888 resultados para Two-stage stochastic model
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Pós-graduação em Engenharia Elétrica - FEIS
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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We present both analytical and numerical results on the position of partition function zeros on the complex magnetic field plane of the q=2 state (Ising) and the q=3 state Potts model defined on phi(3) Feynman diagrams (thin random graphs). Our analytic results are based on the ideas of destructive interference of coexisting phases and low temperature expansions. For the case of the Ising model, an argument based on a symmetry of the saddle point equations leads us to a nonperturbative proof that the Yang-Lee zeros are located on the unit circle, although no circle theorem is known in this case of random graphs. For the q=3 state Potts model, our perturbative results indicate that the Yang-Lee zeros lie outside the unit circle. Both analytic results are confirmed by finite lattice numerical calculations.
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We propose a stage-structured integrodifference model for blowflies' growth and dispersion taking into account the density dependence of fertility and survival rates and the non-overlap of generations. We assume a discrete-time, stage-structured, model. The spatial dynamics is introduced by means of a redistribution kernel. We treat one and two dimensional cases, the latter on the semi-plane, with a reflexive boundary. We analytically show that the upper bound for the invasion front speed is the same as in the one-dimensional case. Using laboratory data for fertility and survival parameters and dispersal data of a single generation from a capture-recapture experiment in South Africa, we obtain an estimate for the velocity of invasion of blowflies of the species Chrysomya albiceps. This model predicts a speed of invasion which was compared to actual observational data for the invasion of the focal species in the Neotropics. Good agreement was found between model and observations.
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Resource heterogeneity may influence how plants are attacked and respond to consumers in multiple ways. Perhaps a better understanding of how this interaction might limit sapling recruitment in tree populations may be achieved by examining species’ functional responses to herbivores on a continuum of resource availability. Here, we experimentally reduced herbivore pressure on newly established seedlings of two dominant masting trees in 40 canopy gaps, across c. 80 ha of tropical rain forest in central Africa (Korup, Cameroon). Mesh cages were built to protect individual seedlings, and their leaf production and changes in height were followed for 22 months. With more light, herbivores increasingly prevented the less shade-tolerant Microberlinia bisulcata from growing as tall as it could and producing more leaves, indicating an undercompensation. The more shade-tolerant Tetraberlinia bifoliolata was much less affected by herbivores, showing instead near to full compensation for leaf numbers, and a negligible to weak impact of herbivores on its height growth. A stage-matrix model that compared control and caged populations lent evidence for a stronger impact of herbivores on the long-term population dynamics of M. bisulcata than T. bifoliolata. Our results suggest that insect herbivores can contribute to the local coexistence of two abundant tree species at Korup by disproportionately suppressing sapling recruitment of the faster-growing dominant via undercompensation across the light gradient created by canopy disturbances. The functional patterns we have documented here are consistent with current theory, and, because gap formations are integral to forest regeneration, they may be more widely applicable in other tropical forest communities. If so, the interaction between life-history and herbivore impact across light gradients may play a substantial role in tree species coexistence.
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The application of Markov processes is very useful to health-care problems. The objective of this study is to provide a structured methodology of forecasting cost based upon combining a stochastic model of utilization (Markov Chain) and deterministic cost function. The perspective of the cost in this study is the reimbursement for the services rendered. The data to be used is the OneCare database of claim records of their enrollees over a two-year period of January 1, 1996–December 31, 1997. The model combines a Markov Chain that describes the utilization pattern and its variability where the use of resources by risk groups (age, gender, and diagnosis) will be considered in the process and a cost function determined from a fixed schedule based on real costs or charges for those in the OneCare claims database. The cost function is a secondary application to the model. Goodness-of-fit will be used checked for the model against the traditional method of cost forecasting. ^
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Corrosion of reinforcing steel in concrete due to chloride ingress is one of the main causes of the deterioration of reinforced concrete structures. Structures most affected by such a corrosion are marine zone buildings and structures exposed to de-icing salts like highways and bridges. Such process is accompanied by an increase in volume of the corrosión products on the rebarsconcrete interface. Depending on the level of oxidation, iron can expand as much as six times its original volume. This increase in volume exerts tensile stresses in the surrounding concrete which result in cracking and spalling of the concrete cover if the concrete tensile strength is exceeded. The mechanism by which steel embedded in concrete corrodes in presence of chloride is the local breakdown of the passive layer formed in the highly alkaline condition of the concrete. It is assumed that corrosion initiates when a critical chloride content reaches the rebar surface. The mathematical formulation idealized the corrosion sequence as a two-stage process: an initiation stage, during which chloride ions penetrate to the reinforcing steel surface and depassivate it, and a propagation stage, in which active corrosion takes place until cracking of the concrete cover has occurred. The aim of this research is to develop computer tools to evaluate the duration of the service life of reinforced concrete structures, considering both the initiation and propagation periods. Such tools must offer a friendly interface to facilitate its use by the researchers even though their background is not in numerical simulation. For the evaluation of the initiation period different tools have been developed: Program TavProbabilidade: provides means to carry out a probability analysis of a chloride ingress model. Such a tool is necessary due to the lack of data and general uncertainties associated with the phenomenon of the chloride diffusion. It differs from the deterministic approach because it computes not just a chloride profile at a certain age, but a range of chloride profiles for each probability or occurrence. Program TavProbabilidade_Fiabilidade: carries out reliability analyses of the initiation period. It takes into account the critical value of the chloride concentration on the steel that causes breakdown of the passive layer and the beginning of the propagation stage. It differs from the deterministic analysis in that it does not predict if the corrosion is going to begin or not, but to quantifies the probability of corrosion initiation. Program TavDif_1D: was created to do a one dimension deterministic analysis of the chloride diffusion process by the finite element method (FEM) which numerically solves Fick’second Law. Despite of the different FEM solver already developed in one dimension, the decision to create a new code (TavDif_1D) was taken because of the need to have a solver with friendly interface for pre- and post-process according to the need of IETCC. An innovative tool was also developed with a systematic method devised to compare the ability of the different 1D models to predict the actual evolution of chloride ingress based on experimental measurements, and also to quantify the degree of agreement of the models with each others. For the evaluation of the entire service life of the structure: a computer program has been developed using finite elements method to do the coupling of both service life periods: initiation and propagation. The program for 2D (TavDif_2D) allows the complementary use of two external programs in a unique friendly interface: • GMSH - an finite element mesh generator and post-processing viewer • OOFEM – a finite element solver. This program (TavDif_2D) is responsible to decide in each time step when and where to start applying the boundary conditions of fracture mechanics module in function of the amount of chloride concentration and corrosion parameters (Icorr, etc). This program is also responsible to verify the presence and the degree of fracture in each element to send the Information of diffusion coefficient variation with the crack width. • GMSH - an finite element mesh generator and post-processing viewer • OOFEM – a finite element solver. The advantages of the FEM with the interface provided by the tool are: • the flexibility to input the data such as material property and boundary conditions as time dependent function. • the flexibility to predict the chloride concentration profile for different geometries. • the possibility to couple chloride diffusion (initiation stage) with chemical and mechanical behavior (propagation stage). The OOFEM code had to be modified to accept temperature, humidity and the time dependent values for the material properties, which is necessary to adequately describe the environmental variations. A 3-D simulation has been performed to simulate the behavior of the beam on both, action of the external load and the internal load caused by the corrosion products, using elements of imbedded fracture in order to plot the curve of the deflection of the central region of the beam versus the external load to compare with the experimental data.
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The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.
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Este trabalho apresenta um sistema neural modular, que processa separadamente informações de contexto espacial e temporal, para a tarefa de reprodução de sequências temporais. Para o desenvolvimento do sistema neural foram considerados redes neurais recorrentes, modelos estocásticos, sistemas neurais modulares e processamento de informações de contexto. Em seguida, foram estudados três modelos com abordagens distintas para aprendizagem de seqüências temporais: uma rede neural parcialmente recorrente, um exemplo de sistema neural modular e um modelo estocástico utilizando a teoria de modelos markovianos escondidos. Com base nos estudos e modelos apresentados, esta pesquisa propõe um sistema formado por dois módulos sucessivos distintos. Uma rede de propagação direta (módulo estimador de contexto espacial) realiza o processamento de contexto espacial identificando a seqüência a ser reproduzida e fornecendo um protótipo do contexto para o segundo módulo. Este é formado por uma rede parcialmente recorrente (módulo de reprodução de sequências temporais) para aprender as informações de contexto temporal e reproduzir em suas saídas a seqüência identificada pelo módulo anterior. Para a finalidade mencionada, este mestrado utiliza a distribuição de Gibbs na saída do módulo para contexto espacial de forma que este forneça probabilidades de contexto espacial, indicando o grau de certeza do módulo e possibilitando a utilização de procedimentos especiais para os casos de dúvida. O sistema neural foi testado em conjuntos contendo trajetórias abertas, fechadas, e com diferentes situações de ambigüidade e complexidade. Duas situações distintas foram avaliadas: (a) capacidade do sistema em reproduzir trajetórias a partir de pontos iniciais treinados; e (b) capacidade de generalização do sistema reproduzindo trajetórias considerando pontos iniciais ou finais em situações não treinadas. A situação (b) é um problema de difícil ) solução em redes neurais devido à falta de contexto temporal, essencial na reprodução de seqüências. Foram realizados experimentos comparando o desempenho do sistema modular proposto com o de uma rede parcialmente recorrente operando sozinha e um sistema modular neural (TOTEM). Os resultados sugerem que o sistema proposto apresentou uma capacidade de generalização significamente melhor, sem que houvesse uma deterioração na capacidade de reproduzir seqüências treinadas. Esses resultados foram obtidos em sistema mais simples que o TOTEM.
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In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.
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A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.
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How do signals from the 2 eyes combine and interact? Our recent work has challenged earlier schemes in which monocular contrast signals are subject to square-law transduction followed by summation across eyes and binocular gain control. Much more successful was a new 'two-stage' model in which the initial transducer was almost linear and contrast gain control occurred both pre- and post-binocular summation. Here we extend that work by: (i) exploring the two-dimensional stimulus space (defined by left- and right-eye contrasts) more thoroughly, and (ii) performing contrast discrimination and contrast matching tasks for the same stimuli. Twenty-five base-stimuli made from 1 c/deg patches of horizontal grating, were defined by the factorial combination of 5 contrasts for the left eye (0.3-32%) with five contrasts for the right eye (0.3-32%). Other than in contrast, the gratings in the two eyes were identical. In a 2IFC discrimination task, the base-stimuli were masks (pedestals), where the contrast increment was presented to one eye only. In a matching task, the base-stimuli were standards to which observers matched the contrast of either a monocular or binocular test grating. In the model, discrimination depends on the local gradient of the observer's internal contrast-response function, while matching equates the magnitude (rather than gradient) of response to the test and standard. With all model parameters fixed by previous work, the two-stage model successfully predicted both the discrimination and the matching data and was much more successful than linear or quadratic binocular summation models. These results show that performance measures and perception (contrast discrimination and contrast matching) can be understood in the same theoretical framework for binocular contrast vision. © 2007 VSP.
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Our understanding of early spatial vision owes much to contrast masking and summation paradigms. In particular, the deep region of facilitation at low mask contrasts is thought to indicate a rapidly accelerating contrast transducer (eg a square-law or greater). In experiment 1, we tapped an early stage of this process by measuring monocular and binocular thresholds for patches of 1 cycle deg-1 sine-wave grating. Threshold ratios were around 1.7, implying a nearly linear transducer with an exponent around 1.3. With this form of transducer, two previous models (Legge, 1984 Vision Research 24 385 - 394; Meese et al, 2004 Perception 33 Supplement, 41) failed to fit the monocular, binocular, and dichoptic masking functions measured in experiment 2. However, a new model with two-stages of divisive gain control fits the data very well. Stage 1 incorporates nearly linear monocular transducers (to account for the high level of binocular summation and slight dichoptic facilitation), and monocular and interocular suppression (to fit the profound 42 Oral presentations: Spatial vision Thursday dichoptic masking). Stage 2 incorporates steeply accelerating transduction (to fit the deep regions of monocular and binocular facilitation), and binocular summation and suppression (to fit the monocular and binocular masking). With all model parameters fixed from the discrimination thresholds, we examined the slopes of the psychometric functions. The monocular and binocular slopes were steep (Weibull ߘ3-4) at very low mask contrasts and shallow (ߘ1.2) at all higher contrasts, as predicted by all three models. The dichoptic slopes were steep (ߘ3-4) at very low contrasts, and very steep (ß>5.5) at high contrasts (confirming Meese et al, loco cit.). A crucial new result was that intermediate dichoptic mask contrasts produced shallow slopes (ߘ2). Only the two-stage model predicted the observed pattern of slope variation, so providing good empirical support for a two-stage process of binocular contrast transduction. [Supported by EPSRC GR/S74515/01]
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Airline industry is at the forefront of many technological developments and is often a pioneer in adopting such innovations in a large scale. It needs to improve its efficiency as the current trends for input prices and competitive pressures show that any airline will face increasingly challenging market conditions. This paper has focused on the relationship between ICT investments and efficiency in the airline industry and employed a two-stage analytical investigation, DEA, SFA and the Tobit regression model. In this study, we first estimate the productivity of the airline industry using a balanced panel of 17 airlines over the period 1999–2004 by the Data Envelop Analysis (DEA) and the Stochastic Frontier Analysis (SFA) methods. We then evaluate the impacts of the determinants of productivity in the industry concentrating on ICT. The results suggest that regardless of all the negative shocks to the airline industry during the sample period, ICT had a positive effect on productivity during 1999-2004.