The condensation and ordering of models of empty liquids

We consider a simple model consisting of particles with four bonding sites ("patches"), two of type A and two of type B, on the square lattice, and investigate its global phase behavior by simulations and theory. We set the interaction between B patches to zero and calculate the phase diagram as the ratio between the AB and the AA interactions, epsilon(AB)*, varies. In line with previous work, on three-dimensional off-lattice models, we show that the liquid-vapor phase diagram exhibits a re-entrant or "pinched" shape for the same range of epsilon(AB)*, suggesting that the ratio of the energy scales - and the corresponding empty fluid regime - is independent of the dimensionality of the system and of the lattice structure. In addition, the model exhibits an order-disorder transition that is ferromagnetic in the re-entrant regime. The use of low-dimensional lattice models allows the simulation of sufficiently large systems to establish the nature of the liquid-vapor critical points and to describe the structure of the liquid phase in the empty fluid regime, where the size of the "voids" increases as the temperature decreases. We have found that the liquid-vapor critical point is in the 2D Ising universality class, with a scaling region that decreases rapidly as the temperature decreases. The results of simulations and theoretical analysis suggest that the line of order-disorder transitions intersects the condensation line at a multi-critical point at zero temperature and density, for patchy particle models with a re-entrant, empty fluid, regime. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3657406]

The impact of the 2008 and 2010 financial crises on international stock markets : contagion and long memory

Nesta tese estudamos os efeitos de contágio financeiro e de memória longa causados pelas crises financeiras de 2008 e 2010 em alguns mercados acionistas internacionais. A tese é composta por três ensaios interligados. No Ensaio 1, recorremos à teoria das cópulas para testar a existência de contágio e revelar os canais “investor induced” de transmissão da crise de 2008 aos mercados da Bélgica, França, Holanda e Portugal (grupo NYSE Euronext). Concluímos que existe contágio nestes mercados, que o canal “portfolio rebalancing” é o mecanismo mais importante de transmissão da crise, e que o fenómeno “flight to quality” está presente nos mercados. No Ensaio 2, usando novamente modelos de cópulas, avaliamos os efeitos de contágio provocados pelo mercado acionista grego nos mercados do grupo NYSE Euronext, no contexto da crise de 2010. Os resultados obtidos sugerem que durante a crise de 2010 apenas o mercado português foi objeto de contágio; além disso, conclui-se que os efeitos de contágio provocados pela crise de 2008 são claramente superiores aos efeitos provocados pela crise de 2010. No Ensaio 3, abordamos o tema da memória longa através do estudo do expoente de Hurst dos mercados acionistas da Bélgica, E.U.A., França, Grécia, Holanda, Japão, Reino Unido e Portugal. Verificamos que as propriedades de memória longa dos mercados foram afetadas pelas crises, especialmente a de 2008 – que aumentou a memória longa dos mercados e tornou-os mais persistentes. Finalmente, usando cópulas mais uma vez, verificamos que as crises provocaram, em geral, um aumento na correlação entre os expoentes de Hurst locais dos mercados foco das crises (E.U.A. e Grécia) e os expoentes de Hurst locais dos outros mercados da amostra, sugerindo que o expoente de Hurst pode ser utilizado para detetar efeitos de contágio financeiro. Em síntese, os resultados desta tese sugerem que comparativamente com períodos de acalmia, os períodos de crises financeiras tendem a provocar ineficiência nos mercados acionistas e a conduzi-los na direção da persistência e do contágio financeiro.

Herbicidal activity of volatiles from coriander, winter savory, cotton lavender, and thyme isolated by hydrodistillation and supercritical fluid extraction

The volatiles from Coriandrum sativum L., Satureja montana L., Santolina chamaecyparissus L., and Thymus vulgaris L. were isolated by hydrodistillation (essential oil) and supercritical fluid extraction (volatile oil). Their effect on seed germination and root and shoot growth of the surviving seedlings of four crops (Zea mays L., Triticum durum L., Pisum sativum L., and Lactuca sativa L.) and two weeds (Portulaca oleracea L. and Vicia sativa L.) was investigated and compared with those of two synthetic herbicides, Agrocide and Prowl. The volatile oils of thyme and cotton lavender seemed to be promising alternatives to the synthetic herbicides because they were the least injurious to the crop species. The essential oil of winter savory, on the other hand, affected both crop and weeds and can be appropriate for uncultivated fields.

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

Renormalization-group constraints on Yukawa alignment in multi-Higgs-doublet models

We write down the renormalization-group equations for the Yukawa-coupling matrices in a general multi-Higgs-doublet model. We then assume that the matrices of the Yukawa couplings of the various Higgs doublets to right-handed fermions of fixed quantum numbers are all proportional to each other. We demonstrate that, in the case of the two-Higgs-doublet model, this proportionality is preserved by the renormalization-group running only in the cases of the standard type-I, II, X, and Y models. We furthermore show that a similar result holds even when there are more than two Higgs doublets: the Yukawa-coupling matrices to fermions of a given electric charge remain proportional under the renormalization-group running if and only if there is a basis for the Higgs doublets in which all the fermions of a given electric charge couple to only one Higgs doublet.

Optimal design of piezolaminated structures using B-spline strip finite element models

A package of B-spline finite strip models is developed for the linear analysis of piezolaminated plates and shells. This package is associated to a global optimization technique in order to enhance the performance of these types of structures, subjected to various types of objective functions and/or constraints, with discrete and continuous design variables. The models considered are based on a higher-order displacement field and one can apply them to the static, free vibration and buckling analyses of laminated adaptive structures with arbitrary lay-ups, loading and boundary conditions. Genetic algorithms, with either binary or floating point encoding of design variables, were considered to find optimal locations of piezoelectric actuators as well as to determine the best voltages applied to them in order to obtain a desired structure shape. These models provide an overall economy of computing effort for static and vibration problems.

Composition and antioxidant activity of thymus vulgaris volatiles: comparison between supercritical fluid extraction and hydrodistillation

Supercritical fluid extraction (SEE) of the volatile oil from Thymus vulgaris L. aerial flowering parts was performed under different conditions of pressure, temperature, mean particle size and CO2 flow rate and the correspondent yield and composition were compared with those of the essential oil isolated by hydrodistillation (HD). Both the oils were analyzed by GC and GC-MS and 52 components were identified. The main volatile components obtained were p-cymene (10.0-42.6% for SFE and 28.9-34.8% for HD), gamma-terpinene (0.8-6.9% for SFE and 5.1-7.0% for HD), linalool (2.3-5.3% for SFE and 2.8-3.1% for HD), thymol (19.5-40.8% for SFE and 35.4-41.6% for HD), and carvacrol (1.4-3.1% for SFE and 2.6-3.1% for HD). The main difference was found to be the relative percentage of thymoquinone (not found in the essential oil) and carvacryl methyl ether (1.0-1.2% for HD versus t-0.4 for SFE) which can explain the higher antioxidant activity, assessed by Rancimat test, of the SFE volatiles when compared with HD. Thymoquinone is considered a strong antioxidant compound.

Mathematical modelling of supercritical CO2 extraction of volatile oils from aromatic plants

The modelling of the experimental data of the extraction of the volatile oil from six aromatic plants (coriander, fennel, savoury, winter savoury, cotton lavender and thyme) was performed using five mathematical models, based on differential mass balances. In all cases the extraction was internal diffusion controlled and the internal mass transfer coefficienty (k(s)) have been found to change with pressure, temperature and particle size. For fennel, savoury and cotton lavender, the external mass transfer and the equilibrium phase also influenced the second extraction period, since k(s) changed with the tested flow rates. In general, the axial dispersion coefficient could be neglected for the conditions studied, since Peclet numbers were high. On the other hand, the solute-matrix interaction had to be considered in order to ensure a satisfactory description of the experimental data.

Dynamical behaviour on the parameter space: new populational growth models proportional to beta densities

We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Is stock market volatility persistent? A fractionally integrated approach

This paper seeks to study the persistence in the G7’s stock market volatility, which is carried out using the GARCH, IGARCH and FIGARCH models. The data set consists of the daily returns of the S&P/TSX 60, CAC 40, DAX 30, MIB 30, NIKKEI 225, FTSE 100 and S&P 500 indexes over the period 1999-2009. The results evidences long memory in volatility, which is more pronounced in Germany, Italy and France. On the other hand, Japan appears as the country where this phenomenon is less obvious; nevertheless, the persistence prevails but with minor intensity.

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Implications of the LHC two-photon signal for two-Higgs-doublet models

We study the implications for two-Higgs-doublet models of the recent announcement at the LHC giving a tantalizing hint for a Higgs boson of mass 125 GeV decaying into two photons. We require that the experimental result be within a factor of 2 of the theoretical standard model prediction, and analyze the type I and type II models as well as the lepton-specific and flipped models, subject to this requirement. It is assumed that there is no new physics other than two Higgs doublets. In all of the models, we display the allowed region of parameter space taking the recent LHC announcement at face value, and we analyze the W+W-, ZZ, (b) over barb, and tau(+)tau(-) expectations in these allowed regions. Throughout the entire range of parameter space allowed by the gamma gamma constraint, the numbers of events for Higgs decays into WW, ZZ, and b (b) over bar are not changed from the standard model by more than a factor of 2. In contrast, in the lepton-specific model, decays to tau(+)tau(-) are very sensitive across the entire gamma gamma-allowed region.

Phase diagrams of binary mixtures of patchy colloids with distinct numbers and types of patches: Theempty fluid regime

We investigate the effect of distinct bonding energies on the onset of criticality of low functionality fluid mixtures. We focus on mixtures ofparticles with two and three patches as this includes the mixture where "empty" fluids were originally reported. In addition to the number of patches, thespecies differ in the type of patches or bonding sites. For simplicity, we consider that the patches on each species are identical: one species has threepatches of type A and the other has two patches of type B. We have found a rich phase behavior with closed miscibility gaps, liquid-liquid demixing, and negative azeotropes. Liquid-liquid demixing was found to pre-empt the "empty" fluid regime, of these mixtures, when the AB bonds are weaker than the AA or BB bonds. By contrast, mixtures in this class exhibit "empty" fluid behavior when the AB bonds are stronger than at least one of the other two. Mixtureswith bonding energies epsilon(BB) = epsilon(AB) and epsilon(AA) < epsilon(BB), were found to exhibit an unusual negative azeotrope. (C) 2011 American Institute of Physics. [doi:10.1063/1.3561396]

Estudo da percepção dos problemas de usabilidade de um software relacionados com o desempenho dos processos cognitivos

Dissertação apresentada à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Audiovisual e Multimédia.