Project scheduling and cost minimization with multiple availability constrained resources under stochastic conditions

The authors propose a mathematical model to minimize the project total cost where there are multiple resources constrained by maximum availability. They assume the resources as renewable and the activities can use any subset of resources requiring any quantity from a limited real interval. The stochastic nature is inferred by means of a stochastic work content defined per resource within an activity and following a known distribution and the total cost is the sum of the resource allocation cost with the tardiness cost or earliness bonus in case the project finishes after or before the due date, respectively. The model was computationally implemented relying upon an interchange of two global optimization metaheuristics – the electromagnetism-like mechanism and the evolutionary strategies. Two experiments were conducted testing the implementation to projects with single and multiple resources, and with or without maximum availability constraints. The set of collected results shows good behavior in general and provide a tool to further assist project manager decision making in the planning phase.

Stochastic effects and uncertainties in assessing electromagnetic interactions with control systems

Electromagnetic compatibility, lightning, crosstalk surge voltages, Monte Carlo simulation, accident initiator

equivalence of almost bent and almost perfect nonlinear functions and their generalizations

Vectorial Boolean function, almost bent, almost perfect nonlinear, affine equivalence, CCZ-equivalence

stochastic method for automated matching of horizons across a fault in 3D seismic data

Seismic analysis, horizon matching, fault tracking, marked point process,stochastic annealing

Dominance of positivity of the Green's function associated to a perturbed polyharmonic dirichlet boundary value problem by pointwise estimates

Magdeburg, Univ., Fak. für Mathematik, Diss., 2015

Macroinvertebrates under stochastic hydrological disturbance in Cerrado streams of Central Brazil

In the Cerrado vegetation, where the seasonal is well defined, rainfall has an important role in controlling the flow of streams and consequently on the structure of macroinvertebrates community. Despite the effects of rainfall associated with seasonality are well studied, little is known about the effects of stochastic rains on the community. In the present study we evaluated the structure and faunal composition of four first-order streams in Central Brazil during the dry season in two years, with and without stochastic rains. Community sampling was done by colonization of boards of high density polyethylene (HDPE), removed after one month submerged in streams. Analysis of Variance (ANOVA) performed indicated no difference in rarefied richness between the two periods, different from numeric density of organisms that was higher in the period without disturbance; moreover, the Detrended Correspondence Analysis (DCA) revealed differences in faunal composition between the two periods. Our results indicate that stochastic rainfall is an important factor in structuring the macroinvertebrates community in studied region.

Variation of the ichthyofauna along the Goioerê River: an important tributary of the Piquiri-Paraná basin

The construction of reservoirs is considered an important source of impacts on the fish fauna, severely altering the structure of the assemblage. This paper aimed to describe the structure of the fish assemblage of the Goioerê River, determining its longitudinal distribution and patterns of species dominance. The evaluation of its longitudinal variation in the diversity and abundance of the fish assemblage was conducted in July and October 2004 and January and May 2005. The collections were carried out near the headwaters (Gurucaia), middle stretch (Olaria), just above the falls (Paiquerê) and downstream (Foz). Forty-four species were captured. The Gurucaia fish assemblages differed significantly from Olaria, Paiquerê and Foz. The Olaria assemblages differed significantly from the Foz. Gurucaia showed the lowest diversity and abundance of species. Astyanax aff paranae Eigenmann,1914 (78% of the total) was found to be dominant at this site. Almost the same species richness was found at Olaria and Paiquerê, although Olaria had the greatest abundance of individuals. Astyanax aff paranae, Cyphocharax modestus (Fernández-Yépez, 1948) and Astyanax altiparanae Garutti & Britski, 2000 were the top three dominants and comprised over 71% of the total number of fish caught. At Paiquerê, Astyanax altiparanae, Hypostomus aff ancistroides (Ihering, 1911) and Loricariichthys platymetopon Isbrücker & Nijssen, 1979 composed 58% of the catches. Thirty-one species were recorded at Foz, which presented the greatest richness. The most abundant species were Apareiodon affinis (Steindachner, 1879), Galeocharax knerii (Steindachner, 1879) and A.altiparanae, which contributed to 50% of the total catches in this environment.These results record the fish biodiversity and how the community is longitudinally structured in the Goioerê River, and also demonstrate how this type of evaluation is important to understanding the fish community patterns and finding solutions to problems related to the conservation and management of the basin.

Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

The optimal behaviour of firms facing stochastic costs

This paper aims at assessing the optimal behavior of a firm facing stochastic costs of production. In an imperfectly competitive setting, we evaluate to what extent a firm may decide to locate part of its production in other markets different from which it is actually settled. This decision is taken in a stochastic environment. Portfolio theory is used to derive the optimal solution for the intertemporal profit maximization problem. In such a framework, splitting production between different locations may be optimal when a firm is able to charge different prices in the different local markets.

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Reflected Backward Stochastic Differential Equation with Jumps and RCLL Obstacle

In this paper we study one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process when the solution is forced to stay above a right continuous left-hand limited obstacle. We prove existence and uniqueness of the solution by using a penalization method combined with a monotonic limit theorem.

Polynomial and linearized normal forms for almost periodic differential systems

"Vegeu el resum a l'inici del document del fitxer adjunt."

Improving the risk concept: a revision of Arrow-Pratt theory in the context of controlled dynamic stochastic environments

In the literature on risk, one generally assume that uncertainty is uniformly distributed over the entire working horizon, when the absolute risk-aversion index is negative and constant. From this perspective, the risk is totally exogenous, and thus independent of endogenous risks. The classic procedure is "myopic" with regard to potential changes in the future behavior of the agent due to inherent random fluctuations of the system. The agent's attitude to risk is rigid. Although often criticized, the most widely used hypothesis for the analysis of economic behavior is risk-neutrality. This borderline case must be envisaged with prudence in a dynamic stochastic context. The traditional measures of risk-aversion are generally too weak for making comparisons between risky situations, given the dynamic �complexity of the environment. This can be highlighted in concrete problems in finance and insurance, context for which the Arrow-Pratt measures (in the small) give ambiguous.

Changes in reproductive roles are associated with changes in gene expression in fire ant queens.

Abstract In species with social hierarchies, the death of dominant individuals typically upheaves the social hierarchy and provides an opportunity for subordinate individuals to become reproductives. Such a phenomenon occurs in the monogyne form of the fire ant, Solenopsis invicta, where colonies typically contain a single wingless reproductive queen, thousands of workers and hundreds of winged nonreproductive virgin queens. Upon the death of the mother queen, many virgin queens shed their wings and initiate reproductive development instead of departing on a mating flight. Workers progressively execute almost all of them over the following weeks. To identify the molecular changes that occur in virgin queens as they perceive the loss of their mother queen and begin to compete for reproductive dominance, we collected virgin queens before the loss of their mother queen, 6 h after orphaning and 24 h after orphaning. Their RNA was extracted and hybridized against microarrays to examine the expression levels of approximately 10 000 genes. We identified 297 genes that were consistently differentially expressed after orphaning. These include genes that are putatively involved in the signalling and onset of reproductive development, as well as genes underlying major physiological changes in the young queens.

Improving the effort concept: a revision of the traditional approach in the context of controlled Dynamic Stochastic Environments

The objective of this paper is to re-evaluate the attitude to effort of a risk-averse decision-maker in an evolving environment. In the classic analysis, the space of efforts is generally discretized. More realistic, this new approach emploies a continuum of effort levels. The presence of multiple possible efforts and performance levels provides a better basis for explaining real economic phenomena. The traditional approach (see, Laffont, J. J. & Tirole, J., 1993, Salanie, B., 1997, Laffont, J.J. and Martimort, D, 2002, among others) does not take into account the potential effect of the system dynamics on the agent's behavior to effort over time. In the context of a Principal-agent relationship, not only the incentives of the Principal can determine the private agent to allocate a good effort, but also the evolution of the dynamic system. The incentives can be ineffective when the environment does not incite the agent to invest a good effort. This explains why, some effici