The uniqueness of signature problem in the non-Markov setting

We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.

Generalized convective quasi-equilibrium principle

A generalization of Arakawa and Schubert's convective quasi-equilibrium principle is presented for a closure formulation of mass-flux convection parameterization. The original principle is based on the budget of the cloud work function. This principle is generalized by considering the budget for a vertical integral of an arbitrary convection-related quantity. The closure formulation includes Arakawa and Schubert's quasi-equilibrium, as well as both CAPE and moisture closures as special cases. The formulation also includes new possibilities for considering vertical integrals that are dependent on convective-scale variables, such as the moisture within convection. The generalized convective quasi-equilibrium is defined by a balance between large-scale forcing and convective response for a given vertically-integrated quantity. The latter takes the form of a convolution of a kernel matrix and a mass-flux spectrum, as in the original convective quasi-equilibrium. The kernel reduces to a scalar when either a bulk formulation is adopted, or only large-scale variables are considered within the vertical integral. Various physical implications of the generalized closure are discussed. These include the possibility that precipitation might be considered as a potentially-significant contribution to the large-scale forcing. Two dicta are proposed as guiding physical principles for the specifying a suitable vertically-integrated quantity.

Effect of surface restoring on subsurface variability in a climate model during 1949-2005

Initializing the ocean for decadal predictability studies is a challenge, as it requires reconstructing the little observed subsurface trajectory of ocean variability. In this study we explore to what extent surface nudging using well-observed sea surface temperature (SST) can reconstruct the deeper ocean variations for the 1949–2005 period. An ensemble made with a nudged version of the IPSLCM5A model and compared to ocean reanalyses and reconstructed datasets. The SST is restored to observations using a physically-based relaxation coefficient, in contrast to earlier studies, which use a much larger value. The assessment is restricted to the regions where the ocean reanalyses agree, i.e. in the upper 500 m of the ocean, although this can be latitude and basin dependent. Significant reconstruction of the subsurface is achieved in specific regions, namely region of subduction in the subtropical Atlantic, below the thermocline in the equatorial Pacific and, in some cases, in the North Atlantic deep convection regions. Beyond the mean correlations, ocean integrals are used to explore the time evolution of the correlation over 20-year windows. Classical fixed depth heat content diagnostics do not exhibit any significant reconstruction between the different existing observation-based references and can therefore not be used to assess global average time-varying correlations in the nudged simulations. Using the physically based average temperature above an isotherm (14 °C) alleviates this issue in the tropics and subtropics and shows significant reconstruction of these quantities in the nudged simulations for several decades. This skill is attributed to the wind stress reconstruction in the tropics, as already demonstrated in a perfect model study using the same model. Thus, we also show here the robustness of this result in an historical and observational context.

Dynamic portrait of the planetary 2/1 mean-motion resonance - II. Systems with a more massive inner planet

This paper presents the second part in our study of the global structure of the planar phase space of the planetary three-body problem, when both planets lie in the vicinity of a 2/1 mean-motion resonance. While Paper I was devoted to cases where the outer planet is the more massive body, the present work is devoted to the cases where the more massive body is the inner planet. As before, outside the well-known Apsidal Corotation Resonances (ACR), the phase space shows a complex picture marked by the presence of several distinct regimes of resonant and non-resonant motion, crossed by families of periodic orbits and separated by chaotic zones. When the chosen values of the integrals of motion lead to symmetric ACR, the global dynamics are generally similar to the structure presented in Paper I. However, for asymmetric ACR the resonant phase space is strikingly different and shows a galore of distinct dynamical states. This structure is shown with the help of dynamical maps constructed on two different representative planes, one centred on the unstable symmetric ACR and the other on the stable asymmetric equilibrium solution. Although the study described in the work may be applied to any mass ratio, we present a detailed analysis for mass values similar to the Jupiter-Saturn case. Results give a global view of the different dynamical states available to resonant planets with these characteristics. Some of these dynamical paths could have marked the evolution of the giant planets of our Solar system, assuming they suffered a temporary capture in the 2/1 resonance during the latest stages of the formation of our Solar system.

Pseudoclassical description of scalar particle in non-abelian background and path-integral representations

Path-integral representations for a scalar particle propagator in non-Abelian external backgrounds are derived. To this aim, we generalize the procedure proposed by Gitman and Schvartsman of path-integral construction to any representation of SU(N) given in terms of antisymmetric generators. And for arbitrary representations of SU(N), we present an alternative construction by means of fermionic coherent states. From the path-integral representations we derive pseudoclassical actions for a scalar particle placed in non-Abelian backgrounds. These actions are classically analyzed and then quantized to prove their consistency.

Thermo-solvatochromism of merocyanine polarity probes - What are the consequences of increasing probe lipophilicity through annelation?

The question raised in the title has been answered by comparing the solvatochromism of two series of polarity probes, the lipophilicities of which were increased either by increasing the length of an alkyl group (R) attached to a fixed pyridine-based structure or through annelation (i.e., by fusing benzene rings onto a central pyridine-based structure). The following novel solvatochromic probes were synthesized: 2,6-dibromo-4-[(E)-2-(1-methylquinolinium-4-yl)ethenyl]-phenolate (MeQMBr(2)) and 2,6-dibromo-4-[(E)-2-(1-methyl-acridinium-4- yl) ethenyl)]phenolate (MeAMBr(2) The solvatochromic behavior of these probes, along with that of 2,6dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl]phenol-ate(MePMBr(2)) was analyzed in terms of increasing probe lipophilicity, through annelation. Values of the empirical solvent polarity scale [E(T)(MePMBr(2))] in kcalmol(-1) correlated linearly with ET(30), the corresponding values for the extensively employed probe 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl)phenolate (RB). On the other hand, the nonlinear correlations of ET(MeQMBr(2)) or ET(MeAMBr(2)) with E(T)(30) are described by second-order polynomials. Possible reasons for this behavior include: i) self-aggregation of the probe, ii) photoinduced cis/trans isomerization of the dye, and iii) probe structure- and solvent-dependent contributions of the quinonoid and zwitterionic limiting formulas to the ground and excited states of the probe. We show that mechanisms (i) and (ii) are not operative under the experimental conditions employed; experimental evidence (NMR) and theoretical calculations are presented to support the conjecture that the length of the central ethenylic bond in the dye increases in the order MeAMBr(2) > MeQMBr(2) > MePMBr(2), That is, the contribution of the zwitterionic limiting formula predominates for the latter probe, as is also the case for RB, this being the reason for the observed linear correlation between the ET(MePMBr2) and the ET(30) scales. The effect of increasing probe lipophilicity on solvatochromic behavior therefore depends on the strategy employed. Increasing the length of R affects solvatochromism much less than annelation, because the former structural change hardly perturbs the energy of the intramolecular charge-transfer transition responsible for solvatochromism. The thermo-solvatochromic behavior (effect of temperature on solvatochromism) of the three probes was studied in mixtures of water with propanol and/or with DMSO. The solvation model used explicitly considers the presence of three ""species"" in the system: bulk solution and probe solvation shell [namely, water (W), organic solvent (Solv)], and solvent-water hydrogen-bonded aggregate (Solv-W). For aqueous propanol, the probe is efficiently solvated by Solv-W; the strong interaction of DMSO with W drastically decreases the efficiency of Solv-W in solvating the probe, relative to its precursor solvents. Temperature increases resulted in desolvation of the probes, due to the concomitant reduction in the structured characters of the components of the binary mixtures.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Síntese e caracterização de cerâmicas nanométricas para produção de gás de síntese

In this work, ceramic powders belonging to the system Nd2-xSrxNiO4 (x = 0, 0.4, 0.8, 1.2 and 1.6) were synthesized for their use as catalysts to syngas production partial. It was used a synthesis route, relatively new, which makes use of gelatin as organic precursor. The powders were analyzed at several temperatures in order to obtain the perovskite phase and characterized by several techniques such as thermal analysis, X-rays diffraction, Rietveld refinement method, specific surface area, scanning electron microscopy, energy dispersive spectroscopy of X-rays and temperature programmed reduction. The results obtained using these techniques confirmed the feasibility of the synthesis method employed to obtain nanosized particles. The powders were tested in differential catalytic conditions for dry reforming of methane (DRM) and partial oxidation of methane (POM), then, some systems were chosen for catalytic integrals test for (POM) indicating that the system Nd2-xSrxNiO4 for x = 0, 0.4 and 1.2 calcined at 900 °C exhibit catalytic activity on the investigated experimental conditions in this work without showing signs of deactivation

Efeitos da eletroestimulação do músculo vasto medial oblíquo em portadores de síndrome da dor patelofemoral: uma análise eletromiográfica

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

Estimates for the Poisson kernel and Hardy spaces on compact manifolds

We study Hardy spaces on the boundary of a smooth open subset or R-n and prove that they can be defined either through the intrinsic maximal function or through Poisson integrals, yielding identical spaces. This extends to any smooth open subset of R-n results already known for the unit ball. As an application, a characterization of the weak boundary values of functions that belong to holomorphic Hardy spaces is given, which implies an F. and M. Riesz type theorem. (C) 2004 Elsevier B.V. All rights reserved.

Global dynamics of the Rikitake system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On the global dynamics of the Rabinovich system

In this paper by using the Poincare compactification in R(3) make a global analysis of the Rabinovich system(x) over dot = hy - v(1)x + yz, (y) over dot = hx - v(2)y - xz, (z) over dot = -v(3)z + xy,with (x, y, z) is an element of R(3) and ( h, v(1), v(2), v(3)) is an element of R(4). We give the complete description of its dynamics on the sphere at infinity. For ten sets of the parameter values the system has either first integrals or invariants. For these ten sets we provide the global phase portrait of the Rabinovich system in the Poincare ball (i.e. in the compactification of R(3) with the sphere S(2) of the infinity). We prove that for convenient values of the parameters the system has two families of singularly degenerate heteroclinic cycles. Then changing slightly the parameters we numerically found a four wings butterfly shaped strange attractor.

Analytical attitude prediction of spin stabilized spacecrafts perturbed by magnetic residual torque

An analytical approach for spin-stabilized spacecraft attitude prediction is presented for the influence of the residual magnetic torques. Assuming an inclined dipole model for the Earth's magnetic field, an analytical averaging method is applied to obtain the mean residual torque every orbital period. The orbit mean anomaly is utilized to compute the average components of residual torque in the spacecraft body frame reference system. The theory is developed for time variations in the orbital elements, and non-circular orbits, giving rise to many curvature integrals. It is observed that the residual magnetic torque does not have component along the spin axis. The inclusion of this torque on the rotational motion differential equations of a spin stabilized spacecraft yields conditions to derive an analytical solution. The solution shows that residual torque does not affect the spin velocity magnitude, contributing only for the precession and the drift of the spin axis of the spacecraft. (c) 2005 COSPAR. Published by Elsevier Ltd. All rights reserved.

Transporte eletrônico e propriedades termodinâmicas de nanobiomoléculas

We use a tight-binding formulation to investigate the transmissivity and the currentvoltage (I_V) characteristics of sequences of double-strand DNA molecules. In order to reveal the relevance of the underlying correlations in the nucleotides distribution, we compare theresults for the genomic DNA sequence with those of arti_cial sequences (the long-range correlated Fibonacci and RudinShapiro one) and a random sequence, which is a kind of prototype of a short-range correlated system. The random sequence is presented here with the same _rst neighbors pair correlations of the human DNA sequence. We found that the long-range character of the correlations is important to the transmissivity spectra, although the I_V curves seem to be mostly inuenced by the short-range correlations. We also analyze in this work the electronic and thermal properties along an _-helix sequence obtained from an _3 peptide which has the uni-dimensional sequence (Leu-Glu-Thr- Leu-Ala-Lys-Ala)3. An ab initio quantum chemical calculation procedure is used to obtain the highest occupied molecular orbital (HOMO) as well as their charge transfer integrals, when the _-helix sequence forms two di_erent variants with (the so-called 5Q variant) and without (the 7Q variant) _brous assemblies that can be observed by transmission electron microscopy. The di_erence between the two structures is that the 5Q (7Q) structure have Ala ! Gln substitution at the 5th (7th) position, respectively. We estimate theoretically the density of states as well as the electronic transmission spectra for the peptides using a tight-binding Hamiltonian model together with the Dyson's equation. Besides, we solve the time dependent Schrodinger equation to compute the spread of an initially localized wave-packet. We also compute the localization length in the _nite _-helix segment and the quantum especi_c heat. Keeping in mind that _brous protein can be associated with diseases, the important di_erences observed in the present vi electronic transport studies encourage us to suggest this method as a molecular diagnostic tool

The light-cone gauge without prescriptions

Feynman integrals in the physical light-cone gauge are more difficult to solve than their covariant counterparts. The difficulty is associated with the presence of unphysical singularities due to the inherent residual gauge freedom in the intermediate boson propagators constrained within this gauge choice. In order to circumvent these non-physical singularities, the headlong approach has always been to call for mathematical devices - prescriptions - some successful and others not. A more elegant approach is to consider the propagator from its physical point of view, that is, an object obeying basic principles such as causality. Once this fact is realized and carefully taken into account, the crutch of prescriptions can be avoided altogether. An alternative, third approach, which for practical computations could dispense with prescriptions as well as avoiding the necessity of careful stepwise consideration of causality, would be of great advantage. and this third option is realizable within the context of negative dimensions, or as it has been coined, the negative dimensional integration method (NDIM).