Probabilistic models for mechanical properties of prestressing strands

This study focus on the probabilistic modelling of mechanical properties of prestressing strands based on data collected from tensile tests carried out in Laboratório Nacional de Engenharia Civil (LNEC), Portugal, for certification purposes, and covers a period of about 9 years of production. The strands studied were produced by six manufacturers from four countries, namely Portugal, Spain, Italy and Thailand. Variability of the most important mechanical properties is examined and the results are compared with the recommendations of the Probabilistic Model Code, as well as the Eurocodes and earlier studies. The obtained results show a very low variability which, of course, benefits structural safety. Based on those results, probabilistic models for the most important mechanical properties of prestressing strands are proposed.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

Automatic synthesis of VHDL Hardware Components from IOPT Petri Net models

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON), Vienna, Austria, Nov 10-14, 2013

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

Renormalization-group constraints on Yukawa alignment in multi-Higgs-doublet models

We write down the renormalization-group equations for the Yukawa-coupling matrices in a general multi-Higgs-doublet model. We then assume that the matrices of the Yukawa couplings of the various Higgs doublets to right-handed fermions of fixed quantum numbers are all proportional to each other. We demonstrate that, in the case of the two-Higgs-doublet model, this proportionality is preserved by the renormalization-group running only in the cases of the standard type-I, II, X, and Y models. We furthermore show that a similar result holds even when there are more than two Higgs doublets: the Yukawa-coupling matrices to fermions of a given electric charge remain proportional under the renormalization-group running if and only if there is a basis for the Higgs doublets in which all the fermions of a given electric charge couple to only one Higgs doublet.

Optimal design of piezolaminated structures using B-spline strip finite element models

A package of B-spline finite strip models is developed for the linear analysis of piezolaminated plates and shells. This package is associated to a global optimization technique in order to enhance the performance of these types of structures, subjected to various types of objective functions and/or constraints, with discrete and continuous design variables. The models considered are based on a higher-order displacement field and one can apply them to the static, free vibration and buckling analyses of laminated adaptive structures with arbitrary lay-ups, loading and boundary conditions. Genetic algorithms, with either binary or floating point encoding of design variables, were considered to find optimal locations of piezoelectric actuators as well as to determine the best voltages applied to them in order to obtain a desired structure shape. These models provide an overall economy of computing effort for static and vibration problems.

Dynamical behaviour on the parameter space: new populational growth models proportional to beta densities

We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

The condensation and ordering of models of empty liquids

We consider a simple model consisting of particles with four bonding sites ("patches"), two of type A and two of type B, on the square lattice, and investigate its global phase behavior by simulations and theory. We set the interaction between B patches to zero and calculate the phase diagram as the ratio between the AB and the AA interactions, epsilon(AB)*, varies. In line with previous work, on three-dimensional off-lattice models, we show that the liquid-vapor phase diagram exhibits a re-entrant or "pinched" shape for the same range of epsilon(AB)*, suggesting that the ratio of the energy scales - and the corresponding empty fluid regime - is independent of the dimensionality of the system and of the lattice structure. In addition, the model exhibits an order-disorder transition that is ferromagnetic in the re-entrant regime. The use of low-dimensional lattice models allows the simulation of sufficiently large systems to establish the nature of the liquid-vapor critical points and to describe the structure of the liquid phase in the empty fluid regime, where the size of the "voids" increases as the temperature decreases. We have found that the liquid-vapor critical point is in the 2D Ising universality class, with a scaling region that decreases rapidly as the temperature decreases. The results of simulations and theoretical analysis suggest that the line of order-disorder transitions intersects the condensation line at a multi-critical point at zero temperature and density, for patchy particle models with a re-entrant, empty fluid, regime. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3657406]

Implications of the LHC two-photon signal for two-Higgs-doublet models

We study the implications for two-Higgs-doublet models of the recent announcement at the LHC giving a tantalizing hint for a Higgs boson of mass 125 GeV decaying into two photons. We require that the experimental result be within a factor of 2 of the theoretical standard model prediction, and analyze the type I and type II models as well as the lepton-specific and flipped models, subject to this requirement. It is assumed that there is no new physics other than two Higgs doublets. In all of the models, we display the allowed region of parameter space taking the recent LHC announcement at face value, and we analyze the W+W-, ZZ, (b) over barb, and tau(+)tau(-) expectations in these allowed regions. Throughout the entire range of parameter space allowed by the gamma gamma constraint, the numbers of events for Higgs decays into WW, ZZ, and b (b) over bar are not changed from the standard model by more than a factor of 2. In contrast, in the lepton-specific model, decays to tau(+)tau(-) are very sensitive across the entire gamma gamma-allowed region.

Estudo dosimétrico comparativo do Acuros® XB: algoritmo avançado de cálculo de dose com o AAA – Anisotropic Analytical Alghorithm, em tratamentos de radioterapia externa com a técnica de RapidArc™

Mestrado em Radioterapia.

Arrow Plot: a new graphical tool for selecting up and down regulated genes and genes differentially expressed on samples subgroups

Background: A common task in analyzing microarray data is to determine which genes are differentially expressed across two (or more) kind of tissue samples or samples submitted under experimental conditions. Several statistical methods have been proposed to accomplish this goal, generally based on measures of distance between classes. It is well known that biological samples are heterogeneous because of factors such as molecular subtypes or genetic background that are often unknown to the experimenter. For instance, in experiments which involve molecular classification of tumors it is important to identify significant subtypes of cancer. Bimodal or multimodal distributions often reflect the presence of subsamples mixtures. Consequently, there can be genes differentially expressed on sample subgroups which are missed if usual statistical approaches are used. In this paper we propose a new graphical tool which not only identifies genes with up and down regulations, but also genes with differential expression in different subclasses, that are usually missed if current statistical methods are used. This tool is based on two measures of distance between samples, namely the overlapping coefficient (OVL) between two densities and the area under the receiver operating characteristic (ROC) curve. The methodology proposed here was implemented in the open-source R software. Results: This method was applied to a publicly available dataset, as well as to a simulated dataset. We compared our results with the ones obtained using some of the standard methods for detecting differentially expressed genes, namely Welch t-statistic, fold change (FC), rank products (RP), average difference (AD), weighted average difference (WAD), moderated t-statistic (modT), intensity-based moderated t-statistic (ibmT), significance analysis of microarrays (samT) and area under the ROC curve (AUC). On both datasets all differentially expressed genes with bimodal or multimodal distributions were not selected by all standard selection procedures. We also compared our results with (i) area between ROC curve and rising area (ABCR) and (ii) the test for not proper ROC curves (TNRC). We found our methodology more comprehensive, because it detects both bimodal and multimodal distributions and different variances can be considered on both samples. Another advantage of our method is that we can analyze graphically the behavior of different kinds of differentially expressed genes. Conclusion: Our results indicate that the arrow plot represents a new flexible and useful tool for the analysis of gene expression profiles from microarrays.

Dynamical analysis in growth models: Blumberg’s equation

We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

Models with three Higgs doublets in the triplet representations of A(4) or S-4

We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.