Formulação LTSn para problemas de transporte sem simetria azimutal e problemas dependentes do tempo

Neste trabalho, estendemos, de forma analítica, a formulação LTSN à problemas de transporte unidimensionais sem simetria azimutal. Para este problema, também apresentamos a solução com dependência contínua na variável angular, a partir da qual é estabelecido um método iterativo de solução da equação de transporte unidimensional. Também discutimos como a formulação LTSN é aplicada na resolução de problemas de transporte unidimensionais dependentes do tempo, tanto de forma aproximada pela inversão numérica do fluxo transformado na variável tempo, bem como analiticamente, pela aplicação do método LTSNnas equações nodais. Simulações numéricas e comparações com resultados disponíveis na literatura são apresentadas.

Ataques especulativos sobre dívidas e regimes monetários

A tese pretende conhecer de forma profunda a metodologia de ataques especulativos sobre dívidas, desenvolvida por Cole e Kehoe (1996), e tem três objetivos principais: (i) aplicá-la a outros países, além do México, que é feito na versão original; (ii) entender a opção de um país dolarizar, em relação à alternativa de manter sua moeda local, quando a economia depende da entrada de capitais financeiros internacionais; e (iii) estudar a união monetária como uma terceira alternativa de regime monetário, em comparação com a dolarização e o regime de moeda local. O modelo de crises da dívida de Cole-Kehoe é aplicado às economias da Coréia, da Rússia e do Brasil. Modifica-se este modelo para incluir dívida denominada em moeda local, que é totalmente adquirida pelos consumidores nacionais e que dá ao governo a possibilidade de obter receitas por meio da cobrança de um imposto inflacionário sobre estes ativos. As receitas obtidas desta forma podem ser utilizadas para pagar os banqueiros internacionais e evitar uma crise da dívida externa, que ocorreria, em caso contrário. Considera-se também, neste caso, que o banco central possa estar sujeito a pressões de seu governo para gerar estas receitas. Analogamente, para representar um país pertencente a uma união monetária, inclui-se dívida denominada em moeda comum e um governo central no modelo original. A política monetária da união está subordinada à decisão conjunta de todos os países membros. Supõe-se também que o banco central da união possa sofrer pressões políticas de alguns governos nacionais sem disciplina fiscal e dispostos a obter receitas de imposto inflacionário sobre a dívida. Na dolarização, a política monetária está submetida a do banco central do país âncora e, portanto, não há possibilidade de o governo gerar receitas extraordinárias sobre a dívida, a menos que haja forte simetria dos choques que atingem a economia dolarizada e o país âncora. Considerando estas peculiaridades dos três regimes monetários, os níveis de bem-estar são caracterizados e avaliados numericamente para o Brasil. Além disso, obtém-se a política ótima do governo para a dívida em dólar, segundo os três regimes.

A impossível simetria : distinção, interdependência e poder na relação entre agricultores ecologistas e mediadores sociais

Esta dissertação analisa a relação entre agricultores ecologistas organizados em uma associação e mediadores sociais vinculados a uma ONG do Rio Grande do Sul. Parte-se da hipótese de que a construção da simetria pretendida nesta relação encobre interesses sobre os quais não se fala, mas que compõe as bases de uma disputa velada estruturada no espaço social no qual interagem agricultores e mediadores, entre outros agentes. Busca-se, a partir de dados empíricos, problematizar alguns elementos que estão ocultos ou que não são considerados relevantes, exatamente por estarem subjacentes à doxa que configura a relação em questão. Para isso, foram empregados conceitos como espaço social, capital, participação, mediação, interdependência e identidade. Trata-se, portanto, de evidenciar como se processa a relação de poder existente entre estes agentes dotados de volume e estrutura de capital diferenciados e de compreender como são constituídas as identidades do agricultor ecologista e do mediador social que estão envolvidos com esta proposta distinta de se fazer agricultura. Nesse sentido, a trajetória destes grupos, os agentes influentes nessa constituição, as disputas estabelecidas no campo das diferentes propostas de se fazer agricultura e os contextos onde se desenvolvem as relações são algumas das dimensões empíricas que foram consideradas para o desenvolvimento das análises contidas nessa dissertação. Assim, verificou-se que a pretensão, anunciada por certos agentes, de uma horizontalidade entre os agricultores ecologistas e os mediadores sociais é ilusória. A diversidade de interesses e de atuações que os mobilizam ao redor da agricultura ecológica geram disputas e, ao mesmo tempo, uma interdependência entre eles. Porém, a lógica desse jogo social está, em grande medida, determinada pelo agente de maior poder e, ainda que haja variações, são os mediadores sociais que mais produzem interferência no curso desse jogo. Ficou constatado, finalmente, que é nesse cenário de posições e contraposições, ação e reação, que vão se constituindo as fronteiras das identidades desses agentes e a realidade de suas relações.

Risk sharing and the household collective model

When the joint assumption of optimal risk sharing and coincidence of beliefs is added to the collective model of Browning and Chiappori (1998) income pooling and symmetry of the pseudo-Hicksian matrix are shown to be restored. Because these are also the features of the unitary model usually rejected in empirical studies one may argue that these assumptions are at odds with evidence. We argue that this needs not be the case. The use of cross-section data to generate price and income variation is based Oil a definition of income pooling or symmetry suitable for testing the unitary model, but not the collective model with risk sharing. AIso, by relaxing assumptions on beliefs, we show that symmetry and income pooling is lost. However, with usual assumptions on existence of assignable goods, we show that beliefs are identifiable. More importantly, if di:fferences in beliefs are not too extreme, the risk sharing hypothesis is still testable.

Essays on regulation and risk

In this thesis, we investigate some aspects of the interplay between economic regulation and the risk of the regulated firm. In the first chapter, the main goal is to understand the implications a mainstream regulatory model (Laffont and Tirole, 1993) have on the systematic risk of the firm. We generalize the model in order to incorporate aggregate risk, and find that the optimal regulatory contract must be severely constrained in order to reproduce real-world systematic risk levels. We also consider the optimal profit-sharing mechanism, with an endogenous sharing rate, to explore the relationship between contract power and beta. We find results compatible with the available evidence that high-powered regimes impose more risk to the firm. In the second chapter, a joint work with Daniel Lima from the University of California, San Diego (UCSD), we start from the observation that regulated firms are subject to some regulatory practices that potentially affect the symmetry of the distribution of their future profits. If these practices are anticipated by investors in the stock market, the pattern of asymmetry in the empirical distribution of stock returns may differ among regulated and non-regulated companies. We review some recently proposed asymmetry measures that are robust to the empirical regularities of return data and use them to investigate whether there are meaningful differences in the distribution of asymmetry between these two groups of companies. In the third and last chapter, three different approaches to the capital asset pricing model of Kraus and Litzenberger (1976) are tested with recent Brazilian data and estimated using the generalized method of moments (GMM) as a unifying procedure. We find that ex-post stock returns generally exhibit statistically significant coskewness with the market portfolio, and hence are sensitive to squared market returns. However, while the theoretical ground for the preference for skewness is well established and fairly intuitive, we did not find supporting evidence that investors require a premium for supporting this risk factor in Brazil.

As normas de observância obrigatória nas Constituições Estaduais à luz do Supremo Tribunal Federal

Este trabalho objetiva verificar se o Supremo Tribunal Federal possui ou não posicionamento sedimentado sobre as normas de observância obrigatória da Constituição Federal nas Constituições Estaduais, quais são os temas mais recorrentes nos seus julgados e os princípios utilizados como fundamento dessas decisões. Inicialmente, há uma análise doutrinária sobre os princípios que procuram conceituar, estabelecer e classificar as normas de observância obrigatória. Adiante está a ampla pesquisa jurisprudencial sobre os temas mais recorrentes e que envolvem diretamente as normas de reprodução obrigatória. Por fim, foi feito um estudo doutrinário sobre os princípios constitucionais utilizados como principais argumentos pelos Ministros do Supremo Tribunal Federal para definir se uma norma é ou não de reprodução obrigatória.

Duality with time-changed Lévy processes

In this paper we study the pricing problem of derivatives written in terms of a two dimensional time{changed L¶evy processes. Then, we examine an existing relation between prices of put and call options, of both the European and the American type. This relation is called put{call duality. It includes as a particular case, the relation known as put{call symmetry. Necessary and su±cient conditions for put{call symmetry to hold are shown, in terms of the triplet of local charac- teristic of the Time{changed L¶evy process. In this way we extend the results obtained in Fajardo and Mordecki (2004) to the case of time{changed Lévy processes.

Retinal nerve fiber layer analysis using GDx® in 49 patients with chronic phase DUSN

To describe retinal nerve fiber layer changes in late-stage diffuse unilateral subacute neuroretinitis eyes and compare these results with healthy eyes observed through nerve fiber analyzer (GDx®). Methods: This is a retrospective case-control study in which 49 eyes in late-stage diffuse unilateral subacute neuroretinitis were examined from May/97 to December/ 01. First, eyes with diffuse unilateral subacute neuroretinitis and healthy contralateral eyes (Control Group I) were statistically matched. Subsequently, eyes with diffuse unilateral subacute neuroretinitis were compared with eyes of healthy patients (Control Group II). Results: Eyes from Control Groups I and II had higher relative frequency of “within normal limits” status. Eyes from the diffuse unilateral subacute neuroretinitis (DUSN) Group had higher frequency of “outside normal limits” and “borderline” status. Control Groups I and II had absolute values different from the DUSN Group regarding all parameters (p<0.05), except for Symmetry in Control Groups I and II, Average thickness and Superior Integral in control group II. Conclusion: Patients with late-stage diffuse unilateral subacute neuroretinitis presented presumed decrease in nerve fiber layer thickness shown by GDx®. Retinal zones with larger vascular support and larger amount of nerve fibers presented higher decrease in the delay of the reflected light measured by the nerve fiber analyzer

Análise da sobre-reação e sub-reação nos ativos de primeira e segunda lina do mercado acionário brasileiro

The Behavioral Finance develop as it is perceived anomalies in these markets efficient. This fields of study can be grouped into three major groups: heuristic bias, tying the shape and inefficient markets. The present study focuses on issues concerning the heuristics of representativeness and anchoring. This study aimed to identify the then under-reaction and over-reaction, as well as the existence of symmetry in the active first and second line of the Brazilian stock market. For this, it will be use the Fuzzy Logic and the indicators that classify groups studied from the Discriminant Analysis. The highest present, indicator in the period studied, was the Liabilities / Equity, demonstrating the importance of the moment to discriminate the assets to be considered "winners" and "losers." Note that in the MLCX biases over-reaction is concentrated in the period of financial crisis, and in the remaining periods of statistically significant biases, are obtained by sub-reactions. The latter would be in times of moderate levels of uncertainty. In the Small Caps the behavioral responses in 2005 and 2007 occur in reverse to those observed in the Mid-Large Cap. Now in times of crisis would have a marked conservatism while near the end of trading on the Bovespa speaker, accompanied by an increase of negotiations, there is an overreaction by investors. The other heuristics in SMLL occurred at the end of the period studied, this being a under-reaction and the other a over-reaction and the second occurring in a period of financial-economic more positive than the first. As regards the under / over-reactivity in both types, there is detected a predominance of either, which probably be different in the context in MLCX without crisis. For the period in which such phenomena occur in a statistically significant to note that, in most cases, such phenomena occur during the periods for MLCX while in SMLL not only biases are less present as there is no concentration of these at any time . Given the above, it is believed that while detecting the presence of bias behavior at certain times, these do not tend to appear to a specific type or heuristics and while there were some indications of a seasonal pattern in Mid- Large Caps, the same behavior does not seem to be repeated in Small Caps. The tests would then suggest that momentary failures in the Efficient Market Hypothesis when tested in semistrong form as stated by Behavioral Finance. This result confirms the theory by stating that not only rationality, but also human irrationality, is limited because it would act rationally in many circumstances

Síntese, estudo cinético e análise microestrutural do sistema cério-níquel obtido pelo método pechini

The cerium oxide has a high potential for use in removing pollutants after combustion, removal of organic matter in waste water and the fuel-cell technology. The nickel oxide is an attractive material due to its excellent chemical stability and their optical properties, electrical and magnetic. In this work, CeO2-NiO- systems on molars reasons 1:1(I), 1:2(II) e 1:3(III) metal-citric acid were synthesized using the Pechini method. We used techniques of TG / DTG and ATD to monitor the degradation process of organic matter to the formation of the oxide. By thermogravimetric analysis and applying the dynamic method proposed by Coats-Redfern, it was possible to study the reactions of thermal decomposition in order to propose the possible mechanism by which the reaction takes place, as well as the determination of kinetic parameters as activation energy, Ea, pre-exponential factor and parameters of activation. It was observed that both variables exert a significant influence on the formation of complex polymeric precursor. The model that best fitted the experimental data in the dynamic mode was R3, which consists of nuclear growth, which formed the nuclei grow to a continuous reaction interface, it proposes a spherical symmetry (order 2 / 3). The values of enthalpy of activation of the system showed that the reaction in the state of transition is exothermic. The variables of composition, together with the variable temperature of calcination were studied by different techniques such as XRD, IV and SEM. Also a study was conducted microstructure by the Rietveld method, the calculation routine was developed to run the package program FullProf Suite, and analyzed by pseudo-Voigt function. It was found that the molar ratio of variable metal-citric acid in the system CeO2-NiO (I), (II), (III) has strong influence on the microstructural properties, size of crystallites and microstrain network, and can be used to control these properties

Corn (Zea mays L.) cultivars tolerance to nicosulfuron

The effects of nicosulfuron on morphological, yield and growth characteristics and the histological modifications in the leaf blade were evaluated for eight corn cultivars: landrace popcorn, ESALQ-popcorn, Piranao, DSCC-Architecture, ESALQ VF7, ESALQ VD8, JAB 01F and JAB 02D. The experimental de sign was a randomized complete block with three replications in a factorial arrangement. Plots were four rows wide and 6.00m long with 0.90m spacing between rows and 0.20m between plants. Nicosulfuron was applied at the dose of 160 g a.i.ha(-1), when the plants was 25 cm high and has 5-6 expanded leaves. Nicosulfuron significantly reduced plant height at silking and the Final plant stand. There was also a significant reduction for plant height at 47 clays after sowing, for number of leaves, ear position. ear height, grain yield, ear weight and total number of ears due to nicosulfuron. The cultivars JAB 01 and JAB 02 were the least affected by the herbicide with similar yields to those of the control group, showing good tolerance to nicosulfuron. The leaves injury symptoms for all the studied cultivars consisted of chlorosis and puckering of the blades from the expanding central leaves of the plant at 7 days after application. Anatomical alterations in the epidermis due to the herbicide consisted of an increase in number and size of the bulliform cells and in the suppression of the epidermal cells in the epidermis and in the nearby of the vascular bundles. Some parenchymatic cells became voluminous and devoid of chloroplasts. SEM examination revealed a loss of bilateral symmetry of the stomata and disappearance of the subsidiary cells from the stomata near the midrib at the adaxial surface.

Lévi-Strauss Mitológicas: Mito e música entre o largo e o prestíssimo

This study was elaborated based on our research of the work Mithologiques by the anthropologist Claude Lévi-Strauss (1908-2009), which affirms that languages, indigenous myths and music are related. He proposes that the understanding of myths occurs in a similar manner as with an orchestral score. In the course of his tetralogy we investigated the musical terms used in the analysis and in the division of the chapters, especially in the first volume of his work. Several compositional procedures and forms are named. Composers in pairs are categorized: Sebastian Bach for the code, Ludwig van Beethoven for the message, and Richard Wagner for the myths. In this deduction, we structured in parts: theme and variations, sonata and fugue with the aforementioned composers. Within the greatness of anthropological study, from among over 800 myths, we selected the first five of the indigenous tribe Bororo to discuss within the Theme and Variation segment. In the Sonata part there are two myths with the same theme: The wife of the jaguar which relates to the compositional structure, and four myths about The origin of women. Finally, in the segment related to the Fugue, we collected four myths that address The shortness of life. Honoring the many terms expressed in opposition, contrast, or symmetry under consideration in Levi-Strauss work, we entitled this thesis emphasizing the migration between the tempos Largo and Prestíssimo as these are oppositional presentations in music. Fifteen musical myths accompany the work supported by selected narratives. In light of this we questioned, we questioned: how are incest, murder and other events part of a society that elevates nature as an extension of life itself? And how did Lévi-Strauss think that anthropology harmonized with music? In the preparation of this study, philosophers like Peter Sloterdijk discuss the circular territory of Mythology

Distribución volumétrica, simetría del chorro y diámetro de gotas de las boquillas TF-VS2

El conocimiento de las características de las diferentes boquillas de pulverización tiene una importancia imprescindible para la adecuada y correcta recomendación de su uso. El objetivo de este trabajo fue determinar el espaciamiento máximo en la barra horizontal de pulverización, la simetría del chorro y el diámetro de gotas en boquillas de pulverización TF-VS2. El trabajo fue realizado en mesa de deposición, en donde fueron utilizadas las presiones de 100, 200 y 300 kPa en las alturas de trabajo de 40 y 50 cm. La simetría del chorro fue determinada en función de dos metodologías (empírica y trigonométrica). También se determinó el tamaño de las gotas, utilizando el método de difracción de rayos laser, en función de dos caldos de pulverización constituidos por agua y por agua con adyuvante en las tres presiones de trabajo ya descritas. Los espaciamientos máximos entre las boquillas en la barra de pulverización no pueden rebasar los 70 y 82 cm, admitiéndose el CV de un 10% para las alturas de 40 y de 50 cm respectivamente. La mayor presión proporcionó el menor diámetro mediano volumétrico (DMV) y la peor uniformidad de gotas, además del mayor porcentaje de gotas susceptibles a deriva, así como también aumentó la simetría entre los chorros.

Chromatin and morphometry alterations of bovine sperm head after Percoll (TM) density gradient centrifugation

The aim of this work was to assess the morphometry and chromatin integrity of bovine sperm head after a three layers discontinuous Percoll (TM) density gradient centrifugation. Frozen semen doses were obtained from six bulls of different breeds, including three taurine and three Zebu animals. Three ejaculates per bull were evaluated. The semen doses were thawed and two smears were made from each sample before (control) and after the Percoll (TM) centrifugation (Percoll (TM) group). The smears were stained with toluidine blue and grayscale digital images were captured and processed in Scilab environment software. It was observed that chromatin heterogeneity was reduced (P<0.05) and chromatin decondensation was increased (P<0.05) after the Percollm treatment utilized. In addition, it was observed that sperm head length was higher (P<0.05) and the side symmetry was lower (P<0.05) in centrifuged sperm cells. When analyzed separately by subspecies, it was observed that the decrease (P<0.05) in chromatin heterogeneity and the increase (P<0.05) in chromatin decondensation occurred in Zebu sperm heads. In addition, the length and the width:length ratio of sperm heads was affected by Percoll (TM) centrifugation in Zebu semen. In conclusion, the three layers discontinuous Percoll (TM) centrifugation increased the chromatin decondensation and the morphometric alterations of frozen-thawed bovine semen. However, the real implication of these findings in fertility rates of centrifuged sperm must be investigated. (C) 2011 Elsevier B.V. All rights reserved.