A teoria da ruína aplicada em um modelo de empresa financeira com risco de crédito

In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin

Desenvolvimento de um ressoador retangular de fenda com múltiplas camadas de substrato e com utilização de material PBG para sistema de comunicação sem fio

In the globalized world modern telecommunications have assumed key role within the company, causing a large increase in demand for the wireless technology of communication, which has been happening in recent years have greatly increased the number of applications using this technology. Due to this demand, new materials are developed to enable new control mechanisms and propagation of electromagnetic waves. The research to develop new technologies for wireless communication presents a multidisciplinary study that covers from the new geometries for passive antennas, active up to the development of materials for devices that improve the performance at the frequency range of operation. Recently, planar antennas have attracted interest due to their characteristics and advantages when compared with other types of antennas. In the area of mobile communications the need for antennas of this type has become increasingly used, due to intensive development, which needs to operate in multifrequency antennas and broadband. The microstrip antennas have narrow bandwidth due to the dielectric losses generated by irradiation. Another limitation is the degradation of the radiation pattern due to the generation of surface waves in the substrate. Some techniques have been developed to minimize this limitation of bandwidth, such as the study of type materials PBG - Photonic Band Gap, to form the dielectric material. This work has as main objective the development project of a slot resonator with multiple layers and use the type PBG substrate, which carried out the optimization from the numerical analysis and then designed the device initially proposed for the band electromagnetic spectrum between 3-9 GHz, which basically includes the band S to X. Was used as the dielectric material RT/Duroid 5870 and RT/Duroid 6010.LM where both are laminated ceramic-filled PTFE dielectric constants 2.33 and 10.2, respectively. Through an experimental investigation was conducted an analysis of the simulated versus measured by observing the behavior of the radiation characteristics from the height variation of the dielectric multilayer substrates. We also used the LTT method resonators structures rectangular slot with multiple layers of material photonic PBG in order to obtain the resonance frequency and the entire theory involving the electromagnetic parameters of the structure under consideration. xviii The analysis developed in this work was performed using the method LTT - Transverse Transmission Line, in the field of Fourier transform that uses a component propagating in the y direction (transverse to the real direction of propagation z), thus treating the general equations of the fields electric and magnetic and function. The PBG theory is applied to obtain the relative permittivity of the polarizations for the sep photonic composite substrates material. The results are obtained with the commercial software Ansoft HFSS, used for accurate analysis of the electromagnetic behavior of the planar device under study through the Finite Element Method (FEM). Numerical computational results are presented in graphical form in two and three dimensions, playing in the parameters of return loss, frequency of radiation and radiation diagram, radiation efficiency and surface current for the device under study, and have as substrates, photonic materials and had been simulated in an appropriate computational tool. With respect to the planar device design study are presented in the simulated and measured results that show good agreement with measurements made. These results are mainly in the identification of resonance modes and determining the characteristics of the designed device, such as resonant frequency, return loss and radiation pattern

Ressoador retangular defenda com quatro camadas fotônicas

Recently, planar antennas have attracted interest due to its characteristics as well as the advantages they offer compared to other types of antennas. In the area of mobile communications the need for such antennas has become increasingly intense due to development, which requires antennas that operate in multifrequency and broadband. The microstrip antennas have narrow bandwidth due to losses in the dielectric caused by irradiation. Another limitation is the radiation pattern degradation due to generation of surface waves in the substrate. Some techniques are being developed to minimize this bandwidth limitation, as is the case in the study of type materials PBG - Photonic Band Gap, to compose the dielectric material. The analysis developed in this work were performed with use of the method LTT - Transverse Transmission Line, in the field of Fourier transform that uses a component propagating in the y direction (transerve real direction of propagation z), thus treating the general equations of the fields electric and magnetic fields as a functions of y E and Hy . This work has as main objective the method LTT structures resonator line slot with four layers of material photonic PBG, for obtaining the complex resonant frequency and efficiency of this structure. PBG theory is applied to obtain the relative permittivity for the substrate biases sep compounds photonic material. Numerical-computational results in graph form in two dimensions for all the analysis are presented for the proposed structures that have photonic materials, as substrates

Acoplador e linha de lâmina unilateral e bilateral com substrato fotônico

The aim of this work is to characterize and use the characteristic parameters of the planar structures constructed with fin lines looking for their applications in devices, using PBG Photonic Band Gap photonic materials as substrate, operating in the millimeter and optic wave bands.The PBG theory will be applied for the relative permittivity attainment for the PBG photonic substrate s and p polarizations. The parameters considered in the structures characterization are the complex propagation constant and the characteristic impedance of unilateral and bilateral fin lines that were obtained by the use of the TTL Transverse Transmission Line Method, together with the Method of the Moments. The final part of this work comprises studies related to the behavior of the asymmetric unilateral fin line coupler with photonic substrate. This research opens perspectives for new works in this modern area. Numerical results are shown by means of bi-dimensional and three-dimensional graphics. Conclusions and suggestions for future works are also presented

Prova automática de satisfatibilidade módulo teoria aplicada ao método B

Este trabalho apresenta uma extensão do provador haRVey destinada à verificação de obrigações de prova originadas de acordo com o método B. O método B de desenvolvimento de software abrange as fases de especificação, projeto e implementação do ciclo de vida do software. No contexto da verificação, destacam-se as ferramentas de prova Prioni, Z/EVES e Atelier-B/Click n Prove. Elas descrevem formalismos com suporte à checagem satisfatibilidade de fórmulas da teoria axiomática dos conjuntos, ou seja, podem ser aplicadas ao método B. A checagem de SMT consiste na checagem de satisfatibilidade de fórmulas da lógica de primeira-ordem livre de quantificadores dada uma teoria decidível. A abordagem de checagem de SMT implementada pelo provador automático de teoremas haRVey é apresentada, adotando-se a teoria dos vetores que não permite expressar todas as construções necessárias às especificações baseadas em conjuntos. Assim, para estender a checagem de SMT para teorias dos conjuntos destacam-se as teorias dos conjuntos de Zermelo-Frankel (ZFC) e de von Neumann-Bernays-Gödel (NBG). Tendo em vista que a abordagem de checagem de SMT implementada no haRVey requer uma teoria finita e pode ser estendida para as teorias nãodecidíveis, a teoria NBG apresenta-se como uma opção adequada para a expansão da capacidade dedutiva do haRVey à teoria dos conjuntos. Assim, através do mapeamento dos operadores de conjunto fornecidos pela linguagem B a classes da teoria NBG, obtem-se uma abordagem alternativa para a checagem de SMT aplicada ao método B

O professor e sua formação linguística: uma interlocução teoria-prática

The work in screen constitutes a study of entitled doutoramento THE teacher and your linguistic formation: a dialogue teoria-prática. In him, the researcher, discoursing on subjects that involve the teaching-learning of the verbal language, it focalizes the importance of the linguistic formation for professionals that act in the years you begin of the Fundamental Education. In that perspective, lens to analyze the interrelações among them you know about the teachers, referring to the language (verbal), mobilized in the process teaching-learning of the production of texts written by the students, enrolled in the years you begin of the fundamental teaching. For so much, it developed a research Colaborativa, of qualitative nature, with four partícipes, being three of them teachers of the empiric field, EETB (pointed school for the " Prova Brasil " (2005) as among the ten Brazilian schools with the worst index of revenue discente in the abilities to read, to write and to interpret) and the other (researcher) educational of UERN. The research made use of several methodological procedures, among which stand out: questionnaire, glimpses, reflexive sessions and cycles of reflexive studies, among others. These specific of the Methodology of the Elaboration Conceptual Ferreiriana, adopted in the process of (re)elaboration, for the partícipes of the language concepts, text, textual gender, spoken language and written language. With relationship to the analytic procedures, those were based in contributions of the theory of the formation of concepts, of the Applied Linguistics and of the archaeology of the elect concepts. The results appear that the process of linguistic formation, established through the research colaborativa and of the methodology of the elaboration conceptual ferreiriana, uniting knowledge of the areas of the Education and of the Language, it was productive and he/she reveals a narrow relationship among the acquired knowledge for the partícipes, the (re)organization of the process teachinglearning of the language and the improvement of the productions written by the students of those educational ones

Uma Fundamentação Intervalar Aplicada à Morfologia Matemática

This work present a interval approach to deal with images with that contain uncertainties, as well, as treating these uncertainties through morphologic operations. Had been presented two intervals models. For the first, is introduced an algebraic space with three values, that was constructed based in the tri-valorada logic of Lukasiewiecz. With this algebraic structure, the theory of the interval binary images, that extends the classic binary model with the inclusion of the uncertainty information, was introduced. The same one can be applied to represent certain binary images with uncertainty in pixels, that it was originated, for example, during the process of the acquisition of the image. The lattice structure of these images, allow the definition of the morphologic operators, where the uncertainties are treated locally. The second model, extend the classic model to the images in gray levels, where the functions that represent these images are mapping in a finite set of interval values. The algebraic structure belong the complete lattices class, what also it allow the definition of the elementary operators of the mathematical morphology, dilation and erosion for this images. Thus, it is established a interval theory applied to the mathematical morphology to deal with problems of uncertainties in images

Vozes sociais e dimensão ética da lingüística aplicada: a construção discursiva da área nos CBLAs

This research deals with Applied Linguistics and its structure as a scientific field, in compliance with knowledge produced within the range of the Brazilian Congresses of Applied Linguistics (CBLA). The purpose of this research is to understand the meanings disclosed by the voices that make up the scientific discourse on this field, pointing toward its course of development, the ethical position that is peculiar to it and how this position is represented in its scientific practice. The scientific discourse typical of the production of knowledge of Applied Linguistics is now construed as leading to practices that define the production of this field of learning whose object is to study man and man s relationship to language. Theoretical groundwork is anchored on the work the Social Sciences have developed on the paradigmatic crises of science and the social changes resulting from modern and post-modern times, on Applied Linguistics researches on the identity of the field of study, its courses and ethics, and on the bakhtinian theory that supports a view of language as a social practice built under the aegis of the subject s ethics and responsibility. The corpus of this work comprises qualitative and quantitative data made into articles presented at the CBLA. The research methodology conforms to the interpretive paradigm and has the concept of social voices as its category of analysis. Results point towards the progress of Applied Linguistics that, from its role as a mediator discipline between linguistic theory and practical applications, is assuming a position in a field of study of its own, independent, with transdisciplinary characteristics, pursuing through its quests and redefinitions to get closer to the dimension of life and assuming the ethical position of taking on responsibility for its doings and sayings

Teoria cinética não extensiva: efeitos físicos em gases e plasmas

The standard kinetic theory for a nonrelativistic diluted gas is generalized in the spirit of the nonextensive statistic distribution introduced by Tsallis. The new formalism depends on an arbitrary q parameter measuring the degree of nonextensivity. In the limit q = 1, the extensive Maxwell-Boltzmann theory is recovered. Starting from a purely kinetic deduction of the velocity q-distribution function, the Boltzmann H-teorem is generalized for including the possibility of nonextensive out of equilibrium effects. Based on this investigation, it is proved that Tsallis' distribution is the necessary and sufficient condition defining a thermodynamic equilibrium state in the nonextensive context. This result follows naturally from the generalized transport equation and also from the extended H-theorem. Two physical applications of the nonextensive effects have been considered. Closed analytic expressions were obtained for the Doppler broadening of spectral lines from an excited gas, as well as, for the dispersion relations describing the eletrostatic oscillations in a diluted electronic plasma. In the later case, a comparison with the experimental results strongly suggests a Tsallis distribution with the q parameter smaller than unity. A complementary study is related to the thermodynamic behavior of a relativistic imperfect simple fluid. Using nonequilibrium thermodynamics, we show how the basic primary variables, namely: the energy momentum tensor, the particle and entropy fluxes depend on the several dissipative processes present in the fluid. The temperature variation law for this moving imperfect fluid is also obtained, and the Eckart and Landau-Lifshitz formulations are recovered as particular cases

Física estatística aplicada a sistemas sociais através do estudo de redes complexas

In this work a study of social networks based on analysis of family names is presented. A basic approach to the mathematical formalism of graphs is developed and then main theoretical models for complex networks are presented aiming to support the analysis of surnames networks models. These, in turn, are worked so as to be drawn leading quantities, such as aggregation coefficient, minimum average path length and connectivity distribution. Based on these quantities, it can be stated that surnames networks are an example of complex network, showing important features such as preferential attachment and small-world character

Teoria da Ruína em um Modelo de Markov com dois Estados

In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company

Função Afifim: Teoria e aplicações

In this work we present a proposal to contribute to the teaching and learning of affine function in the first year of high school having as prerequisite mathematical knowledge of basic education. The proposal focuses on some properties, special cases and applications of affine functions in order to show the importance of the demonstrations while awaken student interest by showing how this function is important to solve everyday problems

Sobre a integração indefinida de funções racionais complexas: teoria e implementação de algoritmos racionais

We present indefinite integration algorithms for rational functions over subfields of the complex numbers, through an algebraic approach. We study the local algorithm of Bernoulli and rational algorithms for the class of functions in concern, namely, the algorithms of Hermite; Horowitz-Ostrogradsky; Rothstein-Trager and Lazard-Rioboo-Trager. We also study the algorithm of Rioboo for conversion of logarithms involving complex extensions into real arctangent functions, when these logarithms arise from the integration of rational functions with real coefficients. We conclude presenting pseudocodes and codes for implementation in the software Maxima concerning the algorithms studied in this work, as well as to algorithms for polynomial gcd computation; partial fraction decomposition; squarefree factorization; subresultant computation, among other side algorithms for the work. We also present the algorithm of Zeilberger-Almkvist for integration of hyperexpontential functions, as well as its pseudocode and code for Maxima. As an alternative for the algorithms of Rothstein-Trager and Lazard-Rioboo-Trager, we yet present a code for Benoulli’s algorithm for square-free denominators; and another for Czichowski’s algorithm, although this one is not studied in detail in the present work, due to the theoretical basis necessary to understand it, which is beyond this work’s scope. Several examples are provided in order to illustrate the working of the integration algorithms in this text