Acetylation of cellulose in LiCl-N,N-dimethylacetamide: first report on the correlation between the reaction efficiency and the aggregation number of dissolved cellulose

The acylation of three cellulose samples by acetic anhydride, Ac(2)O, in the solvent system LiCl/N,N-dimethylacetamide, DMAc (4 h, 110 A degrees C), has been revisited in order to investigate the dependence of the reaction efficiency on the structural characteristics of cellulose, and its aggregation in solution. The cellulose samples employed included microcrystalline, MCC; mercerized cotton linters, M-cotton, and mercerized sisal, M-sisal. The reaction efficiency expresses the relationship between the degree of substitution, DS, of the ester obtained, and the molar ratio Ac(2)O/AGU (anhydroglucose unit of the biopolymer); 100% efficiency means obtaining DS = 3 at Ac(2)O/AGU = 3. For all celluloses, the dependence of DS on Ac(2)O/AGU is described by an exponential decay equation: DS = DS(o) - Ae(-[(Ac2O/AGU)/B]); (A) and (B) are regression coefficients, and DS(o) is the calculated maximum degree of substitution, achieved under the conditions of each experiment. Values of (B) are clearly dependent on the cellulose employed: B((M-cotton)) > B((M-sisal)) > B((MCC)); they correlate qualitatively with the degree of polymerization of cellulose, and linearly with the aggregation number, N(agg), of the dissolved biopolymer, as calculated from static light scattering measurements: (B) = 1.709 + 0.034 N(agg). To our knowledge, this is the first report on the latter correlation; it shows the importance of the physical state of dissolved cellulose, and serves to explain, in part, the need to use distinct reaction conditions for MCC and fibrous celluloses, in particular Ac(2)O/AGU, time, temperature.

A family of autoregressive conditional duration models

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE transactions data, with special attention to IBM price durations. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.

A family of autoregressive conditional duration models

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE price duration data on the IBM stock. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.

Probabilidade implícita de default em debêntures do mercado brasileiro

O trabalho busca através de um exercício empírico, extrair as curvas de probabilidade implícita de default em debêntures brasileiras. A construção ocorre em duas etapas. O primeiro desafio é obter as estruturas a termo das debêntures brasileiras. Foi utilizada a revisão proposta por Diebold e Li (2006) do modelo de Nelson Siegel (1987) para construç o das ETTJs. A segunda etapa consiste em extrair a probabilidade de default utilizado a forma reduzida do modelo de Duffie e Singleton (1999). A fração de perda em caso de default foi considerada constante conforme estudo de Xu e Nencioni (2000). A taxa de decaimento também foi mantida constante conforme proposto por Diebold e Li (2006) e Araújo (2012). O exercício foi replicado para três datas distintas durante o ciclo de redução de juros no Brasil. Dentre os resultados desse estudo identificou-se que os agentes do mercado reduziram a probabilidade de default dos emissores durante esse período. A redução nos vértices mais curtos foi mais significativa do que em vértices mais longos.

Mineralização potencial e líquida de nitrogênio em solos

Os métodos de incubação de solo fornecem subsídios técnicos para a avaliação da mineralização e disponibilidade de N. Nesse sentido, os objetivos deste trabalho foram avaliar a mineralização potencial e líquida do N orgânico em solos e relacioná-la à disponibilidade de N para plantas. Amostras de 22 solos coletadas na camada arável (0 a 20 cm) foram submetidas à incubação em condições aeróbias a 35 °C, por 30 semanas, e anaeróbias a 40 °C, por sete dias, e utilizadas em experimento, em casa de vegetação, em que o milho foi a planta-teste. Durante a incubação por 30 semanas, houve aumento do N mineralizado na segunda semana, seguido de diminuição e estabilização a partir da quarta semana. Este comportamento resultou em ajuste do N mineralizado (Nm) ao modelo exponencial de decrescimento e do N mineralizado acumulado (Nmac) ao modelo exponencial de crescimento, a partir do qual foi possível calcular o N potencialmente mineralizável (N0). As quantidades de N0 refletiram a mineralização e a disponibilidade de N em longo prazo. Contudo, o Nmac apresentou maior grau de correlação com o N disponível medido pelas plantas (concentração de N e N acumulado na parte aérea) do que o N0, e valores altos de correlação foram obtidos já após duas semanas de incubação, o que indica que a modelagem matemática pode ser dispensada e o período de incubação pode ser encurtado. O N total do solo foi melhor índice da mineralização potencial e líquida de N orgânico do que a matéria orgânica do solo, principalmente em longo prazo. O método de incubação anaeróbia de curta duração pode ser utilizado para cálculo da estimativa do N0, e a subtração do N-NH4+ inicial não contribuiu para melhorar a estimativa da mineralização e da disponibilidade de N por meio deste método, o que o torna ainda mais simples e viável.

Spin-Stabilized Spacecrafts: Analytical Attitude Propagation Using Magnetic Torques

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A transmission problem for the Timoshenko system

In this work we study a transmission problem for the model of beams developed by S.P. Timoshenko [10]. We consider the case of mixed material, that is, a part of the beam has friction and the other is purely elastic. We show that for this type of material, the dissipation produced by the frictional part is strong enough to produce exponential decay of the solution, no matter how small is its size. We use the method of energy to prove exponential decay for the solution.

Recurrence of particles in static and time varying oval billiards

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Suppressing Fermi acceleration in two-dimensional driven billiards

We consider a dissipative oval-like shaped billiard with a periodically moving boundary. The dissipation considered is proportional to a power of the velocity V of the particle. The three specific types of power laws used are: (i) F proportional to-V; (ii) F proportional to-V-2 and (iii) F proportional to-V-delta with 1 < delta < 2. In the course of the dynamics of the particle, if a large initial velocity is considered, case (i) shows that the decay of the particle's velocity is a linear function of the number of collisions with the boundary. For case (ii), an exponential decay is observed, and for 1 < delta < 2, an powerlike decay is observed. Scaling laws were used to characterize a phase transition from limited to unlimited energy gain for cases (ii) and (iii). The critical exponents obtained for the phase transition in the case (ii) are the same as those obtained for the dissipative bouncer model. Therefore near this phase transition, these two rather different models belong to the same class of universality. For all types of dissipation, the results obtained allow us to conclude that suppression of the unlimited energy growth is indeed observed.

Structural changes of biocompatible neutral microemulsions stabilized by mixed surfactant containing soya phosphatidylcholine and their relationship with doxorubicin release

Depending on the composition, the mixture of surfactant, oil and water, may form supramolecular aggregates with different structures which can significantly influence the drug release. In this work several microemulsion (ME) systems containing soya phosphatidylcholine (SPC) and eumulgin HRE40 (TM) (EU) as surfactant, cholesterol (O) as oil phase, and ultra-pure water as an aqueous phase were studied. MEs with and without the antitumoral drug doxorubicin (DOX) were prepared. The microstructures of the systems were characterized by photon correlation spectroscopy, rheological behavior, polarized light microscopy, small-angle X-ray scattering (SAXS) and X-ray diffraction (XRD). The results reveal that the diameter of the oil droplets was dependent on the surfactant (S) amount added to formulations. The apparent viscosity was dependent on the O/S ratio. High O/S ratio leads to the crystallization of cholesterol polymorphs phases which restricts the mobility of the DOX molecules into the ME structure. Droplets with short-range spatial correlation were formed from the ME with the low O/S ratio. The increase of the cholesterol fraction in the O/S mixture leads to the formation of ordered structures with lamellar arrangements. These different structural organizations directly influenced the drug release profiles. The in vitro release assay showed that the increase of the O/S ratio in the formulations inhibited the constant rate of DOX release. Since the DOX release ratio was directly dependent on the ratio of O/S following an exponential decay profile, this feature can be used to control the DOX release from the ME formulations. (C) 2008 Elsevier B.V. All rights reserved.

Investigations on the stability of plasma modified silicone surfaces

In this work it was investigated the effect of the exposure to different plasmas on the wettability of silicone samples. We have observed that oxygen. argon, and hydrogen glow discharges are quite effective in reducing the water contact angle of such polymer. However, indifferently to efficiency of the treatment, practically all the modified surfaces recovered great part of their original hydrophobicity. We have investigated this hydrophobic recovery using surface energy measurements and theoretical simulations based on the exponential decay of the population of polar groups on the surface. According to our results such recovery can be attributed to the decrease of polar species at the interface water-polymer surface.

Dynamics of Tm-Ho energy transfer and deactivation of the F-3(4) low level of thulium in fluorozirconate glasses

The mechanism involved in the Tm3+ (F-3(4))-->Ho3+ (I-5(7)) energy transfer and Tm3+ (H-3(4), H-3(6))-->Tm3+ (F-3(4), F-3(4)) cross relaxation as a function of the donor and acceptor concentrations was investigated in Tm-Ho-codoped fluorozirconate glasses. The experimental transfer rates were determined for the Tm-->Ho energy transfer from the best fit of the acceptor luminescence decay using an expression which takes into account the Inokuti-Hirayama model and localized donor-to-acceptor interaction solution. The original acceptor solution derived from the Inokuti-Hirayama model fits well the acceptor luminescence transient only for low-concentrated systems. The results showed that a fast excitation diffusion that occurs in a very short time (t<exponential decay of donors as an average of the microscopic rate equation solution of each D-*-A pair separated by distance R that contributes in addition to the Inokuti-Hirayama solution. The observation that the experimental transfer rates were always much bigger than the one predicted by the diffusion model, in which the energy transfer process is assisted by excitation migration among donors state, reinforces the existence of a fast excitation diffusion among donor ions before the energy transfer to acceptor already observed in Yb:Er:ZBLAN. The fast excitation diffusion effect was observed to dominate both the Tm-->Tm cross relaxation and Tm-->Ho energy transfer ions from H-3(4) and F-3(4) thulium states, respectively. (C) 2004 American Institute of Physics.

THERMAL-HISTORY-DEPENDENT TRANSITION IN PRESSED PELLETS OF CLO4(-)-DOPED POLY(3-METHYLTHIOPHENE)

Electron-spin-resonance and dc conductivity data show a thermal-history-dependent transition at 240 K in pressed pellets of ClO4--doped poly(3-methylthiophene) (P3MT). We discuss the possibility of this transition to be a Peierls transition from a room-temperature-metallic to a charge-density-wave state driven by anions ordering at this temperature. Below 100 K, dc conductivity shows a change from linear to exponential decay. Nonlinear conductivity has also been observed in this system for very low electric fields.

The primary sources of carbon loss during the crop-establishment period in a subtropical Oxisol under contrasting tillage systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)