Oppositely charged polyelectrolytes: complex formation and effects of chain asymmetry

The formation of complexes in solutions of oppositely charged polyions has been studied by Monte Carlo simulations. The amount as well as the length, and thus, the absolute charge of one of the polyions have been varied. There is an increasing tendency to form large clusters as the excess of one kind of polyion decreases. When all polyions have the same length, this tendency reaches a maximum near, but off, equivalent amounts of the two types of polyions. When one kind of polyion is made shorter, the propensity to form large clusters decreases and the fluctuations in cluster charge increases. Simple free-energy expressions have been formulated on the basis of a set of simple rules that help rationalize the observations. By calculating cluster distributions in both grand canonical and canonical ensembles, it has been possible to show the extent of finite-size effects in the simulations.

Term structure dynamics and no-arbitrage under the Taylor rule

A determinação da taxa de juros estrutura a termo é um dos temas principais da gestão de ativos financeiros. Considerando a grande importância dos ativos financeiros para a condução das políticas econômicas, é fundamental para compreender a estrutura que é determinado. O principal objetivo deste estudo é estimar a estrutura a termo das taxas de juros brasileiras, juntamente com taxa de juros de curto prazo. A estrutura a termo será modelado com base em um modelo com uma estrutura afim. A estimativa foi feita considerando a inclusão de três fatores latentes e duas variáveis ​​macroeconômicas, através da técnica Bayesiana da Cadeia de Monte Carlo Markov (MCMC).

Algoritmos genéticos: uso de lógica nebulosa e análise de convergência por cadeia de Markov

In this work, the Markov chain will be the tool used in the modeling and analysis of convergence of the genetic algorithm, both the standard version as for the other versions that allows the genetic algorithm. In addition, we intend to compare the performance of the standard version with the fuzzy version, believing that this version gives the genetic algorithm a great ability to find a global optimum, own the global optimization algorithms. The choice of this algorithm is due to the fact that it has become, over the past thirty yares, one of the more importan tool used to find a solution of de optimization problem. This choice is due to its effectiveness in finding a good quality solution to the problem, considering that the knowledge of a good quality solution becomes acceptable given that there may not be another algorithm able to get the optimal solution for many of these problems. However, this algorithm can be set, taking into account, that it is not only dependent on how the problem is represented as but also some of the operators are defined, to the standard version of this, when the parameters are kept fixed, to their versions with variables parameters. Therefore to achieve good performance with the aforementioned algorithm is necessary that it has an adequate criterion in the choice of its parameters, especially the rate of mutation and crossover rate or even the size of the population. It is important to remember that those implementations in which parameters are kept fixed throughout the execution, the modeling algorithm by Markov chain results in a homogeneous chain and when it allows the variation of parameters during the execution, the Markov chain that models becomes be non - homogeneous. Therefore, in an attempt to improve the algorithm performance, few studies have tried to make the setting of the parameters through strategies that capture the intrinsic characteristics of the problem. These characteristics are extracted from the present state of execution, in order to identify and preserve a pattern related to a solution of good quality and at the same time that standard discarding of low quality. Strategies for feature extraction can either use precise techniques as fuzzy techniques, in the latter case being made through a fuzzy controller. A Markov chain is used for modeling and convergence analysis of the algorithm, both in its standard version as for the other. In order to evaluate the performance of a non-homogeneous algorithm tests will be applied to compare the standard fuzzy algorithm with the genetic algorithm, and the rate of change adjusted by a fuzzy controller. To do so, pick up optimization problems whose number of solutions varies exponentially with the number of variables

Rotação diferencial em estrelas do tipo solar

Stellar differential rotation is an important key to understand hydromagnetic stellar dynamos, instabilities, and transport processes in stellar interiors as well as for a better treatment of tides in close binary and star-planet systems. The space-borne high-precision photometry with MOST, CoRoT, and Kepler has provided large and homogeneous datasets. This allows, for the first time, the study of differential rotation statistically robust samples covering almost all stages of stellar evolution. In this sense, we introduce a method to measure a lower limit to the amplitude of surface differential rotation from high-precision evenly sampled photometric time series such as those obtained by space-borne telescopes. It is designed for application to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series is used to select stars that allow an accurate determination of spot rotation periods. A simple two-spot model is applied together with a Bayesian Information Criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty are obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain (hereafter MCMC) approach. We apply our method to the Sun and eight other stars for which previous spot modelling has been performed to compare our results with previous ones. The selected stars are of spectral type F, G and K. Among the main results of this work, We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite to a successful measurement of differential rotation through spot modelling. For a proper MCMC analysis, it is necessary to take into account the strong correlations among different parameters that exists in spot modelling. For the planethosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation. We confirm that the Sun as a star in the optical passband is not suitable for a measurement of the differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison with more sophisticated procedures used until now in the study of stellar differential rotation

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Planning accelerated life tests under Exponentiated-Weibull-Arrhenius model

Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa

Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data.

Valoração de serviços ancilares de geradores distribuídos

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

NodePM: A Remote Monitoring Alert System for Energy Consumption Using Probabilistic Techniques

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

Identification techniques for highly boosted W bosons that decay into hadrons

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modelos lineares generalizados bayesianos para dados longitudinais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Self-Assembly of Poly(4-vynil-N-alkylpyridinium) Bromide onto Silica: Effect of Side-Chain Length on Structural Aspects at a Molecular Level

Self-assembly of poly(4-vynil-N-alkyl)pyridinium bromide with alkyl side chains of 2, 5, 7, 10, or 16 carbons from ethanolic solutions onto flat silica surfaces was studied by means of ellipsometry, atomic force microscopy (AFM), contact angle measurements, and sum-frequency generation (SFG) vibrational spectroscopy in the CH3 and CH2 stretch region. Ab initio quantum-chemical calculations on the N-alkylpyridinium side-group with restricted Hartree-Fock (RHF) method and 6-311G (d,p) basis set were C one to estimate the charge distribution along the pyridinium ring and the alkyl side-chain. SFG results showed that longer side chains promote the disorientation of the alkyl groups at the surface, corroborating with the contact angle values. AFM images revealed film homogeneity, regardless the alkyl side group. However, after 24 h contact with water, ringlike structures appeared on the film surfaces, when the polycation alkyl side chain had 7 or less carbons, and as the alkyl chain increased to 10 or 16 carbons, the films dewetted because the hydrophobic interactions prevailed over the electrostatic interactions between the pyridinium charged groups and the negatively charged SiO2 surface. Under acid conditions (HCl 0.1 mol.L-1), the film mean thickness values decreased up to 50% of original values when the alkyl side chains were ethyl or pentyl groups due to ion-pair disruption, but for longer groups they remained unchanged. Quantum-chemical optimization and Mulliken electron population showed that (i) from C2 to C15 the positive charge at the headgroup (HG) decreased 0.025, while the charge at combined HG + alpha-CH2 increased 0.037; and (ii) for C6 or longer, the alkyl side group presents a tilt in the geometry, moving away from the plane. Such effects summed up over the whole polymer chain give support to suggest that when the side chains are longer than 7 carbons, the hydrophobic interaction decreases film stability and increases acid resistance.

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Sistemi liquido cristallini complessi: simulazioni al calcolatore e studi ESR

The aim of this PhD thesis was to study at a microscopic level different liquid crystal (LC) systems, in order to determine their physical properties, resorting to two distinct methodologies, one involving computer simulations, and the other spectroscopic techniques, in particular electron spin resonance (ESR) spectroscopy. By means of the computer simulation approach we tried to demonstrate this tool effectiveness for calculating anisotropic static properties of a LC material, as well as for predicting its behaviour and features. This required the development and adoption of suitable molecular models based on a convenient intermolecular potentials reflecting the essential molecular features of the investigated system. In particular, concerning the simulation approach, we have set up models for discotic liquid crystal dimers and we have studied, by means of Monte Carlo simulations, their phase behaviour and self­-assembling properties, with respect to the simple monomer case. Each discotic dimer is described by two oblate Gay­Berne ellipsoids connected by a flexible spacer, modelled by a harmonic "spring" of three different lengths. In particular we investigated the effects of dimerization on the transition temperatures, as well as on the characteristics of molecular aggregation displayed and the relative orientational order. Moving to the experimental results, among the many experimental techniques that are typically employed to evaluate LC system distinctive features, ESR has proved to be a powerful tool in microscopic scale investigation of the properties, structure, order and dynamics of these materials. We have taken advantage of the high sensitivity of the ESR spin probe technique to investigate increasingly complex LC systems ranging from devices constituted by a polymer matrix in which LC molecules are confined in shape of nano- droplets, as well as biaxial liquid crystalline elastomers, and dimers whose monomeric units or lateral groups are constituted by rod-like mesogens (11BCB). Reflection-mode holographic-polymer dispersed liquid crystals (H-PDLCs) are devices in which LCs are confined into nanosized (50­-300 nm) droplets, arranged in layers which alternate with polymer layers, forming a diffraction grating. We have determined the configuration of the LC local director and we have derived a model of the nanodroplet organization inside the layers. Resorting also to additional information on the nanodroplet size and shape distribution provided by SEM images of the H-PDLC cross-section, the observed director configuration has been modeled as a bidimensional distribution of elongated nanodroplets whose long axis is, on the average, parallel to the layers and whose internal director configuration is a uniaxial quasi- monodomain aligned along the nanodroplet long axis. The results suggest that the molecular organization is dictated mainly by the confinement, explaining, at least in part, the need for switching voltages significantly higher and the observed faster turn-off times in H-PDLCs compared to standard PDLC devices. Liquid crystal elastomers consist in cross-linked polymers, in which mesogens represent the monomers constituting the main chain or the laterally attached side groups. They bring together three important aspects: orientational order in amorphous soft materials, responsive molecular shape and quenched topological constraints. In biaxial nematic liquid crystalline elastomers (BLCEs), two orthogonal directions, rather than the one of normal uniaxial nematic, can be controlled, greatly enhancing their potential value for applications as novel actuators. Two versions of a side-chain BLCEs were characterized: side­-on and end­-on. Many tests have been carried out on both types of LCE, the main features detected being the lack of a significant dynamical behaviour, together with a strong permanent alignment along the principal director, and the confirmation of the transition temperatures already determined by DSC measurements. The end­-on sample demonstrates a less hindered rotation of the side group mesogenic units and a greater freedom of alignment to the magnetic field, as already shown by previous NMR studies. Biaxial nematic ESR static spectra were also obtained on the basis of Molecular Dynamics generated biaxial configurations, to be compared to the experimentally determined ones, as a mean to establish a possible relation between biaxiality and the spectral features. This provides a concrete example of the advantages of combining the computer simulation and spectroscopic approaches. Finally, the dimer α,ω-bis(4'-cyanobiphenyl-4-yl)undecane (11BCB), synthesized in the "quest" for the biaxial nematic phase has been analysed. Its importance lies in the dimer significance as building blocks in the development of new materials to be employed in innovative technological applications, such as faster switching displays, resorting to the easier aligning ability of the secondary director in biaxial phases. A preliminary series of tests were performed revealing the population of mesogenic molecules as divided into two groups: one of elongated straightened conformers sharing a common director, and one of bent molecules, which display no order, being equally distributed in the three dimensions. Employing this model, the calculated values show a consistent trend, confirming at the same time the transition temperatures indicated by the DSC measurements, together with rotational diffusion tensor values that follow closely those of the constituting monomer 5CB.

Single polymers at surfaces: adsorption and detachment

This thesis is concerned with the adsorption and detachment of polymers at planar, rigid surfaces. We have carried out a systematic investigation of adsorption of polymers using analytical techniques as well as Monte Carlo simulations with a coarse grained off-lattice bead spring model. The investigation was carried out in three stages. In the first stage the adsorption of a single multiblock AB copolymer on a solid surface was investigated by means of simulations and scaling analysis. It was shown that the problem could be mapped onto an effective homopolymer problem. Our main result was the phase diagram of regular multiblock copolymers which shows an increase in the critical adsorption potential of the substrate with decreasing size of blocks. We also considered the adsorption of random copolymers which was found to be well described within the annealed disorder approximation. In the next phase, we studied the adsorption kinetics of a single polymer on a flat, structureless surface in the regime of strong physisorption. The idea of a ’stem-flower’ polymer conformation and the mechanism of ’zipping’ during the adsorption process were used to derive a Fokker-Planck equation with reflecting boundary conditions for the time dependent probability distribution function (PDF) of the number of adsorbed monomers. The numerical solution of the time-dependent PDF obtained from a discrete set of coupled differential equations were shown to be in perfect agreement with Monte Carlo simulation results. Finally we studied force induced desorption of a polymer chain adsorbed on an attractive surface. We approached the problem within the framework of two different statistical ensembles; (i) by keeping the pulling force fixed while measuring the position of the polymer chain end, and (ii) by measuring the force necessary to keep the chain end at fixed distance above the adsorbing plane. In the first case we treated the problem within the framework of the Grand Canonical Ensemble approach and derived analytic expressions for the various conformational building blocks, characterizing the structure of an adsorbed linear polymer chain, subject to pulling force of fixed strength. The main result was the phase diagram of a polymer chain under pulling. We demonstrated a novel first order phase transformation which is dichotomic i.e. phase coexistence is not possible. In the second case, we carried out our study in the “fixed height” statistical ensemble where one measures the fluctuating force, exerted by the chain on the last monomer when a chain end is kept fixed at height h over the solid plane at different adsorption strength ε. The phase diagram in the h − ε plane was calculated both analytically and by Monte Carlo simulations. We demonstrated that in the vicinity of the polymer desorption transition a number of properties like fluctuations and probability distribution of various quantities behave differently, if h rather than the force, f, is used as an independent control parameter.