Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Low dimensional behavior in three-dimensional coupled map lattices

The analysis of one-, two-, and three-dimensional coupled map lattices is here developed under a statistical and dynamical perspective. We show that the three-dimensional CML exhibits low dimensional behavior with long range correlation and the power spectrum follows 1/f noise. This approach leads to an integrated understanding of the most important properties of these universal models of spatiotemporal chaos. We perform a complete time series analysis of the model and investigate the dependence of the signal properties by change of dimension. (c) 2008 Elsevier Ltd. All rights reserved.

Stretching and folding mechanism in foams

We have described the stretching and folding of foams in a vertical Hele-Shaw cell containing air and a surfactant solution, from a sequence of upside-down flips. Besides the firactal dimension of the foam, we have observed the logistic growth for the soap film length. The stretching and folding mechanism is present during the foam formation, and this mechanism is observed even after the foam has reached its respective maximum fractal dimension. Observing the motion of bubbles inside the foam, large bubbles present power spectrum associated with random walk motion in both directions, while the small bubbles are scattered like balls in a Galton board. (C) 2008 Published by Elsevier B.V.

Exercise prevents the effects of experimental arthritis on the metabolism and function of immune cells

Active lymphocytes (LY) and macrophages (M Phi) are involved in the pathophysiology of rheumatoid arthritis (RA) Due to its anti-inflammatory effect. physical exercise may be beneficial in RA by acting on the immune system (IS) Thus, female Wistar rats with type II collagen-induced arthritis (CIA) were submitted to swimming training (6 weeks. 5 days/week. 60 min/day) and some biochemical and immune parameters, such as the metabolism of glucose and glutamine and function of LY and M. were evaluated In addition, plasma levels of some hormones and of interleukin-2 (IL-2) were also determined Results demonstrate that CIA increased lymphocyte proliferation (1.9- and 1 7-fold, respectively, in response to concanavalin A (ConA) and lipopolysaccharide (LPS)), as well as macrophage H(2)O(2) production (1 6-fold), in comparison to control Exercise training prevented the activation of immune cells, induced by CIA. and established a pattern of substrate utilization similar to that described as normal for these cells. Exercise also promoted an elevation of plasma levels of corticosterone (22 2%), progesterone (1 7-fold) and IL-2 (2 6-fold) Our data suggest that chronic exercise is able to counterbalance the effects of CIA on cells of the IS. reinforcing the proposal that the benefits of exercise may not be restricted to aerobic capacity and/or strength improvement Copyright (C) 2010 John Wiley & Sons, Ltd

SYNCHRONIZATION OF A CLASS OF SECOND-ORDER NONLINEAR SYSTEMS

The asymptotic behavior of a class of coupled second-order nonlinear dynamical systems is studied in this paper. Using very mild assumptions on the vector-field, conditions on the coupling parameters that guarantee synchronization are provided. The proposed result does not require solutions to be ultimately bounded in order to prove synchronization, therefore it can be used to study coupled systems that do not globally synchronize, including synchronization of unbounded solutions. In this case, estimates of the synchronization region are obtained. Synchronization of two-coupled nonlinear pendulums and two-coupled Duffing systems are studied to illustrate the application of the proposed theory.

Hyperchaos in a Chua`s circuit with two new added branches

In this work a fourth-order Chua`s circuit, capable of generating hyperchaotic oscillations in a wide range of parameters, is presented. The circuit is obtained by adding two new branches to the original topology of the Chua`s double scroll circuit. One of the added branches is a linear inductor-resistor series connection, and the other one is a nonlinear voltage-controlled current source. A theoretical analysis of the circuit equations is presented, along with numerical and experimental results.

The four-element Chua`s circuit

A new circuit configuration, linearly conjugate to the standard Chua`s circuit, is presented. Its distinctive feature is that the equations now admit an additional parameter, which controls the dissipation in the network connected to the Chua diode. In the limiting case we obtain the simplest chaotic circuit, consisting of a piecewise-linear resistor and three lossless elements.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Physical-chemical and operational performance of an anaerobic baffled reactor (ABR) treating swine wastewater

Since hog raising concentrates a huge amount of swine manure in small areas, it is considered by the environmental government organizations to be one of the most potentially pollutant activities. Therefore the main objective of this research was to evaluate by operational criteria and removal efficiency, the performance of a Anaerobic Baffled Reactor (ABR), working as a biological pre-treatment of swine culture effluents. The physical-chemical analyses carried out were: total COD, BOD(5), total solids (TS), fix (TFS) and volatiles (TVS), temperature, pH, total Kjeldahl nitrogen, phosphorus, total acidity and alkalinity. The ABR unit worked with an average efficiency of 65.2 and 76.2%, respectively, concerning total COD and BOD(5), with a hydraulic retention time (HRT) about 15 hours. The results for volumetric organic loading rate (VOLR), organic loading rate (OLR) and hydraulic loading rate (HLR) were: 4.46 kg BOD m(-3) day(-1); 1.81 kg BOD(5) kg TVS(-1) day(-1) and 1.57 m(3) m(-3) day(-1), respectively. The average efficiency of the whole treatment system for total COD and BOD(5) removal were 66.5 and 77.8%, showing an adequate performance in removing die organic matter from swine wastewater.

Fuzzy computational control for real Chua circuit

We preserit a computational procedure to control art experimental chaotic system by applying the occasional proportional feedback (OPF) method. The method implementation uses the fuzzy theory to relate the variable correction to the necessary adjustment in the control parameter. As an application We control the chaotic attractors of the Chua circuit. We present file developed circuits and algorithms to implement this control in real time. To simplify the used procedure, we use it low resolution analog to digital converter compensated for a lowpass filter that facilitates similar applications to control other systems. (C) 2007 Elsevier Ltd. All rights reserved.

Debris flow affecting the Cubatauo Oil Refinery, Brazil

On February 6, 1994, a large debris flow developed because of intense rains in a 800-m-high mountain range called Serra do Cubatao, the local name for the Serra do Mar, located along the coast of the state of Sao Paulo, Brazil. It affected the Presidente Bernardes Refinery, owned by Petrobras, in Cubatao. The damages amounted to about US $40 million because of the muck cleaning, repairs, and 3-week interruption of the operations. This prompted Petrobras to conduct studies, carried out by the authors, to develop protection works, which were done at a cost of approximately US $12 million. The paper describes the studies conducted on debris flow mechanics. A new criteria to define rainfall intensities that trigger debris flows is presented, as well as a correlation of slipped area with soil porosity and rain intensity. Also presented are (a) an actual grain size distribution of a deposited material, determined by laboratory and a large-scale field test, and (b) the size distribution of large boulders along the river bed. Based on theory, empirical experience and back-analysis of the events, the main parameters as the front velocity, the peak discharge and the volume of the transported sediments were determined in a rational basis for the design of the protection works. Finally, the paper describes the set of the protection works built, emphasizing their concept and function. They also included some low-cost innovative works.

Spectral properties of chaotic signals generated by the skew tent map

Chaotic signals have been considered potentially attractive in many signal processing applications ranging from wideband communication systems to cryptography and watermarking. Besides, some devices as nonlinear adaptive filters and phase-locked loops can present chaotic behavior. In this paper, we derive analytical expressions for the autocorrelation sequence, power spectral density and essential bandwidth of chaotic signals generated by the skew tent map. From these results, we suggest possible applications in communication systems. (C) 2009 Elsevier B.V. All rights reserved.

Spectral properties of chaotic signals with applications in communications

This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.

Using bifurcations in the determination of lock-in ranges for third-order phase-locked loops

Transmission and switching in digital telecommunication networks require distribution of precise time signals among the nodes. Commercial systems usually adopt a master-slave (MS) clock distribution strategy building slave nodes with phase-locked loop (PLL) circuits. PLLs are responsible for synchronizing their local oscillations with signals from master nodes, providing reliable clocks in all nodes. The dynamics of a PLL is described by an ordinary nonlinear differential equation, with order one plus the order of its internal linear low-pass filter. Second-order loops are commonly used because their synchronous state is asymptotically stable and the lock-in range and design parameters are expressed by a linear equivalent system [Gardner FM. Phaselock techniques. New York: John Wiley & Sons: 1979]. In spite of being simple and robust, second-order PLLs frequently present double-frequency terms in PD output and it is very difficult to adapt a first-order filter in order to cut off these components [Piqueira JRC, Monteiro LHA. Considering second-harmonic terms in the operation of the phase detector for second order phase-locked loop. IEEE Trans Circuits Syst [2003;50(6):805-9; Piqueira JRC, Monteiro LHA. All-pole phase-locked loops: calculating lock-in range by using Evan`s root-locus. Int J Control 2006;79(7):822-9]. Consequently, higher-order filters are used, resulting in nonlinear loops with order greater than 2. Such systems, due to high order and nonlinear terms, depending on parameters combinations, can present some undesirable behaviors, resulting from bifurcations, as error oscillation and chaos, decreasing synchronization ranges. In this work, we consider a second-order Sallen-Key loop filter [van Valkenburg ME. Analog filter design. New York: Holt, Rinehart & Winston; 1982] implying a third order PLL The resulting lock-in range of the third-order PLL is determined by two bifurcation conditions: a saddle-node and a Hopf. (C) 2008 Elsevier B.V. All rights reserved.

The Cramer-Rao bound for initial conditions estimation of chaotic orbits

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.