37 resultados para Price oscillations


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In this paper we search for the dynamics of a simple portal structure in the free and in the periodic excitation cases. By using the Center Manifold approach and Averaging Method, we obtain results on both stability and bifurcation of equilibrium points and periodic orbits. (C) 2005 Elsevier Ltd. All rights reserved.

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It is of major importance to consider non-ideal energy sources in engineering problems. They act on an oscillating system and at the same time experience a reciprocal action from the system. Here, a non-ideal system is studied. In this system, the interaction between source energy and motion is accomplished through a special kind of friction. Results about the stability and instability of the equilibrium point of this system are obtained. Moreover, its bifurcation curves are determined. Hopf bifurcations are found in the set of parameters of the oscillating system.

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We study how oscillations in the boundary of a domain affect the behavior of solutions of elliptic equations with nonlinear boundary conditions of the type partial derivative u/partial derivative n + g(x, u) = 0. We show that there exists a function gamma defined on the boundary, that depends on an the oscillations at the boundary, such that, if gamma is a bounded function, then, for all nonlinearities g, the limiting boundary condition is given by partial derivative u/partial derivative n + gamma(x)g(x, u) = 0 (Theorem 2.1, Case 1). Moreover, if g is dissipative and gamma infinity then we obtain a Dirichlet an boundary condition (Theorem 2.1, Case 2).

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Relata-se a ocorrência de Learedius learedi Price 1934 (Digenea, Spirorchiidae) em Chelonia mydas Linnaeus 1758 (Testudines, Chelonidae) no Brasil. Onze animais foram examinados e destes, 54,6% estavam parasitados. Duzentos e cinqüenta e cinco exemplares de L. learedi foram recuperados de órgãos (coração, fígado, baço, pulmões, rins, mesentério) e do lavado corporal dos animais. Os resultados contribuem para o conhecimento da helmintofauna de quelônios marinhos e sua distribuição geográfica. Este é o primeiro registro da ocorrência de L. learedi na região do Atlântico Sul Ocidental.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

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Employing the Feynman procedure of ordered exponential operators and the stationary phase method to evaluate the multiple integrals involved, we calculate the level-crossing probability and analyze the role of a resonance in the evolution of a two-level neutrino system. We compare this procedure with more conventional ones, such as Landau's method and the ansatz of Kuo and Pantaleone and Petcov. We verify that our results reproduce the correct extreme nonadiabatic limit and give the standard solutions in the adiabatic regime for any arbitrary matter density distributions. We discuss in particular the case of solar neutrino propagation using the standard solar model predictions for the matter distribution in the Sun.

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The atomic tunneling between two tunnel-coupled Bose-Einstein condensates (BECs) in a double-well time-dependent trap was studied. For the slowly varying trap, synchronization of oscillations of the trap with oscillations of the relative population was predicted. Using the Melnikov approach, the appearance of the chaotic oscillations in the tunneling phenomena between the condensates was confirmed.

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Measurements of CP-violating observables in neutrino oscillation experiments have been studied in the literature as a way to determine the CP-violating phase in the mixing matrix for leptons. Here we show that such observables also probe new neutrino interactions in the production or detection processes. Genuine CP violation and fake CP violation due to matter effects are sensitive to the imaginary and real parts of new couplings. The dependence of the CP asymmetry on the source-detector distance is different from the standard one and, in particular, enhanced at short distances. We estimate that future neutrino factories will be able to probe in this way new interactions that are up to four orders of magnitude weaker than the weak interactions. We discuss the possible implications for models of new physics. ©2001 The American Physical Society.

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We used a computational model of biochemical pathways that are involved in the phosphorylation/dephosphorylation of AMPA receptor to study the receptor responses to calcium oscillations. In the model, the biochemical pathways are assumed to be located immediately under the postsynaptic membrane and we included three states of AMPA receptor: dephosphorylated, and phosphorylated in one or in two sites. To characterize the effects of calcium oscillations on the AMPA receptor, we exposed the model to stimuli with three varying parameters, namely frequency, number of pulses and calcium spike duration. Our model showed sensitivity to all of these three parameters. © 2002 Elsevier Science B.V. All rights reserved.

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An experimental study has been conducted with the objective of investigating the effects of the flame structure in the combustion oscillation conditions into a laboratorial scale cylindrical chamber. The experiments were conducted in a water-jacketed 1-m long by 25-cm internal diameter stainless steel vertical tube. The combustor operated with liquefied petroleum gas (LPG) in both oscillatory and non oscillatory conditions, under the same input conditions. Part of the reactant mixture was excited acoustically, before the burner exit, by a speaker positioned strategically. The burner was aligned with the chamber longitudinal axis and positioned at its bottom. The experiments were conducted for 0.16 g/s of LPG burning in stoichiometric equivalence ratio. To analyze the flame structure the image tomographic reconstruction process were used, and the resultant images were associated to the oscillatory conditions (frequency and amplitude) into the combustion chamber. The main conclusions were: 1) when the flame premixed condition increase, for example 60% of the total air flow rate is premixed with LPG, the region of intense energy released is close to burner exit and strong amplitudes of oscillation (close to 50 mbar) were obtained into the chamber; 2) for long flames, predominantly diffusive flames, just weak amplitudes were detected, in the spite of the speaker exiting the premixed flow; 3) when the energy is released distributed through the combustion chamber, the long flame acts like a baffle. Copyright © 2006 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

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This paper presents small-signal stability studies of a multimachine power system, considering Static Synchronous Compensators (STATCOM)and discussed control modes of the STATCOM. The Power Sensitivity Model(PSM)is used to represent the electric power system. The study is based on modal analysis and time domain simulations. The results obtained allow concluding that the STATCOM improves the stabilization in the electric power system. © 2011 IEEE.