936 resultados para BY-EVENT FLUCTUATIONS


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

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Electrochemical noise (EN) is a generic term describing the phenomenon of spontaneous fluctuations of potential or current noise of electrochemical systems. Since this technique provides a non-destructive condition for investigating corrosion processes, it can be useful to study the electrochemical oxidation of mineral sulfides by microorganisms, a process known as bacterial leaching of metals. This technique was utilized to investigate the dissolution of a bornite electrode in the absence (first 79 h) and after the addition of Acidithiobacillus ferrooxidans (next 113 h) in salts mineral medium at pH 1.8, without addition of the energy source (Fe2+ ions) for this chemolithotrophic bacterium. Potential and current noise data have been determined simultaneously with two identical working bornite electrodes which were linked by a zero resistance ammeter (ZRA). The mean potential, E-coup, coupling current, I-coup, standard deviations of potential and current noise fluctuations and noise resistance, R-n, have been obtained for coupled bornite electrodes. Noise measurements were recorded twice a day in an unstirred solution at 30 degrees C. Significant changes in these parameters were observed when the A. ferrooxidans suspension was added, related with bacterial activity on reduced species present in the sulfide moisture (Fe2+, S2-). ENA was a suitable tool for monitoring the changes of the corrosion behavior of bornite due to the presence of bacterium. (C) 2006 Elsevier B.V. All rights reserved.

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We study the statistical distribution of quantum energy splittings due to a dynamical tunneling. The system. The annular billiard, has whispering quasimodes due to a discrete symmetry that exists even when chaos is present in the underlying classical dynamics. Symmetric and antisymmetric combinations of these quasimodes correspond to quantum doublet states whose degeneracies decrease as the circles become more eccentric. We construct numerical ensembles composed of splittings for two distinct regimes, one which we call semiclassical for high quantum numbers and high energies where the whispering regions are connected by chaos, and other which we call quantal for low quantum numbers, low energies, and near integrable where dynamical tunneling is not a dominant mechanism. In both cases we observe a variation on the fluctuation amplitudes, but their mean behaviors follow the formula of Leyvraz and Ullmo [J. Phys. A 29, 2529 (1996)]. A description of a three-level collision involving a doublet and a singlet is also provided through a numerical example.

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The feasibility of using internal standardization (IS) to correct for interferences in hydride generation with in situ trapping in graphite furnace was evaluated. Arsenic was chosen as internal standard for Sb determination and Ir was used as permanent modifier. Fluctuations in the main parameters that affect the analytical results were minimized by IS and an effective contribution was verified in the studies of liquid phase interferences. Cobalt and Ni2+ were selected to illustrate the potential use of IS on the correction of interference by transition metals. The application of IS allows the Sb determination in samples containing up to 20-fold higher concentration of the Co2+ and Ni2+ when compared to the procedure without IS. The relative standard deviation of measurements varied from 0.3% to 0.7% and from 1.1% to 3.2% with and without IS, respectively. Recoveries within 92% and 107% of spiked aqueous solution containing Sb(III) and Sb(V) were found. (c) 2005 Elsevier B.V. All rights reserved.

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Climate change is expected to increase the intensity of extreme precipitation events in Amazonia that in turn might produce more forest blowdowns associated with convective storms. Yet quantitative tree mortality associated with convective storms has never been reported across Amazonia, representing an important additional source of carbon to the atmosphere. Here we demonstrate that a single squall line (aligned cluster of convective storm cells) propagating across Amazonia in January, 2005, caused widespread forest tree mortality and may have contributed to the elevated mortality observed that year. Forest plot data demonstrated that the same year represented the second highest mortality rate over a 15-year annual monitoring interval. Over the Manaus region, disturbed forest patches generated by the squall followed a power-law distribution (scaling exponent alpha = 1.48) and produced a mortality of 0.3-0.5 million trees, equivalent to 30% of the observed annual deforestation reported in 2005 over the same area. Basin-wide, potential tree mortality from this one event was estimated at 542 +/- 121 million trees, equivalent to 23% of the mean annual biomass accumulation estimated for these forests. Our results highlight the vulnerability of Amazon trees to wind-driven mortality associated with convective storms. Storm intensity is expected to increase with a warming climate, which would result in additional tree mortality and carbon release to the atmosphere, with the potential to further warm the climate system. Citation: Negron-Juarez, R. I., J. Q. Chambers, G. Guimaraes, H. Zeng, C. F. M. Raupp, D. M. Marra, G. H. P. M. Ribeiro, S. S. Saatchi, B. W. Nelson, and N. Higuchi (2010), Widespread Amazon forest tree mortality from a single cross-basin squall line event, Geophys. Res. Lett., 37, L16701, doi:10.1029/2010GL043733.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The social wasp nests were quantified in three different plant physiognomies (forested Caatinga, shrubby Caatinga, and agricultural systems) to analyze the effect of environmental seasonality and plant physiognomy on the richness, nest abundance, and species composition of social wasps in the region of tropical dry forest of Brazil. The forested Caatinga physiognomy had the greatest richness of species (S = 16), followed by shrubby Caatinga (S 13) and by agricultural system (S = 12). The first axis of detrended correspondence analysis (DCA) explained 67.8% of the variability and shows a gradient of the fauna from agricultural system and shrubby Caatinga to forested Caatinga. In the first axis, wet season scores were much higher than those for the dry season in forested Caatinga. The second axis explained 18.7% of the variability and shows a separation of samples collected during the wet or the dry periods in shrubby Caatinga. This separation was less evident in the agricultural system. Variations in nest abundance were more intense in arbustive caatinga (45% decrease in number of active nests in the dry period), moderate in forested Caatinga (24% decrease in number of active nests in the dry period), and low in agricultural systems (8% decrease in the dry period).

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The nearest-neighbor spacing distributions proposed by four models, namely, the Berry-Robnik, Caurier-Grammaticos-Ramani, Lenz-Haake, and the deformed Gaussian orthogonal ensemble, as well as the ansatz by Brody, are applied to the transition between chaos and order that occurs in the isotropic quartic oscillator. The advantages and disadvantages of these five descriptions are discussed. In addition, the results of a simple extension of the expression for the Dyson-Mehta statistic Δ3 are compared with those of a more popular one, usually associated with the Berry-Robnik formalism. ©1999 The American Physical Society.

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We use the optimized linear δ expansion and functional methods to study vacuum contributions in nuclear matter up to the lowest non-trivial order which includes exchange terms. We show that well known results (MFT, RHA and HF) can be easily reproduced when appropriate limits are taken. Neglecting vacuum contributions we explicitly show that the δ expansion goes beyond the traditional loop approximation previously used to study two loop vacuum contributions in nuclear matter. We then evaluate and renormalize vacuum exchange contributions showing that they are numerically very large, as predicted by the ordinary loop approximation.