On the dominance of roots of characteristic equations for neutral functional differential equations

We present a sufficient condition for a zero of a function that arises typically as the characteristic equation of a linear functional differential equations of neutral type, to be simple and dominant. This knowledge is useful in order to derive the asymptotic behaviour of solutions of such equations. A simple characteristic equation, arisen from the study of delay equations with small delay, is analyzed in greater detail. (C) 2009 Elsevier Inc. All rights reserved.

Determination of Very Slow Diffusion of Paramagnetic Ions by NMR Spectroscopy

In this paper, we propose a new method of measuring the very slow paramagnetic ion diffusion coefficient using a commercial high-resolution spectrometer. If there are distinct paramagnetic ions influencing the hydrogen nuclear magnetic relaxation time differently, their diffusion coefficients can be measured separately. A cylindrical phantom filled with Fricke xylenol gel solution and irradiated with gamma rays was used to validate the method. The Fricke xylenol gel solution was prepared with 270 Bloom porcine gelatin, the phantom was irradiated with gamma rays originated from a (60)Co source and a high-resolution 200 MHz nuclear magnetic resonance (NMR) spectrometer was used to obtain the phantom (1)H profile in the presence of a linear magnetic field gradient. By observing the temporal evolution of the phantom NMR profile, an apparent ferric ion diffusion coefficient of 0.50 mu m(2)/ms due to ferric ions diffusion was obtained. In any medical process where the ionizing radiation is used, the dose planning and the dose delivery are the key elements for the patient safety and success of treatment. These points become even more important in modern conformal radio therapy techniques, such as stereotactic radiosurgery, where the delivered dose in a single session of treatment can be an order of magnitude higher than the regular doses of radiotherapy. Several methods have been proposed to obtain the three-dimensional (3-D) dose distribution. Recently, we proposed an alternative method for the 3-D radiation dose mapping, where the ionizing radiation modifies the local relative concentration of Fe(2+)/Fe(3+) in a phantom containing Fricke gel and this variation is associated to the MR image intensity. The smearing of the intensity gradient is proportional to the diffusion coefficient of the Fe(3+) and Fe(2+) in the phantom. There are several methods for measurement of the ionic diffusion using NMR, however, they are applicable when the diffusion is not very slow.

Ab initio study of SO2 molecules interacting with pristine and transition metal covered fullerenes as a possible route for nanofilters

In this work, a systematic study of SO2 molecules interacting with pristine and transition metal (TM) covered C-60 is presented by means of first principles calculations. It is observed that the SO2 molecule interacts weakly with the pristine C-60 fullerene, although the resulting interaction is largely increased when the C-60 structure is covered with Fe, Mn, or Ti atoms and the SO2 Molecules are bounded through the TM atoms. The number of bounded SO2 molecules per TM atoms, in addition to the elevated binding energies per molecules, allows us to conclude that such composites can be used as a template for efficient devices to remove SO2 molecules or, alternatively, as SO2 gas sensor.

Classification of quantum relativistic orientable objects

Extending our previous work `Fields on the Poincare group and quantum description of orientable objects` (Gitman and Shelepin 2009 Eur. Phys. J. C 61 111-39), we consider here a classification of orientable relativistic quantum objects in 3 + 1 dimensions. In such a classification, one uses a maximal set of ten commuting operators (generators of left and right transformations) in the space of functions on the Poincare group. In addition to the usual six quantum numbers related to external symmetries (given by left generators), there appear additional quantum numbers related to internal symmetries (given by right generators). Spectra of internal and external symmetry operators are interrelated, which, however, does not contradict the Coleman-Mandula no-go theorem. We believe that the proposed approach can be useful for the description of elementary spinning particles considered as orientable objects. In particular, it gives a group-theoretical interpretation of some facts of the existing phenomenological classification of spinning particles.

Coherent state quantization of paragrassmann algebras

By using a coherent state quantization of paragrassmann variables, operators are constructed in finite Hilbert spaces. We thus obtain in a straightforward way a matrix representation of the paragrassmann algebra. This algebra of finite matrices realizes a deformed Weyl-Heisenberg algebra. The study of mean values in coherent states of some of these operators leads to interesting conclusions.

Third-order nonlinearity of Er(3+)-doped lead phosphate glass

The third-order optical susceptibility and dispersion of the linear refractive index of Er(3+)-doped lead phosphate glass were measured in the wavelength range between 400 and 1940 nm by using the spectrally resolved femtosecond Maker fringes technique. The nonlinear refractive index obtained from the third-order susceptibility was found to be five times higher than that of silica, indicating that Er(3+)-doped lead phosphate glass is a potential candidate to be used as the base component for the fabrication of photonic devices. For comparison purposes, the Z-scan technique was also employed to obtain the values of the nonlinear refractive index of Er(3+)-doped lead phosphate glass at several wavelengths, and the values obtained using the two techniques agree to within 15%.

Improved score tests in symmetric linear regression models

The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

On a formula for the spectral flow and its applications

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restrictions to a continuous path of finite codimensional closed subspaces. As an application of the formula, we introduce the notion of spectral flow for a periodic semi-Riemannian geodesic, and we compute its value in terms of the Maslov index. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Calculating Flash Point Numbers from Molecular Structure: An Improved Method for Predicting the Flash Points of Acyclic Alkanes

We report a novel method for calculating flash points of acyclic alkanes from flash point numbers, N(FP), which can be calculated from experimental or calculated boiling point numbers (Y(BP)) with the equation N(FP) = 1.020Y(BP) - 1.083 Flash points (FP) are then determined from the relationship FP(K) = 23.369N(FP)(2/3) + 20.010N(FP)(1/3) + 31.901 For it data set of 102 linear and branched alkanes, the correlation of literature and predicted flash points has R(2) = 0.985 and an average absolute deviation of 3.38 K. N(FP) values can also be estimated directly from molecular structure to produce an even closer correspondence of literature and predicted FP values. Furthermore, N(FP) values provide a new method to evaluate the reliability of literature flash point data.

On the differentiability of the consumer demand function

For strictly quasi concave differentiable utility functions, demand is shown to be differentiable almost everywhere if marginal utilities are pointwise Lipschitzian. For concave utility functions, demand is differentiable almost everywhere in the case of differentiable additively separable utility or in the case of quasi-linear utility.

Voice over IP 2.0: an analysis of limits and potential of IP2IP telecommunication

Internet Telephony (VoIP) is changing the telecommunication industry. Oftentimes free, VoIP is becoming more and more popular amongst users. Large software companies have entered the market and heavily invest into it. In 2011, for instance, Microsoft bought Skype for 8.5bn USD. This trend increasingly impacts the incumbent telecommunication operators. They see their main source of revenue – classic telephony – under siege and disappear. The thesis at hand develops a most-likely scenario in order to determine how VoIP is evolving further and it predicts, based on a ten-year forecast, the impact it will have on the players in the telecommunication industry.The paper presents a model combining Rogers’ diffusion and Christensen’s innovation research. The model has the goal of explaining the past evolution of VoIP and to isolate the factors that determine the further diffusion of the innovation. Interviews with industry experts serve to assess how the identified factors are evolving.Two propositions are offered. First, VoIP operators are becoming more important in international, corporate, and mobile telephony. End-to-end VoIP (IP2IP) will exhibit strong growth rates and increasingly cannibalize the telephony revenues of the classic operators. Second, fix-net telephony in SMEs and at home will continue to be dominated by the incumbents. Yet, as prices for telephony fall towards zero also they will implement IP2IP in order to save costs. By 2022, up to 90% of the calls will be IP2IP. The author recommends the incumbents and VoIP operators to proactively face the change, to rethink their business strategies, and to even be open for cooperation.

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.

Higher salaries, more teaching, better performance? The effects of the introduction of the minimum salary for teachers in Brazil

De acordo com a literatura empírica, há fortes evidências de que, após o controle de características socioeconômicas dos alunos, a qualidade dos professores é o fator mais importante para explicar o desempenho do aluno em testes padronizados. No entanto, não há consenso sobre como sistemas públicos de ensino podem melhorar a qualidade dos professores. Será que o pagamento de salários mais elevados a professores da rede pública impactam a qualidade dos professores nas escolas públicas? O Governo Federal brasileiro introduziu, em 2009, piso salarial nacional para os professores de escolas públicas, provocando um perceptível aumento exógeno dos salários dos professores municipais. O principal objetivo desta tese é avaliar os impactos de curto prazo da elevação linear e incondicional do salário do professor na qualidade da educação. Devido à ausência de dados secundários sobre o valor do salário-base de professores entre 2008 e 2013, tivemos que realizar um levantamento com as Secretarias Municipais de Educação para reunir informação sobre a estrutura da carreira docente e sobre os salários-bases nesse período. Com base em nossa pesquisa de campo, o primeiro capítulo investiga a conformidade dos sistemas municipais de ensino ao piso salarial nacional para professores de redes públicas. Encontramos que fatores não observáveis/observados são determinantes para explicar a variabilidade salarial verificada entre os municípios e o cumprimento da lei, o que embasa nossa estratégia de identificação com base em métodos de diferença em diferenças, combinados com pareamento com base em escore de propensão. O segundo capítulo centra-se na estimativa do impacto da elevação dos salários dos professores sobre a proficiência dos alunos de 5º ano do ensino fundamental municipal. De acordo com estes resultados, o aumento salarial incondicional não gerou uma expansão da proficiência escolar dos alunos, pelo menos no curto prazo. Embora não tenham sido detectados impactos na aprendizagem dos alunos, alguns mecanismos de transmissão do aumento salarial para melhores resultados educacionais podem já ter sido ativados. Assim, o principal objetivo do terceiro capítulo é avaliar o impacto dos aumentos de salário sobre a qualidade dos professores atuais e dos potenciais futuros professores. Avaliamos o impacto de aumentos de salário sobre o desempenho dos professores no ENADE, uma proxy de sua qualidade, e sobre a atratividade dos cursos de ensino superior associados à carreira docente. Essa atratividade é medida por meio da qualidade dos que entram nos respectivos cursos superiores, de acordo com seu desempenho no Enem. Neste último capítulo, aplicamos modelo de Tripla-Diferenças visando controlar dois tipos de potenciais fatores de confusão: (i) mudanças no desempenho dos professores (potenciais futuros professores) entre grupos de municípios, que foram submetidos ao tratamento e os que não foram tratados, que nada têm a ver com a política; e (ii) as alterações no desempenho de todos os professores (alunos) que vivem no município em que houve a elevação salarial devido à introdução da lei. As estimativas obtidas indicam que a elevação salarial gerou efeitos leves sobre a qualidade dos professores e sobre a atratividade dos cursos relacionados à carreira docente.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.