877 resultados para Geometric Brownian Motion


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In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

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This thesis presents new methods to simulate systems with hydrodynamic and electrostatic interactions. Part 1 is devoted to computer simulations of Brownian particles with hydrodynamic interactions. The main influence of the solvent on the dynamics of Brownian particles is that it mediates hydrodynamic interactions. In the method, this is simulated by numerical solution of the Navier--Stokes equation on a lattice. To this end, the Lattice--Boltzmann method is used, namely its D3Q19 version. This model is capable to simulate compressible flow. It gives us the advantage to treat dense systems, in particular away from thermal equilibrium. The Lattice--Boltzmann equation is coupled to the particles via a friction force. In addition to this force, acting on {it point} particles, we construct another coupling force, which comes from the pressure tensor. The coupling is purely local, i.~e. the algorithm scales linearly with the total number of particles. In order to be able to map the physical properties of the Lattice--Boltzmann fluid onto a Molecular Dynamics (MD) fluid, the case of an almost incompressible flow is considered. The Fluctuation--Dissipation theorem for the hybrid coupling is analyzed, and a geometric interpretation of the friction coefficient in terms of a Stokes radius is given. Part 2 is devoted to the simulation of charged particles. We present a novel method for obtaining Coulomb interactions as the potential of mean force between charges which are dynamically coupled to a local electromagnetic field. This algorithm scales linearly, too. We focus on the Molecular Dynamics version of the method and show that it is intimately related to the Car--Parrinello approach, while being equivalent to solving Maxwell's equations with freely adjustable speed of light. The Lagrangian formulation of the coupled particles--fields system is derived. The quasi--Hamiltonian dynamics of the system is studied in great detail. For implementation on the computer, the equations of motion are discretized with respect to both space and time. The discretization of the electromagnetic fields on a lattice, as well as the interpolation of the particle charges on the lattice is given. The algorithm is as local as possible: Only nearest neighbors sites of the lattice are interacting with a charged particle. Unphysical self--energies arise as a result of the lattice interpolation of charges, and are corrected by a subtraction scheme based on the exact lattice Green's function. The method allows easy parallelization using standard domain decomposition. Some benchmarking results of the algorithm are presented and discussed.

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In vielen Industriezweigen, zum Beispiel in der Automobilindustrie, werden Digitale Versuchsmodelle (Digital MockUps) eingesetzt, um die Konstruktion und die Funktion eines Produkts am virtuellen Prototypen zu überprüfen. Ein Anwendungsfall ist dabei die Überprüfung von Sicherheitsabständen einzelner Bauteile, die sogenannte Abstandsanalyse. Ingenieure ermitteln dabei für bestimmte Bauteile, ob diese in ihrer Ruhelage sowie während einer Bewegung einen vorgegeben Sicherheitsabstand zu den umgebenden Bauteilen einhalten. Unterschreiten Bauteile den Sicherheitsabstand, so muss deren Form oder Lage verändert werden. Dazu ist es wichtig, die Bereiche der Bauteile, welche den Sicherhabstand verletzen, genau zu kennen. rnrnIn dieser Arbeit präsentieren wir eine Lösung zur Echtzeitberechnung aller den Sicherheitsabstand unterschreitenden Bereiche zwischen zwei geometrischen Objekten. Die Objekte sind dabei jeweils als Menge von Primitiven (z.B. Dreiecken) gegeben. Für jeden Zeitpunkt, in dem eine Transformation auf eines der Objekte angewendet wird, berechnen wir die Menge aller den Sicherheitsabstand unterschreitenden Primitive und bezeichnen diese als die Menge aller toleranzverletzenden Primitive. Wir präsentieren in dieser Arbeit eine ganzheitliche Lösung, welche sich in die folgenden drei großen Themengebiete unterteilen lässt.rnrnIm ersten Teil dieser Arbeit untersuchen wir Algorithmen, die für zwei Dreiecke überprüfen, ob diese toleranzverletzend sind. Hierfür präsentieren wir verschiedene Ansätze für Dreiecks-Dreiecks Toleranztests und zeigen, dass spezielle Toleranztests deutlich performanter sind als bisher verwendete Abstandsberechnungen. Im Fokus unserer Arbeit steht dabei die Entwicklung eines neuartigen Toleranztests, welcher im Dualraum arbeitet. In all unseren Benchmarks zur Berechnung aller toleranzverletzenden Primitive beweist sich unser Ansatz im dualen Raum immer als der Performanteste.rnrnDer zweite Teil dieser Arbeit befasst sich mit Datenstrukturen und Algorithmen zur Echtzeitberechnung aller toleranzverletzenden Primitive zwischen zwei geometrischen Objekten. Wir entwickeln eine kombinierte Datenstruktur, die sich aus einer flachen hierarchischen Datenstruktur und mehreren Uniform Grids zusammensetzt. Um effiziente Laufzeiten zu gewährleisten ist es vor allem wichtig, den geforderten Sicherheitsabstand sinnvoll im Design der Datenstrukturen und der Anfragealgorithmen zu beachten. Wir präsentieren hierzu Lösungen, die die Menge der zu testenden Paare von Primitiven schnell bestimmen. Darüber hinaus entwickeln wir Strategien, wie Primitive als toleranzverletzend erkannt werden können, ohne einen aufwändigen Primitiv-Primitiv Toleranztest zu berechnen. In unseren Benchmarks zeigen wir, dass wir mit unseren Lösungen in der Lage sind, in Echtzeit alle toleranzverletzenden Primitive zwischen zwei komplexen geometrischen Objekten, bestehend aus jeweils vielen hunderttausend Primitiven, zu berechnen. rnrnIm dritten Teil präsentieren wir eine neuartige, speicheroptimierte Datenstruktur zur Verwaltung der Zellinhalte der zuvor verwendeten Uniform Grids. Wir bezeichnen diese Datenstruktur als Shrubs. Bisherige Ansätze zur Speicheroptimierung von Uniform Grids beziehen sich vor allem auf Hashing Methoden. Diese reduzieren aber nicht den Speicherverbrauch der Zellinhalte. In unserem Anwendungsfall haben benachbarte Zellen oft ähnliche Inhalte. Unser Ansatz ist in der Lage, den Speicherbedarf der Zellinhalte eines Uniform Grids, basierend auf den redundanten Zellinhalten, verlustlos auf ein fünftel der bisherigen Größe zu komprimieren und zur Laufzeit zu dekomprimieren.rnrnAbschießend zeigen wir, wie unsere Lösung zur Berechnung aller toleranzverletzenden Primitive Anwendung in der Praxis finden kann. Neben der reinen Abstandsanalyse zeigen wir Anwendungen für verschiedene Problemstellungen der Pfadplanung.

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Acupuncture stimulates points on the body, influencing the perception of myofascial pain or altering physiologic functions. The aim was to evaluate the effect of electroacupuncture (EAC) and acupuncture (AC) for myofascial pain of the upper trapezius and cervical range of motion, using SHAM acupuncture as control. Sixty women presenting at least one trigger point at the upper trapezius and local or referred pain for more than six months were randomized into EAC, AC, and SHAM groups. Eight sessions were scheduled and a follow-up was conducted after 28 days. The Visual Analog Scale assessed the intensity of local and general pain. A fleximeter assessed cervical movements. Data were analyzed using paired t or Wilcoxon's tests, ANOVA or Friedman or Kruskal-Wallis tests and Pearson's correlation (α=0.05). There was reduction in general pain in the EAC and AC groups after eight sessions (P<0.001). A significant decrease in pain intensity occurred for the right trapezius in all groups and for the left trapezius in the EAC and AC groups. Intergroup comparisons showed improvement in general pain in the EAC and AC groups and in local pain intensity in the EAC group (P<0.05), which showed an increase in left rotation (P=0.049). The AC group showed increases in inclination (P=0.005) sustained until follow-up and rotation to the right (P=0.032). EAC and AC were effective in reducing the pain intensity compared with SHAM. EAC was better than AC for local pain relief. These treatments can assist in increasing cervical range of motion, albeit subtly.

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Universidade Estadual de Campinas . Faculdade de Educação Física

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Universidade Estadual de Campinas . Faculdade de Educação Física

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The stingless bee Melipona beecheii presents great variability and is considered a complex of species. In order to better understand this species complex, we need to evaluate its diversity and develop methods that allow geographic traceability of the populations. Here we present a fast, efficient, and inexpensive means to accomplish this using geometric morphometrics of wings. We collected samples from Mexico, Guatemala, El Salvador, Nicaragua, and Costa Rica and we were able to correctly assign 87.1% of the colonies to their sampling sites and 92.4% to their haplotype. We propose that geometric morphometrics of the wing could be used as a first step analysis leaving the more expensive molecular analysis only to doubtful cases.

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We investigate a recently proposed non-Markovian random walk model characterized by loss of memories of the recent past and amnestically induced persistence. We report numerical and analytical results showing the complete phase diagram, consisting of four phases, for this system: (i) classical nonpersistence, (ii) classical persistence, (iii) log-periodic nonpersistence, and (iv) log-periodic persistence driven by negative feedback. The first two phases possess continuous scale invariance symmetry, however, log-periodicity breaks this symmetry. Instead, log-periodic motion satisfies discrete scale invariance symmetry, with complex rather than real fractal dimensions. We find for log-periodic persistence evidence not only of statistical but also of geometric self-similarity.

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A method to compute three-dimension (3D) left ventricle (LV) motion and its color coded visualization scheme for the qualitative analysis in SPECT images is proposed. It is used to investigate some aspects of Cardiac Resynchronization Therapy (CRT). The method was applied to 3D gated-SPECT images sets from normal subjects and patients with severe Idiopathic Heart Failure, before and after CRT. Color coded visualization maps representing the LV regional motion showed significant difference between patients and normal subjects. Moreover, they indicated a difference between the two groups. Numerical results of regional mean values representing the intensity and direction of movement in radial direction are presented. A difference of one order of magnitude in the intensity of the movement on patients in relation to the normal subjects was observed. Quantitative and qualitative parameters gave good indications of potential application of the technique to diagnosis and follow up of patients submitted to CRT.

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Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.

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Context. In 2005, Scholz and collaborators discovered, in a proper motion survey, a young brown dwarf SSSPM J1102-3431 (SSSPM J1102) of spectral type M8.5, probable member of the TW Hydrae Association and possible companion of the T Tauri star TWHya. The physical characterization of SSSPM J1102 was based on the hypothesis that it forms a binary system with TWHya. The recent discovery of a probable giant planet with a very short-period inside the TW Hya protoplanetary disk, as well as a disk around SSSPM J1102, make it especially interesting and important to measure well the physical parameters of SSSPM J1102. Aims. Trigonometric parallax and proper motion measurements of SSSPM J1102 are necessary to test for TWA membership and, thus, to determine the mass and age of this young brown dwarf and the possibility that it forms a wide binary system with TW Hya. Methods. Two years of regular observations at the ESO NTT/SUSI2 telescope have enabled us to determine the trigonometric parallax and proper motion of SSSPM J1102. Results. With our accurate distance determination of 55.2(-1.4)(+1.6) pc and proper motions of (-67.2, -14.0) +/- 0.6 mas/yr, we could confirm SSSPM J1102 as a very probable member of TWA. Assuming the TW Hydrae association age of 5-10 Myr, the evolutionary models compared to the photometry of this young brown dwarf indicate a mass of M = 25 +/- 5 M(Jup) and an effective temperature T(eff) = 2550 +/- 100 K. Conclusions. Our parallax and proper motion determination allow us to precisely describe the physical properties of this low mass object and to confirm its TWA membership. Our results indicate that SSSPMJ1102 may be a very wide separation companion of the star TW Hya.

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Mixed martial arts (MMA) have become a fast-growing worldwide expansion of martial arts competition, requiring high level of skill, physical conditioning, and strategy, and involving a synthesis of combat while standing or on the ground. This study quantified the effort-pause ratio (EP), and classified effort segments of stand-up or groundwork development to identify the number of actions performed per round in MMA matches. 52 MMA athletes participated in the study (M age = 24 yr., SD = 5; average experience in MMA = 5 yr., SD = 3). A one-way analysis of variance with repeated measurements was conducted to compare the type of action across the rounds. A chi-squared test was applied across the percentages to compare proportions of different events. Only one significant difference (p < .05) was observed among rounds: time in groundwork of low intensity was longer in the second compared to the third round. When the interval between rounds was not considered, the EP ratio (between high-intensity effort to low-intensity effort plus pauses) WE S 1:2 to 1:4. This ratio is between ratios typical for judo, wrestling, karate, and taekwondo and reflects the combination of ground and standup techniques. Most of the matches ended in the third round, involving high-intensity actions, predominantly executed during groundwork combat.

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This paper proposes a novel computer vision approach that processes video sequences of people walking and then recognises those people by their gait. Human motion carries different information that can be analysed in various ways. The skeleton carries motion information about human joints, and the silhouette carries information about boundary motion of the human body. Moreover, binary and gray-level images contain different information about human movements. This work proposes to recover these different kinds of information to interpret the global motion of the human body based on four different segmented image models, using a fusion model to improve classification. Our proposed method considers the set of the segmented frames of each individual as a distinct class and each frame as an object of this class. The methodology applies background extraction using the Gaussian Mixture Model (GMM), a scale reduction based on the Wavelet Transform (WT) and feature extraction by Principal Component Analysis (PCA). We propose four new schemas for motion information capture: the Silhouette-Gray-Wavelet model (SGW) captures motion based on grey level variations; the Silhouette-Binary-Wavelet model (SBW) captures motion based on binary information; the Silhouette-Edge-Binary model (SEW) captures motion based on edge information and the Silhouette Skeleton Wavelet model (SSW) captures motion based on skeleton movement. The classification rates obtained separately from these four different models are then merged using a new proposed fusion technique. The results suggest excellent performance in terms of recognising people by their gait.