Thermodynamics of a bouncer model: A simplified one-dimensional gas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Statistical and dynamical properties of a dissipative kicked rotator

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

Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

Periodic solutions of el nino model through the vallis differential system

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

DYNAMICAL JUMP ATTENUATION IN A NON-IDEAL SYSTEM THROUGH A MAGNETORHEOLOGICAL DAMPER

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

Analysis of Lattice Size, Energy Density and Denaturation for a One-Dimensional DNA Model

There are several mechanical models to describe the DNA phenomenology. In this work the DNA denaturation is stu- died under thermodynamical and dynamical point of view using the well known Peyrard-Bishop model. The thermody-namics analysis using the transfer integral operator method is briefly reviewed. In particular, the lattice size is discussed and a conjecture about the minimum energy to denaturation is proposed. In terms of the dynamical aspects of the model, the equations of motion for the system are integrated and the results determine the energy density where the denatura- tion occurs. The behavior of the lattice near the phase transition is analyzed. The relation between the thermodynamical and dynamical results is discussed.

Some Results in Stability Analysis of Hybrid Dynamical Systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A dissipative Fermi-Ulam model under two different kinds of dissipation

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

Contribution of electrical parameters on the dynamical behaviour of a nonlinear electromagnetic damper

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

A unified solution to the small scale problems of the Lambda CDM model II: introducing parent-satellite interaction

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

Influence of a dynamical gluon mass in the pp and (p)over-bar-p forward scattering

We compute the tree level cross section for gluon-gluon elastic scattering taking into account a dynamical gluon mass, and show that this mass scale is a natural regulator for this subprocess cross section. Using an eikonal approach in order to examine the relationship between this gluon-gluon scattering and the elastic pp and (p) over barp channels, we found that the dynamical gluon mass is of the same order of magnitude as the ad hoc infrared mass scale m(0) underlying eikonalized QCD-inspired models. We argue that this correspondence is not an accidental result, and that this dynamical scale indeed represents the onset of nonperturbative contributions to the elastic hadron-hadron scattering. We apply the eikonal model with a dynamical infrared mass scale to obtain predictions for sigma(tot)(pp,(p) over barp), rho(pp,(p) over barp), slope B-pp,B-(p) over barp, and differential elastic scattering cross section d sigma((p) over barp)/dt at Tevatron and CERN-LHC energies.

Renormalization-group calculation of dynamical properties for impurity models

The numerical renormalization-group method was originally developed to calculate the thermodynamical properties of impurity Hamiltonians. A recently proposed generalization capable of computing dynamical properties is discussed. As illustrative applications, essentially exact results for the impurity specttral densities of the spin-degenerate Anderson model and of a model for electronic tunneling between two centers in a metal are presented. © 1991.

On an energy exchange process and appearance of chaos in a non-ideal portal frame dynamical system

In this paper, we consider non-ideal excitation devices such as DC motors with restrictenergy output capacity. When such motors are attached to structures which needexcitation power levels similar to the source power capacity, jump phenomena and theincrease in power required near resonance characterize the Sommerfeld Effect, actingas a sort of an energy sink. One of the problems often faced by designers of suchstructures is how to drive the system through resonance and avoid this energy sink.Our basic structural model is a simple portal frame driven by a num-ideal powersource-(NIPF). We also investigate the absorption of resonant vibrations (nonlinearand chaotic) by means of a nonlinear sub-structure known as a Nonlinear Energy Sink(NES). An energy exchange process between the NIPF and NES in the passagethrough resonance is investigated, as well the suppression of chaos.

Height variability from the MIROC - IPCC model for the 20th century compared to that of the TOPEX/POSEIDON altimeter

Planetary waves are key to large-scale dynamical adjustment in the global ocean as they transfer energy from the east to the west side of oceanic basins; they connect the forcing in the ocean interior with the variability at its boundaries: and they change the local heat content, thus coupling oceanic, atmospheric, and biological processes. Planetary waves, mostly of the first baroclinic mode, are observed as distinctive patterns in global time series of sea surface height anomaly (SSHA) and heat storage. The goal of this study is to compare and validate large-scale SSHA signals from coupled ocean-atmosphere general circulation Model for Interdisciplinary Research on Climate (MIROC) with TOPEX/POSEIDON satellite altimeter observations. The last decade of the models` time series is selected for comparison with the altimeter data. The wave patterns are separated from the meso- and large-scale SSHA signals by digital filters calibrated to select the same spectral bands in both model and altimeter data. The band-wise comparison allows for an assessment of the model skill to simulate the dynamical components of the observed wave field. Comparisons regarding both the seasonal cycle and the Rossby wave Held differ significantly among basins. When carried within the same basin, differences can occur between equal latitudes in opposite hemispheres. Furthermore, at some latitudes the MIROC reproduces biannual, annual and semiannual planetary waves with phase speeds and average amplitudes similar to those observed by the altimeter, but with significant differences in phase. (C) 2008 Elsevier Ltd. All rights reserved.

Integrable Models: from Dynamical Solutions to String Theory

We review the status of integrable models from the point of view of their dynamics and integrability conditions. A few integrable models are discussed in detail. We comment on the use it is made of them in string theory. We also discuss the SO(6) symmetric Hamiltonian with SO(6) boundary. This work is especially prepared for the 70th anniversaries of Andr, Swieca (in memoriam) and Roland Koberle.