21 resultados para Mathematical problem with complementarity constraints
Resumo:
This paper presents a method to reconstruct 3D surfaces of silicon wafers from 2D images of printed circuits taken with a scanning electron microscope. Our reconstruction method combines the physical model of the optical acquisition system with prior knowledge about the shapes of the patterns in the circuit; the result is a shape-from-shading technique with a shape prior. The reconstruction of the surface is formulated as an optimization problem with an objective functional that combines a data-fidelity term on the microscopic image with two prior terms on the surface. The data term models the acquisition system through the irradiance equation characteristic of the microscope; the first prior is a smoothness penalty on the reconstructed surface, and the second prior constrains the shape of the surface to agree with the expected shape of the pattern in the circuit. In order to account for the variability of the manufacturing process, this second prior includes a deformation field that allows a nonlinear elastic deformation between the expected pattern and the reconstructed surface. As a result, the minimization problem has two unknowns, and the reconstruction method provides two outputs: 1) a reconstructed surface and 2) a deformation field. The reconstructed surface is derived from the shading observed in the image and the prior knowledge about the pattern in the circuit, while the deformation field produces a mapping between the expected shape and the reconstructed surface that provides a measure of deviation between the circuit design models and the real manufacturing process.
Resumo:
Introduction This dissertation consists of three essays in equilibrium asset pricing. The first chapter studies the asset pricing implications of a general equilibrium model in which real investment is reversible at a cost. Firms face higher costs in contracting than in expanding their capital stock and decide to invest when their productive capital is scarce relative to the overall capital of the economy. Positive shocks to the capital of the firm increase the size of the firm and reduce the value of growth options. As a result, the firm is burdened with more unproductive capital and its value lowers with respect to the accumulated capital. The optimal consumption policy alters the optimal allocation of resources and affects firm's value, generating mean-reverting dynamics for the M/B ratios. The model (1) captures convergence of price-to-book ratios -negative for growth stocks and positive for value stocks - (firm migration), (2) generates deviations from the classic CAPM in line with the cross-sectional variation in expected stock returns and (3) generates a non-monotone relationship between Tobin's q and conditional volatility consistent with the empirical evidence. The second chapter proposes a standard portfolio-choice problem with transaction costs and mean reversion in expected returns. In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render equal all riskless rates of return. When two such rates follow stochastic processes, it is not optimal immediately to arbitrage out any discrepancy that arises between them. The reason is that immediate arbitrage would induce a definite expenditure of transactions costs whereas, without arbitrage intervention, there exists some, perhaps sufficient, probability that these two interest rates will come back together without any costs having been incurred. Hence, one can surmise that at equilibrium the financial market will permit the coexistence of two riskless rates that are not equal to each other. For analogous reasons, randomly fluctuating expected rates of return on risky assets will be allowed to differ even after correction for risk, leading to important violations of the Capital Asset Pricing Model. The combination of randomness in expected rates of return and proportional transactions costs is a serious blow to existing frictionless pricing models. Finally, in the last chapter I propose a two-countries two-goods general equilibrium economy with uncertainty about the fundamentals' growth rates to study the joint behavior of equity volatilities and correlation at the business cycle frequency. I assume that dividend growth rates jump from one state to other, while countries' switches are possibly correlated. The model is solved in closed-form and the analytical expressions for stock prices are reported. When calibrated to the empirical data of United States and United Kingdom, the results show that, given the existing degree of synchronization across these business cycles, the model captures quite well the historical patterns of stock return volatilities. Moreover, I can explain the time behavior of the correlation, but exclusively under the assumption of a global business cycle.
Resumo:
Cutaneous Leishmaniasis (CL) caused by Leishmania aethiopica is a public health and social problem with a sequel of severe and mutilating skin lesions. It is manifested in three forms: localized CL (LCL), mucosal CL (MCL) and diffuse CL (DCL). Unresponsiveness to sodium stibogluconate (Sb(V)) is common in Ethiopian CL patients. Using the amastigote-macrophage in vitro model the susceptibility of 24 clinical isolates of L. aethiopica derived from untreated patients was investigated. Eight strains of LCL, 9 of MCL, and 7 of DCL patients together with a reference strain (MHOM/ET/82/117/82) were tested against four antileishmanial drugs: amphotericin B, miltefosine, Sb(V) and paromomycin. In the same order of drugs, IC(50) (μg/ml±SD) values for the 24 strains tested were 0.16±0.18, 5.88±4.79, 10.23±8.12, and 13.63±18.74. The susceptibility threshold of isolates originating from the 3 categories of patients to all 4 drugs was not different (p>0.05). Maximal efficacy was superior for miltefosine across all the strains. Further susceptibility test could validate miltefosine as a potential alternative drug in cases of sodium stibogluconate treatment failure in CL patients.
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Background and aims: chronic pain is a major public health care problem with a prevalence in Europe as high as 19% in the general population (Breivik et al. 2006). Beside classical analgesics, Antidepressants (AD) remain an essential part of the therapeutic armamentarium. The present study was aimed at reviewing current evidence for efficacy of AD in main chronic pain conditions. Methods: We performed a systematic literature search through Ovid Medline, Psychinfo and Cochrane database to retrieve controlled studies and reviews on the use of AD in specific chronic pain conditions: neuropathic pain, migraine and tension-type headache, muskuloskeletal pain, and fibromyalgia. Results: There is sufficient data to support the use of tricyclic antidepressants (TCAs) in neuropathic pain, migraine and tension-type headache. There is also good evidence for a beneficial effect of TCAs in chronic low back pain and fibromyalgia. The SNRI venlafaxine and duloxetine are drugs with less established efficacy in neuropathic pain, tension type headache and fibromyalgia, but may be recommended as second line treatment. Available data do not support the use of SSRIs in any of these conditions. Given the limitations of available studies, there is still room to better characterize putative benefits of SNRIs and SSRIs in some of these conditions. Conclusions: Efficacy of AD in chronic pain appear to vary greatly between type of AD. Beneficial effects when present seem independent of the effect on mood. There is a lack of long term controlled trials in most type of chronic pain conditions.
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Quality of life has been extensively discussed in acute and chronic illnesses. However a dynamic model grounded in the experience of patients in the course of transplantation has not been to our knowledge developed. In a qualitative longitudinal study, patients awaiting solid organ transplantation participated in semi-structured interviews: Exploring topics pre-selected on previous research literature review. Creative interview was privileged, open to themes patients would like to discuss at the different steps of the transplantation process. A qualitative thematic and reflexive analysis was performed, and a model of the dimensions constitutive of quality of life from the perspective of the patients was elaborated. Quality of life is not a stable construct in a long lasting illness-course, but evolves with illness constraints, treatments and outcomes. Dimensions constitutive of quality of life are defined, each of them containing different sub-categories depending on the organ related illness co-morbidities and the stage of illness-course.
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Recently in this journal, Alkemade and Forstmann again challenged the evidence for a tripartite organisation to the subthalamic nucleus (STN) (Alkemade & Forstmann 2014). Additionally, they raised specific issues with the earlier published results using 3T MRI to perform in vivo diffusion weighted imaging (DWI) based segmentation of the STN (Lambert et al. 2012). Their comments reveal a common misconception related to the underlying methodologies used, which we clarify in this reply, in addition to highlighting how their current conclusions are synonymous with our original paper. The ongoing debate, instigated by the controversies surrounding STN parcellation, raises important implications for the assumptions and methodologies employed in mapping functional brain anatomy, both in vivo and ex vivo, and reveals a fundamental emergent problem with the current techniques. These issues are reviewed, and potential strategies that could be developed to manage them in the future are discussed further.