Stress distribution in bone simulation model with pre-angled implants

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

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.

Stochastic dynamics in exotic and native blowflies: an analysis combining laboratory experiments and a two-patch metapopulation model

In this study we explored the stochastic population dynamics of three exotic blowfly species, Chrysomya albiceps, Chrysomya megacephala and Chrysomya putoria, and two native species, Cochliomyia macellaria and Lucilia eximia, by combining a density-dependent growth model with a two-patch metapopulation model. Stochastic fecundity, survival and migration were investigated by permitting random variations between predetermined demographic boundary values based on experimental data. Lucilia eximia and Chrysomya albiceps were the species most susceptible to the risk of local extinction. Cochliomyia macellaria, C. megacephala and C. putoria exhibited lower risks of extinction when compared to the other species. The simultaneous analysis of stochastic fecundity and survival revealed an increase in the extinction risk for all species. When stochastic fecundity, survival and migration were simulated together, the coupled populations were synchronized in the five species. These results are discussed, emphasizing biological invasion and interspecific interaction dynamics.

PRODUCTION of THERMAL PHOTONS IN VISCOUS FLUID DYNAMICS WITH TEMPERATURE-DEPENDENT SHEAR VISCOSITY

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

Microscopic generalization of the standard interacting boson model Hamiltonian in the restricted dynamics approach

The evaluation of the microscopic generalized interacting boson model (GIBM) Hamiltonian, deduced from the general microscopic nuclear Hamiltonian via the collective O-A-1 invariant microscopic Hamiltonian of the general restricted dynamics model (RDM) in the case of central multipole and multipole-Gauss type effective NN-potential is briefly discussed. The GIBM version, which includes all sixth-order terms in the expansion of the collective part of the NN-potential, has been obtained. This GIBM Hamiltonian contains additional terms compared with the standard (sd-boson) interacting boson model (IBM). The microscopic expressions for the standard IBM Hamiltonian parameters in terms of the employed effective NN-potential parameters have also been obtained.

Theoretical perspectives on the dynamics of communities with intraguild predation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Spatial dynamics of a population with stage-dependent diffusion

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dynamics of extinction in coupled populations of the flour beetle Tribolium castaneum

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

Population dynamics of Chrysomya megacephala (Diptera : Calliphoridae) at different temperatures

In this study we analysed the theoretical population dynamics of C. megacephala, an exotic blowfly, kept at 25 and 30degreesC, using a density-dependent mathematical model, with parametric estimates of survival and fecundity in the laboratory. No change in terms of oscillation patterns was found for the two temperatures. The populations exhibited a two-point limit cycle, i.e. oscillations between two fixed points, at 25 and 30degreesC. However a quantitative change was observed, indicating that at 25degreesC the number of immatures in equilibrium is 1176 and at 30degreesC, 1944. The implications of this difference in terms of equilibrium for population dynamics of C. megacephala are discussed.

Towards a Realization of the Condensed-Matter-Gravity Correspondence in String Theory via Consistent Abelian Truncation of the Aharony-Bergman-Jafferis-Maldacena Model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Analytical study of the nonlinear behavior of a shape memory oscillator: Part I-primary resonance and free response at low temperatures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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.

Probing neutrino mass with multilepton production at the Tevatron in the simplest R-parity violation model

We analyse the production of multileptons in the simplest supergravity model with bilinear violation of R parity at the Fermilab Tevatron. Despite the small .R-parity violating couplings needed to generate the neutrino masses indicated by current atmospheric neutrino data, the lightest supersymmetric particle is unstable and can decay inside the detector. This leads to a phenomenology quite distinct from that of the R-parity conserving scenario. We quantify by how much the supersymmetric multilepton signals differ from the R-parity conserving expectations, displaying our results in the m0 ⊙ m1/2 plane. We show that the presence of bilinear R-parity violating interactions enhances the supersymmetric multilepton signals over most of the parameter space, specially at moderate and large m0. © SISSA/ISAS 2003.

A study of the effect of overshooting deep convection on the water content of the TTL and lower stratosphere from Cloud Resolving Model simulations

Simulations of overshooting, tropical deep convection using a Cloud Resolving Model with bulk microphysics are presented in order to examine the effect on the water content of the TTL (Tropical Tropopause Layer) and lower stratosphere. This case study is a subproject of the HIBISCUS (Impact of tropical convection on the upper troposphere and lower stratosphere at global scale) campaign, which took place in Bauru, Brazil (22° S, 49° W), from the end of January to early March 2004. Comparisons between 2-D and 3-D simulations suggest that the use of 3-D dynamics is vital in order to capture the mixing between the overshoot and the stratospheric air, which caused evaporation of ice and resulted in an overall moistening of the lower stratosphere. In contrast, a dehydrating effect was predicted by the 2-D simulation due to the extra time, allowed by the lack of mixing, for the ice transported to the region to precipitate out of the overshoot air. Three different strengths of convection are simulated in 3-D by applying successively lower heating rates (used to initiate the convection) in the boundary layer. Moistening is produced in all cases, indicating that convective vigour is not a factor in whether moistening or dehydration is produced by clouds that penetrate the tropopause, since the weakest case only just did so. An estimate of the moistening effect of these clouds on an air parcel traversing a convective region is made based on the domain mean simulated moistening and the frequency of convective events observed by the IPMet (Instituto de Pesquisas Meteorológicas, Universidade Estadual Paulista) radar (S-band type at 2.8 Ghz) to have the same 10 dBZ echo top height as those simulated. These suggest a fairly significant mean moistening of 0.26, 0.13 and 0.05 ppmv in the strongest, medium and weakest cases, respectively, for heights between 16 and 17 km. Since the cold point and WMO (World Meteorological Organization) tropopause in this region lies at ∼ 15.9 km, this is likely to represent direct stratospheric moistening. Much more moistening is predicted for the 15-16 km height range with increases of 0.85-2.8 ppmv predicted. However, it would be required that this air is lofted through the tropopause via the Brewer Dobson circulation in order for it to have a stratospheric effect. Whether this is likely is uncertain and, in addition, the dehydration of air as it passes through the cold trap and the number of times that trajectories sample convective regions needs to be taken into account to gauge the overall stratospheric effect. Nevertheless, the results suggest a potentially significant role for convection in determining the stratospheric water content. Sensitivity tests exploring the impact of increased aerosol numbers in the boundary layer suggest that a corresponding rise in cloud droplet numbers at cloud base would increase the number concentrations of the ice crystals transported to the TTL, which had the effect of reducing the fall speeds of the ice and causing a ∼13% rise in the mean vapour increase in both the 15-16 and 16-17 km height ranges, respectively, when compared to the control case. Increases in the total water were much larger, being 34% and 132% higher for the same height ranges, but it is unclear whether the extra ice will be able to evaporate before precipitating from the region. These results suggest a possible impact of natural and anthropogenic aerosols on how convective clouds affect stratospheric moisture levels.