STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

Three-dimensional, fully adaptive simulations of phase-field fluid models

We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved

COMMUTATIVE FINITE-DIMENSIONAL ALGEBRAS SATISFYING x(x(xy))=0 ARE NILPOTENT

We investigate the structure of commutative non-associative algebras satisfying the identity x(x(xy)) = 0. Recently, Correa and Hentzel proved that every commutative algebra satisfying above identity over a field of characteristic not equal 2 is solvable. We prove that every commutative finite-dimensional algebra u over a field F of characteristic not equal 2, 3 which satisfies the identity x(x(xy)) = 0 is nilpotent. Furthermore, we obtain new identities and properties for this class of algebras.

The Gauss-Kronecker curvature of minimal hypersurfaces in four-dimensional space forms

LetQ(4)( c) be a four-dimensional space form of constant curvature c. In this paper we show that the infimum of the absolute value of the Gauss-Kronecker curvature of a complete minimal hypersurface in Q(4)(c), c <= 0, whose Ricci curvature is bounded from below, is equal to zero. Further, we study the connected minimal hypersurfaces M(3) of a space form Q(4)( c) with constant Gauss-Kronecker curvature K. For the case c <= 0, we prove, by a local argument, that if K is constant, then K must be equal to zero. We also present a classification of complete minimal hypersurfaces of Q(4)( c) with K constant.

POLYNOMIAL IDENTITIES OF FINITE DIMENSIONAL SIMPLE ALGEBRAS

Let F be an algebraically closed field and let A and B be arbitrary finite dimensional simple algebras over F. We prove that A and B are isomorphic if and only if they satisfy the same identities.

Three-Dimensional Quantitative Structure-Activity Relationship Study of Antitumor 2-Formylpyridine Thiosemicarbazones Derivatives as Inhibitors of Ribonucleotide Reductase

In order to extend previous SAR and QSAR studies, 3D-QSAR analysis has been performed using CoMFA and CoMSIA approaches applied to a set of 39 alpha-(N)-heterocyclic carboxaldehydes thiosemicarbazones with their inhibitory activity values (IC(50)) evaluated against ribonucleotide reductase (RNR) of H.Ep.-2 cells (human epidermoid carcinoma), taken from selected literature. Both rigid and field alignment methods, taking the unsubstituted 2-formylpyridine thiosemicarbazone in its syn conformation as template, have been used to generate multiple predictive CoMFA and CoMSIA models derived from training sets and validated with the corresponding test sets. Acceptable predictive correlation coefficients (Q(cv)(2) from 0.360 to 0.609 for CoMFA and Q(cv)(2) from 0.394 to 0.580 for CoMSIA models) with high fitted correlation coefficients (r` from 0.881 to 0.981 for CoMFA and r(2) from 0.938 to 0.993 for CoMSIA models) and low standard errors (s from 0.135 to 0.383 for CoMFA and s from 0.098 to 0.240 for CoMSIA models) were obtained. More precise CoMFA and CoMSIA models have been derived considering the subset of thiosemicarbazones (TSC) substituted only at 5-position of the pyridine ring (n=22). Reasonable predictive correlation coefficients (Q(cv)(2) from 0.486 to 0.683 for CoMFA and Q(cv)(2) from 0.565 to 0.791 for CoMSIA models) with high fitted correlation coefficients (r(2) from 0.896 to 0.997 for CoMFA and r(2) from 0.991 to 0.998 for CoMSIA models) and very low standard errors (s from 0.040 to 0.179 for CoMFA and s from 0.029 to 0.068 for CoMSIA models) were obtained. The stability of each CoMFA and CoMSIA models was further assessed by performing bootstrapping analysis. For the two sets the generated CoMSIA models showed, in general, better statistics than the corresponding CoMFA models. The analysis of CoMFA and CoMSIA contour maps suggest that a hydrogen bond acceptor near the nitrogen of the pyridine ring can enhance inhibitory activity values. This observation agrees with literature data, which suggests that the nitrogen pyridine lone pairs can complex with the iron ion leading to species that inhibits RNR. The derived CoMFA and CoMSIA models contribute to understand the structural features of this class of TSC as antitumor agents in terms of steric, electrostatic, hydrophobic and hydrogen bond donor and hydrogen bond acceptor fields as well as to the rational design of this key enzyme inhibitors.

The role of cross-linking structures to the formation of one-dimensional nano-organized polyaniline and their Raman fingerprint

In the present work. the resonance Raman. UV-vis-NIR and scanning electron microscopic (SEM) data of nanorods (about similar to 300 rim in diameter) and nanofibers (about similar to 93 nm in diameter) of PANI are presented and compared. The PANI samples were synthesized in aqueous media with dodecybenzenesulfonic acid (DBSA) and beta-naphtalenesulfonic acid (beta-NSA) as dopants, respectively. The presence of hands at 578, 1400 and 1632cm(-1) in the Raman spectra of PANI-NSA and PANI-DBSA shows that the formation of cross-linking structures is a general feature of the PANI chains prepared in micellar media. It is proposed that these structures are responsible for the one-dimensional PANI morphology formation. In addition, the Raman band at 609cm(-1) of PANI fibers is correlated with the extended PANI chain coil formation. (C) 2008 Elsevier B.V. All rights reserved.