The Schwinger model on the null-plane

We study the Schwinger Model on the null-plane using the Dirac method for constrained systems. The fermion field is analyzed using the natural null-plane projections coming from the γ-algebra and it is shown that the fermionic sector of the Schwinger Model has only second class constraints. However, the first class constraints are exclusively of the bosonic sector. Finally, we establish the graded Lie algebra between the dynamical variables, via generalized Dirac bracket in the null-plane gauge, which is consistent with every constraint of the theory. © World Scientific Publishing Company.

Model of a game for improving integrated decisions in production management

This paper presents the results obtained with a business game whose model represents the decision making process related to two moments at an industrial company. The first refers to the project of the industrial plant, and the second to its management. The game model was conceived so the player's first decision would establish capacity and other parameters such as quantities of each product to produce, marketing expenses, research and development, quality, advertising, salaries, if purchases will be made in installments or in cash, if there will be credit sales and how many installments will be allowed and the number of workers in the assembly area. An experiment was conducted with employees of a Brazilian company. Data obtained indicate that the players have lack of contents, especially in finances. Although these results cannot be generalized, they confirm prior results with undergraduate and graduate students and they indicate the need for reinforcement in this undergraduate area. © 2012 Springer-Verlag.

Fermion localization on branes with generalized dynamics

In this letter we consider a specific model of braneworld with nonstandard dynamics diffused in the literature, specifically we focus our attention on the matter energy density, the energy of system, the Ricci scalar and the thin-brane limit. As the model is classically stable and capable of localize gravity, as a natural extension we address the issue of fermion localization of fermions on a thick brane constructed out from one scalar field with nonstandard kinetic terms coupled with gravity. The contribution of the nonstandard kinetic terms to the problem of fermion localization is analyzed. It is found that the simplest Yukawa coupling η ωφ ω supports the localization of fermions on the thick brane. It is shown that the zero mode for left-handed fermions can be localized on the thick brane depending on the values for the coupling constant η. Copyright © EPLA, 2013.

A construction of integrated vertex operator in the pure spinor sigma-model in AdS(5) x S-5

Vertex operators in string theory me in two varieties: integrated and unintegrated. Understanding both types is important for the calculation of the string theory amplitudes. The relation between them is a descent procedure typically involving the b-ghost. In the pure spinor formalism vertex operators can be identified as cohomology classes of an infinite-dimensional Lie superalgebra formed by covariant derivatives. We show that in this language the construction of the integrated vertex from an unintegrated vertex is very straightforward, and amounts to the evaluation of the cocycle on the generalized Lax currents.

A Spatial and Temporal Prediction Model of Corn Grain Yield as a Function of Soil Attributes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Causal approach for the electron-positron scattering in generalized quantum electrodynamics

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

Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.