"MGLTSmn" : aproximação angular "multigrid" em uma placa plana

Neste trabalho, desenvolve-se um método “multigrid” para a aproximação angular da solução da equação de transporte de partículas em uma placa plana, baseado na formulação LTSN com dependência contínua na variável angular. Para tanto, aplica-se a formulação LTSN sobre o conjunto de equações SN para determinar o fluxo angular de partículas nas N direções discretas referentes a uma malha grossa (N pequeno) e em seguida, usando os fluxos conhecidos, aplica-se a formulação LTSN com dependência angular contínua, para avaliar o fluxo angular nas M direções discretas referentes a uma malha fina (M grande). São apresentadas simulações numéricas que ilustram a capacidade desse método, denotado por MGLTSMN , no que diz respeito à redução do esforço computacional na aproximação da solução para problemas que requerem elevadas ordens de quadratura e alto grau de anisotropia.

Analysis of contagion from the constant conditional correlation model with Markov regime switching

Over the last decades, the analysis of the transmissions of international nancial events has become the subject of many academic studies focused on multivariate volatility models volatility. The goal of this study is to evaluate the nancial contagion between stock market returns. The econometric approach employed was originally presented by Pelletier (2006), named Regime Switching Dynamic Correlation (RSDC). This methodology involves the combination of Constant Conditional Correlation Model (CCC) proposed by Bollerslev (1990) with Markov Regime Switching Model suggested by Hamilton and Susmel (1994). A modi cation was made in the original RSDC model, the introduction of the GJR-GARCH model formulated in Glosten, Jagannathan e Runkle (1993), on the equation of the conditional univariate variances to allow asymmetric e ects in volatility be captured. The database was built with the series of daily closing stock market indices in the United States (SP500), United Kingdom (FTSE100), Brazil (IBOVESPA) and South Korea (KOSPI) for the period from 02/01/2003 to 09/20/2012. Throughout the work the methodology was compared with others most widespread in the literature, and the model RSDC with two regimes was de ned as the most appropriate for the selected sample. The set of results provide evidence for the existence of nancial contagion between markets of the four countries considering the de nition of nancial contagion from the World Bank called very restrictive. Such a conclusion should be evaluated carefully considering the wide diversity of de nitions of contagion in the literature.

Speculative bubbles and contagion: analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model

Revendo a definição e determinação de bolhas especulativas no contexto de contágio, este estudo analisa a bolha do DotCom nos mercados acionistas americanos e europeus usando o modelo de correlação condicional dinâmica (DCC) proposto por Engle e Sheppard (2001) como uma explicação econométrica e, por outro lado, as finanças comportamentais como uma explicação psicológica. Contágio é definido, neste contexto, como a quebra estatística nos DCC’s estimados, medidos através das alterações das suas médias e medianas. Surpreendentemente, o contágio é menor durante bolhas de preços, sendo que o resultado principal indica a presença de contágio entre os diferentes índices dos dois continentes e demonstra a presença de alterações estruturais durante a crise financeira.

Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

Estimates of genetic parameters for visual scores and their correlation with production and reproductive traits in Brahman cattle

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

Mineralogy of the clay fraction of alfisols in two slope curvatures: IV - spatial correlation with physical properties

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

Intraocular pressure and its correlation with blood gas parameters in crested caracaras (Caracara plancus) anesthetized with isoflurane and sevoflurane

Avaliou-se a pressão intra-ocular (PIO) e estimaram-se as correlações entre PIO e pressão de dióxido de carbono (PaCO2) e pH arterial de cinco caracarás (Caracara plancus), anestesiados com isofluorano (ISO) ou sevofluorano (SEV). Valores basais da PIO foram aferidos em ambos os olhos (M0). Cateterizou-se previamente a artéria braquial para obtenção de parâmetros hemogasométricos e cardiorrespiratórios. Anestesia foi induzida com ISO a 5V% e mantida por 40 minutos com 2,5V%. PIO e amostras de sangue foram avaliadas em diferentes momentos até o final do procedimento. Após recuperação, uma segunda anestesia foi realizada com SEV a 6% e mantida com 3,5%. Os parâmetros foram aferidos nos mesmos momentos estabelecidos previamente. A PIO decresceu significativamente (P=0,012) de M0 em todos os momentos e não houve diferença estatística entre ISO e SEV. Correlações significativas entre PIO e PaCO2 e entre PIO e pH sangüíneo foram observadas apenas para a anestesia com SEV. O pH sangüíneo decresceu paralelamente a PIO, enquanto a PaCO2 aumentou, em carcarás anestesiados com isofluorano e sevofluorano.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

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

Fractal correlation of heart rate variability in obese children

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

Fractal correlation property of heart rate variability in chronic obstructive pulmonary disease

Background: It was reported that autonomic nervous system function is altered in subjects with chronic obstructive pulmonary disease (COPD). We evaluated short-and long-term fractal exponents of heart rate variability (HRV) in COPD subjects.Patients and methods: We analyzed data from 30 volunteers, who were divided into two groups according to spirometric values: COPD (n = 15) and control (n = 15). For analysis of HRV indices, HRV was recorded beat by beat with the volunteers in the supine position for 30 minutes. We analyzed the linear indices in the time (SDNN [standard deviation of normal to normal] and RMSSD [root-mean square of differences]) and frequency domains (low frequency [LF], high frequency [HF], and LF/HF), and the short-and long-term fractal exponents were obtained by detrended fluctuation analysis. We considered P < 0.05 to be a significant difference.Results: COPD patients presented reduced levels of all linear exponents and decreased short-term fractal exponent (alpha-1: 0.899 +/- 0.18 versus 1.025 +/- 0.09, P = 0.026). There was no significant difference between COPD and control groups in alpha-2 and alpha-1/alpha-2 ratio.Conclusion: COPD subjects present reduced short-term fractal correlation properties of HRV, which indicates that this index can be used for risk stratification, assessment of systemic disease manifestations, and therapeutic procedures to monitor those patients.

Altered expression of the costimulatory molecules CD80, CD86, CD152, PD-1 and ICOS on T-cells from paracoccidioidomycosis patients: Lack of correlation with T-cell hyporesponsiveness

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

BUBR1 expression in benign oral lesions and squamous cell carcinomas: Correlation with human papillomavirus

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Correlation between the fighting rates of REM sleep-deprived rats and susceptibility to the 'wild running' of audiogenic seizures

Sleep-deprived rats exhibit defensive fighting as well as explosive flights very similar to the wild-running of audiogenic seizures. In order to determine why sleep deprivation is a common factor that facilitates both panic and convulsive manifestations, the present study was undertaken to investigate whether rats that display sleep deprivation-induced fighting (SDIF) are the same as those that are susceptible to audiogenic wild-running (WR). Twenty-eight male adult Wistar rats were divided into two groups assigned to two e-sleep deprivation for 5 days and had their SDIF evaluated in social experimental schemes. In the first, 18 subjects were submitted to REM grouping. After 1 week for recovery, their susceptibility to WR was tested in an acoustic stimulation trial ( 104 dB, 200 Hz, 60 S). Rats that did not present WR received a lactate infusion and were tested again by acoustic stimulation 40 min later. In the second experimental scheme, 10 subjects were initially evaluated for WR susceptibility and the number of SDIF was recorded in social grouping after I week. Three categories of WR-susceptibility were determined: WR-sensitive rats, intermediate WR-sensitive rats and WR-insensitive rats. T'he number of SDIF in each category was significantly different and there was a high positive correlation (r=0.89; Spearman test) between the number of SDIF and the level of WR-susceptibility. We conclude that the reasons why sleep deprivation exerts facilitatory effects on both panic and convulsive manifestations are due to overlappings of neural pathways responsible for both behavioral patterns and for the property of sleep deprivation to increase neuronal excitability. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Um estudo sobre o momentum angular total de estrelas com planetas

Since Michel Mayor and his student Didier Queloz s pioneer announcement, in 1995, of the existence of a planet orbiting the star 51 Peg, up to present date, 695 extrasolar planets orbiting stars of spectral type F, G, K and M have been discovered. A study on the behavior of the total angular momentum of the planetary systems known up to present date becomes relevant when we know that about 98% of the angular momentum of the solar system is associated with the planets, although they represent only 0.15 percent of the mass of the whole system. In this dissertation we study the behavior of stellar angular momentum, orbital angular momentum and total angular momentum in a sample of 282 stars harboring planets, including 40 multiple systems. We observed that planetary systems containing more than one known planet have both higher orbital angular momentum and total angular momentum compared to those who have only one planet. This analysis shows that multiplanet systems tend to have higher momenta, suggesting that the planets in such systems that contribute to the greater portion momenta have been found. Thus, planetary systems with lower values for the momenta represent the best candidates to the discovery of new planets

Experimental study of the moment of inertia of a cone - angular variation and inertia ellipsoid

In this paper, an experimental set-up which differs from the traditional ones is established in order to determine the moment of inertia of a right circular cone. Its angular variation and inertia ellipsoid are determined by means of an experimental study. In addition, a system that allows for the evaluation of the angular acceleration and torque through electric current or frequency measurement is utilized.