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 DNA Vaccine Encoding the Enterohemorragic Escherichia coli Shiga-Like Toxin 2 A(2) and B Subunits Confers Protective Immunity to Shiga Toxin Challenge in the Murine Model

Production of verocytotoxin or Shiga-like toxin (Stx), particularly Stx2, is the basis of hemolytic uremic syndrome, a frequently lethal outcome for subjects infected with Stx2-producing enterohemorrhagic Escherichia coli (EHEC) strains. The toxin is formed by a single A subunit, which promotes protein synthesis inhibition in eukaryotic cells, and five B subunits, which bind to globotriaosylceramide at the surface of host cells. Host enzymes cleave the A subunit into the A(1) peptide, endowed with N-glycosidase activity to the 28S rRNA, and the A(2) peptide, which confers stability to the B pentamer. We report the construction of a DNA vaccine (pStx2 Delta AB) that expresses a nontoxic Stx2 mutated form consisting of the last 32 amino acids of the A(2) sequence and the complete B subunit as two nonfused polypeptides. Immunization trials carried out with the DNA vaccine in BALB/c mice, alone or in combination with another DNA vaccine encoding granulocyte-macrophage colony-stimulating factor, resulted in systemic Stx-specific antibody responses targeting both A and B subunits of the native Stx2. Moreover, anti-Stx2 antibodies raised in mice immunized with pStx2 Delta AB showed toxin neutralization activity in vitro and, more importantly, conferred partial protection to Stx2 challenge in vivo. The present vector represents the second DNA vaccine so far reported to induce protective immunity to Stx2 and may contribute, either alone or in combination with other procedures, to the development of prophylactic or therapeutic interventions aiming to ameliorate EHEC infection-associated sequelae.

Global attractor for a model of extensible beam with nonlinear damping and source terms

This paper is concerned with the existence of a global attractor for the nonlinear beam equation, with nonlinear damping and source terms, u(tt) + Delta(2)u -M (integral(Omega)vertical bar del u vertical bar(2)dx) Delta u + f(u) + g(u(t)) = h in Omega x R(+), where Omega is a bounded domain of R(N), M is a nonnegative real function and h is an element of L(2)(Omega). The nonlinearities f(u) and g(u(t)) are essentially vertical bar u vertical bar(rho) u - vertical bar u vertical bar(sigma) u and vertical bar u(t)vertical bar(r) u(t) respectively, with rho, sigma, r > 0 and sigma < rho. This kind of problem models vibrations of extensible beams and plates. (C) 2010 Elsevier Ltd. All rights reserved.

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

In this paper we present a finite difference method for solving two-dimensional viscoelastic unsteady free surface flows governed by the single equation version of the eXtended Pom-Pom (XPP) model. The momentum equations are solved by a projection method which uncouples the velocity and pressure fields. We are interested in low Reynolds number flows and, to enhance the stability of the numerical method, an implicit technique for computing the pressure condition on the free surface is employed. This strategy is invoked to solve the governing equations within a Marker-and-Cell type approach while simultaneously calculating the correct normal stress condition on the free surface. The numerical code is validated by performing mesh refinement on a two-dimensional channel flow. Numerical results include an investigation of the influence of the parameters of the XPP equation on the extrudate swelling ratio and the simulation of the Barus effect for XPP fluids. (C) 2010 Elsevier B.V. All rights reserved.

A singular integro-differential equation model for dryout in LMFBR boiler tubes

A 2D steady model for the annular two-phase flow of water and steam in the steam-generating boiler pipes of a liquid metal fast breeder reactor is proposed The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for using some simple thermodynamics models, and the resultant change of phase is modelled by proposing a suitable Stefan problem Appropriate boundary conditions for the now are discussed The resulting non-lineal singular integro-differential equation for the shape of the liquid film free surface is solved both asymptotically and numerically (using some regularization techniques) Predictions for the length to the dryout point from the entry of the annular regime are made The influence of both the traction tau provided by the fast-flowing vapour core on the liquid layer and the mass transfer parameter eta on the dryout length is investigated

Stability of the curvature perturbation in dark sectors` mutual interacting models

We consider perturbations in a cosmological model with a small coupling between dark energy and dark matter. We prove that the stability of the curvature perturbation depends on the type of coupling between dark sectors. When the dark energy is of quintessence type, if the coupling is proportional to the dark matter energy density, it will drive the instability in the curvature perturbations: however if the coupling is proportional to the energy density of dark energy, there is room for the stability in the curvature perturbations. When the dark energy is of phantom type, the perturbations are always stable, no matter whether the coupling is proportional to the one or the other energy density. (C) 2008 Elsevier B.V. All rights reserved.

Stability and related properties of vacua and ground states

We consider the formal non-relativistic limit (nrl) of the : phi(4):(s+1) relativistic quantum field theory (rqft), where s is the space dimension. Following the work of R. Jackiw [R. Jackiw, in: A. Ali, P. Hood-bhoy (Eds.), Beg Memorial Volume, World Scientific, Singapore, 1991], we show that, for s = 2 and a given value of the ultraviolet cutoff K, there are two ways to perform the nrl: (i) fixing the renormalized mass m(2) equal to the bare mass m(0)(2); (ii) keeping the renormalized mass fixed and different from the bare mass mo. In the (infinite-volume) two-particle sector the scattering amplitude tends to zero as K -> infinity in case (i) and, in case (ii), there is a bound state, indicating that the interaction potential is attractive. As a consequence, stability of matter fails for our boson system. We discuss why both alternatives do not reproduce the low-energy behaviour of the full rqft. The singular nature of the nrl is also nicely illustrated for s = 1 by a rigorous stability/instability result of a different nature. (C) 2007 Elsevier Inc. All rights reserved.

Energetics and stability of vacancies in carbon nanotubes

In this work we present ab initio calculations of the formation energies and stability of different types of multi-vacancies in carbon nanotubes. We demonstrate that, as in the case of graphene, the reconstruction of the defects has drastic effects on the energetics of the tubes. In particular, the formation of pentagons eliminates the dangling bonds thus lowering the formation energy. This competition leads to vacancies having an even number of carbon atoms removed to be more stable. Finally the appearance of magic numbers indicating more stable defects can be represented by a model for the formation energies that is based on the number of dangling bonds of the unreconstructed system, the pentagons and the relaxation of the final form of the defect formed after the relaxation. (C) 2011 Elsevier Ltd. All rights reserved.

Groundwater favorability map using GIS multicriteria data analysis on crystalline terrain, Sao Paulo State, Brazil

This paper presents the groundwater favorability mapping on a fractured terrain in the eastern portion of Sao Paulo State, Brazil. Remote sensing, airborne geophysical data, photogeologic interpretation, geologic and geomorphologic maps and geographic information system (GIS) techniques have been used. The results of cross-tabulation between these maps and well yield data allowed groundwater prospective parameters in a fractured-bedrock aquifer. These prospective parameters are the base for the favorability analysis whose principle is based on the knowledge-driven method. The mutticriteria analysis (weighted linear combination) was carried out to give a groundwater favorabitity map, because the prospective parameters have different weights of importance and different classes of each parameter. The groundwater favorability map was tested by cross-tabulation with new well yield data and spring occurrence. The wells with the highest values of productivity, as well as all the springs occurrence are situated in the excellent and good favorabitity mapped areas. It shows good coherence between the prospective parameters and the well yield and the importance of GIS techniques for definition of target areas for detail study and wells location. (c) 2008 Elsevier B.V. All rights reserved.

Bifurcation analysis of a model for biological control

In this paper we study the Lyapunov stability and Hopf bifurcation in a biological system which models the biological control of parasites of orange plantations. (c) 2007 Elsevier Ltd. All rights reserved.

Stability of periodic travelling shallow-water waves determined by Newton`s equation

We study the existence and stability of periodic travelling-wave solutions for generalized Benjamin-Bona-Mahony and Camassa-Holm equations. To prove orbital stability, we use the abstract results of Grillakis-Shatah-Strauss and the Floquet theory for periodic eigenvalue problems.

Interaction of cationic bilayer fragments with a model oligonucleotide

The interaction between cationic bilayer fragments and a model oligonucleotide was investigated by differential scanning calorimetry, turbidimetry, determination of excimer to monomer ratio of 2-(10-(1-pyrene)-decanoyl)-phosphatidyl-choline in bilayer fragment dispersions and dynamic light scattering for sizing and zeta-potential analysis. Salt (Na(2)HPO(4)), mononucleotide (2`-deoxyadenosine-5`-monophosphate) or poly (dA) oligonucleotide (3`-AAA AAA AAA A-5`) affected structure and stability of dioctadecyldimethylammonium bromide bilayer fragments. Oligonucleotide and salt increased bilayer packing due to bilayer fragment fusion. Mononucleotide did not reduce colloid stability or did not cause bilayer fragment fusion. Charge neutralization of bilayer fragments by poly (dA) at 1:10 poly (dA):dioctadecyldimethylammonium bromide molar ratio caused extensive aggregation, maximal size and zero of zeta-potential for the assemblies. Above charge neutralization, assemblies recovered colloid stability due to charge overcompensation. For bilayer fragments/poly (dA), the nonmonotonic behavior of colloid stability as a function of poly (dA) concentration was unique for the oligonucleotide and was not observed for Na(2)HPO(4) or 2`-deoxyadenosine-5`-monophosphate. For the first time, such interactions between cationic bilayer fragments and mono- or oligonucleotide were described in the literature. Bilayer fragments/oligonucleotide assemblies may find interesting applications in drug delivery. (c) 2010 Elsevier B.V. All rights reserved.