Non-asymptotic confidence bounds for the optimal value of a stochastic program

We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the optimal value of the problem which are essentially better than the quality of the corresponding optimal solutions. At the same time, such bounds are more reliable than “standard” confidence bounds obtained through the asymptotic approach. We also discuss bounding the optimal value of MinMax Stochastic Optimization and stochastically constrained problems. We conclude with a small simulation study illustrating the numerical behavior of the proposed bounds.

Feeding non-preference by Spodoptera frugiperda and Spodoptera eridania on tomato genotypes

Lagartas do gênero Spodoptera spp. são altamente polífagas, podendo causar danos econômicos em diversas culturas agrícolas. em vista de sua emergente importância na cultura do tomate, principalmente o destinado à indústria, este trabalho teve por objetivo avaliar a não preferência, para alimentação, de lagartas de Spodoptera frugiperda (J. E. Smith, 1797) e Spodoptera eridania (Cramer, 1782) por genótipos de tomateiro, e classificá-los quanto aos graus de resistência. Como padrão susceptível, utilizou-se o cultivar comercial Santa Clara e, como resistente, a linhagem PI 134417, sendo avaliadas, ainda, as linhagens PI 134418, PI 126931, LA 462 e LA 716. Realizaram-se testes de não preferência, para alimentação, com e sem chance de escolha, avaliando-se a atratividade dos genótipos de tomateiro para as lagartas, em tempos pré-estabelecidos após sua liberação, além da massa foliar consumida. em geral, os genótipos LA 716 e PI 126931 foram os menos atrativos para a S. frugiperda, enquanto Santa Clara foi o mais atrativo e consumido. Quanto a S. eridania, os genótipos PI 126931, LA 462, LA 716 e PI 134418 foram os menos preferidos, para a alimentação, pelas lagartas, e Santa Clara e PI 134417 foram os mais atrativos e consumidos. Os genótipos LA e PI 126931 são moderadamente resistentes, do tipo não preferência para alimentação, para a S. frugiperda e S. eridania; PI 134418 e LA 462 são moderadamente resistentes a S. eridania; PI 134417 é susceptível a S. frugiperda e S. eridania; Santa Clara é altamente susceptível a S. frugiperda e S. eridania.

Alternative proposal for Modal Representation of a Non-transposed Three-Phase Transmission Line with a Vertical Symmetry Plane

The objective of this paper is to show an alternative representation in time domain of a non-transposed three-phase transmission line decomposed in its exact modes by using two transformation matrices. The first matrix is Clarke's matrix that is real, frequency independent, easily represented in computational transient programs (EMTP) and separates the line into quasi-modes a, b and zero. After that, Quasi-modes a and zero are decomposed into their exact modes by using a modal transformation matrix whose elements can be synthesized in time domain through standard curve-fitting techniques. The main advantage of this alternative representation is to reduce the processing time because a frequency dependent modal transformation matrix of a three-phase line has nine elements to be represented in time domain while a modal transformation matrix of a two-phase line has only four elements. This paper shows modal decomposition process and eigenvectors of a non-transposed three-phase line with a vertical symmetry plane whose nominal voltage is 440 kV and line length is 500 km.

Vibration energy harvesting using piezoelectric transducer and non-controlled rectifiers circuits

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Factors influencing psychotropic prescription by non-psychiatrist physicians in a nursing home for the elderly in Brazil

CONTEXTO E OBJETIVO: Embora os psicotrópicos sejam uma das classes de medicações mais prescritas em abrigos para idosos, os estudos avaliando o seu padrão de prescrição são limitados em número e escopo. Este estudo visou investigar os fatores associados ao uso de psicofármacos em um abrigo para idosos no Brasil. TIPO DE ESTUDO E LOCAL: Estudo retrospectivo observacional realizado no Abrigo da Velhice de Rio Claro, Instituto de Biociências, Universidade Estadual Paulista. MÉTODOS: Dados sobre prescrições foram extraídos dos prontuários médicos dos 108 idosos moradores do abrigo. Sessenta e cinco sujeitos (idade média ± desvio padrão = 74,5 ± 9,4 anos), em uso regular de medicação, constituíram a amostra. Foram examinados os efeitos das variáveis sociodemográficas e clínicas sobre o padrão de prescrição de psicofármacos. RESULTADOS: As mulheres recebiam mais psicofármacos (p = 0.038); indivíduos em uso de medicações para doenças cardiovasculares recebiam menos psicofármacos (p = 0.001). Houve correlação negativa entre número de psicofármacos prescritos e, ambos, idade (p = 0.009) e número de medicações clínicas (p = 0.009). CONCLUSÃO: Embora preliminares, os resultados indicam as doenças cardiovasculares como a variável clínica que mais influenciou a prescrição de psicofármacos. Uma excessiva precaução por parte dos clínicos pode explicar parcialmente este resultado. Novas investigações, com amostras maiores e de diferentes regiões são desejáveis para confirmação destes dados.

Lorentz symmetry breaking and planar effects from non-linear electrodynamics

We propose a modification of standard linear electrodynamics in four dimensions, where effective non-trivial interactions of the electromagnetic field with itself and with matter fields induce Lorentz violating Chern-Simons terms. This yields two consequences: it provides a more realistic and general scenario for the breakdown of Lorentz symmetry in electromagnetism and it may explain the effective behavior of the electromagnetic field in certain planar phenomena (for instance, Hall effect). A number of proposals for non-linear electrodynamics is discussed along the paper. Important physical implications of the breaking of Lorentz symmetry, such as optical birefringence and the possibility of having conductance in the vacuum are commented on.

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.

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)

Search for physics beyond the standard model in opposite-sign dilepton events in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

High current-density anodic electro-dissolution in flow-injection systems for the determination of aluminium, copper and zinc in non-ferroalloys by flame atomic absorption spectrometry

An automatic Procedure with a high current-density anodic electrodissolution unit (HDAE) is proposed for the determination of aluminium, copper and zinc in non-ferroalloys by flame atonic absorption spectrometry, based on the direct solid analysis. It consists of solenoid valve-based commutation in a flow-injection system for on-line sample electro-dissolution and calibration with one multi-element standard, an electrolytic cell equipped with two electrodes (a silver needle acts as cathode, and sample as anode), and an intelligent unit. The latter is assembled in a PC-compatible microcomputer for instrument control, and far data acquisition and processing. General management of the process is achieved by use of software written in Pascal. Electrolyte compositions, flow rates, commutation times, applied current and electrolysis time mere investigated. A 0.5 mol l(-1) HNO3 solution was elected as electrolyte and 300 A/cm(2) as the continuous current pulse. The performance of the proposed system was evaluated by analysing aluminium in Al-allay samples, and copper/zinc in brass and bronze samples, respectively. The system handles about 50 samples per hour. Results are precise (R.S.D < 2%) and in agreement with those obtained by ICP-AES and spectrophotometry at a 95% confidence level.

Evaluation of Bi as internal standard to minimize matrix effects on the direct determination of Pb in vinegar by graphite furnace atomic absorption spectrometry using Ru permanent modifier with co-injection of Pd/Mg(NO3)(2)

Bismuth was evaluated as an internal standard for the direct determination of Pb in vinegar by graphite furnace atomic absorption spectrometry using Ru as a permanent modifier with co-injection of Pd/Mg(NO3)(2). The correlation coefficient of the graph plotted from the non-nalized absorbance signals of Bi versus Pb was r=0.989. Matrix effects were evaluated by analyzing the slope ratios between the analytical curve, and analytical curves obtained from Pb additions in red and white wine vinegar obtained from reference solutions prepared in 0.2% (v/v) HNO3, samples. The calculated ratios were around 1.04 and 1.02 for analytical curves established applying an internal standard and 1.3 and 1.5 for analvtical curves without. Analytical curves in the 2.5-15 pg L-1 Pb concentration interval were established using the ratio Pb absorbance to Bi absorbance versus analvte concentration, and typical linear correlations of r=0.999 were obtained. The proposed method was applied for direct determination of Pb in 18 commercial vinegar samples and the Pb concentration varied from 2.6 to 31 pg L-1. Results were in agreement at a 95% confidence level (paired t-test) with those obtained for digested samples. Recoveries of Pb added to vinegars varied from 96 to 108% with and from 72 to 86% without an internal standard. Two water standard reference materials diluted in vinegar sample were also analyzed and results were in agreement with certified values at a 95% confidence level. The characteristic mass was 40 pg Pb and the useful lifetime of the tube was around 1600 firings. The limit of detection was 0.3 mu g L-1 and the relative standard deviation was <= 3.8% and <= 8.3% (n = 12) for a sample containing, 10 mu L-1 Pb with and without internal standard, respectively. (C) 2007 Elsevier B.V. All rights reserved.

Some superstring amplitude computations with the non-minimal pure spinor formalism

We use the non-minimal pure spinor formalism to compute in a super-Poincare covariant manner the four-point massless one and two-loop open superstring amplitudes, and the gauge anomaly of the six-point one-loop amplitude. All of these amplitudes are expressed as integrals of ten-dimensional superfields in a pure spinor superspace which involves five theta coordinates covariantly contracted with three pure spinors. The bosonic contribution to these amplitudes agrees with the standard results, and we demonstrate identities which show how the t(8) and epsilon(10) tensors naturally emerge from integrals over pure spinor superspace.

Application of standard and modified Judd-Ofelt theories to thulium doped fluoroindate glass

Fluoroindate glasses of the following compositions: (40-x)InF3-20ZnF(2)-16BaF(2)-20SrF(2)-2GdF(3)-2NaF-xTmF(3) with x = 1,3 mol% were prepared in a dry box under an argon atmosphere. The absorption spectra at room temperature in the spectral range 350-2200 nm were obtained. The spectra obtained for each sample had similar absorption and only the amplitude of the different bands changed as the concentration of Tm3+. The experimental oscillator strengths were determined from the areas under the absorption bands. Using the standard and modified Judd-Ofelt theory, intensity parameters Ohm(lambda) (lambda = 2,4,6) and (lambda = 2,3,4,5,6), respectively for f-f transitions of Tm3+ ions as well as transition probabilities, branching ratios and radiative lifetimes for each band were determined. The results are compared with those of other glasses described in the literature. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Embedded crack elements with non-uniform discontinuity modes

The consequences of the use of embedded crack finite elements with uniform discontinuity modes (opening and sliding) to simulate crack propagation in concrete are investigated. It is shown the circumstances in which the consideration of uniform discontinuity modes is not suitable to accurately model the kinematics induced by the crack and must be avoided. It is also proposed a technique to embed cracks with non-uniform discontinuity modes into standard displacement-based finite elements to overcome the shortcomings of the uniform discontinuity modes approach.

Critical exponents for a transition from integrability to non-integrability via localization of invariant tori in the Hamiltonian system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)