THE FIRST DETERMINATION OF THE VISCOSITY PARAMETER IN THE CIRCUMSTELLAR DISK OF A Be STAR

Be stars possess gaseous circumstellar decretion disks, which are well described using standard alpha-disk theory. The Be star 28 CMa recently underwent a long outburst followed by a long period of quiescence, during which the disk dissipated. Here we present the first time-dependent models of the dissipation of a viscous decretion disk. By modeling the rate of decline of the V-band excess, we determine that the viscosity parameter alpha = 1.0 +/- 0.2, corresponding to a mass injection rate (M) over dot = (3.5 +/- 1.3) x 10(-8) M-circle dot yr(-1). Such a large value of a suggests that the origin of the turbulent viscosity is an instability in the disk whose growth is limited by shock dissipation. The mass injection rate is more than an order of magnitude larger than the wind mass-loss rate inferred from UV observations, implying that the mass injection mechanism most likely is not the stellar wind, but some other mechanism.

MATHEMATICAL MODELS AND POLYHEDRAL STUDIES FOR INTEGRAL SHEET METAL DESIGN

We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.