STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

ON THE SUPERCRITICALITY OF THE FIRST HOPF BIFURCATION IN A DELAY BOUNDARY PROBLEM

The goal of this paper is to analyze the character of the first Hopf bifurcation (subcritical versus supercritical) that appears in a one-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We showed in the previous work [Arrieta et al., 2010] that if the delay is small, the unique non-negative equilibrium solution is asymptotically stable. We also showed that, as the delay increases and crosses certain critical value, this equilibrium becomes unstable and undergoes a Hopf bifurcation. This bifurcation is the first one of a cascade occurring as the delay goes to infinity. The structure of this cascade will depend on the parameters appearing in the equation. In this paper, we show that the first bifurcation that occurs is supercritical, that is, when the parameter is bigger than the delay bifurcation value, stable periodic orbits branch off from the constant equilibrium.

CLASSIFICATION OF SUBALGEBRAS OF THE CAYLEY ALGEBRA OVER A FINITE FIELD

We classify all unital subalgebras of the Cayley algebra O(q) over the finite field F(q), q = p(n). We obtain the number of subalgebras of each type and prove that all isomorphic subalgebras are conjugate with respect to the automorphism group of O(q). We also determine the structure of the Moufang loops associated with each subalgebra of O(q).

Coincidence Wecken homotopies versus Wecken homotopies relative to a fixed homotopy in one of the maps

We study the 1-parameter Wecken problem versus the restricted Wecken problem, for coincidence free pairs of maps between surfaces. For this we use properties of the function space between two surfaces and of the pure braid group on two strings of a surface. When the target surface is either the 2-sphere or the torus it is known that the two problems are the same. We classify most pairs of homotopy classes of maps according to the answer of the two problems are either the same or different when the target is either projective space or the Klein bottle. Some partial results are given for surfaces of negative Euler characteristic. (C) 2010 Elsevier B.V. All rights reserved.

Spherical space forms - Homotopy self-equivalences and homotopy types, the case of the groups Z/a x (Z/b x TL(2)(F(p)))

Let G = Z/a x(mu) (Z/b x TL(2)(F(p))) and X(n) be an n-dimensional CW-complex with the homotopy type of the n-sphere. We determine the automorphism group Aut(G) and then compute the number of distinct homotopy types of spherical space forms with respect to free and cellular G-actions on all CW-complexes X(2dn - 1), where 2d is a period of G. Next, the group E(X(2dn - 1)/alpha) of homotopy self-equivalences of spherical space forms X(2dn - 1)/alpha, associated with such G-actions alpha on X(2dn - 1) are studied. Similar results for the rest of finite periodic groups have been obtained recently and they are described in the introduction. (C) 2009 Elsevier B.V. All rights reserved.

Electronic Structure of the Ground and Low-Lying Electronic States of MoB and MoB(+)

Multiconfigurational second-order perturbation theory (CASSCF//CASPT2) and quadruple-zeta ANO-RCC basis sets were employed to investigate the ground and low-lying electronic states of MoB and MoB(+). Spectroscopic constants, potential energy curves, wavefunctions, Mulliken population analyses, and ionization energies are given. The ground state of MoB is of X(6)Pi symmetry (R(e) = 1.968 angstrom, omega(e) = 664 cm(-1), and mu = 2.7 D), giving rise to a Omega = 7/2 ground state after including spin-orbit coupling. For MoB(+), the ground state is computed to be of X(7)Sigma(+) symmetry (R(e) = 2.224 angstrom, omega(e) = 141 cm(-1), and mu = 1.2 D), with an adiabatic ionization energy of 7.19 eV and a vertical one of 7.53 eV. (C) 2011 Wiley Periodicals, Inc. Int J Quantum Chem 111: 3362-3370, 2011

Solvatochromic Shift of the pi -> pi* Transition in All-Trans, Cis-13, Cis-11, Cis-9, and Cis-7 Retinal Isomers Induced by Water and Methanol

The solvatochromic shift of the lowest singlet it pi -> pi* electronic transition in the all-trans, cis-13, cis-11, cis-9, and cis-7 retinal isomers were computed under the influence of water, methanol, and benzene solvents. Excitation energies were calculated in gas phase and in solution. The calculations in solution were performed considering the sequential Monte Carlo (MC) /Quantum Mechanical approach. The MC simulations were performed considering the full retinal isomer molecules and 900 water molecules, 900 methanol, or 400 benzene ones. The OPLS/AA parametrization was chosen for retinal, methanol, and benzene molecules and the SPC model was used for water one. From the MC calculations 100 independent configurations were selected, with 100 solvent molecules in thermodynamical equilibrium at T = 298.15 K. Average point-charges were obtained from those independent configurations for water, methanol, and benzene solvent. TDDFT and CASSCF//CASPT2 methodologies were used to compute the vertical excitation energy of the retinal isomers in different environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2076-2087, 2010

New Relativistic Atomic Natural Orbital Basis Sets for Lanthanide Atoms with Applications to the Ce Diatom and LuF3

New basis sets of the atomic natural orbital (ANO) type have been developed for the lanthanide atoms La-Lu. The ANOs have been obtained from the average density matrix of the ground and lowest excited states of the atom, the positive ions, and the atom in an electric field. Scalar relativistic effects are included through the use of a Douglas-Kroll-Hess Hamiltonian. Multiconfigurational wave functions have been used with dynamic correlation included using second-order perturbation theory (CASSCF/CASPT2). The basis sets are applied in calculations of ionization energies and some excitation energies. Computed ionization energies have an accuracy better than 0.1 eV in most cases. Two molecular applications are inluded as illustration: the cerium diatom and the LuF3 molecule. In both cases it is shown that 4f orbitals are not involved in the chemical bond in contrast to an earlier claim for the latter molecule.

Surface active ionic liquids: Study of the micellar properties of 1-(1-alkyl)-3-methylimidazolium chlorides and comparison with structurally related surfactants

The impetus for the increasing interest in studying surface active ionic liquids (SAILs; ionic liquids with long-chain ""tails"") is the enormous potential for their applications, e.g., in nanotechnology and biomedicine. The progress in these fields rests on understanding the relationship between surfactant structure and solution properties, hence applications. This need has prompted us to extend our previous study on 1-(1-hexadecyl)-3-methylimidazolium chloride to 1-(1-alkyl)-3-methylimidazolium chlorides, with alkyl chains containing 10, 12, and 14 carbons. In addition to investigating relevant micellar properties, we have compared the solution properties of the imidazolium-based surfactants with: 1-(1-alkyl)pyridinium chlorides, and benzyl (2-acylaminoethyl)dimethylammonium chlorides. The former series carries a heterocyclic ring head-group, but does not possess a hydrogen that is as acidic as H2 of the imidazolium ring. The latter series carries an aromatic ring, a quaternary nitrogen and (a hydrogen-bond forming) amide group. The properties of the imidazolium and pyridinium surfactants were determined in the temperature range from 15 to 75 degrees C. The techniques employed were conductivity, isothermal titration calorimetry, and static light scattering. The results showed the important effects of the interactions in the interfacial region on the micellar properties over the temperature range studied. (C) 2011 Elsevier Inc. All rights reserved.

Probing the dependence of the properties of cellulose acetates and their films on the degree of biopolymer substitution: use of solvatochromic indicators and thermal analysis

Although cellulose acetates, CAs, are extensively employed there is scant information about the systematic dependence of their properties on their degree of substitution, DS; this is the subject of the present work. Nine CAs samples, DS from 0.83 to 3.0 were synthesized; their films were prepared. The following solvatochromic probes have been employed in order to determine the empirical polarity, E (T)(33); ""acidity, alpha""; ""basicity, beta"", and ""dipolarity/polarizability, pi*"" of the casted films: 2,6-dichloro-4-(2,4,6-triphenyl-pyridinium-1-yl) phenolate, WB; 4-nitroaniline; 4-nitroanisole; 4-nitro-N,N-dimethylaniline; 2,6-diphenyl-4-(2,4,6-triphenyl-pyridinium-1-yl)phenolate, RB. Additionally, two systems, ethanol plus ethyl acetate (EtOH-EtAc), and cellulose plus cellulose triacetate, CTA, were employed as models for CAs of different DS. Regarding the model systems, the following was observed: (i) For EtOH-EtAc, the dependence of all solvatochromic parameters on the ""equivalent-DS"" of the binary mixture was non-linear because of preferential solvation; (ii) The dependence of E (T)(33) on equivalent DS of the cellulose-CTA films is linear, but the slope is smaller than that of the corresponding plot for CAs. This is attributed to the more efficient hydrogen bonding in the model system, a conclusion corroborated by IR measurements. The dependence of solvatochromic parameters of CAs on their DS is described by the simple equations; a consequence of the substitution of the OH by the ester group. The thermal properties of bulk CAs samples were investigated by DSC and TGA; their dependence on DS is described by simple equations. The relevance of these data to the processing and applications of CAs is briefly discussed.

A CASSCF/MRCI Study of the Low-Lying Electronic States of the BeS Molecule

Accurate potential energy curves, dipole moment functions, dissociation energies, and molecular constants for several low-lying singlet and triplet electronic states of BeS were investigated using the CASSCF/MRCI methodology, and the cc-pV5Z basis set for beryllium, and the aug-cc-pV(5+d) Z set for sulfur. Besides presenting improved results for the three lowest lying states, this study presents the first theoretical characterization of another set of nine excited states so far unknown experimentally. Our results are sufficiently accurate to reliably guide the experimental search and characterization of these states, and also to confirm the experimental assignment of the B(1)Sigma(+) excited state. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 111: 1694-1700, 2011

Modeling and simulation of the anode in direct ethanol fuels cells

Mathematical modeling has been extensively applied to the study and development of fuel cells. In this work, the objective is to characterize a mechanistic model for the anode of a direct ethanol fuel cell and perform appropriate simulations. The software Comsol Multiphysics (R) (and the Chemical Engineering Module) was used in this work. The software Comsol Multiphysics (R) is an interactive environment for modeling scientific and engineering applications using partial differential equations (PDEs). Based on the finite element method, it provides speed and accuracy for several applications. The mechanistic model developed here can supply details of the physical system, such as the concentration profiles of the components within the anode and the coverage of the adsorbed species on the electrode surface. Also, the anode overpotential-current relationship can be obtained. To validate the anode model presented in this paper, experimental data obtained with a single fuel cell operating with an ethanol solution at the anode were used. (C) 2008 Elsevier B.V. All rights reserved.

Structure and Applications of a Rhamnolipid Surfactant Produced in Soybean Oil Waste

Soybean oil soapstock was utilized as an alternative carbon source for the production of rhamnolipids by Pseudomonas aeruginosa LBI strain. The chemical composition and properties of the rhamnolipid mixture obtained were determined to define its potential applications. The chemical characterization of the rhamnolipid has revealed the presence of ten different homologues. The monorhamnolipid RhaC(10)C(10) and the dirhamnolipid Rha(2)C(10)C(10) were the main components of the mixture that showed predominance of 44% and 29%, respectively, after 144-h of cultivation. The biosurfactant was able to form stable emulsions with several hydrocarbons and showed excellent emulsification for soybean oil and chicken fat (100%). The rhamnolipid removed 67% of crude oil present in sand samples and presented antimicrobial activity against Bacillus cereus and Mucor miehei at 64 mu g/mL and inhibition of Neurospora crassa, Staphylococcus aureus, and Micrococcus luteus at 256 mu g/mL. The results demonstrated that the rhamnolipid produced in soybean oil soapstock can be useful in environmental and food industry applications.