The Pontifícia Universidade Católica do Rio de Janeiro is a major private and non-profit Catholic university, located in Rio de Janeiro, the second largest city of Brazil. It is maintained by the Catholic Archdiocese of Rio de Janeiro and the Society of Jesus. Wikipedia.
Street A.,Pontifical Catholic University of Rio de Janeiro
Theory and Decision | Year: 2010
The Expected Shortfall or Conditional Value-at-Risk (CVaR) has been playing the role of main risk measure in the recent years and paving the way for an enormous number of applications in risk management due to its very intuitive form and important coherence properties. This work aims to explore this measure as a probability-dependent utility functional, introducing an alternative view point for its Choquet Expected Utility representation. Within this point of view, its main preference properties will be characterized and its utility representation provided through local utilities with an explicit dependence on the assessed revenue's distribution (quantile) function. Then, an intuitive interpretation for the related probability dependence and the piecewise form of such utility will be introduced on an investment pricing context, in which a CVaR maximizer agent will behave in a relativistic way based on his previous estimates of the probability function. Finally, such functional will be extended to incorporate a larger range of risk-averse attitudes and its main properties and implications will be illustrated through examples, such as the so-called Allais Paradox. © 2009 Springer Science+Business Media, LLC.
Miranda O.G.,CINVESTAV |
Nunokawa H.,Pontifical Catholic University of Rio de Janeiro
New Journal of Physics | Year: 2015
Neutrino oscillations have become well-known phenomena; the measurements of neutrino mixing angles and mass squared differences are continuously improving. Future oscillation experiments will eventually determine the remaining unknown neutrino parameters, namely, the mass ordering, normal or inverted, and the CP-violating phase. On the other hand, the absolute mass scale of neutrinos could be probed by cosmological observations, single beta decay as well as by neutrinoless double beta decay experiments. Furthermore, the last one may shed light on the nature of neutrinos, Dirac or Majorana, by measuring the effective Majorana mass of neutrinos. However, the neutrino mass generation mechanism remains unknown. A well-motivated phenomenological approach to search for new physics, in the neutrino sector, is that of non-standard interactions. In this short review, the current constraints in this picture, as well as the perspectives from future experiments, are discussed. © 2015 IOP Publishing Ltd and Deutsche Physikalische Gesellschaft.
De Lamare R.C.,Pontifical Catholic University of Rio de Janeiro |
De Lamare R.C.,University of York
IEEE Transactions on Wireless Communications | Year: 2013
In this work, decision feedback (DF) detection algorithms based on multiple processing branches for multi-input multi-output (MIMO) spatial multiplexing systems are proposed. The proposed detector employs multiple cancellation branches with receive filters that are obtained from a common matrix inverse and achieves a performance close to the maximum likelihood detector (MLD). Constrained minimum mean-squared error (MMSE) receive filters designed with constraints on the shape and magnitude of the feedback filters for the multi-branch MMSE DF (MB-MMSE-DF) receivers are presented. An adaptive implementation of the proposed MB-MMSE-DF detector is developed along with a recursive least squares-type algorithm for estimating the parameters of the receive filters when the channel is time-varying. A soft-output version of the MB-MMSE-DF detector is also proposed as a component of an iterative detection and decoding receiver structure. A computational complexity analysis shows that the MB-MMSE-DF detector does not require a significant additional complexity over the conventional MMSE-DF detector, whereas a diversity analysis discusses the diversity order achieved by the MB-MMSE-DF detector. Simulation results show that the MB-MMSE-DF detector achieves a performance superior to existing suboptimal detectors and close to the MLD, while requiring significantly lower complexity. © 2013 IEEE.
Godoy-Matos A.F.,Pontifical Catholic University of Rio de Janeiro
Diabetology and Metabolic Syndrome | Year: 2014
The opposite effects of insulin and glucagon in fuel homeostasis, the paracrine/endocrine inhibitory effects of insulin on glucagon secretion and the hyperglucagonemia in the pathogenesis of type 2 diabetes (T2D) have long been recognized. Inappropriately increased alpha-cell function importantly contributes to hyperglycemia and reflects the loss of tonic restraint normally exerted by high local concentrations of insulin on alpha-cells, possibly as a result of beta-cell failure and alpha-cell insulin resistance, but additional mechanisms, such as the participation of incretin hormones in this response, have also been suggested. Three classes of drugs already available for clinical use address the abnormalities of glucagon secretion in T2D, namely, the GLP-1 receptor agonists (GLP-1RA), the inhibitors of dipeptidyl peptidase-4 (DPP-4i) and the amylin agonist pramlintide; it has been proposed that the glucagonostatic and insulinotropic effects of GLP-1RA equally contribute to their hypoglycemic efficacy. In this review, the control of glucagon secretion and its participation in T2D pathogenesis are summarized. © 2014 Godoy-Matos; licensee BioMed Central Ltd.
Costa E.,Pontifical Catholic University of Rio de Janeiro
IEEE Transactions on Intelligent Transportation Systems | Year: 2011
A simulation model is proposed to represent the channel of the Global Positioning System (GPS). Initially, a digital elevation model, building databases, and a vegetation model are processed to generate azimuth-elevation maps of path states (clear, shadowed, and blocked) for a large number of observers. At each simulation step, satellite positions are updated, and azimuths and elevations of paths from observers to satellites are calculated. Signal strengths and range errors are assigned to paths with the aid of random number generators for each path state. This information is processed to determine the statistics of the channel. It will be shown that model predictions are able to display good agreement with the results from an experimental campaign carried out for validation purposes. The simulation model will then be applied to a large number of observers deployed along two routes in densely urbanized areas in the city of Rio de Janeiro, Brazil (22.8° S, 43.3° W), with buildings displaying different height distributions to quantitatively show how the most probable number of available satellites, the probability that four or more satellites are simultaneously available (that is, that positions can be fixed), and the position errors change with the average building height and for vehicles in static and kinematic modes. In combination with the comparison between measurement and prediction results, this indicates that the simulation model is an efficient and flexible tool for studying and planning satellite-based location and navigation applications with accuracy and sensitivity, which will be used in future developments of mitigation techniques of multipath effects, leading to improved performance of intelligent transportation systems. © 2006 IEEE.
De Souza Mendes P.R.,Pontifical Catholic University of Rio de Janeiro
Soft Matter | Year: 2011
A constitutive model for structured fluids is presented. Its predictive capability includes thixotropy, viscoelasticity and yielding behavior. It is composed by two differential equations, one for the stress and the other for the structure parameter - a scalar quantity that represents the structuring level of the fluid. The equation for stress is obtained in accordance with a simple mechanical analog composed by a structuring-level-dependent Maxwell element in parallel with a Newtonian element, leading to an equation of the same form as the Jeffreys (or Oldroyd-B) equation. The relaxation and retardation times that arise are functions of the structure parameter. The ideas found in de Souza Mendes, J. Non-Newtonian Fluid Mech., 2009, 164, 66 are employed for the structure parameter equation as well as for the dependencies on the structure parameter of the structural viscosity and structural shear modulus. The model is employed in constant-rate, constant-stress, and oscillatory shear flows, and its predictive capability is shown to be excellent for all cases. © 2011 The Royal Society of Chemistry.
Pacheco C.J.,Pontifical Catholic University of Rio de Janeiro
Sensors (Basel, Switzerland) | Year: 2013
A simple noncontact force sensor based on an optical fiber Bragg grating attached to a small magnet has been proposed and built. The sensor measures the force between the magnet and any ferromagnetic material placed within a few millimeters of the sensor. Maintaining the sensor at a constant standoff distance, material loss due to corrosion increases the distance between the magnet and the corroded surface, which decreases the magnetic force. This will decrease the strain in the optical fiber shifting the reflected Bragg wavelength. The measured shift for the optical fiber used was 1.36 nm per Newton. Models were developed to optimize the magnet geometry for a specific sensor standoff distance and for particular corrosion pit depths. The sensor was able to detect corrosion pits on a fuel storage tank bottom with depths in the sub-millimeter range.
Da Fontoura S.A.B.,Pontifical Catholic University of Rio de Janeiro
Rock Mechanics and Rock Engineering | Year: 2012
Lade's failure criterion was initially developed for soils which present very low to no cohesion. The criterion uses a special relationship between the first and the third stress invariants. Lade failure criterion describes failure of rocks subjected to three different effective principal stresses. An important issue is the evaluation of the stress at failure knowing the material parameters and two principal stresses at failure. This is the operation to be carried out when plotting the failure surface knowing the material parameters. For each pair of values of principal stresses, the third one must be determined. The 3D strength criteria, LC (Lade criterion) and MLC (modified Lade criterion), proposed do note generate sharp corners in the failure surface allowing the continuity of the first derivative with respect to the stresses.
Xavier G.B.,Pontifical Catholic University of Rio de Janeiro |
Von Der Weid J.P.,Pontifical Catholic University of Rio de Janeiro
Optics Letters | Year: 2011
We experimentally demonstrate stable and user-adjustable single-photon interference in a 1km long fiber-optic Mach-Zehnder interferometer, using an active phase control system with the feedback provided by a classical laser. We are able to continuously tune the single-photon phase difference between the interferometer arms using a phase modulator, which is synchronized with the gate window of the single-photon detectors. The phase control system employs a piezoelectric fiber stretcher to stabilize the phase drift in the interferometer. A single-photon net visibility of 0.97 is obtained, yielding future possibilities for experimental realizations of quantum repeaters in optical fibers and violation of Bell's inequalities using genuine energy-time entanglement. © 2011 Optical Society of America.
News Article | October 28, 2016
RIO DE JANEIRO (Reuters) - Brazilian health officials say they do not expect a second wave of widespread Zika infections similar to that of a year ago, despite warming temperatures causing a rebound in reproduction of the mosquito responsible for transmitting the virus.