Long-term correlations in hourly wind speed records in Pernambuco, Brazil

We study the statistical properties of hourly wind speed time series detected at four weather stations in the state of Pernambuco, Brazil, in the period 2008-2009. We find that the average and maximum hourly wind speeds deviate from a mutual linear relationship, and that they may be well explained individually by a Weibull distribution, however, with different shape parameter values. On the other hand, the long-term correlations of both of these observables obey the same power-law behavior, with two distinct scaling regimes. Our results agree with previous studies on wind speed series correlations in other regions of the world, which is suggestive of universal behavior.     

Elucidating the Nature of the External Acid Sites of ZSM-5 Zeolites Using NMR Probe Molecules

The identification of acid and nonacid species at the external surface of zeolites remains a major challenge, in contrast to the extensively-studied internal acid sites. Here, it is shown that the synthesis of zeolite ZSM-5 samples with distinct particle sizes, combined with solid-state NMR and computational studies of trimethylphosphine oxide (TMPO) adsorption, provides insight into the chemical species on the external surface of the zeolite crystals. ¹H–³¹P HETCOR NMR spectra of TMPO-loaded zeolites exhibit a broad correlation peak at δ_P ∼35–55 ppm and δ_H ∼5–12 ppm assigned to external SiOH species. Pore-mouth Brønsted acid sites exhibit ³¹P and ¹H NMR resonances and adsorption energies close to those reported for internal acid sites interacting with TMPO. The presence of an external tricoordinate Al-Lewis site interacting strongly with TMPO is suggested, resulting in ³¹P resonances that overlap with the peaks usually ascribed to the interaction of TMPO with Brønsted sites.     

Structural Changes of β-Casein Induced by Temperature and pH Analysed by Nuclear Magnetic Resonance,Fourier-Transform Infrared Spectroscopy,and Chemometrics

This study investigated structural changes in β-casein as a function of temperature (4 and 20 °C) and pH (5.9 and 7.0). For this purpose, nuclear magnetic resonance (NMR) and Fourier-transform infrared (FTIR) spectroscopy were used, in conjunction with chemometric analysis. Both temperature and pH had strongly affected the secondary structure of β-casein, with most affected regions involving random coils and α-helical structures. The α-helical structures showed great pH sensitivity by decreasing at 20 °C and diminishing completely at 4 °C when pH was increased from 5.9 to 7.0. The decrease in α-helix was likely related to the greater presence of random coils at pH 7.0, which was not observed at pH 5.9 at either temperature. The changes in secondary structure components were linked to decreased hydrophobic interactions at lower temperature and increasing pH. The most prominent change of the α-helix took place when the pH was adjusted to 7.0 and the temperature set at 4 °C, which confirms the disruption of the hydrogen bonds and weakening of hydrophobic interactions in the system. The findings can assist in establishing the structural behaviour of the β-casein under conditions that apply as important for solubility and production of β-casein.     

Multifractal behavior of wild-land and forest fire time series in Brazil

We examine statistical properties of a daily hot pixel time series recorded in Brazil during the period 1998–2006, using Multifractal Detrended Fluctuation Analysis (MF-DFA). We find that generalized scaling exponent h(q)$h\left(q\right)$ is a decreasing function of q$q$, indicating multifractal behavior of hot pixel dynamics. We also calculate multifractal spectra f(α)$f\left(\alpha \right)$ and use fourth-degree polynomial regression to estimate complexity parameters that describe the degree of multifractality of the underlying process. After July 2002, when a significant increase of the number of hot pixel observations is recorded, the complexity of the series is reduced (manifested by the reduction of width of the f(α)$f\left(\alpha \right)$ spectrum), while small fluctuations increase their dominance over large scale fluctuations (manifested by the increase of skew parameter r$r$). These results should be taken into account when devising ecological and climatic models for Brazil, that contemplate the phenomena of wild-land and forest fires.     

A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect

Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics. This paper uses multifractal analysis to evaluate if the temporal dynamics of market returns also exhibit calendar anomalies such as day-of-the-week effects. We apply multifractal detrended fluctuation analysis (MF-DFA) to the daily returns of market indices worldwide for each day of the week. Our results indicate that distinct multifractal properties characterize individual days of the week. Monday returns tend to exhibit more persistent behavior and richer multifractal structures than other day-resolved returns. Shuffling the series reveals that multifractality arises from a broad probability density function and long-term correlations. The time-dependent multifractal analysis shows that the Monday returns’ multifractal spectra are much wider than those of other days. This behavior is especially persistent during financial crises. The presence of day-of-the-week effects in multifractal dynamics of market returns motivates further research on calendar anomalies for distinct market regimes.     

Third and fourth order phase transitions: Exact solution for the Ising model on the Cayley tree

In this work we present the first exact solution of a system of interacting particles with phase transitions of order higher than two. The presented analytical derivation shows that the Ising model on the Cayley tree exhibits a line of third order phase transition points, between temperatures and , and a line of fourth order phase transitions between T_BP and ∞, where k_B is the Boltzmann constant, and J is the nearest-neighbor interaction parameter.