879 resultados para 360104 Political Theory and Political Philosophy


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Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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In this article we study the existence of shock wave solutions for systems of partial differential equations of hydrodynamics with viscosity in one space dimension in the context of Colombeau's theory of generalized functions. This study uses the equality in the strict sense and the association of generalized functions (that is the weak equality). The shock wave solutions are given in terms of generalized functions that have the classical Heaviside step function as macroscopic aspect. This means that solutions are sought in the form of sequences of regularizations to the Heaviside function that have to satisfy part of the equations in the strict sense and part of the equations in the sense of association.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Two problems relative to the electromagnetic coupling of Duffin-Kemmer-Petiau (DKP) theory are discussed: the presence of an anomalous term in the Hamiltonian form of the theory and the apparent difference between the interaction terms in DKP and Klein-Gordon (KG) Lagrangians. For this, we first discuss the behavior of DKP field and its physical components under gauge transformations. From this analysis, we can show that these problems simply do not exist if one correctly analyses the physical components of DKP field. (C) 2000 Elsevier B.V. B.V. All rights reserved.

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In this paper we discuss the nonlinear propagation of waves of short wavelength in dispersive systems. We propose a family of equations that is likely to describe the asymptotic behaviour of a large class of systems. We then restrict our attention to the analysis of the simplest nonlinear short-wave dynamics given by U-0 xi tau, = U-0 - 3(U-0)(2). We integrate numerically this equation for periodic and non-periodic boundary conditions, and we find that short waves may exist only if the amplitude of the initial profile is not too large.

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1/N(c) expansion in QCD (with N(c) the number of colors) suggests using a potential from meson sector (e.g., Richardson) for baryons. For light quarks a sigma-field has to be introduced to ensure chiral symmetry breaking (chi-SB). It is found that nuclear matter properties can be used to pin down the chi-SB modeling. All masses, M(N), m-sigma, m-omega, are found to scale with density. The equations are solved self-consistently.

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The recipe used to compute the symmetric energy-momentum tensor in the framework of ordinary field theory bears little resemblance to that used in the context of general relativity, if any. We show that if one stal ts fi om the field equations instead of the Lagrangian density, one obtains a unified algorithm for computing the symmetric energy-momentum tensor in the sense that it can be used for both usual field theory and general relativity.

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A bag at temperature (T) with pressure B(T) = B(0)[1 - (T/T(c))4] is shown to be consistent with recent lattice data on the pi and the rho mesons. The limiting temperature, T(l), of the pion bag from the Bekenstein entropy bound is lower than that of other mesons. This agrees with the thermal distribution of pi, K and the rho in heavy ion collisions, which (unlike proton-nucleus or pp data) show a marked difference in T of pion and other mesons in the mid-rapidity region.

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Some properties of the higher grading integrable generalizations of the conformal affine Toda systems are studied. The fields associated to the non-zero grade generators are Dirac spinors. The effective action is written in terms of the Wess-Zumino-Novikov-Witten (WZNW) action associated to an affine Lie algebra, and an off-critical theory is obtained as the result of the spontaneous breakdown of the conformal symmetry. Moreover, the off-critical theory presents a remarkable equivalence between the Noether and topological currents of the model. Related to the off-critical model we define a real and local lagrangian provided some reality conditions are imposed on the fields of the model. This real action model is expected to describe the soliton sector of the original model, and turns out to be the master action from which we uncover the weak-strong phases described by (generalized) massive Thirring and sine-Gordon type models, respectively. The case of any (untwisted) affine Lie algebra furnished with the principal gradation is studied in some detail. The example of s^l(n) (n = 2, 3) is presented explicitly. © SISSA/ISAS 2003.

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Includes bibliography

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It is possible to show that there are three independent families of models describing a massive spin-2 particle via a rank-2 tensor. One of them contains the massive Fierz-Pauli model, the only case described by a symmetric tensor. The three families have different local symmetries in the massless limit and can not be interconnected by any local field redefinition. We show here, however, that they can be related with the help of a decoupled and nondynamic (spectator) field. The spectator field may be either an antisymmetric tensor B μν=-Bνμ, a vector Aμ or a scalar field φ, corresponding to each of the three families. The addition of the extra field allows us to formulate master actions which interpolate between the symmetric Fierz-Pauli theory and the other models. We argue that massive gravity models based on the Fierz-Pauli theory are not expected to be equivalent to possible local self-interacting theories built up on top of the two new families of massive spin-2 models. The approach used here may be useful to investigate dual (nonsymmetric) formulations of higher-spin particles. © 2013 American Physical Society.