Indirect likelihood inference (revised)

Standard indirect Inference (II) estimators take a given finite-dimensional statistic, Z_{n} , and then estimate the parameters by matching the sample statistic with the model-implied population moment. We here propose a novel estimation method that utilizes all available information contained in the distribution of Z_{n} , not just its first moment. This is done by computing the likelihood of Z_{n}, and then estimating the parameters by either maximizing the likelihood or computing the posterior mean for a given prior of the parameters. These are referred to as the maximum indirect likelihood (MIL) and Bayesian Indirect Likelihood (BIL) estimators, respectively. We show that the IL estimators are first-order equivalent to the corresponding moment-based II estimator that employs the optimal weighting matrix. However, due to higher-order features of Z_{n} , the IL estimators are higher order efficient relative to the standard II estimator. The likelihood of Z_{n} will in general be unknown and so simulated versions of IL estimators are developed. Monte Carlo results for a structural auction model and a DSGE model show that the proposed estimators indeed have attractive finite sample properties.

Uma perspectiva computacional sobre catálise enzimática

Enzymes are extremely efficient catalysts. Here, part of the mechanisms proposed to explain this catalytic power will be compared to quantitative experimental results and computer simulations. Influence of the enzymatic environment over species along the reaction coordinate will be analysed. Concepts of transition state stabilisation and reactant destabilisation will be confronted. Divided site model and near-attack conformation hypotheses will also be discussed. Molecular interactions such as covalent catalysis, general acid-base catalysis, electrostatics, entropic effects, steric hindrance, quantum and dynamical effects will also be analysed as sources of catalysis. Reaction mechanisms, in particular that catalysed by protein tyrosine phosphatases, illustrate the concepts.

Efficient synthesis of benzothiazine and acrylamide compounds

This article describes the synthesis of the new (2Z)-2-(4-methoxybenzylidene)-6-nitro-4H -benzo[1,4]thiazin-3-one, (2Z)-2-(4-methoxybenzylidene)-4-methyl-6-nitro-4H-benzo[1,4]thiazin-3-one, (2Z)-6-amino-2-(4-methoxybenzylidene)-4H -benzo[1,4]thiazin-3-one, (2Z)-6-butylamino-2-(4-methoxybenzylidene)-4-methyl-4H-benzo[1,4]-thiazin-3-one and (2E)-N-alkyl-N-(2-hydroxy-5-nitrophenyl)-3-phenylacrylamides and the spectroscopic data. The arylidenebenzothiazine compounds were prepared using the Knoevenagel condensation with substituted benzaldehydes in the presence of sodium methoxide in DMF. The presence of a nitro substituent in the 4-position, water and a slightly acid reaction medium in this condensation caused the rupture of the benzothiazine ring and subsequent formation of the phenylacrylamide compounds. A crystallographic data was presented for (2E)-3-(4-bromophenyl)-N-dodecyl-N -(2-hydroxy-5-nitrophenyl) acrylamide.

H3PW12O40 (HPA), an efficient and reusable catalyst for biodiesel production related reactions: esterification of oleic acid and etherification of glycerol

In esterification of oleic acid with methanol at 25 °C HPA displayed the highest activity. Moreover the HPA could be reused after being transformed into its cesium salt. In the reaction of etherification of glycerol HPA and Amberlyst 35W showed similar initial activity levels. The results of acid properties demonstrate that HPA is a strong protonic acid and that both surface and bulk protons contribute to the acidity. Because of its strong affinity for polar compounds, HPA is also seemingly dissolved in both oleic acid and methanol. The reaction in this case proceeds with the catalyst in the homogenous phase.

Efficient synthesis of sulfonamide derivatives on solid supports catalyzed using solvent-free and microwave-assisted methods

In this work we report the synthesis of sulfonamide derivatives using a conventional procedure and with solid supports, such as silica gel, florisil, alumina, 4Å molecular sieves, montmorillonite KSF, and montmorillonite K10 using solvent-free and microwave-assisted methods. Our results show that solid supports have a catalytic activity in the formation of sulfonamide derivatives. We found that florisil, montmorillonite KSF, and K10 could be used as inexpensive alternative catalysts that are easily separated from the reaction media. Additionally, solvent-free and microwave-assisted methods were more efficient in reducing reaction time and in increasing yield.

Simple, mild, and highly efficient synthesis of 2-substituted benzimidazoles and bis-benzimidazoles

A new convenient method for preparation of 2-substituted benzimidazoles and bis-benzimidazoles is presented. In this method, o-phenylenediamines were condensed with bisulfite adducts of various aldehydes and di-aldehydes under neat conditions by microwave heating. The results were also compared with results of synthesis by conventional heating under reflux. Structures of the products were confirmed by infrared, ¹H- and 13C-NMR spectroscopy. Short reaction times, good yields, easy purification of products, and mild reaction conditions are the main advantages of this method.

TUNGSTOPHOSPHORIC ACID HETEROGENIZED ONTO NH4ZSM5 AS AN EFFICIENT AND RECYCLABLE CATALYST FOR THE PHOTOCATALYTIC DEGRADATION OF DYES

Materials based on tungstophosphoric acid (TPA) immobilized on NH4ZSM5 zeolite were prepared by wet impregnation of the zeolite matrix with TPA aqueous solutions. Their concentration was varied in order to obtain TPA contents of 5%, 10%, 20%, and 30% w/w in the solid. The materials were characterized by N2 adsorption-desorption isotherms, XRD, FT-IR, 31P MAS-NMR, TGA-DSC, DRS-UV-Vis, and the acidic behavior was studied by potentiometric titration with n-butylamine. The BET surface area (SBET) decreased when the TPA content was raised as a result of zeolite pore blocking. The X-ray diffraction patterns of the solids modified with TPA only presented the characteristic peaks of NH4ZSM5 zeolites, and an additional set of peaks assigned to the presence of (NH4)3PW12O40. According to the Fourier transform infrared and 31P magic angle spinning-nuclear magnetic resonance spectra, the main species present in the samples was the [PW12O40]3- anion, which was partially transformed into the [P2W21O71]6- anion during the synthesis and drying steps. The thermal stability of the NH4ZSM5TPA materials was similar to that of their parent zeolites. Moreover, the samples with the highest TPA content exhibited band gap energy values similar to those reported for TiO2. The immobilization of TPA on NH4ZSM5 zeolite allowed the obtention of catalysts with high photocatalytic activity in the degradation of methyl orange dye (MO) in water, at 25 ºC. These can be reused at least three times without any significant decrease in degree of degradation.

Ba-DOPED ZnO MATERIALS: A DFT SIMULATION TO INVESTIGATE THE DOPING EFFECT ON FERROELECTRICITY

ZnO is a semiconductor material largely employed in the development of several electronic and optical devices due to its unique electronic, optical, piezo-, ferroelectric and structural properties. This study evaluates the properties of Ba-doped wurtzite-ZnO using quantum mechanical simulations based on the Density Functional Theory (DFT) allied to hybrid functional B3LYP. The Ba-doping caused increase in lattice parameters and slight distortions at the unit cell angle in a wurtzite structure. In addition, the doping process presented decrease in the band-gap (Eg) at low percentages suggesting band-gap engineering. For low doping amounts, the wavelength characteristic was observed in the visible range; whereas, for middle and high doping amounts, the wavelength belongs to the Ultraviolet range. The Ba atoms also influence the ferroelectric property, which is improved linearly with the doping amount, except for doping at 100% or wurtzite-BaO. The ferroelectric results indicate the ZnO:Ba is an strong option to replace perovskite materials in ferroelectric and flash-type memory devices.

A comparison of electricity spot prices simulation using ARMA-GARCH and mean-reverting models

The aim of this work is to compare two families of mathematical models for their respective capability to capture the statistical properties of real electricity spot market time series. The first model family is ARMA-GARCH models and the second model family is mean-reverting Ornstein-Uhlenbeck models. These two models have been applied to two price series of Nordic Nord Pool spot market for electricity namely to the System prices and to the DenmarkW prices. The parameters of both models were calibrated from the real time series. After carrying out simulation with optimal models from both families we conclude that neither ARMA-GARCH models, nor conventional mean-reverting Ornstein-Uhlenbeck models, even when calibrated optimally with real electricity spot market price or return series, capture the statistical characteristics of the real series. But in the case of less spiky behavior (System prices), the mean-reverting Ornstein-Uhlenbeck model could be seen to partially succeeded in this task.

A risk infection simulation model for fusarium head blight of wheat

Fusarium Head Blight (FHB) is a disease of great concern in wheat (Triticum aestivum). Due to its relatively narrow susceptible phase and environmental dependence, the pathosystem is suitable for modeling. In the present work, a mechanistic model for estimating an infection index of FHB was developed. The model is process-based driven by rates, rules and coefficients for estimating the dynamics of flowering, airborne inoculum density and infection frequency. The latter is a function of temperature during an infection event (IE), which is defined based on a combination of daily records of precipitation and mean relative humidity. The daily infection index is the product of the daily proportion of susceptible tissue available, infection frequency and spore cloud density. The model was evaluated with an independent dataset of epidemics recorded in experimental plots (five years and three planting dates) at Passo Fundo, Brazil. Four models that use different factors were tested, and results showed all were able to explain variation for disease incidence and severity. A model that uses a correction factor for extending host susceptibility and daily spore cloud density to account for post-flowering infections was the most accurate explaining 93% of the variation in disease severity and 69% of disease incidence according to regression analysis.

3D Stripixel Detectors Simulation

Solid-state silicon detectors have replaced conventional ones in almost all recent high-energy physics experiments. Pixel silicon sensors don't have any alternative in the area near the interaction point because of their high resolution and fast operation speed. However, present detectors hardly withstand high radiation doses. Forthcoming upgrade of the LHC in 2014 requires development of a new generation of pixel detectors which will be able to operate under ten times increased luminosity. A planar fabrication technique has some physical limitations; an improvement of the radiation hardness will reduce sensitivity of a detector. In that case a 3D pixel detector seems to be the most promising device which can overcome these difficulties. The objective of this work was to model a structure of the 3D stripixel detector and to simulate electrical characteristics of the device. Silvaco Atlas software has been used for these purposes. The structures of single and double sided dual column detectors with active edges were described using special command language. Simulations of these detectors have shown that electric field inside an active area has more uniform distribution in comparison to the planar structure. A smaller interelectrode space leads to a stronger field and also decreases the collection time. This makes the new type of detectors more radiation resistant. Other discovered advantages are the lower full depletion voltage and increased charge collection efficiency. So the 3D stripixel detectors have demonstrated improved characteristics and will be a suitable replacement for the planar ones.

Induction Motor Drive Energy Efficiency - Simulation and Analysis

A coupled system simulator, based on analytical circuit equations and a finite element method (FEM) model of the motor has been developed and it is used to analyse a frequency-converterfed industrial squirrel-cage induction motor. Two control systems that emulate the behaviour of commercial direct-torque-controlled (DTC) and vector-controlled industrial frequency converters have been studied, implemented in the simulation software and verified by extensive laboratory tests. Numerous factors that affect the operation of a variable speed drive (VSD) and its energy efficiency have been investigated, and their significance in the simulation of the VSD results has been studied. The dependency of the frequency converter, induction motor and system losses on the switching frequency is investigated by simulations and measurements at different speeds for both the vector control and the DTC. Intensive laboratory measurements have been carried out to verify the simulation results.