
Contreras, M., Pellicer, R., Villena, M., & Ruiz, A. (2010). A quantum model of option pricing: When BlackScholes meets Schrodinger and its semiclassical limit. Physica A, 389(23), 5447–5459.
Abstract: The BlackScholes equation can be interpreted from the point of view of quantum mechanics, as the imaginary time Schrodinger equation of a free particle. When deviations of this state of equilibrium are considered, as a product of some market imperfection, such as: Transaction cost, asymmetric information issues, shortterm volatility, extreme discontinuities, or serial correlations; the classical nonarbitrage assumption of the BlackScholes model is violated, implying a nonriskfree portfolio. From Haven (2002) [1] we know that an arbitrage environment is a necessary condition to embedding the BlackScholes option pricing model in a more general quantum physics setting. The aim of this paper is to propose a new BlackScholesSchrodinger model based on the endogenous arbitrage option pricing formulation introduced by Contreras et al. (2010) [2]. Hence, we derive a more general quantum model of option pricing, that incorporates arbitrage as an external time dependent force, which has an associated potential related to the random dynamic of the underlying asset price. This new resultant model can be interpreted as a Schrodinger equation in imaginary time for a particle of mass 1/sigma(2) with a wave function in an external field force generated by the arbitrage potential. As pointed out above, this new model can be seen as a more general formulation, where the perfect market equilibrium state postulated by the BlackScholes model represent a particular case. Finally, since the Schrodinger equation is in place, we can apply semiclassical methods, of common use in theoretical physics, to find an approximate analytical solution of the BlackScholes equation in the presence of market imperfections, as it is the case of an arbitrage bubble. Here, as a numerical illustration of the potential of this Schrodinger equation analogy, the semiclassical approximation is performed for different arbitrage bubble forms (step, linear and parabolic) and compare with the exact solution of our general quantum model of option pricing. (C) 2010 Elsevier B.V. All rights reserved.



Corral, N., Anrique, N., Fernandes, D., Parrado, C., & Caceres, G. (2012). Power, placement and LEC evaluation to install CSP plants in northern Chile. Renew. Sust. Energ. Rev., 16(9), 6678–6685.
Abstract: Chile is expecting a 5.4% growth in energy consumption per year until 2030, requiring new and better solutions for the upward trend of its electricity demand. This state leads to select and study one of the potential alternatives for electricity generation: concentrated solar power (CSP) plants. Such renewable technology found in Chile a very favorable condition. Recent researches indicate Atacama Desert as one of the best regions for solar energy worldwide, having an average radiation higher than in places where CSP plants are currently implemented, e.g. Spain and USA. The aim of this study is to present an analysis of levelized energy cost (LEC) for different power capacities of CSP plants placed in distinct locations in northern Chile. The results showed that CSP plants can be implemented in Atacama Desert with LECs around 19 (sic)US$/kWh when a gasfired backup and thermal energy storage (TES) systems are fitted. This value increases to approximately 28 (sic)US$/kWh if there is no backup system. (C) 2012 Elsevier Ltd. All rights reserved.



Cortes, C. E., JaraMoroni, P., Moreno, E., & Pineda, C. (2013). Stochastic transit equilibrium. Transp. Res. Pt. BMethodol., 51, 29–44.
Abstract: We present a transit equilibrium model in which boarding decisions are stochastic. The model incorporates congestion, reflected in higher waiting times at bus stops and increasing invehicle travel time. The stochastic behavior of passengers is introduced through a probability for passengers to choose boarding a specific bus of a certain service. The modeling approach generates a stochastic commonlines problem, in which every line has a chance to be chosen by each passenger. The formulation is a generalization of deterministic transit assignment models where passengers are assumed to travel according to shortest hyperpaths. We prove existence of equilibrium in the simplified case of parallel lines (stochastic commonlines problem) and provide a formulation for a more general network problem (stochastic transit equilibrium). The resulting waiting time and network load expressions are validated through simulation. An algorithm to solve the general stochastic transit equilibrium is proposed and applied to a sample network; the algorithm works well and generates consistent results when considering the stochastic nature of the decisions, which motivates the implementation of the methodology on a realsize network case as the next step of this research. (C) 2013 Elsevier Ltd. All rights reserved.



Cortez, V., Medina, P., Goles, E., Zarama, R., & Rica, S. (2015). Attractors, statistics and fluctuations of the dynamics of the Schelling's model for social segregation. Eur. Phys. J. B, 88(1), 12 pp.
Abstract: Statistical properties, fluctuations and probabilistic arguments are shown to explain the robust dynamics of the Schelling's social segregation model. With the aid of probability density functions we characterize the attractors for multiple external parameters and conditions. We discuss the role of the initial states and we show that, indeed, the system evolves towards well defined attractors. Finally, we provide probabilistic arguments to explain quantitatively the observed behavior.



Cortez, V., Saravia, G., & Vogel, E. E. (2014). Phase diagram and reentrance for the 3D EdwardsAnderson model using information theory. J. Magn. Magn. Mater., 372, 173–180.
Abstract: Data compressor techniques are used to study the phase diagram of the generalized EdwardsAnderson model in three dimensions covering the full range of mixture between ferromagnetic (concentration 1x) and antiferromagnetic interactions (concentration x). The recently proposed data compressor wlzip is used to recognize criticality by the maximum information content in the files storing the simulation processes. The method allows not only the characterization of the ferromagnetic to paramagnetic (FP) transition (x < 0.22, or x > 0.78) but also it equally well yields the spinglass to paramagnetic (SP) transition (0.22 < x < 0.78). A reentrance of a ferromagnetic phase into the spinglass phase is found in the vicinity of the multicritical point. The differences in the ways to apply the new method to FP and SP transitions are reported. A phase diagram for the entire range of x based entirely on the use of compression techniques is obtained and discussed. The advantages and disadvantages of the method of data compression as compared to other methods to deal with magnetic phase transitions are brought out and explained. (C) 2014 Elsevier B.V. All rights reserved.



Couturier, E., Dumais, J., Cerda, E., & Katifori, E. (2013). Folding of an opened spherical shell. Soft Matter, 9(34), 8359–8367.
Abstract: Thin, doubly curved shells occur commonly in nature and their mechanical properties and modes of deformation are very important for engineering structures of all scales. Although there has been substantial work on the stability and modes of failure of thin shells, relatively little work has been done to understand the conditions that promote continuous large scale deformations. A major impediment to progress in this direction is the inherent difficulty in obtaining analytical expressions for the deformed shapes. In this work we propose a new integrable solution which describes the behavior under load of a thin spherical shell with an opening (aperture) of nfold axial symmetry. We derive a twoparameter family of approximately isometric, constant positive Gaussian curvature shapes that is in excellent agreement with our experimental results of deformed shells (3D scans of compressed pingpong balls) and simulations (tethered membrane simulations minimizing the stretching and bending energy). The integrable solutions that describe those shapes have n symmetrically arranged curvature singularities which correspond to cusps of the folded shape. We examine the properties of the folded shells and observe that in the analytic solutions isometric closure is more easily achieved when the singularities lie away from the center of the aperture. We find that when allowed by the geometry of the aperture and the nature of the load, physical shells expel the curvature singularities into the aperture.



Crutchik, D., Morales, N., VazquezPadin, J. R., & Garrido, J. M. (2017). Enhancement of struvite pellets crystallization in a fullscale plant using an industrial grade magnesium product. Water Sci. Technol., 75(3), 609–618.
Abstract: A fullscale struvite crystallization system was operated for the treatment of the centrate obtained from the sludge anaerobic digester in a municipal wastewater treatment plant. Additionally, the feasibility of an industrial grade Mg(OH) (2) as a cheap magnesium and alkali source was also investigated. The struvite crystallization plant was operated for two different periods: period I, in which an influent with low phosphate concentration (34.0 mg P . L (1)) was fed to the crystallization plant; and period II, in which an influent with higher phosphate concentration (68.0 mg P . L (1)) was used. A high efficiency of phosphorus recovery by struvite crystallization was obtained, even when the effluent treated had a high level of alkalinity. Phosphorus recovery percentage was around 77%, with a phosphate concentration in the effluent between 10.0 and 30.0 mg P .L 1. The experiments gained struvite pellets of 0.5 5.0 mm size. Moreover, the consumption of Mg(OH) (2) was estimated at 1.5 mol Mg added . mol P recovered (1). Thus, industrial grade Mg(OH) (2) can be an economical alternative as magnesium and alkali sources for struvite crystallization at industrial scale.



D'Angelo, G., Di Stefano, G., Navarra, A., Nisse, N., & Suchan, K. (2015). Computing on Rings by Oblivious Robots: A Unified Approach for Different Tasks. Algorithmica, 72(4), 1055–1096.
Abstract: A set of autonomous robots have to collaborate in order to accomplish a common task in a ringtopology where neither nodes nor edges are labeled (that is, the ring is anonymous). We present a unified approach to solve three important problems: the exclusive perpetual exploration, the exclusive perpetual clearing, and the gathering problems. In the first problem, each robot aims at visiting each node infinitely often while avoiding that two robots occupy a same node (exclusivity property); in exclusive perpetual clearing (also known as graph searching), the team of robots aims at clearing the whole ring infinitely often (an edge is cleared if it is traversed by a robot or if both its endpoints are occupied); and in the gathering problem, all robots must eventually occupy the same node. We investigate these tasks in the LookComputeMove model where the robots cannot communicate but can perceive the positions of other robots. Each robot is equipped with visibility sensors and motion actuators, and it operates in asynchronous cycles. In each cycle, a robot takes a snapshot of the current global configuration (Look), then, based on the perceived configuration, takes a decision to stay idle or to move to one of its adjacent nodes (Compute), and in the latter case it eventually moves to this neighbor (Move). Moreover, robots are endowed with very weak capabilities. Namely, they are anonymous, asynchronous, oblivious, uniform (execute the same algorithm) and have no common sense of orientation. In this setting, we devise algorithms that, starting from an exclusive and rigid (i.e. aperiodic and asymmetric) configuration, solve the three above problems in anonymous ringtopologies.



Dauelsberg, P., Matus, J. T., Poupin, M. J., LeivaAmpuero, A., Godoy, F., Vega, A., et al. (2011). Effect of pollination and fertilization on the expression of genes related to floral transition, hormone synthesis and berry development in grapevine. J. Plant Physiol., 168(14), 1667–1674.
Abstract: In the present work, the effect of assisted fertilization on anatomical, morphological and gene expression changes occurring in carpels and during early stages of berry development in Vitis vinifera were studied. Inflorescences were emasculated before capfall, immediately manually pollinated (EP) and fruit development was compared to emasculated but nonpollinated (ENP) and selfpollinated inflorescences (NESP). The diameter of berries derived from pollinated flowers (EP and NESP) was significantly higher than from nonpollinated flowers (ENP) at 21 days after emasculation/pollination (DAE), and a rapid increase in the size of the inner mesocarp, together with the presence of an embryolike structure, were observed. The expression of gibberellin oxidases (GA200x and GA2ox), anthranilate synthase (related to auxin synthesis) and cytokinin synthase coding genes was studied to assess the relationship between hormone synthesis and early berry development, while flower patterning genes were analyzed to describe floral transition. Significant expression changes were found for hormonerelated genes, suggesting that their expression at early stages of berry development (13 DAE) is related to cell division and differentiation of mesocarp tissue at a later stage (21 DAE). Expression of hormonerelated genes also correlates with the expression of VvHB13, a gene related to mesocarp expansion, and with an increased repression of floral patterning genes (PISTILLATA and TM6), which may contribute to prevent floral transition inhibiting fruit growth before fertilization takes place. (C) 2011 Elsevier GmbH. All rights reserved.



de Figueiredo, C. M. H., de Mello, C. P., & Ortiz, C. (2000). Edge colouring reduced indifference graphs. Lect. Notes Comput. Sc., 1776, 145–153.
Abstract: The chromatic index problem – finding the minimum number of colours required for colouring the edges of a graph – is still unsolved for indifference graphs, whose vertices can be linearly ordered so that the vertices contained in the same maximal clique are consecutive in this order. Two adjacent vertices are twins if they belong to the same maximal cliques. A graph is reduced if it contains no pair of twin vertices. A graph is overfull if the total number of edges is greater than the product of the maximum degree by [n/2], where n is the number of vertices. We give a structural characterization for neighbourhoodover full indifference graphs proving that a reduced indifference graph cannot be neighbourhoodoverfull. We show that the chromatic index for all reduced indifference graphs is the maximum degree.



de Figueiredo, C. M. H., Meldanis, J., de Mello, C. P., & Ortiz, C. (2003). Decompositions for the edge colouring of reduced indifference graphs. Theor. Comput. Sci., 297(13), 145–155.
Abstract: The chromatic index problemfinding the minimum number of colours required for colouring the edges of a graphis still unsolved for indifference graphs, whose vertices can be linearly ordered so that the vertices contained in the same maximal clique are consecutive in this order. We present new positive evidence for the conjecture: every non neighbourhoodoverfull indifference graph can be edge coloured with maximum degree colours. Two adjacent vertices are twins if they belong to the same maximal cliques. A graph is reduced if it contains no pair of twin vertices. A graph is overfull if the total number of edges is greater than the product of the maximum degree by [n/2], where n is the number of vertices. We give a structural characterization for neighbourhoodoverfull indifference graphs proving that a reduced indifference graph cannot be neighbourhoodoverfull. We show that the chromatic index for all reduced indifference graphs is the maximum degree. We present two decomposition methods for edge colouring reduced indifference graphs with maximum degree colours. (C) 2002 Elsevier Science B.V. All rights reserved.



De la Iglesia, R., ValenzuelaHeredia, D., Andrade, S., Correa, J., & Gonzalez, B. (2012). Composition dynamics of epilithic intertidal bacterial communities exposed to high copper levels. FEMS Microbiol. Ecol., 79(3), 720–727.
Abstract: Copper has a dual role for organisms, both as micronutrient and toxic element. Copper mining activities have an enormous ecological impact because of the extraction process and the consequent release of coppercontaining waste materials to the environment. In northern Chile, mainly in the Chanaral coastal area, this phenomenon is clearly evident. The released waste material has caused a strong modification of the area, and copper enrichment of beaches and rocky shores has provoked a decrease in the richness and diversity of many species of macroorganisms. However, the effects that copper enrichment has on microbial (e.g. bacterial epilithic) communities associated with the rocky shore environment are poorly understood. Using a cultureindependent molecular approach, field sampling and laboratory microcosm experiments, we determined the effects of copper enrichment on bacterial communities inhabiting the rocky shore environment. Field samples showed a strong effect of copper on the structure of the natural bacterial epilithic communities, and microcosm experiments demonstrated rapid changes in bacterial community when copper is added, and reversibility of this effect within 48 h after copper is removed.



De la Iglesia, R., ValenzuelaHeredia, D., Pavissich, J. P., Freyhoffer, S., Andrade, S., Correa, J. A., et al. (2010). Novel polymerase chain reaction primers for the specific detection of bacterial copper Ptype ATPases gene sequences in environmental isolates and metagenomic DNA. Lett. Appl. Microbiol., 50(6), 552–562.
Abstract: Aims: In the last decades, the worldwide increase in copper wastes release by industrial activities like mining has driven environmental metal contents to toxic levels. For this reason, the study of the biological copperresistance mechanisms in natural environments is important. Therefore, an appropriate molecular tool for the detection and tracking of copperresistance genes was developed. Methods and Results: In this work, we designed a PCR primer pair to specifically detect copper Ptype ATPases gene sequences. These PCR primers were tested in bacterial isolates and metagenomic DNA from intertidal marine environments impacted by copper pollution. As well, TRFLP fingerprinting of these gene sequences was used to compare the genetic composition of such genes in microbial communities, in normal and copperpolluted coastal environments. New copper Ptype ATPases gene sequences were found, and a high degree of change in the genetic composition because of copper exposure was also determined. Conclusions: This PCR based method is useful to track bacterial copperresistance gene sequences in the environment. Significance and Impact of the Study: This study is the first to report the design and use of a PCR primer pair as a molecular marker to track bacterial copperresistance determinants, providing an excellent tool for longterm analysis of environmental communities exposed to metal pollution.



de Mateo, F., Coelli, T., & O'Donnell, C. (2006). Optimal paths and costs of adjustment in dynamic DEA models: with application to chilean department stores. Ann. Oper. Res., 145(1), 211–227.
Abstract: In this paper we propose a range of dynamic data envelopment analysis (DEA) models which allow information on costs of adjustment to be incorporated into the DEA framework. We first specify a basic dynamic DEA model predicated on a number or simplifying assumptions. We then outline a number of extensions to this model to accommodate asymmetric adjustment costs, nonstatic output quantities, nonstatic input prices, and nonstatic costs of adjustment, technological change, quasifixed inputs and investment budget constraints. The new dynamic DEA models provide valuable extra information relative to the standard static DEA modelsthey identify an optimal path of adjustment for the input quantities, and provide a measure of the potential cost savings that result from recognising the costs of adjusting input quantities towards the optimal point. The new models are illustrated using data relating to a chain of 35 retail department stores in Chile. The empirical results illustrate the wealth of information that can be derived from these models, and clearly show that static models overstate potential cost savings when adjustment costs are nonzero.



del Rio, A. V., Buys, B., Campos, J. L., Mendez, R., & MosqueraCorral, A. (2015). Optimizing upflow velocity and calcium precipitation in denitrifying granular systems. Process Biochem., 50(10), 1656–1661.
Abstract: The denitrification process was studied in two granular biomass denitrifying reactors (USB1 and USB2). In USB1 large quantities of biomass were accumulated (9.5 gVSS L1) allowing for the treatment of high nitrogen loads (3.5 g NO3N L1 d(1)). As the biomass granulation process is not immediate the effects of different upflow velocities (0.125.5 m h(1)) and calcium contents (5200 mg Ca2+ L1) were studied in order to speed up the process. Obtained results indicate that the optimum values for these parameters, which allow for the stable operation of USB1, are of 0.19 m h(1) and 60 mg Ca2+ L1. Then these optimum conditions were applied to USB2 where the effects of concentrations from 335 to 1000 mg NO3N L1 were tested. In these conditions nitrate concentrations of 1000 mg NO3N L1 are required for denitrifying granular biomass formation. Summarizing denitrifying granules can be formed at low upflow velocities and in hard or extremely hard water composition conditions if sufficient high nitrogen loads are treated. (C) 2015 Elsevier Ltd. All rights reserved.



del Rio, A. V., Stachurski, A., Mendez, R., Campos, J. L., SurmaczGorska, J., & MosqueraCorral, A. (2017). Short and longterm orange dye effects on ammonium oxidizing and anammox bacteria activities. Water Sci. Technol., 76(1), 79–86.
Abstract: The effects of orange azo dye over ammonia oxidizing bacteria (AOB) and anammox bacteria activities were tested. Performed batch tests indicated that concentrations lower than 650 mg(orange)/L stimulated AOB activity, while anammox bacteria activity was inhibited at concentrations higher than 25 mg(orange)/L. Longterm performance of a continuous stirred tank reactor (CSTR) for the partial nitritation and a sequencing batch reactor (SBR) for the anammox process was tested in the presence of 50 mg(orange)/L. In the case of the partial nitritation process, both the biomass concentration and the specific AOB activity increased after 50 days of orange azo dye addition. Regarding the anammox process, specific activity decreased down to 58% after 12 days of operation with continuous feeding of 50 mg(orange)/L. However, the anammox activity was completely recovered only 54 days after stopping the dye addition in the feeding. Once the biomass was saturated the azo dye adsorption onto the biomass was insignificant in the CSTR for the partial nitritation process fed with 50 mg(orange)/L. However, in the SBR the absorption was determined as 6.4 mg(orange)/g volatile suspended solids. No biological decolorization was observed in both processes.



del Valle, M. A., Ramos, A. C., Diaz, F. R., & Gacitua, M. A. (2015). Electrosynthesis and Characterisation of Polymer Nanowires from Thiophene and its Oligomers. J. Braz. Chem. Soc., 26(11), 2313–2320.
Abstract: Validating methodology formerly reported, polythiophene electrosynthesised as nanowires from the monomer and some of its oligomers is now described. The work is conducted on a platinum electrode previously modified with a template that tunes the polymer growth inside the confined space of the pores. In addition, it was confirmed that the use of larger chainlength oligomers as starting unit helps to obtain more homogeneous wires, although its adhesion to the supporting substrate works against. Characterisation allows to verify the morphology and to confirm higher levels of doping/undoping of the nanostructures as compared to the corresponding bulky deposits, which points to improved macroscopic properties. It is demonstrated that this strategy allows obtaining nanowires of very small diameter, ranging from 2.8 to 4.0 nm; thus demonstrating that the use of this approach enables the direct obtainment of nanowires upon the electrode surface, with the obvious advantage that this implies.



Demongeot, J., Goles, E., Morvan, M., Noual, M., & Sene, S. (2010). Attraction Basins as Gauges of Robustness against Boundary Conditions in Biological Complex Systems. PLoS One, 5(8), 18 pp.
Abstract: One fundamental concept in the context of biological systems on which researches have flourished in the past decade is that of the apparent robustness of these systems, i.e., their ability to resist to perturbations or constraints induced by external or boundary elements such as electromagnetic fields acting on neural networks, microRNAs acting on genetic networks and even hormone flows acting both on neural and genetic networks. Recent studies have shown the importance of addressing the question of the environmental robustness of biological networks such as neural and genetic networks. In some cases, external regulatory elements can be given a relevant formal representation by assimilating them to or modeling them by boundary conditions. This article presents a generic mathematical approach to understand the influence of boundary elements on the dynamics of regulation networks, considering their attraction basins as gauges of their robustness. The application of this method on a real genetic regulation network will point out a mathematical explanation of a biological phenomenon which has only been observed experimentally until now, namely the necessity of the presence of gibberellin for the flower of the plant Arabidopsis thaliana to develop normally.



Domic, N. G., Goles, E., & Rica, S. (2011). Dynamics and complexity of the Schelling segregation model. Phys. Rev. E, 83(5), 13 pp.
Abstract: In this paper we consider the Schelling social segregation model for two different populations. In Schelling's model, segregation appears as a consequence of discrimination, measured by the local difference between two populations. For that, the model defines a tolerance criterion on the neighborhood of an individual, indicating wether the individual is able to move to a new place or not. Next, the model chooses which of the available unhappy individuals really moves. In our work, we study the patterns generated by the dynamical evolution of the Schelling model in terms of various parameters or the initial condition, such as the size of the neighborhood of an inhabitant, the tolerance, and the initial number of individuals. As a general rule we observe that segregation patterns minimize the interface of zones of different people. In this context we introduce an energy functional associated with the configuration which is a strictly decreasing function for the tolerant people case. Moreover, as far as we know, we are the first to notice that in the case of a nonstrictlydecreasing energy functional, the system may segregate very efficiently.



Donoso, R., LeivaNovoa, P., Zuniga, A., Timmermann, T., RecabarrenGajardo, G., & Gonzalez, B. (2017). Biochemical and Genetic Bases of Indole3Acetic Acid (Auxin Phytohormone) Degradation by the PlantGrowthPromoting Rhizobacterium Paraburkholderia phytofirmans PsJN. Appl. Environ. Microbiol., 83(1), 20 pp.
Abstract: Several bacteria use the plant hormone indole3acetic acid (IAA) as a sole carbon and energy source. A cluster of genes (named iac) encoding IAA degradation has been reported in Pseudomonas putida 1290, but the functions of these genes are not completely understood. The plantgrowthpromoting rhizobacterium Paraburkholderia phytofirmans PsJN harbors iac gene homologues in its genome, but with a different gene organization and context than those of P. putida 1290. The iac gene functions enable P. phytofirmans to use IAA as a sole carbon and energy source. Employing a heterologous expression system approach, P. phytofirmans iac genes with previously undescribed functions were associated with specific biochemical steps. In addition, two uncharacterized genes, previously unreported in P. putida and found to be related to major facilitator and tautomerase superfamilies, are involved in removal of an IAA metabolite called dioxindole3acetate. Similar to the case in strain 1290, IAA degradation proceeds through catechol as intermediate, which is subsequently degraded by orthoring cleavage. A putative twocomponent regulatory system and a LysRtype regulator, which apparently respond to IAA and dioxindole3acetate, respectively, are involved in iac gene regulation in P. phytofirmans. These results provide new insights about unknown gene functions and complex regulatory mechanisms in IAA bacterial catabolism. IMPORTANCE This study describes indole3acetic acid (auxin phytohormone) degradation in the wellknown betaproteobacterium P. phytofirmans PsJN and comprises a complete description of genes, some of them with previously unreported functions, and the general basis of their gene regulation. This work contributes to the understanding of how beneficial bacteria interact with plants, helping them to grow and/or to resist environmental stresses, through a complex set of molecular signals, in this case through degradation of a highly relevant plant hormone.

