Efficient Yield Curve Estimation and Forecasting in Brazil

Term Structure of the Interest Rate, Yield Curve, State-Space Model, Kalman Filter.

Two-dimensional quantum spin-1/2 Heisenberg model with competing interactions

We study the quantum spin-1/2 Heisenberg model in two dimensions, interacting through a nearest-neighbor antiferromagnetic exchange ($J$) and a ferromagnetic dipolar-like interaction ($J_d$), using double-time Green's function, decoupled within the random phase approximation (RPA). We obtain the dependence of $k_B T_c/J_d$ as a function of frustration parameter $\delta$, where $T_c$ is the ferromagnetic (F) transition temperature and $\delta$ is the ratio between the strengths of the exchange and dipolar interaction (i.e., $\delta = J/J_d$). The transition temperature between the F and paramagnetic phases decreases with $\delta$, as expected, but goes to zero at a finite value of this parameter, namely $\delta = \delta_c = \pi /8$. At T=0 (quantum phase transition), we analyze the critical parameter $\delta_c(p)$ for the general case of an exchange interaction in the form $J_{ij}=J_d/r_{ij}^{p}$, where ferromagnetic and antiferromagnetic phases are present.Comment: 4 pages, 1 figur

Atomistic Simulation of Intrinsic Defects and Trivalent and Tetravalent Ion Doping in Hydroxyapatite

Atomistic simulation techniques have been employed in order to investigate key issues related to intrinsic defects and a variety of dopants from trivalent and tetravalent ions. The most favorable intrinsic defect is determined to be a scheme involving calcium and hydroxyl vacancies. It is found that trivalent ions have an energetic preference for the Ca site, while tetravalent ions can enter P sites. Charge compensation is predicted to occur basically via three schemes. In general, the charge compensation via the formation of calcium vacancies is more favorable. Trivalent dopant ions are more stable than tetravalent dopants

Volume elements and torsion

We reexamine here the issue of consistency of minimal action formulation with the minimal coupling procedure (MCP) in spaces with torsion. In Riemann-Cartan spaces, it is known that a proper use of the MCP requires that the trace of the torsion tensor be a gradient, $T_\mu=\partial_\mu\theta$, and that the modified volume element $\tau_\theta = e^\theta \sqrt{g} dx^1\wedge...\wedge dx^n$ be used in the action formulation of a physical model. We rederive this result here under considerably weaker assumptions, reinforcing some recent results about the inadequacy of propagating torsion theories of gravity to explain the available observational data. The results presented here also open the door to possible applications of the modified volume element in the geometric theory of crystalline defects.Comment: Revtex, 8 pages, 1 figure. v2 includes a discussion on $\lambda$-symmetr

The Shape of Dark Matter Halos: Dependence on Mass, Redshift, Radius, and Formation

Using six high resolution dissipationless simulations with a varying box size in a flat LCDM universe, we study the mass and redshift dependence of dark matter halo shapes for M_vir = 9.0e11 - 2.0e14, over the redshift range z=0-3, and for two values of sigma_8=0.75 and 0.9. Remarkably, we find that the redshift, mass, and sigma_8 dependence of the mean smallest-to-largest axis ratio of halos is well described by the simple power-law relation = (0.54 +- 0.02)(M_vir/M_*)^(-0.050 +- 0.003), where s is measured at 0.3 R_vir and the z and sigma_8 dependences are governed by the characteristic nonlinear mass, M_*=M_*(z,sigma_8). We find that the scatter about the mean s is well described by a Gaussian with sigma ~ 0.1, for all masses and redshifts. We compare our results to a variety of previous works on halo shapes and find that reported differences between studies are primarily explained by differences in their methodologies. We address the evolutionary aspects of individual halo shapes by following the shapes of the halos through ~100 snapshots in time. We determine the formation scalefactor a_c as defined by Wechsler et al. (2002) and find that it can be related to the halo shape at z = 0 and its evolution over time.Comment: 18 pages, 21 figures, submitted to MNRA

Fronts and interfaces in bistable extended mappings

We study the interfaces' time evolution in one-dimensional bistable extended dynamical systems with discrete time. The dynamics is governed by the competition between a local piece-wise affine bistable mapping and any couplings given by the convolution with a function of bounded variation. We prove the existence of travelling wave interfaces, namely fronts, and the uniqueness of the corresponding selected velocity and shape. This selected velocity is shown to be the propagating velocity for any interface, to depend continuously on the couplings and to increase with the symmetry parameter of the local nonlinearity. We apply the results to several examples including discrete and continuous couplings, and the planar fronts' dynamics in multi-dimensional Coupled Map Lattices. We eventually emphasize on the extension to other kinds of fronts and to a more general class of bistable extended mappings for which the couplings are allowed to be nonlinear and the local map to be smooth.Comment: 27 pages, 3 figures, submitted to Nonlinearit

RELAÇÃO Entre a Capacidade Dinâmica e o Desempenho da Firma a Partir de Métricas Contábeis

Este estudo investigou a relação entre a capacidade dinâmica e o desempenho da firma e, adicionalmente, o efeito moderador dos determinantes do setor, como grau de concentração e nível de imprevisibilidade, construídos a partir de métricas contidas nas demonstrações contábeis. Com base no argumento de que as capacidades dinâmicas, sob o enfoque de processos, são monitoradas por meio dos processos operacionais da firma, que são evidenciadas pelos índices que compõem ciclos operacional e financeiro, tendo efeitos peculiares em indústrias distintas. A amostra foi extraída do banco de dados Comdinheiro® e engloba as empresas de capital aberto listadas na B3. Os dados contábeis foram coletados de forma trimestral no período de 2010 a 2016. Utilizou-se cinco modelos de regressão linear múltipla, com interação entre variáveis e combinando modelos aninhados para testar as hipóteses. Os resultados sugerem a existência de relação inversa entre as capacidades dinâmicas, quando monitoradas pelos indicadores dinâmicos que compõem os ciclos operacional e financeiro, e o desempenho da firma. De forma complementar, identificou-se também um efeito moderador do grau de concentração e do nível de dinamismo do setor nas relações entre dinâmica operacional e desempenho da firma

Nonsingular solutions of Hitchin's equations for noncompact gauge groups

We consider a general ansatz for solving the 2-dimensional Hitchin's equations, which arise as dimensional reduction of the 4-dimensional self-dual Yang-Mills equations, with remarkable integrability properties. We focus on the case when the gauge group G is given by a real form of SL(2,C). For G=SO(2,1), the resulting field equations are shown to reduce to either the Liouville, elliptic sinh-Gordon or elliptic sine-Gordon equations. As opposed to the compact case, given by G=SU(2), the field equations associated with the noncompact group SO(2,1) are shown to have smooth real solutions with nonsingular action densities, which are furthermore localized in some sense. We conclude by discussing some particular solutions, defined on R^2, S^2 and T^2, that come out of this ansatz.Comment: 12 pages, 3 figures. To appear in Nonlinearit