Topological lattice actions for the 2d XY model

We consider the 2d XY Model with topological lattice actions, which are invariant against small deformations of the field configuration. These actions constrain the angle between neighbouring spins by an upper bound, or they explicitly suppress vortices (and anti-vortices). Although topological actions do not have a classical limit, they still lead to the universal behaviour of the Berezinskii-Kosterlitz-Thouless (BKT) phase transition — at least up to moderate vortex suppression. In the massive phase, the analytically known Step Scaling Function (SSF) is reproduced in numerical simulations. However, deviations from the expected universal behaviour of the lattice artifacts are observed. In the massless phase, the BKT value of the critical exponent ηc is confirmed. Hence, even though for some topological actions vortices cost zero energy, they still drive the standard BKT transition. In addition we identify a vortex-free transition point, which deviates from the BKT behaviour.

Semiparametric smooth-coefficient stoachastic frontier model

This paper proposes a semiparametric smooth-coefficient stochastic production frontier model where all the coefficients are expressed as some unknown functions of environmental factors. The inefficiency term is multiplicatively decomposed into a scaling function of the environmental factors and a standard truncated normal random variable. A testing procedure is suggested for the relevance of the environmental factors. Monte Carlo study shows plausible ¯nite sample behavior of our proposed estimation and inference procedure. An empirical example is given, where both the semiparametric and standard parametric models are estimated and results are compared.

Semiparametric smooth-coefficient stochastic frontier model

This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.

Healing wounds institutional strength, peacebuilding, and productive entrepreneurship – exploratory analysis on 23 departments of Colombia

Este estudio presenta un análisis exploratorio sobre la correlación entre la fortaleza institucional, las condiciones de paz, y el emprendimiento en una muestra de 23 departamentos en Colombia usando datos de 2014. Para llevar a cabo este objetivo se propusieron y construyeron tres índices siguiendo definiciones conceptuales seminales o estándares de evaluación internacional, a saber: 1) El Índice de Fortaleza Institucional, 2) El Índice de Construcción de Paz (construido a partir del índice de paz negativa y el índice de paz positiva) y 3) El Índice de Emprendimiento Productivo. Los resultados no muestran una correlación significativa entre todos los tres índices. Por un lado, existe una correlación significativa (p<0.05) entre los índices de fortaleza institucional y emprendimiento productivo. Por otro lado, existen correlaciones negativas no significativas entre los índices de paz positiva y fortaleza institucional, emprendimiento productivo y paz positiva y emprendimiento productivo y construcción de paz. En un segundo acercamiento, la población de los departamentos fue la variable con mayor número de correlaciones significativas (p<0.01) entre variables relacionadas con emprendimiento productivo, empleo, producto interno bruto, sofisticación industrial, innovación (patentes) y crimen. Finalmente, se discuten las conclusiones y las futuras investigaciones.

Longitudinal scaling property of the charge balance function in Au plus Au collisions at root s(NN)=200 GeV

We present measurements of the charge balance function, from the charged particles, for diverse pseudorapidity and transverse momentum ranges in Au + Au collisions at root S-NN = 200 GeV using the STAR detector at RHIC. We observe that the balance function is boost-invariant within the pseudorapidity coverage vertical bar-1.3, 1.3 vertical bar. The balance function properly scaled by the width of the observed pseudorapidity window does not depend on the position or size of the pseudorapidity window. This scaling property also holds for particles in different transverse momentum ranges. In addition, we find that the width of the balance function decreases monotonically with increasing transverse momentum for all centrality classes. (c) 2010 Elsevier B.V. All rights reserved.

Longitudinal scaling property of the charge balance function in Au plus Au collisions at root s(NN)=200 GeV

We present measurements of the charge balance function, from the charged particles, for diverse pseudorapidity and transverse momentum ranges in Au + Au collisions at root S(NN) = 200 GeV using the STAR detector at RHIC. We observe that the balance function is boost-invariant within the pseudorapidity coverage vertical bar-1.3, 1.3 vertical bar. The balance function properly scaled by the width of the observed pseudorapidity window does not depend on the position or size of the pseudorapidity window. This scaling property also holds for particles in different transverse momentum ranges. In addition, we find that the width of the balance function decreases monotonically with increasing transverse momentum for all centrality classes. (c) 2010 Elsevier B.V. All rights reserved.

Scaling and branching in wet sonogels as a function of the volume fraction of the liquid phase

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

Time evolution of the structure function and dynamical scaling in porous SnO2 dry gels

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Prandtl number scaling of the unsteady natural convection boundary layer adjacent to a vertical flat plate for Pr > 1 subject to ramp surface heat flux

It is found in the literature that the existing scaling results for the boundary layer thickness, velocity and steady state time for the natural convection flow over an evenly heated plate provide a very poor prediction of the Prandtl number dependency of the flow. However, those scalings provide a good prediction of two other governing parameters’ dependency, the Rayleigh number and the aspect ratio. Therefore, an improved scaling analysis using a triple-layer integral approach and direct numerical simulations have been performed for the natural convection boundary layer along a semi-infinite flat plate with uniform surface heat flux. This heat flux is a ramp function of time, where the temperature gradient on the surface increases with time up to some specific time and then remains constant. The growth of the boundary layer strongly depends on the ramp time. If the ramp time is sufficiently long, the boundary layer reaches a quasi steady mode before the growth of the temperature gradient is completed. In this mode, the thermal boundary layer at first grows in thickness and then contracts with increasing time. However, if the ramp time is sufficiently short, the boundary layer develops differently, but after the wall temperature gradient growth is completed, the boundary layer develops as though the startup had been instantaneous.

Note on the one-parameter scaling theory of localisation

The necessary and sufficient condition for the existence of the one-parameter scale function, the /Munction, is obtained exactly. The analysis reveals certain inconsistency inherent in the scaling theory, and tends to support Motts’ idea of minimum metallic conductivity.

Note on the one-parameter scaling theory of localisation

The necessary and sufficient condition for the existence of the one-parameter scale function, the /Munction, is obtained exactly. The analysis reveals certain inconsistency inherent in the scaling theory, and tends to support Motts’ idea of minimum metallic conductivity.

Supercritical age-dependent branching Markov processes and their scaling limits

This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

Prediction of nonlocal scaling parameter for armchair and zigzag single-walled carbon nanotubes based on molecular structural mechanics, nonlocal elasticity and wave propagation

Atomic vibration in the Carbon Nanotubes (CNTs) gives rise to non-local interactions. In this paper, an expression for the non-local scaling parameter is derived as a function of the geometric and electronic properties of the rolled graphene sheet in single-walled CNTs. A self-consistent method is developed for the linearization of the problem of ultrasonic wave propagation in CNTs. We show that (i) the general three-dimensional elastic problem leads to a single non-local scaling parameter (e(0)), (ii) e(0) is almost constant irrespective of chirality of CNT in the case of longitudinal wave propagation, (iii) e(0) is a linear function of diameter of CNT for the case of torsional mode of wave propagation, (iv) e(0) in the case of coupled longitudinal-torsional modes of wave propagation, is a function which exponentially converges to that of axial mode at large diameters and to torsional mode at smaller diameters. These results are valid in the long-wavelength limit. (C) 2011 Elsevier Ltd. All rights reserved.

Velocity distribution function for a dilute granular material in shear flow

The velocity distribution function for the steady shear flow of disks (in two dimensions) and spheres (in three dimensions) in a channel is determined in the limit where the frequency of particle-wall collisions is large compared to particle-particle collisions. An asymptotic analysis is used in the small parameter epsilon, which is naL in two dimensions and na(2)L in three dimensions, where; n is the number density of particles (per unit area in two dimensions and per unit volume in three dimensions), L is the separation of the walls of the channel and a is the particle diameter. The particle-wall collisions are inelastic, and are described by simple relations which involve coefficients of restitution e(t) and e(n) in the tangential and normal directions, and both elastic and inelastic binary collisions between particles are considered. In the absence of binary collisions between particles, it is found that the particle velocities converge to two constant values (u(x), u(y)) = (+/-V, O) after repeated collisions with the wall, where u(x) and u(y) are the velocities tangential and normal to the wall, V = (1 - e(t))V-w/(1 + e(t)), and V-w and -V-w, are the tangential velocities of the walls of the channel. The effect of binary collisions is included using a self-consistent calculation, and the distribution function is determined using the condition that the net collisional flux of particles at any point in velocity space is zero at steady state. Certain approximations are made regarding the velocities of particles undergoing binary collisions :in order to obtain analytical results for the distribution function, and these approximations are justified analytically by showing that the error incurred decreases proportional to epsilon(1/2) in the limit epsilon --> 0. A numerical calculation of the mean square of the difference between the exact flux and the approximate flux confirms that the error decreases proportional to epsilon(1/2) in the limit epsilon --> 0. The moments of the velocity distribution function are evaluated, and it is found that [u(x)(2)] --> V-2, [u(y)(2)] similar to V-2 epsilon and -[u(x)u(y)] similar to V-2 epsilon log(epsilon(-1)) in the limit epsilon --> 0. It is found that the distribution function and the scaling laws for the velocity moments are similar for both two- and three-dimensional systems.