Modelos baseados em agentes aplicados à dinâmica de preços do mercado imobiliário

Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável.

Stability and cycles in a cobweb model with heterogeneous expectations

We investigate the dynamics of a cobweb model with heterogeneous beliefs, generalizing the example of Brock and Hommes (1997). We examine situations where the agents form expectations by using either rational expectations, or a type of adaptive expectations with limited memory defined from the last two prices. We specify conditions that generate cycles. These conditions depend on a set of factors that includes the intensity of switching between beliefs and the adaption parameter. We show that both Flip bifurcation and Neimark-Sacker bifurcation can occur as primary bifurcation when the steady state is unstable.

Non-linear oscillations assessment of the distribution static compensator operating in voltage control mode

This article deals with the non-linear oscillations assessment of a distribution static comensator ooperating in voltage control mode using the bifurcation theory. A mathematical model of the distribution static compensator in the voltage control mode to carry out the bifurcation analysis is derived. The stabiity regions in the Thevein equivalent plane are computed. In addition, the stability regions in the control gains space, as well as the contour lines for different Floquet multipliers are computed. The AC and DC capacitor impacts on the stability are analyzed through the bifurcation theory. The observations are verified through simulaation studies. The computation of the stability region allows the assessment of the stable operating zones for a power system that includes a distribution static compensator operating in the voltage mode.

Stability analysis based on birfurcation theory of the DSTATCOM operating in current control mode

This paper presents the stability analysis for a distribution static compensator (DSTATCOM) that operates in current control mode based on bifurcation theory. Bifurcations delimit the operating zones of nonlinear circuits and, hence, the capability to compute these bifurcations is of important interest for practical design. A control design for the DSTATCOM is proposed. Along with this control, a suitable mathematical representation of the DSTATCOM is proposed to carry out the bifurcation analysis efficiently. The stability regions in the Thevenin equivalent plane are computed for different power factors at the point of common coupling. In addition, the stability regions in the control gain space, as well as the contour lines for different Floquet multipliers are computed. It is demonstrated through bifurcation analysis that the loss of stability in the DSTATCOM is due to the emergence of a Neimark bifurcation. The observations are verified through simulation studies.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

Flow pattern analysis in a highly stenotic patient-specific carotid bifurcation model using a turbulence model

The aim of this study is to investigate the blood flow pattern in carotid bifurcation with a high degree of luminal stenosis, combining in vivo magnetic resonance imaging (MRI) and computational fluid dynamics (CFD). A newly developed two-equation transitional model was employed to evaluate wall shear stress (WSS) distribution and pressure drop across the stenosis, which are closely related to plaque vulnerability. A patient with an 80% left carotid stenosis was imaged using high resolution MRI, from which a patient-specific geometry was reconstructed and flow boundary conditions were acquired for CFD simulation. A transitional model was implemented to investigate the flow velocity and WSS distribution in the patient-specific model. The peak time-averaged WSS value of approximately 73Pa was predicted by the transitional flow model, and the regions of high WSS occurred at the throat of the stenosis. High oscillatory shear index values up to 0.50 were present in a helical flow pattern from the outer wall of the internal carotid artery immediately after the throat. This study shows the potential suitability of a transitional turbulent flow model in capturing the flow phenomena in severely stenosed carotid arteries using patient-specific MRI data and provides the basis for further investigation of the links between haemodynamic variables and plaque vulnerability. It may be useful in the future for risk assessment of patients with carotid disease.

A follow up MRI-based geometry and computational fluid dynamics study of carotid bifurcation

Cardiovascular disease is the leading causes of death in the developed world. Wall shear stress (WSS) is associated with the initiation and progression of atherogenesis. This study combined the recent advances in MR imaging and computational fluid dynamics (CFD) and evaluated the patient-specific carotid bifurcation. The patient was followed up for 3 years. The geometry changes (tortuosity, curvature, ICA/CCA area ratios, central to the cross-sectional curvature, maximum stenosis) and the CFD factors (Velocity distribute, Wall Shear Stress (WSS) and Oscillatory Shear Index (OSI)) were compared at different time points.The carotid stenosis was a slight increase in the central to the cross-sectional curvature, and it was minor and variable curvature changes for carotid centerline. The OSI distribution presents ahigh-values in the same region where carotid stenosis and normal border, indicating complex flow and recirculation.The significant geometric changes observed during the follow-up may also cause significant changes in bifurcation hemodynamics.

On the bifurcation in a “modulated” logistic map

We comment on a paper by Luang [On the bifurcation in a ''modulated'' logistic map, Physics Letters A 194(1994) 57]. The numerical evidence given in that paper, for a peculiar type of bifurcation, is shown to be incorrect. The causes of such anomalous results are explained. An accurate bifurcation diagram for the map is also given.

The effect of boundaries on the plane Couette flow of granular materials: a bifurcation analysis

The tendency of granular materials in rapid shear flow to form non-uniform structures is well documented in the literature. Through a linear stability analysis of the solution of continuum equations for rapid shear flow of a uniform granular material, performed by Savage (1992) and others subsequently, it has been shown that an infinite plane shearing motion may be unstable in the Lyapunov sense, provided the mean volume fraction of particles is above a critical value. This instability leads to the formation of alternating layers of high and low particle concentrations oriented parallel to the plane of shear. Computer simulations, on the other hand, reveal that non-uniform structures are possible even when the mean volume fraction of particles is small. In the present study, we have examined the structure of fully developed layered solutions, by making use of numerical continuation techniques and bifurcation theory. It is shown that the continuum equations do predict the existence of layered solutions of high amplitude even when the uniform state is linearly stable. An analysis of the effect of bounding walls on the bifurcation structure reveals that the nature of the wall boundary conditions plays a pivotal role in selecting that branch of non-uniform solutions which emerges as the primary branch. This demonstrates unequivocally that the results on the stability of bounded shear how of granular materials presented previously by Wang et al. (1996) are, in general, based on erroneous base states.

The effect of boundaries on the plane Couette flow of granular materials: a bifurcation analysis

The tendency of granular materials in rapid shear ow to form non-uniform structures is well documented in the literature. Through a linear stability analysis of the solution of continuum equations for rapid shear flow of a uniform granular material, performed by Savage (1992) and others subsequently, it has been shown that an infinite plane shearing motion may be unstable in the Lyapunov sense, provided the mean volume fraction of particles is above a critical value. This instability leads to the formation of alternating layers of high and low particle concentrations oriented parallel to the plane of shear. Computer simulations, on the other hand, reveal that non-uniform structures are possible even when the mean volume fraction of particles is small. In the present study, we have examined the structure of fully developed layered solutions, by making use of numerical continuation techniques and bifurcation theory. It is shown that the continuum equations do predict the existence of layered solutions of high amplitude even when the uniform state is linearly stable. An analysis of the effect of bounding walls on the bifurcation structure reveals that the nature of the wall boundary conditions plays a pivotal role in selecting that branch of non-uniform solutions which emerges as the primary branch. This demonstrates unequivocally that the results on the stability of bounded shear flow of granular materials presented previously by Wang et al. (1996) are, in general, based on erroneous base states.

Use of polydispersity index as control parameter to study melting/freezing of Lennard-Jones system: Comparison among predictions of bifurcation theory with Lindemann criterion, inherent structure analysis and Hansen-Verlet rule

Using polydispersity index as an additional order parameter we investigate freezing/melting transition of Lennard-Jones polydisperse systems (with Gaussian polydispersity in size), especially to gain insight into the origin of the terminal polydispersity. The average inherent structure (IS) energy and root mean square displacement (RMSD) of the solid before melting both exhibit quite similar polydispersity dependence including a discontinuity at solid-liquid transition point. Lindemann ratio, obtained from RMSD, is found to be dependent on temperature. At a given number density, there exists a value of polydispersity index (delta (P)) above which no crystalline solid is stable. This transition value of polydispersity(termed as transition polydispersity, delta (P) ) is found to depend strongly on temperature, a feature missed in hard sphere model systems. Additionally, for a particular temperature when number density is increased, delta (P) shifts to higher values. This temperature and number density dependent value of delta (P) saturates surprisingly to a value which is found to be nearly the same for all temperatures, known as terminal polydispersity (delta (TP)). This value (delta (TP) similar to 0.11) is in excellent agreement with the experimental value of 0.12, but differs from hard sphere transition where this limiting value is only 0.048. Terminal polydispersity (delta (TP)) thus has a quasiuniversal character. Interestingly, the bifurcation diagram obtained from non-linear integral equation theories of freezing seems to provide an explanation of the existence of unique terminal polydispersity in polydisperse systems. Global bond orientational order parameter is calculated to obtain further insights into mechanism for melting.

Traveling waves in trimer granular lattice I: Bifurcation structure of traveling waves in the unit-cell model

Present paper is the first one in the series devoted to the dynamics of traveling waves emerging in the uncompressed, tri-atomic granular crystals. This work is primarily concerned with the dynamics of one-dimensional periodic granular trimer (tri-atomic) chains in the state of acoustic vacuum. Each unit cell consists of three spherical particles of different masses subject to periodic boundary conditions. Hertzian interaction law governs the mutual interaction of these particles. Under the assumption of zero pre-compression, this interaction is modeled as purely nonlinear, which means the absence of linear force component. The dynamics of such chains is governed by the two system parameters that scale the mass ratios between the particles of the unit cell. Such a system supports two different classes of periodic solutions namely the traveling and standing waves. The primary objective of the present study is the numerical analysis of the bifurcation structure of these solutions with emphasis on the dynamics of traveling waves. In fact, understanding of the bifurcation structure of the traveling wave solutions emerging in the unit-cell granular trimer is rather important and can shed light on the more complex nonlinear wave phenomena emerging in semi-infinite trimer chains. (c) 2016 Elsevier B.V. All rights reserved.

Similarity consideration of structural bifurcation buckling

Many structural bifurcation buckling problems exhibit a scaling or power law property. Dimensional analysis is used to analyze the general scaling property. The concept of a new dimensionless number, the response number-Rn, suggested by the present author for the dynamic plastic response and failure of beams, plates and so on, subjected to large dynamic loading, is generalized in this paper to study the elastic, plastic, dynamic elastic as well as dynamic plastic buckling problems of columns, plates as well as shells. Structural bifurcation buckling can be considered when Rn(n) reaches a critical value.

A New Designed Two-Dimensional Bifurcation Parallel-Plate Flow Chamber

解决平行平板流槽每次实验只能观测壁面培养细胞受一种剪应力作用的问题。作者在平行平板流槽的基础上,首次提出了一种改进后的流槽--二维平板分叉流槽。通过数值模拟,给出了流体作定常流动时,流速和壁面剪应力的分布。结果发现,利用这种二维平板分叉流槽可以研究壁面培养的细胞在不同大小剪应力作用下的力学行为。该研究结果为流槽的合理设计和使用,并分析剪应力空间分布对内皮细胞的影响有重要实际意义。