The hierarchical model of branch planning with random coefficients

We consider the management branch model where the random resources of the subsystem are given by the exponential distributions. The determinate equivalent is a block structure problem of quadratic programming. It is solved effectively by means of the decomposition method, which is based on iterative aggregation. The aggregation problem of the upper level is resolved analytically. This overcomes all difficulties concerning the large dimension of the main problem.

Statistics and kinetics of single-molecule electron transfer dynamics in complex environments: A simulation model study

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

LOSS of EXPONENTIAL STABILITY FOR A THERMOELASTIC SYSTEM WITH MEMORY

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Three-Higgs-doublet model with A(4) symmetry

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Superspace evaluation of the two-loop effective potential for the O'Raifeartaigh model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Natural Peccei-Quinn symmetry in the 3-3-1 model with a minimal scalar sector

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Supersymmetry of Affine Toda Models as Fermionic Symmetry Flows of the Extended mKdV Hierarchy

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

Escape and transport for an open bouncer: Stretched exponential decays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Chemical Percolation Devolatilization Model Applied to the Devolatilization of Coal in High Intensity Acoustic Fields

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Soliton clusters inducing insulator-to-metal transition in polyacetylene: a Su-Schrieffer-Heeger model study

The Su-Schrieffer-Heeger (SSH) Hamiltonian has been one of most used models to study the electronic structure of polyacetylene (PA) chains. It has been reported in the literature that in the SSH framework a disordered soliton distribution can not produce a metallic regime. However, in this work (using the same SSH model and parameters) we show that this is possible. The necessary conditions for true metals (non-vanishing density of states and extended wavefunctions around the Fermi level) are obtained for soliton concentration higher than 6% through soliton segregation (clustering). These results are consistent with recent experimental data supporting disorder as an essential mechanism behind the high conductivity of conducting polymers. (C) 2001 Elsevier B.V. B.V. All rights reserved.

BFFT formalism applied to the minimal chiral Schwinger model

We consider the minimal chiral Schwinger model, by embedding the gauge non-invariant formulation into a gauge theory following the Batalin-Fradkin-Fradkina-Tyutin point of view. Within the BFFT procedure, the second-class constraints are converted into strongly involutive first-class ones, leading to an extended gauge-invariant formulation. We also show that, like the standard chiral model, in the minimal chiral model the Wess-Zumino action can be obtained by performing a q-number gauge transformation into the effective gauge non-invariant action.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

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.

Influence from the free volume on the photoinduced birefringence in azocompound-containing polymers

The photoinduced birefringence is analyzed in a guest-host azobenzene-containing polymer in the temperature range from 20 to 330 K. An anomalous behavior arises in the low-temperature range, suggesting strong influence from the free volume for the chromophores in the polymer. This influence is so strong that quenched samples have a photoinduced signal ca. 5 times greater than the annealed ones at room temperature. An extended free volume model is presented based on two assumptions about thermal fluctuations in the cavities and their size distribution. This model, which is an extension of the model by Mita et al., can explain the main features of the photoinduced birefringence as a function of time, temperature, and initial free volume state. To account for the influence of free volume on the photoorientation, the detailed reorientation model by Sekkat's was used. We show that Sekkat's model leads to an exponential behavior at small orientation regimes, which simplifies the mathematical treatment and allows the mean free volume to be obtained from the data fitting.

BRST-BFV formalism for the generalized Schwinger model

We derive the Wess-Zumino scalar term of the generalized Schwinger model both in the singular and nonsingular cases by using BRST-BFV framework. The photon propagators are also computed in the extended Lorentz gauge.