One-loop superstring amplitude from integrals on pure spinors space

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

Non-involutive constrained systems and Hamilton-Jacobi formalism

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

The Schrodinger and Pauli-Dirac Oscillators in Noncommutative Phase Space

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Effective potential in curved space and cut-off regularizations

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Signatures of primordial non-Gaussianities in the matter power-spectrum and bispectrum: the time-RG approach

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

On the appearance of a Hopf bifurcation in a non-ideal mechanical problem

In this paper we studied a non-ideal system with two degrees of freedom consisting of a dumped nonlinear oscillator coupled to a rotatory part. We investigated the stability of the equilibrium point of the system and we obtain, in the critical case, sufficient conditions in order to obtain an appropriate Normal Form. From this, we get conditions for the appearance of Hopf Bifurcation when the difference between the driving torque and the resisting torque is small. It was necessary to use the Bezout Theorem, a classical result of Algebraic Geometry, in the obtaining of the foregoing results. (C) 2003 Elsevier Ltd. All rights reserved.

Suppressing Fermi acceleration in a two-dimensional non-integrable time-dependent oval-shaped billiard with inelastic collisions

Some dynamical properties of a classical particle confined inside a closed region with an oval-shaped boundary are studied. We have considered both the static and time-dependent boundaries. For the static case, the condition that destroys the invariant spanning curves in the phase space was obtained. For the time-dependent perturbation, two situations were considered: (i) non-dissipative and (ii) dissipative. For the non-dissipative case, our results show that Fermi acceleration is observed. When dissipation, via inelastic collisions, is introduced Fermi acceleration is suppressed. The behaviour of the average velocity for both the dissipative as well as the non-dissipative dynamics is described using the scaling approach. (C) 2009 Elsevier B.V. All rights reserved.

Boundary crisis and suppression of Fermi acceleration in a dissipative two-dimensional non-integrable time-dependent billiard

Some dynamical properties for a dissipative time-dependent oval-shaped billiard are studied. The system is described in terms of a four-dimensional nonlinear mapping. Dissipation is introduced via inelastic collisions of the particle with the boundary, thus implying that the particle has a fractional loss of energy upon collision. The dissipation causes profound modifications in the dynamics of the particle as well as in the phase space of the non-dissipative system. In particular, inelastic collisions can be assumed as an efficient mechanism to suppress Fermi acceleration of the particle. The dissipation also creates attractors in the system, including chaotic. We show that a slightly modification of the intensity of the damping coefficient yields a drastic and sudden destruction of the chaotic attractor, thus leading the system to experience a boundary crisis. We have characterized such a boundary crisis via a collision of the chaotic attractor with its own basin of attraction and confirmed that inelastic collisions do indeed suppress Fermi acceleration in two-dimensional time-dependent billiards. (C) 2010 Elsevier B.V. All rights reserved.

The non-twist standard map with robust tori

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

Labyrinthic standard non-twist map

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

Parameter space for a dissipative Fermi-Ulam model

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

Immersions in the metastable dimension range via the normal bordism approach

Let f : M --> N be a continuous map between two closed n-manifolds such that f(*): H-*(M, Z(2)) --> H-* (N, Z(2)) is an isomorphism. Suppose that M immerses in Rn+k for 5 less than or equal to n < 2k. Then N also immerses in Rn+k. We use techniques of normal bordism theory to prove this result and we show that for a large family of spaces we can replace the homolog condition by the corresponding one in homotopy. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Cultura pedagógica e formação de professores: a biblioteca da escola normal de Piracicaba (1911-1920)

Cet article a pour objet la Bibliothèque de l'École Normale de Piracicaba, à l'intérieur de São Paulo, entre les années 1911 et 1920, parce qu'elle représente un lieu de formation d'enseignants et organisation de culture pédagogique. Cette Bibliothèque qui a été constituée au long du cycle de vie de l'École Complémentaire de Piracicaba (1896-1911) et officialisée à partir de 1911 aura le rôle d'organiser et disséminer une certaine culture pédagogique en raison de sélectionner, trier et distribuer un ensemble de connaissances propres à la profession enseignante. Elle symbolise un espace de formation de l'enseignant de l'École Normale et de l'élève-lecteur. L'étude de la culture pédagogique se concentre sur l'analyse de cette bibliothèque.

Potential of non-pathogenic Fusarium oxysporum isolates for control of Fusarium wilt of tomato

O trabalho avaliou a eficiência dos isolados (141/3, 233, 233/1, 245, 245/1, 251, 251/2, 251/5 e 257) de Fusarium oxysporum não patogênico ao tomateiro (Lycopersicon esculentum), no controle da murcha vascular causada por Fusarium oxysporum f. sp. lycopersici, raça 2 em plântulas de tomateiro cv. Viradoro. Para verificar o efeito dos isolados de F. oxysporum não patogênicos, o sistema radicular de plântulas de tomateiro, com 30 dias de idade, foi imerso na suspensão de conídios (10(6) ml-1) e as mudas transplantadas para substrato de cultivo. Após 35 dias do transplante foi verificado que esses isolados não foram patogênicos às plantas de tomateiro, nem afetaram o desenvolvimento das mudas. A eficiência dos isolados de Fusarium oxysporum não patogênicos no controle da murcha foi determinada imergindo-se as raízes de mudas de tomateiro em suspensão de conídios (10(6) conídios ml-1) e transplantando-as em substratos previamente infestados com os isolados de F. oxysporum f.sp. lycopersici, raça 2 (10(5) conídios ml-1 de substrato). Transcorridos 35 dias do transplante, foram realizadas as avaliações da severidade na escala de 1=planta sadia a 6=planta morta ou com vasos coloridos e folhas murchas até o ponteiro e altura das mudas. Os isolados de F. oxysporum não patogênicos foram eficientes em reduzir a severidade da doença e em manter normal o seu desenvolvimento. Esses resultados evidenciam a atividade antagônica dos isolados de F. oxysporum não patogênico no controle da murcha vascular do tomateiro, causada por Fusarium oxysporum f. sp. lycopersici raça 2.