Systems of Navier-Stokes equations on cantor sets

We present systems of Navier-Stokes equations on Cantor sets, which are described by the local fractional vector calculus. It is shown that the results for Navier-Stokes equations in a fractal bounded domain are efficient and accurate for describing fluid flow in fractal media.

Avaliação da função ventricular esquerda por ecocardiografia bidimensional com VVI em indivíduos hipertensos voluntários

Mestrado em Tecnologia de Diagnóstico e Intervenção Cardiovascular - Ramo de especialização: Ultrassonografia Cardiovascular

Towards a Unified Theory of Health-Disease: I. Health as a complex model-object

Theory building is one of the most crucial challenges faced by basic, clinical and population research, which form the scientific foundations of health practices in contemporary societies. The objective of the study is to propose a Unified Theory of Health-Disease as a conceptual tool for modeling health-disease-care in the light of complexity approaches. With this aim, the epistemological basis of theoretical work in the health field and concepts related to complexity theory as concerned to health problems are discussed. Secondly, the concepts of model-object, multi-planes of occurrence, modes of health and disease-illness-sickness complex are introduced and integrated into a unified theoretical framework. Finally, in the light of recent epistemological developments, the concept of Health-Disease-Care Integrals is updated as a complex reference object fit for modeling health-related processes and phenomena.

Dynamical analysis of the global warming

Global warming is a major concern nowadays. Weather conditions are changing, and it seems that human activity is one of the main causes. In fact, since the beginning of the industrial revolution, the burning of fossil fuels has increased the nonnatural emissions of carbon dioxide to the atmosphere. Carbon dioxide is a greenhouse gas that absorbs the infrared radiation produced by the reflection of the sunlight on the Earth’s surface, trapping the heat in the atmosphere. Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic, and health aspects of human life. This paper studies the global warming trend in the perspective of dynamical systems and fractional calculus, which is a new standpoint in this context. Worldwide distributed meteorological stations and temperature records for the last 100 years are analysed. It is shown that the application of Fourier transforms and power law trend lines leads to an assertive representation of the global warming dynamics and a simpler analysis of its characteristics.

Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.

Analysis of temperature time-series: embedding dynamics into the MDS method

Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Elementos de geoquímica das rochas do maciço ígneo de Sines

The chemical and mineralogical charactetistics of the intrusive and extrusive rocks of this igneous complex are presented. The suggest affinities between these rocks. The major and the trace elements lead us to conclude that these rocks were originated in a common magmatic chamber by fractional crystallization.

Assessment of the quality of brain regions and neuroimaging metrics as biomarkers of Alzheimer’s disease

Alzheimer Disease (AD) is characterized by progressive cognitive decline and dementia. Earlier diagnosis and classification of different stages of the disease are currently the main challenges and can be assessed by neuroimaging. With this work we aim to evaluate the quality of brain regions and neuroimaging metrics as biomarkers of AD. Multimodal Imaging Brain Connectivity Analysis (MIBCA) toolbox functionalities were used to study AD by T1weighted, Diffusion Tensor Imaging and 18FAV45 PET, with data obtained from the AD Neuroimaging Initiative database, specifically 12 healthy controls (CTRL) and 33 patients with early mild cognitive impairment (EMCI), late MCI (LMCI) and AD (11 patients/group). The metrics evaluated were gray-matter volume (GMV), cortical thickness (CThk), mean diffusivity (MD), fractional anisotropy (FA), fiber count (FiberConn), node degree (Deg), cluster coefficient (ClusC) and relative standard-uptake-values (rSUV). Receiver Operating Characteristic (ROC) curves were used to evaluate and compare the diagnostic accuracy of the most significant metrics and brain regions and expressed as area under the curve (AUC). Comparisons were performed between groups. The RH-Accumbens/Deg demonstrated the highest AUC when differentiating between CTRLEMCI (82%), whether rSUV presented it in several brain regions when distinguishing CTRL-LMCI (99%). Regarding CTRL-AD, highest AUC were found with LH-STG/FiberConn and RH-FP/FiberConn (~100%). A larger number of neuroimaging metrics related with cortical atrophy with AUC>70% was found in CTRL-AD in both hemispheres, while in earlier stages, cortical metrics showed in more confined areas of the temporal region and mainly in LH, indicating an increasing of the spread of cortical atrophy that is characteristic of disease progression. In CTRL-EMCI several brain regions and neuroimaging metrics presented AUC>70% with a worst result in later stages suggesting these indicators as biomarkers for an earlier stage of MCI, although further research is necessary.

A CMOS micro power switched-capacitor DC-DC step-up converter for indoor light energy harvesting applications

This paper presents a micro power light energy harvesting system for indoor environments. Light energy is collected by amorphous silicon photovoltaic (a-Si:H PV) cells, processed by a switched capacitor (SC) voltage doubler circuit with maximum power point tracking (MPPT), and finally stored in a large capacitor. The MPPT fractional open circuit voltage (V-OC) technique is implemented by an asynchronous state machine (ASM) that creates and dynamically adjusts the clock frequency of the step-up SC circuit, matching the input impedance of the SC circuit to the maximum power point condition of the PV cells. The ASM has a separate local power supply to make it robust against load variations. In order to reduce the area occupied by the SC circuit, while maintaining an acceptable efficiency value, the SC circuit uses MOSFET capacitors with a charge sharing scheme for the bottom plate parasitic capacitors. The circuit occupies an area of 0.31 mm(2) in a 130 nm CMOS technology. The system was designed in order to work under realistic indoor light intensities. Experimental results show that the proposed system, using PV cells with an area of 14 cm(2), is capable of starting-up from a 0 V condition, with an irradiance of only 0.32 W/m(2). After starting-up, the system requires an irradiance of only 0.18 W/m(2) (18 mu W/cm(2)) to remain operating. The ASM circuit can operate correctly using a local power supply voltage of 453 mV, dissipating only 0.085 mu W. These values are, to the best of the authors' knowledge, the lowest reported in the literature. The maximum efficiency of the SC converter is 70.3 % for an input power of 48 mu W, which is comparable with reported values from circuits operating at similar power levels.

Fifth harmonic and sag impact on PMSG wind turbines with a balancing new strategy for capacitor voltages

This paper deals with the computing simulation of the impact on permanent magnet synchronous generator wind turbines due to fifth harmonic content and grid voltage decrease. Power converter topologies considered in the simulations are the two-level and the three-level ones. The three-level converters are limited by unbalance voltages in the DC-link capacitors. In order to lessen this limitation, a new control strategy for the selection of the output voltage vectors is proposed. Controller strategies considered in the simulation are respectively based on proportional integral and fractional-order controllers. Finally, a comparison between the results of the simulations with the two controller strategies is presented in order to show the main advantage of the proposed strategy. (C) 2014 Elsevier Ltd. All rights reserved.

Identifying economic periods and crisis with the multidimensional scaling

This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patterns in the stock markets specific to each economic expansion period. Although the identification of patterns characteristic to each expansion period is interesting to practitioners (even if only in a posteriori fashion), further research should explore the meaning of such regularities and target to find a method to estimate future crisis.

Complex order biped rhythms

Animal locomotion is a complex process, involving the central pattern generators (neural networks, located in the spinal cord, that produce rhythmic patterns), the brainstem command systems, the steering and posture control systems and the top layer structures that decide which motor primitive is activated at a given time. Pinto and Golubitsky studied an integer CPG model for legs rhythms in bipeds. It is a four-coupled identical oscillators' network with dihedral symmetry. This paper considers a new complex order central pattern generator (CPG) model for locomotion in bipeds. A complex derivative Dα±jβ, with α, β ∈ ℜ+, j = √-1, is a generalization of the concept of an integer derivative, where α = 1, β = 0. Parameter regions where periodic solutions, identified with legs' rhythms in bipeds, occur, are analyzed. Also observed is the variation of the amplitude and period of periodic solutions with the complex order derivative.