Statistics and kinetics of single-molecule electron transfer dynamics in complex environments: A simulation model study

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

LOSS of EXPONENTIAL STABILITY FOR A THERMOELASTIC SYSTEM WITH MEMORY

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Matter-wave localization in a random potential

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

Escape and transport for an open bouncer: Stretched exponential decays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Particle Competition and Cooperation in Networks for Semi-Supervised Learning

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

Non-uniform drag force on the Fermi accelerator model

Some dynamical properties of a particle suffering the action of a generic drag force are obtained for a dissipative Fermi Acceleration model. The dissipation is introduced via a viscous drag force, like a gas, and is assumed to be proportional to a power of the velocity: F alpha -nu(gamma). The dynamics is described by a two-dimensional nonlinear area-contracting mapping obtained via the solution of Newton's second law of motion. We prove analytically that the decay of high energy is given by a continued fraction which recovers the following expressions: (i) linear for gamma = 1; (ii) exponential for gamma = 2; and (iii) second-degree polynomial type for gamma = 1.5. Our results are discussed for both the complete version and the simplified version. The procedure used in the present paper can be extended to many different kinds of system, including a class of billiards problems.

Analysis of beef cattle longitudinal data applying a nonlinear model

The objective of this work was to evaluate the Nelore beef cattle, growth curve parameters using the Von Bertalanffy function in a nested Bayesian procedure that allowed estimation of the joint posterior distribution of growth curve parameters, their (co)variance components, and the environmental and additive genetic components affecting them. A hierarchical model was applied; each individual had a growth trajectory described by the nonlinear function, and each parameter of this function was considered to be affected by genetic and environmental effects that were described by an animal model. Random samples of the posterior distributions were drawn using Gibbs sampling and Metropolis-Hastings algorithms. The data set consisted of a total of 145,961 BW recorded from 15,386 animals. Even though the curve parameters were estimated for animals with few records, given that the information from related animals and the structure of systematic effects were considered in the curve fitting, all mature BW predicted were suitable. A large additive genetic variance for mature BW was observed. The parameter a of growth curves, which represents asymptotic adult BW, could be used as a selection criterion to control increases in adult BW when selecting for growth rate. The effect of maternal environment on growth was carried through to maturity and should be considered when evaluating adult BW. Other growth curve parameters showed small additive genetic and maternal effects. Mature BW and parameter k, related to the slope of the curve, presented a large, positive genetic correlation. The results indicated that selection for growth rate would increase adult BW without substantially changing the shape of the growth curve. Selection to change the slope of the growth curve without modifying adult BW would be inefficient because their genetic correlation is large. However, adult BW could be considered in a selection index with its corresponding economic weight to improve the overall efficiency of beef cattle production.

Small-angle X-ray scattering and nitrogen adsorption study of the nanoporosity elimination in TEOS sonohydrolysis-derived xerogels

Small-angle X-ray scattering (SAXS) and nitrogen adsorption techniques were used to study the temperature and time structural evolution of the nanoporosity in silica xerogels prepared from acid- and ultrasound-catalyzed hydrolysis of tetraetboxysilane (TEOS). Silica xerogels present a structure of nanopores of fully random shape, size, and distribution, which can be described by an exponential correlation function gamma(r) = exp (-r/a), where a is the correlation distance, as predicted by the Debye, Anderson, and Brumberger (DAB) model. The mean pore size was evaluated as about 1.25 nm from SAXS and about 1.9 nm from nitrogen adsorption. The nanopore elimination in TEOS sonohydrolysis-derived silica xerogels is readily accelerated at temperatures around 900 degrees C probably by the action of a viscous flow mechanism. The nanopore elimination process takes place in such a way that the pore volume fraction and the specific surface are reduced while the mean pore size remains constant. (c) 2005 WILEY-VCH Verlag GmbH S Co. KGaA, Weinheim.

Buffalos milk yield analysis using random regression models

Data comprising 1,719 milk yield records from 357 females (predominantly Murrah breed), daughters of 110 sires, with births from 1974 to 2004, obtained from the Programa de Melhoramento Genetic de Bubalinos (PROMEBUL) and from records of EMBRAPA Amazonia Oriental - EAO herd, located in Belem, Para, Brazil, were used to compare random regression models for estimating variance components and predicting breeding values of the sires. The data were analyzed by different models using the Legendre's polynomial functions from second to fourth orders. The random regression models included the effects of herd-year, month of parity date of the control; regression coefficients for age of females (in order to describe the fixed part of the lactation curve) and random regression coefficients related to the direct genetic and permanent environment effects. The comparisons among the models were based on the Akaike Infromation Criterion. The random effects regression model using third order Legendre's polynomials with four classes of the environmental effect were the one that best described the additive genetic variation in milk yield. The heritability estimates varied from 0.08 to 0.40. The genetic correlation between milk yields in younger ages was close to the unit, but in older ages it was low.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

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.

The use of nonparametric contrasts in one-way layouts and random block designs

Nonparametric simple-contrast estimates for one-way layouts based on Hodges-Lehmann estimators for two samples and confidence intervals for all contrasts involving only two treatments are found in the literature.Tests for such contrasts are performed from the distribution of the maximum of the rank sum between two treatments. For random block designs, simple contrast estimates based on Hodges-Lehmann estimators for one sample are presented. However, discussions concerning the significance levels of more complex contrast tests in nonparametric statistics are not well outlined.This work aims at presenting a methodology to obtain p-values for any contrast types based on the construction of the permutations required by each design model using a C-language program for each design type. For small samples, all possible treatment configurations are performed in order to obtain the desired p-value. For large samples, a fixed number of random configurations are used. The program prompts the input of contrast coefficients, but does not assume the existence or orthogonality among them.In orthogonal contrasts, the decomposition of the value of the suitable statistic for each case is performed and it is observed that the same procedure used in the parametric analysis of variance can be applied in the nonparametric case, that is, each of the orthogonal contrasts has a chi(2) distribution with one degree of freedom. Also, the similarities between the p-values obtained for nonparametric contrasts and those obtained through approximations suggested in the literature are discussed.

A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

The Poisson-exponential distribution: a Bayesian approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Fine tuning in quintessence models with exponential potentials

We explore regions of parameter space in a simple exponential model of the form V = V0 e-λ(Q/Mp) that are allowed by observational constraints. We find that the level of fine tuning in these models is not different from more sophisticated models of dark energy. We study a transient regime where the parameter λ has to be less than √3 and the fixed point ΩQ = 1 has not been reached. All values of the parameter λ that lead to this transient regime are permitted. We also point out that this model can accelerate the universe today even for λ > √2, leading to a halt of the present acceleration of the universe in the future thus avoiding the horizon problem. We conclude that this model can not be discarded by current observations. © SISSA/ISAS 2002.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.