202 resultados para Multiperiod mixed-integer convex model


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Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.

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Phylogenetic analyses of chloroplast DNA sequences, morphology, and combined data have provided consistent support for many of the major branches within the angiosperm, clade Dipsacales. Here we use sequences from three mitochondrial loci to test the existing broad scale phylogeny and in an attempt to resolve several relationships that have remained uncertain. Parsimony, maximum likelihood, and Bayesian analyses of a combined mitochondrial data set recover trees broadly consistent with previous studies, although resolution and support are lower than in the largest chloroplast analyses. Combining chloroplast and mitochondrial data results in a generally well-resolved and very strongly supported topology but the previously recognized problem areas remain. To investigate why these relationships have been difficult to resolve we conducted a series of experiments using different data partitions and heterogeneous substitution models. Usually more complex modeling schemes are favored regardless of the partitions recognized but model choice had little effect on topology or support values. In contrast there are consistent but weakly supported differences in the topologies recovered from coding and non-coding matrices. These conflicts directly correspond to relationships that were poorly resolved in analyses of the full combined chloroplast-mitochondrial data set. We suggest incongruent signal has contributed to our inability to confidently resolve these problem areas. (c) 2007 Elsevier Inc. All rights reserved.

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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

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The Brazilian Atlantic Forest is one of the richest biodiversity hotspots of the world. Paleoclimatic models have predicted two large stability regions in its northern and central parts, whereas southern regions might have suffered strong instability during Pleistocene glaciations. Molecular phylogeographic and endemism studies show, nevertheless, contradictory results: although some results validate these predictions, other data suggest that paleoclimatic models fail to predict stable rainforest areas in the south. Most studies, however, have surveyed species with relatively high dispersal rates whereas taxa with lower dispersion capabilities should be better predictors of habitat stability. Here, we have used two land planarian species as model organisms to analyse the patterns and levels of nucleotide diversity on a locality within the Southern Atlantic Forest. We find that both species harbour high levels of genetic variability without exhibiting the molecular footprint of recent colonization or population expansions, suggesting a long-term stability scenario. The results reflect, therefore, that paleoclimatic models may fail to detect refugia in the Southern Atlantic Forest, and that model organisms with low dispersal capability can improve the resolution of these models.

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This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

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This paper addresses the development of a hybrid-mixed finite element formulation for the quasi-static geometrically exact analysis of three-dimensional framed structures with linear elastic behavior. The formulation is based on a modified principle of stationary total complementary energy, involving, as independent variables, the generalized vectors of stress-resultants and displacements and, in addition, a set of Lagrange multipliers defined on the element boundaries. The finite element discretization scheme adopted within the framework of the proposed formulation leads to numerical solutions that strongly satisfy the equilibrium differential equations in the elements, as well as the equilibrium boundary conditions. This formulation consists, therefore, in a true equilibrium formulation for large displacements and rotations in space. Furthermore, this formulation is objective, as it ensures invariance of the strain measures under superposed rigid body rotations, and is not affected by the so-called shear-locking phenomenon. Also, the proposed formulation produces numerical solutions which are independent of the path of deformation. To validate and assess the accuracy of the proposed formulation, some benchmark problems are analyzed and their solutions compared with those obtained using the standard two-node displacement/ rotation-based formulation.

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As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.

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Mixed models have become important in analyzing the results of experiments, particularly those that require more complicated models (e.g., those that involve longitudinal data). This article describes a method for deriving the terms in a mixed model. Our approach extends an earlier method by Brien and Bailey to explicitly identify terms for which autocorrelation and smooth trend arising from longitudinal observations need to be incorporated in the model. At the same time we retain the principle that the model used should include, at least, all the terms that are justified by the randomization. This is done by dividing the factors into sets, called tiers, based on the randomization and determining the crossing and nesting relationships between factors. The method is applied to formulate mixed models for a wide range of examples. We also describe the mixed model analysis of data from a three-phase experiment to investigate the effect of time of refinement on Eucalyptus pulp from four different sources. Cubic smoothing splines are used to describe differences in the trend over time and unstructured covariance matrices between times are found to be necessary.

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Most biogeographical studies propose that southern temperate faunal disjunctions are either the result of vicariance of taxa originated in Gondwana or the result of transoceanic dispersal of taxa originated after the breakup of Gondwana. The aim of this paper is to show that this is a false dichotomy. Antarctica retained a mild climate until mid-Cenozoic and had lasting connections, notably with southern South America and Australia. Both taxa originally Gondwanan and taxa secondarily on Gondwanan areas were subjected to tectonic-induced vicariance, and there is no need to invoke ad hoc transoceanic dispersal, even for post-Gondwanan taxa. These different elements with circumantarctic distributions are here called `allochronic taxa` - taxa presently occupying the same area, but whose presence in that area does not belong to the same time period. This model allows accommodation of conflicting sources of evidence now available for many groups with circumantarctic distributions. The fact that the species from both layers are mixed up in the current biodiversity implies the need to use additional sources of evidence - such as biogeographical, palaeontological, geological and molecular - to discriminate which are the original Gondwanan and which are post-Gondwanan elements in austral landmasses.

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Bovine testicular hyalurphidase (BT-HAase), a tetrameric enzyme responsible for randomly hyaluronic acid, catalytic hydrolysis, was successfully immobilized on Langmuir- Blodgett films prepared with the sodium salt of dihexadacylphosphoric acid, (DHP-Zn(II)) ending with dipalmitoylphosphatidylcholine, DPPC. Data of protein, adsorption at the air-liquid interface by means of pendant drop shipe analysis and interaction of the protein with Langmuir monolayers of DPPC, using a Langmuir trough, have provided information. about the conditions to be used in the protein immobilization. The dynamic surface pressure curves obtained from pendant drop experiments for the enzyme in buffer solutions indicate that, within the range of concentration investigated in this study, the enzyme exhibits the largest induction time at 5 mu g L(-1) attributed to diffusion processes. Nevertheless, it seems that, at this concentration, the most probable conformation should be the one which occupies the smallest area at pi -> 0. The surface pressure (pi) area curves obtained for BT-HAase and mixed DPPC- BT-HAase monolayers reveal the presence of the enzyme at the air-lipid interface up to 45 mN m(-1). Tests of enzymatic activity, using hyaluronic acid, HA, as the substrate, showed an increase of activity compared to the homogeneous medium. A simplified model of protein insertion into the lipid matrix is used to explain the obtained results.

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Porphyrins are currently used in photodynamic therapy as photosensitizers. In this paper we studied the interaction of two charged porphyrins, 5, 10, 15, 20-mesotetrakis(N-metyl-4-pyridyl) porphyrin, (TMPyP/chloride salt) cationic, and 5, 10, 15, 20-meso-tetrakis(sulfonatophenyl) porphyrin, (TPPS(4)/sodium salt) anionic, nanoassembled in phospholipid Langmuir monolayers and Langmuir-Blodgett films. Furthermore, we used chitosan to mediate the interaction between the porphyrins and the model membrane, aiming to understand the role of the polysaccharide in a molecular level. The effect of the interaction of the photosensitizers on the fluidity of the lipid monolayer was investigated by using dilatational surface elasticity. We also used photoluminescence (PL) spectroscopy to identify the porphyrins adsorbed in the phospholipid films. We observed an expansion of the monolayer promoted by the adsorption of the porphyrins into the lipid-air interface which was more pronounced in the case of TMPyP, as a consequence of a strong electrostatic interaction with the anionic monolayer. The chitosan promoted a higher adsorption of the porphyrins on the phospholipid monolayers and enabled the porphyrin to stay in its monomeric form (as confirmed by PL spectroscopy), thus demonstrating that chitosan can be pointed out as a potential photosensitizer delivery system in photodynamic therapy.

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Experimental models of infection are good tools for establishing immunological parameters that have an effect on the host-pathogen relationship and also for designing new vaccines and immune therapies. In this work, we evaluated the evolution of experimental tuberculosis in mice infected with increasing bacterial doses or via distinct routes. We showed that mice infected with low bacterial doses by the intratracheal route were able to develop a progressive infection that was proportional to the inoculum size. In the initial phase of disease, mice developed a specific Th1-driven immune response independent of inoculum concentration. However, in the late phase, mice infected with higher concentrations exhibited a mixed Th1/Th2 response, while mice infected with lower concentrations sustained the Th1 pattern. Significant IL-10 concentrations and a more preeminent T regulatory cell recruitment were also detected at 70 days post-infection with high bacterial doses. These results suggest that mice infected with higher concentrations of bacilli developed an immune response similar to the pattern described for human tuberculosis wherein patients with progressive tuberculosis exhibit a down modulation of IFN-gamma production accompanied by increased levels of IL-4. Thus, these data indicate that the experimental model is important in evaluating the protective efficacy of new vaccines and therapies against tuberculosis. (C) 2010 Elsevier Ltd. All rights reserved.

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The General Ocean Turbulence Model (GOTM) is applied to the diagnostic turbulence field of the mixing layer (ML) over the equatorial region of the Atlantic Ocean. Two situations were investigated: rainy and dry seasons, defined, respectively, by the presence of the intertropical convergence zone and by its northward displacement. Simulations were carried out using data from a PIRATA buoy located on the equator at 23 degrees W to compute surface turbulent fluxes and from the NASA/GEWEX Surface Radiation Budget Project to close the surface radiation balance. A data assimilation scheme was used as a surrogate for the physical effects not present in the one-dimensional model. In the rainy season, results show that the ML is shallower due to the weaker surface stress and stronger stable stratification; the maximum ML depth reached during this season is around 15 m, with an averaged diurnal variation of 7 m depth. In the dry season, the stronger surface stress and the enhanced surface heat balance components enable higher mechanical production of turbulent kinetic energy and, at night, the buoyancy acts also enhancing turbulence in the first meters of depth, characterizing a deeper ML, reaching around 60 m and presenting an average diurnal variation of 30 m.

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In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

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Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.