Efeitos não-gaussianos em astrofísica e cosmologia

The recent astronomical observations indicate that the universe has null spatial curvature, is accelerating and its matter-energy content is composed by circa 30% of matter (baryons + dark matter) and 70% of dark energy, a relativistic component with negative pressure. However, in order to built more realistic models it is necessary to consider the evolution of small density perturbations for explaining the richness of observed structures in the scale of galaxies and clusters of galaxies. The structure formation process was pioneering described by Press and Schechter (PS) in 1974, by means of the galaxy cluster mass function. The PS formalism establishes a Gaussian distribution for the primordial density perturbation field. Besides a serious normalization problem, such an approach does not explain the recent cluster X-ray data, and it is also in disagreement with the most up-to-date computational simulations. In this thesis, we discuss several applications of the nonextensive q-statistics (non-Gaussian), proposed in 1988 by C. Tsallis, with special emphasis in the cosmological process of the large structure formation. Initially, we investigate the statistics of the primordial fluctuation field of the density contrast, since the most recent data from the Wilkinson Microwave Anisotropy Probe (WMAP) indicates a deviation from gaussianity. We assume that such deviations may be described by the nonextensive statistics, because it reduces to the Gaussian distribution in the limit of the free parameter q = 1, thereby allowing a direct comparison with the standard theory. We study its application for a galaxy cluster catalog based on the ROSAT All-Sky Survey (hereafter HIFLUGCS). We conclude that the standard Gaussian model applied to HIFLUGCS does not agree with the most recent data independently obtained by WMAP. Using the nonextensive statistics, we obtain values much more aligned with WMAP results. We also demonstrate that the Burr distribution corrects the normalization problem. The cluster mass function formalism was also investigated in the presence of the dark energy. In this case, constraints over several cosmic parameters was also obtained. The nonextensive statistics was implemented yet in 2 distinct problems: (i) the plasma probe and (ii) in the Bremsstrahlung radiation description (the primary radiation from X-ray clusters); a problem of considerable interest in astrophysics. In another line of development, by using supernova data and the gas mass fraction from galaxy clusters, we discuss a redshift variation of the equation of state parameter, by considering two distinct expansions. An interesting aspect of this work is that the results do not need a prior in the mass parameter, as usually occurs in analyzes involving only supernovae data.Finally, we obtain a new estimate of the Hubble parameter, through a joint analysis involving the Sunyaev-Zeldovich effect (SZE), the X-ray data from galaxy clusters and the baryon acoustic oscillations. We show that the degeneracy of the observational data with respect to the mass parameter is broken when the signature of the baryon acoustic oscillations as given by the Sloan Digital Sky Survey (SDSS) catalog is considered. Our analysis, based on the SZE/X-ray data for a sample of 25 galaxy clusters with triaxial morphology, yields a Hubble parameter in good agreement with the independent studies, provided by the Hubble Space Telescope project and the recent estimates of the WMAP

Fundamentação cinética da estatística não gaussiana : efeitos em politrópicas

Considering a non-relativistic ideal gas, the standard foundations of kinetic theory are investigated in the context of non-gaussian statistical mechanics introduced by Kaniadakis. The new formalism is based on the generalization of the Boltzmann H-theorem and the deduction of Maxwells statistical distribution. The calculated power law distribution is parameterized through a parameter measuring the degree of non-gaussianity. In the limit = 0, the theory of gaussian Maxwell-Boltzmann distribution is recovered. Two physical applications of the non-gaussian effects have been considered. The first one, the -Doppler broadening of spectral lines from an excited gas is obtained from analytical expressions. The second one, a mathematical relationship between the entropic index and the stellar polytropic index is shown by using the thermodynamic formulation for self-gravitational systems

Termoestatística quântica: uma abordagem via estatísticas não-gaussianas

Considering a quantum gas, the foundations of standard thermostatistics are investigated in the context of non-Gaussian statistical mechanics introduced by Tsallis and Kaniadakis. The new formalism is based on the following generalizations: i) Maxwell- Boltzmann-Gibbs entropy and ii) deduction of H-theorem. Based on this investigation, we calculate a new entropy using a generalization of combinatorial analysis based on two different methods of counting. The basic ingredients used in the H-theorem were: a generalized quantum entropy and a generalization of collisional term of Boltzmann equation. The power law distributions are parameterized by parameters q;, measuring the degree of non-Gaussianity of quantum gas. In the limit q

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

THERMAL RADIATION FROM A FLUCTUATING EVENT HORIZON

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Growth Curves and Genetic Parameters in Colombian Buffaloes (Bubalus bubalis Artiodactyla, Bovidae)

Non-linear mathematical functions proposed by Brody, Gompertz, Richards, Bertalanffy and Verhulst were compared in several buffalo production systems in Colombia. Herds were located in three provinces: Antioquia, Caldas, and Cordoba. Growth was better described by the curves proposed by Brody and Gompertz. Using the datasets from herds from Caldas, heritabilities for traits such as weaning weight (WW), weight and maturity at one year of age (WY and MY, respectively), age at 50% and 75% of maturity (A50% and A75%, respectively), adult weight (beta(0)), and other characteristics, were also estimated. Direct and maternal heritabilities for WW were 0.19 and 0.12, respectively. Direct heritabilities for WY, MY, A50%, A75% and beta(0) were 0.39, 0.15, 0.09, 0.20 and 0.09, respectively. The genetic correlation for beta(0) and WY was -0.47, indicating that selection for heavy weight at one year of age will lead to lower weight at adult age. These data suggest that selection based on maturity traits can generate changes in characteristics of economic importance in beef-type buffalo farms.

RBF circuits based on folded cascode differential pairs

We propose new circuits for the implementation of Radial Basis Functions such as Gaussian and Gaussian-like functions. These RBFs are obtained by the subtraction of two differential pair output currents in a folded cascode configuration. We also propose a multidimensional version based on the unidimensional circuits. SPICE simulation results indicate good functionality. These circuits are intended to be applied in the implementation of radial basis function networks. One possible application of these networks is transducer signal conditioning in aircraft and spacecraft vehicles onboard telemetry systems. Copyright 2008 ACM.

Growth curves and genetic parameters in colombian buffaloes (Bubalus bubalis Artiodactyla, Bovidae): Curvas de crecimiento y parámetros genéticos en búfalos (Bubalus bubalis Artiodactyla, Bovidae) en Colombia

Non-linear mathematical functions proposed by Brody, Gompertz, Richards, Bertalanffy and Verhulst were compared in several buffalo production systems in Colombia. Herds were located in three provinces: Antioquia, Caldas, and Cordoba. Growth was better described by the curves proposed by Brody and Gompertz. Using the datasets from herds from Caldas, heritabilities for traits such as weaning weight (WW), weight and maturity at one year of age (WY and MY, respectively), age at 50% and 75% of maturity (A50% and A75%, respectively), adult weight (β0), and other characteristics, were also estimated. Direct and maternal heritabilities for WW were 0.19 and 0.12, respectively. Direct heritabilities for WY, MY, A50%, A75% and β0 were 0.39, 0.15, 0.09, 0.20 and 0.09, respectively. The genetic correlation for β0 and WY was -0.47, indicating that selection for heavy weight at one year of age will lead to lower weight at adult age. These data suggest that selection based on maturity traits can generate changes in characteristics of economic importance in beef-type buffalo farms. © 2012 Universidad de Antioquia.

Estudo dos métodos de solução da equação de Fokker-Planck linear e não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Cálculo de funções de Wannier eletrônicas para aplicações em ciência dos materiais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Abordagens de sistemas inteligentes para a solução do problema de despacho econômico de geração

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Generalizações do movimento browniano e suas aplicações à física e a finanças

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

Quebra da simetria de sabor na interação de mésons charmosos com o núcleon

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Desenvolvimento de metodologias automáticas para obtenção do parâmetro de forma ótimo para o método RPIM

Neste trabalho, são propostas metodologias para otimização do parâmetro de forma local c do método RPIM (Radial Point Interpolation Method). Com as técnicas apresentadas, é possível reduzir problemas com inversão de matrizes comuns em métodos sem malha e, também, garantir um maior grau de liberdade e precisão para a utilização da técnica, já que se torna possível uma definição semi-automática dos fatores de forma mais adequados para cada domínio de suporte. Além disso, é apresentado um algoritmo baseado no Line Sweep para a geração eficiente dos domínios de suporte.

An automatic methodology for obtaining optimum shape factors for the radial point interpolation method

In this letter, a methodology is proposed for automatically (and locally) obtaining the shape factor c for the Gaussian basis functions, for each support domain, in order to increase numerical precision and mainly to avoid matrix inversion impossibilities. The concept of calibration function is introduced, which is used for obtaining c. The methodology developed was applied for a 2-D numerical experiment, which results are compared to analytical solution. This comparison revels that the results associated to the developed methodology are very close to the analytical solution for the entire bandwidth of the excitation pulse. The proposed methodology is called in this work Local Shape Factor Calibration Method (LSFCM).