Generalizações do movimento browniano e suas aplicações à física e a finanças

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

Electrophysiological evidence for impairment of contrast sensitivity in mercury vapor occupational intoxication

Contrast sensitivity (CS) was evaluated in 41 former workers from a lamp manufacturing plant who were on disability retirement due to exposure to mercury and 14 age-matched controls. The CS was measured monocularly using the sweep visual evoked potential (sVEP) paradigm at 6 spatial frequencies (0.2, 0.8, 2.0, 4.0, 15.0, and 30 cpd). Statistical difference (p < 0.05) was found between the controls and the patient right and left eyes for 2.0 and 4.0 cpd. According the results in those spatial frequencies the eyes were classified in best and worst. Statistical differences were found between the controls and the best eyes for 2.0 and 4.0 cpd and for 0.8, 2.0, and 4.0 cpd for their worst eyes. No correlation was found between CS results and the time of exposure (mean 8.9 yr +/- 4.1), time away from the mercury source (mean = 6.0 yr +/- 3.9), urinary mercury level at the time of work (mean = 40.6 mu g/g +/-36.3) or with the mercury level at the CS measurement time (mean = 1.6 mu g/g +/-1.1). We show the first evidence of a permanent impairment in CS measured objectively with the sVEP. Our data complement the previous psychophysical works reporting a diffuse impairment in the CS function showing a CS reduction in the low to middle spatial frequencies. In conclusion, non-reversible CS impairment was found in occupational exposure to mercury vapor. We suggest that CS measurement should be included in studies of the mercury effects of occupational exposure. (C) 2007 Elsevier Inc. All rights reserved.

Irreversibility by competition on a Glauber-Ising model by means of the entropy production.

An out of equilibrium Ising model subjected to an irreversible dynamics is analyzed by means of a stochastic dynamics, on a effort that aims to understand the observed critical behavior as consequence of the intrinsic microscopic characteristics. The study focus on the kinetic phase transitions that take place by assuming a lattice model with inversion symmetry and under the influence of two competing Glauber dynamics, intended to describe the stationary states using the entropy production, which characterize the system behavior and clarifies its reversibility conditions. Thus, it is considered a square lattice formed by two sublattices interconnected, each one of which is in contact with a heat bath at different temperature from the other. Analytical and numerical treatments are faced, using mean-field approximations and Monte Carlo simulations. For the one dimensional model exact results for the entropy production were obtained, though in this case the phase transition that takes place in the two dimensional counterpart is not observed, fact which is in accordance with the behavior shared by lattice models presenting inversion symmetry. Results found for the stationary state show a critical behavior of the same class as the equilibrium Ising model with a phase transition of the second order, which is evidenced by a divergence with an exponent µ ¼ 0:003 of the entropy production derivative.

Pair approximation for a model of vertical and horizontal transmission of parasites.

We apply Stochastic Dynamics method for a differential equations model, proposed by Marc Lipsitch and collaborators (Proc. R. Soc. Lond. B 260, 321, 1995), for which the transmission dynamics of parasites occurs from a parent to its offspring (vertical transmission), and by contact with infected host (horizontal transmission). Herpes, Hepatitis and AIDS are examples of diseases for which both horizontal and vertical transmission occur simultaneously during the virus spreading. Understanding the role of each type of transmission in the infection prevalence on a susceptible host population may provide some information about the factors that contribute for the eradication and/or control of those diseases. We present a pair mean-field approximation obtained from the master equation of the model. The pair approximation is formed by the differential equations of the susceptible and infected population densities and the differential equations of pairs that contribute to the former ones. In terms of the model parameters, we obtain the conditions that lead to the disease eradication, and set up the phase diagram based on the local stability analysis of fixed points. We also perform Monte Carlo simulations of the model on complete graphs and Erdös-Rényi graphs in order to investigate the influence of population size and neighborhood on the previous mean-field results; by this way, we also expect to evaluate the contribution of vertical and horizontal transmission on the elimination of parasite. Pair Approximation for a Model of Vertical and Horizontal Transmission of Parasites.

Design, synthesis and photochemical studies of stilbenoid dendrimers

Stilbenoid dendrimers with stilbene in the periphery and stilbene in periphery as well as core were synthesized by convergent approach except 2nd generation dendrimer with stilbene in the periphery as well as in core (D-5). All dendrimers were characterized by standard techniques such as 1H NMR, 13C NMR, MS and IR spectroscopy. The MALDI-TOF technique proved to be very helpful in the identification of the 2nd generation dendrimer (D-5) with a mass of 3231 a.m.u. The dendrimers were designed in such a way that an intramolecular photochemical CC bond formation was favored. As two stilbene units of the same molecule were close enough so they preferred an intramolecular cyclic process except for zero generation dendrimers. Apart from the cycloaddition, some E/Z isomerization and oligomer formation was also observed on irradiation. These processes were observed by 1H NMR and MALDI-TOF MS. The photochemical behavior was also studied by UV absorption spectroscopy. Irradiating by monochromatic light led to an initial E/Z isomerization and by prolonged irradiation, an irreversible cyclic structure was formed. The choice of the wavelength of incident light is very important as irradiation at 320 nm leads to a reversible E/Z isomerization and a non-reversible cyclobutane formation, but irradiation at 340 nm favors the one-way process E Z. The [2+2] cycloaddition of molecule Tm2De was also studied by irradiating thin films on a quartz surface. An AFM image was taken before irradiation, after 3 sec irradiation and after long irradiation (1 hour). AFM studies show that a short irradiation leads to a cyclic structure as formation of hills of about 20-30 nm on the surface. A prolonged irradiation leads to a CC cross linking which can be monitored on AFM images as disappearance of hills. The roughness goes back to an almost smooth surface. These results prove a very complex material transport, which accompanies the reaction in the surface region.

Stress – structure correlations in grafted polymer films

In der vorliegenden Arbeit wurden experimentelle Untersuchungen zu gepfropften Polymerfilmen durchgeführt. Dabei wurden endgepfropfte poly-methyl-methacrylate (PMMA) Bürsten hergestellt durch „grafting from“ Methoden und polystyrol (PS)/ poly-vinyl-methyl-ether (PVME) Polymerfilme gepfropft auf UV sensitiven Oberflächen untersucht. Zur Strukturuntersuchung wurden die hergestellten Systeme wurden mit Rasterkraftmikroskopie (engl.: Surface Probe Microscopy, SPM), Röntgen - und Neutronenreflektivitätsmessungen, sowie mit Röntgenstreuung unter streifenden Einfall (engl.: Grazing Incidence Small Angle X-Ray Scattering, GISAXS) untersucht. rnEs wurde gezeigt, dass ein aus der Transmissionsstreuung bekanntes Model auch für auch für die GISAXS Analyse polydisperser Polymerdomänen und Kolloidsysteme verwendet werden kann. Der maximale Fehler durch die gemachten Näherungen wurde auf < 20% abgeschätzt.rnErgebnisse aus der Strukturanalyse wurden mit mechanischen Filmeigenschaften verknüpft. Dazu wurden mechanische Spannungsexperimente durchgeführt. Hierzu wurden die zu untersuchenden Filme selektiv auf einzelne Mikro-Federbalken-Sensoren (engl.: Micro Cantilever Sensor, MCS) der MCS Arrays aufgebracht. Dies wurde durch Maskierungstechniken und Mikro-Kontaktdrucken bewerkstelligt. rnPhasenübergansexperimente der gepfropften PS/PVME Filme haben gezeigt, dass die Möglichkeit einer Polymer/Polymer Phasenseparation stark von Propfpunktdichte der gebundenen Polymerketten mit der Oberfläche abhängt. PS/PVME Filmsysteme mit hohen Pfropfpunktdichten zeigten keinen Phasenübergang. Bei niedrig gepfropften Filmsystemen waren hingegen Polymer/Polymer Phasenseparationen zu beobachten. Es wurde geschlussfolgert, dass die gepfropften Polymersysteme einen hinreichenden Grad an entropischen Freiheitsgraden benötigen um eine Phasenseparation zu zeigen. Mechanische Spannungsexperimente haben dabei das Verstehen der Phasenseparationsmechanismen möglich gemacht.rnAus Quellexperimenten dichtgepfropfter PMMA Bürsten, wurden Lösungsmittel-Polymer Wechselwirkungsparameter (-Parameter) bestimmt. Dabei wurde festgestellt, dass sich die erhaltenen Parameter aufgrund von Filmbenetzung und entropischen Effekten maßgeblich von den errechneten Bulkwerten unterscheiden. Weiterhin wurden nicht reversible Kettenverschlaufungseffekt beobachtet.

Synthesis, characterization and formulation of a cathode active material: Copper nitroprusside

Nowadays, rechargeable Li-ion batteries play an important role in portable consumer devices. Formulation of such batteries is improvable by researching new cathodic materials that present higher performances of cyclability and negligible efficiency loss over cycles. Goal of this work was to investigate a new cathodic material, copper nitroprusside, which presents a porous 3D framework. Synthesis was carried out by a low-cost and scalable co-precipitation method. Subsequently, the product was characterized by means of different techniques, such as TGA, XRF, CHN elemental analysis, XRD, Mössbauer spectroscopy and cyclic voltammetry. Electrochemical tests were finally performed both in coin cells and by using in situ cells: on one hand, coin cells allowed different formulations to be easily tested, on the other operando cycling led a deeper insight to insertion process and both chemical and physical changes. Results of several tests highlighted a non-reversible electrochemical behavior of the material and a rapid capacity fading over time. Moreover, operando techniques report that amorphisation occurs during the discharge.

Isolation of Besnoitia besnoiti from infected cattle in Portugal

Besnoitia besnoiti, an obligate intracellular protozoan parasite belonging to the phylum apicomplexa, is the causative agent of bovine besnoitiosis. Besnoitiosis is responsible for significant losses in the cattle industry of Africa and Mediterranean countries due to the high morbidity rate, abortion and infertility in males. The acute stage of disease is associated with the proliferative forms (tachyzoites) and is characterized by fever, whimpery, general weakness and swelling of the superficial lymph nodes. During the following chronic stage, a huge number of cysts are formed mainly in the subcutaneous tissues. This process is non-reversible, and chronic besnoitiosis is characterized by hyper-sclerodermia, hyperkeratosis, alopecia and, in bulls, atrophy, sclerosis and focal necrosis that cause irreversible lesions in the testis. In this paper we report on the identification of large cysts in the skin of a cow and a bull in Portugal, which presented loss of hair and enlargement and pachydermis all over the body. The observation of a two-layered cyst wall within the host cell, the encapsulation of the host cell by a large outer cyst wall, and the subcutaneous localization of the cysts within the host, were characteristic for B. besnoiti. The parasites were isolated from the infected animals and successfully propagated in Vero cells without prior passages in laboratory animals. Morphological characterization of B. besnoiti tachyzoites and the amplification of the 149 bp segment from the internal transcribed spacer 1 (ITS1), aided with specific primers, confirmed the identification of B. besnoiti.

Asymptotic Description of Flutter Amplitude Saturation by Nonlinear Friction Forces

The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two different tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally efficient and does not require any ad hoc symbolization process. We find that the method correctly distinguishes between reversible and irreversible stationary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic processes (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identify the irreversible nature of the series

Asymptotic Description of Flutter Amplitude Saturation by Nonlinear Friction Forces

The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

Wheat grain cooking process as investigated by modulated temperature differential scanning calorimetry

The thermal properties of soft and hard wheat grains, cooked in a steam pressure cooker, as a function of cooking temperature and time were investigated by modulated temperature differential scanning calorimetry (MTDSC). Four cooking temperatures (110, 120, 130 and 140 degrees C) and six cooking times (20, 40, 60, 80, 100 and 120 min) for each temperature were studied. It was found that typical non-reversible heat flow thermograms of cooked and uncooked wheat grains consisted of two endothermic baseline shifts localised around 40-50 degrees C and then 60-70 degrees C. The second peaks of non-reversible heat flow thermograms (60-70 degrees C) were associated with starch gelatinisation. The degree of gelatinisation was quantified based on these peaks. In this study, starch was completely gelatinised within 60-80 min for cooking temperatures at 110-120 degrees C and within 20 min for cooking temperatures at 130-140 degrees C. MTDSC detected reversible endothermic baseline shifts in most samples, localised broadly around 48-67 degrees C with changes in heat capacity ranging from 0.02 to 0.06 J/g per degrees C. These reversible endothermic baseline shifts are related to the glass transition, which occurs during starch gelatinisation. Data on the specific heat capacity of the cooked wheat samples are provided. (C) 2005 Elsevier Ltd. All rights reserved.

Jobs, Unemployment, and Macroeconomic Transmission

Measuring Job Openings: Evidence from Swedish Plant Level Data. In modern macroeconomic models “job openings'' are a key component. Thus, when taking these models to the data we need an empirical counterpart to the theoretical concept of job openings. To achieve this, the literature relies on job vacancies measured either in survey or register data. Insofar as this concept captures the concept of job openings well we should see a tight relationship between vacancies and subsequent hires on the micro level. To investigate this, I analyze a new data set of Swedish hires and job vacancies on the plant level covering the period 2001-2012. I find that vacancies contain little power in predicting hires over and above (i) whether the number of vacancies is positive and (ii) plant size. Building on this, I propose an alternative measure of job openings in the economy. This measure (i) better predicts hiring at the plant level and (ii) provides a better fitting aggregate matching function vis-à-vis the traditional vacancy measure. Firm Level Evidence from Two Vacancy Measures. Using firm level survey and register data for both Sweden and Denmark we show systematic mis-measurement in both vacancy measures. While the register-based measure on the aggregate constitutes a quarter of the survey-based measure, the latter is not a super-set of the former. To obtain the full set of unique vacancies in these two databases, the number of survey vacancies should be multiplied by approximately 1.2. Importantly, this adjustment factor varies over time and across firm characteristics. Our findings have implications for both the search-matching literature and policy analysis based on vacancy measures: observed changes in vacancies can be an outcome of changes in mis-measurement, and are not necessarily changes in the actual number of vacancies. Swedish Unemployment Dynamics. We study the contribution of different labor market flows to business cycle variations in unemployment in the context of a dual labor market. To this end, we develop a decomposition method that allows for a distinction between permanent and temporary employment. We also allow for slow convergence to steady state which is characteristic of European labor markets. We apply the method to a new Swedish data set covering the period 1987-2012 and show that the relative contributions of inflows and outflows to/from unemployment are roughly 60/30. The remaining 10\% are due to flows not involving unemployment. Even though temporary contracts only cover 9-11\% of the working age population, variations in flows involving temporary contracts account for 44\% of the variation in unemployment. We also show that the importance of flows involving temporary contracts is likely to be understated if one does not account for non-steady state dynamics. The New Keynesian Transmission Mechanism: A Heterogeneous-Agent Perspective. We argue that a 2-agent version of the standard New Keynesian model---where a ``worker'' receives only labor income and a “capitalist'' only profit income---offers insights about how income inequality affects the monetary transmission mechanism. Under rigid prices, monetary policy affects the distribution of consumption, but it has no effect on output as workers choose not to change their hours worked in response to wage movements. In the corresponding representative-agent model, in contrast, hours do rise after a monetary policy loosening due to a wealth effect on labor supply: profits fall, thus reducing the representative worker's income. If wages are rigid too, however, the monetary transmission mechanism is active and resembles that in the corresponding representative-agent model. Here, workers are not on their labor supply curve and hence respond passively to demand, and profits are procyclical.

Protein oxidation:role in signalling and detection by mass spectrometry

Proteins can undergo a wide variety of oxidative post-translational modifications (oxPTM); while reversible modifications are thought to be relevant in physiological processes, non-reversible oxPTM may contribute to pathological situations and disease. The oxidant is also important in determining the type of oxPTM, such as oxidation, chlorination or nitration. The best characterized oxPTMs involved in signalling modulation are partial oxidations of cysteine to disulfide, glutathionylated or sulfenic acid forms that can be reversed by thiol reductants. Proline hydroxylation in HIF signalling is also quite well characterized, and there is increasing evidence that specific oxidations of methionine and tyrosine may have some biological roles. For some proteins regulated by cysteine oxidation, the residues and molecular mechanism involved have been extensively studied and are well understood, such as the protein tyrosine phosphatase PTP1B and MAP3 kinase ASK1, as well as transcription factor complex Keap1-Nrf2. The advances in understanding of the role oxPTMs in signalling have been facilitated by advances in analytical technology, in particular tandem mass spectrometry techniques. Combinations of peptide sequencing by collisionally induced dissociation and precursor ion scanning or neutral loss to select for specific oxPTMs have proved very useful for identifying oxidatively modified proteins and mapping the sites of oxidation. The development of specific labelling and enrichment procedures for S-nitrosylation or disulfide formation has proved invaluable, and there is ongoing work to establish analogous methods for detection of nitrotyrosine and other modifications.

Redox signalling and detection of protein oxidation by mass spectrometry

It is now recognised that redox control of proteins plays an important role in many signalling pathways both in health and disease. Proteins can undergo a wide variety of oxidative post-translational modifications (oxPTM); while the reversible modifications are thought to be most important in physiological processes, non-reversible oxPTM may contribute to pathological situations and disease. The oxidant is also important in determining the type of oxPTM (chlorination, nitration, etc.), and the susceptibilities of residues vary depending on their structural location. The best characterized oxPTMs involved in signalling modulation are partial oxidations of cysteine to the disulfide, glutathionylated or sulfenic acid forms, but there is increasing evidence that specific oxidations of methionine and tyrosine may have some biological roles. Well understood examples of oxidative regulation include protein tyrosine phosphatases, e.g. PTP1B/C, and members of the MAPK pathways such as MEKK1 and ASK1. Transcription factors such as NFkB and Nrf-2 are also regulated by redox-active cysteines. Improved methods for analysing specific oxPTMs in biological samples are critical for understanding the physiological and pathological roles of these changes, and tandem or MS3 mass spectrometry techniques interfaced with nano-LC separation are being now used. MS3 fragmentation markers for a variety of oxidized residues including tyrosine, tryptophan and proline have been identified, and a precursor ion scanning method that allows the selective identification of these oxPTMs in complex samples has been developed. Such advances in technology offer potential for biomarker development, disease diagnosis and understanding pathology.