Tunneling among rotation tori

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

Robust tori-like Lagrangian coherent structures

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

Detecção de falhas em estruturas inteligentes usando otimização por nuvem de partículas: fundamentos e estudo de casos

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

Intersubband excitations at finite temperatures and their roles in different quasi-one-dimensional systems

We theoretically study many-body excitations in three different quasi-one-dimensional (Q1D) electron systems: (i) those formed on the surface of liquid Helium; (ii) in two coupled semiconductor quantum wires; and (iii) Q1D electrons embedded in polar semiconductor-based quantum wires. Our results show intersubband coupling between higher subbands and the two lowest subbands affecting even the lower energy intersubband plasmons on the liquid Helium surface. Concerning the second system, we show a pronounced extra peak appearing in the intersubband impurity spectral function for temperatures as high as 20 K. We finally show coupled intersubband plasmon-phonon modes surviving for temperatures up to 300 K.

Renormalization-group calculation of excitation properties for impurity models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

SUBSTITUTIONAL DONOR RELATED STATES AND AU/GE/NI CONTACTS TO ALXGA1-XAS

Current-voltage measurements performed on bulk AlxGa1-xAs equipped with Au/Ge/Ni contacts reveal surprising deviations from ohmic behaviour when the temperature is lowered to that of liquid nitrogen. Significant differences are observed between samples with x = 0.3 (direct band-gap material) and x = 0.5 (indirect band-gap material). The dominant states of the donor atoms Si (doping) or Ge are found to be responsible for such behaviour. Evidence for the existence of an effective-mass X-valley metastable state is also presented.

Kramers equation for a charged Brownian particle: the exact solution

We report the exact fundamental solution for Kramers equation associated to a Brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical and magnetic fields. Some applications are presented, namely the hydrothermodynamical picture for Brownian motion in the long-time regime. (c) 2005 Elsevier B.V. All rights reserved.

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

Q-ANALOG REALIZATION OF NUCLEON PAIRING

A q-deformed analogue of zero-coupled nucleon pair states is constructed and the possibility of accounting for pairing correlations examined. For the single orbit case, the deformed pairs are found to be more strongly bound than the pairs with zero deformation, when a real-valued q parameter is used. It is found that an appropriately scaled deformation parameter reproduces the empirical few nucleon binding energies for nucleons in the 1f7/2 orbit and 1g9/2 orbit. The deformed pair Hamiltonian apparently accounts for many-body correlations, the strength of higher-order force terms being determined by the deformation parameter q. An extension to the multishell case, with deformed zero-coupled pairs distributed over several single particle orbits, has been realized. An analysis of calculated and experimental ground state energies and the energy spectra of three lowermost 0+ states, for even-A Ca isotopes, reveals that the deformation simulates the effective residual interaction to a large extent.

Long term economic relationships from cointegration maps

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the sorting points into neighborhoods (SPIN) technique, which has been previously used to analyze large data sets from DNA arrays. We exemplify the technique in three data sets: US interest rates (USIR), monthly inflation rates and gross domestic product (GDP) growth rates. (c) 2007 Elsevier B.V. All rights reserved.

A new implementation of population based incremental learning method for optimizations in electromagnetics

To enhance the global search ability of population based incremental learning (PBIL) methods, it is proposed that multiple probability vectors are to be included on available PBIL algorithms. The strategy for updating those probability vectors and the negative learning and mutation operators are thus re-defined correspondingly. Moreover, to strike the best tradeoff between exploration and exploitation searches, an adaptive updating strategy for the learning rate is designed. Numerical examples are reported to demonstrate the pros and cons of the newly implemented algorithm.

Spin tunneling in magnetic molecules: Quantitative estimates for Fe8 clusters

Spin tunneling in the particular case of the magnetic molecular cluster octanuclear iron(III), Fe8, is treated by an effective Hamiltonian that allows for an angle-based description of the process. The presence of an external magnetic field along the easy axis is also taken into account in this description. Analytic expressions for the energy levels and barriers are obtained from a harmonic approximation of the potential function which give results in good agreement with the experimental results. The energy splittings due to spin tunneling is treated in an adapted WKB approach and it is shown that the present description can give results to a reliable degree of accuracy. (c) 2007 Elsevier B.V. All rights reserved.

Power-law distribution in a learning process: competition, learning and natural selection

In the present work, we propose a model for the statistical distribution of people versus number of steps acquired by them in a learning process, based on competition, learning and natural selection. We consider that learning ability is normally distributed. We found that the number of people versus step acquired by them in a learning process is given through a power law. As competition, learning and selection is also at the core of all economical and social systems, we consider that power-law scaling is a quantitative description of this process in social systems. This gives an alternative thinking in holistic properties of complex systems. (C) 2004 Elsevier B.V. All rights reserved.

Virial coefficients from (2+1)-dimensional QED effective actions at finite temperature and density

From spinor and scalar (2 + 1)-dimensional QED effective actions at finite temperature and density in a constant magnetic field background, we calculate the corresponding virial coefficients for particles in the lowest Landau level. These coefficients depend on a parameter theta related to the time-component of the gauge field, which plays an essential role for large gauge invariance. The variation of the parameter theta might lead to an interpolation between fermionic and bosonic virial coefficients, although these coefficients are singular for theta = pi/2.

Agent-based model to rural-urban migration analysis

In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a computational agent-based model. Agents are placed on a lattice and the connections among them are described via an Ising-like model. Simulations on this computational model show some emergent properties that are common in developing economies, such as a transitional dynamics characterized by continuous growth of urban population, followed by the equalization of expected wages between rural and urban sectors (Harris-Todaro equilibrium condition), urban concentration and increasing of per capita income. (c) 2005 Elsevier B.V. All rights reserved.