Equivalence between supersymmetric self-dual and Maxwell-Chern-Simons models coupled to a matter spinor superfield

We study the duality of the supersymmetric self-dual and Maxwell-Chern-Simons theories coupled to a fermionic matter superfield, using a master action. This approach evades the difficulties inherent to the quartic couplings that appear when matter is represented by a scalar superfield. The price is that the spinorial matter superfield represents a unusual supersymmetric multiplet, whose main physical properties we also discuss. (C) 2009 Elsevier B.V. All rights reserved.

Self-dual hopfions

We construct static and time-dependent exact soliton solutions with nontrivial Hopf topological charge for a field theory in 3 + 1 dimensions with the target space being the two dimensional sphere S(2). The model considered is a reduction of the so-called extended Skyrme-Faddeev theory by the removal of the quadratic term in derivatives of the fields. The solutions are constructed using an ansatz based on the conformal and target space symmetries. The solutions are said self-dual because they solve first order differential equations which together with some conditions on the coupling constants, imply the second order equations of motion. The solutions belong to a sub-sector of the theory with an infinite number of local conserved currents. The equation for the profile function of the ansatz corresponds to the Bogomolny equation for the sine-Gordon model.

Changes on degree of conversion of dual-cure luting light-cured with blue LED

The indirect adhesive procedures constitute recently a substantial portion of contemporary esthetic restorative treatments. The resin cements have been used to bond tooth substrate and restorative materials. Due to recently introduction of the self-bonding resin luting cement based on a new monomer, filler and initiation technology has become important to study the degree of conversion of these new materials. In the present work the polymerization reaction and the filler content of dual-cured dental resin cements were studied by means of infra-red spectroscopy (FT-IR) and thermogravimetry (TG). Twenty specimens were made in a metallic mold (8 mm diameter x 1 mm thick) from each of 2 cements, PanaviaA (R) F2.0 (Kuraray) and RelyX (TM) Unicem Applicap (3M/ESPE). Each specimen was cured with blue LED with power density of 500 mW/cm(2) for 30 s. Immediately after curing, 24 and 48 h, and 7 days DC was determined. For each time interval 5 specimens were pulverized, pressed with KBr and analyzed with FT-IR. The TG measurements were performed in Netzsch TG 209 under oxygen atmosphere and heating rate of 10A degrees C/min from 25 to 700A degrees C. A two-way ANOVA showed DC (%) mean values statistically significance differences between two cements (p < 0.05). The Tukey`s test showed no significant difference only for the 24 and 48 h after light irradiation for both resin cements (p > 0.05). The Relx-Y (TM) Unicem mean values were significantly higher than PanaviaA (R) F 2.0. The degree of conversion means values increasing with the storage time and the filler content showed similar for both resin cements.

Minimum cycle cover and Chinese postman problems on mixed graphs with bounded tree-width

Let M = (V, E, A) be a mixed graph with vertex set V, edge set E and arc set A. A cycle cover of M is a family C = {C(1), ... , C(k)} of cycles of M such that each edge/arc of M belongs to at least one cycle in C. The weight of C is Sigma(k)(i=1) vertical bar C(i)vertical bar. The minimum cycle cover problem is the following: given a strongly connected mixed graph M without bridges, find a cycle cover of M with weight as small as possible. The Chinese postman problem is: given a strongly connected mixed graph M, find a minimum length closed walk using all edges and arcs of M. These problems are NP-hard. We show that they can be solved in polynomial time if M has bounded tree-width. (C) 2008 Elsevier B.V. All rights reserved.

Sparse partition universal graphs for graphs of bounded degree

In 1983, Chvatal, Trotter and the two senior authors proved that for any Delta there exists a constant B such that, for any n, any 2-colouring of the edges of the complete graph K(N) with N >= Bn vertices yields a monochromatic copy of any graph H that has n vertices and maximum degree Delta. We prove that the complete graph may be replaced by a sparser graph G that has N vertices and O(N(2-1/Delta)log(1/Delta)N) edges, with N = [B`n] for some constant B` that depends only on Delta. Consequently, the so-called size-Ramsey number of any H with n vertices and maximum degree Delta is O(n(2-1/Delta)log(1/Delta)n) Our approach is based on random graphs; in fact, we show that the classical Erdos-Renyi random graph with the numerical parameters above satisfies a stronger partition property with high probability, namely, that any 2-colouring of its edges contains a monochromatic universal graph for the class of graphs on n vertices and maximum degree Delta. The main tool in our proof is the regularity method, adapted to a suitable sparse setting. The novel ingredient developed here is an embedding strategy that allows one to embed bounded degree graphs of linear order in certain pseudorandom graphs. Crucial to our proof is the fact that regularity is typically inherited at a scale that is much finer than the scale at which it is assumed. (C) 2011 Elsevier Inc. All rights reserved.

Managing Dual Enrollment Programs: Review of Program Models, Operations, and Outcomes

Universities that offer dual enrollment programs for high school students must manage increasing student demand in the face of changing state legislation. This brief examines how institutions finance their dual enrollment programs, and how they ensure academic rigor as their programs continue to grow. The report also considers how dual enrollment programs ensure that students can transfer credits, and what strategies they use to encourage DE students to matriculate as undergraduates.

Endogenous collateral: arbitrage and equilibrium without bounded short sales

We study the implications of the absence of arbitrage in an two period economy where default is allowed and assets are secured by collateral choosen by the borrowers. We show that non arbitrage sale prices of assets are submartingales, whereas non arbitrage purchase prices of the derivatives (secured by the pool of collaterals) are supermartingales. We use these non arbitrage conditions to establish existence of equilibrium, without imposing bounds on short sales. The nonconvexity of the budget set is overcome by considering a continuum of agents. Our results are particularly relevant for the collateralized mortgage obligations(CMO) markets.

Reformas orçamentárias: iniciativas do poder legislativo de 1990 a 2010

O Orçamento Público configura-se como o principal instrumento de planejamento e gestão da administração pública. Cabe destacar no mesmo, a existência de uma característica dual, sendo de um lado delimitado por uma perspectiva normativa e legal e, de outro, pressionado por mudanças e anseios sociais. Considerando esta característica, buscou-se destacar quais foram as principais iniciativas por parte do Legislativo Federal para modificar a estrutura do orçamento público, atuando diretamente nas leis que o regem. O período escolhido compreendeu os anos entre 1990 e 2010, caracterizado pelo processo de consolidação democrática e de modificação institucional do país. Os resultados mostram que parte dos esforços prospectivos de reforma orçamental no caso brasileiro busca reverter a histórica tendência do centralismo decisório do Executivo Federal e também limitar sua discricionariedade no trato do Orçamento Público.

Price discovery in dual-class shares across multiple markets

We extend the standard price discovery analysis to estimate the information share of dual-class shares across domestic and foreign markets. By examining both common and preferred shares, we aim to extract information not only about the fundamental value of the rm, but also about the dual-class premium. In particular, our interest lies on the price discovery mechanism regulating the prices of common and preferred shares in the BM&FBovespa as well as the prices of their ADR counterparts in the NYSE and in the Arca platform. However, in the presence of contemporaneous correlation between the innovations, the standard information share measure depends heavily on the ordering we attribute to prices in the system. To remain agnostic about which are the leading share class and market, one could for instance compute some weighted average information share across all possible orderings. This is extremely inconvenient given that we are dealing with 2 share prices in Brazil, 4 share prices in the US, plus the exchange rate (and hence over 5,000 permutations!). We thus develop a novel methodology to carry out price discovery analyses that does not impose any ex-ante assumption about which share class or trading platform conveys more information about shocks in the fundamental price. As such, our procedure yields a single measure of information share, which is invariant to the ordering of the variables in the system. Simulations of a simple market microstructure model show that our information share estimator works pretty well in practice. We then employ transactions data to study price discovery in two dual-class Brazilian stocks and their ADRs. We uncover two interesting ndings. First, the foreign market is at least as informative as the home market. Second, shocks in the dual-class premium entail a permanent e ect in normal times, but transitory in periods of nancial distress. We argue that the latter is consistent with the expropriation of preferred shareholders as a class.