Selecting statistical models to study the relationship between soybean yield and soil physical properties

Statistical models allow the representation of data sets and the estimation and/or prediction of the behavior of a given variable through its interaction with the other variables involved in a phenomenon. Among other different statistical models, are the autoregressive state-space models (ARSS) and the linear regression models (LR), which allow the quantification of the relationships among soil-plant-atmosphere system variables. To compare the quality of the ARSS and LR models for the modeling of the relationships between soybean yield and soil physical properties, Akaike's Information Criterion, which provides a coefficient for the selection of the best model, was used in this study. The data sets were sampled in a Rhodic Acrudox soil, along a spatial transect with 84 points spaced 3 m apart. At each sampling point, soybean samples were collected for yield quantification. At the same site, soil penetration resistance was also measured and soil samples were collected to measure soil bulk density in the 0-0.10 m and 0.10-0.20 m layers. Results showed autocorrelation and a cross correlation structure of soybean yield and soil penetration resistance data. Soil bulk density data, however, were only autocorrelated in the 0-0.10 m layer and not cross correlated with soybean yield. The results showed the higher efficiency of the autoregressive space-state models in relation to the equivalent simple and multiple linear regression models using Akaike's Information Criterion. The resulting values were comparatively lower than the values obtained by the regression models, for all combinations of explanatory variables.

Discrete contribution to psi ' -> J/psi plus gamma gamma

HadronPhysics2 (Grant Agreement No. 227431) (EU)

Dynamical properties of discrete breathers in curved chains with first and second neighbor interaction

We present the study of discrete breather dynamics in curved polymerlike chains consisting of masses connected via nonlinear springs. The polymer chains are one dimensional but not rectilinear and their motion takes place on a plane. After constructing breathers following numerically accurate procedures, we launch them in the chains and investigate properties of their propagation dynamics. We find that breather motion is strongly affected by the presence of curved regions of polymers, while the breathers themselves show a very strong resilience and remarkable stability in the presence of geometrical changes. For chains with strong angular rigidity we find that breathers either pass through bent regions or get reflected while retaining their frequency. Their motion is practically lossless and seems to be determined through local energy conservation. For less rigid chains modeled via second neighbor interactions, we find similarly that chain geometry typically does not destroy the localized breather states but, contrary to the angularly rigid chains, it induces some small but constant energy loss. Furthermore, we find that a curved segment acts as an active gate reflecting or refracting the incident breather and transforming its velocity to a value that depends on the discrete breathers frequency. We analyze the physical reasoning behind these seemingly general breather properties.

Interaction of a discrete breather with a lattice junction

We study the scattering of a moving discrete breather (DB) on a junction in a Fermi-Pasta-Ulam chain consisting of two segments with different masses of the particles. We consider four distinct cases: (i) a light-heavy (abrupt) junction in which the DB impinges on the junction from the segment with lighter mass, (ii) a heavy-light junction, (iii) an up mass ramp in which the mass in the heavier segment increases continuously as one moves away from the junction point, and (iv) a down mass ramp. Depending on the mass difference and DB characteristics (frequency and velocity), the DB can either reflect from, or transmit through, or get trapped at the junction or on the ramp. For the heavy-light junction, the DB can even split at the junction into a reflected and a transmitted DB. The latter is found to subsequently split into two or more DBs. For the down mass ramp the DB gets accelerated in several stages, with accompanying radiation (phonons). These results are rationalized by calculating the Peierls-Nabarro barrier for the various cases. We also point out implications of our results in realistic situations such as electron-phonon coupled chains.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Confinement of discrete breathers in inhomogeneously profiled nonlinear chains

We investigate numerically the scattering of a moving discrete breather on a pair of junctions in a Fermi-Pasta-Ulam chain. These junctions delimit an extended region with different masses of the particles. We consider (i) a rectangular trap, (ii) a wedge shaped trap, and (iii) a smoothly varying convex or concave mass profile. All three cases lead to DB confinement, with the ease of trapping depending on the profile of the trap. We also study the collision and trapping of two DBs within the profile as a function of trap width, shape, and approach time at the two junctions. The latter controls whether one or both DBs are trapped.

Optical crop sensor for variable-rate nitrogen fertilization in corn: i - plant nutrition and dry matter production

Variable-rate nitrogen fertilization (VRF) based on optical spectrometry sensors of crops is a technological innovation capable of improving the nutrient use efficiency (NUE) and mitigate environmental impacts. However, studies addressing fertilization based on crop sensors are still scarce in Brazilian agriculture. This study aims to evaluate the efficiency of an optical crop sensor to assess the nutritional status of corn and compare VRF with the standard strategy of traditional single-rate N fertilization (TSF) used by farmers. With this purpose, three experiments were conducted at different locations in Southern Brazil, in the growing seasons 2008/09 and 2010/11. The following crop properties were evaluated: above-ground dry matter production, nitrogen (N) content, N uptake, relative chlorophyll content (SPAD) reading, and a vegetation index measured by the optical sensor N-Sensor® ALS. The plants were evaluated in the stages V4, V6, V8, V10, V12 and at corn flowering. The experiments had a completely randomized design at three different sites that were analyzed separately. The vegetation index was directly related to above-ground dry matter production (R² = 0.91; p<0.0001), total N uptake (R² = 0.87; p<0.0001) and SPAD reading (R² = 0.63; p<0.0001) and inversely related to plant N content (R² = 0.53; p<0.0001). The efficiency of VRF for plant nutrition was influenced by the specific climatic conditions of each site. Therefore, the efficiency of the VRF strategy was similar to that of the standard farmer fertilizer strategy at sites 1 and 2. However, at site 3 where the climatic conditions were favorable for corn growth, the use of optical sensors to determine VRF resulted in a 12 % increase in N plant uptake in relation to the standard fertilization, indicating the potential of this technology to improve NUE.

Optical crop sensor for variable-rate nitrogen fertilization in corn: II - indices of fertilizer efficiency and corn yield

Generally, in tropical and subtropical agroecosystems, the efficiency of nitrogen (N) fertilization is low, inducing a temporal variability of crop yield, economic losses, and environmental impacts. Variable-rate N fertilization (VRF), based on optical spectrometry crop sensors, could increase the N use efficiency (NUE). The objective of this study was to evaluate the corn grain yield and N fertilization efficiency under VRF determined by an optical sensor in comparison to the traditional single-application N fertilization (TSF). With this purpose, three experiments with no-tillage corn were carried out in the 2008/09 and 2010/11 growing seasons on a Hapludox in South Brazil, in a completely randomized design, at three different sites that were analyzed separately. The following crop properties were evaluated: aboveground dry matter production and quantity of N uptake at corn flowering, grain yield, and vegetation index determined by an N-Sensor® ALS optical sensor. Across the sites, the corn N fertilizer had a positive effect on corn N uptake, resulting in increased corn dry matter and grain yield. However, N fertilization induced lower increases of corn grain yield at site 2, where there was a severe drought during the growing period. The VRF defined by the optical crop sensor increased the apparent N recovery (NRE) and agronomic efficiency of N (NAE) compared to the traditional fertilizer strategy. In the average of sites 1 and 3, which were not affected by drought, VRF promoted an increase of 28.0 and 41.3 % in NAE and NRE, respectively. Despite these results, no increases in corn grain yield were observed by the use of VRF compared to TSF.

Design of surface forces apparatus for tribology studies combined with nonlinear optical spectroscopy

We describe the design, calibration, and performance of surface forces apparatus with the capability of illumination of the contact interface for spectroscopic investigation using optical techniques. The apparatus can be placed in the path of a Nd-YAG laser for studies of the linear response or the second harmonic and sum-frequency generation from a material confined between the two surfaces. In addition to the standard fringes of equal chromatic order technique, which we have digitized for accurate and fast analysis, the distance of separation can be measured with a fiber-optic interferometer during spectroscopic measurements (2 Å resolution and 10 ms response time). The sample approach is accomplished through application of a motor drive, piezoelectric actuator, or electromagnetic lever deflection for variable degrees of range, sensitivity, and response time. To demonstrate the operation of the instrument, the stepwise expulsion of discrete layers of octamethylcyclotetrasiloxane from the contact is shown. Lateral forces may also be studied by using piezoelectric bimorphs to induce and direct the motion of one surface.

A new and simple variable-angle accessory for infrared specular reflectance

A simple, low-cost accessory (patent pending) with only two flat mirrors and a new variable-angle mechanism has been developed for infrared specular reflectance measurements. The system allows the angles of incidence to be varied continuously from 15° (near normal incidence) to 85° (near grazing angle) without losing the alignment of the accessory. The reflectivity of boron nitride thin films deposited on metallic substrates has been measured at different angles of incidence to demonstrate the utility of this accessory.

Bacterial bioassay for rapid and accurate analysis of arsenic in highly variable groundwater samples.

In this study, we report the first ever large-scale environmental validation of a microbial reporter-based test to measure arsenic concentrations in natural water resources. A bioluminescence-producing arsenic-inducible bacterium based on Escherichia coli was used as the reporter organism. Specific protocols were developed with the goal to avoid the negative influence of iron in groundwater on arsenic availability to the bioreporter cells. A total of 194 groundwater samples were collected in the Red River and Mekong River Delta regions of Vietnam and were analyzed both by atomic absorption spectroscopy (AAS) and by the arsenic bioreporter protocol. The bacterial cells performed well at and above arsenic concentrations in groundwater of 7 microg/L, with an almost linearly proportional increase of the bioluminescence signal between 10 and 100 microg As/L (r2 = 0.997). Comparisons between AAS and arsenic bioreporter determinations gave an overall average of 8.0% false negative and 2.4% false positive identifications for the bioreporter prediction at the WHO recommended acceptable arsenic concentration of 10 microg/L, which is far betterthan the performance of chemical field test kits. Because of the ease of the measurement protocol and the low application cost, the microbiological arsenic test has a great potential in large screening campaigns in Asia and in other areas suffering from arsenic pollution in groundwater resources.

Three-dimensional interpolation of soil data: fertility and pedomorphological features in southern Brazil

The graphical representation of spatial soil properties in a digital environment is complex because it requires a conversion of data collected in a discrete form onto a continuous surface. The objective of this study was to apply three-dimension techniques of interpolation and visualization on soil texture and fertility properties and establish relationships with pedogenetic factors and processes in a slope area. The GRASS Geographic Information System was used to generate three-dimensional models and ParaView software to visualize soil volumes. Samples of the A, AB, BA, and B horizons were collected in a regular 122-point grid in an area of 13 ha, in Pinhais, PR, in southern Brazil. Geoprocessing and graphic computing techniques were effective in identifying and delimiting soil volumes of distinct ranges of fertility properties confined within the soil matrix. Both three-dimensional interpolation and the visualization tool facilitated interpretation in a continuous space (volumes) of the cause-effect relationships between soil texture and fertility properties and pedological factors and processes, such as higher clay contents following the drainage lines of the area. The flattest part with more weathered soils (Oxisols) had the highest pH values and lower Al3+ concentrations. These techniques of data interpolation and visualization have great potential for use in diverse areas of soil science, such as identification of soil volumes occurring side-by-side but that exhibit different physical, chemical, and mineralogical conditions for plant root growth, and monitoring of plumes of organic and inorganic pollutants in soils and sediments, among other applications. The methodological details for interpolation and a three-dimensional view of soil data are presented here.

Quantification of permanent and variable charges in reference soils of the State of Pernambuco, Brazil

The electrical charges in soil particles are divided into structural or permanent charges and variable charges. Permanent charges develop on the soil particle surface by isomorphic substitution. Variable charges arise from dissociation and association of protons (H+), protonation or deprotonation, and specific adsorption of cations and anions. The aim of this study was to quantify the permanent charges and variable charges of Reference Soils of the State of Pernambuco, Brazil. To do so, 24 subsurface profiles from different regions (nine in the Zona da Mata, eight in the Agreste, and seven in the Sertão) were sampled, representing approximately 80 % of the total area of the state. Measurements were performed using cesium chloride solution. Determination was made of the permanent charges and the charges in regard to the hydroxyl functional groups through selective ion exchange of Cs+ by Li+ and Cs+ by NH4+, respectively. All the soils analyzed exhibited variable cation exchange capacity, with proportions from 0.16 to 0.60 and an average of 0.40 when related to total cation exchange capacity.

Telegrapher's equation with variable propagation speeds

All derivations of the one-dimensional telegraphers equation, based on the persistent random walk model, assume a constant speed of signal propagation. We generalize here the model to allow for a variable propagation speed and study several limiting cases in detail. We also show the connections of this model with anomalous diffusion behavior and with inertial dichotomous processes.

The Foundational Significance of Leggett's Non-local Hidden-Variable Theories

Laudisa (Found. Phys. 38:1110-1132, 2008) claims that experimental research on the class of non-local hidden-variable theories introduced by Leggett is misguided, because these theories are irrelevant for the foundations of quantum mechanics. I show that Laudisa's arguments fail to establish the pessimistic conclusion he draws from them. In particular, it is not the case that Leggett-inspired research is based on a mistaken understanding of Bell's theorem, nor that previous no-hidden-variable theorems already exclude Leggett's models. Finally, I argue that the framework of Bohmian mechanics brings out the importance of Leggett tests, rather than proving their irrelevance, as Laudisa supposes.