Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Espessura da zona de transição do manto sob a Província Borborema, NE Brasil, através de conversões Ps telessísmicas

The mantle transition zone is defined by two seismic discontinuities, nominally at 410 and 660 km depth, which result from transformations in the mineral olivine. The topography of these discontinuities provides information about lateral temperature changes in the transition zone. In this work, P-to-S conversions from teleseismic events recorded at 32 broadband stations in the Borborema Province were used to determine the transition zone thickness beneath this region and to investigate whether there are lateral temperature changes within this depth range. For this analysis, stacking and migration of receiver functions was performed. In the Borborema Province, geophysical studies have revealed a geoid anomaly which could reflect the presence of a thermal anomaly related to the origin of intraplate volcanism and uplift that marked the evolution of the Province in the Cenozoic. Several models have been proposed to explain these phenomena, which include those invoking the presence of a deep-seated mantle plume and those invoking shallower sources, such as small-scale convection cells. The results of this work show that no thermal anomalies are present at transition zone depths, as significant variations in the transition zone thickness were not observed. However, regions of depressed topography for both discontinuities (410 and 660 km) that approximately overlap in space were identified, suggesting that lower-thanaverage, lateral variations in seismic velocity above 410 km depth may exist below the the Borborema Province. This is consistent with the presence of a thermally-induced, low-density body independently inferred from analysis of geoid anomalies. Therefore, the magma source responsible for the Cenozoic intraplate volcanism and related uplift in the Province, is likely to be confined above the upper mantle transition zone.

Avaliação das técnicas de soldagem MIG-P CA e MIG-P CC+ aplicadas ao passe de enchimento em liga de alumínio AA5083

For contain beneficial properties, aluminum alloys are gaining more importance in different industrial areas, becoming the subject of study in several academic fields. When related to welding these alloys have some peculiarities that may hinder the union, such as microscopic oxide layer present on the metal surface. The MIG welding process, also known as GMAW, has developed versions that can be effective for welding aluminum. Knowing this, for this paper, two versions of pulsed MIG (CC + and CA) were chosen to evaluate which best suits pass by filling bevel on AA5083 aluminum sheets with 8 and 12 mm thick respectively. Furthermore, two types of wire, ER5087 and ER5183 were evaluated. To evaluate the process and versions of the wires, the high-speed cameras and thermal were used to monitor the metal transfer and the thermal behavior respectively, and the metallographic analysis for macrographic view of the weld beads and non-destructive testing by radiography for observation of possible discontinuities. It was found that the technique of MIG-P CA showed better results ahead of another technique both welding conditions imposed. When connected to the wires, they showed similar results, with uniform cords and seamless

A produção do cuidado no período gravídico-puerperal: experiência de mulheres usuárias de serviços públicos de saúde

Despite numerous government projects aimed at reorganizing and qualifying obstetric and neonatal care in Brazil, it remains problematic, with repercussions for maternal and newborn mortality and humanized care of both the mother and child. The objective of this study was to analyze the care provided to women during the pregnancy-puerperium cycle, based on reports of public health service users regarding their pregnancy and delivery experiences, using comprehensiveness and humanization as reference. The study applied a qualitative approach and the methodological strategy consisted of listening to the women, in order to identify, based on the meanings of their discourse concerning their experiences with health services, continuities and discontinuities of care during the pregnancy-puerperium cycle. Study participants were women who gave birth at a municipal public maternity, residents of Natal, Brazil, who at the time of the interviews, were between 10 and 42 days postpartum. Seven women reported their pregnancy and delivery experiences at public services. As interviews and observation took place, the material produced was also analyzed, in order to achieve simultaneous production and data analysis. Using systematization, a dialogue was established between the women’s discourses and production in the field of Collective Health, with respect to concepts and discussion about obstetric and neonatal care as well as the Comprehensiveness and Humanization of such care. Participant discourses underscored aspects related to prenatal care starting at pregnancy and its repercussions as well as prenatal monitoring by health services; aspects associated with care during labor and delivery, as well as those involved in postpartum in the maternity, both with respect to newborn and maternal careç and lastly, puerperium care after discharge from the maternity. Analysis of results sought to identify lines of continuity and discontinuity in the comprehensiveness and humanization of care. Based on these lines and as final contributions of the study, the following paths were proposed to achieve comprehensive and humanized production of health care for women during the pregnancy-puerperium cycle: Path 1- Reassess care in the maternal and newborn health network, aimed at comprehensiveness in terms of guaranteeing access to the various services and technological resources available to enhance health and life. Path 2- Reorganize work processes in order to attain comprehensive and humanized care for women in the pregnancy-puerperium cycle. Path 3 – Qualify the professional-user relationship in care management during the pregnancy-puerperium cycle. Path 4 – Invest in the qualification of communication processes in the different dimensions of care during the pregnancy-puerperium cycle.

A produção do cuidado no período gravídico-puerperal: experiência de mulheres usuárias de serviços públicos de saúde

Despite numerous government projects aimed at reorganizing and qualifying obstetric and neonatal care in Brazil, it remains problematic, with repercussions for maternal and newborn mortality and humanized care of both the mother and child. The objective of this study was to analyze the care provided to women during the pregnancy-puerperium cycle, based on reports of public health service users regarding their pregnancy and delivery experiences, using comprehensiveness and humanization as reference. The study applied a qualitative approach and the methodological strategy consisted of listening to the women, in order to identify, based on the meanings of their discourse concerning their experiences with health services, continuities and discontinuities of care during the pregnancy-puerperium cycle. Study participants were women who gave birth at a municipal public maternity, residents of Natal, Brazil, who at the time of the interviews, were between 10 and 42 days postpartum. Seven women reported their pregnancy and delivery experiences at public services. As interviews and observation took place, the material produced was also analyzed, in order to achieve simultaneous production and data analysis. Using systematization, a dialogue was established between the women’s discourses and production in the field of Collective Health, with respect to concepts and discussion about obstetric and neonatal care as well as the Comprehensiveness and Humanization of such care. Participant discourses underscored aspects related to prenatal care starting at pregnancy and its repercussions as well as prenatal monitoring by health services; aspects associated with care during labor and delivery, as well as those involved in postpartum in the maternity, both with respect to newborn and maternal careç and lastly, puerperium care after discharge from the maternity. Analysis of results sought to identify lines of continuity and discontinuity in the comprehensiveness and humanization of care. Based on these lines and as final contributions of the study, the following paths were proposed to achieve comprehensive and humanized production of health care for women during the pregnancy-puerperium cycle: Path 1- Reassess care in the maternal and newborn health network, aimed at comprehensiveness in terms of guaranteeing access to the various services and technological resources available to enhance health and life. Path 2- Reorganize work processes in order to attain comprehensive and humanized care for women in the pregnancy-puerperium cycle. Path 3 – Qualify the professional-user relationship in care management during the pregnancy-puerperium cycle. Path 4 – Invest in the qualification of communication processes in the different dimensions of care during the pregnancy-puerperium cycle.

Expressão geofísica-estrutural do lineamento transbrasiliano na porção central da Bacia do Parnaíba (Maranhão-Piauí)

The objective of this study was to characterize the structural-geophysical expression of the Transbrasiliano Lineament (TBL) in the east-central portion of the Parnaíba Basin. The TBL corresponds to a major Neoproterozoic NE-trending shear zone related to the Brasiliano orogenic cycle, with dextral strike-slip kinematics, underlying (but also laterally exposed in the NE and SW basin edges) the sedimentary section of the Parnaíba Basin. In this study, the interpretation of gravity and magnetic anomaly maps is consistent with the TBL kinematics, the signature of the geophysical anomalies corresponding to the high (plastic behaviour) and subsequent declining temperature (ductile to brittle behaviour) stages during Brasiliano and late Brasiliano times. The pattern of residual gravity anomalies is compatible with an S-C dextral pair shaping the geological bodies of an heterogeneous basement, such as slices of gneisses and granulites (positive anomalies), granitic and low-medium grade metasedimentary rocks (negative anomalies). Such anomalies curvilinear trends, ranging from NNE (interpreted as S surfaces) to NE (C surfaces), correspond to flattening surfaces (S), while the NE rectilinear trend must represent a C band. The narrower magnetic anomalies also display NNE to NE (S surfaces) trends and should correspond to similar (although narrower and more discontinuous) sources in the equivalent anomaly patterns. Pre-Silurian pull-apart style grabens may contribute to the NE negative gravimetric anomalies, although this interpretation demands control by seismic data analysis. On the other hand, the curvilinear anomalies associated to contractional trends are incompatible with their interpretation as pre-Silurian graben, in both maps. In the (reduced to the pole) magnetic anomalies map, most of these are again associated to low-temperature shear zones (C planes) and faults, juxtaposing distinct blocks in terms of magnetic properties, or eventually filled with basic bodies. It is also possible that some isolated magnetic anomalies correspond to igneous bodies of late-Brasiliano or Mesozoic age. The basement late discontinuities pattern can be interpreted in analogy to the Riedel fractures model, with steep dipping surfaces and a sub-horizontal movement section. This study also explored 2D gravity modeling controlled by the interpretation of a dip seismic line as regards to the Transbrasiliano Lineament. The rock section equivalent to the Jaibaras Group occupying a graben structure (as identified in the seismic line) corresponds to a discrete negative anomaly superimposed to a gravimetric high, once again indicating a stronger influence of older crystalline basement rocks as gravimetric sources, mainly reflecting the heterogeneities and anisotropies generated at high temperature conditions and their subsequent cooling along the TBL, during the Brasiliano cycle.

Expressão geofísica-estrutural do lineamento transbrasiliano na porção central da Bacia do Parnaíba (Maranhão-Piauí)

The objective of this study was to characterize the structural-geophysical expression of the Transbrasiliano Lineament (TBL) in the east-central portion of the Parnaíba Basin. The TBL corresponds to a major Neoproterozoic NE-trending shear zone related to the Brasiliano orogenic cycle, with dextral strike-slip kinematics, underlying (but also laterally exposed in the NE and SW basin edges) the sedimentary section of the Parnaíba Basin. In this study, the interpretation of gravity and magnetic anomaly maps is consistent with the TBL kinematics, the signature of the geophysical anomalies corresponding to the high (plastic behaviour) and subsequent declining temperature (ductile to brittle behaviour) stages during Brasiliano and late Brasiliano times. The pattern of residual gravity anomalies is compatible with an S-C dextral pair shaping the geological bodies of an heterogeneous basement, such as slices of gneisses and granulites (positive anomalies), granitic and low-medium grade metasedimentary rocks (negative anomalies). Such anomalies curvilinear trends, ranging from NNE (interpreted as S surfaces) to NE (C surfaces), correspond to flattening surfaces (S), while the NE rectilinear trend must represent a C band. The narrower magnetic anomalies also display NNE to NE (S surfaces) trends and should correspond to similar (although narrower and more discontinuous) sources in the equivalent anomaly patterns. Pre-Silurian pull-apart style grabens may contribute to the NE negative gravimetric anomalies, although this interpretation demands control by seismic data analysis. On the other hand, the curvilinear anomalies associated to contractional trends are incompatible with their interpretation as pre-Silurian graben, in both maps. In the (reduced to the pole) magnetic anomalies map, most of these are again associated to low-temperature shear zones (C planes) and faults, juxtaposing distinct blocks in terms of magnetic properties, or eventually filled with basic bodies. It is also possible that some isolated magnetic anomalies correspond to igneous bodies of late-Brasiliano or Mesozoic age. The basement late discontinuities pattern can be interpreted in analogy to the Riedel fractures model, with steep dipping surfaces and a sub-horizontal movement section. This study also explored 2D gravity modeling controlled by the interpretation of a dip seismic line as regards to the Transbrasiliano Lineament. The rock section equivalent to the Jaibaras Group occupying a graben structure (as identified in the seismic line) corresponds to a discrete negative anomaly superimposed to a gravimetric high, once again indicating a stronger influence of older crystalline basement rocks as gravimetric sources, mainly reflecting the heterogeneities and anisotropies generated at high temperature conditions and their subsequent cooling along the TBL, during the Brasiliano cycle.

Institutional Persistence in Eastern Europe: Economic and Political Legacies of Empires and Communism

This dissertation seeks to advance our understanding of the roles that institutions play in economic development. How do institutions evolve? What mechanisms are responsible for their persistence? What effects do they have on economic development?

I address these questions using historical and contemporary data from Eastern Europe and Russia. This area is relatively understudied by development economists. It also has a very interesting history. For one thing, for several centuries it was divided between different empires. For another, it experienced wars and socialism in the 20th century. I use some of these exogenous shocks as quasi-natural social experiments to study the institutional transformations and its effects on economic development both in the short and long run.

This first chapter explores whether economic, social, and political institutions vary in their resistance to policies designed to remove them. The empirical context for the analysis is Romania from 1690 to the 2000s. Romania represents an excellent laboratory for studying the persistence of different types of historical institutional legacies. In the 18th and 19th centuries, Romania was split between the Habsburg and Ottoman Empires, where political and economic institutions differed. The Habsburgs imposed less extractive institutions relative to the Ottomans: stronger rule of law, a more stable and predictable state, a more developed civil society, and less corruption. In the 20th century, the Romanian Communist regime tried deliberately to homogenize the country along all relevant dimensions. It was only partially successful. Using a regression discontinuity design, I document the persistence of economic outcomes, social capital, and political attitudes. First, I document remarkable convergence in urbanization, education, unemployment, and income between the two former empires. Second, regarding social capital, no significant differences in organizational membership, trust in bureaucracy, and corruption persist today. Finally, even though the Communists tried to change all political attitudes, significant discontinuities exist in current voting behavior at the former Habsburg-Ottoman border. Using data from the parliamentary elections of 1996-2008, I find that former Habsburg rule decreases by around 6 percentage points the vote share of the major post-Communist left party and increases by around 2 and 5 percentage points the vote shares of the main anti-Communist and liberal parties, respectively.

The second chapter investigates the effects of Stalin’s mass deportations on distrust in central authority. Four deported ethnic groups were not rehabilitated after Stalin’s death; they remained in permanent exile until the disintegration of the Soviet Union. This allows one to distinguish between the effects of the groups that returned to their homelands and those of the groups that were not allowed to return. Using regional data from the 1991 referendum on the future of the Soviet Union, I find that deportations have a negative interim effect on trust in central authority in both the regions of destination and those of origin. The effect is stronger for ethnic groups that remained in permanent exile in the destination regions. Using data from the Life in Transition Survey, the chapter also documents a long-term effect of deportations in the destination regions.

The third chapter studies the short-term effect of Russian colonization of Central Asia on economic development. I use data on the regions of origin of Russian settlers and push factors to construct an instrument for Russian migration to Central Asia. This instrument allows me to interpret the outcomes causally. The main finding is that the massive influx of Russians into the region during the 1897-1926 period had a significant positive effect on indigenous literacy. The effect is stronger for men and in rural areas. Evidently, interactions between natives and Russians through the paid labor market was an important mechanism of human capital transmission in the context of colonization.

The findings of these chapters provide additional evidence that history and institutions do matter for economic development. Moreover, the dissertation also illuminates the relative persistence of institutions. In particular, political and social capital legacies of institutions might outlast economic legacies. I find that most economic differences between the former empires in Romania have disappeared. By the same token, there are significant discontinuities in political outcomes. People in former Habsburg Romania provide greater support for liberalization, privatization, and market economy, whereas voters in Ottoman Romania vote more for redistribution and government control over the economy.

In the former Soviet Union, Stalin’s deportations during World War II have a long-term negative effect on social capital. Today’s residents of the destination regions of deportations show significantly lower levels of trust in central authority. This is despite the fact that the Communist regime tried to eliminate any source of opposition and used propaganda to homogenize people’s political and social attitudes towards the authorities. In Central Asia, the influx of Russian settlers had a positive short-term effect on human capital of indigenous population by the 1920s, which also might have persisted over time.

From a development perspective, these findings stress the importance of institutions for future paths of development. Even if past institutional differences are not apparent for a certain period of time, as was the case with the former Communist countries, they can polarize society later on, hampering economic development in the long run. Different institutions in the past, which do not exist anymore, can thus contribute to current political instability and animosity.

Graphene-based waveguide resonators for submillimeter-wave applications

Utilization of graphene covered waveguide inserts to form tunable waveguide resonators is theoretically explained and rigorously investigated by means of full-wave numerical electromagnetic simulations. Instead of using graphene-based switching elements, the concept we propose incorporates graphene sheets as parts of a resonator. Electrostatic tuning of the graphene surface conductivity leads to changes in the electromagnetic field boundary conditions at the resonator edges and surfaces, thus producing an effect similar to varying the electrical length of a resonator. The presented outline of the theoretical background serves to give phenomenological insight into the resonator behavior, but it can also be used to develop customized software tools for design and optimization of graphene-based resonators and filters. Due to the linear dependence of the imaginary part of the graphene surface impedance on frequency, the proposed concept was expected to become effective for frequencies above 100 GHz, which is confirmed by the numerical simulations. A frequency range from 100 GHz up to 1100 GHz, where the rectangular waveguides are used, is considered. Simple, all-graphene-based resonators are analyzed first, to assess the achievable tunability and to check the performance throughout the considered frequency range. Graphene–metal combined waveguide resonators are proposed in order to preserve the excellent quality factors typical for the type of waveguide discontinuities used. Dependence of resonator properties on key design parameters is studied in detail. Dependence of resonator properties throughout the frequency range of interest is studied using eight different waveguide sections appropriate for different frequency intervals. Proposed resonators are aimed at applications in the submillimeter-wave spectral region, serving as the compact tunable components for the design of bandpass filters and other devices.

Fossil associations from the middle and upper Eocene strata of the Pamplona Basin and surrounding areas (Navarre, western Pyrenees)

Fossil associations from the middle and upper Eocene (Bartonian and Priabonian) sedimentary succession of the Pamplona Basin are described. This succession was accumulated in the western part of the South Pyrenean peripheral foreland basin and extends from deep-marine turbiditic (Ezkaba Sandstone Formation) to deltaic (Pamplona Marl, Ardanatz Sandstone and Ilundain Marl formations) and marginal marine deposits (Gendulain Formation). The micropalaeontological content is high. It is dominated by foraminifera, and common ostracods and other microfossils are also present. The fossil ichnoasssemblages include at least 23 ichnogenera and 28 ichnospecies indicative of Nereites, Cruziana, Glossifungites and ?Scoyenia-Mermia ichnofacies. Body macrofossils of 78 taxa corresponding to macroforaminifera, sponges, corals, bryozoans, brachiopods, annelids, molluscs, arthropods, echinoderms and vertebrates have been identified. Both the number of ichnotaxa and of species (e. g. bryozoans, molluscs and condrichthyans) may be considerably higher. Body fossil assemblages are comparable to those from the Eocene of the Nord Pyrenean area (Basque Coast), and also to those from the Eocene of the west-central and eastern part of South Pyrenean area (Aragon and Catalonia). At the European scale, the molluscs assemblages seem endemic from the Pyrenean area, although several Tethyan (Italy and Alps) and Northern elements (Paris basin and Normandy) have been recorded. Palaeontological data of studied sedimentary units fit well with the shallowing process that throughout the middle and late Eocene occurs in the area, according to the sedimentological and stratigraphical data.

Gravity collapse structures in the Central Precordillera fold-andthrust belt, Argentina

Several landforms found in the fold-and-thrust belt area of Central Precordillera, Pre-Andes of Argentina, which were often associated with tectonic efforts, are in fact related to non-tectonic processes or gravitational superficial structures. These second-order structures, interpreted as gravitational collapse structures, have developed in the western flank of sierras de La Dehesa and Talacasto. These include rock-slides, rock falls, wrinkle folds, slip sheets and flaps, among others; which together constitute a monoclinal fold dipping between 30º and 60º to the west. Gravity collapse structures are parallel to the regional strike of the Sierra de la Dehesa and are placed in Ordovician limestones and dolomites. Their sloping towards the west, the presence of bed planes, fractures and joints; and the lithology (limestone interbedded with incompetent argillaceous banks) would have favored their occurrence. Movement of the detached structures has been controlled by lithology characteristics, as well as by bedding and joints. Detachment and initial transport of gravity collapse structures and rockslides in the western flank of the Sierra de la Dehesa were tightly controlled by three structural elements: 1) sliding surfaces developed on parallel bedded strata when dipping >30° in the slope direction; 2) Joint’s sets constitute lateral and transverse traction cracks which release extensional stresses and 3) Discontinuities fragmenting sliding surfaces.  Some other factors that could be characterized as local (lithology, structure and topography) and as regional (high seismic activity and possibly wetter conditions during the postglacial period) were determining in favoring the steady loss of the western mountain side in the easternmost foothills of Central Precordillera.

GIS technologies and spatial organization patterns among hunter-gatherers: an archaeological case study from Southern Patagonia (southern South America)

This paper discusses some aspects of hunter-gatherer spatial organization in southern South Patagonia, in later times to 10,000 cal yr BP. Various methods of spatial analysis, elaborated with a Geographic Information System (GIS) were applied to the distributional pattern of archaeological sites with radiocarbon dates. The shift in the distributional pattern of chronological information was assessed in conjunction with other lines of evidence within a biogeographic framework. Accordingly, the varying degrees of occupation and integration of coastal and interior spaces in human spatial organization are explained in association with the adaptive strategies hunter-gatherers have used over time. Both are part of the same human response to changes in risk and uncertainty variability in the region in terms of resource availability and environmental dynamics.

Investigations on the Radiation Characteristics of Broadband Strip Loaded Slotted Microstrip Antennas

With the recent progress and rapid increase in mobile terminals, the design of antennas for small mobile terminals is acquiring great importance. In view of this situation, several design concepts are already been addressed by the scientists and engineers. Compactness and efficiency are the major criteria for mobile terminal antennas. The challenging task of the microwave scientists and engineers is to device compact printed radiating systems having broadband behavior, together with good efficiency. Printed antenna technology has received popularity among antenna scientists after the introduction of microstrip antenna in 1970s. The successors in this kind such as printed monopoles and planar inverted F are also equally important. Scientists and Engineers are trying to explore this technology as a viable coast effective solution for forthcoming microwave revolution. The transmission line perspectives of antennas are very interesting. The concept behind any electromagnetic radiator is simple. Any electromagnetic system with a discontinuity is radiating electromagnetic energy. The size, shape and the orientation of the discontinuities controls the radiation characteristics of the system such as radiation pattern, gain, polarization etc. It can be either resonant or non resonant structure.

The Good Liberal and the Scoundrel Author: Fantasy, Dissent, and neoliberal subjectivity in Philip Pullman’s His Dark Materials

Philip Pullman, author of the His Dark Materials trilogy, has acquired an impressive critical reputation and acquired a favored role in British culture as a social commentator. This essay attempts to link the pleasures associated with the trilogy with the politics inscribed in them, and consider both in the context of Pullman’s role in the civil society. The essay suggests that The Northern Lights offers pleasures in fantastical and metaphysical possibilities, and social confederacies that potentially offset the affective privations of neoliberalism. These possibilities are set in the context of recent theories of the “enterprise society.” The essay draws attention to a number of discontinuities that unfold as the trilogy progresses, and suggests that these undermine the possibilities inherent in the first novel. These disconti - nuities throw the role of fantasy and alternative universes into question, and reveal the limitations of Pullman’s fiction. The essay considers the limit and scope of Pullman’s political vision, both as a function of his fiction and his public engagement with social issues, and suggests that he exemplifies Raymond Williams’s concept of “bourgeois dissent” in which political critique and a continuing investment in traditional institutions and class hierarchy can be mutually reinforcing.