Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Development of novel methods to determine crystalline glucose content of honey based on DSC, HPLC, and viscosity measurements and their use to examine the setting propensity of honey

Crystallization must occur in honey in order to produce set or creamed honey; however, the process must occur in a controlled manner in order to obtain an acceptable product. As a consequence, reliable methods are needed to measure the crystal content of honey (φ expressed as kg crystal per kg honey), which can also be implemented with relative ease in industrial production facilities. Unfortunately, suitable methods do not currently exist. This article reports on the development of 2 independent offline methods to measure the crystal content in honey based on differential scanning calorimetry and high-performance liquid chromatography. The 2 methods gave highly consistent results on the basis of paired t-test involving 143 experimental points (P > 0.05, r**2 = 0.99). The crystal content also correlated with the relative viscosity, defined as the ratio of the viscosity of crystal containing honey to that of the same honey when all crystals are dissolved, giving the following correlation: μr = 1 + 1398.8∅**2.318. This correlation can be used to estimate the crystal content of honey in industrial production facilities. The crystal growth rate at a temperature of 14 ◦C—the normal crystallization temperature used in practice—was linear, and the growth rate also increased with the total glucose content in the honey.

Dynamic picture of the inner asteroid belt: implications for the density, size and taxonomic distributions of real objects

In this paper, we construct a dynamic portrait of the inner asteroidal belt. We use information about the distribution of test particles, which were initially placed on a perfectly rectangular grid of initial conditions, after 4.2 Myr of gravitational interactions with the Sun and five planets, from Mars to Neptune. Using the spectral analysis method introduced by Michtchenko et al., the asteroidal behaviour is illustrated in detail on the dynamical, averaged and frequency maps. On the averaged and frequency maps, we superpose information on the proper elements and proper frequencies of real objects, extracted from the data base, AstDyS, constructed by Milani and Knezevic. A comparison of the maps with the distribution of real objects allows us to detect possible dynamical mechanisms acting in the domain under study; these mechanisms are related to mean-motion and secular resonances. We note that the two- and three-body mean-motion resonances and the secular resonances (strong linear and weaker non-linear) have an important role in the diffusive transportation of the objects. Their long-lasting action, overlaid with the Yarkovsky effect, may explain many observed features of the density, size and taxonomic distributions of the asteroids.

Functional and morphologic evaluation of kidney proximal tubuli and correlation with renal allograft prognosis

P>Renal transplant patients with stable graft function and proximal tubular dysfunction (PTD) have an increased risk for chronic allograft nephropathy (CAN). In this study, we investigated the histologic pattern associated with PTD and its correlation with graft outcome. Forty-nine transplant patients with stable graft function were submitted to a biopsy. Simultaneously, urinary retinol-binding protein (uRBP) was measured and creatinine clearance was also determined. Banff`s score and semi-quantitative histologic analyses were performed to assess tubulointerstitial alterations. Patients were followed for 24.0 +/- 7.8 months. At biopsy time, mean serum creatinine was 1.43 +/- 0.33 mg/dl. Twelve patients (24.5%) had uRBP >= 1 mg/l, indicating PTD and 67% of biopsies had some degree of tubulointerstitial injury. At the end of the study period, 18 (36.7%) patients had lost renal function. uRBP levels were not associated with morphologic findings of interstitial fibrosis and tubular atrophy (IF/TA), interstitial fibrosis measured by Sirius red or tubulointerstitial damage. However, in multivariate analysis, the only variable associated with the loss of renal function was uRBP level >= 1 mg/l, determining a risk of 5.290 of loss of renal function (P = 0.003). Renal transplant patients who present PTD have functional alteration, which is not associated with morphologic alteration. This functional alteration is associated to progressive decrease in renal function.

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.

Growth and Melting of Metallic Nanoclusters in Glass: A Review of Recent Investigations

The mechanisms of nucleation and growth and the solid-to-liquid transition of metallic nanoclusters embedded in sodium borate glass were recently studied in situ via small-angle X-ray scattering (SAXS) and wide-an-le X-ray scattering (WAXS). SAXS results indicate that, under isothermal annealing conditions, the formation and growth of Bi or Ag nanoclusters embedded in sodium borate glass occurs through two successive stages after a short incubation period. The first stage is characterized by the nucleation and growth of spherical metal clusters promoted by the diffusion of Bi or Ag atoms through the initially supersaturated glass phase. The second stage is named the coarsening stage and occurs when the (Bi- or Ag-) doping level of the vitreous matrix is close to the equilibrium value. The experimental results demonstrated that, at advanced stages of the growth process, the time dependence of the average radius and density number of the clusters is in agreement with the classical Lifshitz-Slyozov-Waoner (LSW) theory. However, the radius distribution function is better described by a lognormal function than by the function derived from the theoretical LSW model. From the results of SAXS measurements at different temperatures, the activation energies for the diffusion of Ag and Bi through sodium borate glass were determined. In addition, via combination of the results of simultaneous WAXS and SAXS measurements at different temperatures, the crystallographic structure and the dependence of melting temperature T(m) on crystal radius R of Bi nanocrystals were established. The experimental results indicate that T(m) is a linear and decreasing function of nanocrystal reciprocal radius 1/R, in agreement with the Couchman and Jesser theoretical model. Finally, a weak contraction in the lattice parameters of Bi nanocrystals with respect to bulk crystals was established.

Cellulose swelling by protic solvents: which properties of the biopolymer and the solvent matter?

The question posed in the title has been addressed by studying the swelling of celluloses at 20 C by twenty protic solvents, including water; linear- and branched-chain aliphatic alcohols; unsaturated aliphatic alcohols, and alkoxyalcohols. The biopolymers investigated included microcrystalline cellulose, MC, native and never-dried mercerized cotton cellulose, cotton and M-cotton, and native and never-dried mercerized eucalyptus cellulose, eucalyptus and M-eucalyptus, respectively. In most cases, better correlations with the physico-chemical properties of the solvents were obtained when the swelling was expressed as number of moles of solvent/anhydroglucose unit, nSw, rather than as % increase in sample weight. The descriptors employed in these correlations included, where available, Hildebrand`s solubility parameters, Gutmann`s acceptor and donor numbers, solvent molar volume, V(S), as well as solvatochromic parameters. The latter, employed for the first time for correlating the swelling of biopolymers, included empirical solvent polarity, E(T)(30), solvent ""acidity"", alpha(S), ""basicity"", beta(S), and dipolarity/polarizability, pi(S)*, respectively. Small regression coefficients and large sums of the squares of the residues were obtained when values of nSw were correlated with two solvent parameters. Much better correlations were obtained with three solvent parameters. The most statistically significant descriptor in the correlation equation depends on the cellulose, being pi(S)* for MC, cotton, and eucalyptus, and V(S) for M-cotton and M-eucalyptus. The best correlations were obtained with the same set of four parameters for all celluloses, namely, solvent pKa (or alpha(S)) beta(S), pi(S)*, and V(S), respectively. These results indicate that the supra-molecular structure of the biopolymer, in particular the average sizes of crystallites and micro-pores, and the presence of its chains in parallel (cellulose I) or anti-parallel (cellulose II) arrangements control its swelling. At least for the present biopolymer/solvent systems, use of solvatochromic parameters is a superior alternative to Hildebrand`s solubility parameters and/or Gutmann`s acceptor and donor numbers. The relevance of these results to the accessibility of the hydroxyl groups of cellulose, hence to its reactivity, is briefly discussed.

Rapid and direct determination of glyphosate and aminomethylphosphonic acid in water using anion-exchange chromatography with coulometric detection

A simple, rapid, and low-cost coulometric method for direct detection of glyphosate and aminomethylphosphonic acid (AMPA) in water samples using anion-exchange chromatography and coulometric detection with copper electrode is presented. Under optimized conditions, the limits of detection (LODs) (S/N = 3) were 0.038 mu g ml(-1) for glyphosate and 0.24 mu g ml(-1) for AMPA, without any preconcentration method. The calibration curves were linear and presented an excellent correlation coefficient. The method was successfully applied to the determination of glyphosate and AMPA in water samples without any kind of extraction, clean-up, or preconcentration step. No interferent was found in the water, like this, the recovery was, practically, 100%. (c) 2008 Elsevier B.V. All rights reserved.

Forecasting with Vector Nonlinear Time Series Models

This work concerns forecasting with vector nonlinear time series models when errorsare correlated. Point forecasts are numerically obtained using bootstrap methods andillustrated by two examples. Evaluation concentrates on studying forecast equality andencompassing. Nonlinear impulse responses are further considered and graphically sum-marized by highest density region. Finally, two macroeconomic data sets are used toillustrate our work. The forecasts from linear or nonlinear model could contribute usefulinformation absent in the forecasts form the other model.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.

Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons

The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency from 1957 to 2012 from the International Financial Statistics of the IMF on individual metal series. We will also employ the (relatively large) list of co-variates used in Welch and Goyal (2008) and in Hong and Yogo (2009) , which are available for download. Regarding short- and long-run comovement, we will apply the techniques and the tests proposed in the common-feature literature to build parsimonious VARs, which possibly entail quasi-structural relationships between different commodity prices and/or between a given commodity price and its potential demand determinants. These parsimonious VARs will be later used as forecasting models to be combined to yield metal-commodity prices optimal forecasts. Regarding out-of-sample forecasts, we will use a variety of models (linear and non-linear, single equation and multivariate) and a variety of co-variates to forecast the returns and prices of metal commodities. With the forecasts of a large number of models (N large) and a large number of time periods (T large), we will apply the techniques put forth by the common-feature literature on forecast combinations. The main contribution of this paper is to understand the short-run dynamics of metal prices. We show theoretically that there must be a positive correlation between metal-price variation and industrial-production variation if metal supply is held fixed in the short run when demand is optimally chosen taking into account optimal production for the industrial sector. This is simply a consequence of the derived-demand model for cost-minimizing firms. Our empirical evidence fully supports this theoretical result, with overwhelming evidence that cycles in metal prices are synchronized with those in industrial production. This evidence is stronger regarding the global economy but holds as well for the U.S. economy to a lesser degree. Regarding forecasting, we show that models incorporating (short-run) commoncycle restrictions perform better than unrestricted models, with an important role for industrial production as a predictor for metal-price variation. Still, in most cases, forecast combination techniques outperform individual models.

Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons

The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity prices at a monthly and quarterly frequencies from 1957 to 2012, extracted from the IFS, and annual data, provided from 1900-2010 by the U.S. Geological Survey (USGS). We also employ the (relatively large) list of co-variates used in Welch and Goyal (2008) and in Hong and Yogo (2009). We investigate short- and long-run comovement by applying the techniques and the tests proposed in the common-feature literature. One of the main contributions of this paper is to understand the short-run dynamics of metal prices. We show theoretically that there must be a positive correlation between metal-price variation and industrial-production variation if metal supply is held fixed in the short run when demand is optimally chosen taking into account optimal production for the industrial sector. This is simply a consequence of the derived-demand model for cost-minimizing firms. Our empirical evidence fully supports this theoretical result, with overwhelming evidence that cycles in metal prices are synchronized with those in industrial production. This evidence is stronger regarding the global economy but holds as well for the U.S. economy to a lesser degree. Regarding out-of-sample forecasts, our main contribution is to show the benefits of forecast-combination techniques, which outperform individual-model forecasts - including the random-walk model. We use a variety of models (linear and non-linear, single equation and multivariate) and a variety of co-variates and functional forms to forecast the returns and prices of metal commodities. Using a large number of models (N large) and a large number of time periods (T large), we apply the techniques put forth by the common-feature literature on forecast combinations. Empirically, we show that models incorporating (short-run) common-cycle restrictions perform better than unrestricted models, with an important role for industrial production as a predictor for metal-price variation.

Origem física das curvas sigmoidais respiratórias pressão-volume: recrutamento alveolar e elasticidade não-linear

An important unsolved problem in medical science concerns the physical origin of the sigmoidal shape of pressure volume curves of healthy (and some unhealthy) lungs. Such difficulties are expected because the lung, which is the most important structure in the respiratory system, is extremely complex. Its rheological properties are unknown and seem to depend on phenomena occurring from the alveolar scale up to the thoracic scale. Conventional wisdom holds that linear response, i.e., Hooke s law, together with alveolar overdistention, play a dominant role in respiration, but such assumptions cannot explainthe crucial empirical sigmoidal shape of the curves. In this doctorate thesis, we propose an alternative theory to solve this problem, based on the alveolar recruitment together with the nonlinear elasticity of the alveoli. This theory suggests that recruitment may be the predominant factor shaping these curves in the entire range of pressures normally employed in experiments. The proposed model correctly predicts the observed sigmoidal pressure volume curves, allowing us to discuss adequately the importance of this result, as well as its implications for medical practice

Soil CO2 emission and its relation to soil properties in sugarcane areas under Slash-and-burn and Green harvest

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)