916 resultados para Options (Finance) -- Mathematical models


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Crest-fixed steel claddings made of thin, high strength steel often suffer from local pull-through failures at their screw connections during high wind events such as storms and hurricanes. Currently there aren't any adequate design provisions for these cladding systems except for the expensive testing provisions. Since the local pull-through failures in the less ductile steel claddings are initiated by transverse splitting at the fastener hole, analytical studies have not been able to determine the pull-through failure loads. Analytical studies could be used if a reliable splitting criterion is available. Therefore a series of two-span cladding tests was conducted on a range of crest-fixed steel cladding systems under simulated wind uplift loads. The strains in the sheeting around the critical fastener holes were measured until the pull-through failure. This paper presents the details of the experimental investigation and the results including a strain criterion for the local pull-through failure.

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Bangkok Metropolitan Region (BMR) is the centre for various major activities in Thailand including political, industry, agriculture, and commerce. Consequently, the BMR is the highest and most densely populated area in Thailand. Thus, the demand for houses in the BMR is also the largest, especially in subdivision developments. For these reasons, the subdivision development in the BMR has increased substantially in the past 20 years and generated large numbers of subdivision developments (AREA, 2009; Kridakorn Na Ayutthaya & Tochaiwat, 2010). However, this dramatic growth of subdivision development has caused several problems including unsustainable development, especially for subdivision neighbourhoods, in the BMR. There have been rating tools that encourage the sustainability of neighbourhood design in subdivision development, but they still have practical problems. Such rating tools do not cover the scale of the development entirely; and they concentrate more on the social and environmental conservation aspects, which have not been totally accepted by the developers (Boonprakub, 2011; Tongcumpou & Harvey, 1994). These factors strongly confirm the need for an appropriate rating tool for sustainable subdivision neighbourhood design in the BMR. To improve level of acceptance from all stakeholders in subdivision developments industry, the new rating tool should be developed based on an approach that unites the social, environmental, and economic approaches, such as eco-efficiency principle. Eco-efficiency is the sustainability indicator introduced by the World Business Council for Sustainable Development (WBCSD) since 1992. The eco-efficiency is defined as the ratio of the product or service value according to its environmental impact (Lehni & Pepper, 2000; Sorvari et al., 2009). Eco-efficiency indicator is concerned to the business, while simultaneously, is concerned with to social and the environment impact. This study aims to develop a new rating tool named "Rating for sustainable subdivision neighbourhood design (RSSND)". The RSSND methodology is developed by a combination of literature reviews, field surveys, the eco-efficiency model development, trial-and-error technique, and the tool validation process. All required data has been collected by the field surveys from July to November 2010. The ecoefficiency model is a combination of three different mathematical models; the neighbourhood property price (NPP) model, the neighbourhood development cost (NDC) model, and the neighbourhood occupancy cost (NOC) model which are attributable to the neighbourhood subdivision design. The NPP model is formulated by hedonic price model approach, while the NDC model and NOC model are formulated by the multiple regression analysis approach. The trial-and-error technique is adopted for simplifying the complex mathematic eco-efficiency model to a user-friendly rating tool format. Credibility of the RSSND has been validated by using both rated and non-rated of eight subdivisions. It is expected to meet the requirements of all stakeholders which support the social activities of the residents, maintain the environmental condition of the development and surrounding areas, and meet the economic requirements of the developers.

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Most mathematical models of collective cell spreading make the standard assumption that the cell diffusivity and cell proliferation rate are constants that do not vary across the cell population. Here we present a combined experimental and mathematical modeling study which aims to investigate how differences in the cell diffusivity and cell proliferation rate amongst a population of cells can impact the collective behavior of the population. We present data from a three–dimensional transwell migration assay which suggests that the cell diffusivity of some groups of cells within the population can be as much as three times higher than the cell diffusivity of other groups of cells within the population. Using this information, we explore the consequences of explicitly representing this variability in a mathematical model of a scratch assay where we treat the total population of cells as two, possibly distinct, subpopulations. Our results show that when we make the standard assumption that all cells within the population behave identically we observe the formation of moving fronts of cells where both subpopulations are well–mixed and indistinguishable. In contrast, when we consider the same system where the two subpopulations are distinct, we observe a very different outcome where the spreading population becomes spatially organized with the more motile subpopulation dominating at the leading edge while the less motile subpopulation is practically absent from the leading edge. These modeling predictions are consistent with previous experimental observations and suggest that standard mathematical approaches, where we treat the cell diffusivity and cell proliferation rate as constants, might not be appropriate.

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Articular cartilage is the load-bearing tissue that consists of proteoglycan macromolecules entrapped between collagen fibrils in a three-dimensional architecture. To date, the drudgery of searching for mathematical models to represent the biomechanics of such a system continues without providing a fitting description of its functional response to load at micro-scale level. We believe that the major complication arose when cartilage was first envisaged as a multiphasic model with distinguishable components and that quantifying those and searching for the laws that govern their interaction is inadequate. To the thesis of this paper, cartilage as a bulk is as much continuum as is the response of its components to the external stimuli. For this reason, we framed the fundamental question as to what would be the mechano-structural functionality of such a system in the total absence of one of its key constituents-proteoglycans. To answer this, hydrated normal and proteoglycan depleted samples were tested under confined compression while finite element models were reproduced, for the first time, based on the structural microarchitecture of the cross-sectional profile of the matrices. These micro-porous in silico models served as virtual transducers to produce an internal noninvasive probing mechanism beyond experimental capabilities to render the matrices micromechanics and several others properties like permeability, orientation etc. The results demonstrated that load transfer was closely related to the microarchitecture of the hyperelastic models that represent solid skeleton stress and fluid response based on the state of the collagen network with and without the swollen proteoglycans. In other words, the stress gradient during deformation was a function of the structural pattern of the network and acted in concert with the position-dependent compositional state of the matrix. This reveals that the interaction between indistinguishable components in real cartilage is superimposed by its microarchitectural state which directly influences macromechanical behavior.

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This paper presents mathematical models for BRT station operation, calibrated using microscopic simulation modelling. Models are presented for station capacity and bus queue length. No reliable model presently exists to estimate bus queue length. The proposed bus queue model is analogous to an unsignalized intersection queuing model.

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Objective This article explores patterns of terrorist activity over the period from 2000 through 2010 across three target countries: Indonesia, the Philippines and Thailand. Methods We use self-exciting point process models to create interpretable and replicable metrics for three key terrorism concepts: risk, resilience and volatility, as defined in the context of terrorist activity. Results Analysis of the data shows significant and important differences in the risk, volatility and resilience metrics over time across the three countries. For the three countries analysed, we show that risk varied on a scale from 0.005 to 1.61 “expected terrorist attacks per day”, volatility ranged from 0.820 to 0.994 “additional attacks caused by each attack”, and resilience, as measured by the number of days until risk subsides to a pre-attack level, ranged from 19 to 39 days. We find that of the three countries, Indonesia had the lowest average risk and volatility, and the highest level of resilience, indicative of the relatively sporadic nature of terrorist activity in Indonesia. The high terrorism risk and low resilience in the Philippines was a function of the more intense, less clustered pattern of terrorism than what was evident in Indonesia. Conclusions Mathematical models hold great promise for creating replicable, reliable and interpretable “metrics” to key terrorism concepts such as risk, resilience and volatility.

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Management of the industrial nations' hazardous waste is a current and exponentially increasing, global threatening situation. Improved environmental information must be obtained and managed concerning the current status, temporal dynamics and potential future status of these critical sites. To test the application of spatial environmental techniques to the problem of hazardous waste sites, as Superfund (CERCLA) test site was chosen in an industrial/urban valley experiencing severe TCE, PCE, and CTC ground water contamination. A paradigm is presented for investigating spatial/environmental tools available for the mapping, monitoring and modelling of the environment and its toxic contaminated plumes. This model incorporates a range of technical issues concerning the collection of data as augmented by remotely sensed tools, the format and storage of data utilizing geographic information systems, and the analysis and modelling of environment through the use of advance GIS analysis algorithms and geophysic models of hydrologic transport including statistical surface generation. This spatial based approach is evaluated against the current government/industry standards of operations. Advantages and lessons learned of the spatial approach are discussed.

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Cells respond to various biochemical and physical cues during wound–healing and tumour progression. In vitro assays used to study these processes are typically conducted in one particular geometry and it is unclear how the assay geometry affects the capacity of cell populations to spread, or whether the relevant mechanisms, such as cell motility and cell proliferation, are somehow sensitive to the geometry of the assay. In this work we use a circular barrier assay to characterise the spreading of cell populations in two different geometries. Assay 1 describes a tumour–like geometry where a cell population spreads outwards into an open space. Assay 2 describes a wound–like geometry where a cell population spreads inwards to close a void. We use a combination of discrete and continuum mathematical models and automated image processing methods to obtain independent estimates of the effective cell diffusivity, D, and the effective cell proliferation rate, λ. Using our parameterised mathematical model we confirm that our estimates of D and λ accurately predict the time–evolution of the location of the leading edge and the cell density profiles for both assay 1 and assay 2. Our work suggests that the effective cell diffusivity is up to 50% lower for assay 2 compared to assay 1, whereas the effective cell proliferation rate is up to 30% lower for assay 2 compared to assay 1.

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The technical feasibility of roll motion control devices has been amply demonstrated for over 100 years. Performance, however, can still fall short of expectations because of difficulties associated with control system designs, which have proven to be far from trivial due to fundamental performance limitations and large variations of the spectral characteristics of wave-induced roll motion. This tutorial paper presents an account of the development of various ship roll motion control systems together with the challenges associated with their design. It discusses the assessment of performance and the applicability of different mathematical models, and it surveys the control methods that have been implemented and validated with full scale experiments. The paper also presents an outlook on what are believed to be potential areas of research within this topic.

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The Marine Systems Simulator (MSS) is an environment which provides the necessary resources for rapid implementation of mathematical models of marine systems with focus on control system design. The simulator targets models¡Xand provides examples ready to simulate¡Xof different floating structures and its systems performing various operations. The platform adopted for the development of MSS is Matlab/Simulink. This allows a modular simulator structure, and the possibility of distributed development. Openness and modularity of software components have been the prioritized design principles, which enables a systematic reuse of knowledge and results in efficient tools for research and education. This paper provides an overview of the structure of the MSS, its features, current accessability, and plans for future development.

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This project is a breakthrough in developing new scientific approaches for the design, development and evaluation of inter-vehicle communications, networking and positioning systems as part of Cooperative Intelligent Transportation Systems ensuring the safety of both roads and rail networks. This research focused on the elicitation, specification, analysis and validation of requirements for Vehicle-to-Vehicle communications and networking, and Vehicle-to-Vehicle positioning, which are accomplished with the research platform developed for this study. A number of mathematical models for communications, networking and positioning were developed from which simulations and field experiments were conducted to evaluate the overall performance of the platform. The outcomes of this research significantly contribute to improving the performance of the communications and positioning components of Cooperative Intelligent Transportation Systems.

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We tested direct and indirect measures of benthic metabolism as indicators of stream ecosystem health across a known agricultural land-use disturbance gradient in southeast Queensland, Australia. Gross primary production (GPP) and respiration (R24) in benthic chambers in cobble and sediment habitats, algal biomass (as chlorophyll a) from cobbles and sediment cores, algal biomass accrual on artificial substrates and stable carbon isotope ratios of aquatic plants and benthic sediments were measured at 53 stream sites, ranging from undisturbed subtropical rainforest to catchments where improved pasture and intensive cropping are major land-uses. Rates of benthic GPP and R24 varied by more than two orders of magnitude across the study gradient. Generalised linear regression modelling explained 80% or more of the variation in these two indicators when sediment and cobble substrate dominated sites were considered separately, and both catchment and reach scale descriptors of the disturbance gradient were important in explaining this variation. Model fits were poor for net daily benthic metabolism (NDM) and production to respiration ratio (P/R). Algal biomass accrual on artificial substrate and stable carbon isotope ratios of aquatic plants and benthic sediment were the best of the indirect indicators, with regression model R2 values of 50% or greater. Model fits were poor for algal biomass on natural substrates for cobble sites and all sites. None of these indirect measures of benthic metabolism was a good surrogate for measured GPP. Direct measures of benthic metabolism, GPP and R24, and several indirect measures were good indicators of stream ecosystem health and are recommended in assessing process-related responses to riparian and catchment land use change and the success of ecosystem rehabilitation actions.

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Multivariate predictive models are widely used tools for assessment of aquatic ecosystem health and models have been successfully developed for the prediction and assessment of aquatic macroinvertebrates, diatoms, local stream habitat features and fish. We evaluated the ability of a modelling method based on the River InVertebrate Prediction and Classification System (RIVPACS) to accurately predict freshwater fish assemblage composition and assess aquatic ecosystem health in rivers and streams of south-eastern Queensland, Australia. The predictive model was developed, validated and tested in a region of comparatively high environmental variability due to the unpredictable nature of rainfall and river discharge. The model was concluded to provide sufficiently accurate and precise predictions of species composition and was sensitive enough to distinguish test sites impacted by several common types of human disturbance (particularly impacts associated with catchment land use and associated local riparian, in-stream habitat and water quality degradation). The total number of fish species available for prediction was low in comparison to similar applications of multivariate predictive models based on other indicator groups, yet the accuracy and precision of our model was comparable to outcomes from such studies. In addition, our model developed for sites sampled on one occasion and in one season only (winter), was able to accurately predict fish assemblage composition at sites sampled during other seasons and years, provided that they were not subject to unusually extreme environmental conditions (e.g. extended periods of low flow that restricted fish movement or resulted in habitat desiccation and local fish extinctions).

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Spreading cell fronts are essential features of development, repair and disease processes. Many mathematical models used to describe the motion of cell fronts, such as Fisher’s equation, invoke a mean–field assumption which implies that there is no spatial structure, such as cell clustering, present. Here, we examine the presence of spatial structure using a combination of in vitro circular barrier assays, discrete random walk simulations and pair correlation functions. In particular, we analyse discrete simulation data using pair correlation functions to show that spatial structure can form in a spreading population of cells either through sufficiently strong cell–to–cell adhesion or sufficiently rapid cell proliferation. We analyse images from a circular barrier assay describing the spreading of a population of MM127 melanoma cells using the same pair correlation functions. Our results indicate that the spreading melanoma cell populations remain very close to spatially uniform, suggesting that the strength of cell–to–cell adhesion and the rate of cell proliferation are both sufficiently small so as not to induce any spatial patterning in the spreading populations.

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The fields of molecular biology and cell biology are being flooded with complex genomic and proteomic datasets of large dimensions. We now recognize that each molecule in the cell and tissue can no longer be viewed as an isolated entity. Instead, each molecule must be considered as one member of an interacting network. Consequently, there is an urgent need for mathematical models to understand the behavior of cell signaling networks in health and in disease.