Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

The random barrier-crossing problem

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.

Defining Nutrient and Biochemical Oxygen Demand Baselines for Tropical Rivers and Streams in So Paulo State (Brazil): A Comparison Between Reference and Impacted Sites

Determining reference concentrations in rivers and streams is an important tool for environmental management. Reference conditions for eutrophication-related water variables are unavailable for Brazilian freshwaters. We aimed to establish reference baselines for So Paulo State tropical rivers and streams for total phosphorus (TP) and nitrogen (TN), nitrogen-ammonia (NH(4) (+)) and Biochemical Oxygen Demand (BOD) through the best professional judgment and the trisection methods. Data from 319 sites monitored by the So Paulo State Environmental Company (2005 to 2009) and from the 22 Water Resources Management Units in So Paulo State were assessed (N = 27,131). We verified that data from different management units dominated by similar land cover could be analyzed together (Analysis of Variance, P = 0.504). Cumulative frequency diagrams showed that industrialized management units were characterized by the worst water quality (e.g. average TP of 0.51 mg/L), followed by agricultural watersheds. TN and NH(4) (+) were associated with urban percentages and population density (Spearman Rank Correlation Test, P < 0.05). Best professional judgment and trisection (median of lower third of all sites) methods for determining reference concentrations showed agreement: 0.03 & 0.04 mg/L (TP), 0.31 & 0.34 mg/L (TN), 0.06 & 0.10 mg-N/L (NH(4) (+)) and 2 & 2 mg/L (BOD), respectively. Our reference concentrations were similar to TP and TN reference values proposed for temperate water bodies. These baselines can help with water management in So Paulo State, as well as providing some of the first such information for tropical ecosystems.

Limiting factors for phytoplankton growth in subtropical reservoirs: the effect of light and nutrient availability in different longitudinal compartments

Limited information is available on the interactions between environmental factors and algal growth in tropical and subtropical aquatic systems. We investigated the relationships between algal biomass (measured as chlorophyll, Chl-a) and light, total phosphorus (TP) and total nitrogen (TN) in longitudinal zones of subtropical reservoirs. We studied the seasonal variation of water variables in Itupararanga Reservoir (Brazil) and compared the results with 16 other subtropical lakes and reservoirs. The longitudinal zones in Itupararanga Reservoir were considered statistically different (p 0.05, MANOVA). From the riverine zone to the dam region of the reservoir, Spearman Correlation Test suggested that light limitation and TP limitation tended to decrease and increase, respectively. Although nitrate concentrations were high (400 g/L), the Spearman coefficients between Chl-a and TN and the TN:TP ratios (11:1 TN:TP 35:1) indicated that nitrogen may be co-limiting algal growth in the studied water body. Putting Itupararanga in a regional context allowed assessment of potential influences of land use on trophic state. Within the subtropical dataset, TP explained a greater percentage of variance in Chl-a (R2 = 0.70) than TN (R2 = 0.17). The main land use type within the reservoirs drainage area significantly influenced the concentrations of TP, TN, and Chl-a (p 0.05, MANOVA), with different relationships between nutrients and chlorophyll in forested (R2 = 0.12-0.33), agricultural (R2 = 0.50-0.68) and urban (R2 = 0.09-0.64) watersheds. Comparisons with literature values and those from reservoirs with less altered watersheds indicated that Itupararanga Reservoir is reaching the mesotrophic-eutrophic boundary, and further nutrient enrichment could cause water quality degradation.

Influence of the slice position on chloride migration tests for concrete in marine conditions

Chloride migration tests are used to measure the concrete capacity to inhibit chloride attack. Many researchers carry out this test in a slice of concrete extracted from the central part of cylindrical specimens, discarding about 75% of the concrete used to mold the specimens. This fact generated the question: would it be possible to extract more slices from a same specimen without losing the confidence in the results? The main purpose of this work is to answer this question. Moreover, another aim of this study was to show the difference of chloride penetration between finished faces and the formwork surfaces of concrete beams and slabs. The results indicated that it is possible to use more slices of a single specimen for a chloride migration test. Moreover, it was demonstrated that there is a significant difference of chloride penetration between the finished surface and the formwork surface of the specimens. (C) 2008 Elsevier Ltd. All rights reserved.

Numerical prediction of gas concentrations and fluctuations above a triangular hill within a turbulent boundary layer

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.

Reconciliação pró-ativa em empreendimentos mineiros

The common practice of reconciliation is based on definition of the mine call factor (MCF) and its application to resource or grade control estimates. The MCF expresses the difference, a ratio or percentage, between the predicted grade and the grade reported by the plant. Therefore, its application allows to correct future estimates. This practice is named reactive reconciliation. However the use of generic factors that are applied across differing time scales and material types often disguises the causes of the error responsible for the discrepancy. The root causes of any given variance can only be identified by analyzing the information behind any variance and, then, making changes to methodologies and processes. This practice is named prognostication, or proactive reconciliation, an iterative process resulting in constant recalibration of the inputs and the calculations. The prognostication allows personnel to adjust processes so that results align within acceptable tolerance ranges, and not only to correct model estimates. This study analyses the reconciliation practices performed at a gold mine in Brazil and suggests a new sampling protocol, based on prognostication concepts.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Formulating Mixed Models for Experiments, Including Longitudinal Experiments

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.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Variation of wood density and relationship with the tree-ring width of mahogany trees, Swietenia macrophylla, from Amazonian tropical forest of Peru

Mahogany trees, Swietenia macrophylla, occur in open rainforest, semi deciduous and deciduous and dense rainforest of Peruvian Amazonian tropical forest. They occur, preferentially, in areas with a defined dry season, with typical phenology and seasonal variation activity, forming distinct tree-rings. The present work had as aim to determine the wood density radial variation of 14 mahogany trees, of two populations of the Peruvian Amazonian tropical forest, through the X-ray densitometry and to evaluate their application as methodology, compared to the classic method of measurement table, for the determination of the treering width. The radial wood apparent density of the trees profiles rendered it possible to delimit the areas of juvenile-adult wood and of the heartwood-sapwood, relative to the anatomical structure and chemical composition differences, due to the extractives and the vessels obstruction by tyloses. The mean, minimum and maximum wood apparent density of the mahogany trees for the Populations A and B were of 0.70; 0.29; 1.01 g.cm(-3) and 0.81; 0.29; 1.19 g.cm(-3), respectively. The analysis of the variance and mean test indicate differences of mean wood density among the mahogany trees of each population, probably due to the age of the trees. There was no correlation between mean wood density of mahogany trees among the two populations, as well as, between the tree-ring width and the respective mean density. The X-ray densitometry technique is an important tool in the evaluation of the radial variation of wood apparent density and the delimitation of tree-ring boundaries, with correlations of 0.94 and 0.93 in relation to measurement table, for each sampled population.