Fractional bioheat equation

In this work we develop a new mathematical model for the Pennes’ bioheat equation assuming a fractional time derivative of single order. A numerical method for the solu- tion of such equations is proposed, and, the suitability of the new model for modelling real physical problems is studied and discussed

Comparison of different numerical methods for the solution of the time-fractional reaction-diffusion equation with variable diffusion coefficient

In this work we perform a comparison of two different numerical schemes for the solution of the time-fractional diffusion equation with variable diffusion coefficient and a nonlinear source term. The two methods are the implicit numerical scheme presented in [M.L. Morgado, M. Rebelo, Numerical approximation of distributed order reaction- diffusion equations, Journal of Computational and Applied Mathematics 275 (2015) 216-227] that is adapted to our type of equation, and a colocation method where Chebyshev polynomials are used to reduce the fractional differential equation to a system of ordinary differential equations

Combining non-dominance, objective-order and spread metric to extend firefly algorithm to multi-objective optimization

In this paper, we propose an extension of the firefly algorithm (FA) to multi-objective optimization. FA is a swarm intelligence optimization algorithm inspired by the flashing behavior of fireflies at night that is capable of computing global solutions to continuous optimization problems. Our proposal relies on a fitness assignment scheme that gives lower fitness values to the positions of fireflies that correspond to non-dominated points with smaller aggregation of objective function distances to the minimum values. Furthermore, FA randomness is based on the spread metric to reduce the gaps between consecutive non-dominated solutions. The obtained results from the preliminary computational experiments show that our proposal gives a dense and well distributed approximated Pareto front with a large number of points.

Concrete with triphasic conductive materials for self-monitoring of cracking development subjected to flexure

In this study, the macro steel fiber (SF), carbon fiber (CF) and nano carbon black (NCB) as triphasic conductive materials were added into concrete, in order to improve the conductivity and ductility of concrete. The influence of NCB, SF and CF on the post crack behavior and conductivity of concrete was explored. The effect of the triphasic conductive materials on the self-diagnosing ability to the load–deflection property and crack widening of conductive concrete member subjected to bending were investigated. The relationship between the fractional change in surface impedance (FCR) and the crack opening displacement (COD) of concrete beams with conductive materials has been established. The results illustrated that there is a linear relationship between COD and FCR.

Study of the electrical behavior of nanostructured Ti–Ag thin films, prepared by glancing angle deposition

Aiming at biosignal acquisition for bioelectrodes application, Ti-Ag thin films were produced by GLAD, in order to tailor their electromechanical properties. The electrical behaviour of the sculptured Ti-Ag thin films was studied with increasing annealing temperatures. The results revealed a good correlation with the set of morphological features displayed. With the increase of the vapour flux angle, a more defined structure was obtained, as well as a more porous morphology, which increased the electrical resistivity of the coatings. An important point consists in the recrystallization of Ti-Ag intermetallic phases due to the temperature increase (between 558 K and 773 K), which resulted in a sharp decrease of the electrical resistivity values.

Eating habits and psychopathology: translation, adaptation, reliability of the Nutrition Behavior Inventory to Portuguese and relation to psychopathology

Objective: The Nutrition-Behavior Inventory (NBI) is a self-administered instrument that allows eating habits to be correlated with psychopathological symptoms. The objective was to translate and adapt the NBI to Portuguese, and test the Portuguese NBI’s reliability. The second aim was to verify its sensitivity for identification of risk factors in terms of behavior/eating habits in children and adolescents. Methods: The NBI was translated, adapted, and back-translated. The Portuguese version of the NBI was then applied (N = 96; 9-12 years). In order to verify the internal consistency, Cronbach’s alpha was used. The psychopathological indicators of the participants were accessed using the Child Behavior Checklist (CBCL). The mean CBCL scores were analyzed in relation to the NBI data (cutoff point: ≥ 30 with indicators, and < 30 without). Results: Internal consistency was high (Cronbach’s alpha = 0.89) for the NBI. The CBCL scores correlated significantly with NBI (> 30) on the following: anxiety and depression (p = 0.041), social difficulties (p = 0.028), attention problems (p = 0.001), aggressive behavior (p = 0.015); ADHD (p < 0.001), and conduct problems (p = 0.032). Conclusion: The present results indicate that the NBI is a reliable instrument. The NBI can be useful for evaluating psychopathological symptoms related to the eating habits and behaviors of children and adolescents.

HSU-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.

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.

A dynamic assessment of medication-taking behavior during pregnancy and postpartum: should cART adherence be reinforced during postpartum?

This study compared adherence (persistence and execution) during pregnancy and postpartum in HIV-positive women having taken part in the adherence-enhancing program of the Community Pharmacy of the Department of Ambulatory Care and Community Medicine in Lausanne between 2004 and 2012. This interdisciplinary program combined electronic drug monitoring and semi-structured, repeated motivational interviews. This was a retrospective, observational study. Observation period spread over from first adherence visit after last menstruation until 6 months after childbirth. Medication-taking was recorded by electronic drug monitoring. Socio-demographic and delivery data were collected from Swiss HIV Cohort database. Adherence data, barriers and facilitators were collected from pharmacy database. Electronic data were reconciled with pill-count and interview notes in order to include reported pocket-doses. Execution was analyzed over 3-day periods by a mixed effect logistic model, separating time before and after childbirth. This model allowed us to estimate different time slopes for both periods and to show a sudden fall associated with childbirth. Twenty-five pregnant women were included. Median age was 29 (IQR: 26.5, 32.0), women were in majority black (n_17,68%) and took a cART combining protease and nucleoside reverse transcriptase inhibitors (n_24,96%). Eleven women (44%) were ART-naı¨ve at the beginning of pregnancy. Twenty women (80%) were included in the program because of pregnancy. Women were included at all stages of pregnancy. Six women (24%) stopped the program during pregnancy, 3 (12%) at delivery, 4 (16%) during postpartum and 12 (48%) stayed in program at the end of observation time. Median number of visits was 4 (3.0, 6.3) during pregnancy and 3 (0.8, 6.0) during postpartum. Execution was continuously high during pregnancy, low at beginning of postpartum and increased gradually during the 6 months of postpartum. Major barriers to adherence were medication adverse events and difficulties in daily routine. Facilitators were motivation for promoting child-health and social support. The dramatic drop and very slow increase in cART adherence during postpartum might result in viral rebound and drug resistance. Although much attention is devoted to pregnant women, interdisciplinary care should also be provided to women in the community during first trimester of postpartum to support them in sustaining cART adherence.

Hours worked - Productivity puzzle: identification in fractional integration settings

A recent finding of the structural VAR literature is that the response of hours worked to a technology shock depends on the assumption on the order of integration of the hours. In this work we relax this assumption, allowing for fractional integration and long memory in the process for hours and productivity. We find that the sign and magnitude of the estimated impulse responses of hours to a positive technology shock depend crucially on the assumptions applied to identify them. Responses estimated with short-run identification are positive and statistically significant in all datasets analyzed. Long-run identification results in negative often not statistically significant responses. We check validity of these assumptions with the Sims (1989) procedure, concluding that both types of assumptions are appropriate to recover the impulse responses of hours in a fractionally integrated VAR. However, the application of longrun identification results in a substantial increase of the sampling uncertainty. JEL Classification numbers: C22, E32. Keywords: technology shock, fractional integration, hours worked, structural VAR, identification

Do pornographic websites influence boys' sexual behavior?

Purpose: To compare the sexual behavior of adolescent males who do and do not watch pornographic websites. Methods: This study was presented as a school survey. Data were drawn from the 2002 Swiss Multicenter Adolescent Survey on Health (SMASH02) database, a survey including 7,548 adolescents age 16-20. The setting was post-mandatory schools in Switzerland. A total of 2,891 male students who connected to the internet in the last 30 days were enrolled and distributed into two groups: boys who deliberately watched pornographic websites in the last 30 days (n ¼ 942; 33%) and boys who did not (n ¼ 1,949; 67%). Socio-demographic characteristics; frequency of connection to the internet; sexual behavior parameters (having a girlfriend and if yes, for more or less than 6 months; having had sexual intercourse; age at first sexual intercourse; use of a condom at last sexual intercourse; number of sexual partners; having made a partner pregnant). Results: A logistic regression was performed using STATA 9.2. The only significant socio-demographic variable was having a low socioeconomic status (adjusted odds ratio [AOR] 1.66); no difference was found for age and academic track between the two groups. Boys who watch pornographic websites were also significantly more likely to connect frequently to the internet (one day a week: AOR 1.75; several days a week: AOR 2.36; every day: AOR 3.11), to have had sexual intercourse (AOR 2.06), and to have had their first sexual intercourse before age 15 (AOR 1.48). The stability of the relationship with their girlfriend did not appear to have any influence on the search for pornography on the internet. Conclusions: About one third of boys in our sample report having accessed pornographic websites in the last 30 days, a proportion similar to other studies. Watching such websites increases with the frequency of connection to the internet and seems to be correlated with an earlier sexual activity debut among adolescent males. However, having had first sexual intercourse before age 15 is the only sexual risk behavior that seems to be increased when watching pornographic websites among boys. Further studies should address the causality of this correlation and the factors influencing the search for pornography on the web among boys, in order to explore some new ways of prevention about sexual risk behaviors. Sources of Support: The SMASH02 survey was carried out with the financial support of the Swiss Federal Office of Public Health and the participating cantons.

Laboratory Study of Structural Behavior of Alternative Dowel Bars, April 2006

Load transfer across transverse joints has always been a factor contributing to the useful life of concrete pavements. For many years, round steel dowels have been the conventional load transfer mechanism. Many problems have been associated with the round steel dowels. The most detrimental effect of the steel dowel is corrosion. Repeated loading over time also damages joints. When a dowel is repeatedly loaded over a long period of time, the high bearing stresses found at the top and bottom edge of a bar erode the surrounding concrete. This oblonging creates multiple problems in the joint. Over the past decade, Iowa State University has performed extensive research on new dowel shapes and materials to mitigate the effects of oblonging and corrosion. This report evaluates the bearing stress performance of six different dowel bar types subjected to two different shear load laboratory test methods. The first load test is the AASHTO T253 method. The second procedure is an experimental cantilevered dowel test. The major objective was to investigate and improve the current AASHTO T253 test method for determining the modulus of dowel support, k0. The modified AASHTO test procedure was examined alongside an experimental cantilever dowel test. The modified AASHTO specimens were also subjected to a small-scale fatigue test in order to simulate long-term dowel behavior with respect to concrete joint damage. Loss on ignition tests were also performed on the GFRP dowel specimens to determine the resin content percentage. The study concluded that all of the tested dowel bar shapes and materials were adequate with respect to performance under shear loading. The modified AASHTO method yielded more desirable results than the ones obtained from the cantilever test. The investigators determined that the experimental cantilever test was not a satisfactory test method to replace or verify the AASHTO T253 method.

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.

An experimental study of adaptive behavior in an oligopolistic market game

We consider an oligopolistic market game, in which the players are competing firm in the same market of a homogeneous consumption good. The consumer side is represented by a fixed demand function. The firms decide how much to produce of a perishable consumption good, and they decide upon a number of information signals to be sent into the population in order to attract customers. Due to the minimal information provided, the players do not have a well--specified model of their environment. Our main objective is to characterize the adaptive behavior of the players in such a situation.

Strategic behavior and price discovery

The paper analyzes the effects of strategic behavior by an insider in a price discovery process, akin to an information tatonnement, in the presence of a competitive informed sector. Such processes are used in the preopening period of continuous trading systems in several exchanges. It is found that the insider manipulates the market using a contrarian strategy in order to neutralize the effect of the trades of competitive informed agents. Furthermore, consistently with the empirical evidence available, we find that information revelation accelerates close to the opening, that the market price does not converge to the fundamental value no matter how many rounds the tatonnement has, and that the expected trading volume displays a U-shaped pattern. We also find that a market with a larger competitive sector (smaller insider) has an improved informational efficiency and an increased trading volume. The insider provides a public good (a lower informativeness of the price) for the competitive informed sector.