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

De solutione problematum diophanteorum per números integros : o primeiro trabalho de Euler sobre equações diofantinas

The present dissertation analyses Leonhard Euler´s early mathematical work as Diophantine Equations, De solutione problematum diophanteorum per números íntegros (On the solution of Diophantine problems in integers). It was published in 1738, although it had been presented to the St Petersburg Academy of Science five years earlier. Euler solves the problem of making the general second degree expression a perfect square, i.e., he seeks the whole number solutions to the equation ax2+bx+c = y2. For this purpose, he shows how to generate new solutions from those already obtained. Accordingly, he makes a succession of substitutions equating terms and eliminating variables until the problem reduces to finding the solution of the Pell Equation. Euler erroneously assigns this type of equation to Pell. He also makes a number of restrictions to the equation ax2+bx+c = y and works on several subthemes, from incomplete equations to polygonal numbers

Avaliacao de dados de secagem de suspensoes de polpas de frutas em leito de jorro com alimentacao intermitente

The objective of this work was the development and improvement of the mathematical models based on mass and heat balances, representing the drying transient process fruit pulp in spouted bed dryer with intermittent feeding. Mass and energy balance for drying, represented by a system of differential equations, were developed in Fortran language and adapted to the condition of intermittent feeding and mass accumulation. Were used the DASSL routine (Differential Algebraic System Solver) for solving the differential equation system and used a heuristic optimization algorithm in parameter estimation, the Particle Swarm algorithm. From the experimental data food drying, the differential models were used to determine the quantity of water and the drying air temperature at the exit of a spouted bed and accumulated mass of powder in the dryer. The models were validated using the experimental data of drying whose operating conditions, air temperature, flow rate and time intermittency, varied within the limits studied. In reviewing the results predicted, it was found that these models represent the experimental data of the kinetics of production and accumulation of powder and humidity and air temperature at the outlet of the dryer

Evolução top-hat hidrodinâmica em campos de velocidades peculiares primordiais

We investigate the cosmology of the vacuum energy decaying into cold dark matter according to thermodynamics description of Alcaniz & Lima. We apply this model to analyze the evolution of primordial density perturbations in the matter that gave rise to the first generation of structures bounded by gravity in the Universe, called Population III Objects. The analysis of the dynamics of those systems will involve the calculation of a differential equation system governing the evolution of perturbations to the case of two coupled fluids (dark matter and baryonic matter), modeled with a Top-Hat profile based in the perturbation of the hydrodynamics equations, an efficient analytical tool to study the properties of dark energy models such as the behavior of the linear growth factor and the linear growth index, physical quantities closely related to the fields of peculiar velocities at any time, for different models of dark energy. The properties and the dynamics of current Universe are analyzed through the exact analytical form of the linear growth factor of density fluctuations, taking into account the influence of several physical cooling mechanisms acting on the density fluctuations of the baryonic component of matter during the evolution of the clouds of matter, studied from the primordial hydrogen recombination. This study is naturally extended to more general models of dark energy with constant equation of state parameter in a flat Universe

Parâmetro de regularização em problemas inversos: estudo numérico com a transformada de Radon

In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

Participação social e designação de espécie-bandeira: ações complementares à conservação de um parque estadual em área urbana

Facing environmental problems the planet appears several alternative preventive and control on behalf of the equation between development and environmental protection. One of the alternatives implemented in Brazil to conservation of biodiversity was the creation of protected natural areas regulated by the National System of Conservation Units (SNUC). This is an integrated study of the Comunication / Environmental Conservation, which prioritizes social participation as a complementary in the conservation process, the particular case of the Dunas do Natal State Park, the first conservation area in Rio Grande do Norte, for full protection. It takes into account the roles environmental, scientific and Park, which harbors a unique biodiversity, including endemic species and the fact being located in an urban area. It proposes the use of two complementary instruments, such as strategies for conservation. Considering the various individual experiences, it was analyzed the perception that the community is directly related to the Park. From this promoted the democratization of information about the park, its biodiversity and conservation. As another conservation tool, it was suggested the use of a flagship species for the park, or a body chosen symbol for environmental or social reasons, in order to protect and conserve certain natural environments, from the understanding and co -community participation. In this case, as proposed flag Coleodactylus natalensis species, the lizard-the-litter, to be endemic remnants of Atlantic Forest Park as having the type locality, be one of the smallest species of the world, South America's lowest-dependent shadow of the forest, sensitive to human action and therefore very vulnerable. This suggestion finds support in the degree of public acceptance that interacts directly with the Park, as a result of the evaluation of their perceptions. It was further observed in this study that this symbology to be used in order to promote the democratization of the Park and its biodiversity has an identification result, curiosity and probable involvement of the population with the issues of the Park