Zenith angle distributions at Super-Kamiokande and SNO and the solution of the solar neutrino problem

We have performed a detailed study of the zenith angle dependence of the regeneration factor and distributions of events at SNO and SK for different solutions of the solar neutrino problem. In particular, we discuss the oscillatory behavior and the synchronization effect in the distribution for the LMA solution, the parametric peak for the LOW solution, etc. A physical interpretation of the effects is given. We suggest a new binning of events which emphasizes the distinctive features of the zenith angle distributions for the different solutions. We also find the correlations between the integrated day-night asymmetry and the rates of events in different zenith angle bins. The study of these correlations strengthens the identification power of the analysis.

Experimental evidences for universality of acoustic emission avalanche distributions during structural transitions

Acoustic emission avalanche distributions are studied in different alloy systems that exhibit a phase transition from a bcc to a close-packed structure. After a small number of thermal cycles through the transition, the distributions become critically stable (exhibit power-law behavior) and can be characterized by an exponent alpha. The values of alpha can be classified into universality classes, which depend exclusively on the symmetry of the resulting close-packed structure.

Distributions of avalanches in martensitic transformations

An experimental study of the acoustic emission generated during a martensitic transformation is presented. A statistical analysis of the amplitude and lifetime of a large number of signals has revealed power-law behavior for both magnitudes. The exponents of these distributions have been evaluated and, through independent measurements of the statistical lifetime to amplitude dependence, we have checked the scaling relation between the exponents. Our results are discussed in terms of current ideas on avalanche dynamics.

Performance of a reciprocal shaker in mechanical dispersion of soil samples for particle-size analysis

The dispersion of the samples in soil particle-size analysis is a fundamental step, which is commonly achieved with a combination of chemical agents and mechanical agitation. The purpose of this study was to evaluate the efficiency of a low-speed reciprocal shaker for the mechanical dispersion of soil samples of different textural classes. The particle size of 61 soil samples was analyzed in four replications, using the pipette method to determine the clay fraction and sieving to determine coarse, fine and total sand fractions. The silt content was obtained by difference. To evaluate the performance, the results of the reciprocal shaker (RSh) were compared with data of the same soil samples available in reports of the Proficiency testing for Soil Analysis Laboratories of the Agronomic Institute of Campinas (Prolab/IAC). The accuracy was analyzed based on the maximum and minimum values defining the confidence intervals for the particle-size fractions of each soil sample. Graphical indicators were also used for data comparison, based on dispersion and linear adjustment. The descriptive statistics indicated predominantly low variability in more than 90 % of the results for sand, medium-textured and clay samples, and for 68 % of the results for heavy clay samples, indicating satisfactory repeatability of measurements with the RSh. Medium variability was frequently associated with silt, followed by the fine sand fraction. The sensitivity analyses indicated an accuracy of 100 % for the three main separates (total sand, silt and clay), in all 52 samples of the textural classes heavy clay, clay and medium. For the nine sand soil samples, the average accuracy was 85.2 %; highest deviations were observed for the silt fraction. In relation to the linear adjustments, the correlation coefficients of 0.93 (silt) or > 0.93 (total sand and clay), as well as the differences between the angular coefficients and the unit < 0.16, indicated a high correlation between the reference data (Prolab/IAC) and results obtained with the RSh. In conclusion, the mechanical dispersion by the reciprocal shaker of soil samples of different textural classes was satisfactory. The results allowed recommending the use of the equipment at low agitation for particle size- analysis. The advantages of this Brazilian apparatus are its low cost, the possibility to simultaneously analyze a great number of samples using ordinary, easily replaceable glass or plastic bottles.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Physical properties and particle-size fractions of soil organic matter in crop-livestock integration

Crop-livestock integration represents an interesting alternative of soil management, especially in regions where the maintenance of cover crops in no-tillage systems is difficult. The objective of this study was to evaluate soil physical and chemical properties, based on the hypothesis that a well-managed crop-livestock integration system improves the soil quality and stabilizes the system. The experiment was set up in a completely randomized design, with five replications. The treatments were arranged in a 6 x 4 factorial design, to assess five crop rotation systems in crop-livestock integration, and native forest as reference of soil undisturbed by agriculture, in four layers (0.0-0.05; 0.05-0.10; 0.10-0.15 and 0.15-0.20 m). The crop rotation systems in crop-livestock integration promoted changes in soil physical and chemical properties and the effects of the different systems were mainly detected in the surface layer. The crops in integrated crop-livestock systems allowed the maintenance of soil carbon at levels equal to those of the native forest, proving the efficiency of these systems in terms of soil conservation. The systems influenced the environmental stability positively; the soil quality indicator mineral-associated organic matter was best related to aggregate stability.

Spatial correlations and cross sections of clusters in the A + B -> 0 reaction

We consider the distribution of cross sections of clusters and the density-density correlation functions for the A+B¿0 reaction. We solve the reaction-diffusion equations numerically for random initial distributions of reactants. When both reactant species have the same diffusion coefficients the distribution of cross sections and the correlation functions scale with the diffusion length and obey superuniversal laws (independent of dimension). For different diffusion coefficients the correlation functions still scale, but the scaling functions depend on the dimension and on the diffusion coefficients. Furthermore, we display explicitly the peculiarities of the cluster-size distribution in one dimension.

Oxygen consumption in collagenase-liberated rat adipocytes in relation to cell size and age.

Oxygen consumption of collagenase-liberated rat adipocytes was measured by two different techniques: a microspectrophotometric method using hemoglobin as indicator of respiration and a technique using the oxygen electrode. These two completely different techniques gave similar values for oxygen consumption. With the spectrophotometric method, the oxygen consumption of single fat cells was determined. A close positive correlation (r = greater than 0.90) between oxygen consumption and fat cell size was observed in each tissue examined. With the oxygen electrode technique, oxygen consumption of adipocyte suspensions from young (40 days, 180 g) and old (90 days, 480 g) rats was examined. Fat cells of the suspensions were separated into classes of different size by a flotation technique. A significant positive correlation between fat cell size and oxygen consumption was observed in both young (r = 0.88) and old (r = 0.95) rats. However, the slope was much steeper in young rats. At a cell weight of 0.1 microgram the oxygen consumption was 0.364 and 0.086 microL O2/10(6) cells/min-1 in young and old rats, respectively. In the literature, a number of separate metabolic pathways have been found to be related positively to fat cell size and negatively to age. We conclude that these scattered metabolic observations are in agreement with integrated data on energy expenditure as evaluated from oxygen consumption. Estimations of the energy expenditure of adipose tissue indicates that this tissue is responsible for about 1% and 0.5% of the total energy expenditure in young and old rats, respectively.

Topologies for poin distributions

The concepts of void and cluster for an arbitrary point distribution in a domain D are defined and characterized by some parameters such as volume, density, number of points belonging to them, shape, etc. After assigning a weight to each void and clusterwhich is a function of its characteristicsthe concept of distance between two point configurations S1 and S2 in D is introduced, both with and without the help of a lattice in the domain D. This defines a topology for the point distributions in D, which is different for the different characterizations of the voids and clusters.

Effect of the Glenosphere Position and Size on Reverse Shoulder Prostheses Mobility

Introduction: Several methods have already been proposed to improve the mobility of reversed prostheses (lateral or inferior displacement, increase of the glenosphere size). However, the effect of these design changes have only been evaluated on the maximal range of motion and were not related to activities of daily living (ADL). Our aim was thus to measure the effect of these design changes and to relate it to 4 typical ADL. Methods: CT data were used to reconstruct a accurate geometric model of the scapula and humerus. The Aequalis reversed prosthesis (Tornier) was used. The mobility of a healthy shoulder was compared to the mobility of 4 different reversed designs: 36 and 42 mm glenospheres diameters, inferior (4 mm) and lateral (3.2 mm) glenospheres displacements. The complete mobility map of the prosthesis was compared to kinematics measurement on healthy subjects for 4 ADL: 1) hand to contra lateral shoulder, 2) hand to mouth, 3) combing hair, 4) hand to back pocket. The results are presented as percentage of the allowed movement of the prosthestic shouder relative to the healthy shoulder, considered as the control group. Results: None of the tested designs allowed to recover a full mobility. The differences of allowed range of motion among each prosthetic designs appeared mainly in two of the 4 movements: hand to back pocket and hand to contra lateral shoulder. For the hand to back pocket, the 36 had the lowest mobility range, particularly for the last third of the movement. The 42 appeared to be a good compromise for all ADL activities. Conclusion: Reverse shoulder prostheses does not allow to recover a full range of motion compared to healthy shoulders, even for ADL. The present study allowed to obtain a complete 3D mobility map for several glenosphere positions and sizes, and to relate it to typical ADL. We mainly observed an improved mobility with inferior displacement and increased glenosphere size. We would suggest to use larger glenosphere, whenever it is possible.

Density matrices and momentum distributions in 3He-4He mixtures

We report variational calculations, in the hypernetted-chain (HNC)-Fermi-HNC scheme, of one-body density matrices and one-particle momentum distributions for 3He-4He mixtures described by a Jastrow correlated wave function. The 4He condensate fractions and the 3He strength poles are examined and compared with the Monte Carlo available results. The agreement has been found to be very satisfactory. Their density dependence is also studied.

An appropriate data set size for digital soil mapping in Erechim, Rio Grande do Sul, Brazil

Digital information generates the possibility of a high degree of redundancy in the data available for fitting predictive models used for Digital Soil Mapping (DSM). Among these models, the Decision Tree (DT) technique has been increasingly applied due to its capacity of dealing with large datasets. The purpose of this study was to evaluate the impact of the data volume used to generate the DT models on the quality of soil maps. An area of 889.33 km² was chosen in the Northern region of the State of Rio Grande do Sul. The soil-landscape relationship was obtained from reambulation of the studied area and the alignment of the units in the 1:50,000 scale topographic mapping. Six predictive covariates linked to the factors soil formation, relief and organisms, together with data sets of 1, 3, 5, 10, 15, 20 and 25 % of the total data volume, were used to generate the predictive DT models in the data mining program Waikato Environment for Knowledge Analysis (WEKA). In this study, sample densities below 5 % resulted in models with lower power of capturing the complexity of the spatial distribution of the soil in the study area. The relation between the data volume to be handled and the predictive capacity of the models was best for samples between 5 and 15 %. For the models based on these sample densities, the collected field data indicated an accuracy of predictive mapping close to 70 %.

Building predictive models of soil particle-size distribution

Is it possible to build predictive models (PMs) of soil particle-size distribution (psd) in a region with complex geology and a young and unstable land-surface? The main objective of this study was to answer this question. A set of 339 soil samples from a small slope catchment in Southern Brazil was used to build PMs of psd in the surface soil layer. Multiple linear regression models were constructed using terrain attributes (elevation, slope, catchment area, convergence index, and topographic wetness index). The PMs explained more than half of the data variance. This performance is similar to (or even better than) that of the conventional soil mapping approach. For some size fractions, the PM performance can reach 70 %. Largest uncertainties were observed in geologically more complex areas. Therefore, significant improvements in the predictions can only be achieved if accurate geological data is made available. Meanwhile, PMs built on terrain attributes are efficient in predicting the particle-size distribution (psd) of soils in regions of complex geology.