Correlation times in stochastic equations with delayed feedback and multiplicative noise

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Preference ratios for mercury and other chemical elements in the Madeira River, Brazil

Samples of water, suspended solids, and bottom sediments from the Madeira River, Rondonia state, Brazil, were physically and chemically analyzed to investigate the actual Hg mobilization in the aquatic environment and compare it with that of other heavy metals and elements in the area. Two dimensionless Hg preference ratios were defined, expressing (1) the ratio of Hg and other elements in the liquid phase divided by the ratio of Hg and other elements in bottom sediments (P(l.phase)) and (2) the ratio of Hg and other elements in the particulate matter divided by the ratio of Hg and other elements in bottom sediments (P(s.solids)). These preference ratios are useful for comparing Hg transport in three different phases (liquid, particulate matter, and bottom sediments). They also were applicable to any analyzed elementin the area studied, because they generated an almost constant value when the maximum calculated was divided by the minimum (P(l.phase) = 2931; P(s.solids) = 84) and because of their sensitivity to the dominance of sorption processes by Fe oxides and hydroxides. Mercury could be transported preferentially to other analyzed elements in the particulate phase only if its concentration reached values at least 10(4)-fold higher than those expected or quantified in the area. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Land reform in NE Brazil: a stochastic frontier production efficiency evaluation

O objetivo desse artigo é caracterizar as fontes da ineficiência técnica e alocativa em um conjunto de 308 beneficiários de um programa de reforma agrária de mercado, chamado Cédula da Terra;, distribuídos em cinco estados do Nordeste brasileiro. Estudos conduzidos por Buainain et al. (2002) mostraram existem poucas diferenças entre as características de beneficiários deste programa e dos programas tradicionais de reforma agrária por expropriação e que portanto, os resultados obtidos por este trabalho permitem visualizar as dificuldades enfrentadas pelos assentamentos no Brasil. Para medir eficiência, estimou-se uma função de produção potencial segundo a metodologia de Battese e Coelli (1995) e a partir disto, procurou-se explicar as razões da ineficiência (relativa) encontrada. Os resultados apontam para a existência de ineficiência técnica e alocativa que é identificada principalmente nas situações em que a presença de produção para consumo é elevada. Tratase de um resultado que revela a pouca maturidade da maioria dos lotes dos assentados do PCT e a dificuldade de superar as limitações impostas pela condição inicial de formação dos assentamentos de reforma agrária, principalmente na região nordeste do Brasil.

A RIEMANN INTEGRAL APPROACH TO FEYNMANS PATH-INTEGRAL

It is a well known result that the Feynman's path integral (FPI) approach to quantum mechanics is equivalent to Schrodinger's equation when we use as integration measure the Wiener-Lebesgue measure. This results in little practical applicability due to the great algebraic complexibity involved, and the fact is that almost all applications of (FPI) - ''practical calculations'' - are done using a Riemann measure. In this paper we present an expansion to all orders in time of FPI in a quest for a representation of the latter solely in terms of differentiable trajetories and Riemann measure. We show that this expansion agrees with a similar expansion obtained from Schrodinger's equation only up to first order in a Riemann integral context, although by chance both expansions referred to above agree for the free. particle and harmonic oscillator cases. Our results permit, from the mathematical point of view, to estimate the many errors done in ''practical'' calculations of the FPI appearing in the literature and, from the physical point of view, our results supports the stochastic approach to the problem.

STOCHASTIC QUANTIZATION OF FERMIONIC THEORIES - RENORMALIZATION OF THE MASSIVE THIRRING MODEL

Using the Langevin approach for stochastic processes, we study the renormalizability of the massive Thirring model. At finite fictitious time, we prove the absence of induced quadrilinear counterterms by verifying the cancellation of the divergencies of graphs with four external lines. This implies that the vanishing of the renormalization group beta function already occurs at finite times.

STOCHASTIC QUANTIZATION AND 1/N EXPANSION

We study the 1/N expansion of field theories in the stochastic quantization method of Parisi and Wu using the supersymmetric functional approach. This formulation provides a systematic procedure to implement the 1/N expansion which resembles the ones used in the equilibrium. The 1/N perturbation theory for the nonlinear sigma-model in two dimensions is worked out as an example.

Stochastic scheduling - A flow shop no wait application and solutions

Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in very few papers in the literature. By considering the Start Interval Concept, this problem can be formulated, in a practical way, in function of the probability of the success in preserve FSNW constraints for all tasks execution. With this formulation, for the particular case with 3 machines, this paper presents different heuristics solutions: by integrating local optimization steps with insertion procedures and by using genetic algorithms for search the solution space. Computational results and performance evaluations are commented. Copyright (C) 1998 IFAC.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

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

A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

The correlation between subordinate fish eye colour and received attacks: a negative social feedback mechanism for the reduction of aggression during the formation of dominance hierarchies

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Territorial behaviour and dominance hierarchy of Anthracothorax nigricollis Vieillot 1817 (Aves: Trochilidae) on food resources

Dominant species are those which delimit and defend territories from other individuals of the same or different species. Subordinate species are those which, furtive and sneakily, use sources of nectar from other individuals. This study aimed to describe the aggressive interactions between species of hummingbirds, define which species are dominant and which are subordinate, investigate if the sharing of resources occurs during the visits, and compare the behaviour of the dominant species in different strata (tree, arbustive and herbaceous). The species observed interacting with Anthracothorax nigricollis Vieillot 1817 were Phaethornis pretrei Lesson and Delattrer 1839, Thalurania furcata Gmelin 1788, and Polytmus guainumbi Pallas 1764. Nine behavioural acts grouped into four categories were identified and described. The dominant species is A. nigricollis (with 0.9 of the attacks), followed by T. furcata (with 0.07) and P. pretrei (with 0.03). The resource sharing was seen only in the shrub layer, in C. surinamensis, in which there was intraspecific and interspecific sharing. A. nigricollis showed higher interspecific toleration, T. furcata (0.27) and P. pretrei (0.55) than intraspecific A. nigricollis (0.18). The frequency of occurrence of behaviours expressed by A. nigricollis in the three vegetation strata differed significantly.

Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.

Entropy, information and doubly stochastic transformations

I analyze two inequalities on entropy and information, one due to von Neumann and a recent one to Schiffer, and show that the relevant quantities in these inequalities are related by special doubly stochastic matrices (DSM). I then use generalization of the first inequality to prove algebraically a generalization of Schiffer's inequality to arbitrary DSM. I also give a second interpretation to the latter inequality, determine its domain of applicability, and illustrate it by using Zeeman splitting. This example shows that symmetric (degenerate) systems have less entropy than the corresponding split systems, if compared at the same average energy. This seemingly counter-intuitive result is explained thermodynamically. © 1991.

Geochemical Variability of the Rapakivi Itu Province, State of São Paulo, SE Brazil

This paper describes the chemical variability of the Late Precambrian Itu Rapakivi Province (IRP), State of São Paulo, SE Brazil, based on 187 selected analyses from the Itu, São Francisco, Sorocaba, Campina do Veado and Sguario/ Correa granites. The IRP has an almost uniform petrographic character conferred by the overall dominance of subalkaline biotite granites. Monzogranites (adamellites), granodiorites, quartz syenites, quartz monzonites are rare to very rare rock types and tonalites and quartz diorites are almost restricted to enclaves. Typical chemical features are the high FeO*/MgO ratio, a clustering of the K2O values between 4.5 and 6.0 wt.% and K2O/Na2O ratios which define the IRP as mildly potassic although more potassic rocks also occur. The overal Peacock Alkalinity Index is 54 defining the Province as alkali-calcic. In the Shand diagram the data cluster near the metaluminous/peraluminous boundary. Relationships between Nb, Rb and Y stress the within plate character of the IRP and the relationships between Rb, Ba and Sr reveal the importance of feldspar fractionation in magma evolution. The data also show an interbody and an intrabody chemical variability due to the variation in the composition of the crustal magma protoliths, as assigned by K/Rb relations. The presence of several magmatic cycles which built up the major intrusions reflects a magma ascent from collecting chambers successively drained and recharged, a feature in agreement with the clear link between the bodies and long lived, successively reactivated, transcurrent faults. Most of the chemical features of the IRP correspond to those of the classical Finnish rapakivi granites.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.