968 resultados para Tidal Fluctuations


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

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

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

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

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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.

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We study the statistical distribution of quantum energy splittings due to a dynamical tunneling. The system. The annular billiard, has whispering quasimodes due to a discrete symmetry that exists even when chaos is present in the underlying classical dynamics. Symmetric and antisymmetric combinations of these quasimodes correspond to quantum doublet states whose degeneracies decrease as the circles become more eccentric. We construct numerical ensembles composed of splittings for two distinct regimes, one which we call semiclassical for high quantum numbers and high energies where the whispering regions are connected by chaos, and other which we call quantal for low quantum numbers, low energies, and near integrable where dynamical tunneling is not a dominant mechanism. In both cases we observe a variation on the fluctuation amplitudes, but their mean behaviors follow the formula of Leyvraz and Ullmo [J. Phys. A 29, 2529 (1996)]. A description of a three-level collision involving a doublet and a singlet is also provided through a numerical example.

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Two foraminiferal associations comprising only arenaceous species define two distinct environments in a 340 m-long mangrove transect at Cardoso Island, Trapande Bay (Cananeia-Iguape estuarine system, SP, Brazil). The "lower muddy flat" (LMF), from the outer mangrove fringe inwards towards land (100 m), is positioned in the lower plain between 0.04 and 0.23 m above the mean sea level (msl), and remains subaerially exposed between 48.5 and 65.6% of the time. This environment is characterized by higher foraminiferal diversity and evenness (McIntosh's D = 0.54 [plus or minus] 0.21 and Pielou's E = 0.68 [plus or minus] 0.25, respectively) and is dominated by Arenoparrella mexicana and Trochammina inflata, and to a lesser extent by Ammotium directum and Textularia earlandi. The mangrove plant of this segment is a Rhizophoretum with average height of 8.4 [plus or minus] 1.2 m. The sediment is characterized by higher concentration of organic matter (93.5 [plus or minus] 32.3 g dm-3) and metals (e.g. V = 53.4 [plus or minus] 21.8 ppm and Zn = 46.4 [plus or minus] 21.3 ppm). The "upper sandy flat" (USF), 240 m wide along the transect, is positioned in the upper plain between 0.28 and 0.89 m above the msl, and remains subaerially exposed between 69.7 and 98.5% of the time. This environment is characterized by a lower diversity and evenness (D = 0.33 [plus or minus] 0.17 and E = 0.49 [plus or minus] 0.20, respectively). The association is dominated by species T. inflata and Miliammina fusca. The Rhizophoretum exhibits a lower average height of 3.6 [plus or minus] 0.6 m. The sediment is poorer in organic matter (39.3 [plus or minus] 15.0 g dm-3) and metals (e.g. V = 13.0 [plus or minus] 6.8 ppm and Zn = 6.9 [plus or minus] 3.7 ppm). Whereas "elongate" tests (uniserial, biserial and planospiral followed by a uniserial portion) are restricted to the LMF, "spiraled" species dominate the USF. Subaerial exposure time seems to exert a primary influence on species distribution, in addition to salinity and sediment type. Species may be adapted to different exposure times, a factor dependent on their position on the intertidal zone and the tidal regime, which should be taken into account in relative sea level reconstructions based on intertidal foraminifera. These patterns have important implications for studies investigating the ecology and paleoecology of foraminifera and subtle fluctuations in relative sea level during the Quaternary.

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The social wasp nests were quantified in three different plant physiognomies (forested Caatinga, shrubby Caatinga, and agricultural systems) to analyze the effect of environmental seasonality and plant physiognomy on the richness, nest abundance, and species composition of social wasps in the region of tropical dry forest of Brazil. The forested Caatinga physiognomy had the greatest richness of species (S = 16), followed by shrubby Caatinga (S 13) and by agricultural system (S = 12). The first axis of detrended correspondence analysis (DCA) explained 67.8% of the variability and shows a gradient of the fauna from agricultural system and shrubby Caatinga to forested Caatinga. In the first axis, wet season scores were much higher than those for the dry season in forested Caatinga. The second axis explained 18.7% of the variability and shows a separation of samples collected during the wet or the dry periods in shrubby Caatinga. This separation was less evident in the agricultural system. Variations in nest abundance were more intense in arbustive caatinga (45% decrease in number of active nests in the dry period), moderate in forested Caatinga (24% decrease in number of active nests in the dry period), and low in agricultural systems (8% decrease in the dry period).

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Measurements of magnetization in YBa2Cu3O7-δ single crystals were performed for applied fields H parallel and perpendicular to the ab planes. The data show a temperature T = T* at which the magnetization M(T*) is independent of the applied field. This result is interpreted as due to vortex fluctuations of an anisotropic 3-D superconductor.

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The nearest-neighbor spacing distributions proposed by four models, namely, the Berry-Robnik, Caurier-Grammaticos-Ramani, Lenz-Haake, and the deformed Gaussian orthogonal ensemble, as well as the ansatz by Brody, are applied to the transition between chaos and order that occurs in the isotropic quartic oscillator. The advantages and disadvantages of these five descriptions are discussed. In addition, the results of a simple extension of the expression for the Dyson-Mehta statistic Δ3 are compared with those of a more popular one, usually associated with the Berry-Robnik formalism. ©1999 The American Physical Society.

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We use the optimized linear δ expansion and functional methods to study vacuum contributions in nuclear matter up to the lowest non-trivial order which includes exchange terms. We show that well known results (MFT, RHA and HF) can be easily reproduced when appropriate limits are taken. Neglecting vacuum contributions we explicitly show that the δ expansion goes beyond the traditional loop approximation previously used to study two loop vacuum contributions in nuclear matter. We then evaluate and renormalize vacuum exchange contributions showing that they are numerically very large, as predicted by the ordinary loop approximation.

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Objective - To evaluate the effect of changing the mode of ventilation from spontaneous to controlled on the arterial-to-end-tidal CO2 difference [P(a-ET)CO2] and physiological dead space (VD(phys)/VT) in laterally and dorsally recumbent halothane-anesthetized horses. Study Design - Prospective, experimental, nonrandomized trial. Animals - Seven mixed breed adult horses (1 male and 6 female) weighing 320 ± 11 kg. Methods - Horses were anesthetized in 2 positions - right lateral and dorsal recumbency - with a minimum interval of 1 month. Anesthesia was maintained with halothane in oxygen for 180 minutes. Spontaneous ventilation (SV) was used for 90 minutes followed by 90 minutes of controlled ventilation (CV). The same ventilator settings were used for both laterally and dorsally recumbent horses. Arterial blood gas analysis was performed every 30 minutes during anesthesia. End-tidal CO2 (PETCO2) was measured continuously. P(a-ET)CO2 and VD(phys)/VT were calculated. Statistical analysis included analysis of variance for repeated measures over time, followed by Student-Newman-Keuls test. Comparison between groups was performed using a paired t test; P < .05 was considered significant. Results - P(a-ET)CO2 and VD(phys)/VT increased during SV, whereas CV reduced these variables. The variables did not change significantly throughout mechanical ventilation in either group. Dorsally recumbent horses showed greater P(a-ET)CO2 and VD(phys)/VT values throughout. PaCO2 was greater during CV in dorsally positioned horses. Conclusions and Clinical Relevance - Changing the mode of ventilation from spontaneous to controlled was effective in reducing P(a-ET)CO2 and physiological dead space in both laterally and dorsally recumbent halothane-anesthetized horses. Dorsal recumbency resulted in greater impairment of effective ventilation. Capnometry has a limited value for accurate estimation of PaCO, in anesthetized horses, although it may be used to evaluate pulmonary function when paired with arterial blood gas analysis. © Copyright 2000 by The American College of Veterinary Surgeons.

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For meroplanktonic larvae that must settle in coastal areas, their successful return to the shore is determined largely by physical transport processes; however, many organisms perform vertical movements to aid successful recruitment. In this study, daytime tidal vertical migration of megalopae of the velvet swimming crab Necora puber was investigated across two different exposures in the shallow waters of Plymouth Sound. Crabs were collected using a plankton net at the surface and near the bottom during flood and ebb tides. Distribution of the pelagic postlarvae was patchy and the abundance varied spatially in tens and thousands of metres. In temporal scales, the annual pattern was dominated by low occurrence of megalopae, punctuated by episodic peaks of high abundance. Most megalopae were collected at the surface irrespective of the tidal phase. The effect of wave exposure on the vertical migration of megalopae was not clear, although there was a general higher abundance of megalopae on exposed shores. Daytime abundance in the water column appears to be regulated by the tidal cycle, as megalopae were more abundant during flood than ebb tides. Although the megalopae do not appear to make large vertical migrations, this behaviour should produce a net shoreward transport. © 2005 Elsevier Ltd. All rights reserved.

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This study was performed in the southern and southeastern regions of Brazil, visiting numerous municipalities, over a period of 25 years, excavating nests of 12 species of leaf-cutting ants of the Acromyrmex genus. Larvae and pupae of Microdon tigrinus were found only in nests of the leaf-cutting ant Acromyrmex coronatus, indicating high specificity. Observation showed that larvae and pupae were well accepted in the nests and the adults, immediately after puparia eclosion and prior to wing distension, were not attacked by the workers, suggesting that they produce semiochemicals for a short time period until they arrive outside the Acromyrmex coronatus nest. It was postulated that these larvae feed on the organic detritus of the nest, as shown for Microdon larvae of other species.