914 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue


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The goal of this project was to provide an objective methodology to support public agencies and railroads in making decisions related to consolidation of at-grade rail-highway crossings. The project team developed a weighted-index method and accompanying Microsoft Excel spreadsheet based tool to help evaluate and prioritize all public highway-rail grade crossings systematically from a possible consolidation impact perspective. Factors identified by stakeholders as critical were traffic volume, heavy-truck traffic volume, proximity to emergency medical services, proximity to schools, road system, and out-of-distance travel. Given the inherent differences between urban and rural locations, factors were considered, and weighted, differently, based on crossing location. Application of a weighted-index method allowed for all factors of interest to be included and for these factors to be ranked independently, as well as weighted according to stakeholder priorities, to create a single index. If priorities change, this approach also allows for factors and weights to be adjusted. The prioritization generated by this approach may be used to convey the need and opportunity for crossing consolidation to decision makers and stakeholders. It may also be used to quickly investigate the feasibility of a possible consolidation. Independently computed crossing risk and relative impact of consolidation may be integrated and compared to develop the most appropriate treatment strategies or alternatives for a highway-rail grade crossing. A crossing with limited- or low-consolidation impact but a high safety risk may be a prime candidate for consolidation. Similarly, a crossing with potentially high-consolidation impact as well as high risk may be an excellent candidate for crossing improvements or grade separation. The results of the highway-rail grade crossing prioritization represent a consistent and quantitative, yet preliminary, assessment. The results may serve as the foundation for more rigorous or detailed analysis and feasibility studies. Other pertinent site-specific factors, such as safety, maintenance costs, economic impacts, and location-specific access and characteristics should be considered.

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O objetivo deste trabalho foi verificar se as ocorrências de dias secos e chuvosos são condicionalmente dependentes da seqüência dos três dias secos e chuvosos anteriores, numa zona pluviometricamente homogênea, por meio da cadeia não-homogênea de Markov de terceira ordem. Os resultados mostraram que as probabilidades diárias de transição podem ser adequadamente estimadas, com base em dados agregados bimestralmente, seguidas de interpolação por meio de funções sinusoidais. Além disso, evidenciou-se que, naquela zona, as ocorrências diárias de chuva são condicionalmente dependentes da seqüência de dias secos e chuvosos nos três dias anteriores. A cadeia não-homogênea de Markov de terceira ordem é um importante instrumento para a análise da dependência entre as seqüências de dias secos e chuvosos em determinadas regiões.

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This paper addresses the application of a PCA analysis on categorical data prior to diagnose a patients data set using a Case-Based Reasoning (CBR) system. The particularity is that the standard PCA techniques are designed to deal with numerical attributes, but our medical data set contains many categorical data and alternative methods as RS-PCA are required. Thus, we propose to hybridize RS-PCA (Regular Simplex PCA) and a simple CBR. Results show how the hybrid system produces similar results when diagnosing a medical data set, that the ones obtained when using the original attributes. These results are quite promising since they allow to diagnose with less computation effort and memory storage

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The collecting duct of normal kidney exhibits significant activity of the MEK1/2-ERK1/2 pathway as shown in vivo by immunostaining of phosphorylated active ERK1/2 (pERK1/2). The MEK1/2-ERK1/2 pathway controls many different ion transports both in proximal and distal nephron, raising the question of whether this pathway is involved in the basal and/or hormone-dependent transepithelial sodium reabsorption in the principal cell of the cortical collecting duct (CCD), a process mediated by the apical epithelial sodium channel and the basolateral sodium pump (Na,K-ATPase). To answer this question we used ex vivo microdissected CCDs from normal mouse kidney or in vitro cultured mpkCCDcl4 principal cells. Significant basal levels of pERK1/2 were observed ex vivo and in vitro. Aldosterone and vasopressin, known to up-regulate sodium reabsorption in CCDs, did not change ERK1/2 activity either ex vivo or in vitro. Basal and aldosterone- or vasopressin-stimulated sodium transport was down-regulated by the MEK1/2 inhibitor PD98059, in parallel with a decrease in pERK1/2 in vitro. The activity of Na,K-ATPase but not that of epithelial sodium channel was inhibited by MEK1/2 inhibitors in both unstimulated and aldosterone- or vasopressin-stimulated CCDs in vitro. Cell surface biotinylation showed that intrinsic activity rather than cell surface expression of Na,K-ATPase was controlled by pERK1/2. PD98059 also significantly inhibited the activity of Na,K-ATPase ex vivo. Our data demonstrate that the ERK1/2 pathway controls Na,K-ATPase activity and transepithelial sodium transport in the principal cell and indicate that basal constitutive activity of the ERK1/2 pathway is a critical component of this control.

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We present a new asymptotic formula for the maximum static voltage in a simplified model for on-chip power distribution networks of array bonded integrated circuits. In this model the voltage is the solution of a Poisson equation in an infinite planar domain whose boundary is an array of circular pads of radius ", and we deal with the singular limit Ɛ → 0 case. In comparison with approximations that appear in the electronic engineering literature, our formula is more complete since we have obtained terms up to order Ɛ15. A procedure will be presented to compute all the successive terms, which can be interpreted as using multipole solutions of equations involving spatial derivatives of functions. To deduce the formula we use the method of matched asymptotic expansions. Our results are completely analytical and we make an extensive use of special functions and of the Gauss constant G

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The theory of language has occupied a special place in the history of Indian thought. Indian philosophers give particular attention to the analysis of the cognition obtained from language, known under the generic name of śābdabodha. This term is used to denote, among other things, the cognition episode of the hearer, the content of which is described in the form of a paraphrase of a sentence represented as a hierarchical structure. Philosophers submit the meaning of the component items of a sentence and their relationship to a thorough examination, and represent the content of the resulting cognition as a paraphrase centred on a meaning element, that is taken as principal qualificand (mukhyaviśesya) which is qualified by the other meaning elements. This analysis is the object of continuous debate over a period of more than a thousand years between the philosophers of the schools of Mimāmsā, Nyāya (mainly in its Navya form) and Vyākarana. While these philosophers are in complete agreement on the idea that the cognition of sentence meaning has a hierarchical structure and share the concept of a single principal qualificand (qualified by other meaning elements), they strongly disagree on the question which meaning element has this role and by which morphological item it is expressed. This disagreement is the central point of their debate and gives rise to competing versions of this theory. The Mïmāmsakas argue that the principal qualificand is what they call bhāvanā ̒bringing into being̒, ̒efficient force̒ or ̒productive operation̒, expressed by the verbal affix, and distinct from the specific procedures signified by the verbal root; the Naiyāyikas generally take it to be the meaning of the word with the first case ending, while the Vaiyākaranas take it to be the operation expressed by the verbal root. All the participants rely on the Pāninian grammar, insofar as the Mimāmsakas and Naiyāyikas do not compose a new grammar of Sanskrit, but use different interpretive strategies in order to justify their views, that are often in overt contradiction with the interpretation of the Pāninian rules accepted by the Vaiyākaranas. In each of the three positions, weakness in one area is compensated by strength in another, and the cumulative force of the total argumentation shows that no position can be declared as correct or overall superior to the others. This book is an attempt to understand this debate, and to show that, to make full sense of the irreconcilable positions of the three schools, one must go beyond linguistic factors and consider the very beginnings of each school's concern with the issue under scrutiny. The texts, and particularly the late texts of each school present very complex versions of the theory, yet the key to understanding why these positions remain irreconcilable seems to lie elsewhere, this in spite of extensive argumentation involving a great deal of linguistic and logical technicalities. Historically, this theory arises in Mimāmsā (with Sabara and Kumārila), then in Nyāya (with Udayana), in a doctrinal and theological context, as a byproduct of the debate over Vedic authority. The Navya-Vaiyākaranas enter this debate last (with Bhattoji Dïksita and Kaunda Bhatta), with the declared aim of refuting the arguments of the Mïmāmsakas and Naiyāyikas by bringing to light the shortcomings in their understanding of Pāninian grammar. The central argument has focused on the capacity of the initial contexts, with the network of issues to which the principal qualificand theory is connected, to render intelligible the presuppositions and aims behind the complex linguistic justification of the classical and late stages of this debate. Reading the debate in this light not only reveals the rationality and internal coherence of each position beyond the linguistic arguments, but makes it possible to understand why the thinkers of the three schools have continued to hold on to three mutually exclusive positions. They are defending not only their version of the principal qualificand theory, but (though not openly acknowledged) the entire network of arguments, linguistic and/or extra-linguistic, to which this theory is connected, as well as the presuppositions and aims underlying these arguments.

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The ground-penetrating radar (GPR) geophysical method has the potential to provide valuable information on the hydraulic properties of the vadose zone because of its strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR traveltime data can allow for a significant reduction in uncertainty regarding subsurface van Genuchten-Mualem (VGM) parameters. Much of the previous work on the stochastic estimation of VGM parameters from crosshole GPR data has considered the case of steady-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify VGM parameters and their uncertainties in a layered medium, as well as the corresponding soil hydraulic properties. We used a Bayesian Markov-chain-Monte-Carlo inversion approach. We first explored the advantages and limitations of this approach with regard to a realistic synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions compared with the corresponding priors, which in turn significantly improves knowledge of soil hydraulic properties. Overall, the results obtained clearly demonstrate the value of the information contained in time-lapse GPR data for characterizing vadose zone dynamics.

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Inference of Markov random field images segmentation models is usually performed using iterative methods which adapt the well-known expectation-maximization (EM) algorithm for independent mixture models. However, some of these adaptations are ad hoc and may turn out numerically unstable. In this paper, we review three EM-like variants for Markov random field segmentation and compare their convergence properties both at the theoretical and practical levels. We specifically advocate a numerical scheme involving asynchronous voxel updating, for which general convergence results can be established. Our experiments on brain tissue classification in magnetic resonance images provide evidence that this algorithm may achieve significantly faster convergence than its competitors while yielding at least as good segmentation results.

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O objetivo deste trabalho foi verificar se os perfilhos podem mitigar os prejuízos ocasionados pela desfolha do colmo principal em milho. Os experimentos foram implantados em Lages, SC, em 20/10/2006 e 31/10/2008. O delineamento experimental utilizado foi o de blocos ao acaso, com parcelas subdivididas. Na parcela principal, foram testados dois destinos dos perfilhos: manutenção até a colheita e remoção quando o colmo principal apresentava nove folhas expandidas (V9). Nas subparcelas, avaliaram-se quatro épocas de desfolha do colmo principal: V9, V15 (quinze folhas expandidas), VT (pendoamento) e folhas preservadas até a colheita. Avaliou-se o híbrido P30F53, à densidade de 55 mil plantas por hectare. Determinaram-se: a produtividade total, a do colmo principal e a dos perfilhos. As desfolhas realizadas em V15 e VT diminuíram a produtividade, em comparação ao tratamento sem desfolha, independentemente do destino dos perfilhos. Quando o milho foi desfolhado em V15 e VT, a produtividade total das parcelas em que os perfilhos foram mantidos foi maior do que daquelas em que eles foram removidos. Isto indica que os perfilhos foram benéficos ao colmo principal do milho, quando houve restrições à produção de carboidrato oriundas da perda de área foliar próximo do florescimento.

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In this paper, the theory of hidden Markov models (HMM) isapplied to the problem of blind (without training sequences) channel estimationand data detection. Within a HMM framework, the Baum–Welch(BW) identification algorithm is frequently used to find out maximum-likelihood (ML) estimates of the corresponding model. However, such a procedureassumes the model (i.e., the channel response) to be static throughoutthe observation sequence. By means of introducing a parametric model fortime-varying channel responses, a version of the algorithm, which is moreappropriate for mobile channels [time-dependent Baum-Welch (TDBW)] isderived. Aiming to compare algorithm behavior, a set of computer simulationsfor a GSM scenario is provided. Results indicate that, in comparisonto other Baum–Welch (BW) versions of the algorithm, the TDBW approachattains a remarkable enhancement in performance. For that purpose, onlya moderate increase in computational complexity is needed.

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In this correspondence, we propose applying the hiddenMarkov models (HMM) theory to the problem of blind channel estimationand data detection. The Baum–Welch (BW) algorithm, which is able toestimate all the parameters of the model, is enriched by introducingsome linear constraints emerging from a linear FIR hypothesis on thechannel. Additionally, a version of the algorithm that is suitable for timevaryingchannels is also presented. Performance is analyzed in a GSMenvironment using standard test channels and is found to be close to thatobtained with a nonblind receiver.

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Due to the large number of characteristics, there is a need to extract the most relevant characteristicsfrom the input data, so that the amount of information lost in this way is minimal, and the classification realized with the projected data set is relevant with respect to the original data. In order to achieve this feature extraction, different statistical techniques, as well as the principal components analysis (PCA) may be used. This thesis describes an extension of principal components analysis (PCA) allowing the extraction ofa finite number of relevant features from high-dimensional fuzzy data and noisy data. PCA finds linear combinations of the original measurement variables that describe the significant variation in the data. The comparisonof the two proposed methods was produced by using postoperative patient data. Experiment results demonstrate the ability of using the proposed two methods in complex data. Fuzzy PCA was used in the classificationproblem. The classification was applied by using the similarity classifier algorithm where total similarity measures weights are optimized with differential evolution algorithm. This thesis presents the comparison of the classification results based on the obtained data from the fuzzy PCA.

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General Introduction These three chapters, while fairly independent from each other, study economic situations in incomplete contract settings. They are the product of both the academic freedom my advisors granted me, and in this sense reflect my personal interests, and of their interested feedback. The content of each chapter can be summarized as follows: Chapter 1: Inefficient durable-goods monopolies In this chapter we study the efficiency of an infinite-horizon durable-goods monopoly model with a fmite number of buyers. We find that, while all pure-strategy Markov Perfect Equilibria (MPE) are efficient, there also exist previously unstudied inefficient MPE where high valuation buyers randomize their purchase decision while trying to benefit from low prices which are offered once a critical mass has purchased. Real time delay, an unusual monopoly distortion, is the result of this attrition behavior. We conclude that neither technological constraints nor concern for reputation are necessary to explain inefficiency in monopolized durable-goods markets. Chapter 2: Downstream mergers and producer's capacity choice: why bake a larger pie when getting a smaller slice? In this chapter we study the effect of downstream horizontal mergers on the upstream producer's capacity choice. Contrary to conventional wisdom, we find anon-monotonic relationship: horizontal mergers induce a higher upstream capacity if the cost of capacity is low, and a lower upstream capacity if this cost is high. We explain this result by decomposing the total effect into two competing effects: a change in hold-up and a change in bargaining erosion. Chapter 3: Contract bargaining with multiple agents In this chapter we study a bargaining game between a principal and N agents when the utility of each agent depends on all agents' trades with the principal. We show, using the Potential, that equilibria payoffs coincide with the Shapley value of the underlying coalitional game with an appropriately defined characteristic function, which under common assumptions coincides with the principal's equilibrium profit in the offer game. Since the problem accounts for differences in information and agents' conjectures, the outcome can be either efficient (e.g. public contracting) or inefficient (e.g. passive beliefs).