Efficient estimation using the characteristic function : theory and applications with high frequency data

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Random-field Potts model with dipolarlike interactions: Hysteresis avalanches and microstructure

A model for the study of hysteresis and avalanches in a first-order phase transition from a single variant phase to a multivariant phase is presented. The model is based on a modification of the random-field Potts model with metastable dynamics by adding a dipolar interaction term truncated at nearest neighbors. We focus our study on hysteresis loop properties, on the three-dimensional microstructure formation, and on avalanche statistics.

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

If stock and stock index futures markets are functioning properly price movements in these markets should best be described by a first order vector error correction model with the error correction term being the price differential between the two markets (the basis). Recent evidence suggests that there are more dynamics present than should be in effectively functioning markets. Using self-exciting threshold autoregressive (SETAR) models, this study analyses whether such dynamics can be related to different regimes within which the basis can fluctuate in a predictable manner without triggering arbitrage. These findings reveal that the basis shows strong evidence of autoregressive behaviour when its value is between the two thresholds but that the extra dynamics disappear once the basis moves above the upper threshold and their persistence is reduced, although not eradicated, once the basis moves below the lower threshold. This suggests that once nonlinearity associated with transactions costs is accounted for, stock and stock index futures markets function more effectively than is suggested by linear models of the pricing relationship.

Determination of the degradation kinetics of anthocyanins in a model juice system using isothermal and non-isothermal methods

The effect of temperature on the degradation of blackcurrant anthocyanins in a model juice system was determined over a temperature range of 4–140 °C. The thermal degradation of anthocyanins followed pseudo first-order kinetics. From 4–100 °C an isothermal method was used to determine the kinetic parameters. In order to mimic the temperature profile in retort systems, a non-isothermal method was applied to determine the kinetic parameters in the model juice over the temperature range 110–140 °C. The results from both isothermal and non-isothermal methods fit well together, indicating that the non-isothermal procedure is a reliable mathematical method to determine the kinetics of anthocyanin degradation. The reaction rate constant (k) increased from 0.16 (±0.01) × 10−3 to 9.954 (±0.004) h−1 at 4 and 140 °C, respectively. The temperature dependence of the rate of anthocyanin degradation was modelled by an extension of the Arrhenius equation, which showed a linear increase in the activation energy with temperature.

Functional model for catecholase-like activity: A mechanistic approach with manganese(III) complexes of salen type Schiff base ligands

Three new Mn(III) complexes [MnL1(OOCH)(OH2)] (1), [MnL2(OH2)(2)][Mn2L22(NO2)(3)] (2) and [Mn2L21(NO2)(2)] (3) (where H2L1 = H(2)Me(2)Salen = 2,7-bis(2-hydroxyphenyl)-2,6-diazaocta-2,6-diene and H2L2 = H(2)Salpn = 1,7-bis(2-hydroxyphenyl)-2,6-diazahepta-1,6-diene) have been synthesized. X-ray crystal structure analysis reveals that 1 is a mononuclear species whereas 2 contains a mononuclear cationic and a dinuclear nitrite bridged (mu-1 kappa O:2 kappa O') anionic unit. Complex 3 is a phenoxido bridged dimer containing terminally coordinated nitrite. Complexes 1-3 show excellent catecholase-like activity with 3,5-di-tert-butylcatechol (3,5-DTBC) as the substrate. Kinetic measurements suggest that the rate of catechol oxidation follows saturation kinetics with respect to the substrate and first order kinetics with respect to the catalyst. Formation of bis(mu-oxo)dimanganese(III,III) as an intermediate during the course of reaction is identified from ESI-MS spectra. The characteristic six line EPR spectra of complex 2 in the presence of 3,5-DTBC supports the formation of manganese(II)-semiquinonate as an intermediate species during the catalytic oxidation of 3,5-DTBC.

Impact of long-range correlations on trend detection in total ozone

Total ozone trends are typically studied using linear regression models that assume a first-order autoregression of the residuals [so-called AR(1) models]. We consider total ozone time series over 60°S–60°N from 1979 to 2005 and show that most latitude bands exhibit long-range correlated (LRC) behavior, meaning that ozone autocorrelation functions decay by a power law rather than exponentially as in AR(1). At such latitudes the uncertainties of total ozone trends are greater than those obtained from AR(1) models and the expected time required to detect ozone recovery correspondingly longer. We find no evidence of LRC behavior in southern middle-and high-subpolar latitudes (45°–60°S), where the long-term ozone decline attributable to anthropogenic chlorine is the greatest. We thus confirm an earlier prediction based on an AR(1) analysis that this region (especially the highest latitudes, and especially the South Atlantic) is the optimal location for the detection of ozone recovery, with a statistically significant ozone increase attributable to chlorine likely to be detectable by the end of the next decade. In northern middle and high latitudes, on the other hand, there is clear evidence of LRC behavior. This increases the uncertainties on the long-term trend attributable to anthropogenic chlorine by about a factor of 1.5 and lengthens the expected time to detect ozone recovery by a similar amount (from ∼2030 to ∼2045). If the long-term changes in ozone are instead fit by a piecewise-linear trend rather than by stratospheric chlorine loading, then the strong decrease of northern middle- and high-latitude ozone during the first half of the 1990s and its subsequent increase in the second half of the 1990s projects more strongly on the trend and makes a smaller contribution to the noise. This both increases the trend and weakens the LRC behavior at these latitudes, to the extent that ozone recovery (according to this model, and in the sense of a statistically significant ozone increase) is already on the verge of being detected. The implications of this rather controversial interpretation are discussed.

Radiative-dynamical climatology of the first-generation Canadian middle atmosphere model

The Canadian Middle Atmosphere Modelling (MAM) project is a collaboration between thé Atmospheric Environment Service (AES) of Environment Canada and several Canadian universities. Its goal is thé development of a comprehensive General Circulation Model of the troposphere-stratosphere-mesosphere System, starting from the AES/CCCma third-generation atmospheric General Circulation Model. This paper describes the basic features of the first-generation Canadian MAM and some aspects of its radiative-dynamical climatology. Standard first-order mean diagnostics are presented for monthly means and for the annual cycle of zonal-mean winds and temperatures. The mean meridional circulation is examined, and comparison is made between thé steady diabatic, downward controlled, and residual stream functions. It is found that downward control holds quite well in the monthly mean through most of the middle atmosphere, even during equinoctal periods. The relative roles of different drag processes in determining the mean downwelling over the wintertime polar middle stratosphere is examined, and the vertical structure of the drag is quantified.

Bootstrap prediction intervals for autoregressive time series

The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap bias-corrected OLS estimator; the use of the Roy–Fuller estimator in place of OLS; and the use of the Andrews–Chen estimator in place of OLS. All three methods of bias correction yield superior results to the bootstrap in the absence of bias correction. Of the three correction methods, the bootstrap prediction intervals based on the Roy–Fuller estimator are generally superior to the other two. The small-sample performance of bootstrap prediction intervals based on the Roy–Fuller estimator are investigated when the order of the AR model is unknown, and has to be determined using an information criterion.

The effect of model configuration on modelled hillslope–riparian interactions

The transfer of hillslope water to and through the riparian zone forms a research area of importance in hydrological investigations. Numerical modelling schemes offer a way to visualise and quantify first-order controls on catchment runoff response and mixing. We use a two-dimensional Finite Element model to assess the link between model setup decisions (e.g. zero-flux boundary definitions, soil algorithm choice) and the consequential hydrological process behaviour. A detailed understanding of the consequences of model configuration is required in order to produce reliable estimates of state variables. We demonstrate that model configuration decisions can determine effectively the presence or absence of particular hillslope flow processes and, the magnitude and direction of flux at the hillslope–riparian interface. If these consequences are not fully explored for any given scheme and application, the resulting process inference may well be misleading.

Phase diagram and spectral properties of a new exactly integrable spin-1 quantum chain

The spectral properties and phase diagram of the exactly integrable spin-1 quantum chain introduced by Alcaraz and Bariev are presented. The model has a U(1) symmetry and its integrability is associated with an unknown R-matrix whose dependence on the spectral parameters is not of a different form. The associated Bethe ansatz equations that fix the eigenspectra are distinct from those associated with other known integrable spin models. The model has a free parameter t(p). We show that at the special point t(p) = 1, the model acquires an extra U(1) symmetry and reduces to the deformed SU(3) Perk-Schultz model at a special value of its anisotropy q = exp(i2 pi/3) and in the presence of an external magnetic field. Our analysis is carried out either by solving the associated Bethe ansatz equations or by direct diagonalization of the quantum Hamiltonian for small lattice sizes. The phase diagram is calculated by exploring the consequences of conformal invariance on the finite-size corrections of the Hamiltonian eigenspectrum. The model exhibits a critical phase ruled by the c = 1 conformal field theory separated from a massive phase by first-order phase transitions.

Remoção de óleo da água de produção por flotação em coluna utilizando tensoativos de origem vegetal

In the petroleum industry, water is always present in the reservoir formation together with petroleum and natural gas and this fact provokes the production of water with petroleum, resulting in a great environmental impact. Several methods can be applied for treatment of oily waters, such as: gravitational vases, granulated media filtration systems, flotation process, centrifugation process and the use of hydrocyclones, which can also be used in a combined way. However, the flotation process has showed a great efficiency as compared with other methods, because these methods do not remove great part of the emulsified oil. In this work was investigated the use of surfactants derived from vegetable oils, OSS and OGS, as collectors, using the flotation process in a glass column with a porous plate filter in its base for the input of the gaseous steam. For this purpose, oil/water emulsions were prepared using mechanical stirring, with concentrations around 300 ppm. The air flow rate was set at 700 cm3/min and the porous plate filter used for the generation of the air bubbles has pore size varying from 16 to 40 Pm. The column operated at constant volume (1500mL). A new methodology has been developed to collect the samples, where, instead of collecting the water phase, it was collected the oil phase removed by the process in the top of the flotation column. It has been observed that it is necessary to find an optimum surfactant concentration to achieve enhanced removal efficiency. Being for OSS 1.275 mmol/L and for OGS 0.840 mmol/L, with removal efficiencies of 93% and 99%, respectively, using synthetic solutions. For the produced water, the removal in these concentrations was 75% for OSS and 65% for OGS. It is possible to remove oil from water in a flotation process using surfactants of high HLB, fact that is against the own definition of HLB (Hydrophile-Lipophile Balance). The interfacial tension is an important factor in the oil removal process using a flotation process, because it has direct interference in the coalescence of the oil drops. The spreading of the oil of the air bubble should be considered in the process, and for the optimum surfactant concentrations it reached a maximum value. The removal kinetics for the flotation process using surfactants in the optimum concentration has been adjusted according to a first order model, for synthetic water as for the produced water.

Resonant excitation of Mn local vibrational modes in the higher order Raman spectra of nanocrystalline Ga(1-x)Mn(x)N films

The effect of manganese on the vibrational properties of Ga(1-x)Mn(x)N (0 <= x <= 0.18) films has been investigated by Raman scattering using 488.0 and 632.8 nm photon excitations. The first-order transverse and longitudinal optical GaN vibrational bands were observed in the whole composition range using both excitations, while the corresponding overtones, as well as a prominent peak located in 1238 cm(-1) (153.5 meV) were only observed in the Mn-containing films under 488.0 nm excitation. We propose that the peak observed at 1238 cm(-1) is due to resonant Mn local vibrational modes, the excitation process being related to electronic transitions involving the Mn acceptor band.

Generalized duality between local vector theories in D=2+1

The existence of an interpolating master action does not guarantee the same spectrum for the interpolated dual theories. In the specific case of a generalized self-dual (GSD) model defined as the addition of the Maxwell term to the self-dual model in D = 2 + 1, previous master actions have furnished a dual gauge theory which is either nonlocal or contains a ghost mode. Here we show that by reducing the Maxwell term to first order by means of an auxiliary field we are able to define a master action which interpolates between the GSD model and a couple of non-interacting Maxwell-Chern-Simons theories of opposite helicities. The presence of an auxiliary field explains the doubling of fields in the dual gauge theory. A generalized duality transformation is defined and both models can be interpreted as self-dual models. Furthermore, it is shown how to obtain the gauge invariant correlators of the non-interacting MCS theories from the correlators of the self-dual field in the GSD model and vice-versa. The derivation of the non-interacting MCS theories from the GSD model, as presented here, works in the opposite direction of the soldering approach.

Mass generation for Abelian spin-1 particles via a symmetric tensor

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dual descriptions of spin-two massive particles in D=2+1 via master actions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)