On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

Processing and properties of Ag/BSCCO PIT tapes containing different proportions of silver metal powder

Monofilamentary tapes (150 pm thickness) were prepared by swaging and rolling silver tubes containing the Bi:2212 ceramic (granulation below 20 mum) and the silver powder (about 0.8 mum). The study has been made, among other samples, on tapes with nominal proportions of 0, 10 and 20 wt.% of silver. The samples were characterized by SEM, and by electrical measurements under varying applied magnetic field. The measurements of J(c) showed that the addition of 10 wt.% silver powder is very beneficent to this property, doubling the obtained values at 60 K, while the 20 wt.% tape presented very low J(c). The tape with no silver content showed to have a J(c) as high as 2.2 x 10(5) A/cm(2), at 4.2 K, zero applied magnetic field. (C) 2004 Elsevier B.V. All rights reserved.

Spectroscopic characterization of BPSCCO thin films grown by dip-coating technique

This work describes the growth of Bi2-xPbxSr2Can-1CunO2n+4 thin films by the dip-coating technique for 0.4 less than or equal to x less than or equal to 1. X-ray and Raman spectroscopic techniques were carried out in order to characterize the films at room temperature. From X-ray data it is observed that the films are multi-phased presenting phases 2201, 2212 and 2223 along with the undesirable Ca2PbO4 phase. It is also observed that phase 2212 becomes dominant when Pb content increases. The Raman modes observed agree with the overall features expected for these compounds. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Possible structural phase transitions on Bi2Sr2CaCu2Oy measured by anelastic spectroscopy

Anelastic spectroscopy measurements (internal friction) are sensitive tools for the study of defects in solids, in particular the mobility of interstitial oxygen. Samples of Bi2Sr2CaCu2Oy were analyzed after being submitted to two thermal treatments in vacuum, one at 973 K and another at 673 K. Anelastic spectroscopy measurements were performed using a torsion pendulum operating at around 38 Hz and at a temperature range of 88 and 700 K with heating rate of 1 K/min and vacuum better than 10(-5) Torr. Complex relaxation structures reversible with new thermal treatments were observed. These relaxation structures were attributed to O-M structural phase transitions. (c) 2005 Elsevier B.V. All rights reserved.

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.

Vortices in superconductors with a columnar defect: Finite size effects

In the present work we investigate the behavior of a vortex in a long superconducting cylinder near to a columnar defect at the center. The derivations of the local magnetic field distribution and the Gibbs free energy will be carried out for a cylinder and a cavity of arbitrary sizes. From the general expressions, it is considered two particular limits: one in which the radius of the cavity is very small but the radius of the superconducting cylinder is kept finite; and one in which the radius of the superconducting cylinder is taken very large (infinite) but the radius of the cavity is kept finite. In both cases the maximum number of vortices which are allowed in the cavity is determined. In addition, the surface barrier field for flux entrance into the cavity is calculated. (c) 2005 Elsevier B.V. All rights reserved.

Gradually truncated log-normal in USA publicly traded firm size distribution

We study the statistical distribution of firm size for USA and Brazilian publicly traded firms through the Zipf plot technique. Sale size is used to measure firm size. The Brazilian firm size distribution is given by a log-normal distribution without any adjustable parameter. However, we also need to consider different parameters of log-normal distribution for the largest firms in the distribution, which are mostly foreign firms. The log-normal distribution has to be gradually truncated after a certain critical value for USA firms. Therefore, the original hypothesis of proportional effect proposed by Gibrat is valid with some modification for very large firms. We also consider the possible mechanisms behind this distribution. (c) 2006 Published by Elsevier B.V.

Finns growth dynamics, competition and power-law scaling

We study the growth dynamics of the size of manufacturing firms considering competition and normal distribution of competency. We start with the fact that all components of the system struggle with each other for growth as happened in real competitive business world. The detailed quantitative agreement of the theory with empirical results of firms growth based on a large economic database spanning over 20 years is good with a single set of the parameters for all the curves. Further, the empirical data of the variation of the standard deviation of the growth rate with the size of the firm are in accordance with the present theory rather than a simple power law. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Surface effects on moving vortices in superconducting stripes

Size and surface dynamical effects are investigated in thin superconducting stripes with variable width. We perform numerical simulations of the vortex dynamics, with the inclusion of the surface confining potential and a random distribution of pinning centers. To fully characterize the vortex flow, we calculate the differential resistance, the transverse diffusion coefficient, the structure factor and the intensity of the Bragg peaks, as functions of the transport force. We found that surface effects induce a premature ordering of the flux line lattice, and the system displays plastic and smectic behavior only in a very narrow range of forces. (c) 2007 Elsevier B.V. All rights reserved.

Long term economic relationships from cointegration maps

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the sorting points into neighborhoods (SPIN) technique, which has been previously used to analyze large data sets from DNA arrays. We exemplify the technique in three data sets: US interest rates (USIR), monthly inflation rates and gross domestic product (GDP) growth rates. (c) 2007 Elsevier B.V. All rights reserved.

The BCS-Bose crossover theory

We contrast four distinct versions of the BCS-Bose statistical crossover theory according to the form assumed for the electron-number equation that accompanies the BCS gap equation. The four versions correspond to explicitly accounting for two-hole-(2h) as well as two-electron-(2e) Cooper pairs (CPs), or both in equal proportions, or only either kind. This follows from a recent generalization of the Bose-Einstein condensation (GBEC) statistical theory that includes not boson-boson interactions but rather 2e- and also (without loss of generality) 2h-CPs interacting with unpaired electrons and holes in a single-band model that is easily converted into a two-band model. The GBEC theory is essentially an extension of the Friedberg-Lee 1989 BEC theory of superconductors that excludes 2h-CPs. It can thus recover, when the numbers of 2h- and 2e-CPs in both BE-condensed and non-condensed states are separately equal, the BCS gap equation for all temperatures and couplings as well as the zero-temperature BCS (rigorous-upper-bound) condensation energy for all couplings. But ignoring either 2h- or 2e-CPs it can do neither. In particular, only half the BCS condensation energy is obtained in the two crossover versions ignoring either kind of CPs. We show how critical temperatures T-c from the original BCS-Bose crossover theory in 2D require unphysically large couplings for the Cooper/BCS model interaction to differ significantly from the T(c)s of ordinary BCS theory (where the number equation is substituted by the assumption that the chemical potential equals the Fermi energy). (c) 2007 Published by Elsevier B.V.

Spin tunneling in magnetic molecules: Quantitative estimates for Fe8 clusters

Spin tunneling in the particular case of the magnetic molecular cluster octanuclear iron(III), Fe8, is treated by an effective Hamiltonian that allows for an angle-based description of the process. The presence of an external magnetic field along the easy axis is also taken into account in this description. Analytic expressions for the energy levels and barriers are obtained from a harmonic approximation of the potential function which give results in good agreement with the experimental results. The energy splittings due to spin tunneling is treated in an adapted WKB approach and it is shown that the present description can give results to a reliable degree of accuracy. (c) 2007 Elsevier B.V. All rights reserved.

Power-law distribution in a learning process: competition, learning and natural selection

In the present work, we propose a model for the statistical distribution of people versus number of steps acquired by them in a learning process, based on competition, learning and natural selection. We consider that learning ability is normally distributed. We found that the number of people versus step acquired by them in a learning process is given through a power law. As competition, learning and selection is also at the core of all economical and social systems, we consider that power-law scaling is a quantitative description of this process in social systems. This gives an alternative thinking in holistic properties of complex systems. (C) 2004 Elsevier B.V. All rights reserved.

Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

The defocusing mechanism of isochronous resonances

We present a numerical study concerning the defocusing mechanism of isochronous resonance island chains in the presence of two permanent robust tori. The process is initialized and concluded through bifurcations of fixed points located on the robust tori. Our approach is based on a Hamiltonian system derived from the resonant normal form. Choosing a convenient parameter in this system, we are able to depict a comprehensive analysis of the dynamics of the problem. (c) 2004 Elsevier B.V. All rights reserved.