Friction losses in valves and fittings for power-law fluids

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

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

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.

Spin, charge, and orbital correlations in the one-dimensional t(2g)-orbital Hubbard model

We present the zero-temperature phase diagram of the one-dimensional t(2g)-orbital Hubbard model, obtained using the density-matrix renormalization group and Lanczos techniques. Emphasis is given to the case of the electron density n=5 corresponding to five electrons per site, while several other cases for electron densities between n=3 and 6 are also studied. At n=5, our results indicate a first-order transition between a paramagnetic (PM) insulator phase, with power-law slowly decaying correlations, and a fully polarized ferromagnetic (FM) state by tuning the Hund's coupling. The results also suggest a transition from the n=5 PM insulator phase to a metallic regime by changing the electron density, either via hole or electron doping. The behavior of the spin, charge, and orbital correlation functions in the FM and PM states are also described in the text and discussed. The robustness of these two states against varying parameters suggests that they may be of relevance in quasi-one-dimensional Co-oxide materials, or even in higher dimensional cobaltite systems as well.

Power-law distribution in a learning process: competition, learning and natural selection

In the present work, we propose a model for the statistical distribution of people versus number of steps acquired by them in a learning process, based on competition, learning and natural selection. We consider that learning ability is normally distributed. We found that the number of people versus step acquired by them in a learning process is given through a power law. As competition, learning and selection is also at the core of all economical and social systems, we consider that power-law scaling is a quantitative description of this process in social systems. This gives an alternative thinking in holistic properties of complex systems. (C) 2004 Elsevier B.V. All rights reserved.

Model approach for estimating potato pesticide bioconcentration factor

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

Description of inclusive meson spectra in e+e- annihilation reactions by a quark cascade model

We present a model to describe inclusive meson production in e+e- reactions based on a quark cascade approach whose formulation is put in terms of diffusion equations for three quark flavors (u, d, s). These equations are solved by using a formalism previously developed for the problem of the electromagnetic cascade generated in the atmosphere by cosmicray interactions. The obtained solutions are given in terms of a combination of power-law functions whose profiles are adequate to describe the characteristics observed in the inclusive spectrum of mesons.

Scaling law for baryon coupling to its current and its possible applications

The baryon coupling to its current (λB), in conventional QCD sum rule calculations (QCDSR), is shown to scale as the cubic power of the baryon mass, MB. Some theoretical justification for it comes from a simple light-cone model and also general scaling arguments for QCD. But more importantly, taken as a phenomenological ansatz for the present, this may find very good use in current explorations of possible applications of QCDSR to baryon physics both at temperature T = 0, T ≠ 0 and/or density ρ = 0, ρ ≠ 0. © World Scientific Publishing Company.

Dynamic behavior of cluster observables for the 2d Ising model

We present results of our numerical study of the critical dynamics of percolation observables for the two-dimensional Ising model. We consider the (Monte Carlo) short-time evolution of the system with small initial magnetization and heat-bath dynamics. We find qualitatively different dynamic behaviors for the magnetization M and for Ω, the so-called strength of the percolating cluster, which is the order parameter of the percolation transition. More precisely, we obtain a (leading) exponential form for Ω as a function of the Monte Carlo time t, to be compared with the power-law increase encountered for M at short times. Our results suggest that, although the descriptions in terms of magnetic or percolation order parameters may be equivalent in the equilibrium regime, greater care must be taken to interpret percolation observables at short times.

Youth and social cohesion in Ibero-America: a model in the making. Summary

Includes bibliography

Creative commons: A convergence model between the ideal of commons and the possibilities of creation in contemporary times, opposed to copyright impediments

The contemporary individual finds on the Internet and especially on the Web facilitating conditions to build a basic infrastructure based on the concept of commons. He also finds favorable conditions which allow him to collaborate and share resources for the creation, use, reuse, access and dissemination of information. However, he also faces obstacles such as Copyright (Law 9610/98 in Brazil). An alternative is Creative Commons which not only allows the elaboration, use and dissemination of information under legal conditions but also function as a facilitator for the development of informational commons. This paper deals with this scenario.

Some dynamical properties of a classical dissipative bouncing ball model with two nonlinearities

Some dynamical properties for a bouncing ball model are studied. We show that when dissipation is introduced the structure of the phase space is changed and attractors appear. Increasing the amount of dissipation, the edges of the basins of attraction of an attracting fixed point touch the chaotic attractor. Consequently the chaotic attractor and its basin of attraction are destroyed given place to a transient described by a power law with exponent -2. The parameter-space is also studied and we show that it presents a rich structure with infinite self-similar structures of shrimp-shape. © 2013 Elsevier B.V. All rights reserved.

A Law of the Wall Formulation for Recirculating Flows

ABSTRACT: This work presents a new law of the wall formulation for recirculating turbulent flows. An alternative expression for the internal length which can be applied in the separated region is also presented. The formulation is implemented in a numerical code which solves the k-e model through a finite volume method. The theoretical results are compared with the experimental data of Vogel and Eaton (J. of Heat Transfer, Transactions of ASME, vol.107, pp. 922-929, 1985). The paper shows that the present formulation furnishes better results than the standard k-e formulation.

A statistical model of aggregate fragmentation

Processo FAPESP: 11/08171-3

Statistical properties for a dissipative model of relativistic particles in a wave packet: A parameter space investigation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Information access law and disclosing of information by joint-stock companies in Brazil: open data and Extensible Business Reporting Language (XBRL) standard

The strategic management of information plays a fundamental role in the organizational management process since the decision-making process depend on the need for survival in a highly competitive market. Companies are constantly concerned about information transparency and good practices of corporate governance (CG) which, in turn, directs relations between the controlling power of the company and investors. In this context, this article presents the relationship between the disclosing of information of joint-stock companies by means of using XBRL, the open data model adopted by the Brazilian government, a model that boosted the publication of Information Access Law (Lei de Acesso à Informação), nº 12,527 of 18 November 2011. Information access should be permeated by a mediation policy in order to subsidize the knowledge construction and decision-making of investors. The XBRL is the main model for the publishing of financial information. The use of XBRL by means of new semantic standard created for Linked Data, strengthens the information dissemination, as well as creates analysis mechanisms and cross-referencing of data with different open databases available on the Internet, providing added value to the data/information accessed by civil society.