16 resultados para Stochastic Processes

em Repositório Científico do Instituto Politécnico de Lisboa - Portugal


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The aim of the present study was to test a hypothetical model to examine if dispositional optimism exerts a moderating or a mediating effect between personality traits and quality of life, in Portuguese patients with chronic diseases. A sample of 540 patients was recruited from central hospitals in various districts of Portugal. All patients completed self-reported questionnaires assessing socio-demographic and clinical variables, personality, dispositional optimism, and quality of life. Structural equation modeling (SEM) was used to analyze the moderating and mediating effects. Results suggest that dispositional optimism exerts a mediator rather than a moderator role between personality traits and quality of life, suggesting that “the expectation that good things will happen” contributes to a better general well-being and better mental functioning.

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The interplay of seasonality, the system's nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

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Magma flow in dykes is still not well understood; some reported magnetic fabrics are contradictory and the potential effects of exsolution and metasomatism processes on the magnetic properties are issues open to debate. Therefore, a long dyke made of segments with different thickness, which record distinct degrees of metasomatism, the Messejana-Plasencia dyke (MPD), was studied. Oriented dolerite samples were collected along several cross-sections and characterized by means of microscopy and magnetic analyses. The results obtained show that the effects of metasomatism on rock mineralogy are important, and that the metasomatic processes can greatly influence anisotropy degree and mean susceptibility only when rocks are strongly affected by metasomatism. Petrography, scanning electron microscopy (SEM) and bulk magnetic analyses show a high-temperature oxidation-exsolution event, experienced by the very early Ti-spinels, during the early stages of magma cooling, which was mostly observed in central domains of the thick dyke segments. Exsolution reduced the grain size of the magnetic carrier (multidomain to single domain transformation), thus producing composite fabrics involving inverse fabrics. These are likely responsible for a significant number of the 'abnormal' fabrics, which make the interpretation of magma flow much more complex. By choosing to use only the 'normal' fabric for magma flow determination, we have reduced by 50 per cent the number of relevant sites. In these sites, the imbrication angle of the magnetic foliation relative to dyke wall strongly suggests flow with end-members indicating vertical-dominated flow (seven sites) and horizontal-dominated flow (three sites).

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When a paleomagnetic pole is sought for in an igneous body, the host rocks should be subjected to a contact test to assure that the determined paleopole has the age of the intrusion. If the contact test is positive, it precludes the possibility that the measured magnetization is a later effect. Therefore, we investigated the variations of the remanent magnetization along cross-sections of rocks hosting the Foum Zguid dyke (southern Morocco) and the dyke itself. A positive contact test was obtained, but it is mainly related with Chemical/Crystalline Remanent Magnetization due to metasomatic processes in the host-rocks during magma intrusion and cooling, and not only with Thermo-Remanent Magnetization as ordinarily assumed in standard studies. Paleomagnetic data obtained within the dyke then reflect the Earth magnetic field during emplacement of this well-dated (196.9 +/- 1.8 Ma) intrusion.

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This article describes work performed on the assessment of the levels of airborne ultrafine particles emitted in two welding processes metal-active gas (MAG) of carbon steel and friction-stir welding (FSW) of aluminium in terms of deposited area in alveolar tract of the lung using a nanoparticle surface area monitor analyser. The obtained results showed the dependence from process parameters on emitted ultrafine particles and clearly demonstrated the presence of ultrafine particles, when compared with background levels. The obtained results showed that the process that results on the lower levels of alveolar-deposited surface area is FSW, unlike MAG. Nevertheless, all the tested processes resulted in important doses of ultrafine particles that are to be deposited in the human lung of exposed workers.

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One of the main trends in workplace aggression research is studying its antecedents. But the literature also reveals that some predictors remain understudied, like organizational change [1]. Additionally, possible mediators of this relationship were not investigated. The main objective of this research is studding the mediating effect of the leader political behavior (soft and hard version) on the relationship between organizational change and workplace aggression. Participants representing a wide variety of jobs across many organizations were surveyed. The measures used in this research are an Organizational Change Questionnaire climate of change, processes, and readiness [2], a Workplace Aggression Scale [e.g. 3, 4] and a Political Behavior Questionnaire [5]. The results of the study and its theoretical and practical implications will be presented and discussed.

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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

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This article describes work performed on the assessment of the levels of airborne ultrafine particles emitted in two welding processes metal-active gas (MAG) of carbon steel and friction-stir welding (FSW) of aluminium in terms of deposited area in alveolar tract of the lung using a nanoparticle surface area monitor analyser. The obtained results showed the dependence from process parameters on emitted ultrafine particles and clearly demonstrated the presence of ultrafine particles, when compared with background levels. The obtained results showed that the process that results on the lower levels of alveolar-deposited surface area is FSW, unlike MAG. Nevertheless, all the tested processes resulted in important doses of ultrafine particles that are to be deposited in the human lung of exposed workers.

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A new method is proposed to control delayed transitions towards extinction in single population theoretical models with discrete time undergoing saddle-node bifurcations. The control method takes advantage of the delaying properties of the saddle remnant arising after the bifurcation, and allows to sustain populations indefinitely. Our method, which is shown to work for deterministic and stochastic systems, could generally be applied to avoid transitions tied to one-dimensional maps after saddle-node bifurcations.

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A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.

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This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.

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The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

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In this article we provide homotopy solutions of a cancer nonlinear model describing the dynamics of tumor cells in interaction with healthy and effector immune cells. We apply a semi-analytic technique for solving strongly nonlinear systems – the Step Homotopy Analysis Method (SHAM). This algorithm, based on a modification of the standard homotopy analysis method (HAM), allows to obtain a one-parameter family of explicit series solutions. By using the homotopy solutions, we first investigate the dynamical effect of the activation of the effector immune cells in the deterministic dynamics, showing that an increased activation makes the system to enter into chaotic dynamics via a period-doubling bifurcation scenario. Then, by adding demographic stochasticity into the homotopy solutions, we show, as a difference from the deterministic dynamics, that an increased activation of the immune cells facilitates cancer clearance involving tumor cells extinction and healthy cells persistence. Our results highlight the importance of therapies activating the effector immune cells at early stages of cancer progression.