97 resultados para Stochastic dominance
Resumo:
Nile tilapia social position (Oreochromis niloticus) can be mediated by multiple channels, including chemical communication. Absence of chemical cues in the environment prevents hierarchical settlement among pairs, and enhances time spent in confrontations. The aim of this study was to test the effect of continuously renewed water flow on the establishment of hierarchical dominance in Nile tilapia juveniles. In this condition, a high frequency of attacks and disruption on hierarchical stability were expected because chemical cues for hierarchy maintenance could be washed out. After 3 days in isolation, the fish were paired by standard size but not by sex, and submitted to two conditions: continuously renewed water flow (RENEWED, n = 7) and non-renewed water flow (NONRENEWED n = 8). The paired fish were placed in an aquarium (40 cm x 30 cm x 40 cm) for 3 h; four 10-min sessions were video-recorded: the first, immediately after the fish were paired and the others 1, 2, and 3 h after pairing. Hierarchy was identified by a dominance index (DI = given attacks/received + given attacks) For each fish. The hierarchical stability was achieved by analyzing the difference between dominant DI and subordinate DI (DI-D). Hierarchy was established in both groups after second session because the DI was significantly higher for one fish of the pair. The frequency of attacks of the dominant fish in RENEWED and NONRENEWED conditions was similar in all observation sessions. The attack frequency by subordinate fish was also similar during the first three sessions (2-h pairing). However, the frequency of attacks by subordinate fish in the RENEWED condition was higher than in the NONRENEWED situation at the fourth observation session (means +/- S.E.: RENEWED = 2.83 +/- 0.94 x 10 min(-1) and NONRENEWED = 0.25 +/- 0.16 x 10 min(-1); Mann-Whitney, p = 0.04). At this point, a significant reduction of the DI-D was observed (means +/- S.E.: RENEWED = 0.70 +/- 0.11 and NONRENEWED = 1,00 +/- 0.002; Mann-Whitney, p = 0.04). The changes in DI-D were related to more frequent attacks by the subordinated fish in renewed water flow. According to our results, the unsteady agonistic interaction under renewed water flow leads to social instability. Thus, continuous water renewing can wash out relevant chemical substances and therefore disturb the dominance recognition by subordinate fish. (C) 2007 Elsevier B.V. All rights reserved.
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The Madden-Julian oscillation (MJO) is the most prominent form of tropical intraseasonal variability. This study investigated the following questions. Do inter-annual-to-decadal variations in tropical sea surface temperature (SST) lead to substantial changes in MJO activity? Was there a change in the MJO in the 1970s? Can this change be associated to SST anomalies? What was the level of MJO activity in the pre-reanalysis era? These questions were investigated with a stochastic model of the MJO. Reanalysis data (1948-2008) were used to develop a nine-state first order Markov model capable to simulate the non-stationarity of the MJO. The model is driven by observed SST anomalies and a large ensemble of simulations was performed to infer the activity of the MJO in the instrumental period (1880-2008). The model is capable to reproduce the activity of the MJO during the reanalysis period. The simulations indicate that the MJO exhibited a regime of near normal activity in 1948-1972 (3.4 events year(-1)) and two regimes of high activity in 1973-1989 (3.9 events) and 1990-2008 (4.6 events). Stochastic simulations indicate decadal shifts with near normal levels in 1880-1895 (3.4 events), low activity in 1896 1917 (2.6 events) and a return to near normal levels during 1918-1947 (3.3 events). The results also point out to significant decadal changes in probabilities of very active years (5 or more MJO events): 0.214 (1880-1895), 0.076 (1896-1917), 0.197 (1918-1947) and 0.193 (1948-1972). After a change in behavior in the 1970s, this probability has increased to 0.329 (1973-1989) and 0.510 (1990-2008). The observational and stochastic simulations presented here call attention to the need to further understand the variability of the MJO on a wide range of time scales.
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In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.
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This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.
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We present a sufficient condition for a zero of a function that arises typically as the characteristic equation of a linear functional differential equations of neutral type, to be simple and dominant. This knowledge is useful in order to derive the asymptotic behaviour of solutions of such equations. A simple characteristic equation, arisen from the study of delay equations with small delay, is analyzed in greater detail. (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.
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We study a stochastic process describing the onset of spreading dynamics of an epidemic in a population composed of individuals of three classes: susceptible (S), infected (I), and recovered (R). The stochastic process is defined by local rules and involves the following cyclic process: S -> I -> R -> S (SIRS). The open process S -> I -> R (SIR) is studied as a particular case of the SIRS process. The epidemic process is analyzed at different levels of description: by a stochastic lattice gas model and by a birth and death process. By means of Monte Carlo simulations and dynamical mean-field approximations we show that the SIRS stochastic lattice gas model exhibit a line of critical points separating the two phases: an absorbing phase where the lattice is completely full of S individuals and an active phase where S, I and R individuals coexist, which may or may not present population cycles. The critical line, that corresponds to the onset of epidemic spreading, is shown to belong in the directed percolation universality class. By considering the birth and death process we analyze the role of noise in stabilizing the oscillations. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We investigate the critical behavior of a stochastic lattice model describing a predator-prey system. By means of Monte Carlo procedure we simulate the model defined on a regular square lattice and determine the threshold of species coexistence, that is, the critical phase boundaries related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. A finite size scaling analysis is employed to determine the order parameter, order parameter fluctuations, correlation length and the critical exponents. Our numerical results for the critical exponents agree with those of the directed percolation universality class. We also check the validity of the hyperscaling relation and present the data collapse curves.
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We have studied by numerical simulations the relaxation of the stochastic seven-state Potts model after a quench from a high temperature down to a temperature below the first-order transition. For quench temperatures just below the transition temperature the phase ordering occurs by simple coarsening under the action of surface tension. For sufficient low temperatures however the straightening of the interface between domains drives the system toward a metastable disordered state, identified as a glassy state. Escaping from this state occurs, if the quench temperature is nonzero, by a thermal activated dynamics that eventually drives the system toward the equilibrium state. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We study by numerical simulations the time correlation function of a stochastic lattice model describing the dynamics of coexistence of two interacting biological species that present time cycles in the number of species individuals. Its asymptotic behavior is shown to decrease in time as a sinusoidal exponential function from which we extract the dominant eigenvalue of the evolution operator related to the stochastic dynamics showing that it is complex with the imaginary part being the frequency of the population cycles. The transition from the oscillatory to the nonoscillatory behavior occurs when the asymptotic behavior of the time correlation function becomes a pure exponential, that is, when the real part of the complex eigenvalue equals a real eigenvalue. We also show that the amplitude of the undamped oscillations increases with the square root of the area of the habitat as ordinary random fluctuations. (C) 2009 Elsevier B.V. All rights reserved.
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Radial transport in the tokamap, which has been proposed as a simple model for the motion in a stochastic plasma, is investigated. A theory for previous numerical findings is presented. The new results are stimulated by the fact that the radial diffusion coefficients is space-dependent. The space-dependence of the transport coefficient has several interesting effects which have not been elucidated so far. Among the new findings are the analytical predictions for the scaling of the mean radial displacement with time and the relation between the Fokker-Planck diffusion coefficient and the diffusion coefficient from the mean square displacement. The applicability to other systems is also discussed. (c) 2009 WILEY-VCH GmbH & Co. KGaA, Weinheim
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We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.
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Mathematical models, as instruments for understanding the workings of nature, are a traditional tool of physics, but they also play an ever increasing role in biology - in the description of fundamental processes as well as that of complex systems. In this review, the authors discuss two examples of the application of group theoretical methods, which constitute the mathematical discipline for a quantitative description of the idea of symmetry, to genetics. The first one appears, in the form of a pseudo-orthogonal (Lorentz like) symmetry, in the stochastic modelling of what may be regarded as the simplest possible example of a genetic network and, hopefully, a building block for more complicated ones: a single self-interacting or externally regulated gene with only two possible states: ` on` and ` off`. The second is the algebraic approach to the evolution of the genetic code, according to which the current code results from a dynamical symmetry breaking process, starting out from an initial state of complete symmetry and ending in the presently observed final state of low symmetry. In both cases, symmetry plays a decisive role: in the first, it is a characteristic feature of the dynamics of the gene switch and its decay to equilibrium, whereas in the second, it provides the guidelines for the evolution of the coding rules.
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Neste trabalho estudou-se a influência dos padrões de onda extratropicais, que favorecem o desenvolvimento de eventos extremos frios no sudeste Sul-Americano, e em particular na região conhecida como Pampa Úmida. O aquecimento anômalo observado na região do oceano Pacífico tropical ocidental a nordeste da Austrália, durante os invernos de máxima freqüência de ocorrência de Geadas Generalizadas (GG) no centro-leste da Argentina, (região conhecida como Pampa Úmida - PU), atua como disparador de ondas de Rossby, as quais se propagam até o continente, favorecendo assim a ocorrência daqueles eventos. O padrão de propagação obtido nas simulações numéricas com um modelo baroclínico global, mostra o predomínio de um número de onda 3. Adicionalmente, foram analisadas as correlações do vento meridional em altos e baixos níveis observados para os eventos de GG, selecionados dentro dos invernos de máxima freqüência de ocorrência desses eventos. O vento meridional global em 250hPa apresenta regiões com correlação estatisticamente significativa com o vento meridional médio na PU. A configuração obtida no caso do vento meridional global em 250hPa, correlacionado com o vento meridional na PU, pode estar associada ao padrão de propagação das ondas simuladas numericamente a partir da forçante tropical. Igualmente importantes e significativos são os valores de correlação do vento sul nos baixos níveis, em particular para toda região da PU. O padrão de ondas simulado está bem representado pelas significativas correlações entre o vento meridional hemisférico em altos níveis e a temperatura no dia de evento de GG.
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O domínio do Cerrado compreende uma área contínua nos estados centrais do Brasil e áreas disjuntas em outros estados, incluindo São Paulo. Essa vegetação ocupava originalmente 21% do território brasileiro, restando atualmente apenas 21,6% de sua extensão original. A área recoberta por essa vegetação em São Paulo cobria 14% de sua área total e seus remanescentes recobrem menos de 1% da ocorrência original dessa vegetação. Estudos recentes indicam que o valor da produtividade líquida no Cerrado Pé-de-Gigante (SP) constitui um pequeno dreno de carbono e indicou que a sazonalidade foi o fator determinante do valor observado. Os estudos dos fluxos de carbono em ecossistemas terrestres são raramente acompanhados de abordagens ecofisiológicas de modo a explorar a relação funcional das espécies que compõem o ecossistema e os valores líquidos obtidos para o mesmo. Assim, o objetivo deste trabalho foi caracterizar estruturalmente a vegetação presente na área de maior influência da torre de fluxo instalada no Cerrado Pé-de-Gigante, visando possibilitar estudos relacionados à quantificação em longo prazo da dinâmica dos fluxos de água, energia e CO2 na vegetação de Cerrado. Para isso foram levantadas 20 parcelas (10 x 10 m) em 0,2 ha de Cerrado, e amostraram-se todas as plantas com perímetro ao nível do solo >6 cm (exceto lianas e árvores mortas). A distribuição das classes de diâmetro e estrutura vertical, assim como os parâmetros fitossociológicos foram analisados. Encontramos 1451 indivíduos, distribuídos em 85 espécies, 52 gêneros e 31 famílias. A densidade absoluta e área basal foram de 7255 ind. ha-1 e de 7,9 m².ha-1, respectivamente. A família Leguminosae apresentou o maior número de espécies (13). O Índice de diversidade de Shannon (H') foi 3,27 nats.ind-1. A distribuição em classes de diâmetro mostrou uma curva de "J" invertido, estando a maioria dos indivíduos na primeira classe. Concluímos que a área deve ser classificada como Cerrado denso, devido principalmente à dominância pela espécie arbórea Anadenanthera falcata, cuja ocorrência no estado foi relatada apenas em locais com solos ricos em saturação de bases na região das Cuestas Basálticas, devido também à maior área basal dos indivíduos, comparando com outros fragmentos de Cerrado. Além da espécie citada, Myrcia lingua e Xylopia aromatica, apresentaram os maiores IVI (Valor de importância).