Do the legs of magnetic clouds contain twisted flux-rope magnetic fields?

Magnetic clouds (MCs) are a subset of interplanetary coronal mass ejections (ICMEs) characterised primarily by a smooth rotation in the magnetic field direction indicative of the presence of a magnetic flux rope. Energetic particle signatures suggest MC flux ropes remain magnetically connected to the Sun at both ends, leading to widely used model of global MC structure as an extended flux rope, with a loop-like axis stretching out from the Sun into the heliosphere and back to the Sun. The time of flight of energetic particles, however, suggests shorter magnetic field line lengths than such a continuous twisted flux rope would produce. In this study, two simple models are compared with observed flux rope axis orientations of 196 MCs to show that the flux rope structure is confined to the MC leading edge. The magnetic cloud “legs,” which magnetically connect the flux rope to the Sun, are not recognisable as MCs and thus are unlikely to contain twisted flux rope fields. Spacecraft encounters with these non-flux rope legs may provide an explanation for the frequent observation of non-magnetic cloud ICMEs.

Evaluation of a bounded high order upwind scheme for 3D incompressible free surface flow computations

fit the context of normalized variable formulation (NVF) of Leonard and total variation diminishing (TVD) constraints of Harten. this paper presents an extension of it previous work by the authors for solving unsteady incompressible flow problems. The main contributions of the paper are threefold. First, it presents the results of the development and implementation of a bounded high order upwind adaptative QUICKEST scheme in the 3D robust code (Freeflow), for the numerical solution of the full incompressible Navier-Stokes equations. Second, it reports numerical simulation results for 1D hock tube problem, 2D impinging jet and 2D/3D broken clam flows. Furthermore, these results are compared with existing analytical and experimental data. And third, it presents the application of the numerical method for solving 3D free surface flow problems. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved,

Femtosecond laser ablation on dental hard tissues-Analysis of ablated profile near an interface using local effective intensity

This study evaluated the process of ablation produced by a Ti:Sapphire femtosecond laser under different average powers taking place at the enamel/dentin interface. Based on the geometry of ablated microcavities the effective intensity for ablation was obtained. This study shows the validity for the local effective intensity analysis and allows a quantification of the variation in the ablation geometry taking place at the interface of two naturally different materials. It shows that the variation of the diameter of the ablated region as a function of the cavity depth comes essentially from a mechanism of effective intensity attenuation, as a result of a series of complex effects. Additionally, our data are sufficient to predict that a discontinuity on the ablation profile will occur on the interface between two biological media: enamel-dentin, showing a suddenly jump on the ablated cavity dimensions.

Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories

We introduce jump processes in R(k), called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in Rk. We also discuss a simple signaling pathway related to cancer research, called p53 module.

Cellular automaton model for molecular traffic jams

We consider the time evolution of an exactly solvable cellular automaton with random initial conditions both in the large-scale hydrodynamic limit and on the microscopic level. This model is a version of the totally asymmetric simple exclusion process with sublattice parallel update and thus may serve as a model for studying traffic jams in systems of self-driven particles. We study the emergence of shocks from the microscopic dynamics of the model. In particular, we introduce shock measures whose time evolution we can compute explicitly, both in the thermodynamic limit and for open boundaries where a boundary-induced phase transition driven by the motion of a shock occurs. The motion of the shock, which results from the collective dynamics of the exclusion particles, is a random walk with an internal degree of freedom that determines the jump direction. This type of hopping dynamics is reminiscent of some transport phenomena in biological systems.

QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

L-(2-Quinolyl)-2-naphthol: A new intra-intermolecular photoacid-photobase molecule

Photochemical and photophysical properties of 1-(2-quinolyl)-2-naphthol (2QN) in water and organic solvents, as well in glassy media were studied to investigate the occurrence of intramolecular excited state prototropic reactions between the naphthol and quinoline rings. Spectral data show the two chromophores apparently behaving independently. However, in acid aqueous media or in low polarity solvents a new electronic transition red shifted band with respect to that of the parent compounds assigned to an intramolecular H-bond and to a quinoid form, respectively, shows up. Model calculations and R-X data lend support to a minimum energy conformer having a dihedral angle of similar to 39 degrees between the two groups. Singlet excited state properties (S-1) show a high suppressive effect of one ring over the other, resulting in very low emission yields at room temperature. The occurrence of excited state intramolecular proton transfer is observed in water (zwitter ion form) and in low polarity media (quinoid form) and originates from a previously CT H-bonded state. Phosphorescence data allowed a reasonable description of the electronic states of 2QN. In addition two new derivatives were prepared having the N atom blocked by methylation and both the N and O groups blocked by a CH2 bridge. The spectral data of these two compounds confirmed the attributions made for 2QN. (C) 2007 Elsevier B.V. All rights reserved.

Sports and mediatization : a case of women´s ski-jumping

Ski jumping was the only sport included in the Winter Olympics, where women were not allowed to take part until the first week of April 2011, when IOC decided to let them in to the Olympic family, a major victory for women´s ski-jumping. Since 2004 the Norwegian media had women ski jumping as one important topic in their media coverage. The third of March 2010 the new Holmenkollen ski-jumping hill was inaugurated. It had been rebuilt for the World Championships 2011. The first jump on the hill was surrounded by an intense debate. Annette Sagen was decided to be the first jumper on the hill after a poll on the social media channel Facebook that gave Annette Sagen over 40 000 votes.  However Tuesday the second of March Björn Einar Romören, a world cup jumper, did the first jump during a training session. This act started a significant chain of events. The biggest Norwegian web – magazines Verldens Gang and Aftenposten made this the head story and they invited the readers to interaction. Within 24 hours 11 000 comments were written, most of them in favor of Sagen and against Romören´s behavior. The Norwegian Ski Association excluded Romören from two World Cup competitions. What did happen during these days in the media?  I want to present the activities, which went on in two web-magazines, and analyze the articles written on the topic. Main issues are to show what an impact a social media network had on the sport in this specific case and how different actors appeared in the media and discuss if Romörens exclusion was a result of the mediatization.

Real Money, Real Lessons: In a course called learning by giving, students pursue and allot funding for area nonprofits

Students learn nonprofit ropes by seeking funding for area organizations.

Desenvolvimento do saltar à horizontal : uma análise topológica

O objetivo deste estudo foi investigar a organização espaço-temporal dos segmentos da perna e da coxa no saltar à horizontal, verificando as infiuências do organismo e do ambiente (dois tipos de piso: concreto e areia). Participaram do estudo 21 sujeitos, 3 de cada faixa etária: 4, 5, 7, 9, 11, 13 e adulta (X = 19 anos de idade). Os sujeitos foram filmados realizando o saltar à horizontal com marcas desenhadas no centro das articulações do tornozelo, joelho e quadril. Estes pontos foram digitalizados e processados obtendo a posição e velocidade angular dos segmentos da perna e da coxa. A partir da posição e velocidade angular foi possível delinear os gráficos dos atratores (retratos de fase) e calcular os valores dos ângulos de fase para cada segmento, durante a realização da tarefa. Duas reversões para cada segmento, na posição angular, foram identificadas e nestes momentos os valores dos ângulos de fase foram capturados. Analisando as trajetórias dos retratos de fase verificou-se que os segmentos da perna e da coxa apresentaram um conjunto específico de características topológicas, na realização do saltar à horizontal. A análise dos valores dos ângulos de fase, nas duas reversões, indicou que ao longo das faixas etárias e nos dois tipos de piso os segmentos da perna e da coxa apresentaram organização espaço-temporal semelhante, indicando coordenação invariante.

Essays in macroeconomy and dynamic term-structure models

This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model and estimate a small open economy for the Canadian economy in a two country General Equilibrium (DSGE) framework. We show that it is important to account for the correlation between Domestic and Foreign shocks and for the Incomplete Pass-Through. In the second chapter-paper, which was done with Hedibert Freitas Lopes, we estimate a Regime-switching Macro-Finance model for the term-structure of interest rates to study the US post-World War II (WWII) joint behavior of macro-variables and the yield-curve. We show that our model tracks well the US NBER cycles, the addition of changes of regime are important to explain the Expectation Theory of the term structure, and macro-variables have increasing importance in recessions to explain the variability of the yield curve. We also present a novel sequential Monte-Carlo algorithm to learn about the parameters and the latent states of the Economy. In the third chapter, I present a Gaussian A ne Term Structure Model (ATSM) with latent jumps in order to address two questions: (1) what are the implications of incorporating jumps in an ATSM for Asian option pricing, in the particular case of the Brazilian DI Index (IDI) option, and (2) how jumps and options a ect the bond risk-premia dynamics. I show that jump risk-premia is negative in a scenario of decreasing interest rates (my sample period) and is important to explain the level of yields, and that gaussian models without jumps and with constant intensity jumps are good to price Asian options.

Informação e organização: um modelo de diagnostico e intervenção na administração da universidade

Este trabalho, concebido dentro de uma perspectiva humanista, propõe-se a elaborar e testar um modelo de Diagnóstico e Intervenção Organizacional. A abordagem sistêmica permitiu a aplicação de conceitos da Teoria da Informação, tendo em vista a ideia de se elaborar uma sistemática de tratamento de dados coleta dos, que possibilite uma nova forma de Descrição de Cargos e consequente Especificações de Trabalho. O objetivo de tal colocação visa minorar as principais falhas existentes na passagem ' dos requisitos de Trabalho às Especificações decorrentes, tornando este "salto" menos subjetivo, mais operacional e melhor quantificável. Por outro lado, o tratamento de dados à luz da Teoria da Informação, permite a elaboração de novas categorizações e avaliações para fins psicológicos. Além de se obter uma classificação objetiva, operacional e dinâmica em termos de análise de trabalho, são formulados novos recursos com vista s a uma seleção adequada, um tratamento útil e específico, fundamentados nos elementos discriminantes de cada cargo. Finalmente, através de uma análise da estrutura e da dinâmica de uma organização específica, fundamentada em processos de análise de trabalho e de avaliação de pessoal, baseadas na teoria da, informação é também possível planejar-se mudanças organizacionais - com perspectivas ergonômicas - na área considera da crítica, para minimizar a eficiência dos recursos humanos de uma organização, isto é, a adaptação do trabalho ao Homem.

Modelo de volatilidade estocástica com saltos aplicado a commodities agrícolas

Mensalmente são publicados relatórios pelo Departamento de Agricultura dos Estados Unidos (USDA) onde são divulgados dados de condições das safras, oferta e demanda globais, nível dos estoques, que servem como referência para todos os participantes do mercado de commodities agrícolas. Esse mercado apresenta uma volatilidade acentuada no período de divulgação dos relatórios. Um modelo de volatilidade estocástica com saltos é utilizado para a dinâmica de preços de milho e de soja. Não existe um modelo ‘ideal’ para tal fim, cada um dos existentes têm suas vantagens e desvantagens. O modelo escolhido foi o de Oztukel e Wilmott (1998), que é um modelo de volatilidade estocástica empírica, incrementado com saltos determinísticos. Empiricamente foi demonstrado que um modelo de volatilidade estocástica pode ser bem ajustado ao mercado de commodities, e o processo de jump-diffusion pode representar bem os saltos que o mercado apresenta durante a divulgação dos relatórios. As opções de commodities agrícolas que são negociadas em bolsa são do tipo americanas, então alguns métodos disponíveis poderiam ser utilizados para precificar opções seguindo a dinâmica do modelo proposto. Dado que o modelo escolhido é um modelo multi-fatores, então o método apropriado para a precificação é o proposto por Longstaff e Schwartz (2001) chamado de Monte Carlo por mínimos quadrados (LSM). As opções precificadas pelo modelo são utilizadas em uma estratégia de hedge de uma posição física de milho e de soja, e a eficiência dessa estratégia é comparada com estratégias utilizando-se instrumentos disponíveis no mercado.

Ensaios em Finanças

Esta tese é composta de três artigos sobre finanças. O primeiro tem o título "Nonparametric Option Pricing with Generalized Entropic Estimators " e estuda um método de apreçamento de derivativos em mercados incompletos. Este método está relacionado com membros da família de funções de Cressie-Read em que cada membro fornece uma medida neutra ao risco. Vários testes são feitos. Os resultados destes testes sugerem um modo de definir um intervalo robusto para preços de opções. Os outros dois artigos são sobre anúncios agendados em diferentes situações. O segundo se chama "Watching the News: Optimal Stopping Time and Scheduled Announcements" e estuda problemas de tempo de parada ótimo na presença de saltos numa data fixa em modelos de difusão com salto. Fornece resultados sobre a otimalidade do tempo de parada um pouco antes do anúncio. O artigo aplica os resultados ao tempo de exercício de Opções Americanas e ao tempo ótimo de venda de um ativo. Finalmente o terceiro artigo estuda um problema de carteira ótima na presença de custo fixo quando os preços podem saltar numa data fixa. Seu título é "Dynamic Portfolio Selection with Transactions Costs and Scheduled Announcement" e o resultado mais interessante é que o comportamento do investidor é consistente com estudos empíricos sobre volume de transações em momentos próximos de anúncios.

Pricing the cost of an election: the impact of the 2014 elections on stock markets

Qual o efeito de eleições em ativos reais? É possível mensurar diretamente a diferença de preços mesmo que só possamos enxergar um dos resultados potenciais? Essa dissertação estima esses efeitos utilizando metodologia baseada em opções sobre ações. O modelo aqui desenvolvido adaptção tradicional Black-Scholes para incorporar dois novos parâmetros: um salto no preço do ativo perfeitamente antecipado e uma série de probabilidades diárias refletindo as crenças sobre quem venceria a corrida eleitoral. Aplicamos esse método para o caso brasileiro das Eleições Presidenciais de 2014 e a Petrobras - uma importante companhia do setor petrolífero do país -utilizando dados de bolsa do segundo turno das eleições. Os resultados encontrados mostram uma diferença de 65-77% para o valor da companhia, dependendo de quem vencesse nas urnas. Isso é equivalente a aproximadamente 2.5% do PIB de 2014 do país.