Dynamics of the third order Lyness' difference equation

"Vegeu el resum a l'inici del document del fitxer adjunt"

Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices

We re-examine the dynamics of returns and dividend growth within the present-value framework of stock prices. We find that the finite sample order of integration of returns is approximately equal to the order of integration of the first-differenced price-dividend ratio. As such, the traditional return forecasting regressions based on the price-dividend ratio are invalid. Moreover, the nonstationary long memory behaviour of the price-dividend ratio induces antipersistence in returns. This suggests that expected returns should be modelled as an AFIRMA process and we show this improves the forecast ability of the present-value model in-sample and out-of-sample.

Higher order Lagrangian systems: Geometric structures, Dynamics, and Constraints

In order to study the connections between Lagrangian and Hamiltonian formalisms constructed from aperhaps singularhigher-order Lagrangian, some geometric structures are constructed. Intermediate spaces between those of Lagrangian and Hamiltonian formalisms, partial Ostrogradskiis transformations and unambiguous evolution operators connecting these spaces are intrinsically defined, and some of their properties studied. Equations of motion, constraints, and arbitrary functions of Lagrangian and Hamiltonian formalisms are thoroughly studied. In particular, all the Lagrangian constraints are obtained from the Hamiltonian ones. Once the gauge transformations are taken into account, the true number of degrees of freedom is obtained, both in the Lagrangian and Hamiltonian formalisms, and also in all the intermediate formalisms herein defined.

A prelude to the fractional calculus applied to tumor dynamic

In order to refine the solution given by the classical logistic equation and extend its range of applications in the study of tumor dynamics, we propose and solve a generalization of this equation, using the so-called Fractional Calculus, i.e., we replace the ordinary derivative of order 1, in one version of the usual equation, by a non-integer derivative of order 0 < α < 1, and recover the classical solution as a particular case. Finally, we analyze the applicability of this model to describe the growth of cancer tumors.

Supramolecular order and dynamics of discotic materials studied by solid-state NMR recoupling methods

The topic of this thesis is the investigation of structure,order and dynamics in discotic mesogens by advancedsolid-state NMR spectroscopy. Most of the discotic mesogensunder investigation are hexa-peri-hexabenzocoronene (HBC)derivatives which are of particular interest for potentialdevice applications due to their high one-dimensional chargecarrier mobilities. The supramolecular stacking arrangement of the discoticcores was investigated by 2D 1H-1H double-quantum (DQ)methods, which were modified by incorporating the WATERGATEsuppression technique into the experiments in order toovercome severe phase problems arising from the strongsignal of the long alkyl sidechains. Molecular dynamics and sample orientation was probed throughthe generation of sideband patterns by reconversion rotorencoding in 2D recoupling experiments. These experimentswere extended by new recoupling schemes to enable thedistinction of motion and orientation effects. The solid-state NMR studies presented in this work aim tothe understanding of structure-property relationships in theinvestigated discotic materials, while the experimentsapplied to these materials include new recoupling schemeswhich make the desired information on molecular orientationand dynamics accessible without isotope labelling.

Supramolecular order and dynamics of functional materials studied by solid state NMR

The goal of this thesis was the investigation of the structure, conformation, supramolecular order and molecular dynamics of different classes of functional materials (phthalocyanine, perylene and hexa-peri-hexabenzocoronene derivatives and mixtures of those), all having planar aromatic cores modified with various types of alkyl chains. The planar aromatic systems are known to stack in the solid and the liquid-crystalline state due to p-p interactions forming columnar superstructures with high one-dimensional charge carrier mobility and potential application in photovoltaic devices. The different functionalities attached to the aromatic cores significantly influence the behavior of these systems allowing the experimentalists to modify the structures to fine-tune the desired thermotropic properties or charge carrier mobility. The aim of the presented studies was to understand the interplay between the driving forces causing self-assembly by relating the structural and dynamic information about the investigated systems. The supramolecular organization is investigated by applying 1H solid state NMR recoupling techniques. The results are related with DSC and X-ray scattering data. Detailed information about the site-specific molecular dynamics is gained by recording spinning sideband patterns using 1H-1H and 13C-1H solid state NMR recoupling techniques. The determined dipole-dipole coupling constants are then related with the coupling constants of the respective rigid pairs, thus providing local dynamic order parameters for the respective moieties. The investigations presented reveal that in the crystalline state the preferred arrangement in the columnar stack of discotic molecules modified with alkyl chains is tilted. This leads to characteristic differences in the 1H chemical shifts of otherwise chemically equivalent protons. Introducing branches and increasing the length of the alkyl chains results in lower mesophase transitions and disordered columnar stacks. In the liquid-crystalline state some of the discs lose the tilted orientation, others do not, but all start a rapid rotation about the columnar axis.

Hamilton’s Principle with Variable Order Fractional Derivatives

MSC 2010: 26A33, 70H25, 46F12, 34K37 Dedicated to 80-th birthday of Prof. Rudolf Gorenflo

Complex Oscillations and Limit Cycles in Autonomous Two-Component Incommensurate Fractional Dynamical Systems

MSC 2010: 26A33, 34D05, 37C25

A numerical method to solve higher-order fractional differential equations

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order derivatives only. With this, we can rewrite FDEs in terms of a classical one and then apply any known technique. With some examples, we show the accuracy of the method.

[between The Country And The Laboratory: The Dynamics Of The Production Of Knowledge At The Menopause Outpatients Clinic At Caism, Unicamp.]

This study investigates the practices involved in the production of knowledge about menopause at Caism, Unicamp, a reference center for public policies for women's health. Gynecological appointments and psychological support meetings were observed, and women and doctors were interviewed in order to identify what discourse circulates there and how different actors are brought in to ensure that the knowledge produced attains credibility and travels beyond the boundaries of the teaching hospital to become universal. The analysis is based on localized studies aligned with social studies of science and technology.

[between The Country And The Laboratory: The Dynamics Of The Production Of Knowledge At The Menopause Outpatients Clinic At Caism, Unicamp].

This study investigates the practices involved in the production of knowledge about menopause at Caism, Unicamp, a reference center for public policies for women's health. Gynecological appointments and psychological support meetings were observed, and women and doctors were interviewed in order to identify what discourse circulates there and how different actors are brought in to ensure that the knowledge produced attains credibility and travels beyond the boundaries of the teaching hospital to become universal. The analysis is based on localized studies aligned with social studies of science and technology.

Unconstrained Finite Element for Geometrical Nonlinear Dynamics of Shells

This paper presents a positional FEM formulation to deal with geometrical nonlinear dynamics of shells. The main objective is to develop a new FEM methodology based on the minimum potential energy theorem written regarding nodal positions and generalized unconstrained vectors not displacements and rotations. These characteristics are the novelty of the present work and avoid the use of large rotation approximations. A nondimensional auxiliary coordinate system is created, and the change of configuration function is written following two independent mappings from which the strain energy function is derived. This methodology is called positional and, as far as the authors' knowledge goes, is a new procedure to approximated geometrical nonlinear structures. In this paper a proof for the linear and angular momentum conservation property of the Newmark beta algorithm is provided for total Lagrangian description. The proposed shell element is locking free for elastic stress-strain relations due to the presence of linear strain variation along the shell thickness. The curved, high-order element together with an implicit procedure to solve nonlinear equations guarantees precision in calculations. The momentum conserving, the locking free behavior, and the frame invariance of the adopted mapping are numerically confirmed by examples. Copyright (C) 2009 H. B. Coda and R. R. Paccola.

Study of the antimicrobial peptide indolicidin and a mutant in micelle medium by molecular dynamics simulation

The antimicrobial peptide indolicidin (IND) and the mutant CP10A in hydrated micelles were studied using molecular dynamics simulations in order to observe whether the molecular dynamics and experimental data could be sufficiently correlated and a detailed description of the interaction of the antimicrobial peptides with a model of the membrane provided by a hydrated micelle system could be obtained. In agreement with the experiments, the simulations showed that the peptides are located near the surface of the micelles. Peptide insertions agree with available experimental data, showing deeper insertion of the mutant compared with the peptide IND. Major insertion into the hydrophobic core of the micelle by all tryptophan and mutated residues of CP10A in relation to IND was observed. The charged residues of the terminus regions of both peptides present similar behavior, indicating that the major differences in the interactions with the micelles of the peptides IND and CP10A occur in the case of the hydrophobic residues.

Social Networks Shape the Transmission Dynamics of Hepatitis C Virus

Hepatitis C virus (HCV) infects 170 million people worldwide, and is a major public health problem in Brazil, where over 1% of the population may be infected and where multiple viral genotypes co-circulate. Chronically infected individuals are both the source of transmission to others and are at risk for HCV-related diseases, such as liver cancer and cirrhosis. Before the adoption of anti-HCV control measures in blood banks, this virus was mainly transmitted via blood transfusion. Today, needle sharing among injecting drug users is the most common form of HCV transmission. Of particular importance is that HCV prevalence is growing in non-risk groups. Since there is no vaccine against HCV, it is important to determine the factors that control viral transmission in order to develop more efficient control measures. However, despite the health costs associated with HCV, the factors that determine the spread of virus at the epidemiological scale are often poorly understood. Here, we sequenced partial NS5b gene sequences sampled from blood samples collected from 591 patients in Sao Paulo state, Brazil. We show that different viral genotypes entered Sao Paulo at different times, grew at different rates, and are associated with different age groups and risk behaviors. In particular, subtype 1b is older and grew more slowly than subtypes 1a and 3a, and is associated with multiple age classes. In contrast, subtypes 1a and 3b are associated with younger people infected more recently, possibly with higher rates of sexual transmission. The transmission dynamics of HCV in Sao Paulo therefore vary by subtype and are determined by a combination of age, risk exposure and underlying social network. We conclude that social factors may play a key role in determining the rate and pattern of HCV spread, and should influence future intervention policies.

Polarization effects in molecular dynamics simulations of glass-formers Ca(NO(3))(2)center dot nH(2)O, n=4, 6, and 8

Thermodynamics, equilibrium structure, and dynamics of glass-forming liquids Ca(NO(3))(2)center dot nH(2)O, n=4, 6, and 8, have been investigated by molecular dynamics (MD) simulations. A polarizable model was considered for H(2)O and NO(3)- on the basis of previous fluctuating charge models for pure water and the molten salt 2Ca(NO(3))(2)center dot 3KNO(3). Similar thermodynamic properties have been obtained with nonpolarizable and polarizable models. The glass transition temperature, T(g), estimated from MD simulations was dependent on polarization, in particular the dependence of T(g) with electrolyte concentration. Significant polarization effects on equilibrium structure were observed in cation-cation, cation-anion, and water-water structures. Polarization increases the diffusion coefficient of H(2)O, but does not change significantly the diffusion coefficients of ions. Viscosity decreases upon inclusion of polarization, but the conductivity calculated with the polarizable model is smaller than the nonpolarizable model because polarization enhances anion-cation interactions.