Modelos baseados em agentes aplicados à dinâmica de preços do mercado imobiliário

Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável.

A VLT/FLAMES survey for massive binaries in Westerlund 1. III. The WC9d binary W239 and implications for massive stellar evolution

Context. There is growing evidence that a treatment of binarity amongst OB stars is essential for a full theory of stellar evolution. However the binary properties of massive stars – frequency, mass ratio & orbital separation – are still poorly constrained. Aims. In order to address this shortcoming we have undertaken a multiepoch spectroscopic study of the stellar population of the young massive cluster Westerlund 1. In this paper we present an investigation into the nature of the dusty Wolf-Rayet star and candidate binary W239. Methods. To accomplish this we have utilised our spectroscopic data in conjunction with multi-year optical and near-IR photometric observations in order to search for binary signatures. Comparison of these data to synthetic non-LTE model atmosphere spectra were used to derive the fundamental properties of the WC9 primary. Results. We found W239 to have an orbital period of only ~5.05 days, making it one of the most compact WC binaries yet identified. Analysis of the long term near-IR lightcurve reveals a significant flare between 2004-6. We interpret this as evidence for a third massive stellar component in the system in a long period (>6 yr), eccentric orbit, with dust production occuring at periastron leading to the flare. The presence of a near-IR excess characteristic of hot (~1300 K) dust at every epoch is consistent with the expectation that the subset of persistent dust forming WC stars are short (<1 yr) period binaries, although confirmation will require further observations. Non-LTE model atmosphere analysis of the spectrum reveals the physical properties of the WC9 component to be fully consistent with other Galactic examples. Conclusions. The simultaneous presence of both short period Wolf-Rayet binaries and cool hypergiants within Wd 1 provides compelling evidence for a bifurcation in the post-Main Sequence evolution of massive stars due to binarity. Short period O+OB binaries will evolve directly to the Wolf-Rayet phase, either due to an episode of binary mediated mass loss – likely via case A mass transfer or a contact configuration – or via chemically homogenous evolution. Conversely, long period binaries and single stars will instead undergo a red loop across the HR diagram via a cool hypergiant phase. Future analysis of the full spectroscopic dataset for Wd 1 will constrain the proportion of massive stars experiencing each pathway; hence quantifying the importance of binarity in massive stellar evolution up to and beyond supernova and the resultant production of relativistic remnants.

Physical characterization and numerical modeling of a WEST-like tokamak divertor plasma

Il presente elaborato è incentrato sulla modellizzazione del plasma di bordo nei dispositivi per la produzione di energia da fusione nucleare noti come tokamak. La tecnologia che nel corso di tutta la seconda metà del XX secolo fino ad oggi è stata sviluppata a questo fine deve necessariamente scontrarsi con alcuni limiti. Nei tokamak il confinamento del plasma è di tipo magnetico e vincola le particelle a muoversi di moto elicoidale all'interno del vessel, tuttavia il confinamento non risulta perfetto e parte dell'energia si scarica sulle pareti della camera, rischiando pertanto di fondere i materiali. Alcune strategie possono essere messe in atto per limitare questo problema, per esempio agendo sulla geometria del tokamak, oppure sulla fisica, inducendo nel plasma una data concentrazione di impurezze che ionizzino irraggiando parte dell'energia di plasma. Proprio tale meccanismo di perdita è stato simulato in un modello monodimensionale di plasma monofluido di bordo. I risultati del codice numerico relativo al modello dimostrano che per concentrazioni di impurezze crescenti è possibile diminuire in modo significativo flusso di calore e temperatura al divertore. Per di più risulta possibile controllare la posizione del fronte di irraggiamento per mezzo di parametri di controllo del plasma quali la pressione. Si osserva inoltre l'insorgere del cosiddetto fenomeno di biforcazione alle basse temperature di divertore, fenomeno in cui il plasma si comporta in modo instabile a causa di fenomeni fisici tipici delle basse energie ("detachment") e a seguito del quale può improvvisamente spegnersi (disruzione). Infine lo stesso modello è stato migliorato inserendo l'ipotesi di plasma bifluido. Anche per gli ioni viene osservato il fenomeno di biforcazione. I risultati numerici evidenziano le dinamiche dello scambio energetico fra le specie gettando le basi di una progettazione efficiente della chimica del plasma finalizzata al raffreddamento del divertore.

On the initiation of boudinage and folding instabilities in layered elasto-visco-plastic solids - Insights from natural microstructures and numerical simulations

The present understanding of the initiation of boudinage and folding structures is based on viscosity contrasts and stress exponents, considering an intrinsically unstable state of the layer. The criterion of localization is believed to be prescribed by geometry-material interactions, which are often encountered in natural structures. An alternative localization phenomenon has been established for ductile materials, in which instability emerges for critical material parameters and loading rates from homogeneous conditions. In this thesis, conditions are sought under which this type of instability prevails and whether localization in geological materials necessarily requires a trigger by geometric imperfections. The relevance of critical deformation conditions, material parameters and the spatial configuration of instabilities are discussed in a geological context. In order to analyze boudinage geometries, a numerical eigenmode analysis is introduced. This method allows determining natural frequencies and wavelengths of a structure and inducing perturbations on these frequencies. In the subsequent coupled thermo-mechanical simulations, using a grain size evolution and end-member flow laws, localization emerges when material softening through grain size sensitive viscous creep sets in. Pinch-and-swell structures evolve along slip lines through a positive feedback between the matrix response and material bifurcations inside the layer, independent from the mesh-discretization length scale. Since boudinage and folding are considered to express the same general instability, both structures should arise independently of the sign of the loading conditions and for identical material parameters. To this end, the link between material to energy instabilities is approached by means of bifurcation analyses of the field equations and finite element simulations of the coupled system of equations. Boudinage and folding structures develop at the same critical energy threshold, where dissipative work by temperature-sensitive creep overcomes the diffusive capacity of the layer. This finding provides basis for a unified theory for strain localization in layered ductile materials. The numerical simulations are compared to natural pinch-and-swell microstructures, tracing the adaption of grain sizes, textures and creep mechanisms in calcite veins. The switch from dislocation to diffusion creep relates to strain-rate weakening, which is induced by dissipated heat from grain size reduction, and marks the onset of continuous necking. The time-dependent sequence uncovers multiple steady states at different time intervals. Microstructurally and mechanically stable conditions are finally expressed in the pinch-and-swell end members. The major outcome of this study is that boudinage and folding can be described as the same coupled energy-mechanical bifurcation, or as one critical energy attractor. This finding allows the derivation of critical deformation conditions and fundamental material parameters directly from localized structures in the field.

Functionality, Robustness and Control of Nonlinear Network Dynamics: Modeling and Understanding the C. elegans Connectome

Thesis (Ph.D.)--University of Washington, 2016-06

Experimental tests of quantum nonlinear dynamics in atom optics

Cold atoms in optical potentials provide an ideal test bed to explore quantum nonlinear dynamics. Atoms are prepared in a magneto-optic trap or as a dilute Bose-Einstein condensate and subjected to a far detuned optical standing wave that is modulated. They exhibit a wide range of dynamics, some of which can be explained by classical theory while other aspects show the underlying quantum nature of the system. The atoms have a mixed phase space containing regions of regular motion which appear as distinct peaks in the atomic momentum distribution embedded in a sea of chaos. The action of the atoms is of the order of Planck's constant, making quantum effects significant. This tutorial presents a detailed description of experiments measuring the evolution of atoms in time-dependent optical potentials. Experimental methods are developed providing means for the observation and selective loading of regions of regular motion. The dependence of the atomic dynamics on the system parameters is explored and distinct changes in the atomic momentum distribution are observed which are explained by the applicable quantum and classical theory. The observation of a bifurcation sequence is reported and explained using classical perturbation theory. Experimental methods for the accurate control of the momentum of an ensemble of atoms are developed. They use phase space resonances and chaotic transients providing novel ensemble atomic beamsplitters. The divergence between quantum and classical nonlinear dynamics is manifest in the experimental observation of dynamical tunnelling. It involves no potential barrier. However a constant of motion other than energy still forbids classically this quantum allowed motion. Atoms coherently tunnel back and forth between their initial state of oscillatory motion and the state 180 out of phase with the initial state.

Entanglement and bifurcations in Jahn-Teller models

We compare and contrast the entanglement in the ground state of two Jahn-Teller models. The Exbeta system models the coupling of a two-level electronic system, or qubit, to a single-oscillator mode, while the Exepsilon models the qubit coupled to two independent, degenerate oscillator modes. In the absence of a transverse magnetic field applied to the qubit, both systems exhibit a degenerate ground state. Whereas there always exists a completely separable ground state in the Exbeta system, the ground states of the Exepsilon model always exhibit entanglement. For the Exbeta case we aim to clarify results from previous work, alluding to a link between the ground-state entanglement characteristics and a bifurcation of a fixed point in the classical analog. In the Exepsilon case we make use of an ansatz for the ground state. We compare this ansatz to exact numerical calculations and use it to investigate how the entanglement is shared between the three system degrees of freedom.

Quantum entanglement and fixed-point bifurcations

How does the classical phase-space structure for a composite system relate to the entanglement characteristics of the corresponding quantum system? We demonstrate how the entanglement in nonlinear bipartite systems can be associated with a fixed-point bifurcation in the classical dynamics. Using the example of coupled giant spins we show that when a fixed point undergoes a supercritical pitchfork bifurcation, the corresponding quantum state-the ground state-achieves its maximum amount of entanglement near the critical point. We conjecture that this will be a generic feature of systems whose classical limit exhibits such a bifurcation.

Chaulioleptos haywardi n. gen., n. sp (Digenea : Sanguinicolidae) from Filimanus heptadactyla (Perciformes : Polynemidae) of Moreton Bay, Australia

Here we describe the first Species of sanguinicolid blood fluke (Trematoda: Digenea) from a polynemid fish. Chaulioleptos haywardi n. gen., n. sp. is described from Filimanus heptadacryla Cuvier, 1829 (Perciformes: Polynemidae), the sevenfinger threadfin from Sandgate, Moreton Bay (southeast Queensland, Australia). Chaidioleptos haywardi differs from existing sanguinicolid genera in the combined possession of the following 7 characters: 2 testes, an entirely postovarian uterus, a uterine chamber, separate genital pores, an H-shaped intestine with abbreviated anterior caeca, tegumental spines in incomplete ventromarginal transverse rows that are continuous along the length of the body, and vitelline follicles that are tightly compacted and subsequently appear to form a solid branching mass occupying the area anterior to intestinal bifurcation and extending posteriorly to the level of the posterior margin of the anterior testis. Chaulioleptos haywardi is most closely related to Paracardicola Martin, 1960 and Adelomyllos Nolan and Cribb, 2004.

Multiplicity results for second-order two-point boundary value problems with nonlinearities across several eigenvalues

We consider the boundary value problems for nonlinear second-order differential equations of the form u '' + a(t)f (u) = 0, 0 < t < 1, u(0) = u (1) = 0. We give conditions on the ratio f (s)/s at infinity and zero that guarantee the existence of solutions with prescribed nodal properties. Then we establish existence and multiplicity results for nodal solutions to the problem. The proofs of our main results are based upon bifurcation techniques. (c) 2004 Elsevier Ltd. All rights reserved.

Multiplicity results for second-order two-point boundary value problems with superlinear or sublinear nonlinearities

We consider boundary value problems for nonlinear second order differential equations of the form u + a(t) f(u) = 0, t epsilon (0, 1), u(0) = u(1) = 0, where a epsilon C([0, 1], (0, infinity)) and f : R --> R is continuous and satisfies f (s)s > 0 for s not equal 0. We establish existence and multiplicity results for nodal solutions to the problems if either f(0) = 0, f(infinity) = infinity or f(0) = infinity, f(0) = 0, where f (s)/s approaches f(0) and f(infinity) as s approaches 0 and infinity, respectively. We use bifurcation techniques to prove our main results. (C) 2004 Elsevier Inc. All rights reserved.

Global behavior of positive solutions of nonlinear three-point boundary value problems

We investigate the structure of the positive solution set for nonlinear three-point boundary value problems of the form u('') + h(t) f(u) = 0, u(0) = 0, u(1) = lambdau(eta), where eta epsilon (0, 1) is given lambda epsilon (0, 1/n) is a parameter, f epsilon C ([0, infinity), [0, infinity)) satisfies f (s) > 0 for s > 0, and h epsilon C([0, 1], [0, infinity)) is not identically zero on any subinterval of [0, 1]. Our main results demonstrate the existence of continua of positive solutions of the above problem. (C) 2004 Elsevier Ltd. All rights reserved.

Stability and cycles in a cobweb model with heterogeneous expectations

We investigate the dynamics of a cobweb model with heterogeneous beliefs, generalizing the example of Brock and Hommes (1997). We examine situations where the agents form expectations by using either rational expectations, or a type of adaptive expectations with limited memory defined from the last two prices. We specify conditions that generate cycles. These conditions depend on a set of factors that includes the intensity of switching between beliefs and the adaption parameter. We show that both Flip bifurcation and Neimark-Sacker bifurcation can occur as primary bifurcation when the steady state is unstable.

Pendant drop formation of shear-thinning and yield stress fluids

A volume-of-fluid numerical method is used to predict the dynamics of shear-thinning liquid drop formation in air from a circular orifice. The validity of the numerical calculation is confirmed for a Newtonian liquid by comparison with experimental measurements. For particular values of Weber number and Froude number, predictions show a more rapid pinch-off, and a reduced number of secondary droplets, with increasing shear-thinning. Also a minimum in the limiting drop length occurs for the smallest Weber number as the zero-shear viscosity is varied. At the highest viscosity, the drop length is reduced due to shear-thinning, whereas at lower viscosities there is little effect of shear-thinning. The evolution of predicted drop shape, drop thickness and length, and the configuration at pinch-off are discussed for shear-thinning drops. The evolution of a drop of Bingham yield stress liquid is also considered as a limiting case. In contrast to the shear-thinning cases, it exhibits a plug flow prior to necking, an almost step-change approach to pinch-off of a torpedo shaped drop following the onset of necking, and a much smaller neck length; no secondary drops are formed. The results demonstrate the potential of the numerical model as a design tool in tailoring the fluid rheology for controlling drop formation behaviour. (c) 2006 Elsevier Inc. All rights reserved.

On the chaotic rotation of a liquid-filled gyrostat via the Melnikov-Holmes-Marsden integral

The non-linear motions of a gyrostat with an axisymmetrical, fluid-filled cavity are investigated. The cavity is considered to be completely filled with an ideal incompressible liquid performing uniform rotational motion. Helmholtz theorem, Euler's angular momentum theorem and Poisson equations are used to develop the disturbed Hamiltonian equations of the motions of the liquid-filled gyrostat subjected to small perturbing moments. The equations are established in terms of a set of canonical variables comprised of Euler angles and the conjugate angular momenta in order to facilitate the application of the Melnikov-Holmes-Marsden (MHM) method to investigate homoclinic/heteroclinic transversal intersections. In such a way, a criterion for the onset of chaotic oscillations is formulated for liquid-filled gyrostats with ellipsoidal and torus-shaped cavities and the results are confirmed via numerical simulations. (c) 2006 Elsevier Ltd. All rights reserved.