68 resultados para stochastic dominance constraints


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Evolutionary change in New World Monkey (NWM) skulls occurred primarily along the line of least resistance defined by size (including allometric) variation (g(max)). Although the direction of evolution was aligned with this axis, it was not clear whether this macroevolutionary pattern results from the conservation of within population genetic covariance patterns (long-term constraint) or long-term selection along a size dimension, or whether both, constraints and selection, were inextricably involved. Furthermore, G-matrix stability can also be a consequence of selection, which implies that both, constraints embodied in g(max) and evolutionary changes observed on the trait averages, would be influenced by selection Here, we describe a combination of approaches that allows one to test whether any particular instance of size evolution is a correlated by-product due to constraints (g(max)) or is due to direct selection on size and apply it to NWM lineages as a case study. The approach is based on comparing the direction and amount of evolutionary change produced by two different simulated sets of net-selection gradients (beta), a size (isometric and allometric size) and a nonsize set. Using this approach it is possible to distinguish between the two hypotheses (indirect size evolution due to constraints or direct selection on size), because although both may produce an evolutionary response aligned with g(max), the amount of change produced by random selection operating through the variance/covariance patterns (constraints hypothesis) will be much smaller than that produced by selection on size (selection hypothesis). Furthermore, the alignment of simulated evolutionary changes with g(max) when selection is not on size is not as tight as when selection is actually on size, allowing a statistical test of whether a particular observed case of evolution along the line of least resistance is the result of selection along it or not. Also, with matrix diagonalization (principal components [PC]) it is possible to calculate directly the net-selection gradient on size alone (first PC [PC1]) by dividing the amount of phenotypic difference between any two populations by the amount of variation in PC1, which allows one to benchmark whether selection was on size or not

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this article we propose a 0-1 optimization model to determine a crop rotation schedule for each plot in a cropping area. The rotations have the same duration in all the plots and the crops are selected to maximize plot occupation. The crops may have different production times and planting dates. The problem includes planting constraints for adjacent plots and also for sequences of crops in the rotations. Moreover, cultivating crops for green manuring and fallow periods are scheduled into each plot. As the model has, in general, a great number of constraints and variables, we propose a heuristics based on column generation. To evaluate the performance of the model and the method, computational experiments using real-world data were performed. The solutions obtained indicate that the method generates good results.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This article describes and compares three heuristics for a variant of the Steiner tree problem with revenues, which includes budget and hop constraints. First, a greedy method which obtains good approximations in short computational times is proposed. This initial solution is then improved by means of a destroy-and-repair method or a tabu search algorithm. Computational results compare the three methods in terms of accuracy and speed. (C) 2007 Elsevier B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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.

Relevância:

20.00% 20.00%

Publicador:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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.

Relevância:

20.00% 20.00%

Publicador:

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.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We examine different phenomenological interaction models for Dark Energy and Dark Matter by performing statistical joint analysis with observational data arising from the 182 Gold type la supernova samples, the shift parameter of the Cosmic Microwave Background given by the three-year Wilkinson Microwave Anisotropy Probe observations, the baryon acoustic oscillation measurement from the Sloan Digital Sky Survey and age estimates of 35 galaxies. Including the time-dependent observable, we add sensitivity of measurement and give complementary results for the fitting. The compatibility among three different data sets seem to imply that the coupling between dark energy and dark matter is a small positive value, which satisfies the requirement to solve the coincidence problem and the second law of thermodynamics, being compatible with previous estimates. (c) 2008 Elsevier B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We discuss an interacting tachyonic dark energy model in the context of the holographic principle. The potential of the holographic tachyon field in interaction with dark matter is constructed. The model results are compared with CMB shift parameter, baryonic acoustic oscilations, lookback time and the Constitution supernovae sample. The coupling constant of the model is compatible with zero, but dark energy is not given by a cosmological constant.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

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

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We perform an analysis of the electroweak precision observables in the Lee-Wick Standard Model. The most stringent restrictions come from the S and T parameters that receive important tree level and one loop contributions. In general the model predicts a large positive S and a negative T. To reproduce the electroweak data, if all the Lee-Wick masses are of the same order, the Lee-Wick scale is of order 5 TeV. We show that it is possible to find some regions in the parameter space with a fermionic state as light as 2.4-3.5 TeV, at the price of rising all the other masses to be larger than 5-8 TeV. To obtain a light Higgs with such heavy resonances a fine-tuning of order a few per cent, at least, is needed. We also propose a simple extension of the model including a fourth generation of Standard Model fermions with their Lee-Wick partners. We show that in this case it is possible to pass the electroweak constraints with Lee-Wick fermionic masses of order 0.4-1.5 TeV and Lee-Wick gauge masses of order 3 TeV.