Analytical modelling of bacterial migration and accumulation with rate-limited sorption in discrete fractures

An analytical model for bacterial accumulation in a discrete fractllre has been developed. The transport and accumlllation processes incorporate into the model include advection, dispersion, rate-limited adsorption, rate-limited desorption, irreversible adsorption, attachment, detachment, growth and first order decay botl1 in sorbed and aqueous phases. An analytical solution in Laplace space is derived and nlln1erically inverted. The model is implemented in the code BIOFRAC vvhich is written in Fortran 99. The model is derived for two phases, Phase I, where adsorption-desorption are dominant, and Phase II, where attachment-detachment are dominant. Phase I ends yvhen enollgh bacteria to fully cover the substratllm have accllillulated. The model for Phase I vvas verified by comparing to the Ogata-Banks solution and the model for Phase II was verified by comparing to a nonHomogenous version of the Ogata-Banks solution. After verification, a sensitiv"ity analysis on the inpllt parameters was performed. The sensitivity analysis was condllcted by varying one inpllt parameter vvhile all others were fixed and observing the impact on the shape of the clirve describing bacterial concentration verSllS time. Increasing fracture apertllre allovvs more transport and thus more accllffilliation, "Vvhich diminishes the dllration of Phase I. The larger the bacteria size, the faster the sllbstratum will be covered. Increasing adsorption rate, was observed to increase the dllration of Phase I. Contrary to the aSSllmption ofllniform biofilm thickness, the accllffilliation starts frOll1 the inlet, and the bacterial concentration in aqlleous phase moving towards the olitiet declines, sloyving the accumulation at the outlet. Increasing the desorption rate, redllces the dliration of Phase I, speeding IIp the accllmlilation. It was also observed that Phase II is of longer duration than Phase I. Increasing the attachment rate lengthens the accliffililation period. High rates of detachment speeds up the transport. The grovvth and decay rates have no significant effect on transport, althollgh increases the concentrations in both aqueous and sorbed phases are observed. Irreversible adsorption can stop accllillulation completely if the vallIes are high.

Investigations on the Dynamics of Combination Maps and the Analysis of Bifurcation in a Discontinuous Logistic Map

This thesis is a study of discrete nonlinear systems represented by one dimensional mappings.As one dimensional interative maps represent Poincarre sections of higher dimensional flows,they offer a convenient means to understand the dynamical evolution of many physical systems.It highlighting the basic ideas of deterministic chaos.Qualitative and quantitative measures for the detection and characterization of chaos in nonlinear systems are discussed.Some simple mathematical models exhibiting chaos are presented.The bifurcation scenario and the possible routes to chaos are explained.It present the results of the numerical computational of the Lyapunov exponents (λ) of one dimensional maps.This thesis focuses on the results obtained by our investigations on combinations maps,scaling behaviour of the Lyapunov characteristic exponents of one dimensional maps and the nature of bifurcations in a discontinous logistic map.It gives a review of the major routes to chaos in dissipative systems,namely, Period-doubling ,Intermittency and Crises.This study gives a theoretical understanding of the route to chaos in discontinous systems.A detailed analysis of the dynamics of a discontinous logistic map is carried out, both analytically and numerically ,to understand the route it follows to chaos.The present analysis deals only with the case of the discontinuity parameter applied to the right half of the interval of mapping.A detailed analysis for the n –furcations of various periodicities can be made and a more general theory for the map with discontinuities applied at different positions can be on a similar footing

CAPM und Behavioral Finance - Versuch einer Synthese

Seit Etablierung der ersten Börsen als Marktplatz für fungible Güter sind Marktteilnehmer und die Wissenschaft bemüht, Erklärungen für das Zustandekommen von Marktpreisen zu finden. Im Laufe der Zeit wurden diverse Modelle entwickelt. Allen voran ist das neoklassische Capital Asset Pricing Modell (CAPM) zu nennen. Die Neoklassik sieht den Akteur an den Finanzmärkten als emotionslosen und streng rationalen Entscheider, dem sog. homo oeconomicus. Psychologische Einflussfaktoren bei der Preisbildung bleiben unbeachtet. Mit der Behavioral Finance hat sich ein neuer Zweig zur Erklärung von Börsenkursen und deren Bewegungen entwickelt. Die Behavioral Finance sprengt die enge Sichtweise der Neoklassik und geht davon aus, dass psychologische Effekte die Entscheidung der Finanzakteure beeinflussen und dabei zu teilweise irrational und emotional geprägten Kursänderungen führen. Eines der Hauptprobleme der Behavioral Finance liegt allerdings in der fehlenden formellen Ermittelbarkeit und Testbarkeit der einzelnen psychologischen Effekte. Anders als beim CAPM, wo die einzelnen Parameter klar mathematisch bestimmbar sind, besteht die Behavioral Finance im Wesentlichen aus psychologischen Definitionen von kursbeeinflussenden Effekten. Die genaue Wirkrichtung und Intensität der Effekte kann, mangels geeigneter Modelle, nicht ermittelt werden. Ziel der Arbeit ist es, eine Abwandlung des CAPM zu ermitteln, die es ermöglicht, neoklassische Annahmen durch die Erkenntnisse des Behavioral Finance zu ergänzen. Mittels der technischen Analyse von Marktpreisen wird versucht die Effekte der Behavioral Finance formell darstellbar und berechenbar zu machen. Von Praktikern wird die technische Analyse dazu verwendet, aus Kursverläufen die Stimmungen und Intentionen der Marktteilnehmer abzuleiten. Eine wissenschaftliche Fundierung ist bislang unterblieben. Ausgehend von den Erkenntnissen der Behavioral Finance und der technischen Analyse wird das klassische CAPM um psychologische Faktoren ergänzt, indem ein Multi-Beta-CAPM (Behavioral-Finance-CAPM) definiert wird, in das psychologisch fundierte Parameter der technischen Analyse einfließen. In Anlehnung an den CAPM-Test von FAMA und FRENCH (1992) werden das klassische CAPM und das Behavioral-Finance-CAPM getestet und der psychologische Erklärungsgehalt der technischen Analyse untersucht. Im Untersuchungszeitraum kann dem Behavioral-Finance-CAPM ein deutlich höherer Erklärungsgehalt gegenüber dem klassischen CAPM zugesprochen werden.

Análisis de sensibilidad para un modelo de medición de percepción de marca basado en simulación computacional por agentes

Se presenta el análisis de sensibilidad de un modelo de percepción de marca y ajuste de la inversión en marketing desarrollado en el Laboratorio de Simulación de la Universidad del Rosario. Este trabajo de grado consta de una introducción al tema de análisis de sensibilidad y su complementario el análisis de incertidumbre. Se pasa a mostrar ambos análisis usando un ejemplo simple de aplicación del modelo mediante la aplicación exhaustiva y rigurosa de los pasos descritos en la primera parte. Luego se hace una discusión de la problemática de medición de magnitudes que prueba ser el factor más complejo de la aplicación del modelo en el contexto práctico y finalmente se dan conclusiones sobre los resultados de los análisis.

Modelos de presupuestación de capital en finanzas corporativas y utilidad de los mismos

La siguiente investigación describe una aproximación teórica al tema de los modelos de presupuestación de capital, el objetivo fundamental se basa en comprender su enfoque e importancia al momento de tomar decisiones de inversión por parte de los directores de una empresa, así como de prever los efectos de esta en un futuro. Al respecto, y sobre la base de que los modelos de presupuestación de capital son herramientas para analizar posibles erogaciones de capital por parte de una empresa, es necesario para efectos del presente proyecto de investigación, definir sus diferentes modelos desde lo teórico y metodológico, explicando los diferentes conceptos relacionados con el tema. Así mismo, se explican algunos de los indicadores financieros utilizados en las compañías para medir y estimar la “salud financiera” de la empresa, además de puntualizar su impacto en la perdurabilidad de las entidades, lo cual permite dar una visión más general sobre la importancia que trasciende de los indicadores financieros, generando un impacto positivo en la evolución o crecimiento de la organización. En complemento, la investigación aborda la presupuestación de capital de manera particular aplicado en la gestión empresarial, sean estas privadas o públicas (estatal y gubernamental). En este sentido, se abordan conceptos elaborados por diferentes académicos en los que se exponen algunas aproximaciones respecto al posible mejoramiento de la presupuestación para los sectores a los que pertenecen determinadas entidades. Finalmente, se presenta de manera explícita las conclusiones que surgieron a lo largo de la construcción del documento de investigación, con el fin de dar cumplimiento concreto al objetivo general del trabajo, el cual constituye una respuesta a la pregunta de investigación que se enunciará en el desarrollo del documento.

Estimation of age- and stage-specific Catalan breast cancer survival functions using US and Catalan survival data

During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

A review and classification of the existing models of cyanobacteria

Bloom-forming and toxin-producing cyanobacteria remain a persistent nuisance across the world. Modelling of cyanobacteria in freshwaters is an important tool for understanding their population dynamics and predicting bloom occurrence in lakes and rivers. In this paper existing key models of cyanobacteria are reviewed, evaluated and classified. Two major groups emerge: deterministic mathematical and artificial neural network models. Mathematical models can be further subcategorized into those models concerned with impounded water bodies and those concerned with rivers. Most existing models focus on a single aspect such as the growth of transport mechanisms, but there are a few models which couple both.

Overview of mathematical approaches used to model bacterial chemotaxis II: bacterial populations

We review the application of mathematical modeling to understanding the behavior of populations of chemotactic bacteria. The application of continuum mathematical models, in particular generalized Keller-Segel models, is discussed along with attempts to incorporate the microscale (individual) behavior on the macroscale, modeling the interaction between different species of bacteria, the interaction of bacteria with their environment, and methods used to obtain experimentally verified parameter values. We allude briefly to the role of modeling pattern formation in understanding collective behavior within bacterial populations. Various aspects of each model are discussed and areas for possible future research are postulated.

A study on intelligent building models

Mathematical models devoted to different aspects of building studies and brought about a significant shift in the way we view buildings. From this background a new definition of building has emerged known as intelligent building that requires integration of a variety of computer-based complex systems. Research relevant to intelligent continues to grow at a much faster pace. This paper is a review of different mathematical models described in literature, which make use of different mathematical methodologies, and are intended for intelligent building studies without complex mathematical details. Models are discussed under a wide classification. Mathematical abstract level of the applied models is detailed and integrated with its literature. The goal of this paper is to present a comprehensive account of the achievements and status of mathematical models in intelligent building research. and to suggest future directions in models.

Markov models of aging: theory and practice

We review and structure some of the mathematical and statistical models that have been developed over the past half century to grapple with theoretical and experimental questions about the stochastic development of aging over the life course. We suggest that the mathematical models are in large part addressing the problem of partitioning the randomness in aging: How does aging vary between individuals, and within an individual over the lifecourse? How much of the variation is inherently related to some qualities of the individual, and how much is entirely random? How much of the randomness is cumulative, and how much is merely short-term flutter? We propose that recent lines of statistical inquiry in survival analysis could usefully grapple with these questions, all the more so if they were more explicitly linked to the relevant mathematical and biological models of aging. To this end, we describe points of contact among the various lines of mathematical and statistical research. We suggest some directions for future work, including the exploration of information-theoretic measures for evaluating components of stochastic models as the basis for analyzing experiments and anchoring theoretical discussions of aging.

Sub-surface terahertz imaging through uneven surfaces: visualizing Neolithic wall paintings in Çatalhöyük

Pulsed terahertz imaging is being developed as a technique to image obscured mural paintings. Due to significant advances in terahertz technology, portable systems are now capable of operating in unregulated environments and this has prompted their use on archaeological excavations. August 2011 saw the first use of pulsed terahertz imaging at the archaeological site of Çatalhöyük, Turkey, where mural paintings dating from the Neolithic period are continuously being uncovered by archaeologists. In these particular paintings the paint is applied onto an uneven surface, and then covered by an equally uneven surface. Traditional terahertz data analysis has proven unsuccessful at sub-surface imaging of these paintings due to the effect of these uneven surfaces. For the first time, an image processing technique is presented, based around Gaussian beam-mode coupling, which enables the visualization of the obscured painting.

Climate models without pre-industrial volcanic forcing underestimate historical ocean thermal expansion

Episodic explosive volcanic eruptions are a natural part of the climate system but are often omitted from atmosphere-ocean general circulation model (AOGCM) preindustrial spin-up and control experiments. This omission imposes a negative bias on ocean heat uptake in simulations of the historical period. In models of a range of complexity, we find that global-mean sea level rise due to thermal expansion during the last ∼ 150 years is consequently underestimated by 5–30 mm, which is a substantial proportion of the model mean of 50 mm in Coupled Model Intercomparison Project Phase 3 AOGCMs with anthropogenic forcing only, and is therefore important in accounting for 20th century sea level rise. We test and recommend a procedure for removing the bias.

Moving on in Neolithic studies: understanding mobile lives

Mobility is a fundamental facet of being human and should be central to archaeology. Yet mobility itself and the role it plays in the production of social life, is rarely considered as a subject in its own right. This is particularly so with discussions of the Neolithic people where mobility is often framed as being somewhere between a sedentary existence and nomadic movements. This volume examines the importance and complexities of movement and mobility, whether on land or water, in the Neolithic period. It uses movement in its widest sense, ranging from everyday mobilities – the routines and rhythms of daily life – to proscribed mobility, such as movement in and around monuments, and occasional and large-scale movements and migrations around the continent and across seas. Papers are roughly grouped and focus on ‘mobility and the landscape’, ‘monuments and mobility’, ‘travelling by water’, and ‘materials and mobility’. Through these themes the volume considers the movement of people, ideas, animals, objects, and information, and uses a wide range of archaeological evidence from isotope analysis; artefact studies; lithic scatters and assemblage diversity.

Estimativa da precipitação através de técnicas de sensoriamento remoto : estudo de caso para o estado do Rio Grande do Sul

A quantificação da precipitação é dificultada pela extrema aleatoriedade do fenômeno na natureza. Os métodos convencionais para mensuração da precipitação atuam no sentido de espacializar a precipitação mensurada pontualmente em postos pluviométricos para toda a área de interesse e, desta forma, uma rede com elevado número de postos bem distribuídos em toda a área de interesse é necessária para um resultado satisfatório. No entanto, é notória a escassez de postos pluviométricos e a má distribuição espacial dos poucos existentes, não somente no Brasil, mas em vastas áreas do globo. Neste contexto, as estimativas da precipitação com técnicas de sensoriamento remoto e geoprocessamento pretendem potencializar a utilização dos postos pluviométricos existentes através de uma espacialização baseada em critérios físicos. Além disto, o sensoriamento remoto é a ferramenta mais capaz para gerar estimativas de precipitação nos oceanos e nas vastas áreas continentais desprovidas de qualquer tipo de informação pluviométrica. Neste trabalho investigou-se o emprego de técnicas de sensoriamento remoto e geoprocessamento para estimativas de precipitação no sul do Brasil. Três algoritmos computadorizados foram testados, sendo utilizadas as imagens dos canais 1, 3 e 4 (visível, vapor d’água e infravermelho) do satélite GOES 8 (Geostacionary Operational Environmental Satellite – 8) fornecidas pelo Centro de Previsão de Tempo e Estudos Climáticos do Instituto Nacional de Pesquisas Espaciais. A área de estudo compreendeu todo o estado do Rio Grande do Sul, onde se utilizaram os dados pluviométricos diários derivados de 142 postos no ano de 1998. Os algoritmos citados buscam identificar as nuvens precipitáveis para construir modelos estatísticos que correlacionem as precipitações diária e decendial observadas em solo com determinadas características físicas das nuvens acumuladas durante o mesmo período de tempo e na mesma posição geográfica de cada pluviômetro considerado. Os critérios de decisão que norteiam os algoritmos foram baseados na temperatura do topo das nuvens (através do infravermelho termal), reflectância no canal visível, características de vizinhança e no plano de temperatura x gradiente de temperatura Os resultados obtidos pelos modelos estatísticos são expressos na forma de mapas de precipitação por intervalo de tempo que podem ser comparados com mapas de precipitação obtidas por meios convencionais.

Um sistema para estimação da vazão de gás de poços produzindo por Plunger Lift para vaso separador de teste em plataformas de petróleo

This work intends to analyze the behavior of the gas flow of plunger lift wells producing to well testing separators in offshore production platforms to aim a technical procedure to estimate the gas flow during the slug production period. The motivation for this work appeared from the expectation of some wells equipped with plunger lift method by PETROBRAS in Ubarana sea field located at Rio Grande do Norte State coast where the produced fluids measurement is made in well testing separators at the platform. The oil artificial lift method called plunger lift is used when the available energy of the reservoir is not high enough to overcome all the necessary load losses to lift the oil from the bottom of the well to the surface continuously. This method consists, basically, in one free piston acting as a mechanical interface between the formation gas and the produced liquids, greatly increasing the well s lifting efficiency. A pneumatic control valve is mounted at the flow line to control the cycles. When this valve opens, the plunger starts to move from the bottom to the surface of the well lifting all the oil and gas that are above it until to reach the well test separator where the fluids are measured. The well test separator is used to measure all the volumes produced by the well during a certain period of time called production test. In most cases, the separators are designed to measure stabilized flow, in other words, reasonably constant flow by the use of level and pressure electronic controllers (PLC) and by assumption of a steady pressure inside the separator. With plunger lift wells the liquid and gas flow at the surface are cyclical and unstable what causes the appearance of slugs inside the separator, mainly in the gas phase, because introduce significant errors in the measurement system (e.g.: overrange error). The flow gas analysis proposed in this work is based on two mathematical models used together: i) a plunger lift well model proposed by Baruzzi [1] with later modifications made by Bolonhini [2] to built a plunger lift simulator; ii) a two-phase separator model (gas + liquid) based from a three-phase separator model (gas + oil + water) proposed by Nunes [3]. Based on the models above and with field data collected from the well test separator of PUB-02 platform (Ubarana sea field) it was possible to demonstrate that the output gas flow of the separator can be estimate, with a reasonable precision, from the control signal of the Pressure Control Valve (PCV). Several models of the System Identification Toolbox from MATLAB® were analyzed to evaluate which one better fit to the data collected from the field. For validation of the models, it was used the AIC criterion, as well as a variant of the cross validation criterion. The ARX model performance was the best one to fit to the data and, this way, we decided to evaluate a recursive algorithm (RARX) also with real time data. The results were quite promising that indicating the viability to estimate the output gas flow rate from a plunger lift well producing to a well test separator, with the built-in information of the control signal to the PCV