-Rivlin-Liu model.

Using experimental data obtained from a number of tests on samples of different types of salt rocks, we have showed that our model fits considerably better the observed deformations.

Having validated the model, we studied its analytical properties as well as some qualitive properties relevant for

  1. the evolution of the salt layer in the Earth's crust;

  2. the formation of salt diapirs flowing into the upper sediment layer;

  3. the mechanical properties involved in the drilling process of boreholes through the salt layer; and

  4. the optimization of the drilling path throught the different layers.

This is a joint project with CENPES/PETROBRÁS. We are now renewing this project to continue researching the properties of the salt layer and to include developing a model for the pre-salt layer and analysing the interaction between all those layers according to these models.

These diverse studies involve analysis of partial differential equations, dynamical systems, optimization methods, numerical analysis, and computer simulations.

Mathematics in the brewing process

Hop flowers and humulone conversion to iso-humulone

Hop flowers and a plot of an experimental data of the humulone to iso-humulone conversion and a fitting by a saturation model.

There is a multitude of physical, chemical, and biological processes ocurring during the brewing and storage stages of beer manufacture.

Many of these processes can be given a mathematical formulation, and most of them can be modeled with systems of ordinary or partial differential equations. These are the sort of models that interest me the most (besides drinking the end product, of course).

From the physicochemical processes that turn the starch within the barley malt (one of the four main ingredients of beer) into the sugary wort that feeds the yeast (the most fundamental ingredient of beer); to the physicochemical process that turn the bitter and slightly soluble alpha-acids present in the hops (the third main ingredient of beer in this list) into the much more bitter and more soluble iso-alpha-acids that help balance the lingering sweetness that remains from the wort; to the biochemical processes involved when the yeast turns most of the sugar in the wort into alchohol and other aromatic compounds that make for a delicious (or not) beer. These are typical processes where ordinary differential equations can be used as models. (In case you notice anything missing, the fourth ingredient not mentioned yet is the most abundant one, namely water, which serves as the solvent for the other compounds.)

In most situations these processes can be assumed to occur within a spatially homogeneous and static medium, leading to systems of ordinary differential equations. Sometimes, however, the proccess requires the media to be treated as a flowing fluid, either as Newtonian-type flow inside a mash tun, a kettle, or a fermentation tank, or as a fluid flowing through a porous bed of spent grains, as in the sparging step. These processes lead to partial differential equations and are particularly important in the very design of the equipment, for efficiency (optimization) purposes.

\ No newline at end of file diff --git a/pages/teaching/index.html b/pages/teaching/index.html index fccff11..d45845e 100644 --- a/pages/teaching/index.html +++ b/pages/teaching/index.html @@ -1 +1 @@ - Teaching

Teaching

Undergraduate courses

Graduate courses

Short-courses

Academic advisory

Research supervision

\ No newline at end of file + Teaching

Teaching

Undergraduate courses

Graduate courses

Short-courses

Academic advisory

Research supervision

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