Large time behaviour for functional differential equations with dominant eigenvalues of arbitrary order

The spectral theory for linear autonomous neutral functional differential equations (FDE) yields explicit formulas for the large time behaviour of solutions. Our results are based on resolvent computations and Dunford calculus, applied to establish explicit formulas for the large time behaviour of solutions of FDE. We investigate in detail a class of two-dimensional systems of FDE. (C) 2009 Elsevier Inc. All rights reserved.

Self-adjoint extensions and spectral analysis in the Calogero problem

In this paper, we present a mathematically rigorous quantum-mechanical treatment of a one-dimensional motion of a particle in the Calogero potential alpha x(-2). Although the problem is quite old and well studied, we believe that our consideration based on a uniform approach to constructing a correct quantum-mechanical description for systems with singular potentials and/or boundaries, proposed in our previous works, adds some new points to its solution. To demonstrate that a consideration of the Calogero problem requires mathematical accuracy, we discuss some `paradoxes` inherent in the `naive` quantum-mechanical treatment. Using a self-adjoint extension method, we construct and study all possible self-adjoint operators (self-adjoint Hamiltonians) associated with a formal differential expression for the Calogero Hamiltonian. In particular, we discuss a spontaneous scale-symmetry breaking associated with self-adjoint extensions. A complete spectral analysis of all self-adjoint Hamiltonians is presented.

Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.

Protein variation in blood-dwelling schistosome worms generated by differential splicing of micro-exon gene transcripts

Schistosoma mansoni is a well-adapted blood-dwelling parasitic helminth, persisting for decades in its human host despite being continually exposed to potential immune attack. Here, we describe in detail micro-exon genes (MEG) in S. mansoni, some present in multiple copies, which represent a novel molecular system for creating protein variation through the alternate splicing of short (<= 36 bp) symmetric exons organized in tandem. Analysis of three closely related copies of one MEG family allowed us to trace several evolutionary events and propose a mechanism for micro-exon generation and diversification. Microarray experiments show that the majority of MEGs are up-regulated in life cycle stages associated with establishment in the mammalian host after skin penetration. Sequencing of RT-PCR products allowed the description of several alternate splice forms of micro-exon genes, highlighting the potential use of these transcripts to generate a complex pool of protein variants. We obtained direct evidence for the existence of such pools by proteomic analysis of secretions from migrating schistosomula and mature eggs. Whole-mount in situ hybridization and immunolocalization showed that MEG transcripts and proteins were restricted to glands or epithelia exposed to the external environment. The ability of schistosomes to produce a complex pool of variant proteins aligns them with the other major groups of blood parasites, but using a completely different mechanism. We believe that our data open a new chapter in the study of immune evasion by schistosomes, and their ability to generate variant proteins could represent a significant obstacle to vaccine development.

Activated Copper Cathodes as Sensors for Nitrite Analysis

The increased surface area of copper electrodes upon applying a suitable potential protocol was characterized by atomic force microscopy images. Scanning electrochemical microscopy was used to demonstrate the enhanced reactivity of the generated surface. The modified electrode showed excellent catalytic activity towards nitrite reduction in acidic medium (pH 2). This new platform was used in the development of a fast and simple voltammetric method for nitrite determination. Commercial and rainwater spiked samples were analyzed and the data showed an excellent agreement with those obtained with a reference spectrophotometric method (Griess reaction) at a confidence level of 95% (Student`s t-test).

Differential Acetyl Cholinesterase Inhibition by Volatile Oils from two Specimens of Marlierea racemosa (Myrtaceae) Collected from Different Areas of the Atlantic Rain Forest

The volatile oil composition and anti-acetyl cholinesterase activity were analyzed in two specimens of Marlierea racemosa growing in different areas of the Atlantic Rain Forest (Cananeia and Caraguatatuba, SP, Brazil). Component identifications were performed by GUMS and their acetyl cholinesterase inhibitory activity was measured through colorimetric analysis. The major constituent in both specimens was spathulenol (25.1 % in Cananeia and 31.9% in Caraguatatuba). However, the first one also presented monoterpenes (41.2%), while in the Carguatatuba plants, this class was not detected. The oils from the plants collected in Cananeia were able to inhibit the acetyl cholinesterase activity by LIP to 75%, but for oils from the other locality the maximal inhibition achieved was 35%. These results suggested that the monoterpenes are more effective in the inhibition of acetyl cholinesterase activity than sesquiterpenes as these compounds are present in higher amounts in the M. racemosa plants collected in Cananeia.

Thermal analysis and compatibility studies of prednicarbate with excipients used in semi solid pharmaceutical form

Differential Scanning Calorimetry (DSC), thermogravimetry/derivative thermogravimetry (TG/DTG) and infrared spectroscopy (IR) techniques were used to investigate the compatibility between prednicarbate and several excipients commonly used in semi solid pharmaceutical form. The thermoanalytical studies of 1:1 (m/m) drug/excipient physical mixtures showed that the beginning of the first thermal decomposition stage of the prednicarbate (T (onset) value) was decreased in the presence of stearyl alcohol and glyceryl stearate compared to the drug alone. For the binary mixture of drug/sodium pirrolidone carboxilate the first thermal decomposition stage was not changed, however the DTG peak temperature (T (peak DTG)) decreased. The comparison of the IR spectra of the drug, the physical mixtures and of the thermally treated samples confirmed the thermal decomposition of prednicarbate. By the comparison of the thermal profiles of 1:1 prednicarbate:excipients mixtures (methylparaben, propylparaben, carbomer 940, acrylate crosspolymer, lactic acid, light liquid paraffin, isopropyl palmitate, myristyl lactate and cetyl alcohol) no interaction was observed.

Fast batch injection analysis of H(2)O(2) using an array of Pt-modified gold microelectrodes obtained from split electronic chips

A fast and robust analytical method for amperometric determination of hydrogen peroxide (H(2)O(2)) based on batch injection analysis (BIA) on an array of gold microelectrodes modified with platinum is proposed. The gold microelectrode array (n = 14) was obtained from electronic chips developed for surface mounted device technology (SMD), whose size offers advantages to adapt them in batch cells. The effect of the dispensing rate, volume injected, distance between the platinum microelectrodes and the pipette tip, as well as the volume of solution in the cell on the analytical response were evaluated. The method allows the H(2)O(2) amperometric determination in the concentration range from 0.8 mu mol L(-1) to 100 mu mol L(-1). The analytical frequency can attain 300 determinations per hour and the detection limit was estimated in 0.34 mu mol L(-1) (3 sigma). The anodic current peaks obtained after a series of 23 successive injections of 50 mu L of 25 mu mol L(-1) H(2)O(2) showed an RSD < 0.9%. To ensure the good selectivity to detect H(2)O(2), its determination was performed in a differential mode, with selective destruction of the H(2)O(2) with catalase in 10 mmol L(-1) phosphate buffer solution. Practical application of the analytical procedure involved H(2)O(2) determination in rainwater of Sao Paulo City. A comparison of the results obtained by the proposed ampermetric method with another one which combines flow injection analysis (FIA) with spectrophotometric detection showed good agreement. (C) 2011 Elsevier B.V. All rights reserved.

Thermal analysis of biodegradable microparticles containing ciprofloxacin hydrochloride obtained by spray drying technique

Thermal analysis has been extensively used to obtain information about drug-polymer interactions and to perform pre-formulation studies of pharmaceutical dosage forms. In this work, biodegradable microparticles of poly(D,L-lactide-co-glycolide) (PLGA) containing ciprofloxacin hydrochloride (CP) in various drug:polymer ratios were obtained by spray drying. The main purpose of this study was to investigate the effect of the spray drying process on the drug-polymer interactions and on the stability of microparticles using differential scanning calorimetry (DSC), thermogravimetry (TG) and derivative thermogravimetry (DTG) and infrared spectroscopy (IR). The results showed that the high levels of encapsulation efficiency were dependant on drug:polymer ratio. DSC and TG/DTG analyses showed that for physical mixtures of the microparticles components the thermal profiles were different from those signals obtained with the pure substances. Thermal analysis data disclosed that physical interaction between CP and PLGA in high temperatures had occurred. The DSC and TG profiles for drug-loaded microparticles were very similar to the physical mixtures of components and it was possible to characterize the thermal properties of microparticles according to drug content. These data indicated that the spray dryer technique does not affect the physicochemical properties of the microparticles. In addition, the results are in agreement with IR data analysis demonstrating that no significant chemical interaction occurs between CP and PLGA in both physical mixtures and microparticles. In conclusion, we have found that the spray drying procedure used in this work can be a secure methodology to produce CP-loaded microparticles. (C) 2007 Elsevier B.V. All rights reserved.

Electrocatalytic behavior of glassy carbon electrodes modified with multiwalled carbon nanotubes and cobalt phthalocyanine for selective analysis of dopamine in presence of ascorbic acid

This work describes the development, electrochemical characterization and utilization of a cobalt phthalocyanine modified carbon nanotube electrode for the quantitative determination of dopamine in 0.2 mol L-1 phosphate buffer contaminated with high concentration of ascorbic acid. The electrode surface was analyzed by cyclic voltammetry and electrochemical impedance spectroscopy which showed a modified surface presenting a charge transfer resistance of 500 Omega, against the 16.46 k Omega value found for the bare glassy carbon surface. A pseudo rate constant value of 5.4 x 10(-4) cm s(-1) for dopamine oxidation was calculated. Voltammetric experiments showed a shift of the peak potential of DA oxidation to less positive value at 390 mV as compared with that of a bare GC electrode at 570 mV. The electrochemical determination of dopamine, in presence of ascorbic acid in concentrations up to 0.1 mol L-1 by differential pulse voltarnmetry, yielded a detection limit as low as 2.56 x 10(-7) mol L-1.

A Graphite-Polyurethane Composite Electrode for the Analysis of Furosemide

A graphite-polyurethane composite electrode has been used for the determination of furosemide, a antihypertensive drug, in pharmaceutical samples by anodic oxidation. Cyclic voltammetry and electrochemical impedance spectroscopy were used to characterize the electrooxidation process at +1.0 V vs. SCE over a wide pH range, with the result that no adsorption of analyte or products occurs, unlike at other carbon-based electrode materials. Quantification was carried out using cyclic voltammetry, differential pulse voltammetry, and square-wave voltammetry. Linear ranges were determined (up to 21 mu mol L-1 with cyclic voltammetry) as well as limits of detection (0.15 mu mol L-1 by differential pulse voltammetry). Four different types of commercial samples were successfully analyzed. Recovery tests were performed which agreed with those obtained by spectrophotometric evaluation. The advantages of this electrode material for repetitive analyzes, due to the fact that no electrode surface renewal is needed owing to the lack of adsorption, are highlighted.

Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Exploratory semiparametric analysis of two-dimensional diffusions in finance

We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed to the univariate case, the elements of the Itô and Fokker-Planck representations do not coincide; and, even imposing sensible assumptions on the marginal drifts and volatilities is not sufficient to obtain direct generalisations. We develop exploratory estimation and testing procedures, by parametrizing the drifts of both component processes and setting restrictions on the terms of either the Itô or the Fokker-Planck covariance matrices. This may lead to highly nonlinear ordinary differential equations, where the definition of boundary conditions is crucial. For the methods developed, the Fokker-Planck representation seems more tractable than the Itô’s. Questions for further research include the design of regularity conditions on the time series dependence in the data, the kernels actually used and the bandwidths, to obtain asymptotic properties for the estimators proposed. A particular case seems promising: “causal bivariate models” in which only one of the diffusions contributes to the volatility of the other. Hedging strategies which estimate separately the univariate diffusions at stake may thus be improved.

Determinants of differential pricing of equity classes in the Brazilian equity market

We examine the differential pricing of equity classes between voting and non-voting shares in Brazilian listed companies with particular emphasis on privatized companies, and we discuss the role of majority control, liquidity, and governance issues that may influence these differentials over time. We include a brief discussion on the Brazilian corporate law system, its impact on controlling and minority shareholders, and the characteristics of the Brazilian privatization process, before proceeding to the econometric analysis. We find empirical evidence to support that liquidity is a major component for determining this differential pricing over time. Other variables, such as the ratio of non-voting equity to total equity, type of majority control, and changes in regulation signal the high level of agency costs between majority controllers and minority shareholders in explaining the differential pricing of equity classes.

A Higher order and stable method for the numerical integration of Random Differential Equations

Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás