Submitted by Juliana Correa (juliana.correa@unioeste.br) on 2017-09-06T12:56:59Z No. of bitstreams: 2 Diego Z. Maria 2017.pdf: 715950 bytes, checksum: 85a855c3cd31ccea6849ea18a9d902f9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-09-06T12:56:59Z (GMT). No. of bitstreams: 2 Diego Z. Maria 2017.pdf: 715950 bytes, checksum: 85a855c3cd31ccea6849ea18a9d902f9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-02-06 / This dissertation proposes to analyze the impact of economic fluctuations and corresponding governmental policies, before and after the subprime crisis, on the capital structure of Brazilian non-financial companies, listed on the BM&FBOVESPA. The methodology used was of exploratory and descriptive, with quantitative analysis of the observations in the period from 2002 to 2015 by means of regression with panel data of random effect. The population was 270 companies listed on the BM&FBOVESPA, with 89 being the sample used in the survey, which complied with the required requirements as they disclosed their results annually, did not present negative equity and were not under judicial reorganization and present revenues. The results from the regression models identified the crisis as a determinant factor for long-term indebtedness in a positive relationship, but with a negative relation to short-term indebtedness, while BNDES disbursements infer a reduction in long-term indebtedness and the rate SELIC reduces short-term indebtedness. The conclusions allow us to highlight the subprime crisis as an explanatory variable for the changes that occurred in long-term and short-term indebtedness, with an indication of the transfer of resources from short-term sources of financing to long-term capital with corporate managers setting a target for total indebtedness, with fluctuations between the levels of long and short-term sources as a result of the corresponding macroeconomic variations that are presented. / A presente dissertação de mestrado, propôs analisar o impacto das flutuações econômicas e políticas governamentais correspondentes, antes e depois da crise do subprime, na estrutura de capital das empresas não financeiras brasileiras, listadas na BM&FBOVESPA. A metodologia utilizada foi de caráter exploratório e descritivo, com análise quantitativa das observações no período de 2002 a 2015 por meio de regressão com dados em painel de efeito aleatório. A população foi de 270 empresas listadas na BM&FBOVESPA, com 89 constituindo a amostra utilizada na pesquisa que respeitaram os requisitos exigidos como a divulgaram seus resultados anualmente, não apresentaram patrimônio líquido negativo, não estiveram em recuperação judicial e apresentaram receitas. Os resultados provenientes dos modelos de regressão identificaram a crise como fator determinante para o endividamento de longo prazo em uma relação positiva, mas com relação negativa quanto ao endividamento de curto prazo, enquanto os desembolsos do BNDES inferem redução no endividamento de longo prazo e a taxa SELIC reduz o endividamento de curto prazo. As conclusões permitem evidenciar a crise do subprime como variável explicativa para as mudanças que ocorreram nos endividamentos de longo prazo e curto prazo, com indicação de transferência dos recursos de fontes de financiamento de curto prazo para o capital de longo prazo, com os gestores das empresas estabelecendo uma meta para o endividamento total, com oscilações entre os níveis das fontes de longo e curto prazo em decorrência das variações macroeconômicas e desafios correspondentes que se apresentam.

Neste trabalho investigamos pela primeira vez flutuações dependentes de spin em correntes eletrônicas polarizadas através de estruturas magnéticas. Nosso sistema físico consiste de uma heteroestrutura com tunelamento ressonante formada por um poço ou \"ponto\" quântico contendo Mn, confinado entre duas barreiras de potencial. Usamos um modelo semiclássico baseado em equações de taxa para calcular as ocupações dos estados ressonantes up e down. Estas equações são derivadas de uma equação mestra que descreve a probabilidade de ocupação dos estados de spin em um dado tempo. Funções correlação corrente-corrente são expressas em termos das funções correlação hop-hop (associadas à transições entre os níveis ressonantes up e down) e o shot noise dependente de spin é determinado em termos da matriz variância do sistema, também derivada da equação mestra. Quando consideramos um feixe polarizado e tempos distintos (&#964 &#8593 &#8595 &#8800 &#964 &#8595 &#8593), podemos obter ambas \"correlações positivas\" (&#8249 &#916 &#8593 &#916 &#8595 &#8250 &#8805 0) e/ou \"negativas\" (&#8249 &#916 &#8593 &#916 &#8595 &#8250 &#8804 0) no nosso modelo. A generalização e reinterpretação do modelo de ilhas nos possibilitou (i) investigar flutuações dependentes de spin em correntes polarizadas; (ii) observar aumento e atenuação do shot noise; (iii) verificar que processos de \"spin-flip\" com (&#964 &#8593 &#8595 &#8800 &#964 &#8595 &#8593) são relevantes na atenuação do shot noise e (iv) verificar que o ruído contém informações sobre o processo de \"spin-flip\" / In this work we investigate for the first time spin-dependent fluctuations in spin-polarized electronic currents through magnetic structures. Our physical model consists of a resonant-tunneling heterostructure formed by a Mn-based quantum well or \"point\", confined between a double-barrier potential. We used a semiclassical model based on rate equations to calculate the occupations of the spin-up and spindown resonant states. These equations are derived from a master equation describing the probability of occupation of the spin states at a given time. Current-current correlation functions are expressed in terms of hop-hop correlation functions (for hops between islands representing the up and down states) and the spin-dependent shoi noise is determined in terms of the variance matrix of the system; also derived from the master equation. When we consider a polarized beam and distinctive times (&#964 &#8593 &#8595 &#8800 &#964 &#8595 &#8593), we can obtain both \"positive correlations\" (&#8249 &#916 &#8593 &#916 &#8595 &#8250 &#8805 0) and \"negative correlations\" (&#8249 &#916 &#8593 &#916 &#8595 &#8250 &#8804 0) in our model. The generalization and reinterpretation of the island model allowed us (i) to investigate spin-dependent fluctuations in spinpolarized electronic currents; (ii) to observe enhancement and suppression of shot noise; (iii) to verify that spin-flip processes with (&#964 &#8593 &#8595 &#8800 &#964 &#8595 &#8593) are relevant to shotnoise suppression and (iv) to verify that noise contains information about spin-flip processes

Orientadores: Araí Augusta Bernárdez Pécora, Emerson dos Reis / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-20T09:39:28Z (GMT). No. of bitstreams: 1 RuedaOrdonez_YesidJavier_M.pdf: 20999298 bytes, checksum: 60bf64ff246a3515b0455a01ccb8e817 (MD5) Previous issue date: 2012 / Resumo: Este trabalho apresenta o estudo de um equipamento para determinação das características dinâmicas de sistemas de medida de flutuações de pressão para aplicação em sistemas fluidizados. O equipamento foi projetado para gerar ondas de expansão ou rarefação dentro de um tubo no qual estão instalados dois sistemas de medição de pressão: um transdutor de referência ou padrão e outro composto por um sistema de medição que está sendo calibrado. Para a sua validação como sendo adequado para realizar calibrações, o equipamento foi sujeito a diferentes condições variando em dois níveis os seguintes parâmetros: (i) pressão interna do equipamento (15 e 30 kPa); (ii) espaçamento entre os transdutores (12 e 24 mm); (iii) material do diafragma (papel alumínio e papel celofane); e (iv) instrumento de rompimento manual do diafragma (estilete e agulha). Para cada condição testada foi avaliado o comportamento da onda gerada e de sua variação, quando foram consideradas duas faixas de limite de desvio da Função de Resposta em Frequência (FRF) de ±2% e ±10%, representada como a razão do módulo dos sinais no espaço da frequência registrados pelos transdutores de pressão. Nesta etapa, os resultados mostraram que para uma faixa de desvio da FRF de ±2%, o sistema é adequado para calibrações para a faixa de frequências de até 56 Hz, mas que tal faixa será maior se a faixa de desvio permitida for maior. Para uma faixa de desvio da FRF de ±10% o tubo de rarefação é apto para avaliar os sinais dinâmicos registrados por transdutores de pressão bem como verificar as características de um sistema de medida de pressão composto por tomada de pressão, mangueiras e transdutor eletrônico na faixa de frequência de 0 a 100 Hz. A melhor condição operacional encontrada foi a que utilizou papel celofane como material do diafragma, lâmina de aço para o rompimento do mesmo e pressão interna do sistema igual a 30 kPa. Numa segunda etapa, foram realizados: (v) testes para averiguação das tomadas de pressão e do comprimento de mangueiras sobre o desempenho do sistema de medida de pressão; e (vi) calibração dinâmica de um sistema de medida de pressão com sensor capacitivo SMAR LD-301. Nesta etapa os resultados mostraram que a mangueira de 0,1 m de comprimento afeta o sinal apenas para componentes de frequência acima de 18 Hz para faixa de desvio de ± 2% da FRF, caindo para 4 Hz (mangueira de 2m) e 3 Hz (mangueira de 4m), e que o SMAR LD-301, em dois modelos diferentes, é adequado para medir flutuações de pressão de até 14 Hz com faixa de desvio da FRF de ± 2% com tempo de resposta dos medidores, determinado através de análise dos sinais no tempo, de cerca de 0,15 s / Abstract: This work presents a study of a device to determine the dynamic characteristics of pressure fluctuations measurement systems to be used in fluidized beds. The device was developed to generate expansion or rarefaction waves into a tube where two pressure sensors were installed: a reference or standard one and another one being calibrated. In order to validate this device, it was subject to different conditions, at two levels the following parameters: (i) internal pressure in the device (15 and 30 kPa); (ii) distance between the sensors (12 and 24 mm); (iii) diaphragm material (aluminum foil and cellophane); (iv) manual bursting instrument of the diaphragm (paper knife and needle). The behavior of the generated wave and its variation were evaluated for each tested condition. Two limit deviation ranges were considered regarding the frequency response function (FRF), ±2% and ±10%, represented by the ratio of the signals amplitude in the frequency domain measured by the pressure transducers. At this stage, the results showed that for a deviation range of ±2% FRF, the system is appropriate for calibrations in the frequency range of 0 to 56 Hz. This frequency range increases with the deviation range increment. For a deviation range of ±10% FRF the rarefaction tube is a suitable device for the dynamic calibration of pressure transducers, as well as for the verification of the characteristics of pressure fluctuations measurement systems composed by pressure tap, hose and pressure transducer in a frequency range of 0 to 100 Hz. The best operational condition was found with cellophane as diaphragm material, paper knife as diaphragm bursting instrument and internal pressure in the tube of 30 kPa. In a second stage, the following tests were conducted: (v) experiments for evaluation of the pressure taps and length of the hoses on the performance of the pressure fluctuations measurement system, and (vi) dynamic calibration of a pressure measurement system with a capacitive pressure sensor SMAR LD301 - D2. At this stage the results showed that the hose with 0,1 m length only affects the signal for frequency components above 18 Hz, in a deviation range of ± 2% FRF, decreasing to 4 Hz (hose with 2m) and 3 Hz (hose with 4m) and the SMAR LD301 - D2, in two different models, is appropriate for the pressure fluctuations measurements up to 14 Hz in a deviation range of ± 2% FRF, presenting response time, determined through signal analysis in time domain, around 0,15 s / Mestrado / Termica e Fluidos / Mestre em Engenharia Mecânica

Abstract Parkinson's disease (PD) is known to affect both the extrapyramidal system and the autonomic nervous system even in the early phases of the disease. This study was designed to evaluate cardiovascular autonomic regulation in early PD by measuring heart rate (HR) variability from 24-hour ECG recordings. The dynamics of blood pressure (BP), HR and sweating in patients with and without wearing-off were assessed during clinical observations after a morning dose of levodopa. In patients with wearing-off the tests were repeated after selegiline withdrawal. The power spectral components of HR variability and the SD1 value of the Poincaré analysis that quantifies the short-term beat-to-beat variability were suppressed at night in the PD patients. During the daytime only the SD1 of the Poincaré was suppressed. The results indicate impairment of parasympathetic cardiovascular regulation in untreated patients with PD. The dysfunction was more pronounced at night and in patients with more severe PD. The patients with wearing-off had fluctuation of BP during the observation period, BP increasing when the motor performance worsened and vice versa (p < 0.001). The patients without wearing-off did not show fluctuation of BP. Sweating increased during the observation period, and reached its maximum level at the time of the highest UPDRS motor score phase (off-stage) in patients with wearing-off, but in the patients without wearing-off no changes in sweating were observed. Sweating of the hands was significantly higher in PD patients with motor fluctuations than in those without. Selegiline withdrawal decreased systolic BP significantly during the on-stage in a supine position as well as during the orthostatic test. The initial drop of BP in the orthostatic test was significantly smaller after selegiline withdrawal. The HR and sweating remained unaffected. The results show that the autonomic nervous system is affected in the early phases of PD. The dysfunction becomes more pronounced with the disease progression. Wearing-off type motor fluctuations are associated with fluctuation of BP and sweating and these fluctuations may represent autonomic dysfunction caused by PD, the effect of PD medication, or both. Selegiline withdrawal seems to alleviate the orthostatic reaction in patients with advanced PD.

No abstract available / Thesis (PhD)--University of Pretoria, 2009. / Geology / unrestricted

This thesis describes the comparison of time-lapse field observations of suncups on alpine snow with numerical simulations. The simulations consist of solutions to a nonlinear partial differential equation which exhibits spontaneous pattern formation from a low amplitude, random initial surface. Both the field observations and the numerical solutions are found to saturate at a characteristic height and fluctuate chaotically with time. The timescale of these fluctuations is found to be instrumental in determining the full set of parameters for the numerical model such that it mimics the nonlinear dynamics of suncups. These parameters in turn are related to the change in albedo of the snow surface caused by the presence of suncups. This suggests the more general importance of dynamical behaviour in gaining an understanding of pattern formation phenomena. / Science, Faculty of / Physics and Astronomy, Department of / Graduate

No description available.

No description available.

In this thesis I present three papers on the Economics of the base metals industry. The thesis studies production, trading, and investment in the base metals industry, and thus explains some phenomena of the industry in an international context. Using the features of the base metals industry such as the practices in production and trading, physical properties, geology of the deposits and so on, we build theoretical models to simulate the behavior of the industry. In Chapter One, we study the determinants and the trend of base metals prices over time by an equilibrium model of supply and demand. Because the different types of natural resources exhibit different patterns of price changes in history, we particularly simulate the long run equilibrium to study the impacts of the determinants for base metals prices. The Cobb-Douglass production function on the supply side allows substitution among production factors. The demand function for base metals from the economy is also derived. In the long run, equilibrium of aggregate supply and demand determines the systematic price trend. We show how trends of base metals prices depend on technological progress, resource scarcity, natural resource tax, and the interest rate. Assuming constant returns to scale in base metals production, the price elasticity of the supply of base metals is relatively small. Interestingly, a high natural resource tax leads to a high price but low rate of price change over time. On the supply side, the decline of base metals relative prices can thus be explained by the inverse supply functions. On the demand side, the relative price is also declining over time as we see the implications of the inverse demand functions and our numerical illustrations. By solving the equilibrium condition, we show that the economic rent of base metals minerals in reserve may decline over time, or even not be valuable in future. The price elasticities of supply and demand are calculated and decomposed into specific effects. These are systematic components of base metal price changes in the world market. Chapter Two deals with the fluctuations in the prices of base metals. We consider the price in the short run as an equilibrium of trade. If the long run equilibrium regulates the prices and sets them in a stabilization, then the fluctuations in price are caused by the trade and speculative activities. By simulating speculative activities and optimizing the utility of agents in international exchanges, we show that the price fluctuations are the response to risk preferences of agents and the scale of international exchanges. We find out the critical point of production investment, which depends on the market demand, profitability of the metal industry, and the distribution of base metal minerals in nature. In the specific case of the industry versus the market condition when the uncertain production is above the critical point, the price of base metal fluctuates more or less according to the number of producer offers in base metal exchanges, the speculative activities, and risk preferences of agents. In contrast, if the investment level of the base metals industry in uncertain production is below the critical point, the effects of base metal exchanges scale to the price are in the reverse direction. The comparative statics inequalities are derived to clarify the responses of the price to the risk preferences of agents and scale of the international exchanges. Hence, the non-systematic changes of base metals prices in international exchanges are explained. Chapter Three studies the impact of the industrial and commercial processes on investment decisions in the base metals industry. The investment decisions of investors in the primary capital market and the stock price in the secondary capital market reflect properties of the base metals industry in capital markets. We present a model of investments, which is a two stage game that incorporates Hall-Jorgenson neoclassical investment analysis and properties of the base metals industry. The paper presents a set of explanatory parameters for the properties of base metal stocks and analyzes the investment decisions. We define the industry factor and explain the empirical observations on the beta coefficient of base metal stocks. The relationships between stock prices and base metals prices are clarified using the geology of base metals deposits. The results show that there is a strong impact of the industry factor on the volatility of base metal stock prices. Economies of scale in the mining industry lead to different effects of tax policy and output prices on investment decisions. We support conclusions of the model by evidence in the base metals industry. There are policy implications that are derived from the equations of the optimal investment. Key words : Base Metals, Price Fluctuations, Price Trends, Risk Aversion, Metals Industry, LME, International Exchange, Metal Stocks, Investment.

The dynamics of growth and formation of surfaces and interfaces is becoming very important for the understanding of the origin and the behavior of a wide range of natural and industrial dynamical processes. The first part of the paper is focused on the interesting field of the random growth of surfaces and interfaces, which finds application in physics, geology, biology, economics, and engineering among others. In this part it is studied the random growth of surfaces from within the perspective of a single column, namely, the fluctuation of the column height around the mean value, which is depicted as being subordinated to a standard fluctuation-dissipation process with friction g. It is argued that the main properties of Kardar-Parisi-Zhang theory are derived by identifying the distribution of return times to y(0) = 0, which is a truncated inverse power law, with the distribution of subordination times. The agreement of the theoretical prediction with the numerical treatment of the model of ballistic deposition is remarkably good, in spite of the finite size effects affecting this model. The second part of the paper deals with the efficiency of the diffusion entropy analysis (DEA) when applied to the studies of stromatolites. In this case it is shown that this tool can be confidently used for the detection of complexity. The connection between the two studies is established by the use of the DEA itself. In fact, in both analyses, that is, the random growth of interfaces and the study of stromatolites, the method of diffusion entropy is able to detect the real scaling of the system, namely, the scaling of the process is determined by genuinely random events, also called critical events.