Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimation of a preference map of new consumers for spatial load forecasting simulation methods using a spatial analysis of points

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bayesian outlier analysis in binary regression

We propose alternative approaches to analyze residuals in binary regression models based on random effect components. Our preferred model does not depend upon any tuning parameter, being completely automatic. Although the focus is mainly on accommodation of outliers, the proposed methodology is also able to detect them. Our approach consists of evaluating the posterior distribution of random effects included in the linear predictor. The evaluation of the posterior distributions of interest involves cumbersome integration, which is easily dealt with through stochastic simulation methods. We also discuss different specifications of prior distributions for the random effects. The potential of these strategies is compared in a real data set. The main finding is that the inclusion of extra variability accommodates the outliers, improving the adjustment of the model substantially, besides correctly indicating the possible outliers.

An effortless hybrid method to solve economic load dispatch problem in power systems

This paper proposes a new approach and coding scheme for solving economic dispatch problems (ED) in power systems through an effortless hybrid method (EHM). This novel coding scheme can effectively prevent futile searching and also prevents obtaining infeasible solutions through the application of stochastic search methods, consequently dramatically improves search efficiency and solution quality. The dominant constraint of an economic dispatch problem is power balance. The operational constraints, such as generation limitations, ramp rate limits, prohibited operating zones (POZ), network loss are considered for practical operation. Firstly, in the EHM procedure, the output of generator is obtained with a lambda iteration method and without considering POZ and later in a genetic based algorithm this constraint is satisfied. To demonstrate its efficiency, feasibility and fastness, the EHM algorithm was applied to solve constrained ED problems of power systems with 6 and 15 units. The simulation results obtained from the EHM were compared to those achieved from previous literature in terms of solution quality and computational efficiency. Results reveal that the superiority of this method in both aspects of financial and CPU time. (C) 2011 Elsevier Ltd. All rights reserved.

Simulation and economic analysis of bovine sex selection

A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo (ET) and in vitro embryo production (IVP) in the proposed scenarios. Sex selection was compared through semen sexed using flow cytometry (C1) and density gradient centrifugation techniques (C2) in ET and IVP. Sensibility analyses were used to identify the adequate number of recipients for each scenario. This number was reinserted into the model to determine the biological and financial values that maximized ET and IVP using sexed semen (C1M and C2M). New scenarios showed that the density gradient technique minimized pregnancy cost based on the proposed scenarios. In addition, the adequate number of recipients (ET - C1M - 115 and C2M - 105)/(IVP - C1M - 145 and C2M - 140) per donor used was determined to minimize the pregnancy cost in all scenarios.

Modelagem da incerteza da distribuição espacial de fósforo e potássio do solo sob a cultura canavieira

Pós-graduação em Agronomia (Ciência do Solo) - FCAV

Markovian versus non-Markovian stochastic quantization of a complex-action model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Computer simulation of configurational properties of partially ionized polyelectrolytes

Monte Carlo simulation methods were used in order to study the conformational properties of partially ionized polyelectrolyte chains with Debye-Hückel screening in 1:1 electrolyte solution at room temperature. Configurational properties such as the distributions of probability for the square end to end distances, for the square radii of gyration and for the angles between polyion bonds were investigated as a function of the chain ionization and the salt concentration. © 1993.

Simulação e análise econômica da produção in vivo e in vitro de embriões em bovinos

The objective of this work was to evaluate the effect of the variables number of recipients, synchronization protocol, reproductive efficiency indicators and pregnancy cost, in the economic effectiveness of in vivo and in vitro bovine embryo production. A simulation application was elaborated to allow the user to insert the input variable parameters. A basic scenario, from the efficiency traditional rates of in vivo (ET) and in vitro production (IVP) techniques of bovine embryos, was introduced in the software as a criterion to compare the results. This software was able to reproduce both ET and IVP scenarios. The embryo production was simulated through stochastic simulation. The optimal number of recipients using sensitivity analysis was determined. The net present value and cost per pregnancy were used as a decision parameter. The synchronization for fixed-time embryo transfer decreased the recipient idleness and, consequently, the final cost of pregnancy, in comparison to the traditional methodology. Foetal sexing must be associated to IVP of bovine embryos. In addition, the optimal recipient number per donor is variable and depends on data inserted in the system.

Uso combinado de sêmen sexado e acasalamento dirigido sobre uma população de bovinos de corte submetida a seleção: estudo de simulação

Desenvolveu-se um estudo de simulação estocástica com o objetivo de verificar as consequências do uso combinado de acasalamento dirigido e sêmen sexado em uma população de bovinos de corte sob seleção. Simularam-se seis gerações de seleção para três cenários de acasalamento e uso de sêmen sexado. O primeiro cenário foi caracterizado por acasalamento aleatório e uso exclusivo de sêmen convencional. O segundo cenário caracterizou-se pelo uso de acasalamento associativo positivo nas 40% melhores vacas e acasalamento associativo negativo nas demais, sem uso de sêmen sexado. O terceiro cenário seguiu o mesmo procedimento de acasalamento do segundo, combinando-o com uso de sêmen sexado nas vacas submetidas a acasalamento associativo positivo. O acasalamento associativo positivo teve maior impacto no progresso genético que o uso de sêmen sexado, apesar de ter aumentado a incidência de endogamia na população. O uso de acasalamento associativo negativo foi ineficiente em reduzir a variabilidade dos animais destinados ao abate. O uso combinado de acasalmento associativo positivo e sêmen sexado aumentou a produção de animais geneticamente superiores.

Customized fiber glass posts. Fatigue and fracture resistance

Purpose: To evaluate the root fracture strength of human single-rooted premolars restored with customized fiberglass post-core systems after fatigue simulation. Methods: 40 human premolars had their crowns cut and the root length was standardized to 13 mm. The teeth were endodontically treated and embedded in acrylic resin. The specimens were distributed into four groups (n=10) according to the restorative material used: prefabricated fiber post (PFP), PFP+accessory fiber posts (PFPa), PFP+unidirectional fiberglass (PFPf), and unidirectional fiberglass customized post (CP). All posts were luted using resin cement and the cores were built up with a resin composite. The samples were stored for 24 hours at 37 degrees C and 100% relative humidity and then submitted to mechanical cycling. The specimens were then compressive-loaded in a universal testing machine at a crosshead speed of 0.5 mm/minute until fracture. The failure patterns were analyzed and classified. Data was submitted to one-way ANOVA and Tukey's test (alpha= 0.05). Results: The mean values of maximum load (N) were: PFP - 811.4 +/- 124.3; PFPa - 729.2 +/- 157.2; PFPf - 747.5 +/- 204.7; CP - 762.4 +/- 110. Statistical differences were not observed among the groups. All groups showed favorable restorable failures. Fiberglass customized post did not show improved fracture resistance or differences in failure patterns when compared to prefabricated glass fiber posts. (Am J Dent 2012;25:35-38).

Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Performance of CMS muon reconstruction in pp collision events at √s = 7TeV

The performance of muon reconstruction, identification, and triggering in CMS has been studied using 40 pb-1 of data collected in pp collisions at s = 7 TeV at the LHC in 2010. A few benchmark sets of selection criteria covering a wide range of physics analysis needs have been examined. For all considered selections, the efficiency to reconstruct and identify a muon with a transverse momentum pT larger than a few GeV/c is above 95% over the whole region of pseudorapidity covered by the CMS muon system, < 2.4, while the probability to misidentify a hadron as a muon is well below 1%. The efficiency to trigger on single muons with pT above a few GeVc is higher than 90% over the full η range, and typically substantially better. The overall momentum scale is measured to a precision of 0.2% with muons from Z decays. The transverse momentum resolution varies from 1% to 6% depending on pseudorapidity for muons with pT below 100GeV/c and, using cosmic rays, it is shown to be better than 10% in the central region up to pT = 1 TeV/c. Observed distributions of all quantities are well reproduced by the Monte Carlo simulation. © 2012 IOP Publishing Ltd and Sissa Medialab srl.

Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa

Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data.

Influence of filler charge on gloss of composite materials before and after in vitro toothbrushing

Objectives: This study evaluated the gloss behaviour of experimental resin composites loaded with different filler percentages, immediately after polishing and after toothbrushing simulation. Methods: Sixteen disc-shaped specimens were fabricated for each different-charged composite (40%, 50%, 60%, 70% and 75%) and polished with SiC abrasive papers. Gloss measurements were made prior to simulated toothbrushing. The specimens were subjected to the simulation for 5, 15, 30 and 60 min using an electrical toothbrush with a standardized pressure while being immersed in a toothpaste/artificial saliva slurry. Results: Baseline composite gloss values ranged from 69.7 (40%) to 81.3 (75%) GU (gloss units) and from 18.1 (40%) to 32.3 (75%) GU after 1 h of brushing. Highest gloss values were obtained by 75%-charged resin, while the lowest values were obtained by the 40%-charged one. Conclusions: All tested materials showed a gloss decrease. However, the higher filler load a composite resin has, the higher gloss it can achieve. Clinical significance: Gloss of resin composite materials is an important factor in determining aesthetic success of anterior restorations, and this property may vary according to the filler charge of the restorative material. Higher filler load of a composite resin results in higher gloss values. © 2013 Elsevier Ltd. All rights reserved.