Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

The day the solar wind nearly died

On 11 May 1999, the density of the solar wind dropped almost to zero. Space scientists are now giving their first reports of this rare opportunity to study the complex relationship between the Sun and Earth.

Evaluating perceptual separation in a pilot system for affective composition

Research evaluating perceptual responses to music has identified many structural features as correlates that might be incorporated in computer music systems for affectively charged algorithmic composition and/or expressive music performance. In order to investigate the possible integration of isolated musical features to such a system, a discrete feature known to correlate some with emotional responses – rhythmic density – was selected from a literature review and incorporated into a prototype system. This system produces variation in rhythm density via a transformative process. A stimulus set created using this system was then subjected to a perceptual evaluation. Pairwise comparisons were used to scale differences between 48 stimuli. Listener responses were analysed with Multidimensional scaling (MDS). The 2-Dimensional solution was then rotated to place the stimuli with the largest range of variation across the horizontal plane. Stimuli with variation in rhythmic density were placed further from the source material than stimuli that were generated by random permutation. This, combined with the striking similarity between the MDS scaling and that of the 2-dimensional emotional model used by some affective algorithmic composition systems, suggests that isolated musical feature manipulation can now be used to parametrically control affectively charged automated composition in a larger system.

Sensory enhancement, a pilot perceptual study of subdermal magnetic implants

Subdermal magnetic implants originated as an art form in the world of body modification. To date an in depth scientific analysis of the benefits of this implant has yet to be established. This research explores the concept of sensory extension of the tactile sense utilising this form of implantation. This relatively simple procedure enables the tactile sense to respond to static and alternating magnetic fields. This is not to say that the underlying biology of the system has changed; i.e. the concept does not increase our tactile frequency response range or sensitivity to pressure, but now does invoke a perceptual response to a stimulus that is not innately available to humans. Within this research two social surveys have been conducted in order to ascertain one, the social acceptance of the general notion of human enhancement, and two the perceptual experiences of individuals with the magnetic implants themselves. In terms of acceptance to the notion of sensory improvement (via implantation) ~39% of the general population questioned responded positively with a further ~25% of the respondents answering with the indecisive response. Thus with careful dissemination a large proportion of individuals may adopt this technology much like this if it were to become available for consumers. Interestingly of the responses collected from the magnetic implants survey ~60% of the respondents actually underwent the implant for magnetic vision purposes. The main contribution of this research however comes from a series of psychophysical testing. In which 7 subjects with subdermal magnetic implants, were cross compared with 7 subjects that had similar magnets superficially attached to their dermis. The experimentation examined multiple psychometric thresholds of the candidates including intensity, frequency and temporal. Whilst relatively simple, the experimental setup for the perceptual experimentation conducted was novel in that custom hardware and protocols were created in order to determine the subjective thresholds of the individuals. Abstract iv The overall purpose of this research is to utilise this concept in high stress scenarios, such as driving or piloting; whereby alerts and warnings could be relayed to an operator without intruding upon their other (typically overloaded) exterior senses (i.e. the auditory and visual senses). Hence each of the thresholding experiments were designed with the intention of utilising the results in the design of signals for information transfer. The findings from the study show that the implanted group of subjects significantly outperformed the superficial group in the absolute intensity threshold experiment, i.e. the implanted group required significantly less force than the superficial group in order to perceive the stimulus. The results for the frequency difference threshold showed no significant difference in the two groups tested. Interestingly however at low frequencies, i.e. 20 and 50 Hz, the ability of the subjects tested to discriminate frequencies significantly increased with more complex waveforms i.e. square and sawtooth, when compared against the typically used sinewave. Furthermore a novel protocol for establishing the temporal gap detection threshold during a temporal numerosity study has been established in this thesis. This experiment measured the subjects’ capability to correctly determine the number of concatenated signals presented to them whilst the time between the signals, referred to as pulses, tended to zero. A significant finding was that when altering the length of, the frequency of, and the number of cycles of the pulses, the time between pulses for correct recognition altered. This finding will ultimately aid in the design of the tactile alerts for this method of information transfer. Preliminary development work for the use of this method of input to the body, in an automotive scenario, is also presented within this thesis in the form of a driving simulation. The overall goal of which is to present warning alerts to a driver, such as rear-to-end collision, or excessive speeds on roads, in order to prevent incidents and penalties from occurring. Discussion on the broader utility of this implant has been presented, reflecting on its potential use as a basis for vibrotactile, and sensory substitution, devices. This discussion furthers with postulations on its use as a human machine interface, as well as how a similar implant could be used within the ear as a hearing aid device.

Accumulation of complex eigenvalues of an indefinite Sturm--Liouville operator with a shifted Coulomb potential

For a particular family of long-range potentials V, we prove that the eigenvalues of the indefinite Sturm–Liouville operator A = sign(x)(−Δ+V(x)) accumulate to zero asymptotically along specific curves in the complex plane. Additionally, we relate the asymptotics of complex eigenvalues to the two-term asymptotics of the eigenvalues of associated self-adjoint operators.

Seasonality of submesoscale flows in the ocean surface boundary layer

A signature of submesoscale flows in the upper ocean is skewness in the distribution of relative vorticity. Expected to result for high Rossby-number flows, such skewness has implications for mixing, dissipation and stratification within the upper ocean. An array of moorings deployed in the Northeast Atlantic for one year as part of the OSMOSIS experiment reveals that relative vorticity is positively skewed during winter even though the scale of the Rossby number is less than 0.5. Furthermore, this skewness is reduced to zero during spring and autumn. There is also evidence of modest seasonal variations in the gradient Rossby number. The proposed mechanism by which relative vorticity is skewed is that the ratio of lateral to vertical buoyancy gradients, as summarized by the inverse gradient Richardson number, restricts its range during winter but less so at other times of the year. These results support recent observations and model simulations suggesting the upper ocean is host to a seasonal cycle in submesoscale turbulence.

On the Fucik spectrum of the Laplacian on a torus

We study the Fucik spectrum of the Laplacian on a two-dimensional torus T(2). Exploiting the invariance properties of the domain T(2) with respect to translations we obtain a good description of large parts of the spectrum. In particular, for each eigenvalue of the Laplacian we will find an explicit global curve in the Fucik spectrum which passes through this eigenvalue; these curves are ordered, and we will show that their asymptotic limits are positive. On the other hand, using a topological index based on the mentioned group invariance, we will obtain a variational characterization of global curves in the Fucik spectrum; also these curves emanate from the eigenvalues of the Laplacian, and we will show that they tend asymptotically to zero. Thus, we infer that the variational and the explicit curves cannot coincide globally, and that in fact many curve crossings must occur. We will give a bifurcation result which partially explains these phenomena. (C) 2008 Elsevier Inc. All rights reserved.

Stability and related properties of vacua and ground states

We consider the formal non-relativistic limit (nrl) of the : phi(4):(s+1) relativistic quantum field theory (rqft), where s is the space dimension. Following the work of R. Jackiw [R. Jackiw, in: A. Ali, P. Hood-bhoy (Eds.), Beg Memorial Volume, World Scientific, Singapore, 1991], we show that, for s = 2 and a given value of the ultraviolet cutoff K, there are two ways to perform the nrl: (i) fixing the renormalized mass m(2) equal to the bare mass m(0)(2); (ii) keeping the renormalized mass fixed and different from the bare mass mo. In the (infinite-volume) two-particle sector the scattering amplitude tends to zero as K -> infinity in case (i) and, in case (ii), there is a bound state, indicating that the interaction potential is attractive. As a consequence, stability of matter fails for our boson system. We discuss why both alternatives do not reproduce the low-energy behaviour of the full rqft. The singular nature of the nrl is also nicely illustrated for s = 1 by a rigorous stability/instability result of a different nature. (C) 2007 Elsevier Inc. All rights reserved.

Static Hopfions in the extended Skyrme-Faddeev model

We construct static soliton solutions with non-zero Hopf topological charges to a theory which is an extension of the Skyrme-Faddeev model by the addition of a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled non-linear partial differential equations in two variables by a successive over-relaxation (SOR) method. We construct numerical solutions with Hopf charge up to four, and calculate their analytical behavior in some limiting cases. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms. Their energies and sizes tend to zero as that combination approaches a particular special value. We calculate the equivalent of the Vakulenko and Kapitanskii energy bound for the theory and find that it vanishes at that same special value of the coupling constants. In addition, the model presents an integrable sector with an in finite number of local conserved currents which apparently are not related to symmetries of the action. In the intersection of those two special sectors the theory possesses exact vortex solutions (static and time dependent) which were constructed in a previous paper by one of the authors. It is believed that such model describes some aspects of the low energy limit of the pure SU(2) Yang-Mills theory, and our results may be important in identifying important structures in that strong coupling regime.

The Gauss-Kronecker curvature of minimal hypersurfaces in four-dimensional space forms

LetQ(4)( c) be a four-dimensional space form of constant curvature c. In this paper we show that the infimum of the absolute value of the Gauss-Kronecker curvature of a complete minimal hypersurface in Q(4)(c), c <= 0, whose Ricci curvature is bounded from below, is equal to zero. Further, we study the connected minimal hypersurfaces M(3) of a space form Q(4)( c) with constant Gauss-Kronecker curvature K. For the case c <= 0, we prove, by a local argument, that if K is constant, then K must be equal to zero. We also present a classification of complete minimal hypersurfaces of Q(4)( c) with K constant.

Interactions between Bacteriophage DNA and Cationic Biomimetic Particles

The interaction between giant bacteriophage DNA and cationic biomimetic particles was characterized from sizing by dynamic light-scattering, zeta-potential analysis, turbidimetry, determination of colloid stability, visualization from atomic force microscopy (AFM), and determination of cytotoxicity against E. coli from colony forming unities counting. First, polystyrene sulfate (PSS) particles with different sizes were covered by a dioctadecyldimethylammonium bromide (DODAB) bilayer yielding the so-called cationic biomimetic particles (PSS/DODAB). These cationic particles are highly organized, present a narrow size distribution and were obtained over a range of particle sizes. Thereafter, upon adding lambda, T5 or T2-DNA to PSS/DODAB particles, supramolecular assemblies PSS/DODAB/DNA were obtained and characterized over a range of DNA concentrations and particle sizes (80-700 nm). Over the low DNA concentration range, PSS/DODAB/DNA assemblies were cationic, colloidally stable with moderate polydispersity and highly cytotoxic against E. coli. From DNA concentration corresponding to charge neutralization, neutral or anionic supramolecular assemblies PSS/DODAB/DNA exhibited low colloid stability, high polydispersity and moderate cytotoxicity. Some nucleosome mimetic assemblies were observed by AFM at charge neutralization (zeta-potential equal to zero).

Bubbles, collateral and monetary equilibrium

Consider an economy where infinite-lived agents trade assets collateralized by durable goods. We obtain results that rule out bubbles when the additional endowments of durable goods are uniformly bounded away from zero, regardless of whether the asset’s net supply is positive or zero. However, bubbles may occur, even for state-price processes that generate finite present value of aggregate wealth. First, under complete markets, if the net supply is being endogenously reduced to zero as a result of collateral repossession. Secondly, under incomplete markets, for a persistent positive net supply, under the general conditions guaranteeing existence of equilibrium. Examples of monetary equilibria are provided.

Gestão de riscos e prevenção de perdas: um novo paradigma para a segurança nas organizações

This study analyzes the possibility of organizational change in the security activity in organizations, assuming a new paradigm: management of risks and loss prevention. Based in this, two different analytical problems had structuralized the research: A) To demonstrate the absence of an activity regulated between the public and private security, presenting as it is played and justifying by means of historical and methodological aspects the responsibility of the actors on the losses generated for the current form of management; B) the challenge of the management of risks and loss prevention, leaving of the estimated one that the acceptability of treatment of the risks is based not only by the evaluation technique, but mainly in the involved intuitive aspects in the decision made. In general lines, the intention to carry through a theoretical quarrel and an analysis of the speech of controllers of organizations, to the end, is to arrive at the conclusion of that if it cannot more admit the different sides of security and a bigger universe, where if does not have to look for to only decide the urgent problem, but also to participate and to contribute in the life of the organization, by means of a cycle of accompaniment of risks based in preventive activities. Moreover, a new involved approach in the process of understanding of the heuristically ones of the organization brings the possibility of uneven benefits in that it concerns to provide actions that if locate inside of one continuum, whose extremities are in playing activities with a maximum degree of risks displaying the life of the organization the concretion of a starter fact of damages and keeping the activity end of the organization stopped in the search of a degree of risk next to zero.

Desesperança de vida: homicídio em Minas Gerais, Rio de Janeiro e São Paulo: 1981 a 1997

Esse trabalho tem como objetivo estudar o comportamento da taxa de homicídio na população masculina e sua relação com variáveis econômicas nos estados de Minas Gerais, Rio de Janeiro e São Paulo entre 1981 e 1997. Nossa abordagem se diferencia do tratamento usual da literatura pela construção de taxas de homicídio específicas para cada idade entre 15 e 40 anos. As variáveis econômicas apresentam coeficientes significativamente diferente de zero para a população entre 15 e 19 anos. Como esperado, um aumento do salário real e uma queda da desigualdade reduzem a taxa de homicídio. Surpreendentemente, uma queda do desemprego parece aumentar a taxa de homicídio. A maior parte dos coeficientes, porém, converge para zero com o aumento da idade, tornando-se não significativos a partir dos 20 anos. Além disso, identificamos a existência de inércia nas taxas de homicídio: gerações com maior taxa de homicídio quando jovem tendem a apresentar maiores taxas de homicídio durante todo o restante do seu ciclo de vida. Dessa forma, se as variáveis econômicas induzem uma alta taxa de homicídio entre os jovens em determinado ano, essa taxa tende a permanecer elevada para a geração durante seu ciclo de vida independente do comportamento posterior da economia. Utilizamos, nessa análise, uma reformulação do tradicional modelo Logit que incorpora a variável dependente defasada.

Um teste de paridade coberta de juros, ajustada por prêmio de risco, para a economia brasileira entre 2007 e 2010

O conceito de paridade coberta de juros sugere que, na ausência de barreiras para arbitragem entre mercados, o diferencial de juros entre dois ativos, idênticos em todos os pontos relevantes, com exceção da moeda de denominação, na ausência de risco de variação cambial deve ser igual a zero. Porém, uma vez que existam riscos não diversificáveis, representados pelo risco país, inerentes a economias emergentes, os investidores exigirão uma taxa de juros maior que a simples diferença entre as taxas de juros doméstica e externa. Este estudo tem por objetivo avaliar se o ajustamento das condições de paridade coberta de juros por prêmios de risco é suficiente para a validação da relação de não-arbitragem para o mercado brasileiro, durante o período de 2007 a 2010. O risco país contamina todos os ativos financeiros emitidos em uma determinada economia e pode ser descrito como a somatória do risco de default (ou risco soberano) e do risco de conversibilidade percebidos pelo mercado. Para a estimação da equação de não arbitragem foram utilizadas regressões por Mínimos Quadrados Ordinários, parâmetros variantes no tempo (TVP) e Mínimos Quadrados Recursivos, e os resultados obtidos não são conclusivos sobre a validação da relação de paridade coberta de juros, mesmo ajustando para prêmio de risco. Erros de medidas de dados, custo de transação e intervenções e políticas restritivas no mercado de câmbio podem ter contribuído para este resultado.