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.

Correlation of Modified Natural Rubber Properties by Artificial Neural Networks

Natural rubber (NR) is a raw material largely used by the modern industry; however, it is common that chemical modifications must be made to NR in order to improve properties such as hydrophobicity or mechanical resistance. This work deals with the correlation of properties of NR modified with dimethylaminoethylmethacrylate or methylmethacrylate as grafting agents. Dynamic-mechanical behavior and stress/strain relations are very important properties because they furnish essential characteristics of the material such as glass transition temperature and rupture point. These properties are concerned with different physical principles; for this reason, normally they are not related to each other. This work showed that they can be correlated by artificial neural networks (ANN). So, from one type of assay, the properties that as a rule only could be obtained from the other can be extracted by ANN correlation. POLYM. ENG. SCI., 49:499-505, 2009. (c) 2009 Society of Plastics Engineers

EFFECT OF CULTIVATION CONDITIONS ON GLUCOSE-6-PHOSPHATE DEHYDROGENASE PRODUCTION BY GENETICALLY MODIFIED Saccharomyces cerevisiae

The objective of this research was to improve Glucose-6-phosphate dehydrogenase (G6PD) production by Saccharomyces cerevisiae W303-181, which carry the plasmid YEpPGK-G6PD, by varying the following cultivation conditions: pH value (4.8, 5.7 and 6.6); inoculum concentration (0.1, 0.6 and 1.1 g/L) and initial glucose concentration (20.0, 30.0 and 40.0 g/L). The effect of those variables on G6PD production capability was studied by the application of response surface statistical analysis. The results showed that the highest G6PD production (1594.2 U/L), specific activity (1189.7 U/g(cell)) and productivity (45.6 U/L.h) occurred at pH 4.8, inoculum concentration of 0.1 g/L and initial glucose concentration of 20.0 g/L, under agitation of 150 rpm at 30 degrees C after 36 h. In this work, the strain expressed about 21 fold more activity than the wild S. cerevisiae strain, being an attractive and promising new source of this enzyme.

Pseudomonas fluorescens lipase immobilization on polysiloxane-polyvinyl alcohol composite chemically modified with epichlorohydrin

The technique based on sol-gel approach was used to generate silica matrices derivatives by hydrolysis of silane compounds. The present work evaluates a hybrid matrix obtained with tetraethoxysilane (TEOS) and polyvinyl alcohol (PVA) on the immobilization yield of lipase from Pseudomonas fluorescens. The resulting polysiloxane-polyvinyl alcohol (POS-PVA) matrix combines the property of PVA as a suitable polymer to retain proteins with an excellent optical, thermal and chemical stability of the host silicon oxide matrix. Aiming to render adequate functional groups to the covalent binding with the enzyme the POS-PVA matrix was chemically modified using epichlorohydrin. The results were compared with immobilized derivative on POS-PVA activated with glutaraldehyde. Immobilization yield based on the recovered lipase activity depended on the activating agent and the highest efficiency (32%) was attained when lipase was immobilized on POS-PVA activated with epichlorohydrin, which, probably, provided more linkage points for the covalent bind of the enzyme on the support. This was confirmed by determining the morphological properties using different techniques as X-ray diffraction and scanning electron microscopy (SEM). Comparative studies were carried out to attain optimal activities for free lipase and immobilized systems. For this purpose, a central composite experimental design with different combinations of pH and temperature was performed. Enzymatic hydrolysis with the immobilized enzyme in the framework of the Michaelis-Menten mechanism was also reported. Under optimum conditions, the immobilized derivative on POS-PVA activated with epichlorohydrin showed to have more affinity for the substrate in the hydrolysis of olive oil, with a Michaelis-Menten constant value (K-m) of 293 mM, compared to the value of 401 mM obtained for the immobilized lipase on support activated with glutaraldehyde. Data generated by DSC showed that both immobilized derivatives have similar thermal stabilities. (C) 2007 Elsevier B.V. All rights reserved.

Covalent attachment of Candida rugosa lipase on chemically modified hybrid matrix of polysiloxane-polyvinyl alcohol with different activating compounds

Candida rugosa lipase was immobilized by covalent binding on hybrid matrix of polysiloxane-polyvinyl alcohol chemically modified with different activating agents as glutaraldehyde, sodium metaperiodate and carbonyldiimidazole. The experimental results suggested that functional activating agents render different interactions between enzyme and support, producing consequently alterations in the optimal reaction conditions. Properties of the immobilized systems were assessed and their performance on hydrolytic and synthetic reactions were evaluated and compared with the free enzyme. In hydrolytic reactions using p-nitrophenyl palmitate as substrate all immobilized systems showed higher thermal stability and optima pH and temperature values in relation to the free lipase. Among the activating compounds, carbonyldiimidazole resulted in a total recovery of activity on the support and the highest thermal stability. For the butyl butyrate synthesis, the best performance (molar conversion of 95% and volumetric productivity of 2.33 g L-1 h(-1)) was attained with the lipase immobilized on POS-PVA activated with sodium metaperiodate. The properties of the support and immobilized derivatives were also evaluated by scanning electron microscopy (SEM), energy dispersive X-ray spectroscopies and chemical composition (FTIR). (c) 2007 Elsevier B.V. All rights reserved.

Surface characterization of Ti-7.5Mo alloy modified by biomimetic method

Titanium and its alloys have been used in dentistry due to their excellent corrosion resistance and biocompatibility. It was shown that even a pure titanium metal and its alloys spontaneously form a bone-like apatite layer on their surfaces within a living body. The purpose of this work was to evaluate the growth of calcium phosphates at the surface of the experimental alloy Ti-7.5Mo. We produced ingots from pure titanium and molybdenum using an arc-melting furnace We then submitted these Ingots to heat treatment at 1100 degrees C for one hour, cooled the samples in water, and cold-worked the cooled material by swaging and machining. We measured the media roughness (Ra) with a roughness meter (1.3 and 2.6 mu m) and cut discs (13 mm in diameter and 4 mm in thickness) from each sample group. The samples were treated by biomimetic methods for 7 or 14 days to form an apatite coating on the surface. We then characterized the surfaces with an optical profilometer, a scanning electron microscope and contact angle measurements. The results of this study indicate that apatite can form on the surface of a Ti-7.5Mo alloy, and that a more complete apatite layer formed on the Ra = 2 6 mu m material. This Increased apatite formation resulted in a lower contact angle (C) 2010 Elsevier B.V. All rights reserved

Synthesis of Nb(2)O(5)center dot nH(2)O nanoparticles by water-in-oil microemulsion

Hydrous niobium oxide (Nb(2)O(5)center dot nH(2)O) nanoparticles had been Successfully prepared by water-in-oil microemulsion. They were characterized by X-ray diffraction (XRD), thermal analysis (TG/DTG), Fourier transform infrared spectroscopy (FTIR), BET surface area measurement, transmission electron microscopy (TEM), scanning electron microscopy (SEM) and energy dispersive spectroscopy (EDS). The results showed that the nanoparticle was exactly Nb(2)O(5)center dot nH(2)O with spherical shape. Their BET surface area was 60 m(2) g(-1). XRD results showed that Nb(2)O(5)center dot nH(2)O nanoparticles with crystallite size in nanometer scale were formed. The crystallinity and crystallity size increased with increasing annealing temperature. TT-phase of Nb(2)O(5) was obtained when the sample is annealed at 550 degrees C. (C) 2009 Elsevier B.V. All rights reserved.

Thermal, structural and optical properties of Al(2)CoO(4)-Crocoite composite nanoparticles used as pigments

Al(2)CoO(4)-PbCrO(4) and Al(2)CoO(4)-Pb(2)CrO(5) crystalline powders in different proportions were obtained by the polymeric precursor method. Differential scanning calorimetry (DSC) and thermogravimetry (TG) techniques were used to accurately characterize the distinct thermal events occurring during synthesis. The TG and DSC results revealed a series of overlapping decomposition reactions due to different exothermal events, which were identified as H(2)O and NO(x) elimination and polymer pyrolysis. The X-ray diffraction patterns of the xAl(2)CoO(4)-(1 - x)PbCrO(4) and xAl(2)CoO(4)-(1 - x)Pb(2)CrO(5) mixed compounds, with x = 1, 0.75, 0.5, 0.25 and 0, were obtained in the crystalline form with their respective phases, and proved consistent with the nominal compositions. The synthesis of these two systems yielded nine different colors and shades.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

Loss minimization by the predictor-corrector modified barrier approach

This paper presents a new approach, predictor-corrector modified barrier approach (PCMBA), to minimize the active losses in power system planning studies. In the PCMBA, the inequality constraints are transformed into equalities by introducing positive auxiliary variables. which are perturbed by the barrier parameter, and treated by the modified barrier method. The first-order necessary conditions of the Lagrangian function are solved by predictor-corrector Newton`s method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, reaching the limits of the inequality constraints. The feasibility of the proposed approach is demonstrated using various IEEE test systems and a realistic power system of 2256-bus corresponding to the Brazilian South-Southeastern interconnected system. The results show that the utilization of the predictor-corrector method with the pure modified barrier approach accelerates the convergence of the problem in terms of the number of iterations and computational time. (C) 2008 Elsevier B.V. All rights reserved.

Thermal diffusivity of polymers by modified angstrom method

The nature of the molecular structure of plastics makes the properties of such materials markedly temperature dependent. In addition, the continuous increase in the utilization of polymeric materials in many specific applications has demanded knowledge of their physical properties, both during their processing as raw material, as well as over the working temperature range of the final polymer product. Thermal conductivity, thermal diffusivity and specific heat, namely the thermal properties, are the three most important physical properties of a material that are needed for heat transfer calculations. Recently, among several different methods for the determination of the thermal diffusivity and thermal conductivity, transient techniques have become the preferable way for measuring thermal properties of materials. In this work, a very simple and low cost variation of the well known Angstrom method is employed in the experimental determination of the thermal diffusivity of some selected polymers. Cylindrical shaped samples 3 cm diameter and 7 cm high were prepared by cutting from long cylindrical commercial bars. The reproducibility is very good, and the results obtained were checked against results obtained by the hot wire technique, laser flash technique, and when possible, they were also compared with data found in the literature. Thermal conductivity may be then derived from the thermal diffusivity with the knowledge of the bulk density and the specific heat, easily obtained by differential scanning calorimetry. (C) 2009 Elsevier Ltd. All rights reserved.

Cellulose modified fibres in cement based composites

The objective of the present work is to evaluate the effect of surface modification of cellulose pulp fibres on the mechanical and microstructure of fibre-cement composites. Surface modification of the cellulose pulps was performed with Methacryloxypropyltri-methoxysilane (MPTS) and Aminopropyltri-ethoxysilane (APTS) in an attempt to improve their durability into fibre-cement composites. The surface modification showed significant influence on the microstructure of the composites on the fibre-matrix interface and in the mineralization of the fibre lumen as seen by scanning electron microscopy (SEM) with back-scattered electron (BSE) detector. Accelerated ageing cycles decreased modulus of rupture (MOR) and toughness (TE) of the composites. Composites reinforced with MPTS-modified fibres presented fibres free from cement hydration products, while APTS-modified fibres presented accelerated mineralization. Higher mineralization of the fibres led to higher embrittlement of the composite after accelerated ageing cycles. These observations are therefore very useful for understanding the mechanisms of degradation of fibre-cement composites. (C) 2009 Elsevier Ltd. All rights reserved.

Thermoplastic starch modified during melt processing with organic acids: The effect of molar mass on thermal and mechanical properties

Thermoplastic starch (TPS) was modified with ascorbic acid and citric acid by melt processing of native starch with glycerol as plasticizer in an intensive batch mixer at 160 degrees C. It was found that the molar mass decreases with acid content and processing time causing the reduction in melting temperature (T(m)). As observed by the results of X-ray diffraction and DSC measurements, crystallinity was not changed by the reaction with organic acids. T(m) depression with falling molar mass was interpreted on the basis of the effect of concentration of end-chain units, which act as diluents. FTIR did not show any appreciable change in starch chemical compositions, leading to the conclusion that the main changes observed were produced by the variation in molar mass of the material. We demonstrated that it is possible to decrease melt viscosity without the need for more plasticizer thus avoiding side-effects such as an increase in water affinity or relevant changes in the dynamic mechanical properties. (C) 2010 Elsevier B.V. All rights reserved.

New reconciliation model for gold industry

Reconciliation can be divided into stages, each stage representing the performance of a mining operation, such as: long-term estimation, short-term estimation, planning, mining and mineral processing. The gold industry includes another stage which is the budget, when the company informs the financial market of its annual production forecast. The division of reconciliation into stages increases the reliability of the annual budget informed by the mining companies, while also detecting and correcting the critical steps responsible for the overall estimation error by the optimization of sampling protocols and equipment. This paper develops and validates a new reconciliation model for the gold industry, which is based on correct sampling practices and the subdivision of reconciliation into stages, aiming for better grade estimates and more efficient control of the mining industry`s processes, from resource estimation to final production.

Evidences of the evolution from solid solution to surface segregation in Ni-doped SnO(2) nanoparticles using Raman spectroscopy

Ni-doped SnO(2) nanoparticles, promising for gas-sensing applications, have been synthesized by a polymer precursor method. X-ray diffraction (XRD) and transmission electron microscopy (TEM) data analyses indicate the exclusive formation of nanosized particles with rutile-type phase (tetragonal SnO(2)) for Ni contents below 10 mol%. The mean crystallite size shows a progressive reduction with the Ni content. Room-temperature Raman spectra of Ni-doped SnO(2) nanoparticles show the presence of Raman active modes and modes activated by size effects. From the evolution of the A(1g) mode with the Ni content, a solubility limit at similar to 2 mol% was estimated. Below that content, Raman results are consistent with the occurrence of solid solution (ss) and surface segregation (seg.) of Ni ions. Above similar to 2 mol% Ni, the redshift of A(1g) mode suggests that the surface segregation of Ni ions takes place. Disorder-activated bands were determined and their integrated intensity evolution with the Ni content suggest that the solid-solution regime favors the increase of disorder; meanwhile, that disorder becomes weaker as the Ni content is increased. Copyright (C) 2010 John Wiley & Sons, Ltd.