Quark sea structure functions of the nucleon in a statistical model

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.

Lattice dynamics of metallic glass Ca70Mg30 on the model of Bhatia and Singh

The lattice dynamical studies of the metallic glass Ca70Mg30 by Bhatia and Singh on their model contained two shortcomings, firstly the electron-ion interaction matrix was wrong and secondly, the numerical value of the bulk modulus of the electron gas was accepted arbitrarily. By modifying the electron-ion dynamical matrix and determining all the model parameters from the experimental data, we made a fresh study of the lattice dynamics of Ca70Mg30 and compared it to the earlier studies of Bhatia and Singh and also with experimental phonons.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

A new probabilistic canopy dynamics model (SLCD) that is suitable for evergreen and deciduous forest ecosystems

There are strong uncertainties regarding LAI dynamics in forest ecosystems in response to climate change. While empirical growth & yield models (G&YMs) provide good estimations of tree growth at the stand level on a yearly to decennial scale, process-based models (PBMs) use LAI dynamics as a key variable for enabling the accurate prediction of tree growth over short time scales. Bridging the gap between PBMs and G&YMs could improve the prediction of forest growth and, therefore, carbon, water and nutrient fluxes by combining modeling approaches at the stand level.Our study aimed to estimate monthly changes of leaf area in response to climate variations from sparse measurements of foliage area and biomass. A leaf population probabilistic model (SLCD) was designed to simulate foliage renewal. The leaf population was distributed in monthly cohorts, and the total population size was limited depending on forest age and productivity. Foliage dynamics were driven by a foliation function and the probabilities ruling leaf aging or fall. Their formulation depends on the forest environment.The model was applied to three tree species growing under contrasting climates and soil types. In tropical Brazilian evergreen broadleaf eucalypt plantations, the phenology was described using 8 parameters. A multi-objective evolutionary algorithm method (MOEA) was used to fit the model parameters on litterfall and LAI data over an entire stand rotation. Field measurements from a second eucalypt stand were used to validate the model. Seasonal LAI changes were accurately rendered for both sites (R-2 = 0.898 adjustment, R-2 = 0.698 validation). Litterfall production was correctly simulated (R-2 = 0.562, R-2 = 0.4018 validation) and may be improved by using additional validation data in future work. In two French temperate deciduous forests (beech and oak), we adapted phenological sub-modules of the CASTANEA model to simulate canopy dynamics, and SLCD was validated using LAI measurements. The phenological patterns were simulated with good accuracy in the two cases studied. However, IA/max was not accurately simulated in the beech forest, and further improvement is required.Our probabilistic approach is expected to contribute to improving predictions of LAI dynamics. The model formalism is general and suitable to broadleaf forests for a large range of ecological conditions. (C) 2014 Elsevier B.V. All rights reserved.

A novel approach to robust parameter estimation using neurofuzzy systems

A novel approach for solving robust parameter estimation problems is presented for processes with unknown-but-bounded errors and uncertainties. An artificial neural network is developed to calculate a membership set for model parameters. Techniques of fuzzy logic control lead the network to its equilibrium points. Simulated examples are presented as an illustration of the proposed technique. The result represent a significant improvement over previously proposed methods. (C) 1999 IMACS/Elsevier B.V. B.V. All rights reserved.

Extended class of exact twistons and crystalline polyethylene

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Traveling waves in the Lethargic Crab Disease

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

Diagnosis of inflammatory lesions by high-wavenumber FT-Raman spectroscopy

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

Trilepton signal for supersymmetry at the Fermilab Tevatron reexamined

Within a wide class of models, the CERN LEP2 lower limit of 95 GeV on the chargino mass implies gluinos are heavier than similar to 300 GeV. In this case electroweak (W) over tilde(1)(W) over tilde(1) production and (W) over tilde(1)(Z) over tilde(2) production are the dominant supersymmerry (SUSY) processes at the Fermilab Tevatron, and the extensively examined isolated trilepton signal From (W) over tilde(1)(Z) over tilde(2) production assumes an even greater importance. We update our previous calculations of the SUSY reach of luminosity upgrades of the Fermilab Tevatron in this channel incorporating (i) decay matrix elements in the computation of the momenta of leptons from chargino and neutralino decays, (ii) the trilepton background from W*Z* and W*gamma* production which, though neglected in previous analyses, turns out to be the dominant background, and finally, (iii) modified sets of cuts designed to reduce these new backgrounds and increase the range of model parameters for which the signal is observable. We show our improved projections for the reach for SUSY of both the Fermilab Main Injector and the proposed TeV33 upgrade. We also present opposite sign same flavor dilepton invariant mass distributions as well as the p(T) distributions of leptons in SUSY trilepton events, and comment upon how the inclusion of decay matrix elements impacts upon the Tevatron reach, as well as upon the extraction of neutralino masses.

Search for techniparticles in e plus jets events at D0

We search for the technicolor process p(p) over bar ->rho(T)/omega(T)-> W pi(T) in events containing one electron and two jets, in data corresponding to an integrated luminosity of 390 pb(-1), recorded by the D0 experiment at the Fermilab Tevatron. Technicolor predicts that technipions pi(T) decay dominantly into b(b) over bar, b(c) over bar, or (b) over barc, depending on their charge. In these events b and c quarks are identified by their secondary decay vertices within jets. Two analysis methods based on topological variables are presented. Since no excess above the standard model prediction was found, the result is presented as an exclusion in the pi(T) vs rho(T) mass plane for a given set of model parameters.

Cosmic acceleration from second order gauge gravity

We construct a phenomenological theory of gravitation based on a second order gauge formulation for the Lorentz group. The model presents a long-range modification for the gravitational field leading to a cosmological model provided with an accelerated expansion at recent times. We estimate the model parameters using observational data and verify that our estimative for the age of the Universe is of the same magnitude than the one predicted by the standard model. The transition from the decelerated expansion regime to the accelerated one occurs recently (at similar to 9.3 Gyr).

Triangular-lattice anisotropic dimerized Heisenberg antiferromagnet: Stability and excitations of the quantum paramagnetic phase

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

Search for a W ' or Techni-rho Decaying into WZ in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Short and long period optimization of drug doses in the treatment of AIDS

Técnicas de otimização numérica são úteis na solução de problemas de determinação da melhor entrada para sistemas descritos por modelos matemáticos e cujos objetivos podem ser expressos de uma maneira quantitativa. Este trabalho aborda o problema de otimizar as dosagens dos medicamentos no tratamento da AIDS em termos de um balanço entre a resposta terapêutica e os efeitos colaterais. Um modelo matemático para descrever a dinâmica do vírus HIV e células CD4 é utilizado para calcular a dosagem ótima do medicamento no tratamento a curto prazo de pacientes com AIDS por um método de otimização direta utilizando uma função custo do tipo Bolza. Os parâmetros do modelo foram ajustados com dados reais obtidos da literatura. Com o objetivo de simplificar os procedimentos numéricos, a lei de controle foi expressa em termos de uma expansão em séries que, após truncamento, permite obter controles sub-ótimos. Quando os pacientes atingem um estado clínico satisfatório, a técnica do Regulador Linear Quadrático (RLQ) é utilizada para determinar a dosagem permanente de longo período para os medicamentos. As dosagens calculadas utilizando a técnica RLQ , tendem a ser menores do que a equivalente terapia de dose constante em termos do expressivo aumento na contagem das células T+ CD4 e da redução da densidade de vírus livre durante um intervalo fixo de tempo.