135 resultados para Constrained Minimization
Resumo:
The protein shells, or capsids, of nearly all spherelike viruses adopt icosahedral symmetry. In the present Letter, we propose a statistical thermodynamic model for viral self-assembly. We find that icosahedral symmetry is not expected for viral capsids constructed from structurally identical protein subunits and that this symmetry requires (at least) two internal switching configurations of the protein. Our results indicate that icosahedral symmetry is not a generic consequence of free energy minimization but requires optimization of internal structural parameters of the capsid proteins
Resumo:
We show that transport in the presence of entropic barriers exhibits peculiar characteristics which makes it distinctly different from that occurring through energy barriers. The constrained dynamics yields a scaling regime for the particle current and the diffusion coefficient in terms of the ratio between the work done to the particles and available thermal energy. This interesting property, genuine to the entropic nature of the barriers, can be utilized to effectively control transport through quasi-one-dimensional structures in which irregularities or tortuosity of the boundaries cause entropic effects. The accuracy of the kinetic description has been corroborated by simulations. Applications to different dynamic situations involving entropic barriers are outlined.
Resumo:
We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation, which accounts for the effect of the lateral confinement by introducing an entropic barrier in a one-dimensional diffusion. The validity of this approximation, based on the assumption of an instantaneous equilibration of the particle distribution in the cross section of the structure, is analyzed by comparing the different time scales that characterize the problem. A validity criterion is established in terms of the shape of the structure and of the applied force. It is analytically corroborated and verified by numerical simulations that the critical value of the force up to which this description holds true scales as the square of the periodicity of the structure. The criterion can be visualized by means of a diagram representing the regions where the Fick-Jacobs description becomes inaccurate in terms of the scaled force versus the periodicity of the structure.
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In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.
Resumo:
In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.
Resumo:
Markets, in the real world, are not efficient zero-sum games where hypotheses of the CAPM are fulfilled. Then, it is easy to conclude the market portfolio is not located on Markowitz"s efficient frontier, and passive investments (and indexing) are not optimal but biased. In this paper, we define and analyze biases suffered by passive investors: the sample, construction, efficiency and active biases and tracking error are presented. We propose Minimum Risk Indices (MRI) as an alternative to deal with to market index biases, and to provide investors with portfolios closer to the efficient frontier, that is, more optimal investment possibilities. MRI (using a Parametric Value-at-Risk Minimization approach) are calculated for three stock markets achieving interesting results. Our indices are less risky and more profitable than current Market Indices in the Argentinean and Spanish markets, facing that way the Efficient Market Hypothesis. Two innovations must be outlined: an error dimension has been included in the backtesting and the Sharpe"s Ratio has been used to select the"best" MRI
Resumo:
In this note we introduce the Lorenz stable set and provide an axiomatic characterization in terms of constrained egalitarianism and projection consistency. On the domain of all coalitional games, we find that this solution connects the weak constrained egalitarian solution (Dutta and Ray, 1989) with their strong counterpart (Dutta and Ray, 1991)
Resumo:
Magnetization versus temperature in the temperature interval 2-200 K was measured for amorphous alloys of three different compositions: Fe 81.5B14.5Si4, Fe40Ni38 Mo4B18, and Co70Fe5Ni 2Mo3B5Si15. The measurements were performed by means of a SQUID (superconducting quantum interference device) magnetometer. The aim was to extract information about the different mechanisms contributing to thermal demagnetization. A powerful data analysis technique based on successive minimization procedures has demonstrated that Stoner excitations of the strong ferromagnetic type play a significant role in the Fe-Ni alloy studied. The Fe-rich and Co-rich alloys do not show a measurable contribution from single-particle excitations.
Resumo:
This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.
Resumo:
Many engineering problems that can be formulatedas constrained optimization problems result in solutionsgiven by a waterfilling structure; the classical example is thecapacity-achieving solution for a frequency-selective channel.For simple waterfilling solutions with a single waterlevel and asingle constraint (typically, a power constraint), some algorithmshave been proposed in the literature to compute the solutionsnumerically. However, some other optimization problems result insignificantly more complicated waterfilling solutions that includemultiple waterlevels and multiple constraints. For such cases, itmay still be possible to obtain practical algorithms to evaluate thesolutions numerically but only after a painstaking inspection ofthe specific waterfilling structure. In addition, a unified view ofthe different types of waterfilling solutions and the correspondingpractical algorithms is missing.The purpose of this paper is twofold. On the one hand, itoverviews the waterfilling results existing in the literature from aunified viewpoint. On the other hand, it bridges the gap betweena wide family of waterfilling solutions and their efficient implementationin practice; to be more precise, it provides a practicalalgorithm to evaluate numerically a general waterfilling solution,which includes the currently existing waterfilling solutions andothers that may possibly appear in future problems.
Resumo:
This correspondence studies the formulation of members ofthe Cohen-Posch class of positive time-frequency energy distributions.Minimization of cross-entropy measures with respect to different priorsand the case of no prior or maximum entropy were considered. It isconcluded that, in general, the information provided by the classicalmarginal constraints is very limited, and thus, the final distributionheavily depends on the prior distribution. To overcome this limitation,joint time and frequency marginals are derived based on a "directioninvariance" criterion on the time-frequency plane that are directly relatedto the fractional Fourier transform.
Resumo:
In this paper address we the question as to why participants tend to respond realistically to situations and events portrayed within an Immersive Virtual Reality (IVR) system. The idea is put forward, based on experience of a large number of experimental studies, that there are two orthogonal components that contribute to this realistic response. The first is"being there", often called"presence", the qualia of having a sensation of being in a real place. We call this Place Illusion (PI). Second, Plausibility Illusion (Psi) refers to the illusion that the scenario being depicted is actually occurring. In the case of both PI and Psi the participant knows for sure that that they are not"there" and that the events are not occurring. PI is constrained by the sensorimotor contingencies afforded by the virtual reality system. Psi is determined by the extent to which the system can produce events that directly relate to the participant, and the overall credibility of the scenario being depicted in comparison with expectations. We argue that when both PI and Psi occur, participants will respond realistically to the virtual reality.
Resumo:
Neuronal dynamics are fundamentally constrained by the underlying structural network architecture, yet much of the details of this synaptic connectivity are still unknown even in neuronal cultures in vitro. Here we extend a previous approach based on information theory, the Generalized Transfer Entropy, to the reconstruction of connectivity of simulated neuronal networks of both excitatory and inhibitory neurons. We show that, due to the model-free nature of the developed measure, both kinds of connections can be reliably inferred if the average firing rate between synchronous burst events exceeds a small minimum frequency. Furthermore, we suggest, based on systematic simulations, that even lower spontaneous inter-burst rates could be raised to meet the requirements of our reconstruction algorithm by applying a weak spatially homogeneous stimulation to the entire network. By combining multiple recordings of the same in silico network before and after pharmacologically blocking inhibitory synaptic transmission, we show then how it becomes possible to infer with high confidence the excitatory or inhibitory nature of each individual neuron.
Resumo:
Twenty Audouin´s gulls, Larus audouinii, breeding in the Ebro Delta (NW Mediterranean) were radio-tracked in 1998 to study their foraging behaviour and activity patterns. Some detrimental effects of tagging on the breeding success of the birds were detected, especially when both members of the pair were tagged. The results were actually constrained by the low number of locations due to natural breeding failure and failure in tag emission, as well as the adverse effect of tagging. However, through a combination of aircraft surveys at sea and a fixed station for automatic tracking of the presence of the birds at the colony, novel individual-based information of home ranges and activity patterns was obtained. Trawler fishing activity seemed to influence both the foraging range and habitat use: while trawlers operated, gulls overlapped their fishing grounds with vessels, probably to scavenge on discards. Very few locations were obtained during a trawling moratorium period, although they were all recorded in coastal bays and terrestrial habitats. During the trawling activity period, gulls ranged over a minimum convex polygon area of 2900 km2. Gulls were tracked up to 40 km from the colony, but some individuals were observed beyond 150 km while still breeding. Arrivals and departures from the colony were in accordance with the trawling timetable. However, most birds also showed some nocturnal foraging activity, probably linked to active fishing of clupeoids (following diel migrations) or to the exploitation of purse-seine fishing activity. Foraging trips lasted on average 15 hours: males performed significantly shorter trips than females, which spent more time outside the colony. The proportion of nocturnal time involved in the foraging trips was the same for males and females, but whilst all males initiated their trips both during the day and at night, some females only initiated their trips during the day. Hatching success was found to be related to foraging effort by males. Gulls spent on average ca. 38% of their time budget outside the nesting territory, representing the time devoted mainly to flying, foraging and other activities.
Resumo:
Markets, in the real world, are not efficient zero-sum games where hypotheses of the CAPM are fulfilled. Then, it is easy to conclude the market portfolio is not located on Markowitz"s efficient frontier, and passive investments (and indexing) are not optimal but biased. In this paper, we define and analyze biases suffered by passive investors: the sample, construction, efficiency and active biases and tracking error are presented. We propose Minimum Risk Indices (MRI) as an alternative to deal with to market index biases, and to provide investors with portfolios closer to the efficient frontier, that is, more optimal investment possibilities. MRI (using a Parametric Value-at-Risk Minimization approach) are calculated for three stock markets achieving interesting results. Our indices are less risky and more profitable than current Market Indices in the Argentinean and Spanish markets, facing that way the Efficient Market Hypothesis. Two innovations must be outlined: an error dimension has been included in the backtesting and the Sharpe"s Ratio has been used to select the"best" MRI