A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion.

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We run the Dickey-Fuller test to check cointegration, and then compare the results with non-cointegrated pairs. We found that the Sharpe ratio of cointegrated pairs is greater than the non-cointegrated. We also use the Ornstein-Uhlenbeck equation in order to calculate the half-life of the pairs. Again, this improves their performance. Last, we use the leverage suggested by Kelly Formula, once again improving the results.

A Numerical method for the semilinear stochastic transport equation

Trabalho apresentado no XXXV CNMAC, Natal-RN, 2014.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

Allosteric modulation of pyrophosphatase activity of rat osseous plate alkaline phosphatase by magnesium ions

Pyrophosphatase activity of rat osseous plate alkaline phosphatase was studied at different concentrations of calcium and magnesium ions. with the aim of characterizing the modulation of enzyme activity by these metals. In the absence of metal ions, the enzyme hydrolysed pyrophosphate following Michaelian kinetics with a specific activity of 36.7 U/mg and K-0.5 = 88 mu M. In the presence of low concentrations (0.1 mM) of magnesium (or calcium) ions, the enzyme also exhibited Michaclian kinetics for the hydrolysis of pyrophosphate, but a significant increase in specific activity (123 U/mg) was observed. K-m values remained almost unchanged. Quite different behavior occurred in the presence of 2 mM magnesium (or calcium) ions. In addition to low-affinity sites (K-0.5 = 40 and 90 mu M, for magnesium and calcium, respectively), high-affinity sites were also observed with K-0.5 values 100-fold lower. The high-affinity sites observed in the presence of calcium ions represented about 10% of those observed for magnesium ions. This was correlated with the fact that only magnesium ions triggered conformational changes yielding a fully active enzyme. These results suggested that the enzyme could hydrolyse pyrophosphate, even at physiological concentrations (4 mu M), since magnesium concentrations are high enough to trigger conformational changes increasing the enzyme activity. A model, suggesting the involvement of magnesium ions in the hydrolysis of pyrophosphate by rat osseous plate alkaline phosphatase is proposed. (C) 1998 Published by Elsevier B.V. Ltd. All rights reserved.

Inorganic pyrophosphate-phosphohydrolytic activity associated with rat osseous plate alkaline phosphatase

Purified membrane-bound alkaline phosphatase from rat osseous plate hydrolyzed pyrophosphate in the presence of magnesium ions, with a specific activity of 92.7 U/mg. Optimal apparent pH for pyrophosphatase activity was 8.0 and it remained unchanged on increasing the pyrophosphate concentration. In the absence of magnesium ions the enzyme had a K-m = 88 mu M and V = 36.7 U/mg for pyrophosphate and no inhibition by excess substrate was observed. Pyrophosphatase activity was rapidly destroyed at temperatures above 40 degrees C, but magnesium ions apparently protected the enzyme against danaturation. Sodium metavanadate (Ki = 1.0 mM) was a competitive inhibitor of pyrophosphatase activity, while levamisole (Ki = 8.2 mM) and theophylline (Ki = 7.4 mM) were uncompetitive inhibitors. Magnesium ions (K-0.5 = 1.7 mu M) stimulated pyrophosphatase activity, while cobalt (Ki = 48.5 mu M) and zinc (Ki = 22.0 mu M) ions were non-competitive inhibitors. Manganese and calcium ions had no effect on pyrophosphatase activity. The M-w of the pyrophosphatase: protein was 130 kDa by gel filtration, but a value of 65 kDa was obtained by dissociative gel electrophoresis, suggesting that it was a dimer of apparently identical subunits. These results suggested that pyrophosphatase activity stems from the membrane-bound osseous plate alkaline phosphatase and not from a different protein.

Kinetic characterization of a membrane-specific ATPase from rat osseous plate and its possible significance on endochondral ossification

Treatment with phosphatidylinositol-specific phospholipase C of rat osseous plate membranes released up to 90-95% of alkaline phosphatase, but a specific ATPase activity (optimum pH = 7.5) remained bound to the membrane. The hydrolysis of ATP by this ATPase was negligible in the absence of magnesium or calcium ions. However, at millimolar concentrations of magnesium and calcium ions, the membrane-specific ATPase activity increased to about 560-600 U/mg, exhibiting two classes of ATP-hydrolysing sites, and site-site interactions. GTP, UTP, ITP, and CTP were also hydrolyzed by the membrane-specific ATPase. Oligomycin, ouabain, bafilomycin A(1), thapsigargin, omeprazole, ethacrynic acid and EDTA slightly affected membrane-specific ATPase activity while vanadate produced a 18% inhibition. The membrane-specific ATPase activity was insensitive to theophylline, but was inhibited 40% by levamisole. These data suggested that the membrane-specific ATPase activity present in osseous plate membranes, and alkaline phosphatase, were different proteins. (C) 1998 Elsevier B.V. B.V.

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

About the Use of the HdHr Algorithm Group in Integrating the Movement Equation with Nonlinear Terms

This work summarizes the HdHr group of Hermitian integration algorithms for dynamic structural analysis applications. It proposes a procedure for their use when nonlinear terms are present in the equilibrium equation. The simple pendulum problem is solved as a first example and the numerical results are discussed. Directions to be pursued in future research are also mentioned. Copyright (C) 2009 H.M. Bottura and A. C. Rigitano.

Some exact solutions of the Dirac equation

Exact analytic solutions are found to the Dirac equation for a combination of Lorentz scalar and vector Coulombic potentials with additional non-Coulombic parts. An appropriate linear combination of Lorentz scalar and vector non-Coulombic potentials, with the scalar part dominating, can be chosen to give exact analytic Dirac wave functions.

Exact closed-form solutions of the Dirac equation for a class of effective Morse potentials

Exact bounded solutions for a fermion subject to exponential scalar potential in 1 + 1 dimensions are found in closed form. We discuss the existence of zero modes which are related to the ultrarelativistic limit of the Dirac equation and are responsible for the induction of a fractional fermion number on the vacuum.

Dirac equation exact solutions for generalized asymmetrical Hartmann potentials

In this work we solve the Dirac equation by constructing the exact bound state solutions for a mixing of vector and scalar generalized Hartmann potentials. This is done provided the vector potential is equal to or minus the scalar potential. The cases of some quasi-exactly solvable and Morse-like potentials are briefly commented. (c) 2006 Elsevier B.V. All rights reserved.