9 resultados para Options (Finance) -- Mathematical models
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.
Resumo:
This work presents major results from a novel dynamic model intended to deterministically represent the complex relation between HIV-1 and the human immune system. The novel structure of the model extends previous work by representing different host anatomic compartments under a more in-depth cellular and molecular immunological phenomenology. Recently identified mechanisms related to HIV-1 infection as well as other well known relevant mechanisms typically ignored in mathematical models of HIV-1 pathogenesis and immunology, such as cell-cell transmission, are also addressed. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012
Resumo:
Circadian rhythms in pacemaker cells persist for weeks in constant darkness, while in other types of cells the molecular oscillations that underlie circadian rhythms damp rapidly under the same conditions. Although much progress has been made in understanding the biochemical and cellular basis of circadian rhythms, the mechanisms leading to damped or self-sustained oscillations remain largely unknown. There exist many mathematical models that reproduce the circadian rhythms in the case of a single cell of the Drosophila fly. However, not much is known about the mechanisms leading to coherent circadian oscillation in clock neuron networks. In this work we have implemented a model for a network of interacting clock neurons to describe the emergence (or damping) of circadian rhythms in Drosophila fly, in the absence of zeitgebers. Our model consists of an array of pacemakers that interact through the modulation of some parameters by a network feedback. The individual pacemakers are described by a well-known biochemical model for circadian oscillation, to which we have added degradation of PER protein by light and multiplicative noise. The network feedback is the PER protein level averaged over the whole network. In particular, we have investigated the effect of modulation of the parameters associated with (i) the control of net entrance of PER into the nucleus and (ii) the non-photic degradation of PER. Our results indicate that the modulation of PER entrance into the nucleus allows the synchronization of clock neurons, leading to coherent circadian oscillations under constant dark condition. On the other hand, the modulation of non-photic degradation cannot reset the phases of individual clocks subjected to intrinsic biochemical noise.
Resumo:
Using a network representation for real soil samples and mathematical models for microbial spread, we show that the structural heterogeneity of the soil habitat may have a very significant influence on the size of microbial invasions of the soil pore space. In particular, neglecting the soil structural heterogeneity may lead to a substantial underestimation of microbial invasion. Such effects are explained in terms of a crucial interplay between heterogeneity in microbial spread and heterogeneity in the topology of soil networks. The main influence of network topology on invasion is linked to the existence of long channels in soil networks that may act as bridges for transmission of microorganisms between distant parts of soil.
Resumo:
In this work the differentiability of the principal eigenvalue lambda = lambda(1)(Gamma) to the localized Steklov problem -Delta u + qu = 0 in Omega, partial derivative u/partial derivative nu = lambda chi(Gamma)(x)u on partial derivative Omega, where Gamma subset of partial derivative Omega is a smooth subdomain of partial derivative Omega and chi(Gamma) is its characteristic function relative to partial derivative Omega, is shown. As a key point, the flux subdomain Gamma is regarded here as the variable with respect to which such differentiation is performed. An explicit formula for the derivative of lambda(1) (Gamma) with respect to Gamma is obtained. The lack of regularity up to the boundary of the first derivative of the principal eigenfunctions is a further intrinsic feature of the problem. Therefore, the whole analysis must be done in the weak sense of H(1)(Omega). The study is of interest in mathematical models in morphogenesis. (C) 2011 Elsevier Inc. All rights reserved.
Resumo:
Abstract Background The Vitamin D Receptor gene (VDR) is expressed in many tissues and modulates the expression of several other genes. The purpose of this study was to investigate the association between metabolic syndrome (MetSyn) with the presence of VDR 2228570 C > T and VDR 1544410 A > G polymorphisms in Brazilian adults. Methods Two hundred forty three (243) individuals were included in a cross-sectional study. MetSyn was classified using the criteria proposed by National Cholesterol Educational Program - Adult Treatment Panel III. Insulin resistance and β cell secretion were estimated by the mathematical models of HOMA IR and β, respectively. The VDR 2228570 C > T and VDR 1544410 A > G polymorphisms were detected by enzymatic digestion and confirmed by allele specific PCR or amplification of refractory mutation. Results Individuals with MetSyn and heterozygosis for VDR 2228570 C > T have higher concentrations of iPTH and HOMA β than those without this polymorphism, and subjects with recessive homozygosis for the same polymorphisms presented higher insulin resistance than those with the heterozygous genotype. There is no association among VDR 1544410 A > G and components of MetSyn, HOMA IR and β, serum vitamin D (25(OH)D3) and intact parathormone (iPTH) levels in patients with MetSyn. A significant lower concentration of 25(OH)D3 was observed only in individuals without MetSyn in the VDR 1544410 A > G genotype. Additionally, individuals without MetSyn and heterozygosis for VDR 2228570 C > T presented higher concentration of triglycerides and lower HDL than those without this polymorphism. Conclusions Using two common VDR polymorphism data suggests they may influence insulin secretion, insulin resistance an serum HDL-cholesterol in our highly heterogeneous population. Whether VDR polymorphism may influence the severity of MetSyn component disorder, warrants examination in larger cohorts used for genome-wide association studies.
Resumo:
The aim of this paper is to verify the influence of composition variability of recycled aggregates (RA) of construction and demolition wastes (CDW) on the performance of concretes. Performance was evaluated building mathematical models for compressive strength, modulus of elasticity and drying shrinkage. To obtain such models, an experimental program comprising 50 concrete mixtures was carried out. Specimens were casted, tested and results for compressive strength, modulus of elasticity and drying shrinkage were statistically analyzed. Models inputs are CDW composition observed at seven Brazilian cities. Results confirm that using RA from CDW for concrete building is quite feasible, independently of its composition, once compressive strength and modulus of elasticity still reached considerable values. We concluded the variability presented by recycled aggregates of CDW does not compromise their use for concrete building. However, this information must be used with caution, and experimental tests should always be performed to certify concrete properties.
Resumo:
We consider a general class of mathematical models for stochastic gene expression where the transcription rate is allowed to depend on a promoter state variable that can take an arbitrary (finite) number of values. We provide the solution of the master equations in the stationary limit, based on a factorization of the stochastic transition matrix that separates timescales and relative interaction strengths, and we express its entries in terms of parameters that have a natural physical and/or biological interpretation. The solution illustrates the capacity of multiple states promoters to generate multimodal distributions of gene products, without the need for feedback. Furthermore, using the example of a three states promoter operating at low, high, and intermediate expression levels, we show that using multiple states operons will typically lead to a significant reduction of noise in the system. The underlying mechanism is that a three-states promoter can change its level of expression from low to high by passing through an intermediate state with a much smaller increase of fluctuations than by means of a direct transition.