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.

Estimating climatically relevant singular vectors for decadal predictions of the Atlantic Ocean

A key aspect in designing an ecient decadal prediction system is ensuring that the uncertainty in the ocean initial conditions is sampled optimally. Here, we consider one strategy to address this issue by investigating the growth of optimal perturbations in the HadCM3 global climate model (GCM). More specically, climatically relevant singular vectors (CSVs) - the small perturbations which grow most rapidly for a specic initial condition - are estimated for decadal timescales in the Atlantic Ocean. It is found that reliable CSVs can be estimated by running a large ensemble of integrations of the GCM. Amplication of the optimal perturbations occurs for more than 10 years, and possibly up to 40 years. The identi ed regions for growing perturbations are found to be in the far North Atlantic, and these perturbations cause amplication through an anomalous meridional overturning circulation response. Additionally, this type of analysis potentially informs the design of future ocean observing systems by identifying the sensitive regions where small uncertainties in the ocean state can grow maximally. Although these CSVs are expensive to compute, we identify ways in which the process could be made more ecient in the future.

Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

DIAGNOSTIC TECHNIQUES OF LOCAL INFLUENCE IN SPATIAL ANALYSIS OF SOYBEAN YIELD

Modeling of spatial dependence structure, concerning geoestatistics approach, is an indispensable tool for fixing parameters that define this structure, applied on interpolation of values in places that are not sampled, by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations on sampled data. Thus, this trial aimed at using diagnostics techniques of local influence in spatial linear Gaussians models, applied at geoestatistics in order to evaluate sensitivity of maximum likelihood estimators and restrict maximum likelihood to small perturbations in these data. So, studies with simulated and experimental data were performed. Those results, obtained from the study of real data, allowed us to conclude that the presence of atypical values among the sampled data can have a strong influence on thematic maps, changing, therefore, the spatial dependence. The application of diagnostics techniques of local influence should be part of any geoestatistic analysis, ensuring that the information from thematic maps has better quality and can be used with greater security by farmers.

Hierarchy and anarchy in quark mass matrices, or can hierarchy tolerate anarchy?

The consequences of adding random perturbations (anarchy) to a baseline hierarchical model of quark masses and mixings are explored. Even small perturbations of the order of 5% of the smallest non-zero element can already give deviations significantly affecting parameters of the Cabibbo-Kobayashi-Maskawa (CKM) matrix, so any process generating the anarchy should in general be limited to this order of magnitude. The regularities of quark masses and mixings thus appear to be far from a generic feature of randomness in the mass matrices, and more likely indicate an underlying order. (C) 2001 Published by Elsevier B.V. B.V.

Localization of a Bose-Fermi mixture in a bichromatic optical lattice

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

PULLBACK ATTRACTORS FOR A SINGULARLY NONAUTONOMOUS PLATE EQUATION

We consider the family of singularly nonautonomous plate equation with structural dampingu(tt) + a(t, x)u(t) - Delta u(t) + (-Delta)(2)(u) + lambda u = f(u),in a bounded domain Omega subset of R(n), with Navier boundary conditions. When the nonlinearity f is dissipative we show that this problem is globally well posed in H(0)(2)(Omega) x L(2)(Omega) and has a family of pullback attractors which is upper-semicontinuous under small perturbations of the damping a.

LOWER SEMICONTINUITY of PULLBACK ATTRACTORS FOR A SINGULARLY NONAUTONOMOUS PLATE EQUATION

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Solitons in Bose-Einstein condensates trapped in a double-well potential

We investigate, analytically and numerically, families of bright solitons in a system of two linearly coupled nonlinear Schrodinger/Gross-Pitaevskii equations, describing two Bose-Einstein condensates trapped in an asymmetric double-well potential, in particular, when the scattering lengths in the condensates have arbitrary magnitudes and opposite signs. The solitons are found to exist everywhere where they are permitted by the dispersion law. Using the Vakhitov-Kolokolov criterion and numerical methods, we show that, except for small regions in the parameter space, the solitons are stable to small perturbations. Some of them feature self-trapping of almost all the atoms in the condensate with no atomic interaction or weak repulsion is coupled to the self-attractive condensate. An unusual bifurcation is found, when the soliton bifurcates from the zero solution with vanishing amplitude and width simultaneously diverging but at a finite number of atoms in the soliton. By means of numerical simulations, it is found that, depending on values of the parameters and the initial perturbation, unstable solitons either give rise to breathers or completely break down into incoherent waves (radiation). A version of the model with the self-attraction in both components, which applies to the description of dual-core fibers in nonlinear optics, is considered too, and new results are obtained for this much studied system. (C) 2003 Elsevier B.V. All rights reserved.

On the analytical solution for the slewing flexible beam-like system: analysis of the linear part of the perturbed problem

The dynamical system investigated in this work is a nonlinear flexible beam-like structure in slewing motion. Non-dimensional and perturbed governing equations of motion are presented. The analytical solution for the linear part of these perturbed equations for ideal and for non-ideal cases are obtained. This solution is necessary for the investigation of the complete weak nonlinear problem where all nonlinearities are small perturbations around a linear known solution. This investigation shall help the analyst in the modelling of dynamical systems with structure- actuator interactions.

Comparação entre modelos do dispositivo FACTS STATCOM para o estudo da estabilidade a pequenas perturbações

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Utilização de sinais adicionais estabilizantes para o amortecimento de oscilações de baixa frequência do sistema elétrico de potência multimáquinas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Utilização de redes neurais artificiais no ajuste de controladores suplementares e dispositivo FACTS STATCOM para a melhoria da estabilidade a pequenas perturbações do sistema elétrico de potência

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the properness of an impulsive control extension of dynamic optimization problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Chaotic Dynamics in a Low-Energy Transfer Strategy to the Equilateral Equilibrium Points in the Earth-Moon System

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)