Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

Big Bang bifurcations and allee effect in Blumberg’s dynamics

This paper concerns dynamics and bifurcations properties of a class of continuous-defined one-dimensional maps, in a three-dimensional parameter space: Blumberg's functions. This family of functions naturally incorporates a major focus of ecological research: the Allee effect. We provide a necessary condition for the occurrence of this phenomenon, associated with the stability of a fixed point. A central point of our investigation is the study of bifurcations structure for this class of functions. We verified that under some sufficient conditions, Blumberg's functions have a particular bifurcations structure: the big bang bifurcations of the so-called "box-within-a-box" type, but for different kinds of boxes. Moreover, it is verified that these bifurcation cascades converge to different big bang bifurcation curves, where for the corresponding parameter values are associated distinct attractors. This work contributes to clarify the big bang bifurcation analysis for continuous maps. To support our results, we present fold and flip bifurcations curves and surfaces, and numerical simulations of several bifurcation diagrams.

Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Applied Mathematical Modelling, Vol.33

Complex Dynamics of defective interfering baculoviruses during serial passage in insect cells

Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

Complex dynamics in the trajectory control of redundant manipulators

Redundant manipulators allow the trajectory optimization, the obstacle avoidance, and the resolution of singularities. For this type of manipulators, the kinematic control algorithms adopt generalized inverse matrices that may lead to unpredictable responses. Motivated by these problems this paper studies the complexity revealed by the trajectory planning scheme when controlling redundant manipulators. The results reveal fundamental properties of the chaotic phenomena and give a deeper insight towards the development of superior trajectory control algorithms.

Dynamics of transmission of Trypanosoma cruzi in a rural area of Argentina: III. Persistence of T. cruzi parasitemia among canine reservoirs in a two-year follow-up

A new cross-sectional survey of household- associated mongrel dogs as well as follow-up of previously parasitemic individuals was carried out in 1984 toy means of xenodiagnosis and serologic techniques to get a deeper insight into the relationship of T. cruzi parasitemia and age among canine hosts in a rural area of Argentina. Persistence of detectable parasitemia was age-independent, or at most, loosely related to age, confirming the pattern observed in 1982. Similarly no significant age-decreasing effect was recorded among seropositive dogs in: a) the probability of detecting parasites in a 2-year follow-up; b) their intensity of infectiousness (=infective force) for T. infestans 3rd-4th instar nymphs, as measured by the percentage of infected bugs observed in each dog xenodiagnosis. Moreover, not only was the infective force of seropositive dogs for bugs approximately constant through lifetime, but it was significantly higher than the one recorded for children in the present survey, and for human people by other researchers. Therefore, and since T. infestans field populations show high feeding frequencies on dogs, the latter are expected to make the greatest contribution to the pool of infected vectors in the rural household of Argentina. This characteristic should be sufficient to involve canine reservoirs definitely as a risk factor for human people residing in the same house. The increased severity of parasitemia observed among dogs in this survey may be related to the acute undernutrition characteristic of canine populations of poor rural areas in our country, which is expected to affect the ability of the host to manage the infection.

Fractional dynamics in the trajectory control of redundant manipulators

Under the pseudoinverse control, robots with kinematical redundancy exhibit an undesirable chaotic joint motion which leads to an erratic behavior. This paper studies the complexity of fractional dynamics of the chaotic response. Fourier and wavelet analysis provides a deeper insight, helpful to know better the lack of repeatability problem of redundant manipulators. This perspective for the study of the chaotic phenomena will permit the development of superior trajectory control algorithms.

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.

Complex-order dynamics in hexapod locomotion

This paper studies the dynamics of foot–ground interaction in hexapod locomotion systems. For that objective the robot motion is characterized in terms of several locomotion variables and the ground is modelled through a non-linear spring-dashpot system, with parameters based on the studies of soil mechanics. Moreover, it is adopted an algorithm with foot-force feedback to control the robot locomotion. A set of model-based experiments reveals the influence of the locomotion velocity on the foot–ground transfer function, which presents complex-order dynamics.

O papel e as áreas de intervenção do Diretor: influências dos novos regimes de administração escolar

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Administração Escolar

Soil attributes dynamics evaluation after prescribed burning practice in northwestern Portugal forest

The Portuguese northern forests are often and severely affected by wildfires during the summer season. These occurrences affect significant and rudely all ecosystems, namely soil, fauna and flora. Preventive actions such as prescribed burnings and clear-cut logging are frequently used and have showed a significant reduction of the natural wildfires occurrences. In Portugal, and due to some technical and operational conditions, prescribed burnings in forests are the most common preventive action used to reduce the existing fuel hazard. The overall impacts of this preventive action on Portuguese ecosystems are complex and not fully understood. This work reports to the study of a prescribed burning impact in soil chemical properties, namely pH, humidity and organic matter, by monitoring the soil self-recovery capacity. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, who was able to maintain itself intact from prescribed burnings from four years. The composed soil samples were collected from five plots at three different layers (0-3cm, 3-6cm and 6-18cm) 1 day before prescribed fire and after the prescribed fire. The results have shown that the dynamic equilibrium in soil was affected significantly.

Silver coordination polymers with tri- and hexacyanoethyl-functionalized macrocyclic ligands

Tri-and hexa-cyanoethyl functionalized 17-(L-1) and 42-membered (L-2) macrocyclic compounds were obtained by [1 + 1] (for L-1) or [2 + 2] (for L-2) cyclocondensation of the corresponding dialdehyde and diethylenetriamine, followed by hydrogenation by KBH4 and subsequent cyano-functionalization with acrylonitrile. They react with silver nitrate, leading to the formation of [AgL1](NO3) (1) and of the metalorganic coordination polymers [Ag-2(NO3)(2)L-1](n) (2) and {[Ag2L2](NO3)(2)}(n) (3). The complexes were characterized by elemental analysis, H-1 NMR, C-13 NMR, IR spectroscopies, and ESI-MS; moreover, L-2, 1, 2 and 3 were also characterized by single crystal X-ray diffraction. The metal cation in 1 is pentacoordinated with a N3O2 coordination environment; in 2, the metal cations display N4O2 octahedral and N2O3 square-pyramid coordination and in 3 they are in square-planar N-4 sites. In 1, the ligand acts as a pentadentate chelator, and in the other two cases, the ligands behave as octadentate chelators in a 1 kappa N-3:kappa O-2,2 kappa N,3 kappa N,4 kappa N (in 2) or 1 kappa N-3,2 kappa N-3,3 kappa N,4 kappa N fashion (in 3). The cyanoethyl strands of the ligands are directly involved in the formation of the 2D frameworks of 2 and 3, which in the former polymer can be viewed as a net composed of hexametallic 36-membered macrocyclic rings and in the latter generates extra hexametallic 58-membered cyclic sets that form zig-zag layers. The thermal analytical and electrochemical properties of these silver complexes were also studied.

Y Trinuclear Cu-II structural isomers coordination, magnetism, electrochemistry and catalytic activity towards the oxidation of alkanes

The reaction of the Schiff base (3,5-di-tert-butyl-2-hydroxybenzylidene)-2-hydroxybenzohydrazide (H3L) with copper(II) nitrate, acetate or metaborate has led to the isomeric complexes [Cu-3(L)(2)(MeOH)(4)] (1), [Cu-3(L)(2)(MeOH)(2)]2MeOH (2) and [Cu-3(L)(2)(MeOH)(4)] (3), respectively, in which the ligand L exhibits dianionic (HL2-, in 1) or trianionic (L3-, in 2 and 3) pentadentate 1O,O,N:2N,O chelation modes. Complexes 1-3 were characterized by elemental analysis, IR spectroscopy, single-crystal X-ray crystallography, electrochemical methods and variable-temperature magnetic susceptibility measurements, which indicated that the intratrimer antiferromagnetic coupling is strong in the three complexes and that there exists very weak ferromagnetic intermolecular interactions in 1 but weak antiferromagnetic intermolecular interactions in both 2 and 3. Electrochemical experiments showed that in complexes 1-3 the Cu-II ions can be reduced, in distinct steps, to Cu-I and Cu-0. All the complexes act as efficient catalyst precursors under mild conditions for the peroxidative oxidation of cyclohexane to cyclohexyl hydroperoxide, cyclohexanol and cyclohexanone, leading to overall yields (based on the alkane) of up to 31% (TON = 1.55x10(3)) after 6 h in the presence of pyrazinecarboxylic acid.

Mathematical model for HIV dynamics in HIV-specific helper cells

In this paper we study a delay mathematical model for the dynamics of HIV in HIV-specific CD4 + T helper cells. We modify the model presented by Roy and Wodarz in 2012, where the HIV dynamics is studied, considering a single CD4 + T cell population. Non-specific helper cells are included as alternative target cell population, to account for macrophages and dendritic cells. In this paper, we include two types of delay: (1) a latent period between the time target cells are contacted by the virus particles and the time the virions enter the cells and; (2) virus production period for new virions to be produced within and released from the infected cells. We compute the reproduction number of the model, R0, and the local stability of the disease free equilibrium and of the endemic equilibrium. We find that for values of R0<1, the model approaches asymptotically the disease free equilibrium. For values of R0>1, the model approximates asymptotically the endemic equilibrium. We observe numerically the phenomenon of backward bifurcation for values of R0⪅1. This statement will be proved in future work. We also vary the values of the latent period and the production period of infected cells and free virus. We conclude that increasing these values translates in a decrease of the reproduction number. Thus, a good strategy to control the HIV virus should focus on drugs to prolong the latent period and/or slow down the virus production. These results suggest that the model is mathematically and epidemiologically well-posed.

A cellulosic liquid crystal pool for cellulose nanocrystals: structure and molecular dynamics at high shear rates

Cellulose and its derivatives, such as hydroxypropylcellulose (HPC) have been studied for a long time but they are still not well understood particularly in liquid crystalline solutions. These systems can be at the origin of networks with properties similar to liquid crystalline (LC) elastomers. The films produced from LC solutions can be manipulated by the action of moisture allowing for instance the development of a soft motor (Geng et al., 2013) driven by humidity. Cellulose nanocrystals (CNC), which combine cellulose properties with the specific characteristics of nanoscale materials, have been mainly studied for their potential as a reinforcing agent. Suspensions of CNC can also self-order originating a liquid-crystalline chiral nematic phases. Considering the liquid crystalline features that both LC-HPC and CNC can acquire, we prepared LC-HPC/CNC solutions with different CNC contents (1,2 and 5 wt.%). The effect of the CNC into the LC-HPC matrix was determined by coupling rheology and NMR spectroscopy - Rheo-NMR a technique tailored to analyse orientational order in sheared systems. (C) 2015 Elsevier Ltd. All rights reserved.