Preparação pelo método poliol modificado, caracterização estrutural e espectroscópia de nanopós de niobato de potássio e neodímio e de suas condições sólidas dopadas em európio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Prediction of bone strength at the distal tibia by HR-pQCT and DXA

Areal bone mineral density (aBMD) at the distal tibia, measured at the epiphysis (T-EPI) and diaphysis (T-DIA), is predictive for fracture risk. Structural bone parameters evaluated at the distal tibia by high resolution peripheral quantitative computed tomography (HR-pQCT) displayed differences between healthy and fracture patients. With its simple geometry, T-DIA may allow investigating the correlation between bone structural parameter and bone strength.

Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors

Consider a nonparametric regression model Y=mu*(X) + e, where the explanatory variables X are endogenous and e satisfies the conditional moment restriction E[e|W]=0 w.p.1 for instrumental variables W. It is well known that in these models the structural parameter mu* is 'ill-posed' in the sense that the function mapping the data to mu* is not continuous. In this paper, we derive the efficiency bounds for estimating linear functionals E[p(X)mu*(X)] and int_{supp(X)}p(x)mu*(x)dx, where p is a known weight function and supp(X) the support of X, without assuming mu* to be well-posed or even identified.

Uso da técnica de análise de componentes principais na redefinição do parâmetro BLA

Dissertação (mestrado)—Universidade de Brasília, Instituto de Física, Programa de Pós-Graduação em Física, 2016.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

Prediction of nonlocal scaling parameter for armchair and zigzag single-walled carbon nanotubes based on molecular structural mechanics, nonlocal elasticity and wave propagation

Atomic vibration in the Carbon Nanotubes (CNTs) gives rise to non-local interactions. In this paper, an expression for the non-local scaling parameter is derived as a function of the geometric and electronic properties of the rolled graphene sheet in single-walled CNTs. A self-consistent method is developed for the linearization of the problem of ultrasonic wave propagation in CNTs. We show that (i) the general three-dimensional elastic problem leads to a single non-local scaling parameter (e(0)), (ii) e(0) is almost constant irrespective of chirality of CNT in the case of longitudinal wave propagation, (iii) e(0) is a linear function of diameter of CNT for the case of torsional mode of wave propagation, (iv) e(0) in the case of coupled longitudinal-torsional modes of wave propagation, is a function which exponentially converges to that of axial mode at large diameters and to torsional mode at smaller diameters. These results are valid in the long-wavelength limit. (C) 2011 Elsevier Ltd. All rights reserved.

Growth Parameter Dependence of Structural Characterizations of Diluted Magnetic Semiconductor (Ga, Cr)As

We report the influence of growth parameters and post-growth annealing on the structural characterizations and magnetic properties of (Ga, Cr)As films. The crystalline quality and magnetic properties are sensitive to the growth conditions. The single-phase (Ga, Cr)As film with the Curie temperature of 10 K is synthesized at growth temperature T-s = 250 degrees C and with nominal Cr content x = 0.016. However, for the films with x > 0.02, the aggregation of Cr atoms is strongly enhanced as both T. and x increase, which not only brings strong compressive strain in the epilayer, but also roughens the surface. The origin of room-temperature ferromagnetism in (Ga, Cr)As films with nanoclusters is also discussed.

Growth Parameter Dependence of Structural Characterizations of Diluted Magnetic Semiconductor (Ga, Cr)As

We report the influence of growth parameters and post-growth annealing on the structural characterizations and magnetic properties of (Ga, Cr)As films. The crystalline quality and magnetic properties are sensitive to the growth conditions. The single-phase (Ga, Cr)As film with the Curie temperature of 10 K is synthesized at growth temperature T-s = 250 degrees C and with nominal Cr content x = 0.016. However, for the films with x > 0.02, the aggregation of Cr atoms is strongly enhanced as both T. and x increase, which not only brings strong compressive strain in the epilayer, but also roughens the surface. The origin of room-temperature ferromagnetism in (Ga, Cr)As films with nanoclusters is also discussed.

Parameter identification of structural dynamic models by inverse statistical analysis

Auf dem Gebiet der Strukturdynamik sind computergestützte Modellvalidierungstechniken inzwischen weit verbreitet. Dabei werden experimentelle Modaldaten, um ein numerisches Modell für weitere Analysen zu korrigieren. Gleichwohl repräsentiert das validierte Modell nur das dynamische Verhalten der getesteten Struktur. In der Realität gibt es wiederum viele Faktoren, die zwangsläufig zu variierenden Ergebnissen von Modaltests führen werden: Sich verändernde Umgebungsbedingungen während eines Tests, leicht unterschiedliche Testaufbauten, ein Test an einer nominell gleichen aber anderen Struktur (z.B. aus der Serienfertigung), etc. Damit eine stochastische Simulation durchgeführt werden kann, muss eine Reihe von Annahmen für die verwendeten Zufallsvariablengetroffen werden. Folglich bedarf es einer inversen Methode, die es ermöglicht ein stochastisches Modell aus experimentellen Modaldaten zu identifizieren. Die Arbeit beschreibt die Entwicklung eines parameter-basierten Ansatzes, um stochastische Simulationsmodelle auf dem Gebiet der Strukturdynamik zu identifizieren. Die entwickelte Methode beruht auf Sensitivitäten erster Ordnung, mit denen Parametermittelwerte und Kovarianzen des numerischen Modells aus stochastischen experimentellen Modaldaten bestimmt werden können.

Semi-active control for structural vibration based on predictive algorithm [Chinese title = 基于预测算法的结构振动半主动控制]

Based on Newmark-β method, a structural vibration response is predicted. Through finding the appropriate control force parameters within certain ranges to optimize the objective function, the predictive control of the structural vibration is achieved. At the same time, the numerical simulation analysis of a two-storey frame structure with magneto-rheological (MR) dampers under earthquake records is carried out, and the parameter influence on structural vibration reduction is discussed. The results demonstrate that the semi-active control based on Newmark-β predictive algorithm is better than the classical control strategy based on full-state feedback control and has remarkable advantages of structural vibration reduction and control robustness.