Dynamical evolution and chronology of the Hygiea asteroid family

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

A new sampling strategy to reduce the effect of autocorrelation on a control chart

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modelagem e quantificação da incerteza espacial do potássio disponível no solo por simulações estocásticas

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

SAXS Studies of the Endoglucanase Cel12A from Gloeophyllum trabeum Show Its Monomeric Structure and Reveal the Influence of Temperature on the Structural Stability of the Enzyme

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

Sincronia das bolsas de valores

This study aims to analyze various index stock exchanges around the world, with mathematical methods, analyzing the Product Distribution function (PDF), cumulative distribution and correlation. It is thought that the world economy is connected, as if the financial markets were a network, where the fluctuation of a market generates a variation on another and another, creating a pattern, that this change will affect the entire network, thus creating what we might call the domino effect. From this we intend to study, using as a basis the main index of the major stock exchanges around the world the relationship they have with each other, analyzing the influence and correlation that generates this effect, showing that markets are connected and influence each other. We can see this effect in the crisis of 2008, where the U.S. market from one moment to the other was shaken, affecting the whole world in a few days, creating effects that are felt in the present day

Statistical detection of spurious variations in daily raingauge data caused by changes in observation practices, as applied to records from various parts of the world

In the instrumental records of daily precipitation, we often encounter one or more periods in which values below some threshold were not registered. Such periods, besides lacking small values, also have a large number of dry days. Their cumulative distribution function is shifted to the right in relation to that for other portions of the record having more reliable observations. Such problems are examined in this work, based mostly on the two-sample Kolmogorov–Smirnov (KS) test, where the portion of the series with more number of dry days is compared with the portion with less number of dry days. Another relatively common problem in daily rainfall data is the prevalence of integers either throughout the period of record or in some part of it, likely resulting from truncation during data compilation prior to archiving or by coarse rounding of daily readings by observers. This problem is identified by simple calculation of the proportion of integers in the series, taking the expected proportion as 10%. The above two procedures were applied to the daily rainfall data sets from the European Climate Assessment (ECA), Southeast Asian Climate Assessment (SACA), and Brazilian Water Resources Agency (BRA). Taking the statistic D of the KS test >0.15 and the corresponding p-value <0.001 as the condition to classify a given series as suspicious, the proportions of the ECA, SACA, and BRA series falling into this category are, respectively, 34.5%, 54.3%, and 62.5%. With relation to coarse rounding problem, the proportions of series exceeding twice the 10% reference level are 3%, 60%, and 43% for the ECA, SACA, and BRA data sets, respectively. A simple way to visualize the two problems addressed here is by plotting the time series of daily rainfall for a limited range, for instance, 0–10 mm day−1.

Electric consumption in SHSs in rural communities of brazil and Peru and recommendations for sizing

The lack of data records of electric power consumption of smallphotovoltaic home systems, independently of the method used for sizing them, drives to consider the demand as a constant. However, the existing data reveal the variability of the consumption due to the influences of some social, cultural and psychosocial aspects of the human groups. This paper presents records of consumption data obtainedfrom several solar home systems (SHSs) in Brazil and Peru, and it discusses about the Gamma distribution function that can express to a great extent the behaviour of the demand. By this analysis it was verified that `a lot of people consume little and few people consume a lot`. In that sense, a few recommendations for sizing procedures that can be useful in the implantation of extensive programmes of rural electrification by SHSs are presented. Copyright (c) 2007 John Wiley & Sons, Ltd.

A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes

A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual quality deterioration and allows the incorporation of an expert's opinion on the production process. Based on the number of inspections to be carried out until a defective item is found, the Bayesian operation for the distribution function that represents the increasing sequence of defective fractions during a cycle considering a mixture of Dirichlet processes as prior distribution is performed. Bayes estimates for relevant quantities are also obtained. (C) 2012 Elsevier B.V. All rights reserved.

Towards higher precision and operational use of optical homodyne tomograms

We present the results of an operational use of experimentally measured optical tomograms to determine state characteristics (purity) avoiding any reconstruction of quasiprobabilities. We also develop a natural way how to estimate the errors (including both statistical and systematic ones) by an analysis of the experimental data themselves. Precision of the experiment can be increased by postselecting the data with minimal (systematic) errors. We demonstrate those techniques by considering coherent and photon-added coherent states measured via the time-domain improved homodyne detection. The operational use and precision of the data allowed us to check purity-dependent uncertainty relations and uncertainty relations for Shannon and Renyi entropies.

Spectral fluctuation and 1/f(alpha) noise in the energy level statistics of interacting trapped bosons

It has been recently shown numerically that the transition from integrability to chaos in quantum systems and the corresponding spectral fluctuations are characterized by 1/f(alpha) noise with 1 <= alpha <= 2. The system of interacting trapped bosons is inhomogeneous and complex. The presence of an external harmonic trap makes it more interesting as, in the atomic trap, the bosons occupy partly degenerate single-particle states. Earlier theoretical and experimental results show that at zero temperature the low-lying levels are of a collective nature and high-lying excitations are of a single-particle nature. We observe that for few bosons, the P(s) distribution shows the Shnirelman peak, which exhibits a large number of quasidegenerate states. For a large number of bosons the low-lying levels are strongly affected by the interatomic interaction, and the corresponding level fluctuation shows a transition to a Wigner distribution with an increase in particle number. It does not follow Gaussian orthogonal ensemble random matrix predictions. For high-lying levels we observe the uncorrelated Poisson distribution. Thus it may be a very realistic system to prove that 1/f(alpha) noise is ubiquitous in nature.

The photosynthetic bacterial reaction center in native and artificial envirnoments: effects on light-induced electron transfer

In this thesis we focussed on the characterization of the reaction center (RC) protein purified from the photosynthetic bacterium Rhodobacter sphaeroides. In particular, we discussed the effects of native and artificial environment on the light-induced electron transfer processes. The native environment consist of the inner antenna LH1 complex that copurifies with the RC forming the so called core complex, and the lipid phase tightly associated with it. In parallel, we analyzed the role of saccharidic glassy matrices on the interplay between electron transfer processes and internal protein dynamics. As a different artificial matrix, we incorporated the RC protein in a layer-by-layer structure with a twofold aim: to check the behaviour of the protein in such an unusual environment and to test the response of the system to herbicides. By examining the RC in its native environment, we found that the light-induced charge separated state P+QB - is markedly stabilized (by about 40 meV) in the core complex as compared to the RC-only system over a physiological pH range. We also verified that, as compared to the average composition of the membrane, the core complex copurifies with a tightly bound lipid complement of about 90 phospholipid molecules per RC, which is strongly enriched in cardiolipin. In parallel, a large ubiquinone pool was found in association with the core complex, giving rise to a quinone concentration about ten times larger than the average one in the membrane. Moreover, this quinone pool is fully functional, i.e. it is promptly available at the QB site during multiple turnover excitation of the RC. The latter two observations suggest important heterogeneities and anisotropies in the native membranes which can in principle account for the stabilization of the charge separated state in the core complex. The thermodynamic and kinetic parameters obtained in the RC-LH1 complex are very close to those measured in intact membranes, indicating that the electron transfer properties of the RC in vivo are essentially determined by its local environment. The studies performed by incorporating the RC into saccharidic matrices evidenced the relevance of solvent-protein interactions and dynamical coupling in determining the kinetics of electron transfer processes. The usual approach when studying the interplay between internal motions and protein function consists in freezing the degrees of freedom of the protein at cryogenic temperature. We proved that the “trehalose approach” offers distinct advantages with respect to this traditional methodology. We showed, in fact, that the RC conformational dynamics, coupled to specific electron transfer processes, can be modulated by varying the hydration level of the trehalose matrix at room temperature, thus allowing to disentangle solvent from temperature effects. The comparison between different saccharidic matrices has revealed that the structural and dynamical protein-matrix coupling depends strongly upon the sugar. The analyses performed in RCs embedded in polyelectrolyte multilayers (PEM) structures have shown that the electron transfer from QA - to QB, a conformationally gated process extremely sensitive to the RC environment, can be strongly modulated by the hydration level of the matrix, confirming analogous results obtained for this electron transfer reaction in sugar matrices. We found that PEM-RCs are a very stable system, particularly suitable to study the thermodynamics and kinetics of herbicide binding to the QB site. These features make PEM-RC structures quite promising in the development of herbicide biosensors. The studies discussed in the present thesis have shown that, although the effects on electron transfer induced by the native and artificial environments tested are markedly different, they can be described on the basis of a common kinetic model which takes into account the static conformational heterogeneity of the RC and the interconversion between conformational substates. Interestingly, the same distribution of rate constants (i.e. a Gamma distribution function) can describe charge recombination processes in solutions of purified RC, in RC-LH1 complexes, in wet and dry RC-PEM structures and in glassy saccharidic matrices over a wide range of hydration levels. In conclusion, the results obtained for RCs in different physico-chemical environments emphasize the relevance of the structure/dynamics solvent/protein coupling in determining the energetics and the kinetics of electron transfer processes in a membrane protein complex.

Modello bayesiano per la riduzione dell'incertezza nella previsione delle piene del fiume Reno

Many efforts have been devoting since last years to reduce uncertainty in hydrological modeling predictions. The principal sources of uncertainty are provided by input errors, for inaccurate rainfall prediction, and model errors, given by the approximation with which the water flow processes in the soil and river discharges are described. The aim of the present work is to develop a bayesian model in order to reduce the uncertainty in the discharge predictions for the Reno river. The ’a priori’ distribution function is given by an autoregressive model, while the likelihood function is provided by a linear equation which relates observed values of discharge in the past and hydrological TOPKAPI model predictions obtained by the rainfall predictions of the limited-area model COSMO-LAMI. The ’a posteriori’ estimations are provided throw a H∞ filter, because the statistical properties of estimation errors are not known. In this work a stationary and a dual adaptive filter are implemented and compared. Statistical analysis of estimation errors and the description of three case studies of flood events occurred during the fall seasons from 2003 to 2005 are reported. Results have also revealed that errors can be described as a markovian process only at a first approximation. For the same period, an ensemble of ’a posteriori’ estimations is obtained throw the COSMO-LEPS rainfall predictions, but the spread of this ’a posteriori’ ensemble is not enable to encompass observation variability. This fact is related to the building of the meteorological ensemble, whose spread reaches its maximum after 5 days. In the future the use of a new ensemble, COSMO–SREPS, focused on the first 3 days, could be helpful to enlarge the meteorogical and, consequently, the hydrological variability.

Monte Carlo simulations of Potts glasses

A complete understanding of the glass transition isstill a challenging problem. Some researchers attributeit to the (hypothetical) occurrence of a static phasetransition, others emphasize the dynamical transitionof mode coupling-theory from an ergodic to a non ergodicstate. A class of disordered spin models has been foundwhich unifies both scenarios. One of these models isthe p-state infinite range Potts glass with p>4, whichexhibits in the thermodynamic limit both a dynamicalphase transition at a temperature T_D, and a static oneat T_0 < T_D. In this model every spins interacts withall the others, irrespective of distance. Interactionsare taken from a Gaussian distribution.In order to understand better its behavior forfinite number N of spins and the approach to thethermodynamic limit, we have performed extensive MonteCarlo simulations of the p=10 Potts glass up to N=2560.The time-dependent spin-autocorrelation function C(t)shows strong finite size effects and it does not showa plateau even for temperatures around the dynamicalcritical temperature T_D. We show that the N-andT-dependence of the relaxation time for T > T_D can beunderstood by means of a dynamical finite size scalingAnsatz.The behavior in the spin glass phase down to atemperature T=0.7 (about 60% of the transitiontemperature) is studied. Well equilibratedconfigurations are obtained with the paralleltempering method, which is also useful for properlyestablishing static properties, such as the orderparameter distribution function P(q). Evidence is givenfor the compatibility with a one step replica symmetrybreaking scenario. The study of the cumulants of theorder parameter does not permit a reliable estimation ofthe static transition temperature. The autocorrelationfunction at low T exhibits a two-step decay, and ascaling behavior typical of supercooled liquids, thetime-temperature superposition principle, is observed. Inthis region the dynamics is governed by Arrheniusrelaxations, with barriers growing like N^{1/2}.We analyzed the single spin dynamics down to temperaturesmuch lower than the dynamical transition temperature. We found strong dynamical heterogeneities, which explainthe non-exponential character of the spin autocorrelationfunction. The spins seem to relax according to dynamicalclusters. The model in three dimensions tends to acquireferromagnetic order for equal concentration of ferro-and antiferromagnetic bonds. The ordering has differentcharacteristics from the pure ferromagnet. The spinglass susceptibility behaves like chi_{SG} proportionalto 1/T in the region where a spin glass is predicted toexist in mean-field. Also the analysis of the cumulantsis consistent with the absence of spin glass orderingat finite temperature. The dynamics shows multi-scalerelaxations if a bimodal distribution of bonds isused. We propose to understand it with a model based onthe local spin configuration. This is consistent with theabsence of plateaus if Gaussian interactions are used.

Strukturfaktoren, Modenkopplungsgleichungen und Glasübergang molekularer Kristalle

In dieser Arbeit wird der Orientierungsglasübergang ungeordneter, molekularer Kristalle untersucht. Die theoretische Behandlung ist durch die Anisotropie der Einteilchen-Verteilungsfunktion und der Paarfunktionen erschwert. Nimmt man ein starres Gitter, wird der reziproke Raum im Gegenzug auf die 1. Brillouin-Zone eingeschränkt. Der Orientierungsglasübergang wird im Rahmen der Modenkopplungsgleichungen studiert, die dazu hergeleitet werden. Als Modell dienen harte Rotationsellipsoide auf einem starren sc Gitter. Zur Berechnung der statischen tensoriellen Strukturfaktoren wird die Ornstein-Zernike(OZ)-Gleichung molekularer Kristalle abgeleitet und selbstkonsistent zusammen mit der von molekularen Flüssigkeiten übernommenen Percus-Yevick(PY)-Näherung gelöst. Parallel dazu werden die Strukturfaktoren durch MC-Simulationen ermittelt. Die OZ-Gleichung molekularer Kristalle ähnelt der von Flüssigkeiten, direkte und totale Korrelationsfunktion kommen jedoch wegen des starren Gitters nur ohne Konstantanteile in den Winkelvariablen vor, im Gegensatz zur PY-Näherung. Die Anisotropie bringt außerdem einen nichttrivialen Zusatzfaktor. OZ/PY-Strukturfaktoren und MC-Ergebnisse stimmen gut überein. Bei den Matrixelementen der Dichte-Dichte-Korrelationsfunktion gibt es drei Hauptverläufe: oszillatorisch, monoton und unregelmäßig abfallend. Oszillationen gehören zu alternierenden Dichtefluktuationen, führen zu Maxima der Strukturfaktoren am Zonenrand und kommen bei oblaten und genügend breiten prolaten, schwächer auch bei dünnen, nicht zu langen prolaten Ellipsoiden vor. Der exponentielle monotone Abfall kommt bei allen Ellipsoiden vor und führt zu Maxima der Strukturfaktoren in der Zonenmitte, was die Tendenz zu nematischer Ordnung zeigt. Die OZ/PY-Theorie ist durch divergierende Maxima der Strukturfaktoren begrenzt. Bei den Modenkopplungsgleichungen molekularer Kristalle zeigt sich eine große Ähnlichkeit mit denen molekularer Flüssigkeiten, jedoch spielen auf einem starrem Gitter nur die Matrixelemente mit l,l' > 0 eine Rolle und es finden Umklapps von reziproken Vektoren statt. Die Anisotropie bringt auch hier nichtkonstante Zusatzfaktoren ins Spiel. Bis auf flache oblate Ellipsoide wird die Modenkopplungs-Glaslinie von der Divergenz der Strukturfaktoren bestimmt. Für sehr lange Ellipsoide müssen die Strukturfaktoren zur Divergenz hin extrapoliert werden. Daher treibt nicht der Orientierungskäfigeffekt den Glasübergang, sondern Fluktuationen an einer Phasengrenze. Nahe der Kugelform ist keine zuverlässige Glasline festlegbar. Die eingefrorenen kritischen Dichte-Dichte-Korrelatoren haben nur in wenigen Fällen die Oszillationen der statischen Korrelatoren. Der monotone Abfall bleibt dagegen für lange Zeiten meist erhalten. Folglich haben die kritischen Modenkopplungs-Nichtergodizitätsparameter abgeschwächte Maxima in der Zonenmitte, während die Maxima am Zonenrand meist verschwunden sind. Die normierten Nichtergodizitätsparameter zeigen eine Fülle von Verläufen, besonders tiefer im Glas.

Single polymers at surfaces: adsorption and detachment

This thesis is concerned with the adsorption and detachment of polymers at planar, rigid surfaces. We have carried out a systematic investigation of adsorption of polymers using analytical techniques as well as Monte Carlo simulations with a coarse grained off-lattice bead spring model. The investigation was carried out in three stages. In the first stage the adsorption of a single multiblock AB copolymer on a solid surface was investigated by means of simulations and scaling analysis. It was shown that the problem could be mapped onto an effective homopolymer problem. Our main result was the phase diagram of regular multiblock copolymers which shows an increase in the critical adsorption potential of the substrate with decreasing size of blocks. We also considered the adsorption of random copolymers which was found to be well described within the annealed disorder approximation. In the next phase, we studied the adsorption kinetics of a single polymer on a flat, structureless surface in the regime of strong physisorption. The idea of a ’stem-flower’ polymer conformation and the mechanism of ’zipping’ during the adsorption process were used to derive a Fokker-Planck equation with reflecting boundary conditions for the time dependent probability distribution function (PDF) of the number of adsorbed monomers. The numerical solution of the time-dependent PDF obtained from a discrete set of coupled differential equations were shown to be in perfect agreement with Monte Carlo simulation results. Finally we studied force induced desorption of a polymer chain adsorbed on an attractive surface. We approached the problem within the framework of two different statistical ensembles; (i) by keeping the pulling force fixed while measuring the position of the polymer chain end, and (ii) by measuring the force necessary to keep the chain end at fixed distance above the adsorbing plane. In the first case we treated the problem within the framework of the Grand Canonical Ensemble approach and derived analytic expressions for the various conformational building blocks, characterizing the structure of an adsorbed linear polymer chain, subject to pulling force of fixed strength. The main result was the phase diagram of a polymer chain under pulling. We demonstrated a novel first order phase transformation which is dichotomic i.e. phase coexistence is not possible. In the second case, we carried out our study in the “fixed height” statistical ensemble where one measures the fluctuating force, exerted by the chain on the last monomer when a chain end is kept fixed at height h over the solid plane at different adsorption strength ε. The phase diagram in the h − ε plane was calculated both analytically and by Monte Carlo simulations. We demonstrated that in the vicinity of the polymer desorption transition a number of properties like fluctuations and probability distribution of various quantities behave differently, if h rather than the force, f, is used as an independent control parameter.