Monte Carlo thermodynamic and structural properties of the TIP4P water model: dependence on the computational conditions

Classical Monte Carlo simulations were carried out on the NPT ensemble at 25°C and 1 atm, aiming to investigate the ability of the TIP4P water model [Jorgensen, Chandrasekhar, Madura, Impey and Klein; J. Chem. Phys., 79 (1983) 926] to reproduce the newest structural picture of liquid water. The results were compared with recent neutron diffraction data [Soper; Bruni and Ricci; J. Chem. Phys., 106 (1997) 247]. The influence of the computational conditions on the thermodynamic and structural results obtained with this model was also analyzed. The findings were compared with the original ones from Jorgensen et al [above-cited reference plus Mol. Phys., 56 (1985) 1381]. It is notice that the thermodynamic results are dependent on the boundary conditions used, whereas the usual radial distribution functions g(O/O(r)) and g(O/H(r)) do not depend on them.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Analog Model for Quantum Gravity Effects: Phonons in Random Fluids

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Diffraction and an infrared finite gluon propagator

We discuss some phenomenological applications of an infrared finite gluon propagator characterized by a dynamically generated gluon mass. In particular we compute the effect of the dynamical gluon mass on pp and ${\bar{p}}p$ diffractive scattering. We also show how the data on gammap photoproduction and hadronic gg reactions can be derived from the pp and ${\bar{p}}p$ forward scattering amplitudes by assuming vector meson dominance and the additive quark model.

Fluctuating dimension in a discrete model for quantum gravity based on the spectral principle

The spectral principle of Connes and Chamseddine is used as a starting point to define a discrete model for Euclidean quantum gravity. Instead of summing over ordinary geometries, we consider the sum over generalized geometries where topology, metric, and dimension can fluctuate. The model describes the geometry of spaces with a countable number n of points, and is related to the Gaussian unitary ensemble of Hermitian matrices. We show that this simple model has two phases. The expectation value , the average number of points in the Universe, is finite in one phase and diverges in the other. We compute the critical point as well as the critical exponent of . Moreover, the space-time dimension delta is a dynamical observable in our model, and plays the role of an order parameter. The computation of is discussed and an upper bound is found, < 2.

Drude's model calculation rule on electrical transport in Sb-doped SnO2 thin films, deposited via sol-gel

The evaluation of free carrier concentration based on Drude's theory can be performed by the use of optical transmittance in the range 800-2000 nm (near infrared) for Sb-doped SnO2 thin films. In this article, we estimate the free carrier concentration for these films, which are deposited via sol-gel dip-coating. At approximately 900 mn, there is a separation among transmittance curves of doped and undoped samples. The plasma resonance phenomena approach leads to free carrier concentration of about 5 x 1020 cm(-3). The increase in the Sb concentration increases the film conductivity; however, the magnitude of measured resistivity is still very high. The only way to combine such a high free carrier concentration with a rather low conductivity is to have a very low mobility. It becomes possible when the crystallite dimensions are taken into account. We obtain grains with 5 nm of average size by estimating the grain size from X-ray diffraction data, and by using line broadening in the diffraction pattern. The low conductivity is due to very intense scattering at the grain boundary, which is created by the presence of a large amount of nanoscopic crystallites. Such a result is in accordance with X-ray photoemission spectroscopy data that pointed to Sb incorporation proportional to the free electron concentration, evaluated according to Drude's model. (c) 2006 Elsevier Ltd. All rights reserved.

Photopatternable di-ureasil-zirconium oxocluster organic-inorganic hybrids as cost effective integrated optical substrates

Organic-inorganic hybrids containing methacrylic acid (McOH, CH(2)= C(CH(3))COOH)) modified zirconium tetrapropoxide, Zr(OPr(n))(4), classed as di-ureasil-zirconium oxo-cluster hybrids, have been prepared and structurally characterized by X-ray diffraction (XRD), small-angle X-ray scattering (SAXS), Fourier transform infrared (FT-IR) and Raman (FT-Raman) spectroscopies, Si and C nuclear magnetic resonance (NMR), and atomic force microscopy (AFM). XRD and SAXS results have pointed out the presence of Si- and Zr-based nanobuilding blocks (NBBs) dispersed into the organic phase. Inter-NBBs correlation distances have been estimated for the pure di-ureasil and a model compound obtained. by hydrolysis/condensation of Zr(OPr(n))(4):McOH (molar ratio 1: 1): d(Si) approximate to 26 +/- 1 angstrom and d(Zr) approximate to 16 +/- 1 angstrom, respectively. In the case of the di-ureasil-zirconium oxo-cluster hybrids, these distances depend on the Zr relative molar percentage (rel. mol. Zr %) (d(Si) ranges from 18 to 25 angstrom and d(Zr) from 14 to 23 angstrom, as the rel. mol. Zr % increases from 5 to 75), suggesting that the Si- and Zr-based clusters are interconstrained. Complementary data from FT-IR, FT-Raman, (29)Si and (13)C NMR, and AFM support to a structural model where McOH-modified Zr-based NBBs (Zr-OMc) are present over the whole range of composition. At low Zr-OMc contents (rel. mol. Zr % <30) the clusters are well-dispersed within the di-ureasil host, whereas segregation occurs at the 0.1 mu m scale at high Zr-OMc concentration (rel. mol. Zr % = 50). No Zr-O-Si heterocondensation has been discerned. Monomode waveguides, diffractions gratings, and Fabry-Perot cavities have been written through the exposure of the hybrid monoliths to UV light. FT-Raman has shown that the chemical process that takes place under illumination is the polymerization of the methacrylate groups of the Zr-OMc NBBs. The guidance region in patterned channels is a Gaussian section located below the exposed surface with typical dimensions of 320 mu m wide and 88 mu m deep. The effective refractive index is 1.5162 (maximum index contrast on the order of 1 x 10(-4)) and the reflection coeficient of the Fabry-Perot cavity (formed by a grating patterned into a 0.278 cm channel) is 0.042 with a free spectral range value of 35.6 GHz.

Neutron Diffraction Study of Liquid N-Methylformamide Using EPSR Simulation

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

One-dimensional analytical model for oxide thin film growth on Ti metal layers during laser heating in air

This paper presents the theoretical and experimental results for oxide thin film growth on titanium films previously deposited over glass substrate. Ti films of thickness 0.1 μm were heated by Nd:YAG laser pulses in air. The oxide tracks were created by moving the samples with a constant speed of 2 mm/s, under the laser action. The micro-topographic analysis of the tracks was performed by a microprofiler. The results taken along a straight line perpendicular to the track axis revealed a Gaussian profile that closely matches the laser's spatial mode profile, indicating the effectiveness of the surface temperature gradient on the film's growth process. The sample's micro-Raman spectra showed two strong bands at 447 and 612 cm -1 associated with the TiO 2 structure. This is a strong indication that thermo-oxidation reactions took place at the Ti film surface that reached an estimated temperature of 1160 K just due to the action of the first pulse. The results obtained from the numerical integration of the analytical equation which describes the oxidation rate (Wagner equation) are in agreement with the experimental data for film thickness in the high laser intensity region. This shows the partial accuracy of the one-dimensional model adopted for describing the film growth rate. © 2001 Elsevier Science B.V.

Adsorption of silanes bearing nitrogenated Lewis bases on SiO 2/Si (100) model surfaces

The present paper describes the one-pot procedure for the formation of self-assembled thin films of two silanes on the model oxidized silicon wafer, SiO2/Si. SiO2/Si is a model system for other surfaces, such as glass, quartz, aerosol, and silica gel. MALDI-TOF MS with and without a matrix, XPS, and AFM have confirmed the formation of self-assembled thin films of both 3-imidazolylpropyltrimethoxysilane (3-IPTS) and 4-(N- propyltriethoxysilane-imino)pyridine (4-PTSIP) on the SiO2/Si surface after 30 min. Longer adsorption times lead to the deposition of nonreacted 3-IPTS precursors and the formation of agglomerates on the 3-IPTS monolayer. The formation of 4-PTSIP self-assembled layers on SiO2/Si is also demonstrated. The present results for the flat SiO2/Si surface can lead to a better understanding of the formation of a stationary phase for affinity chromatography as well as transition-metal-supported catalysts on silica and their relationship with surface roughness and ordering. The 3-IPTS and 4-PTSIP modified SiO2/Si wafers can also be envisaged as possible built-on-silicon thin-layer chromatography (TLC) extraction devices for metal determination or N-heterocycle analytes, such as histidine and histamine, with on-spot MALDI-TOF MS detection. © 2005 Elsevier Inc. All rights reserved.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Crystallization and preliminary X-ray diffraction studies of an L-amino-acid oxidase from Lachesis muta venom

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

Phonon confinement model to measure the average sizes of anatase nanoparticles synthesized by a solvothermal method using H2O2

In this work, crystalline titanium dioxide (TiO2) nanoparticles with variable average crystallite sizes (e.g., 8 nm) and surface areas (e.g., 192 m² g-1) were synthesized in pure anatase phase using H2O2 to reduce the hydrolysis rate of the titanium ions. An isopropanol (IP) solution was employed as the reaction medium. The TiO2 nanoparticles were characterized by powder X-ray diffraction analysis (XRD), Raman spectroscopy and transmission electron microscopy (TEM). By changing the synthesis parameters it was possible to control nanoparticle size and avoid the coalescence process. A dependence of the Raman wavenumber on the nanocrystal sizes was determined, which is quite useful for a quick check of the size of TiO2 nanocrystals.