The life of Our Lord and Saviour Jesus Christ; together with the lives of his Holy Apostles and Evangelists. To which is added, evidences of the truth of Christianity; by Beilby Porteous. The Golden Grove; a choice manual of what is to be believed, practised, and desired or prayed for; by Jeremy Taylor. Meditations upon the Lord's Prayer; by Sir Matthew Hale, and a Sermon of the Death of Christ; by Hugh Blair.

Mode of access: Internet.

Dr. Rene Price and Jeremy Stalker (FIU graduate student) collecting a groundwater sample, Taylor Slough

This material is based upon work supported by the National Science Foundation through the Florida Coastal Everglades Long-Term Ecological Research program under Cooperative Agreements #DBI-0620409 and #DEB-9910514. This image is made available for non-commercial or educational use only.

Burgomaster Jan van Duren (1613-1687)

Gerard Terborch; 2 ft. 8 3/32 in.x 2 ft. 1 25/32 in.; oil on canvas

Slavnov-Taylor identities for the 2+1 dimensional noncommutative CPN-1 model

In the context of the 1/N expansion, the validity of the Slavnov-Taylor identity relating three- and two-point functions for the 2 + 1-dimensional noncommutative CP(N-1) model is investigated, up to subleading 1/N order, in the Landau gauge.

Slavnov-Taylor identities for noncommutative QED(4)

In this work we present an analysis of the one-loop Slavnov-Taylor identities in noncommutative QED(4). The vectorial fermion-photon and the triple photon vertex functions were studied, with the conclusion that no anomalies arise.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

A regra de Taylor e a política monetário brasileira : relações de longo e curto prazo

Tem sido publicado e discutido cada vez mais o papel dos Bancos Centrais no sentido de minimizarem os custos da inflação para o conjunto da sociedade. O objetivo deste trabalho é investigar se o Banco Central do Brasil implementou no período Janeiro de 2005 a Julho de 2012 uma regra de política monetária consistente com a estabilidade de preços, a partir de uma literatura iniciada com o trabalho seminal de Taylor (1993). No primeiro Capítulo, será exposto o conceito de Regras de Política Monetária, iniciando pela Regra de Taylor original e chegando às suas versões atuais. No segundo, que será dividido em dois tópicos, será exibida a literatura empírica sobre o assunto: no primeiro tópico, serão apresentadas as evidências empíricas existentes para as experiências internacionais e, no segundo tópico, para a experiência brasileira. No terceiro Capítulo, por sua vez, será feita uma aplicação econométrica sobre a experiência brasileira recente, por meio de estimações de regressões de Mínimos Quadrados Ordinários (MQO) para a análise de curto prazo e de Cointegração na análise de longo prazo, através da abordagem de Johansen (1991). Além disto, os resultados encontrados serão interpretados à luz da teoria e comparados com as evidências existentes e apresentadas no Capítulo anterior. Grosso modo, os resultados empíricos apontam para o fato de que embora no curto prazo a Regra de Taylor expandida possa ser usada para interpretar as relações entre taxa Selic e inflação observada, no longo prazo há relações estruturais que só podem ser explicadas por elementos teóricos adicionais, tais como os presentes na Curva de Phillips, Curva IS e na abordagem da Paridade Descoberta da Taxa de Juros. Ademais, o trabalho encontra um grau de inércia da taxa Selic, no curto prazo, superior ao observado em trabalhos anteriores, sugerindo uma elevação do conservadorismo do BCB nos últimos anos.

A new skink from Mexico, by Edward H. Taylor.

v.20:no.10(1935)