Composition and invertibility for a class of generalized functions in the Colombeau's theory

In this work we define the composite function for a special class of generalized mappings and we study the invertibility for a certain class of generalized functions with real values.

Laguerre moments and generalized functions

Here we explore the link between the moments of the Laguerre polynomials or Laguerre moments and the generalized functions (as the Dirac delta-function and its derivatives), presenting several interesting relations. A useful application is related to a procedure for calculating mean values in quantum optics that makes use of the so-called quasi-probabilities. One of them, the P-distribution, can be represented by a sum over Laguerre moments when the electromagnetic field is in a photon-number state. Consequently, the P-distribution can be expressed in terms of Dirac delta-function and derivatives. More specifically, we found a direct relation between P-distributions and the Laguerre factorial moments.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Extended 2D generalized dilaton gravity theories

We show that an anomaly-free description of matter in (1+1) dimensions requires a deformation of the 2D relativity principle, which introduces a non-trivial centre in the 2D Poincare algebra. Then we work out the reduced phase space of the anomaly-free 2D relativistic particle, in order to show that it lives in a noncommutative 2D Minkowski space. Moreover, we build a Gaussian wave packet to show that a Planck length is well defined in two dimensions. In order to provide a gravitational interpretation for this noncommutativity, we propose to extend the usual 2D generalized dilaton gravity models by a specific Maxwell component, which guages the extra symmetry associated with the centre of the 2D Poincare algebra. In addition, we show that this extension is a high energy correction to the unextended dilaton theories that can affect the topology of spacetime. Further, we couple a test particle to the general extended dilaton models with the purpose of showing that they predict a noncommutativity in curved spacetime, which is locally described by a Moyal star product in the low energy limit. We also conjecture a probable generalization of this result, which provides strong evidence that the noncommutativity is described by a certain star product which is not of the Moyal type at high energies. Finally, we prove that the extended dilaton theories can be formulated as Poisson-Sigma models based on a nonlinear deformation of the extended Poincare algebra.

Approximations for the generalized temperature integral: a method based on quadrature rules

The generalized temperature integral I(m, x) appears in non-isothermal kinetic analysis when the frequency factor depends on the temperature. A procedure based on Gaussian quadrature to obtain analytical approximations for the integral I(m, x) was proposed. The results showed good agreement between the obtained approximation values and those obtained by numerical integration. Unless other approximations found in literature, the methodology presented in this paper can be easily generalized in order to obtain approximations with the maximum of accurate.

The thermohydrodynamical picture of Brownian motion via a generalized Smoluchowsky equation

Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized Smoluchowsky equation. As an application, we present the nonequilibrium thermodynamics and hydrodynamical picture for the one-dimensional Brownian motion. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

GENERALIZED HEAVISIDE FUNCTIONS IN THE COLOMBEAU THEORY CONTEXT

We defined generalized Heaviside functions for a variable x in R-n, and for variables (x, t) in R-n x R-m. Then study properties such as: composition, invertibility, and association relation (the weak equality). This work is developed in the Colombeau generalized functions context.

Influence of terrestrial habitat isolation on the diversity and temporal distribution of anurans in an agricultural landscape

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Squeezed states, generalized Hermite polynomials and pseudo-diffusion equation

We show that the wavefunctions 〈pq; λ|n〈, of the harmonic oscillator in the squeezed state representation, have the generalized Hermite polynomials as their natural orthogonal polynomials. These wavefunctions lead to generalized Poisson Distribution Pn(pq;λ), which satisfy an interesting pseudo-diffusion equation: ∂Pnp,q;λ) ∂λ= 1 4 [ ∂2 ∂p2-( 1 λ2) ∂2 ∂q2]P2(p,q;λ), in which the squeeze parameter λ plays the role of time. Th entropies Sn(λ) have minima at the unsqueezed states (λ=1), which means that squeezing or stretching decreases the correlation between momentum p and position q. © 1992.

Pion-distribution amplitude within the instanton model

The leading-twist pion-distribution amplitude is obtained at a low normalization scale of order ρc (inverse average size of an instanton). Pion dynamics, consistent with gauge invariance and low-energy theorems, is considered within the instanton vacuum model. The results are QCD-evolved to higher momentum-transfer values and are in agreement with recent data from CLEO on the pion transition form factor. It is also shown that some previous calculations violate the axial Ward-Takahashi identity. © 2001 MAIK Nauka/Interperiodica.

Investigating effects of neutral wire and grounding in distribution systems with faults

In some applications like fault analysis, fault location, power quality studies, safety analysis, loss analysis, etc., knowing the neutral wire and ground currents and voltages could be of particular interest. In order to investigate effects of neutrals and system grounding on the operation of the distribution feeders with faults, in this research a hybrid short circuit algorithm is generalized. In this novel use of the technique, the neutral wire and assumed ground conductor are explicitly represented. Results obtained from several case studies using IEEE 34-node test network are presented and discussed.

Spatial Distribution of the Risk of Dengue and the Entomological Indicators in Sumare, State of Sao Paulo, Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Computer intensive methods for controlling bias in a generalized species diversity index

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Environmental factors influencing the distribution of three species within the genus Persephona Leach, 1817 (Crustacea, Decapoda, Leucosiidae) in two regions on the northern coast of Sao Paulo State, Brazil

Patterns of spatio-temporal distribution of Brachyura are determined by the interaction among life history traits, inter and intraspecific relationships, as well as by the variation of abiotic factors. This study aimed to characterize patterns of spatio-temporal distribution of Persephona lichtensteinii, Persephona mediterranea and Persephona punctata in two regions of the northern coast of Sao Paulo State, southeastern region of Brazil. Collections were done monthly from July 2001 to June 2003 in Caraguatatuba and Ubatuba, using a shrimp fishery boat equipped with double-rig nets. The patterns of species distribution were tested by means of redundancy analysis (RDA) and generalized linear mixed models (GLMM) in relation to the recorded environmental factors (BT: bottom temperature, BS: bottom salinity, OM: organic matter and granulometry (Phi)). The most influent environmental factor over the species distribution was the Phi, and the ascendant order of influence was P. lichtensteinii, P. punctata and P. mediterranea. The greater abundance of P. mediterranea showed a conservative pattern of distribution for the genus in the sampled region. The greater occurrence of P. punctata and P. lichtensteinii, in distinct transects than those occupied by P. mediterranea, seems to be a strategy to avoid competition among congeneric species, which is related to the substratum specificity.