Análise das condições meteorológicas para a safra da uva em 2013.

bitstream/item/82527/1/MONTEIRO-JValeVinhedos-19fev2013.pd

Optomechanical cooling of levitated spheres with doubly-resonant fields

Optomechanical cooling of levitated dielectric particles represents a promising new approach in the quest to cool small mechanical resonators towards their quantum ground state. We investigate two-mode cooling of levitated nanospheres in a self-trapping regime. We identify a rich structure of split sidebands (by a mechanism unrelated to usual strong-coupling effects) and strong cooling even when one mode is blue detuned. We show the best regimes occur when both optical fields cooperatively cool and trap the nanosphere, where cooling rates are over an order of magnitude faster compared to corresponding single-sideband cooling rates.Comment: 8 Pages, 7 figure

Functionalizing self-assembled GaN quantum dot superlattices by Eu-implantation

Self-assembled GaN quantum dots (QDs) stacked in superlattices (SL) with AlN spacer layers were implanted with Europium ions to fluences of 1013, 1014, and 1015 cm−2. The damage level introduced in the QDs by the implantation stays well below that of thick GaN epilayers. For the lowest fluence, the structural properties remain unchanged after implantation and annealing while for higher fluences the implantation damage causes an expansion of the SL in the [0001] direction which increases with implantation fluence and is only partly reversed after thermal annealing at 1000 °C. Nevertheless, in all cases, the SL quality remains very good after implantation and annealing with Eu ions incorporated preferentially into near-substitutional cation sites. Eu3+ optical activation is achieved after annealing in all samples. In the sample implanted with the lowest fluence, the Eu3+ emission arises mainly from Eu incorporated inside the QDs while for the higher fluences only the emission from Eu inside the AlN-buffer, capping, and spacer layers is observed. © 2010 American Institute of PhysicsFCT-PTDC/CTM/100756/2008program PESSOA EGIDE/GRICESFCT-SFRH/BD/45774/2008FCT-SFRH/BD/44635/200

Simulation of VUV electroluminescence in micropattern gaseous detectors: the case of GEM and MHSP

Electroluminescence produced during avalanche development in gaseous avalanche detectors is an useful information for triggering, calorimetry and tracking in gaseous detectors. Noble gases present high electroluminescence yields, emitting mainly in the VUV region. The photons can provide signal readout if appropriate photosensors are used. Micropattern gaseous detectors are good candidates for signal amplification in high background and/or low rate experiments due to their high electroluminescence yields and radiopurity. In this work, the VUV light responses of the Gas Electron Multiplier and of the Micro-Hole Strip Plate, working with pure xenon, are simulated and studied in detail using a new and versatile C++ toolkit. It is shown that the solid angle subtended by a photosensor placed below the microstructures depends on the operating conditions. The obtained absolute EL yields, determined for different gas pressures and as functions of the applied voltage, are compared with those determined experimentally.Comment: Accepted for publication in Journal of Instrumentatio

Tempo quente e seco antecipa parte da safra de uva 2013 e o total produzido poderá superar 2012.

bitstream/item/74968/1/22-01-13-uva.pdf; bitstream/item/82448/1/MONTEIRO-Agrolink-jan2013.pdfCultivar, Pelotas, 22 jan. 2013. Publicado também no site da Agrolink em 17/01/13

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns

Analysis of stock market indices with multidimensional scaling and wavelets

Stock market indices SMIs are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for analyzing their characteristics. Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time. This paper studies the dynamics of SMI by combining the wavelet transform and the multidimensional scaling MDS . Six continuous wavelets are tested for analyzing the information content of the stock signals. In a first phase, the real Shannon wavelet is adopted for performing the evaluation of the SMI dynamics, while their comparison is visualized by means of the MDS. In a second phase, the other wavelets are also tested, and the corresponding MDS plots are analyzed

Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems