DYNAMIC AND STEADY-SHEAR RHEOLOGICAL PROPERTIES OF XANTHAN AND GUAR GUMS DISPERSED IN YELLOW PASSION FRUIT PULP (Passiflora edulis f. flavicarpa)

Yellow passion fruit pulp is unstable, presenting phase separation that can be avoided by the addition of hydrocolloids. For this purpose, xanthan and guar gum [0.3, 0.7 and 1.0% (w/w)] were added to yellow passion fruit pulp and the changes in the dynamic and steady-shear rheological behavior evaluated. Xanthan dispersions showed a more pronounced pseudoplasticity and the presence of yield stress, which was not observed in the guar gum dispersions. Cross model fitting to flow curves showed that the xanthan suspensions also had higher zero shear viscosity than the guar suspensions, and, for both gums, an increase in temperature led to lower values for this parameter. The gums showed different behavior as a function of temperature in the range of 5-35 degrees C. The activation energy of the apparent viscosity was dependent on the shear rate and gum concentration for guar, whereas for xanthan these values only varied with the concentration. The mechanical spectra were well described by the generalized Maxwell model and the xanthan dispersions showed a more elastic character than the guar dispersions, with higher values for the relaxation time. Xanthan was characterized as a weak gel, while guar presented a concentrated solution behavior. The simultaneous evaluation of temperature and concentration showed a stronger influence of the polysaccharide concentration on the apparent viscosity and the G` and G `` moduli than the variation in temperature.

Time-lag in biological responses to landscape changes in a highly dynamic Atlantic forest region

Time-lagged responses of biological variables to landscape modifications are widely recognized, but rarely considered in ecological studies. In order to test for the existence of time-lags in the response of trees, small mammals, birds and frogs to changes in fragment area and connectivity, we studied a fragmented and highly dynamic landscape in the Atlantic forest region. We also investigated the biological correlates associated with differential responses among taxonomic groups. Species richness and abundance for four taxonomic groups were measured in 21 secondary forest fragments during the same period (2000-2002), following a standardized protocol. Data analyses were based on power regressions and model selection procedures. The model inputs included present (2000) and past (1962, 1981) fragment areas and connectivity, as well as observed changes in these parameters. Although past landscape structure was particularly relevant for trees, all taxonomic groups (except small mammals) were affected by landscape dynamics, exhibiting a time-lagged response. Furthermore, fragment area was more important for species groups with lower dispersal capacity, while species with higher dispersal ability had stronger responses to connectivity measures. Although these secondary forest fragments still maintain a large fraction of their original biodiversity, the delay in biological response combined with high rates of deforestation and fast forest regeneration imply in a reduction in the average age of the forest. This also indicates that future species losses are likely, especially those that are more strictly-forest dwellers. Conservation actions should be implemented to reduce species extinction, to maintain old-growth forests and to favour the regeneration process. Our results demonstrate that landscape history can strongly affect the present distribution pattern of species in fragmented landscapes, and should be considered in conservation planning. (C) 2009 Elsevier Ltd. All rights reserved.

Glassy states in the stochastic Potts model

We have studied by numerical simulations the relaxation of the stochastic seven-state Potts model after a quench from a high temperature down to a temperature below the first-order transition. For quench temperatures just below the transition temperature the phase ordering occurs by simple coarsening under the action of surface tension. For sufficient low temperatures however the straightening of the interface between domains drives the system toward a metastable disordered state, identified as a glassy state. Escaping from this state occurs, if the quench temperature is nonzero, by a thermal activated dynamics that eventually drives the system toward the equilibrium state. (C) 2009 Elsevier B.V. All rights reserved.

Dynamic Changes in the Mental Rotation Network Revealed by Pattern Recognition Analysis of fMRI Data

We investigated the temporal dynamics and changes in connectivity in the mental rotation network through the application of spatio-temporal support vector machines (SVMs). The spatio-temporal SVM [Mourao-Miranda, J., Friston, K. J., et al. (2007). Dynamic discrimination analysis: A spatial-temporal SVM. Neuroimage, 36, 88-99] is a pattern recognition approach that is suitable for investigating dynamic changes in the brain network during a complex mental task. It does not require a model describing each component of the task and the precise shape of the BOLD impulse response. By defining a time window including a cognitive event, one can use spatio-temporal fMRI observations from two cognitive states to train the SVM. During the training, the SVM finds the discriminating pattern between the two states and produces a discriminating weight vector encompassing both voxels and time (i.e., spatio-temporal maps). We showed that by applying spatio-temporal SVM to an event-related mental rotation experiment, it is possible to discriminate between different degrees of angular disparity (0 degrees vs. 20 degrees, 0 degrees vs. 60 degrees, and 0 degrees vs. 100 degrees), and the discrimination accuracy is correlated with the difference in angular disparity between the conditions. For the comparison with highest accuracy (08 vs. 1008), we evaluated how the most discriminating areas (visual regions, parietal regions, supplementary, and premotor areas) change their behavior over time. The frontal premotor regions became highly discriminating earlier than the superior parietal cortex. There seems to be a parcellation of the parietal regions with an earlier discrimination of the inferior parietal lobe in the mental rotation in relation to the superior parietal. The SVM also identified a network of regions that had a decrease in BOLD responses during the 100 degrees condition in relation to the 0 degrees condition (posterior cingulate, frontal, and superior temporal gyrus). This network was also highly discriminating between the two conditions. In addition, we investigated changes in functional connectivity between the most discriminating areas identified by the spatio-temporal SVM. We observed an increase in functional connectivity between almost all areas activated during the 100 degrees condition (bilateral inferior and superior parietal lobe, bilateral premotor area, and SMA) but not between the areas that showed a decrease in BOLD response during the 100 degrees condition.

Interaction of cationic bilayer fragments with a model oligonucleotide

The interaction between cationic bilayer fragments and a model oligonucleotide was investigated by differential scanning calorimetry, turbidimetry, determination of excimer to monomer ratio of 2-(10-(1-pyrene)-decanoyl)-phosphatidyl-choline in bilayer fragment dispersions and dynamic light scattering for sizing and zeta-potential analysis. Salt (Na(2)HPO(4)), mononucleotide (2`-deoxyadenosine-5`-monophosphate) or poly (dA) oligonucleotide (3`-AAA AAA AAA A-5`) affected structure and stability of dioctadecyldimethylammonium bromide bilayer fragments. Oligonucleotide and salt increased bilayer packing due to bilayer fragment fusion. Mononucleotide did not reduce colloid stability or did not cause bilayer fragment fusion. Charge neutralization of bilayer fragments by poly (dA) at 1:10 poly (dA):dioctadecyldimethylammonium bromide molar ratio caused extensive aggregation, maximal size and zero of zeta-potential for the assemblies. Above charge neutralization, assemblies recovered colloid stability due to charge overcompensation. For bilayer fragments/poly (dA), the nonmonotonic behavior of colloid stability as a function of poly (dA) concentration was unique for the oligonucleotide and was not observed for Na(2)HPO(4) or 2`-deoxyadenosine-5`-monophosphate. For the first time, such interactions between cationic bilayer fragments and mono- or oligonucleotide were described in the literature. Bilayer fragments/oligonucleotide assemblies may find interesting applications in drug delivery. (c) 2010 Elsevier B.V. All rights reserved.

Cell-cell signal-dependent dynamic interactions between HD-GYP and GGDEF domain proteins mediate virulence in Xanthomonas campestris

RpfG is a paradigm for a class of widespread bacterial two-component regulators with a CheY-like receiver domain attached to a histidine-aspartic acid-glycine-tyrosine-proline (HD-GYP) cyclic di-GMP phosphodiesterase domain. In the plant pathogen Xanthomonas campestris pv. campestris (Xcc), a two-component system comprising RpfG and the complex sensor kinase RpfC is implicated in sensing and responding to the diffusible signaling factor (DSF), which is essential for cell-cell signaling. RpfF is involved in synthesizing DSF, and mutations of rpfF, rpfG, or rpfC lead to a coordinate reduction in the synthesis of virulence factors such as extracellular enzymes, biofilm structure, and motility. Using yeast two-hybrid analysis and fluorescence resonance energy transfer experiments in Xcc, we show that the physical interaction of RpfG with two proteins with diguanylate cyclase (GGDEF) domains controls a subset of RpfG-regulated virulence functions. RpfG interactions were abolished by alanine substitutions of the three residues of the conserved GYP motif in the HD-GYP domain. Changing the GYP motif or deletion of the two GGDEF-domain proteins reduced Xcc motility but not the synthesis of extracellular enzymes or biofilm formation. RpfG-GGDEF interactions are dynamic and depend on DSF signaling, being reduced in the rpfF mutant but restored by DSF addition. The results are consistent with a model in which DSF signal transduction controlling motility depends on a highly regulated, dynamic interaction of proteins that influence the localized expression of cyclic di-GMP.

Sample stacking in CZE using dynamic thermal junctions I. Analytes with low dpK(a)/dT crossing a single thermally induced pH junction in a BGE with high dpH/dT

The possibility to compress analyte bands at the beginning of CE runs has many advantages. Analytes at low concentration can be analyzed with high signal-to-noise ratios by using the so-called sample stacking methods. Moreover, sample injections with very narrow initial band widths (small initial standard deviations) are sometimes useful, especially if high resolutions among the bands are required in the shortest run time. In the present work, a method of sample stacking is proposed and demonstrated. It is based on BGEs with high thermal sensitive pHs (high dpH/dT) and analytes with low dpK(a)/dT. High thermal sensitivity means that the working pK(a) of the BGE has a high dpK(a)/dT in modulus. For instance, Tris and Ethanolamine have dpH/dT = -0.028/degrees C and -0.029/degrees C, respectively, whereas carboxylic acids have low dpK(a)/dT values, i.e. in the -0.002/degrees C to+0.002/degrees C range. The action of cooling and heating sections along the capillary during the runs affects also the local viscosity, conductivity, and electric field strength. The effect of these variables on electrophoretic velocity and band compression is theoretically calculated using a simple model. Finally, this stacking method was demonstrated for amino acids derivatized with naphthalene-2,3-dicarboxaldehyde and fluorescamine using a temperature difference of 70 degrees C between two neighbor sections and Tris as separation buffer. In this case, the BGE has a high pH thermal coefficient whereas the carboxylic groups of the analytes have low pK(a) thermal coefficients. The application of these dynamic thermal gradients increased peak height by a factor of two (and decreased the standard deviations of peaks by a factor of two) of aspartic acid and glutamic acid derivatized with naphthalene-2,3-dicarboxaldehyde and serine derivatized with fluorescamine. The effect of thermal compression of bands was not observed when runs were accomplished using phosphate buffer at pH 7 (negative control). Phosphate has a low dpH/dT in this pH range, similar to the dK(a)/dT of analytes. It is shown that vertical bar dK(a)/dT-dpH/dT vertical bar >> 0 is one determinant factor to have significant stacking produced by dynamic thermal junctions.

Sample stacking in CZE using dynamic thermal junctions II: Analytes with high dpK(a)/dT crossing a single thermal junction in a BGE with low dpH/dT

In a previous work [M. Mandaji, et al., this issue] a sample stacking method was theoretically modeled and experimentally demonstrated for analytes with low dpK(a)/dT (analytes carrying carboxylic groups) and BGEs with high dpH/dT (high pH-temperature-coefficients). In that work, buffer pH was modulated with temperature, inducing electrophoretic mobility changes in the analytes. In the present work, the opposite conditions are studied and tested, i.e. analytes with high dpK(a)/dT and BGEs that exhibit low dpH/dT. It is well known that organic bases such as amines, imidazoles, and benzimidazoles exhibit high dpK(a)/dT. Temperature variations induce instantaneous changes on the basicity of these and other basic groups. Therefore, the electrophoretic velocity of some analytes changes abruptly when temperature variations are applied along the capillary. This is true only if BGE pH remains constant or if it changes in the opposite direction of pK(a) of the analyte. The presence of hot and cold sections along the capillary also affects local viscosity, conductivity, and electric field strength. The effect of these variables on electrophoretic velocity and band stacking efficacy was also taken into account in the theoretical model presented. Finally, this stacking method is demonstrated for lysine partially derivatized with naphthalene-2,3-dicarboxaldehyde. In this case, the amino group of the lateral chain was left underivatized and only the alpha amino group was derivatized. Therefore, the basicity of the lateral amino group, and consequently the electrophoretic mobility, was modulated with temperature while the pH of the buffer used remained unchanged.

Methodology for identifying parameters for the TRNSYS model Type 210 -wood pellet stoves and boilers

This report describes a method how to perform measurements on boilers and stoves and how to identify parameters from the measurements for the boiler/stove-model TRNSYS Type 210. The model can be used for detailed annual system simulations using TRNSYS. Experience from measurements on three different pellet stoves and four boilers were used to develop this methodology. Recommendations for the set up of measurements are given and the re-quired combustion theory for the data evaluation and data preparation are given. The data evalua-tion showed that the uncertainties are quite large for the measured flue gas flow rate and for boilers and stoves with high fraction of energy going to the water jacket also the calculated heat rate to the room may have large uncertainties. A methodology for the parameter identification process and identified parameters for two different stoves and three boilers are given. Finally the identified models are compared with measured data showing that the model generally agreed well with meas-ured data during both stationary and dynamic conditions.

Constructing a Structural Macroeconomic Model Using Multiple Techniques

This project constructs a structural model of the United States Economy. This task is tackled in two separate ways: first econometric methods and then using a neural network, both with a structure that mimics the structure of the U.S. economy. The structural model tracks the performance of U.S. GDP rather well in a dynamic simulation, with an average error of just over 1 percent. The neural network performed well, but suffered from some theoretical, as well as some implementation issues.

The role of no-arbitrage on forecasting: lessons from a parametric term structure model

Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, dynamic term structure models, equipped with stronger economic structure, have been mainly adopted to price derivatives and explain empirical stylized facts. In this paper, we combine flavors of those two classes of models to test if no-arbitrage affects forecasting. We construct cross section (allowing arbitrages) and arbitrage-free versions of a parametric polynomial model to analyze how well they predict out-of-sample interest rates. Based on U.S. Treasury yield data, we find that no-arbitrage restrictions significantly improve forecasts. Arbitrage-free versions achieve overall smaller biases and Root Mean Square Errors for most maturities and forecasting horizons. Furthermore, a decomposition of forecasts into forward-rates and holding return premia indicates that the superior performance of no-arbitrage versions is due to a better identification of bond risk premium.

Dynamic hedging in Markov regimes

This dissertation proposes a bivariate markov switching dynamic conditional correlation model for estimating the optimal hedge ratio between spot and futures contracts. It considers the cointegration between series and allows to capture the leverage efect in return equation. The model is applied using daily data of future and spot prices of Bovespa Index and R$/US$ exchange rate. The results in terms of variance reduction and utility show that the bivariate markov switching model outperforms the strategies based ordinary least squares and error correction models.

Essays in macroeconomy and dynamic term-structure models

This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model and estimate a small open economy for the Canadian economy in a two country General Equilibrium (DSGE) framework. We show that it is important to account for the correlation between Domestic and Foreign shocks and for the Incomplete Pass-Through. In the second chapter-paper, which was done with Hedibert Freitas Lopes, we estimate a Regime-switching Macro-Finance model for the term-structure of interest rates to study the US post-World War II (WWII) joint behavior of macro-variables and the yield-curve. We show that our model tracks well the US NBER cycles, the addition of changes of regime are important to explain the Expectation Theory of the term structure, and macro-variables have increasing importance in recessions to explain the variability of the yield curve. We also present a novel sequential Monte-Carlo algorithm to learn about the parameters and the latent states of the Economy. In the third chapter, I present a Gaussian A ne Term Structure Model (ATSM) with latent jumps in order to address two questions: (1) what are the implications of incorporating jumps in an ATSM for Asian option pricing, in the particular case of the Brazilian DI Index (IDI) option, and (2) how jumps and options a ect the bond risk-premia dynamics. I show that jump risk-premia is negative in a scenario of decreasing interest rates (my sample period) and is important to explain the level of yields, and that gaussian models without jumps and with constant intensity jumps are good to price Asian options.

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.

DSGE model with banking sector for emerging economies : estimated using Bayesian methodology for Brazil

Economias emergentes sofrem importantes restrições de crédito quando comparadas com economias desenvolvidas, entretanto, modelos estocásticos de equilíbrio geral (DSGE) desenhados para economias emergentes ainda precisam avançar nessa discussão. Nós propomos um modelo DSGE que pretende representar uma economia emergente com setor bancário baseado em Gerali et al. (2010). Nossa contribuição é considerar uma parcela da renda esperada como colateral para empréstimos das famílias. Nós estimamos o modelo proposto para o Brasil utilizando estimação Bayesiana e encontramos que economias que sofrem restrição de colateral por parte das famílias tendem a sentir o impacto de choques monetários mais rapidamente devido a exposição do setor bancário a mudanças no salário esperado.