15 resultados para risk constraints

em Indian Institute of Science - Bangalore - Índia


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We propose a new scheme for the use of constraints in setting up classical, Hamiltonian, relativistic, interacting particle theories. We show that it possesses both Poincaré invariance and invariance of world lines. We discuss the transition to the physical phase space and the nonrelativistic limit.

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Abstract-To detect errors in decision tables one needs to decide whether a given set of constraints is feasible or not. This paper describes an algorithm to do so when the constraints are linear in variables that take only integer values. Decision tables with such constraints occur frequently in business data processing and in nonnumeric applications. The aim of the algorithm is to exploit. the abundance of very simple constraints that occur in typical decision table contexts. Essentially, the algorithm is a backtrack procedure where the the solution space is pruned by using the set of simple constrains. After some simplications, the simple constraints are captured in an acyclic directed graph with weighted edges. Further, only those partial vectors are considered from extension which can be extended to assignments that will at least satisfy the simple constraints. This is how pruning of the solution space is achieved. For every partial assignment considered, the graph representation of the simple constraints provides a lower bound for each variable which is not yet assigned a value. These lower bounds play a vital role in the algorithm and they are obtained in an efficient manner by updating older lower bounds. Our present algorithm also incorporates an idea by which it can be checked whether or not an (m - 2)-ary vector can be extended to a solution vector of m components, thereby backtracking is reduced by one component.

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The finite element method is used to analyse stresses and displacements in a monoblock cylinder open at one end only. The cylinder is internally pressurised. The analysis shows that the minimum pressure required to cause yield in the cylinder decreases rapidly with increasing cylinder height until the height is about the same as the outer radius of the cylinder, beyond which the decrease is marginal. Introduction of a fillet at the internal corner enhances the design pressure substantially while a fillet at the outer corner affects this pressure only marginally.

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Observations of the H272α recombination line towards the galactic centre show features near VLSR= 0, -50 and + 36 kms-1 . We have combined the parameters of these features with the available -166 measurements to obtain the properties of the ionized gas present along the line of sight and also in the -3 kpc arm-. For the line-of-sight ionized gas we get an electron density around 7 cm-3 and a pathlength through it 10-60 pc. The emission measure and the electron temperature are in the range 500-2900 pc cm-6 and 2000-6000 - respectively. The ionized gas in the 3 kpc arm has an electron density of 30 cm-3 and extends over 9 pc along the line of sight if we assume an electron temperature of 104 K. Using the available upper limit to the intensity of the H351α recombination line, we show that the distributed ionized gas responsible for the dispersion of pulsar signals should have a temperature > 4500 - and a minimum filling factor of 20 per cent. We also show that recombination lines from the -warm ionized- gas proposed by McKee & Ostriker (1977) should be detectable in the frequency range 100-150 MHz towards the galactic centre with the sensitivity available at present.

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We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

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We study the constraints arising on the expansion parameters c and d of the pion electromagnetic form factor from the inclusion of pure spacelike data and the phase of timelike data along with one spacelike datum, using as input the first derivative of the QCD polarization amplitude Pi'(-Q(2)). These constraints when combined with other analyses, provide a valuable check on a determination of c due to Guo et al. and on our previous work where pionic contribution to the (g - 2) of the muon was used as the input. This work further illustrates the power of analyticity techniques in form factor analysis.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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It is shown, in the composite fermion models studied by 't Hooft and others, that the requirements of Adler-Bell-Jackiw anomaly matching and n-independence are sufficient to fix the indices of composite representations. The third requirement, namely that of decoupling relations, follows from these two constraints in such models and hence is inessential.

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The rates of alkaline hydrolysis of methyl &benzoylpropionate (I), methyl y-benzoylbutyrate (11) and methyll6-benzoylvalerate (In) decrease in the order I > I1 > III. Keto participation is the predominant pathway in the case of y-keto esters. Evidence has also been obtained for keto participation in the case of 6-keto esters, whereas no such evidence is available in the case of r-keto esters studied.

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Crystal structures of six isopropylidene nucleoside derivatives are described. The results show that, under external cyclic constraints, the ribose assumes a variety of unusual conformations. In those compounds which possess a base-to-sugar cyclization through the C(4′) atom, the furanose pucker is predominantly C(4′)-endo, O(4′)-exo. The possible relevance of the sulphur geometry in two of the compounds to certain structural aspects of the action of the enzyme thymidylate synthetase is also pointed out.

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A general analysis of symmetries and constraints for singular Lagrangian systems is given. It is shown that symmetry transformations can be expressed as canonical transformations in phase space, even for such systems. The relation of symmetries to generators, constraints, commutators, and Dirac brackets is clarified.

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Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.

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An optimal pitch steering programme of a solid-fuel satellite launch vehicle to maximize either (1) the injection velocity at a given altitude, or (2) the size of circular orbit, for a given payload is presented. The two-dimensional model includes the rotation of atmosphere with the Earth, the vehicle's lift and drag, variation of thrust with time and altitude, inverse-square gravitational field, and the specified initial vertical take-off. The inequality constraints on the aerodynamic load, control force, and turning rates are also imposed. Using the properties of the central force motion the terminal constraint conditions at coast apogee are transferred to the penultimate stage burnout. Such a transformation converts a time-free problem into a time-fixed one, reduces the number of terminal constraints, improves accuracy, besides demanding less computer memory and time. The adjoint equations are developed in a compact matrix form. The problem is solved on an IBM 360/44 computer using a steepest ascent algorithm. An illustrative analysis of a typical launch vehicle establishes the speed of convergence, and accuracy and applicability of the algorithm.

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Fuzzy Waste Load Allocation Model (FWLAM), developed in an earlier study, derives the optimal fractional levels, for the base flow conditions, considering the goals of the Pollution Control Agency (PCA) and dischargers. The Modified Fuzzy Waste Load Allocation Model (MFWLAM) developed subsequently is a stochastic model and considers the moments (mean, variance and skewness) of water quality indicators, incorporating uncertainty due to randomness of input variables along with uncertainty due to imprecision. The risk of low water quality is reduced significantly by using this modified model, but inclusion of new constraints leads to a low value of acceptability level, A, interpreted as the maximized minimum satisfaction in the system. To improve this value, a new model, which is a combination Of FWLAM and MFWLAM, is presented, allowing for some violations in the constraints of MFWLAM. This combined model is a multiobjective optimization model having the objectives, maximization of acceptability level and minimization of violation of constraints. Fuzzy multiobjective programming, goal programming and fuzzy goal programming are used to find the solutions. For the optimization model, Probabilistic Global Search Lausanne (PGSL) is used as a nonlinear optimization tool. The methodology is applied to a case study of the Tunga-Bhadra river system in south India. The model results in a compromised solution of a higher value of acceptability level as compared to MFWLAM, with a satisfactory value of risk. Thus the goal of risk minimization is achieved with a comparatively better value of acceptability level.

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Background: The gene encoding for uncoupling protein-1 (UCP1) is considered to be a candidate gene for type 2 diabetes because of its role in thermogenesis and energy expenditure. The objective of the study was to examine whether genetic variations in the UCP1 gene are associated with type 2 diabetes and its related traits in Asian Indians. Methods: The study subjects, 810 type 2 diabetic subjects and 990 normal glucose tolerant (NGT) subjects, were chosen from the Chennai Urban Rural Epidemiological Study (CURES), an ongoing population-based study in southern India. The polymorphisms were genotyped using the polymerase chain reaction-restriction fragment length polymorphism (PCR-RFLP) method. Linkage disequilibrium (LD) was estimated from the estimates of haplotypic frequencies. Results: The three polymorphisms, namely -3826A -> G, an A -> C transition in the 5'-untranslated region (UTR) and Met229Leu, were not associated with type 2 diabetes. However, the frequency of the A-C-Met (-3826A -> G-5'UTR A -> C-Met229Leu) haplotype was significantly higher among the type 2 diabetic subjects (2.67%) compared with the NGT subjects (1.45%, P < 0.01). The odds ratio for type 2 diabetes for the individuals carrying the haplotype A-C-Met was 1.82 (95% confidence interval, 1.29-2.78, P = 0.009). Conclusions: The haplotype, A-C-Met, in the UCP1 gene is significantly associated with the increased genetic risk for developing type 2 diabetes in Asian Indians.