Dynamical chiral symmetry breaking: the fermionic gap equation with dynamical gluon mass and confinement

Pós-graduação em Física - IFT

Dynamical evolution and chronology of the Hygiea asteroid family

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

Dynamical evolution of V-type asteroids in the central main belt

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

Dynamical and statistical properties of a rotating oval billiard

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

Dynamical aspects of the unzipping of multiwalled boron nitride nanotubes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dynamical properties of a dissipative discontinuous map: A scaling investigation

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

Nonlinear dynamical analysis of an aeroelastic system with multi-segmented moment in the pitch degree-of-freedom

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

Statistical and dynamical properties of a dissipative kicked rotator

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

Dynamical evolution of V-type photometric candidates in the outer main belt

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

Regular bulk solutions and black strings from dynamical braneworlds with variable tension

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

THREE TIME SCALE SINGULAR PERTURBATION PROBLEMS AND NONSMOOTH DYNAMICAL SYSTEMS

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

DYNAMICAL JUMP ATTENUATION IN A NON-IDEAL SYSTEM THROUGH A MAGNETORHEOLOGICAL DAMPER

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

Geometric singular perturbartion theory for non-smooth dynamical systems

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

Some Results in Stability Analysis of Hybrid Dynamical Systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)