103 resultados para mean-variance frontiers
Resumo:
Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.
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Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.
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Background: Dermatomyositis (DM) and polymyositis (PM) are rare systemic autoimmune rheumatic diseases with high fatality rates. There have been few population-based mortality studies of dermatomyositis and polymyositis in the world, and none have been conducted in Brazil. The objective of the present study was to employ multiple-cause of-death methodology in the analysis of trends in mortality related to dermatomyositis and polymyositis in the state of Sao Paulo, Brazil, between 1985 and 2007. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which DM or PM was listed as a cause of death. The variables sex, age and underlying, associated or total mentions of causes of death were studied using mortality rates, proportions and historical trends. Statistical analysis were performed by chi-square and H Kruskal-Wallis tests, variance analysis and linear regression. A p value less than 0.05 was regarded as significant. Results: Over a 23-year period, there were 318 DM-related deaths and 316 PM-related deaths. Overall, DM/PM was designated as an underlying cause in 55.2% and as an associated cause in 44.8%; among 634 total deaths females accounted for 71.5%. During the study period, age-and gender-adjusted DM mortality rates did not change significantly, although PM as an underlying cause and total mentions of PM trended lower (p < 0.05). The mean ages at death were 47.76 +/- 20.81 years for DM and 54.24 +/- 17.94 years for PM (p = 0.0003). For DM/PM, respectively, as underlying causes, the principal associated causes of death were as follows: pneumonia (in 43.8%/33.5%); respiratory failure (in 34.4%/32.3%); interstitial pulmonary diseases and other pulmonary conditions (in 28.9%/17.6%); and septicemia (in 22.8%/15.9%). For DM/PM, respectively, as associated causes, the following were the principal underlying causes of death: respiratory disorders (in 28.3%/26.0%); circulatory disorders (in 17.4%/20.5%); neoplasms (in 16.7%/13.7%); infectious and parasitic diseases (in 11.6%/9.6%); and gastrointestinal disorders (in 8.0%/4.8%). Of the 318 DM-related deaths, 36 involved neoplasms, compared with 20 of the 316 PM-related deaths (p = 0.03). Conclusions: Our study using multiple cause of deaths found that DM/PM were identified as the underlying cause of death in only 55.2% of the deaths, indicating that both diseases were underestimated in the primary mortality statistics. We observed a predominance of deaths in women and in older individuals, as well as a trend toward stability in the mortality rates. We have confirmed that the risk of death is greater when either disease is accompanied by neoplasm, albeit to lesser degree in individuals with PM. The investigation of the underlying and associated causes of death related to DM/PM broaden the knowledge of the natural history of both diseases and could help integrate mortality data for use in the evaluation of control measures for DM/PM.
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Survival or longevity is an economically important trait in beef cattle. The main inconvenience for its inclusion in selection criteria is delayed recording of phenotypic data and the high computational demand for including survival in proportional hazard models. Thus, identification of a longevity-correlated trait that could be recorded early in life would be very useful for selection purposes. We estimated the genetic relationship of survival with productive and reproductive traits in Nellore cattle, including weaning weight (WW), post-weaning growth (PWG), muscularity (MUSC), scrotal circumference at 18 months (SC18), and heifer pregnancy (HP). Survival was measured in discrete time intervals and modeled through a sequential threshold model. Five independent bivariate Bayesian analyses were performed, accounting for cow survival and the five productive and reproductive traits. Posterior mean estimates for heritability (standard deviation in parentheses) were 0.55 (0.01) for WW, 0.25 (0.01) for PWG, 0.23 (0.01) for MUSC, and 0.48 (0.01) for SC18. The posterior mean estimates (95% confidence interval in parentheses) for the genetic correlation with survival were 0.16 (0.13-0.19), 0.30 (0.25-0.34), 0.31 (0.25-0.36), 0.07 (0.02-0.12), and 0.82 (0.78-0.86) for WW, PWG, MUSC, SC18, and HP, respectively. Based on the high genetic correlation and heritability (0.54) posterior mean estimates for HP, the expected progeny difference for HP can be used to select bulls for longevity, as well as for post-weaning gain and muscle score.
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Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.
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A comprehensive survey of event-by-event fluctuations of charged hadron multiplicity in relativistic heavy ions is presented. The survey covers Au+Au collisions at
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We study the spin-1/2 Ising model on a Bethe lattice in the mean-field limit, with the interaction constants following one of two deterministic aperiodic sequences, the Fibonacci or period-doubling one. New algorithms of sequence generation were implemented, which were fundamental in obtaining long sequences and, therefore, precise results. We calculate the exact critical temperature for both sequences, as well as the critical exponents beta, gamma, and delta. For the Fibonacci sequence, the exponents are classical, while for the period-doubling one they depend on the ratio between the two exchange constants. The usual relations between critical exponents are satisfied, within error bars, for the period-doubling sequence. Therefore, we show that mean-field-like procedures may lead to nonclassical critical exponents.
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The objective of this study was to validate the Piper Fatigue Scale-Revised (PFS-R) for use in Brazilian culture. Translation of the PFS-R into Portuguese and validity and reliability tests were performed. Convenience samples in Brazil we as follows: 584 cancer patients (mean age 57 +/- 13 years; 51.3% female); 184 caregivers (mean age 50 +/- 12.7 years; 65.8% female); and 189 undergraduate nursing students (mean age 21.6 +/- 2.8 years; 96.2% female); Instruments used were as follows: Brazilian PFS, Beck Depression Inventory (BDI), and Karnofsky Performance Scale (KPS). The 22 items of the Brazilian PFS loaded well (factor loading > 0.35) on three dimensions identified by factor analysis (behavioral, affective, and sensorial-psychological). These dimensions explained 65% of the variance. Internal consistency reliability was very good (Cronbach`s alpha ranged from 0.841 to 0.943 for the total scale and its dimensions). Cancer patients and their caregivers completed the Brazilian PFS twice for test-retest reliability and results showed good stability (Pearson`s r a parts per thousand yenaEuro parts per thousand 0,60, p < 0,001). Correlations among the Brazilian PFS and other scales were significant, in hypothesized directions, and mostly moderate contributing to divergent (Brazilian PFS x KPS) and convergent validity (Brazilian PFS x BDI). Mild, moderate, and severe fatigue in patients were reported by 73 (12.5%), 167 (28.6%), and 83 (14.2%), respectively. Surprisingly, students had the highest mean total fatigue scores; no significant differences were observed between patients and caregivers showing poor discriminant validity. While the Brazilian PFS is a reliable and valid instrument to measure fatigue in Brazilian cancer patients, further work is needed to evaluate the discriminant validity of the scale in Brazil.
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Electrodeposition of thin copper layer was carried out on titanium wires in acidic sulphate bath. The influence of titanium surface preparation, cathodic current density, copper sulphate and sulphuric acid concentrations, electrical charge density and stirring of the solution on the adhesion of the electrodeposits was studied using the Taguchi statistical method. A L(16) orthogonal array with the six factors of control at two levels each and three interactions was employed. The analysis of variance of the mean adhesion response and signal-to-noise ratio showed the great influence of cathodic current density on adhesion. on the contrary, the other factors as well as the three investigated interactions revealed low or no significant effect. From this study optimized electrolysis conditions were defined. The copper electrocoating improved the electrical conductivity of the titanium wire. This shows that copper electrocoated titanium wires could be employed for both electrical purpose and mechanical reinforcement in superconducting magnets. (C) 2008 Elsevier B.V. All rights reserved.
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This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.
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This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.
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This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.
Resumo:
The greenhouse effect and resulting increase in the Earth`s temperature may accelerate the mean sea-level rise. The natural response of bays and estuaries to this rise, such as this case study of Santos Bay (Brazil), will include change in shoreline position, land flooding and wetlands impacts. The main impacts of this scenario were studied in a physical model built in the Coastal and Harbour Division of Hydraulic Laboratory, University of Sao Paulo, and the main conclusions are presented in this paper. The model reproduces near 1,000 km(2) of the study area, including Santos, Sao Vicente, Praia Grande, Cubatao, Guaruja and Bertioga cities.
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The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.
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The objective of the present work is to propose a numerical and statistical approach, using computational fluid dynamics, for the study of the atmospheric pollutant dispersion. Modifications in the standard k-epsilon turbulence model and additional equations for the calculation of the variance of concentration are introduced to enhance the prediction of the flow field and scalar quantities. The flow field, the mean concentration and the variance of a flow over a two-dimensional triangular hill, with a finite-size point pollutant source, are calculated by a finite volume code and compared with published experimental results. A modified low Reynolds k-epsilon turbulence model was employed in this work, using the constant of the k-epsilon model C(mu)=0.03 to take into account the inactive atmospheric turbulence. The numerical results for the velocity profiles and the position of the reattachment point are in good agreement with the experimental results. The results for the mean and the variance of the concentration are also in good agreement with experimental results from the literature. (C) 2009 Elsevier Ltd. All rights reserved.