Multidimensional scaling analysis of the dynamics of a country economy

This paper analyzes the Portuguese short-run business cycles over the last 150 years and presents the multidimensional scaling (MDS) for visualizing the results. The analytical and numerical assessment of this long-run perspective reveals periods with close connections between the macroeconomic variables related to government accounts equilibrium, balance of payments equilibrium, and economic growth. The MDS method is adopted for a quantitative statistical analysis. In this way, similarity clusters of several historical periods emerge in the MDS maps, namely, in identifying similarities and dissimilarities that identify periods of prosperity and crises, growth, and stagnation. Such features are major aspects of collective national achievement, to which can be associated the impact of international problems such as the World Wars, the Great Depression, or the current global financial crisis, as well as national events in the context of broad political blueprints for the Portuguese society in the rising globalization process.

Fractional dynamics of genetic algorithms using hexagonal space tessellation

The paper formulates a genetic algorithm that evolves two types of objects in a plane. The fitness function promotes a relationship between the objects that is optimal when some kind of interface between them occurs. Furthermore, the algorithm adopts an hexagonal tessellation of the two-dimensional space for promoting an efficient method of the neighbour modelling. The genetic algorithm produces special patterns with resemblances to those revealed in percolation phenomena or in the symbiosis found in lichens. Besides the analysis of the spacial layout, a modelling of the time evolution is performed by adopting a distance measure and the modelling in the Fourier domain in the perspective of fractional calculus. The results reveal a consistent, and easy to interpret, set of model parameters for distinct operating conditions.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Dynamics of a backlash chain

This paper studies the dynamical properties of a system with distributed backlash and impact phenomena. This means that it is considered a chain of masses that interact with each other solely by means of backlash and impact phenomena. It is observed the emergence of non-linear phenomena resembling those encountered in the Fermi-Pasta-Ulam problem.

Fractional dynamics of a system with particles subjected to impacts

This paper studies the dynamics of a system composed of a collection of particles that exhibit collisions between them. Several entropy measures and different impact conditions of the particles are tested. The results reveal a Power Law evolution both of the system energy and the entropy measures, typical in systems having fractional dynamics.

Control and dynamics of fractional order systems

Fractional Calculus (FC) goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades due to the progress in the area of nonlinear dynamics. This article discusses several applications of fractional calculus in science and engineering, namely: the control of heat systems, the tuning of PID controllers based on fractional calculus concepts and the dynamics in hexapod locomotion.

Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

Spatial dynamics of team sports exposed by Voronoi diagrams

Team sports represent complex systems: players interact continuously during a game, and exhibit intricate patterns of interaction, which can be identified and investigated at both individual and collective levels. We used Voronoi diagrams to identify and investigate the spatial dynamics of players' behavior in Futsal. Using this tool, we examined 19 plays of a sub-phase of a Futsal game played in a reduced area (20 m(2)) from which we extracted the trajectories of all players. Results obtained from a comparative analysis of player's Voronoi area (dominant region) and nearest teammate distance revealed different patterns of interaction between attackers and defenders, both at the level of individual players and teams. We found that, compared to defenders, larger dominant regions were associated with attackers. Furthermore, these regions were more variable in size among players from the same team but, at the player level, the attackers' dominant regions were more regular than those associated with each of the defenders. These findings support a formal description of the dynamic spatial interaction of the players, at least during the particular sub-phase of Futsal investigated. The adopted approach may be extended to other team behaviors where the actions taken at any instant in time by each of the involved agents are associated with the space they occupy at that particular time.

Complex Dynamics of defective interfering baculoviruses during serial passage in insect cells

Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.

Dynamics of transmission of Trypanosoma cruzi in a rural area of Argentina: III. Persistence of T. cruzi parasitemia among canine reservoirs in a two-year follow-up

A new cross-sectional survey of household- associated mongrel dogs as well as follow-up of previously parasitemic individuals was carried out in 1984 toy means of xenodiagnosis and serologic techniques to get a deeper insight into the relationship of T. cruzi parasitemia and age among canine hosts in a rural area of Argentina. Persistence of detectable parasitemia was age-independent, or at most, loosely related to age, confirming the pattern observed in 1982. Similarly no significant age-decreasing effect was recorded among seropositive dogs in: a) the probability of detecting parasites in a 2-year follow-up; b) their intensity of infectiousness (=infective force) for T. infestans 3rd-4th instar nymphs, as measured by the percentage of infected bugs observed in each dog xenodiagnosis. Moreover, not only was the infective force of seropositive dogs for bugs approximately constant through lifetime, but it was significantly higher than the one recorded for children in the present survey, and for human people by other researchers. Therefore, and since T. infestans field populations show high feeding frequencies on dogs, the latter are expected to make the greatest contribution to the pool of infected vectors in the rural household of Argentina. This characteristic should be sufficient to involve canine reservoirs definitely as a risk factor for human people residing in the same house. The increased severity of parasitemia observed among dogs in this survey may be related to the acute undernutrition characteristic of canine populations of poor rural areas in our country, which is expected to affect the ability of the host to manage the infection.

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.

Fractional Dynamics of Computer Virus Propagation

We propose a fractional model for computer virus propagation. The model includes the interaction between computers and removable devices. We simulate numerically the model for distinct values of the order of the fractional derivative and for two sets of initial conditions adopted in the literature. We conclude that fractional order systems reveal richer dynamics than the classical integer order counterpart. Therefore, fractional dynamics leads to time responses with super-fast transients and super-slow evolutions towards the steady-state, effects not easily captured by the integer order models.

New findings on the dynamics of HIV and TB coinfection models

In this paper we study a model for HIV and TB coinfection. We consider the integer order and the fractional order versions of the model. Let α∈[0.78,1.0] be the order of the fractional derivative, then the integer order model is obtained for α=1.0. The model includes vertical transmission for HIV and treatment for both diseases. We compute the reproduction number of the integer order model and HIV and TB submodels, and the stability of the disease free equilibrium. We sketch the bifurcation diagrams of the integer order model, for variation of the average number of sexual partners per person and per unit time, and the tuberculosis transmission rate. We analyze numerical results of the fractional order model for different values of α, including α=1. The results show distinct types of transients, for variation of α. Moreover, we speculate, from observation of the numerical results, that the order of the fractional derivative may behave as a bifurcation parameter for the model. We conclude that the dynamics of the integer and the fractional order versions of the model are very rich and that together these versions may provide a better understanding of the dynamics of HIV and TB coinfection.

Nonlinear dynamics of the patient’s response to drug effect during general anesthesia

In today’s healthcare paradigm, optimal sedation during anesthesia plays an important role both in patient welfare and in the socio-economic context. For the closed-loop control of general anesthesia, two drugs have proven to have stable, rapid onset times: propofol and remifentanil. These drugs are related to their effect in the bispectral index, a measure of EEG signal. In this paper wavelet time–frequency analysis is used to extract useful information from the clinical signals, since they are time-varying and mark important changes in patient’s response to drug dose. Model based predictive control algorithms are employed to regulate the depth of sedation by manipulating these two drugs. The results of identification from real data and the simulation of the closed loop control performance suggest that the proposed approach can bring an improvement of 9% in overall robustness and may be suitable for clinical practice.

DETECTION OF IgM ANTIBODIES TO Schistosoma mansoni GUT-ASSOCIATED ANTIGENS FOR THE STUDY OF THE DYNAMICS OF SCHISTOSOMIASIS TRANSMISSION IN AN ENDEMIC AREA WITH LOW WORM BURDEN

For a period of 2 years, five follow-up measures of prevalence and incidence rates were estimated in a prospective study of S. mansoni infection in a group of schoolchildren who were living in a rural area of the Municipality of Itariri (São Paulo, Brazil), where schistosomiasis is transmitted by Biomphalaria tenagophila. Infection was determined by the examination of three Kato-Katz stool slides, and the parasitological findings were analyzed in comparison to serological data. In the five surveys, carried out at 6-month intervals (March-April and September-October), the prevalences were, respectively, 8.6, 6.8, 9.9, 5.8 and 17.2% by the Kato-Katz, and 56.5, 52.6, 60.8, 53.5 and 70.1% by the immunofluorescence test (IFT). Geometric mean egg counts were low: 57.8, 33.0, 35.6, 47.3 and 40.9 eggs per gram of feces, respectively. Of the total of 299 schoolchildren, who submitted five blood samples at 6-month intervals, one for each survey, 40% were IFT-positive throughout the study, and 22% were IFT-negative in all five surveys. Seroconversion from IFT negative to positive, indicating newly acquired S. mansoni infection, was observed more frequently in surveys carried out during March-April (after Summer holidays), than during September-October. Seasonal trends were not statistically significant for detection of S. mansoni eggs in stool. The results indicate that the use of IgM-IFT is superior to parasitological methods for detection of incidence of S. mansoni infection in areas with low worm burden.