Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Second-order model for remote and close-up short-circuit faults currents on DC traction supply

A technique to calculate the current waveform for both close-up and remote short-circuit faults on DC supplied railways and subways is presented. Exact DC short-circuit current calculation is best performed by sophisticated computer transient simulations. However, an accurate simplified calculation method based on second-order approximation which can be easily executed with the help of a calculator or a spreadsheet program is proposed.

Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory. (C) 2009 Elsevier Inc. All rights reserved.

Phantom accretion by black holes and the generalized second law of thermodynamics

The accretion of a phantom fluid with non-zero chemical potential by black holes is discussed with basis on the generalized second law of thermodynamics. For phantom fluids with positive temperature and negative chemical potential we demonstrate that the accretion process is possible, and that the condition guaranteeing the positiveness of the phantom fluid entropy coincides with the one required by the generalized second law. (C) 2010 Elsevier B.V. All rights reserved.

Recording from Two Neurons: Second-Order Stimulus Reconstruction from Spike Trains and Population Coding

We study the reconstruction of visual stimuli from spike trains, representing the reconstructed stimulus by a Volterra series up to second order. We illustrate this procedure in a prominent example of spiking neurons, recording simultaneously from the two H1 neurons located in the lobula plate of the fly Chrysomya megacephala. The fly views two types of stimuli, corresponding to rotational and translational displacements. Second-order reconstructions require the manipulation of potentially very large matrices, which obstructs the use of this approach when there are many neurons. We avoid the computation and inversion of these matrices using a convenient set of basis functions to expand our variables in. This requires approximating the spike train four-point functions by combinations of two-point functions similar to relations, which would be true for gaussian stochastic processes. In our test case, this approximation does not reduce the quality of the reconstruction. The overall contribution to stimulus reconstruction of the second-order kernels, measured by the mean squared error, is only about 5% of the first-order contribution. Yet at specific stimulus-dependent instants, the addition of second-order kernels represents up to 100% improvement, but only for rotational stimuli. We present a perturbative scheme to facilitate the application of our method to weakly correlated neurons.

Systematics of nuclear densities, deformations and excitation energies within the context of the generalized rotation-vibration model

We present a large-scale systematics of charge densities, excitation energies and deformation parameters For hundreds of heavy nuclei The systematics is based on a generalized rotation vibration model for the quadrupole and octupole modes and takes into account second-order contributions of the deformations as well as the effects of finite diffuseness values for the nuclear densities. We compare our results with the predictions of classical surface vibrations in the hydrodynamical approximation. (C) 2010 Elsevier B V All rights reserved.

Development and Evaluation of a Novel pH Indicator Biodegradable Film Based on Cassava Starch

A pH indicator film based on cassava starch plasticized with sucrose and inverted sugar and incorporated with grape and spinach extracts as pH indicator sources (anthocyanin and chlorophyll) has been developed, and its packaging properties have been assessed. A second-order central composite design (2(2)) with three central points and four star points was used to evaluate the mechanical properties (tensile strength, tensile strength at break, and elongation at break percentage), moisture barrier, and microstructure of the films, and its potential as a pH indicator packaging. The films were prepared by the casting technique and conditioned under controlled conditions (75% relative humidity and 23 degrees C), at least 4 days before the analyses. The materials were exposed to different pH solutions (0, 2, 7, 10, and 14) and their color parameters (L*, a*, b*, and haze) were measured by transmittance. Grape and spinach extracts have affected the material characterization. Film properties (mechanical properties and moisture barrier) were strongly influenced by extract concentration presenting lower results than for the control. Films containing a higher concentration of grape extract presented a greater color change at different pH`s suggesting that anthocyanins are more effective as pH indicators than chlorophyll or the mixture of both extracts. (C) 2010 Wiley Periodicals, Inc. J Appl Polym Sci 120: 1069-1079,2011

Response surface analysis of extract yield and flavour intensity of Brazilian cherry (Eugenia uniflora L.) obtained by supercritical carbon dioxide extraction

This work evaluated the effect of pressure and temperature on yield and characteristic flavour intensity of Brazilian cherry (Eugenia uniflora L) extracts obtained by supercritical CO(2) using response surface analysis, which is a simple and efficient method for first inquiries. A complete central composite 2(2) factorial experimental design was applied using temperature (ranging from 40 to 60 degrees C) and pressure (from 150 to 250 bar) as independent variables. A second order model proved to be predictive (p <= 0.05) for the extract yield as affected by pressure and temperature, with better results being achieved at the central point (200 bar and 50 degrees C). For the flavour intensity, a first order model proved to be predictive (p <= 0.05) showing the influence of temperature. Greater characteristic flavour intensity in extracts was obtained for relatively high temperature (> 50 degrees C), Therefore, as far as Brazilian cherry is concerned, optimum conditions for achieving higher extract yield do not necessarily coincide to those for obtaining richer flavour intensity. Industrial relevance: Supercritical fluid extraction (SFE) is an emerging clean technology through which one may obtain extracts free from organic solvents. Extract yields from natural products for applications in food, pharmaceutical and cosmetic industries have been widely disseminated in the literature. Accordingly, two lines of research have industrial relevance, namely, (i) operational optimization studies for high SFE yields and (ii) investigation on important properties extracts are expected to present (so as to define their prospective industrial application). Specifically, this work studied the optimization of SFE process to obtain extracts from a tropical fruit showing high intensity of its characteristic flavour, aiming at promoting its application in natural aroma enrichment of processed foods. (C) 2008 Elsevier Ltd. All rights reserved.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Micelles forming biaxial lyotropic nematic phases

The paper by Yu and Saupe on the first biaxial nematic phase created excitement for a number of reasons. Some theories of biaxial phases already existed, but experimental observation was still lacking. The phase was discovered in a lyotropic system with three components, which in theory is difficult. Lyotropic liquid crystals are composed of supramolecular assemblies of amphiphilic molecules, which may change shape and size as a function of concentration and temperature. The experimental phase diagram of the lyotropic biaxial phase was rather complex, with the biaxial region inserted between nematic cylindrical and nematic discotic phases via second-order transitions. In addition, re-entrant behaviour was evident. Saupe investigated further systems experimentally, observing that the biaxial phase might be absent in cases where a direct transition between the cylindrical and discotic phases occurred. He provided a range of theoretical and experimental contributions on the properties of these lyotropics, but was very cautious regarding the detailed amphiphilic assemblies involved. The present paper reviews this area, focusing on proposals for the structure of the micellar assemblies. Emphasis is placed on recent papers which indicate a transformation of the two uniaxial shapes, in mixing conditions, both from the theoretical and the experimental point of view, and to questions still requiring further study.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.

Pseudolikelihood equations for Potts MRF model parameter estimation on higher order neighborhood systems

This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.

A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Thermo-solvatochromism of merocyanine polarity probes - What are the consequences of increasing probe lipophilicity through annelation?

The question raised in the title has been answered by comparing the solvatochromism of two series of polarity probes, the lipophilicities of which were increased either by increasing the length of an alkyl group (R) attached to a fixed pyridine-based structure or through annelation (i.e., by fusing benzene rings onto a central pyridine-based structure). The following novel solvatochromic probes were synthesized: 2,6-dibromo-4-[(E)-2-(1-methylquinolinium-4-yl)ethenyl]-phenolate (MeQMBr(2)) and 2,6-dibromo-4-[(E)-2-(1-methyl-acridinium-4- yl) ethenyl)]phenolate (MeAMBr(2) The solvatochromic behavior of these probes, along with that of 2,6dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl]phenol-ate(MePMBr(2)) was analyzed in terms of increasing probe lipophilicity, through annelation. Values of the empirical solvent polarity scale [E(T)(MePMBr(2))] in kcalmol(-1) correlated linearly with ET(30), the corresponding values for the extensively employed probe 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl)phenolate (RB). On the other hand, the nonlinear correlations of ET(MeQMBr(2)) or ET(MeAMBr(2)) with E(T)(30) are described by second-order polynomials. Possible reasons for this behavior include: i) self-aggregation of the probe, ii) photoinduced cis/trans isomerization of the dye, and iii) probe structure- and solvent-dependent contributions of the quinonoid and zwitterionic limiting formulas to the ground and excited states of the probe. We show that mechanisms (i) and (ii) are not operative under the experimental conditions employed; experimental evidence (NMR) and theoretical calculations are presented to support the conjecture that the length of the central ethenylic bond in the dye increases in the order MeAMBr(2) > MeQMBr(2) > MePMBr(2), That is, the contribution of the zwitterionic limiting formula predominates for the latter probe, as is also the case for RB, this being the reason for the observed linear correlation between the ET(MePMBr2) and the ET(30) scales. The effect of increasing probe lipophilicity on solvatochromic behavior therefore depends on the strategy employed. Increasing the length of R affects solvatochromism much less than annelation, because the former structural change hardly perturbs the energy of the intramolecular charge-transfer transition responsible for solvatochromism. The thermo-solvatochromic behavior (effect of temperature on solvatochromism) of the three probes was studied in mixtures of water with propanol and/or with DMSO. The solvation model used explicitly considers the presence of three ""species"" in the system: bulk solution and probe solvation shell [namely, water (W), organic solvent (Solv)], and solvent-water hydrogen-bonded aggregate (Solv-W). For aqueous propanol, the probe is efficiently solvated by Solv-W; the strong interaction of DMSO with W drastically decreases the efficiency of Solv-W in solvating the probe, relative to its precursor solvents. Temperature increases resulted in desolvation of the probes, due to the concomitant reduction in the structured characters of the components of the binary mixtures.