Credit borrowing constraints in a DSGE framework: income vs. housing

Credit market in Brazil distinguishes from advanced economies in many aspects. One of them is related to collaterals for households borrowing. This work proposes a DSGE framework, based on Gerali et al.(2010), to analyse one pecularity of Brazillian credit market: payroll-deducted personal loans. To original model, we added the possibility to households contract long term debt and compare to differents types of credit constrains: one based on housing and other based on future income. We callibrate and estimate the model to Brazil, using Bayesian technique. Results show that, in a economy where credit constraints are based on income, responses to shocks appear to be stronger, at first, but dissipate faster. This occurs because income responds quickly to shock than housing prices, so does amount available to loans. In order to smooth consumption, agents compensate lower income and borrowing by increasing working hours, restoring loans and debt in a shorter time.

Caracterização de estruturas planares com substratos Iso/Anisotrópicos truncados através da técnica da ressonância transversa modificada

This work presents a theoretical and numerical analysis using the transverse resonance technique (TRT) and a proposed MTRT applied in the analysis of the dispersive characteristics of microstrip lines built on truncated isotropic and anisotropic dielectric substrates. The TRT uses the transmission lines model in the transversal section of the structure, allowing to analyze its dispersive behavior. The difference between TRT and MTRT consists basically of the resonance direction. While in the TRT the resonance is calculated in the same direction of the metallic strip normal axis, the MTRT considers the resonance in the metallic strip parallel plane. Although the application of the MTRT results in a more complex equivalent circuit, its use allows some added characterization, like longitudinal section electric mode (LSE) and longitudinal section magnetic mode (LSM), microstrips with truncated substrate, or structures with different dielectric regions. A computer program using TRT and MTRT proposed in this work is implemented for the characterization of microstrips on truncated isotropic and anisotropic substrates. In this analysis, propagating and evanescent modes are considered. Thus, it is possible to characterize both the dominant and higher order modes of the structure. Numerical results are presented for the effective permittivity, characteristic impedance and relative phase velocity for microstrip lines with different parameters and dimensions of the dielectric substrate. Agreement with the results obtained in the literature are shown, as well as experimental results. In some cases, the convergence analysis is also performed by considering the limiting conditions, like particular cases of isotropic materials or structures with dielectric of infinite size found in the literature. The numerical convergence of the formulation is also analyzed. Finally, conclusions and suggestions for the continuity of this work are presented

Desenvolvimento e testes de software de um receptor de GPS para uso espacial

Spacecraft move with high speeds and suffer abrupt changes in acceleration. So, an onboard GPS receiver could calculate navigation solutions if the Doppler effect is taken into consideration during the satellite signals acquisition and tracking. Thus, for the receiver subject to such dynamic cope these shifts in the frequency signal, resulting from this effect, it is imperative to adjust its acquisition bandwidth and increase its tracking loop to a higher order. This paper presents the changes in the GPS Orion s software, an open architecture receiver produced by GEC Plessey Semiconductors, nowadays Zarlink, in order to make it able to generate navigation fix for vehicle under high dynamics, especially Low Earth Orbit satellites. GPS Architect development system, sold by the same company, supported the modifications. Furthermore, it presents GPS Monitor Aerospace s characteristics, a computational tool developed for monitoring navigation fix calculated by the GPS receiver, through graphics. Although it was not possible to simulate the software modifications implemented in the receiver in high dynamics, it was observed that the receiver worked in stationary tests, verified also in the new interface. This work also presents the results of GPS Receiver for Aerospace Applications experiment, achieved with the receiver s participation in a suborbital mission, Operation Maracati 2, in December 2010, using a digital second order carrier tracking loop. Despite an incident moments before the launch have hindered the effective navigation of the receiver, it was observed that the experiment worked properly, acquiring new satellites and tracking them during the VSB-30 rocket flight.

Classificação Automática de Modulação Digital com uso de Correntropia para Ambientes de Rádio Cognitivo

Modern wireless systems employ adaptive techniques to provide high throughput while observing desired coverage, Quality of Service (QoS) and capacity. An alternative to further enhance data rate is to apply cognitive radio concepts, where a system is able to exploit unused spectrum on existing licensed bands by sensing the spectrum and opportunistically access unused portions. Techniques like Automatic Modulation Classification (AMC) could help or be vital for such scenarios. Usually, AMC implementations rely on some form of signal pre-processing, which may introduce a high computational cost or make assumptions about the received signal which may not hold (e.g. Gaussianity of noise). This work proposes a new method to perform AMC which uses a similarity measure from the Information Theoretic Learning (ITL) framework, known as correntropy coefficient. It is capable of extracting similarity measurements over a pair of random processes using higher order statistics, yielding in better similarity estimations than by using e.g. correlation coefficient. Experiments carried out by means of computer simulation show that the technique proposed in this paper presents a high rate success in classification of digital modulation, even in the presence of additive white gaussian noise (AWGN)

Efeitos de segunda e terceira ordem da ionosfera no posicionamento GNSS no Brasil

O Sistema de Posicionamento Global (GPS) transmite seus sinais em duas freqüências, o que permite eliminar matematicamente os efeitos de primeira ordem da ionosfera através da combinação linear ionosphere free. Porém, restam os efeitos de segunda e terceira ordem, os quais podem provocar erros da ordem de centímetros nas medidas GPS. Esses efeitos, geralmente, são negligenciados no processamento dos dados GPS. Os efeitos ionosféricos de primeira, segunda e terceira ordem são diretamente proporcionais ao TEC presente na ionosfera, porém, no caso dos efeitos de segunda e terceira ordem, comparecem também o campo magnético da Terra e a máxima densidade de elétrons, respectivamente. Nesse artigo, os efeitos de segunda e terceira ordem da ionosfera são investigados, sendo que foram levados em consideração no processamento de dados GPS na região brasileira para fins de posicionamento. Serão apresentados os modelos matemáticos associados a esses efeitos, as transformações envolvendo o campo magnético da Terra e a utilização do TEC advindo dos Mapas Globais da Ionosfera ou calculados a partir das observações GPS de pseudodistância. O processamento dos dados GPS foi realizado considerando o método relativo estático e cinemático e o posicionamento por ponto preciso (PPP). Os efeitos de segunda e terceira ordem foram analisados considerando períodos de alta e baixa atividade ionosférica. Os resultados mostraram que a não consideração desses efeitos no posicionamento por ponto preciso e no posicionamento relativo para linhas de base longas pode introduzir variações da ordem de poucos milímetros nas coordenadas das estações, além de variações diurnas em altitude da ordem de centímetros.

Structural and Electric-Optical Properties of Zinc Phthalocyanine Evaporated Thin Films: Temperature and Thickness Effects

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

A combination of implicit and adaptative upwind tools for the numerical solution of incompressible free surface flows

This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

Caracterização tectono-estratigráfica da sequência transicional na sub-bacia de Sergipe

This thesis deals with the tectonic-stratigraphic evolution of the Transitional Sequence in the Sergipe Sub-basin (the southern segment of the Sergipe-Alagoas Basin, Northeast Brazil), deposited in the time interval of the upper Alagoas/Aptian stage. Sequence boundaries and higher order internal sequences were identified, as well as the structures that affect or control its deposition. This integrated approach aimed to characterize the geodynamic setting and processes active during deposition of the Transitional Sequence, and its relations with the evolutionary tectonic stages recognized in the East Brazilian Margin basins. This subject addresses more general questions discussed in the literature, regarding the evolution from the Rift to the Drift stages, the expression and significance of the breakup unconformity, the relationships between sedimentation and tectonics at extensional settings, as well as the control on subsidence processes during this time interval. The tectonic-stratigraphic analysis of the Transitional Sequence was based on seismic sections and well logs, distributed along the Sergipe Sub-basin (SBSE). Geoseismic sections and seismic facies analysis, stratigraphic profiles and sections, were compiled through the main structural blocks of this sub-basin. These products support the depositional and tectonic-stratigraphic evolutionary models built for this sequence. The structural analysis highlighted similarities in deformation styles and kinematics during deposition of the Rift and Transitional sequences, pointing to continuing lithospheric extensional processes along a NW trend (X strain axis) until the end of deposition of the latter sequence was finished by the end of late Aptian. The late stage of extension/rifting was marked by (i) continuous (or as pulses) fault activity along the basin, controling subsidence and creation of depositional space, thereby characterizing upper crustal thinning and (ii) sagstyle deposition of the Transitional Sequence at a larger scale, reflecting the ductile stretching and thinnning of lower and sub crustal layers combined with an increasing importance of the thermal subsidence regime. Besides the late increments of rift tectonics, the Transitional Sequence is also affected by reactivation of the border faults of SBSE, during and after deposition of the Riachuelo Formation (lower section of the Transgressive Marine Sequence, of Albian age). It is possible that this reactivation reflects (through stress propagation along the newlycreated continental margin) the rifting processes still active further north, between the Alagoas Sub-basin and the Pernambuco-Paraíba Basin. The evaporitic beds of the Transitional Sequence contributed to the development of post-rift structures related to halokinesis and the continental margin collapse, affecting strata of the overlying marine sequences during the Middle Albian to the Maastrichtian, or even the Paleogene time interval. The stratigraphic analysis evidenced 5 depositional sequences of higher order, whose vertical succession indicates an upward increase of the base level, marked by deposition of continental siliciclastic systems overlain by lagunar-evaporitic and restricted marine systems, indicating that the Transitional Sequence was deposited during relative increase of the eustatic sea level. At a 2nd order cycle, the Transitional Sequence may represent the initial deposition of a Transgressive Systems Tract, whose passage to a Marine Transgressive Sequence would also be marked by the drowning of the depositional systems. At a 3rd order cycle, the sequence boundary corresponds to a local unconformity that laterally grades to a widespread correlative conformity. This boundary surface corresponds to a breakup unconformity , being equivalent to the Pre-Albian Unconformity at the SBSE and contrasting with the outstanding Pre-upper Alagoas Unconformity at the base of the Transitional Sequence; the latter is alternatively referred, in the literature, as the breakup unconformity. This Thesis supports the Pre-Albian Unconformity as marker of a major change in the (Rift-Drift) depositional and tectonic setting at SBSE, with equivalent but also diachronous boundary surfaces in other basins of the Atlantic margin. The Pre-upper Alagoas Unconformity developed due to astenosphere uplift (heating under high lithospheric extension rates) and post-dates the last major fault pulse and subsequent extensive block erosion. Later on, the number and net slip of active faults significantly decrease. At deep to ultra deep water basin segments, seaward-dipping reflectors (SDRs) are unconformably overlain by the seismic horizons correlated to the Transitional Sequence. The SDRs volcanic rocks overly (at least in part) continental crust and are tentatively ascribed to melting by adiabatic decompression of the rising astenospheric mantle. Even though being a major feature of SBSE (and possibly of other basins), the Pre-upper Alagoas Unconformity do not correspond to the end of lithospheric extension processes and beginning of seafloor spreading, as shown by the crustal-scale extensional structures that post-date the Transitional Sequence. Based on this whole context, deposition of the Transitional Sequence is better placed at a late interval of the Rift Stage, with the advance of an epicontinental sea over a crustal segment still undergoing extension. Along this segment, sedimentation was controled by a combination of thermal and mechanical subsidence. In continuation, the creation of oceanic lithosphere led to a decline in the mechanical subsidence component, extension was transferred to the mesoceanic ridge and the newly-formed continental margin (and the corresponding Marine Sequence) began to be controlled exclusively by the thermal subsidence component. Classical concepts, multidisciplinary data and new architectural and evolutionary crustal models can be reconciled and better understood under these lines

Diet of fishes in Passa Cinco stream, Corumbataí River sub-basin, São Paulo state, Brazil

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

Inequalities for zeros of associated polynomials and derivatives of orthogonal polynomials

It is well known and easy to see that the zeros of both the associated polynomial and the derivative of an orthogonal polynomial p(n)(x) interlace with the zeros of p(n)(x) itself. The natural question of how these zeros interlace is under discussion. We give a sufficient condition for the mutual location of kth, 1 less than or equal to k less than or equal to n - 1, zeros of the associated polynomial and the derivative of an orthogonal polynomial in terms of inequalities for the corresponding Cotes numbers. Applications to the zeros of the associated polynomials and the derivatives of the classical orthogonal polynomials are provided. Various inequalities for zeros of higher order associated polynomials and higher order derivatives of orthogonal polynomials are proved. The results involve both classical and discrete orthogonal polynomials, where, in the discrete case, the differential operator is substituted by the difference operator. (C) 2001 IMACS. Published by Elsevier B.V. B.V. All rights reserved.

(D)over-barN interaction from meson-exchange and quark-gluon dynamics

We investigate the (D) over barN interaction at low energies using a meson exchange model supplemented with a short-distance contribution from one-gluon exchange. The model is developed in close analogy to the meson-exchange KN interaction of the Julich group utilizing SU(4) symmetry constraints. The main ingredients of the interaction are provided by vector meson (rho, omega) exchange and higher-order box diagrams involving (D) over bar *N , (D) over bar Delta, and (D) over bar*Delta intermediate states. The short-range part is assumed to receive additional contributions from genuine quark-gluon processes. The predicted cross-sections for (D) over barN for excess energies up to 150MeV are of the same order of magnitude as those for KN but with average values of around 20mb, roughly a factor two larger than for the latter system. It is found that the omega-exchange plays a very important role. Its interference pattern with the rho-exchange, which is basically fixed by the assumed SU(4) symmetry, clearly determines the qualitative features of the (D) over barN interaction - very similiar to what happens also for the KN system.

Ten-dimensional supergravity constraints from the pure spinor formalism for the superstring

It has recently been shown that the ten-dimensional superstring can be quantized using the BRST operator Q = philambda(alpha)d(alpha), where lambda(alpha) is a pure spinor satisfying; lambdagamma(m)lambda = 0 and dalpha is the fermionic supersymmetric derivative. In this paper, the pure spinor version of superstring theory is formulated in a curved supergravity background and it is shown that nilpotency and holomorphicity of the pure spinor BRST operator imply the on-shell superspace constraints of the supergravity background. This is shown to lowest order in alpha' for the heterotic and Type II superstrings, thus providing a compact pure spinor version of the ten-dimensional superspace constraints for N = 1 Type IIA and Type IIB supergravities. Since quantization is straightforward using the pure spinor version of the superstring, it is expected that these methods can also be used to compute higher-order alpha' corrections to the ten-dimensional superspace constraints. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Swimming versus swinging effects in spacetime

Wisdom has recently unveiled a new relativistic effect, called spacetime swimming, where quasirigid free bodies in curved spacetimes can speed up, slow down or deviate their falls by performing local cyclic shape deformations. We show here that for fast enough cycles this effect dominates over a nonrelativistic related one, named here space swinging, where the fall is altered through nonlocal cyclic deformations in Newtonian gravitational fields. We expect, therefore, to clarify the distinction between both effects leaving no room to controversy. Moreover, the leading contribution to the swimming effect predicted by Wisdom is enriched with a higher order term and the whole result is generalized to be applicable in cases where the tripod is in large redshift regions.

Charges and fluxes in Maxwell theory on compact manifolds with boundary

We investigate the charges and fluxes that can occur in higher-order Abelian gauge theories defined on compact space-time manifolds with boundary. The boundary is necessary to supply a destination to the electric lines of force emanating from brane sources, thus allowing non-zero net electric charges, but it also introduces new types of electric and magnetic flux. The resulting structure of currents, charges, and fluxes is studied and expressed in the language of relative homology and de Rham cohomology and the corresponding abelian groups. These can be organised in terms of a pair of exact sequences related by the Poincare-Lefschetz isomorphism and by a weaker flip symmetry exchanging the ends of the sequences. It is shown how all this structure is brought into play by the imposition of the appropriately generalised Maxwell's equations. The requirement that these equations be integrable restricts the world-volume of a permitted brane (assumed closed) to be homologous to a cycle on the boundary of space-time. All electric charges and magnetic fluxes are quantised and satisfy the Dirac quantisation condition. But through some boundary cycles there may be unquantised electric fluxes associated with quantised magnetic fluxes and so dyonic in nature.

Mathematical models of generalized diffusion

We discuss in this paper equations describing processes involving non-linear and higher-order diffusion. We focus on a particular case (u(t) = 2 lambda (2)(uu(x))(x) + lambda (2)u(xxxx)), which is put into analogy with the KdV equation. A balance of nonlinearity and higher-order diffusion enables the existence of self-similar solutions, describing diffusive shocks. These shocks are continuous solutions with a discontinuous higher-order derivative at the shock front. We argue that they play a role analogous to the soliton solutions in the dispersive case. We also discuss several physical instances where such equations are relevant.