Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Flat tori, lattices and bounds for commutative group codes

We show that commutative group spherical codes in R(n), as introduced by D. Slepian, are directly related to flat tori and quotients of lattices. As consequence of this view, we derive new results on the geometry of these codes and an upper bound for their cardinality in terms of minimum distance and the maximum center density of lattices and general spherical packings in the half dimension of the code. This bound is tight in the sense it can be arbitrarily approached in any dimension. Examples of this approach and a comparison of this bound with Union and Rankin bounds for general spherical codes is also presented.

Understanding Pain and Quality of Life for Patients With Chronic Venous Ulcers

Aim. To identify the impact of pain on quality of life (QOL) of patients with chronic venous ulcers. Methods. A cross-sectional study was performed on 40 outpatients with chronic venous ulcers who were recruited at one outpatient care center in Sao Paulo, Brazil. WHOQOL-Bref was used to assess QOL, the McGill Pain Questionnarie-Short Form (MPQ) to identify pain characteristics, and an 11-point numerical pain rating scale to measure pain intensity. Kruskall-Wallis or ANOVA test, with post-hoc correction (Tukey test) was applied to compare groups. Multiple linear regression models were used. Results. The mean age of the patients was 67 +/- 11 years (range, 39-95 years), and 26 (65%) were women. The prevalence of pain was 90%, with worst pain mean intensity of 6.2 +/- 3.5. Severe pain was the most prevalent (21 patients, 52.5%). Pain most frequently reported was sensory-discriminative and evaluate in quality. Pain was significantly and negatively correlated with physical (PY), environmental (EV), and overall QOL. Compared to a no-pain group, those with pain had lower overall QOL. On multiple analyses, pain remained as a predictor of overall QOL (beta = -0.73, P = 0.03) and was also predictive of social QOL, whereas pain did not have any impact on physical, emotional, or social relationships QOL (beta = -3.85, P = 0.00) when adjusted for age, number, duration and frequency of wounds, pain dimension (MPQ), partnership, and economic status. Conclusion. To improve QOL of out-patients with chronic venous ulcers, the qualities and the intensity of pain must be considered differently.

Cultural meaning of quality of life: perspectives of Brazilian burn patients

Purpose. This study was designed to explore the cultural meaning and dimensions of quality of life from the perspective of Brazilian burn patients. Method. A qualitative research approach was used. Nineteen burn patients and their close relatives participated in this ethnographic study. Data were collected by means of direct observation and semi-structured interviews, conducted in a hospital outpatient clinic and during visits to patients` homes. The following inter-related phases guided the analysis process: reading of the material and data reduction, data display, conclusion outlining and verification. Results. Participants reported that the quality of life is related to autonomy and the ability to work. The dimensions of quality of life included: resuming work and functional ability, body image, having leisure and interpersonal relationships. Their descriptions revealed their feelings and attitudes about resuming their previous activities and social lives, particularly concerning the work. Conclusion. For burn patients, quality of life is associated with the concept of normality, the satisfactory performance of social roles in the context of family life and the social world. The results showed the importance of the sociocultural dimension in the concept of quality of life for persons undergoing burn rehabilitation.

Process oriented framework to support PLM implementation

Product lifecycle management (PLM) innovates as it defines both the product as a central element to aggregate enterprise information and the lifecycle as a new time dimension for information integration and analysis. Because of its potential benefits to shorten innovation lead-times and to reduce costs, PLM has attracted a lot of attention at industry and at research. However, the current PLM implementation stage at most organisations still does not apply the lifecycle management concepts thoroughly. In order to close the existing realisation gap, this article presents a process oriented framework to support effective PLM implementation. The framework central point consists of a set of lifecycle oriented business process reference models which links the necessary fundamental concepts, enterprise knowledge and software solutions to effectively deploy PLM. (c) 2007 Elsevier B.V. All rights reserved.

Relationship between installation torque and uplift capacity of deep helical piles in sand

Le facteur empirique de correlation du torque K(T), qui represente la capacite de soulevement du torque d`installation de pieux helicoidaux, est generalement utilise comme instrument de controle de la qualite sur le terrain pour ce type de fondations. Dans cet article, une relation theorique entre la capacite de soulevement et le torque d`installation de pieux helicoidaux places profondement dans du sable est presentee. Un programme experimental, qui comprend des essais centrifuge et de cisaillement direct a l`interface, a ete effectue dans le but de valider cette relation theorique. Les resultats experimentaux ont ete compares aux resultats predits par l`approche suggeree, et les resultats montrent une bonne concordance. Puisque le modele developpe depend de l`angle de friction residuel a l`interface delta(r) entre la surface de l`helice du pieu et le sable, les resultats de delta(r) obtenus a partir de differents echantillons de sable sont presentes afin d`etre utilises lors de l`application sur le terrain de la relation theorique proposee. De plus, les valeurs de K(T) obtenues dans ces travaux ont ete comparees a celles reportees dans la litterature; celles-ci ayant ete obtenues lors d`essais sur le terrain et en laboratoire sur des pieux helicoidaux dans le sable. Cette analyse a permis de demontrer que les valeurs mesurees de K(T) diminuent lorsque la dimension des pieux augmente, ainsi qu`avec une augmentation de l`angle de friction du sable, dans la plupart des cas. Ces derniers resultats ont aussi ete demontres avec le modele presente.

Registration of temporal sequences of coronal and sagittal MR images through respiratory patterns

This work discusses the determination of the breathing patterns in time sequence of images obtained from magnetic resonance (MR) and their use in the temporal registration of coronal and sagittal images. The registration is made without the use of any triggering information and any special gas to enhance the contrast. The temporal sequences of images are acquired in free breathing. The real movement of the lung has never been seen directly, as it is totally dependent on its surrounding muscles and collapses without them. The visualization of the lung in motion is an actual topic of research in medicine. The lung movement is not periodic and it is susceptible to variations in the degree of respiration. Compared to computerized tomography (CT), MR imaging involves longer acquisition times and it is preferable because it does not involve radiation. As coronal and sagittal sequences of images are orthogonal to each other, their intersection corresponds to a segment in the three-dimensional space. The registration is based on the analysis of this intersection segment. A time sequence of this intersection segment can be stacked, defining a two-dimension spatio-temporal (2DST) image. The algorithm proposed in this work can detect asynchronous movements of the internal lung structures and lung surrounding organs. It is assumed that the diaphragmatic movement is the principal movement and all the lung structures move almost synchronously. The synchronization is performed through a pattern named respiratory function. This pattern is obtained by processing a 2DST image. An interval Hough transform algorithm searches for synchronized movements with the respiratory function. A greedy active contour algorithm adjusts small discrepancies originated by asynchronous movements in the respiratory patterns. The output is a set of respiratory patterns. Finally, the composition of coronal and sagittal image pairs that are in the same breathing phase is realized by comparing of respiratory patterns originated from diaphragmatic and upper boundary surfaces. When available, the respiratory patterns associated to lung internal structures are also used. The results of the proposed method are compared with the pixel-by-pixel comparison method. The proposed method increases the number of registered pairs representing composed images and allows an easy check of the breathing phase. (C) 2010 Elsevier Ltd. All rights reserved.

Comments on energy confinement in non-periodic structures

In this study, we investigate the possibility of mode localization occurrence in a non-periodic Pfluger`s column model of a rocket with an intermediate concentrated mass at its middle point. We discuss the effects of varying the intermediate mass magnitude and its position and the resulting energy confinement for two cases. Free vibration analysis and the severity of mode localization are appraised, without decoupling the system, by considering as a solution basis the fundamental free response or dynamical solution. This allows for the reduction of the dimension of the algebraic modal equation that arises from satisfying the boundary and continuity conditions. By using the same methodology, we also consider the case of a cantilevered Pluger`s column with rotational stiffness at the middle support instead of an intermediate concentrated mass. (c) 2008 Elsevier Ltd. All rights reserved.

Reconceptualising social sustainability in urban development

Although the social dimension is often cited as the third leg of triple bottom line sustainability, there is at present general agreement on the difficulty of saying just what social sustainability is and how it can be related to enivironmental sustainability. This paper proposes that a sociotechnical understanding of the relationship beween human behaviour and technical developments provides a way of making the social dimension accessible to engineers, designers and developers. We draw on early work in master planned urban developments to show how a sociotechnical model, married to a life cycle assessment approach can help us understand and design for effective and efficient implementation of sustainability systems

Three-dimensional quantum solitons with parametric coupling

We consider the quantum field theory of two bosonic fields interacting via both parametric (cubic) and quartic couplings. In the case of photonic fields in a nonlinear optical medium, this corresponds to the process of second-harmonic generation (via chi((2)) nonlinearity) modified by the chi((3)) nonlinearity. The quantum solitons or energy eigenstates (bound-state solutions) are obtained exactly in the simplest case of two-particle binding, in one, two, and three space dimensions. We also investigate three-particle binding in one space dimension. The results indicate that the exact quantum solitons of this field theory have a singular, pointlike structure in two and three dimensions-even though the corresponding classical theory is nonsingular. To estimate the physically accessible radii and binding energies of the bound states, we impose a momentum cutoff on the nonlinear couplings. In the case of nonlinear optical interactions, the resulting radii and binding energies of these photonic particlelike excitations in highly nonlinear parametric media appear to be close to physically observable values.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Off-diagonal long-range order in a supersymmetric integrable model of correlated electrons

A new model for correlated electrons is presented which is integrable in one-dimension. The symmetry algebra of the model is the Lie superalgebra gl(2\1) which depends on a continuous free parameter. This symmetry algebra contains the eta pairing algebra as a subalgebra which is used to show that the model exhibits Off-Diagonal Long-Range Order in any number of dimensions.

Integrability of a t - J model with impurities

A t - J model for correlated electrons with impurities is proposed. The impurities are introduced in such a way that integrability of the model in one dimension is not violated. The algebraic Bethe ansatz solution of the model is also given and it is shown that the Bethe states are highest weight states with respect to the supersymmetry algebra gl(2/1).

Effect of disorder on quantum phase transitions in anisotropic XY spin chains in a transverse field

We present some exact results for the effect of disorder on the critical properties of an anisotropic XY spin chain in a transverse held. The continuum limit of the corresponding fermion model is taken and in various cases results in a Dirac equation with a random mass. Exact analytic techniques can then be used to evaluate the density of states and the localization length. In the presence of disorder the ferromagnetic-paramagnetic or Ising transition of the model is in the same universality class as the random transverse field Ising model solved by Fisher using a real-space renormalization-group decimation technique (RSRGDT). If there is only randomness in the anisotropy of the magnetic exchange then the anisotropy transition (from a ferromagnet in the x direction to a ferromagnet in the y direction) is also in this universality class. However, if there is randomness in the isotropic part of the exchange or in the transverse held then in a nonzero transverse field the anisotropy transition is destroyed by the disorder. We show that in the Griffiths' phase near the Ising transition that the ground-state energy has an essential singularity. The results obtained for the dynamical critical exponent, typical correlation length, and for the temperature dependence of the specific heat near the Ising transition agree with the results of the RSRODT and numerical work. [S0163-1829(99)07125-8].

Extended integrability regime for the supersymmetric U model

An extension of the supersymmetric U model for correlated electrons is given and integrability is established by demonstrating that the model can he constructed through the quantum inverse scattering method using an R-matrix without the difference property. Some general symmetry properties of the model are discussed and from the Bethe ansatz solution an expression for the energies is presented.