930 resultados para Options (Finance) -- Mathematical models
Resumo:
In a network of competing species, a competitive intransitivity occurs when the ranking of competitive abilities does not follow a linear hierarchy (A > B > C but C > A). A variety of mathematical models suggests that intransitive networks can prevent or slow down competitive exclusion and maintain biodiversity by enhancing species coexistence. However, it has been difficult to assess empirically the relative importance of intransitive competition because a large number of pairwise species competition experiments are needed to construct a competition matrix that is used to parameterize existing models. Here we introduce a statistical framework for evaluating the contribution of intransitivity to community structure using species abundance matrices that are commonly generated from replicated sampling of species assemblages. We provide metrics and analytical methods for using abundance matrices to estimate species competition and patch transition matrices by using reverse-engineering and a colonization-competition model. These matrices provide complementary metrics to estimate the degree of intransitivity in the competition network of the sampled communities. Benchmark tests reveal that the proposed methods could successfully detect intransitive competition networks, even in the absence of direct measures of pairwise competitive strength. To illustrate the approach, we analyzed patterns of abundance and biomass of five species of necrophagous Diptera and eight species of their hymenopteran parasitoids that co-occur in beech forests in Germany. We found evidence for a strong competitive hierarchy within communities of flies and parasitoids. However, for parasitoids, there was a tendency towards increasing intransitivity in higher weight classes, which represented larger resource patches. These tests provide novel methods for empirically estimating the degree of intransitivity in competitive networks from observational datasets. They can be applied to experimental measures of pairwise species interactions, as well as to spatio-temporal samples of assemblages in homogenous environments or environmental gradients.
Resumo:
Mathematical models of disease progression predict disease outcomes and are useful epidemiological tools for planners and evaluators of health interventions. The R package gems is a tool that simulates disease progression in patients and predicts the effect of different interventions on patient outcome. Disease progression is represented by a series of events (e.g., diagnosis, treatment and death), displayed in a directed acyclic graph. The vertices correspond to disease states and the directed edges represent events. The package gems allows simulations based on a generalized multistate model that can be described by a directed acyclic graph with continuous transition-specific hazard functions. The user can specify an arbitrary hazard function and its parameters. The model includes parameter uncertainty, does not need to be a Markov model, and may take the history of previous events into account. Applications are not limited to the medical field and extend to other areas where multistate simulation is of interest. We provide a technical explanation of the multistate models used by gems, explain the functions of gems and their arguments, and show a sample application.
Resumo:
The study of operations on representations of objects is well documented in the realm of spatial engineering. However, the mathematical structure and formal proof of these operational phenomena are not thoroughly explored. Other works have often focused on query-based models that seek to order classes and instances of objects in the form of semantic hierarchies or graphs. In some models, nodes of graphs represent objects and are connected by edges that represent different types of coarsening operators. This work, however, studies how the coarsening operator "simplification" can manipulate partitions of finite sets, independent from objects and their attributes. Partitions that are "simplified first have a collection of elements filtered (removed), and then the remaining partition is amalgamated (some sub-collections are unified). Simplification has many interesting mathematical properties. A finite composition of simplifications can also be accomplished with some single simplification. Also, if one partition is a simplification of the other, the simplified partition is defined to be less than the other partition according to the simp relation. This relation is shown to be a partial-order relation based on simplification. Collections of partitions can not only be proven to have a partial- order structure, but also have a lattice structure and are complete. In regard to a geographic information system (GIs), partitions related to subsets of attribute domains for objects are called views. Objects belong to different views based whether or not their attribute values lie in the underlying view domain. Given a particular view, objects with their attribute n-tuple codings contained in the view are part of the actualization set on views, and objects are labeled according to the particular subset of the view in which their coding lies. Though the scope of the work does not mainly focus on queries related directly to geographic objects, it provides verification for the existence of particular views in a system with this underlying structure. Given a finite attribute domain, one can say with mathematical certainty that different views of objects are partially ordered by simplification, and every collection of views has a greatest lower bound and least upper bound, which provides the validity for exploring queries in this regard.
Resumo:
One of the main concerns when conducting a dam test is the acute determination of the hydrograph for a specific flood event. The use of 2D direct rainfall hydraulic mathematical models on a finite elements mesh, combined with the efficiency of vector calculus that provides CUDA (Compute Unified Device Architecture) technology, enables nowadays the simulation of complex hydrological models without the need for terrain subbasin and transit splitting (as in HEC-HMS). Both the Spanish PNOA (National Plan of Aereal Orthophotography) Digital Terrain Model GRID with a 5 x 5 m accuracy and the CORINE GIS Land Cover (Coordination of INformation of the Environment) that allows assessment of the ground roughness, provide enough data to easily build these kind of models
Resumo:
Para el análisis de la respuesta estructural, tradicionalmente se ha partido de la suposición de que los nudos son totalmente rígidos o articulados. Este criterio facilita en gran medida los cálculos, pero no deja de ser una idealización del comportamiento real de las uniones. Como es lógico, entre los nudos totalmente rígidos y los nudos articulados existe una gama infinita de valores de rigidez que podrían ser adoptados. A las uniones que presentan un valor distinto de los canónicos se les denomina en sentido general uniones semirrígidas. La consideración de esta rigidez intermedia complica considerablemente los cálculos estructurales, no obstante provoca cambios en el reparto de esfuerzos dentro de la estructura, así como en la configuración de las propias uniones, que en ciertas circunstancias pueden suponer una ventaja económica. Del planteamiento expuesto en el párrafo anterior, surgen dos cuestiones que serán el germen de la tesis. Estas son: ¿Qué ocurre si se aplica el concepto de uniones semirrígidas a las naves industriales? ¿Existen unos valores determinados de rigidez en sus nudos con los que se logra optimizar la estructura? Así, surge el objetivo principal de la tesis, que no es otro que conocer la influencia de la rigidez de los nudos en los costes de los pórticos a dos aguas de estructura metálica utilizados típicamente en edificios de uso agroindustrial. Para alcanzar el objetivo propuesto, se plantea una metodología de trabajo que básicamente consiste en el estudio de una muestra representativa de pórticos sometidos a tres estados de carga: bajo, medio y alto. Su rango de luces abarca desde los 8 a los 20 m y el de la altura de pilares desde los 3,5 a los 10 m. Además, se considera que sus uniones pueden adoptar valores intermedios de rigidez. De la combinatoria de las diferentes configuraciones posibles se obtienen 46.656 casos que serán objeto de estudio. Debido al fin economicista del trabajo, se ha prestado especial atención a la obtención de los costes de ejecución de las diferentes partidas que componen la estructura, incluidas las correspondientes a las uniones. Para acometer los cálculos estructurales ha sido imprescindible contar con un soporte informático, tanto existente como de creación ex profeso, que permitiese su automatización en un contexto de optimización. Los resultados del estudio consisten básicamente en una cantidad importante de datos que para su interpretación se hace imprescindible tratarlos previamente. Este tratamiento se fundamenta en su ordenación sistemática, en la aplicación de técnicas estadísticas y en la representación gráfica. Con esto se obtiene un catálogo de gráficos en los que se representa el coste total de la estructura según los diferentes valores de rigidez de sus nudos, unas matrices resumen de resultados y unos modelos matemáticos que representan la función coste total - rigideces de nudos. Como conclusiones se puede destacar: por un lado que los costes totales de los pórticos estudiados son mínimos cuando los valores de rigidez de sus uniones son bajos, concretamente de 5•10³ a 10•10³ kN•m/rad; y por otro que la utilización en estas estructuras de uniones semirrígidas con una combinación idónea de sus rigideces, supone una ventaja económica media del 18% con respecto a las dos tipologías que normalmente se usan en este tipo de edificaciones como son los pórticos biempotrados y los biarticulados. ABSTRACT Analyzing for structural response, traditionally it started from the assumption that joints are fully rigid or pinned. This criterion makes the design significantly easier, but it is also an idealization of real joint behaviour. As is to be expected, there is an almost endless range of stiffnes value between fully rigid and pinned joints, wich could be adopted. Joints with a value other than traditional are referred to generally as semi-rigid joints. If middle stiffness is considered, the structural design becomes much more complicated, however, it causes changes in the distribution of frame stresses, as well as on joints configuration, that under certain circumstances they may suppose an economic advantage. Two questions arise from the approach outlined in the preceding subparagraph, wich are the seeds of the doctoral thesis. These are: what happens when the concept of semirigid joints is applied to industrial buildings? There are certain stiffness values in their joints with which optimization of frame is achieved? This way, the main objective of the thesis arise, which is to know the influence of stiffness of joints in the cost of the steel frames with gabled roof, that they are typically used in industrial buildings. In order to achieve the proposed goal, a work methodology is proposed, which consists in essence in a study of a representative sample of frames under three load conditions: low, middle and high. Their range of spans comprises from 8 to 20 m and range of the height of columns cover from 3,5 to 10 m. Furthermore, it is considered that their joints can adopt intermediate values of stiffness. The result of the combination of different configurations options is 46.656 cases, which will be subject of study. Due to the economic aim of this work, a particular focus has been devoted for obtaining the execution cost of the different budget items that make up the structure, including those relating to joints. In order to do the structural calculations, count with a computing support has been indispensable, existing and created expressly for this purpose, which would allows its automation in a optimization context. The results of the study basically consist in a important amount of data, whose previous processing is necesary. This process is based on his systematic arrangement, in implementation of statistical techniques and in graphical representation. This give a catalogue of graphics, which depicts the whole cost of structure according to the different stiffness of its joints, a matrixes with the summary of results and a mathematical models which represent the function whole cost - stiffness of the joints. The most remarkable conclusions are: whole costs of the frames studied are minimum when the stiffness values of their joints are low, specifically 5•10³ a 10•10³ kN•m/rad; and the use of structures with semi-rigid joints and a suitable combination of their stiffness implyes an average economic advantage of 18% over other two typologies which are used typically in this kind of buildings; these are the rigid and bi-articulated frames.
Resumo:
El magnesio y sus aleaciones representan un interesante campo de investigación dentro de la ingeniería de materiales debido a los retos que plantean tanto su conformabilidad como durabilidad. Las características físicas y mecánicas del magnesio y sus aleaciones los convierten en materiales de gran interés desde el punto de vista industrial al tratarse de uno de los materiales más abundantes y ligeros en un mundo en el que día a día los recursos y materias primas son más escasos por lo que el acceso a materiales abundantes y ligeros que permitan economizar el uso de energía cobrará mayor importancia en el futuro. En la coyuntura actual es por tanto necesario revisar procesos y procedimientos, investigando y tratando de ampliar desde este punto de vista si es posible mejorar los procedimientos de fabricación de los materiales disponibles actualmente o el desarrollo de nuevos, mejores que los anteriores, que permitan ayudar a la sostenibilidad del planeta. El magnesio, pese a ser un material muy abundante y relativamente barato, presenta una serie de inconvenientes que limitan de manera muy seria su aplicación industrial, su alta reactividad en presencia de oxígeno y su mal comportamiento frente a la corrosión así como limitaciones en su conformabilidad han estado limitando su uso y aplicaciones, los investigaciones dentro del campo de la metalurgia física de este material y el desarrollo de nuevas aleaciones han permitido su empleo en múltiples aplicaciones dentro de la industria aeroespacial, militar, automovilística, electrónica, deportiva y médica. La motivación para esta tesis doctoral ha sido tratar de aportar más luz sobre el comportamiento de una de las aleaciones comerciales base magnesio más empleadas, la AZ31B, tratando de modelizar como le afectan los procesos de soldadura y estudiando desde un punto de vista experimental como se ve modificada su microestructura, su comportamiento mecánico y su resistencia frente a la corrosión. Aunque en un principio se pensó en el empleo de métodos electroquímicos para el estudio de la corrosión de estos materiales, rápidamente se decidió prescindir de su uso dada la dificultad observada tanto durante los trabajos de investigación de esta Tesis como los encontrados por otros investigadores. Mediante microdurezas se han caracterizado mecánicamente las soldaduras de aleación de magnesio tipo AZ31 en función de diferentes materiales de aporte, observándose que el empleo de las aleaciones con mayor contenido de aluminio y zinc no contribuye a una mejora significativa de las propiedades mecánicas. Se han podido establecer correlaciones entre los modelos de simulación desarrollados y las microestructuras resultantes de los procesos reales de soldadura que permiten definir a priori que estructuras se van a obtener. De igual forma ha sido posible completar un estudio micrográfico y químico completo de las diferentes fases y microconstituyentes originados durante los procesos de soldadura, gracias a estos resultados se ha propuesto como hipótesis una explicación que justifica el comportamiento frente a la corrosión de estas aleaciones una vez soldadas. Los ensayos de corrosión realizados han permitido determinar correlaciones matemáticas que indican las velocidades de corrosión esperables de este tipo de aleaciones. Desde el punto de vista del diseño, los resultados obtenidos en este trabajo permitirán a otros investigadores y diseñadores tomar decisiones a la hora de decidir qué materiales de aporte emplear junto con las implicaciones que conllevan desde el punto de vista metalúrgico, mecánico o corrosivo las diferentes alternativas. Por último indicar que gracias al trabajo desarrollado se han definido modelos matemáticos para predecir el comportamiento frente a la corrosión de estas aleaciones, se han determinado las posibles causas y mecanismos por las que se gobierna la corrosión en la soldadura de chapas de aleación AZ31B y los motivos por los que se debe considerar el empleo de un material de aporte u otro. Los modelos de simulación desarrollados también han ayudado a comprender mejor la microestructura resultante de los procesos de soldadura y se han determinado que fases y microconstituyentes están presentes en las soldaduras de estas aleaciones. ABSTRACT Magnesium and its alloys represent and interesting research field in the material science due to the challenges of their fabrication and durability. The physical and mechanical properties of magnesium and its alloys make them a very interesting materials from and industrial point of view being one of the most abundant and lightest materials in a world in which day by day the lacking of resources and raw materials is more important, the use of light materials which allow to save energy will become more important in a near future. So that it is necessary to review processes and procedures, investigating and trying to improve current fabrication procedures and developing new ones, better than the former ones, in order to help with the sustainability of the planet. Although magnesium is a very common and relatively cheap material, it shows some inconveniences which limit in a major way their industrial application; its high reactivity in presence of oxygen, its poor corrosion resistance and some manufacturing problems had been limiting their use and applications, metallurgical investigations about this material and the development of new alloys have allowed its use in multiple applications in the aerospacial, military, automobile, electronics, sports and medical industry. The motivation for this thesis has been trying to clarify the behavior of one most used commercial base magnesium alloys, the AZ31, trying to modeling how its affected by thermal cycles of the welding process and studying from an experimental point of view how its microstructure is modified and how these modifications affect its mechanical behavior and corrosion resistance. Although at the beginning of this works it was though about the using of electrochemical techniques to evaluate the corrosion of these materials, rapidly it was decided not to use them because of the difficulty observed by during this research and by other investigators. The results obtained in this thesis have allowed to characterize mechanically AZ31 magnesium welding alloys considering different filler metals, according to this study using filler metals with a high content of aluminum and zinc does not represent an important improve It has been possible to establish correlations between simulation models and the resultant microstructures of the real melting processes originated during welding processes which allow to predict the structures which will be obtained after the welding. In addition to that it is possible to complete a complete micrographic and chemical analysis of the different phases and microconstituents created during welding, due to these results and hypothesis to explain the corrosion behavior of these welded alloys. Corrosion tests carried out have allowed defining mathematical correlations to predict corrosion rates of this kind of alloys. From a designing point of view, the results obtained in this work will let other investigators and designers to make decisions taking into account which implications have the different options from a metallurgical, mechanic and corrosive point of view. Finally we would like to indicate that thanks to this work it has been possible to define mathematical models to predict the corrosion behavior, the causes and the mechanism of this corrosion in the AZ31 welding sheets have been also determined and the reasons for using of one filler metal or another, the developed simulation models have also help to get a better understanding of the result microstructure determining the phases and the microconstituents present in the welding of this alloys.
Resumo:
This paper is part of a set of publications related with the development of mathematical models aimed to simulate the dynamic input and output of experimental nondestructive tests in order to detect structural imperfections. The structures to be considered are composed by steel plates of thin thickness. The imperfections in these cases are cracks and they can penetrate either a significant part of the plate thickness or be micro cracks or superficial imperfections. The first class of cracks is related with structural safety and the second one is more connected to the structural protection to the environment, particularly if protective paintings can be deteriorated. Two mathematical groups of models have been developed. The first group tries to locate the position and extension of the imperfection of the first class of imperfections, i.e. cracks and it is the object of the present paper. Bending Kirchoff thin plate models belong to this first group and they are used to this respect. The another group of models is dealt with membrane structures under the superficial Rayleigh waves excitation. With this group of models the micro cracks detection is intended. In the application of the first group of models to the detection of cracks, it has been observed that the differences between the natural frequencies of the non cracked and the cracked structures are very small. However, geometry and crack position can be identified quite accurately if this comparison is carried out between first derivatives (mode rotations) of the natural modes are used instead. Finally, in relation with the analysis of the superficial crack existence the use of Rayleigh waves is very promising. The geometry and the penetration of the micro crack can be detected very accurately. The mathematical and numerical treatment of the generation of these Rayleigh waves present and a numerical application has been shown.
Resumo:
There has been much debate on the contribution of processes such as the persistence of antigens, cross-reactive stimulation, homeostasis, competition between different lineages of lymphocytes, and the rate of cell turnover on the duration of immune memory and the maintenance of the immune repertoire. We use simple mathematical models to investigate the contributions of these various processes to the longevity of immune memory (defined as the rate of decline of the population of antigen-specific memory cells). The models we develop incorporate a large repertoire of immune cells, each lineage having distinct antigenic specificities, and describe the dynamics of the individual lineages and total population of cells. Our results suggest that, if homeostatic control regulates the total population of memory cells, then, for a wide range of parameters, immune memory will be long-lived in the absence of persistent antigen (T1/2 > 1 year). We also show that the longevity of memory in this situation will be insensitive to the relative rates of cross-reactive stimulation, the rate of turnover of immune cells, and the functional form of the term for the maintenance of homeostasis.
Resumo:
Soil erosion is a naturally occurring process that involves the detachment, transport, and deposition of soil particles. Disturbances such as thinning and wildfire can reduce cover greatly and increase erosion rates. Forest managers may use erosion prediction tools, such as the Universal Soil Loss Equation (USLE) and Water Erosion Prediction Project (WEPP) to estimate erosion rates and develop techniques to manage erosion. However, it is important to understand the differences and the applications of each model. Erosion rates were generated by each model and the model most applicable to the study site, Los Alamos, New Mexico was determined. It was also used to find the amount of cover needed to stabilize soil. The USLE is a simpler model and less complicated than a computer model like WEPP, and thus easier to manipulate to estimate cover values. Predicted cover values were compared to field cover values. Cover is necessary to establish effective erosion control guidelines.
Resumo:
With advances in the synthesis and design of chemical processes there is an increasing need for more complex mathematical models with which to screen the alternatives that constitute accurate and reliable process models. Despite the wide availability of sophisticated tools for simulation, optimization and synthesis of chemical processes, the user is frequently interested in using the ‘best available model’. However, in practice, these models are usually little more than a black box with a rigid input–output structure. In this paper we propose to tackle all these models using generalized disjunctive programming to capture the numerical characteristics of each model (in equation form, modular, noisy, etc.) and to deal with each of them according to their individual characteristics. The result is a hybrid modular–equation based approach that allows synthesizing complex processes using different models in a robust and reliable way. The capabilities of the proposed approach are discussed with a case study: the design of a utility system power plant that has been decomposed into its constitutive elements, each treated differently numerically. And finally, numerical results and conclusions are presented.
Resumo:
The mathematical models of the complex reality are texts belonging to a certain literature that is written in a semi-formal language, denominated L(MT) by the authors whose laws linguistic mathematics have been previously defined. This text possesses linguistic entropy that is the reflection of the physical entropy of the processes of real world that said text describes. Through the temperature of information defined by Mandelbrot, the authors begin a text-reality thermodynamic theory that drives to the existence of information attractors, or highly structured point, settling down a heterogeneity of the space text, the same one that of ontologic space, completing the well-known law of Saint Mathew, of the General Theory of Systems and formulated by Margalef saying: “To the one that has more he will be given, and to the one that doesn't have he will even be removed it little that it possesses.
Resumo:
Mode of access: Internet.
Resumo:
"June 1977."
Resumo:
Appendices C and D "for later publication."
Resumo:
Mode of access: Internet.