A major area of research recently has been the study of nonlinear waves in liquid crystals. The availability of commercial liquid crystals and the formation of solitons at mWpower levels has meant that experimental research and the need to understand how the solitons are formed and interact has been boosted. The first part of the thesis looks at how two laser beams in a nematic liquid crystal interact. Specifically research has centred on the problem of directing a signal beam to a target area by varying the input angle of the control beam. Different approximate models are developed to describe this phenomena, with the results from these models compared to a full numerical analysis. The first model developed is called the particle model and is based on the unmodified modulation equations. The results from this model were acceptable when compared with the results obtained from a full numerical analysis. This comparison is indicative that the underlying assumptions of the model did not capture an essential part of interaction between the two laser beams. The second model used to describe the interaction between the two laser beams was based on the law of conservation of momentum in the laser beams. Here the potential between the laser beams was modified to take into account the profile of the beams. The results from this model were in excellent agreement with results from the full numerical analysis, showing the key role potential between the beams plays in the trajectories of the beams. The interaction between dark solitons was also studied. The model used in this case was based on the modulation equations with a suitable trial function for dark solitons. The results from this model were in excellent agreement with the results from the full numerical analysis. The behaviour of the dark solitons shown by the approximate model and the full numerical analysis showing similar key features. This thesis sets out the equations describing the interaction of laser beams in liquid crystals. These are the equations used to carry out a full numerical analysis. This analysis is valuable in its own right and is the standard to compare the results obtained from other models but to achieve a deeper understanding of how laser beams interact in liquid crystals approximate models are developed so that the important parameters in each model can be identified. The Lagrangian describing the interaction of laser beams in liquid crystals is used in all the approximate models. The approximate models can then be developed through the use of suitable trial functions that adequately describe how the laser beams interact. The derivation of the equations and how these equations are solved is described for each model. The results from each model are compared to a full numerical analysis with a discussion of how the results compare.

Submitted by Raphaela Gonzalez (rapha_gonzalez@hotmail.com) on 2014-07-12T16:23:42Z No. of bitstreams: 1 DissertacaoFinal_Raphaela Mattos Gonzalez.pdf: 1541052 bytes, checksum: b7f9c9703d19dccdefcd3088e7ec75df (MD5) / Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2014-08-07T19:03:38Z (GMT) No. of bitstreams: 1 DissertacaoFinal_Raphaela Mattos Gonzalez.pdf: 1541052 bytes, checksum: b7f9c9703d19dccdefcd3088e7ec75df (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2014-08-15T12:43:13Z (GMT) No. of bitstreams: 1 DissertacaoFinal_Raphaela Mattos Gonzalez.pdf: 1541052 bytes, checksum: b7f9c9703d19dccdefcd3088e7ec75df (MD5) / Made available in DSpace on 2014-08-15T12:49:04Z (GMT). No. of bitstreams: 1 DissertacaoFinal_Raphaela Mattos Gonzalez.pdf: 1541052 bytes, checksum: b7f9c9703d19dccdefcd3088e7ec75df (MD5) Previous issue date: 2014-03-14 / The paper’s goal is test the instutional hypothesis for brazilian stocks momentum. We 'construct' a measure of demand shocks to individual stocks in the following steps: estimate the part of the mutual fund trading that is associated with capital flow; followed by the computation of the expected flow; and, finally, aggregate the expected flow induced trading across all mutual funds. As conclusion, we found that expected flow induced trading partially explains momentum in more liquid stocks. / O presente trabalho tem por objetivo testar a hipótese institucional do momento nas ações brasileiras. Para isto, construímos uma medida de choques de demanda às ações individuais, de acordo com as seguinte etapas: estimamos a parte da transação das ações que ocorre em resposta aos fluxos dos fundos de investimento, em seguida calculamos o fluxo esperado e por fim, agregamos a transação induzida pelo fluxo esperado entre todos os fundos. Encontramos que o fluxo dos fundos, ou mais especificamente a transação induzida pelo fluxo futuro esperado explica parcialmente o momento das ações mais líquidas.

Submitted by Daniel dos Santos Teixeira (dateixe@hotmail.com) on 2014-07-16T16:40:46Z No. of bitstreams: 1 FGV EPGE - Daniel Teixeira - Rentabilidade de Estratégias de Momento no Ibovespa.pdf: 417636 bytes, checksum: 519cb5e6f82f17e9aef27888f099002c (MD5) / Approved for entry into archive by Gisele Gammaro (gisele.gammaro@fgv.br) on 2014-08-29T17:23:33Z (GMT) No. of bitstreams: 1 FGV EPGE - Daniel Teixeira - Rentabilidade de Estratégias de Momento no Ibovespa.pdf: 417636 bytes, checksum: 519cb5e6f82f17e9aef27888f099002c (MD5) / Made available in DSpace on 2014-09-23T13:58:51Z (GMT). No. of bitstreams: 1 FGV EPGE - Daniel Teixeira - Rentabilidade de Estratégias de Momento no Ibovespa.pdf: 417636 bytes, checksum: 519cb5e6f82f17e9aef27888f099002c (MD5) Previous issue date: 2014-05-30 / This paper presents the use of Beta and Beta variation of assets belonging to the Bovespa as new criteria for the construction new srategies of winners and losers portfolios. The results show that the strategies currently on the basis of varying Betas and Beta variation of assets belonging to the Bovespa index, generate positive returns over the subsequent periods of 6 or 12 months, but it showed that these strategies, when applied in everychange of Brazil's main stock index, were less profitable than the usual strategies based on the total return on assets in the period 1995-2013. / Este artigo apresenta a utilização de Beta e variação de Beta dos ativos pertencentes ao Ibovespa como novos critérios para a construção de carteiras vencedoras e perdedoras em estratégias de momento. Os resultados mostram que as estratégias de momento, com base em critérios de maior ou menor Beta e de variação de Beta dos ativos pertencentes ao Ibovespa, geram retornos positivos ao longo de períodos subsequentes de 6 meses e 12 meses, porém apontam que estas estratégias, quando aplicadas e renovadas a cada mudança do principal índice bursátil brasileiro, apresentaram-se menos rentáveis do que as estratégias habituais baseadas no retorno total dos ativos no período entre 1995 a 2013.

Submitted by Jerckns Cruz (jerckns@hotmail.com) on 2009-12-11T03:37:02Z No. of bitstreams: 1 tese_Jerckns Cruz.pdf: 208471 bytes, checksum: 6be3209c95745116ae6d8db9f6c2ea1b (MD5) / Approved for entry into archive by Gisele Gammaro(gisele.gammaro@fgv.br) on 2009-12-14T15:03:00Z (GMT) No. of bitstreams: 1 tese_Jerckns Cruz.pdf: 208471 bytes, checksum: 6be3209c95745116ae6d8db9f6c2ea1b (MD5) / Made available in DSpace on 2009-12-14T15:03:09Z (GMT). No. of bitstreams: 1 tese_Jerckns Cruz.pdf: 208471 bytes, checksum: 6be3209c95745116ae6d8db9f6c2ea1b (MD5) / The theory of Behavioral Finance emerges as a new approach to the financial market, arguing that some events are better explained if the restrictions of investor’s rationality are relaxed. Concepts of psychology and limits to arbitrage are used to model market inefficiencies, bringing up the idea that market can be systematically beaten. This paper proposes a new model, of simple implementation, to explore the abnormal returns from the momentum and mean reversion strategies simultaneously. The idea of a long term momentum effect stronger than the short term effect is introduced, but the empirical results show that the Brazilian market dynamics reject this concept. The model fails to achieve riskless positive returns. / A teoria de Finanças Comportamentais surge como uma nova abordagem ao mercado financeiro, argumentando que alguns eventos podem ser mais bem explicados se as restrições da racionalidade do investidor são relaxadas. Conceitos de psicologia e limites à arbitragem são usados para modelar as ineficiências, criando a idéia de ser possível ganhar sistematicamente do mercado. Este trabalho propõe um novo modelo, simplista na sua implementação, para aproveitar os retornos anormais advindos de estratégias de momentum e reversão à média simultaneamente. A idéia de um efeito momentum de longo prazo mais forte que o de curto prazo é introduzida, mas os resultados empíricos mostram que a dinâmica do mercado brasileiro rejeita este conceito. O modelo falha em conseguir retornos positivos e livres de risco.

Submitted by Marcelo Paranaguá de Vasconcelos Teixeira (mparanagua@fgvmail.br) on 2011-12-05T04:55:02Z No. of bitstreams: 1 Dissertation.pdf: 819382 bytes, checksum: cdaa86e447db4a4650348d08517c47b5 (MD5) / Approved for entry into archive by Andrea Virginio Machado (andrea.machado@fgv.br) on 2011-12-26T18:18:53Z (GMT) No. of bitstreams: 1 Dissertation.pdf: 819382 bytes, checksum: cdaa86e447db4a4650348d08517c47b5 (MD5) / Made available in DSpace on 2012-01-02T16:53:36Z (GMT). No. of bitstreams: 1 Dissertation.pdf: 819382 bytes, checksum: cdaa86e447db4a4650348d08517c47b5 (MD5) Previous issue date: 2011-07-01 / Esta dissertação analisa o desempenho de três estratégias de investimento em carteiras de custo zero ('value', 'momentum' e uma combinação 50/50 delas, que é chamada de 'combo') no mercado de ações brasileiro durante a última década. Os resultados são comparados aos encontrados por Asness, Moskowitz e Pedersen (2009) para quatro mercados: EUA, Reino Unido, Europa Continental, e Japão. Uma análise específica é feita em torno da crise financeira de 2008, comparando os resultados pré- e pós-crise. O índice de Sharpe é usado para ajustar os desempenhos por seus riscos, e para classificar as estratégias para diferentes horizontes de investimento. Os resultados mostram um ótimo desempenho da estratégia 'combo' nos últimos três anos, período que inclui a crise de 2008, mas considerando todo o período analisado a estratégia 'value' obteve o melhor desempenho. Esse resultado difere dos resultados encontrados para os quatro mercados de referência, onde a estratégia combo tem o melhor desempenho. A análise do horizonte de investimento mostra que a escolha do investidor pode mudar com diferentes horizontes.

This work is adicted to observation of younger school age girls posture. Respondents are divided anto two groups. One group consists of girls who are practising sport´s gymnastic and the other group are girls practising different or any sports. Disparity of these two groups is examined by means of a questionnaire In the theoretical part there are all information and continuity which are important for this subject, questions concerning gymnastic exercises respectively sports gymnastics. Such as physiological aspects burden for girls of younger school age, the function of the locomotive system, and the area kinesiology, such as muscle imbalance, muscle balance and upright body position. With respect to the topic, in this thesis also mentions of ontogenetic development of girls and also health education, especially lifestyle.Further the work aspires of the keywords clarificationof the whole research. In the practocal part there are evaluated the before mentioned, further the discussion and the overal results of the research. Where he was found positive influence of gymnastic exercise on posture in girls of younger school age.

Orientador: Prof. Dr. Rodrigo Fresneda / Dissertação (mestrado) - Universidade Federal do ABC, Programa de Pós-Graduação em Matemática , 2016. / O modelo de Ponzano-Regge é um modelo de gravitação quântica em três dimensões. O principal objetivo deste trabalho é apresentar os fundamentos para construção desse modelo. Buscamos introduzir conceitos necessários para entendê-lo, abordando a teoria de representações de grupos de Lie compactos, tais como: redutibilidade de uma representação, representações de produto direto, e representações no espaço de funções. Tratamos especialmente do caso particular do grupo SU(2). Nesse contexto particular, apresentamos os símbolos 3j e 6j e suas propriedades. O modelo de Ponzano-Regge descreve uma geometria tridimensional discretizada, dada em termos de uma triangulação por simplexos (tetraedros, em três dimensões), de tal forma que o comprimento de cada aresta corresponde a uma representação irredutível do grupo de Lie SU(2). Estes tetraedros são descritos como símbolos 6j, cuja fórmula assintótica possibilita a passagem ao limite clássico, levando a uma expressão para a função de partição que representa uma soma sobre geometrias em três dimensões. / The Ponzano-Regge model is a quantum gravity model in three dimensions. The main goal of this work is to present the foundations for the construction of this model. We aim at introducing the necessary concepts to understand it, taking into account the theory of representations of compact Lie groups, such as: reducibility of representations, direct product representations, and representations in function spaces. We treat the particular case of the SU(2) group. In this special case, we present the 3j and 6j symbols and their properties. The Ponzano-Regge model describes a discretized 3-geometry, given in terms of a triangulation through simplices (tetrahedrons, in 3 dimensions), such that the length of each edge corresponds to an irreducible representation of the Lie group SU(2). These tetrahedrons are described as 6j symbols, whose asymptotic formula allows taking the classical limit, leading to an expression of the partition function that represents a sum over 3-geometries.

Les oscillateurs à transfert de spin (STO) sont des oscillateurs Radiofréquence nanométriques dont la fréquence peut être variée d'un ordre de grandeur. Cette forte agilité en fréquence provient des propriétés non-linéaires de la dynamique de l'aimantation induite par le transfert de spin (STT) dans des multicouches magnétiques nano-structurées. Cette forte agilité en fréquence a le désavantage d'induire une forte sensibilité au bruit. La pureté spectrale des STO est alors bien en dessous des pré-requis pour les applications en télécommunications. Les principales propriétés de la dynamique de l'aimantation induite par le STT ont été décrites simplement à l'aide de la théorie non-linéaire des ondes de spin. Cependant des informations importantes sur le mode d'excitation sont enfouies dans des paramètres phénoménologiques tels que le couplage amplitude-phase NU et le taux de relaxation Gp. La détermination de ces paramètres avec précision est d'un intérêt primordial pour la description de la dynamique non-linéaire. Cette thèse décrit plusieurs méthodes expérimentales pour extraire ces paramètres. La première est la spectroscopie de bruit depuis le domaine temporel qui permet l'extraction des Densités Spectrales de Puissance du bruit d'amplitude et de phase. Leur analyse dans le cadre des modèles théoriques permet non seulement d'extraire directement les paramètres non-linaires mais également de quantifier le bruit de phase qui a un intérêt technologique. Ceci est démontré pour des dispositifs basés sur des jonctions tunnels magnétiques. La deuxième méthode est basée sur l'analyse des largeurs de raies des harmoniques du signal, où il est montré que du fait des propriétés non-isochrones des STO, la relation entre Dfn et Df1 est non triviale et permet l'extraction de NU et Gp. Nous utilisons alors toutes les informations obtenues sur le régime autonome de la dynamique des STO pour comprendre leur dynamique non-autonome qui sont des pré-requis à leurs utilisations dans des architectures RF complexes. / Spin Torque Oscillators (STO) are nano-sized Radio-Frequency oscillators whose frequency agility can be tuned by an order of magnitude. This tuning originates from the non-linear properties of the underlying magnetization dynamics that is induced by spin transfer torque (STT) in multilayered magnetic nanostructures. Being highly tunable in frequency has the inconvenient of creating a very strong sensitivity to noise. As a result the spectral purity of STOs is far below the one required for applications for instance in telecommunications. The magnetization dynamics induced by STT has been described theoretically in the frame of nonlinear spin wave theory that makes the essential features of the underlying properties very transparent. However important information on the excitation mode are "buried" in phenomenological parameters such as NU the amplitude-phase coupling and Gp the amplitude relaxation rate. Determining these parameters with accuracy from experiments is thus an important issue. This thesis describes several experimental methods to extract these parameters. The first is time domain noise spectroscopy which permits to extract phase and amplitude noise Power Spectral Densities. Their analysis in the frame of theoretical models allows direct extraction of the nonlinear parameters, but also to quantify the technological relevant phase noise. This is demonstrated for magnetic tunnel junction devices. A second method is the analysis of higher harmonics linewidth, where it is shown that due to the non-isochronous property of STOs, the relationship between Dfn and Df1 is non-trivial and allows to extract NU and Gp. We then apply the information gathered on the autonomous dynamics of STOs to understand the non-autonomous dynamics of STOs that are a prerequisite for the use of STOs in complex RF architectures. It is shown experimentally how the nonlinear parameters influence this non-autonomous behaviour.

Made available in DSpace on 2015-05-14T12:14:08Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1944924 bytes, checksum: e08f0978e6406af124c9fe4875d2aa1e (MD5) Previous issue date: 2013-06-06 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this thesis we discuss some fundamental aspects of the quantum theory from a contemporaneous point of view, where we could develop three works. In the first we analyze theoretically an atomic double-slit interferometer. It has been shown that if the energy eigenstates of the atom are correlated with its particle and wave behaviors, complementary phenomena can be measured simultaneously, indicating a reinterpretation of the complementarity principle. We also demonstrate that this experiment possesses quantum erasure properties. In the second we present a two-particle interferometer in order to analyze the way in which decoherence affects quantum interference. It has been shown how the environmental constituents, here considered as photons, can destroy the oscillations in the coincidence detection rate of the particles. Due to the temporal characteristic of this kind of interference, we name this process as quantum temporal decoherence. In the last work we study the existence of a novel complete family of exact and orthogonal solutions of the paraxial wave equation. The complex amplitude of these beams is proportional to the confluent hypergeometric functions, which we name hypergeometric modes of type-II (HyG-II). It is formally demonstrated that a hyperbolic-index medium can generate and support the propagation of such a class of beams. Since these modes are eigenfunctions of the photon orbital angular momentum, we conclude that an optical fiber with hyperbolic-index profile could take advantage over other graded-index fibers by the capacity of data transmission. / Nesta tese discutimos alguns aspectos fundamentais da teoria quântica de um ponto de vista mais contemporâneo, onde também pudemos desenvolver três trabalhos. No primeiro analisamos teoricamente um interferômetro de fenda dupla para átomos. Mostramos que se os autoestados de energia do átomo estão correlacionados com os comportamentos de partícula e de onda do mesmo, fenômenos complementares podem ser medidos simultaneamente, indicando uma reinterpretação do princípio da complementaridade. O mesmo aparato também apresentou propriedades de apagador quântico. No segundo apresentamos um interferômetro de duas partículas e a maneira como a decoerência afeta o grau de interferência. Mostramos como os constituintes do ambiente, aqui considerados como fótons, podem destruir a oscilação na taxa de coincidência de detecção das partículas. Devido a sua característica temporal, chamamos este processo de decoerência temporal quântica. No último trabalho estudamos a existência de uma nova família de soluções ortogonais da equação paraxial da luz. A amplitude complexa desses feixes são proporcionais às funções hipergeométricas confluentes, que denominamos modos hipergeométricos do segundo tipo (HyG-II). Demonstramos formalmente que um meio com um perfil hiperbólico de índice de refração pode gerar e suportar essa classe de feixes. Uma vez que esses modos são autofunções do momento angular orbital do fóton, concluímos que uma fibra ótica com este perfil de índice, em certas situações, poderia levar vantagem em relação a outras fibras com índice variável na capacidade de transmissão de dados.

Made available in DSpace on 2015-05-14T12:14:16Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 9476998 bytes, checksum: 23f6bc7db98a0b2fa2dfbd3464093f70 (MD5) Previous issue date: 2014-04-14 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Granular chains are one dimensional systems where elastic grains placed along a line are in contact and interact with neighbors. These systems are excellent nonlinear waveguides allowing the control of some properties of the wave through different disposition of the grains. Among the applications of practical interest, the impact absorption draws attention. In this thesis, we propose to study a tapered granular chain, very short and decorated with grains appropriately positioned to maximize shock absorption. We call this system quasi-one-dimensional chain, because it is a three-dimensional distribution of grains whose dynamic of interest take place along a fixed direction. To study the dynamics of this system, we integrated numerically the equations of motion. Perturbations caused by collision with the grains at the edge of the chain spread quickly throughout the system and do not propagate as solitary waves. Results shows that impact pulses are attenuated almost completely and combinations of materials are important. Futhermore, dissipation, gravity and impact velocities almost do not influence the dynamics of the system. The decorating grains act as an auxiliary chain which traps part of the energy and linear momentum, preventing the formation of pulses and playing a central role in impact mitigation. Therefore, we present a new granular chain where we increase the number of grains per units length and maximize the dispersion of the momentum. / Cadeias granulares são sistemas unidimensionais onde grãos elásticos enfileirados estão em contato e interagem com dois vizinhos. Estes sistemas são excelentes guias de onda não lineares capazes de controlar algumas características das ondas através de diferentes arranjos de grãos. Dentre as aplicações de interesse prático, chama a atenção a absorção de impacto. Nesta tese, o que propomos estudar é uma cadeia granular afilada, bastante curta e decorada com grãos adequadamente posicionados para maximizar a absorção de impactos. Nós chamamos este sistema de cadeia quase unidimensional, a qual é uma distribuição tridimensional dos grãos, cuja dinâmica de interesse se dá ao longo de uma direção fixa. Para estudar a dinâmica desse sistema, integramos numericamente as equações de movimento. Perturbações causadas por colisão com os grãos nas extremidades da cadeia se espalham rapidamente através do sistema inteiro e não se propagam como ondas solitárias. Resultados das simulações mostram que pulsos de impacto são atenuados quase completamente e combinações de materiais são importantes. Além disso, dissipação, gravidade e velocidades de impactos quase não influenciam a dinâmica do sistema. Os grãos decorados atuam como uma cadeia auxiliar que aprisiona parte da energia e momento linear, impedindo assim a formação de pulsos e têm papel central na atenuação de impactos. Assim, apresentamos uma cadeia granular inovadora onde aumentamos a quantidade de grãos por unidade de comprimento e maximizamos a dispersão do momento linear.