46 resultados para Semi-parametric models
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
Density-dependent effects, both positive or negative, can have an important impact on the population dynamics of species by modifying their population per-capita growth rates. An important type of such density-dependent factors is given by the so-called Allee effects, widely studied in theoretical and field population biology. In this study, we analyze two discrete single population models with overcompensating density-dependence and Allee effects due to predator saturation and mating limitation using symbolic dynamics theory. We focus on the scenarios of persistence and bistability, in which the species dynamics can be chaotic. For the chaotic regimes, we compute the topological entropy as well as the Lyapunov exponent under ecological key parameters and different initial conditions. We also provide co-dimension two bifurcation diagrams for both systems computing the periods of the orbits, also characterizing the period-ordering routes toward the boundary crisis responsible for species extinction via transient chaos. Our results show that the topological entropy increases as we approach to the parametric regions involving transient chaos, being maximum when the full shift R(L)(infinity) occurs, and the system enters into the essential extinction regime. Finally, we characterize analytically, using a complex variable approach, and numerically the inverse square-root scaling law arising in the vicinity of a saddle-node bifurcation responsible for the extinction scenario in the two studied models. The results are discussed in the context of species fragility under differential Allee effects. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
O presente trabalho aborda a questão do comportamento e influência estrutural da modelação de um núcleo de secção aberta de parede fina no modelo tridimensional de elementos finitos de um edifício de betão armado, composto por 5 pisos sujeito à acção sísmica regulamentar. Para o efeito, foram considerados os Eurocódigos estruturais, nomeadamente o Eurocódigo 0, Eurocódigo 1 e Eurocódigo 8. A fim de avaliar a importância do tipo de modelação destes elementos estruturais, elemento fundamental para a caracterização da resposta dinâmica, foi desenvolvido um estudo paramétrico, fazendo-se a análise de quatro formas distintas de modelação do mesmo núcleo. Para os mesmos casos de carregamento, é feita uma análise comparativa entre os resultados obtidos a nível de períodos, percentagem de armadura nos pilares e no próprio núcleo bem como os deslocamentos para os modelos em estudo, com recurso a um programa de cálculo automático. O edifício considerado neste trabalho foi modelado com base no programa comercial de cálculo automático SAP 2000 versão 14.4. Posteriormente apresentam-se e discutem-se os resultados obtidos nos vários modelos em causa e para as várias situações propostas ao longo do trabalho.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
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]
Resumo:
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.
Resumo:
O papel crucial da escola na sociedade e o exercício da atividade profissional como docente, com um olhar atento sobre o traçar das políticas educativas, motivou a elaboração deste trabalho de investigação, que tem como objeto de estudo os papéis desempenhados pelos diretores das escolas estatais e não estatais e como objetivos específicos estudar o impacto da legislação emanada pela tutela, nas escolas públicas e privadas e analisar as convergências e divergências nas conceções e práticas dos seus diretores. As dimensões analíticas exploradas no estudo abrangem as conceções gestionárias dos diretores quanto aos modelos de gestão, às práticas de autonomia, ao serviço educativo e à prestação de contas. Este trabalho de natureza qualitativa foca o olhar sobre um grupo restrito de atores educativos que foram escolhidos devido ao papel que desempenham na organização educativa e porque a publicação do Decreto- Lei 75/ 2008 de 22 de abril, trouxe alterações à escola pública. A tradição de direção colegial que vigorava nas organizações educativas estatais foi quebrada. O presidente do conselho diretivo é doravante substituído pelo diretor que passa a delegar competências, a designar equipas e a prestar contas à tutela e comunidade educativa à semelhança do diretor da escola privada. O estudo de caso apresentado foi realizado em três escolas públicas e em três colégios privados com recurso a entrevistas semiestruturadas e à análise documental. As conclusões deste trabalho remetem para a existência de muitos pontos de convergência entre a opinião dos diretores da escola pública e privada. As temáticas relativas à autonomia, escolha do pessoal docente e prestação de contas, são olhadas pela mesma perspetiva. A autonomia é vista como “uma miragem”; uma “terra prometida” (Lima e Afonso, 1995). A prestação de contas é exigida aos diretores do ensino estatal e do privado através de instrumentos próximos. As principais divergências situam-se ao nível do menor interesse demonstrado, por parte da direção da escola privada, pela oferta de cursos profissionais e pelo menor investimento em estratégias para a prevenção do abandono escolar, que é considerado pouco significativo na escola não estatal. A defesa da escolha de escola e da modalidade de cheque ensino são outros dos pontos que marcam a divergência entre estes diretores. Abstract: This investigative paper - whose objective is the study of the role of the school directors, both State and non-state, and the impact of legislation on both State and private schools, as well as the analysis of the convergent and divergent conceptions and practices of these directors – is motivated by the crucial role played by schools in our society and by the professional activity of the teacher, with an attentive look at the educational practices. The analytical dimension explored in this study includes the various concepts of management of the school director as models of management, as well as practices in self-sufficiency, budget control and educational service to the community. This study has a qualitative nature and focuses on a small group of individuals who were chosen for the role they play in the whole educational structure, considering that the Decree nº 75/2008, published on April the 22nd, determined alterations to the public school system. The traditional method of control of the public school system has, henceforth, been changed. The headmaster is now substituted by a director who delegates his functions, makes up work teams and elaborates the school budget which is presented to the respective governmental ministry and the community, much like as what happens in private schools. The present study encompasses three public schools and three private schools, the methods of study being semi-structured interviews as well as the consultation of documentation. The conclusions point to many convergent opinions of the school directors of both the public and the private sector. The school directors of both public and private schools used in this study share the same opinion as to the factors involved in the selection of teachers, the elaboration of the school budget and the implementation of self-sufficiency policies. These self-sufficiency policies are seen as a “mirage” or a “promised land” (Lima and Afonso, 1995). The school budget and its management practices are implemented in both public and private schools through similar instruments. The principal differences are noted on smaller, less interesting points, on the part of the direction of the private schools, and result from the elaboration of professional courses and minor investment in the strategies, oriented to the prevention of school drop-outs, which is considered of little significance in the private school sector. The other factors of divergence result from the right to choose the type of school desired and the type of teaching implemented.
Resumo:
Toxic amides, such as acrylamide, are potentially harmful to Human health, so there is great interest in the fabrication of compact and economical devices to measure their concentration in food products and effluents. The CHEmically Modified Field Effect Transistor (CHEMFET) based onamorphous silicon technology is a candidate for this type of application due to its low fabrication cost. In this article we have used a semi-empirical modelof the device to predict its performance in a solution of interfering ions. The actual semiconductor unit of the sensor was fabricated by the PECVD technique in the top gate configuration. The CHEMFET simulation was performed based on the experimental current voltage curves of the semiconductor unit and on an empirical model of the polymeric membrane. Results presented here are useful for selection and design of CHEMFET membranes and provide an idea of the limitations of the amorphous CHEMFET device. In addition to the economical advantage, the small size of this prototype means it is appropriate for in situ operation and integration in a sensor array.
Resumo:
Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Ciências da Educação, especialização Supervisão em Educação
Resumo:
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.
Resumo:
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.