Affine Arithmetic: Concepts and Applications

Affine arithmetic is a model for self-validated numerical computation that keeps track of first-order correlations between computed and input quantities. We explain the main concepts in affine arithmetic and how it handles the dependency problem in standard interval arithmetic. We also describe some of its applications.     

226Ra in milk of the dairy cattle from the rural region of Pernambuco, Brazil

Summary Studies performed by the Brazilian Nuclear Corporation (NUCLEBRAS), in collaboration with the Geological Survey Company of Brazil (CPRM), identified high levels of natural uranium in the districts of Pedra and Venturosa, in the rural region of the state of Pernambuco (PE) - Brazil, where the maximum value found in rocks was 22,000 mg.     

Spectrofluorimetric Method for the Determination of Aluminum with Alizarin Red PS

 A simple and direct spectrofluorimetric method has been developed for the determination of aluminum using alizarin red PS (1,2,4-trihydroxy 9,10-anthraquinone-3-sulfonic acid). The method is based on the strong fluorescence (480/564 nm) of Al³⁺ and alizarin red. Experimental parameters such as pH, concentration of the ligand, ionic strength of the solution, reaction time and temperature were optimized in order to maximize the analytical signal. Interferences of several ions (anions and cations) were studied and evaluated. The linear range of the method extends from 3 to 100 μg L⁻¹. Limit of detection (3s_b) was 0.9 μg L⁻¹. The method was tested with a silicate certified reference material. Interferences were eliminated by a liquid extraction with cupferron. Author for correspondence. E-mail: aucelior@rdc.puc-rio.br Received September 10, 2002; accepted January 15, 2003 Published online May 5, 2003     

Proteins Entrapped in Silica Monoliths Prepared from Glyceroxysilanes

The preparation of discrete polyol based silane precursors derived from glycerol by a simple one-pot process is described. These polyol-based silanes could be hydrolyzed under mild pH conditions and upon gelation resulted in the formation of optically clear, monolithic, mesoporous silica. The hydrolysis and condensation reactions lead to cure rates that are very sensitive to ionic strength, but are almost unaffected by pH in contrast to those of alkoxysilanes derived from primary alcohols such as Si(OEt)₄. Residual glycerol in the silica monolith could be removed by washing, or could be left in the silica to reduce the magnitude of shrinkage during long term storage. The biocompatible glyceroxysilane precursors lead to materials that were able to retain the activity of entrapped enzymes over repeated cycles of use for periods of up to several months.     

Augmented Lagrangian Algorithms Based on the Spectral Projected Gradient Method for Solving Nonlinear Programming Problems

The spectral projected gradient method SPG is an algorithm for large-scale bound-constrained optimization introduced recently by Birgin, Martínez, and Raydan. It is based on the Raydan unconstrained generalization of the Barzilai-Borwein method for quadratics. The SPG algorithm turned out to be surprisingly effective for solving many large-scale minimization problems with box constraints. Therefore, it is natural to test its perfomance for solving the sub-problems that appear in nonlinear programming methods based on augmented Lagrangians. In this work, augmented Lagrangian methods which use SPG as the underlying convex-constraint solver are introduced (ALSPG) and the methods are tested in two sets of problems. First, a meaningful subset of large-scale nonlinearly constrained problems of the CUTE collection is solved and compared with the perfomance of LANCELOT. Second, a family of location problems in the minimax formulation is solved against the package FFSQP.     

Wavelets and adaptive grids for the discontinuous Galerkin method

In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method.     

Impact of Partial Separability on Large-Scale Optimization

ELSO is an environment for the solution oflarge-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partialseparability structure of the function to computethe gradient efficiently using automatic differentiation.We demonstrate ELSO's efficiency by comparing thevarious options available in ELSO.Our conclusion is that the hybrid option in ELSOprovides performance comparable to the hand-coded option, while having the significantadvantage of not requiring a hand-coded gradient orthe sparsity pattern of the partially separable function.In our test problems, which have carefully coded gradients,the computing time for the hybrid AD option is within a factor of two of thehand-coded option.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.