A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion.

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We run the Dickey-Fuller test to check cointegration, and then compare the results with non-cointegrated pairs. We found that the Sharpe ratio of cointegrated pairs is greater than the non-cointegrated. We also use the Ornstein-Uhlenbeck equation in order to calculate the half-life of the pairs. Again, this improves their performance. Last, we use the leverage suggested by Kelly Formula, once again improving the results.

A Numerical method for the semilinear stochastic transport equation

Trabalho apresentado no XXXV CNMAC, Natal-RN, 2014.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

Ocorrência de Meloidogyne enterolobii Yang & Eisenback, no município de Uberlândia, Minas Gerais, Brasil

Meloidogyne enterolobii Yang & Eisenback (Sin.: M. mayaguensis Rammah & Hirschmann), poliphagous plant parasitic nematode, has been reported causing hard damage in several plant species in Brazil. This communication represents the first occurrence of this nematode in the municipality of Uberlandia, Minas Gerais State, Brazil.

The Genome Sequence of Taurine Cattle: A Window to Ruminant Biology and Evolution

To understand the biology and evolution of ruminants, the cattle genome was sequenced to about sevenfold coverage. The cattle genome contains a minimum of 22,000 genes, with a core set of 14,345 orthologs shared among seven mammalian species of which 1217 are absent or undetected in noneutherian (marsupial or monotreme) genomes. Cattle-specific evolutionary breakpoint regions in chromosomes have a higher density of segmental duplications, enrichment of repetitive elements, and species-specific variations in genes associated with lactation and immune responsiveness. Genes involved in metabolism are generally highly conserved, although five metabolic genes are deleted or extensively diverged from their human orthologs. The cattle genome sequence thus provides a resource for understanding mammalian evolution and accelerating livestock genetic improvement for milk and meat production.

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Experimental study of the conventional equation to determine a plate's moment of inertia

In this work, we describe an experimental setup in which an electric current is used to determine the angular velocity attained by a plate rotating around a shaft in response to a torque applied for a given period. Based on this information, we show how the moment of inertia of a plate can be determined using a procedure that differs considerably from the ones most commonly used, which generally involve time measurements. Some experimental results are also presented which allow one to determine parameters such as the exponents and constant of the conventional equation of a plate's moment of inertia.

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

About the Use of the HdHr Algorithm Group in Integrating the Movement Equation with Nonlinear Terms

This work summarizes the HdHr group of Hermitian integration algorithms for dynamic structural analysis applications. It proposes a procedure for their use when nonlinear terms are present in the equilibrium equation. The simple pendulum problem is solved as a first example and the numerical results are discussed. Directions to be pursued in future research are also mentioned. Copyright (C) 2009 H.M. Bottura and A. C. Rigitano.

Some exact solutions of the Dirac equation

Exact analytic solutions are found to the Dirac equation for a combination of Lorentz scalar and vector Coulombic potentials with additional non-Coulombic parts. An appropriate linear combination of Lorentz scalar and vector non-Coulombic potentials, with the scalar part dominating, can be chosen to give exact analytic Dirac wave functions.

Exact closed-form solutions of the Dirac equation for a class of effective Morse potentials

Exact bounded solutions for a fermion subject to exponential scalar potential in 1 + 1 dimensions are found in closed form. We discuss the existence of zero modes which are related to the ultrarelativistic limit of the Dirac equation and are responsible for the induction of a fractional fermion number on the vacuum.