961 resultados para dynamic pricing policy
Resumo:
High-angle grain boundary migration is predicted during geometric dynamic recrystallization (GDRX) by two types of mathematical models. Both models consider the driving pressure due to curvature and a sinusoidal driving pressure owing to subgrain walls connected to the grain boundary. One model is based on the finite difference solution of a kinetic equation, and the other, on a numerical technique in which the boundary is subdivided into linear segments. The models show that an initially flat boundary becomes serrated, with the peak and valley migrating into both adjacent grains, as observed during GDRX. When the sinusoidal driving pressure amplitude is smaller than 2 pi, the boundary stops migrating, reaching an equilibrium shape. Otherwise, when the amplitude is larger than 2 pi, equilibrium is never reached and the boundary migrates indefinitely, which would cause the protrusions of two serrated parallel boundaries to impinge on each other, creating smaller equiaxed grains.
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Dynamic experiments in a nonadiabatic packed bed were carried out to evaluate the response to disturbances in wall temperature and inlet airflow rate and temperature. A two-dimensional, pseudo-homogeneous, axially dispersed plug-flow model was numerically solved and used to interpret the results. The model parameters were fitted in distinct stages: effective radial thermal conductivity (K (r)) and wall heat transfer coefficient (h (w)) were estimated from steady-state data and the characteristic packed bed time constant (tau) from transient data. A new correlation for the K (r) in packed beds of cylindrical particles was proposed. It was experimentally proved that temperature measurements using radially inserted thermocouples and a ring-shaped sensor were not distorted by heat conduction across the thermocouple or by the thermal inertia effect of the temperature sensors.
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The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.
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Highly redundant or statically undetermined structures, such as a cable-stayed bridge, have been of particular concern to the engineering community nowadays because of the complex parameters that must be taken into account for healthy monitoring. The purpose of this study was to verify the reliability and practicability of using GPS to characterize dynamic oscillations of small span bridges. The test was carried out on a cable-stayed wood footbridge at Escola de Engenharia de Sao Carlos-Universidade de Sao Paulo, Brazil. Initially a static load trial was carried out to get an idea of the deck amplitude and oscillation frequency. After that, a calibration trial was carried out by applying a well known oscillation on the rover antenna to check the environment detectable limits for the method used. Finally, a dynamic load trial was carried out by using GPS and a displacement transducer to measure the deck oscillation. The displacement transducer was used just to confirm the results obtained by the GPS. The results have shown that the frequencies and amplitude displacements obtained by the GPS are in good agreement with the displacement transducer responses. GPS can be used as a reliable tool to characterize the dynamic behavior of large structures such as cable-stayed footbridges undergoing dynamic loads.
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Vessel dynamic positioning (DP) systems are based on conventional PID-type controllers and an extended Kalman filter. However, they present a difficult tuning procedure, and the closed-loop performance varies with environmental or loading conditions since the dynamics of the vessel are eminently nonlinear. Gain scheduling is normally used to address the nonlinearity of the system. To overcome these problems, a sliding mode control was evaluated. This controller is robust to variations in environmental and loading conditions, it maintains performance and stability for a large range of conditions, and presents an easy tuning methodology. The performance of the controller was evaluated numerically and experimentally in order to address its effectiveness. The results are compared with those obtained from conventional PID controller. (c) 2010 Elsevier Ltd. All rights reserved.
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Computer viruses are an important risk to computational systems endangering either corporations of all sizes or personal computers used for domestic applications. Here, classical epidemiological models for disease propagation are adapted to computer networks and, by using simple systems identification techniques a model called SAIC (Susceptible, Antidotal, Infectious, Contaminated) is developed. Real data about computer viruses are used to validate the model. (c) 2008 Elsevier Ltd. All rights reserved.
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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.
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Rapid deforestation in the Brazilian Amazon, caused by economic, social, and policy factors, has focused global and national attention on protecting this valuable forest resource. In response, Brazil reformed its federal forest laws in 2006, creating new regulatory, development, and incentive policy instruments and institutions. Federal forestry responsibilities are maintained within the ministry of the environment; its regulatory agency responsibilities are divided among three different branches of the agency; many powers are delegated to states and municipalities; and a new private concession system is being developed. These reforms offer promise to improve forest protection and management in Brazil but must overcome significant institutional and social resistance for success.
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Using data from a logging experiment in the eastern Brazilian Amazon region, we develop a matrix growth and yield model that captures the dynamic effects of harvest system choice on forest structure and composition. Multinomial logistic regression is used to estimate the growth transition parameters for a 10-year time step, while a Poisson regression model is used to estimate recruitment parameters. The model is designed to be easily integrated with an economic model of decisionmaking to perform tropical forest policy analysis. The model is used to compare the long-run structure and composition of a stand arising from the choice of implementing either conventional logging techniques or more carefully planned and executed reduced-impact logging (RIL) techniques, contrasted against a baseline projection of an unlogged forest. Results from log and leave scenarios show that a stand logged according to Brazilian management requirements will require well over 120 years to recover its initial commercial volume, regardless of logging technique employed. Implementing RIL, however, accelerates this recovery. Scenarios imposing a 40-year cutting cycle raise the possibility of sustainable harvest volumes, although at significantly lower levels than is implied by current regulations. Meeting current Brazilian forest policy goals may require an increase in the planned total area of permanent production forest or the widespread adoption of silvicultural practices that increase stand recovery and volume accumulation rates after RIL harvests. Published by Elsevier B.V.
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This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.
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This article considers alternative methods to calculate the fair premium rate of crop insurance contracts based on county yields. The premium rate was calculated using parametric and nonparametric approaches to estimate the conditional agricultural yield density. These methods were applied to a data set of county yield provided by the Statistical and Geography Brazilian Institute (IBGE), for the period of 1990 through 2002, for soybean, corn and wheat, in the State of Paran. In this article, we propose methodological alternatives to pricing crop insurance contracts resulting in more accurate premium rates in a situation of limited data.
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This article presents the results obtained from an experimental device designed for the accurate determination of wood/water relationship on microsamples. The moisture content of the sample is measured with a highly sensitive electronic microbalance and two dimensions of the sample are collected continuously without contact using high-speed laser scan micrometers. The whole device is placed in a climatic chamber. The microsamples investigated were prepared with a diamond wire saw. The unique ability of this device to work with small samples allowed normal, opposite, and reaction wood to be characterized separately. Experiments were carried out on three wood species (beech, spruce, and poplar). In the case of beech, a deviation from the linear relation between tangential shrinkage and moisture content between 40 and 20% is particularly noticeable for the first desorption. A localized collapse of ray cells could explain this result. Compared to normal wood, an important longitudinal shrinkage and a low tangential shrinkage were observed in compression wood of spruce. Both the tension wood and opposite wood of poplar exhibit a high longitudinal shrinkage, but no significant difference between the three types of wood is noticeable in the tangential direction.
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This study evaluated the influence of gastrointestinal environmental factors (pH, digestive enzymes, food components, medicaments) on the survival of Lactobacillus casei Shirota and Lactobacillus casei LC01, using a semi-dynamic in vitro model that simulates the transit of microorganisms through the human GIT. The strains were first exposed to different simulated gastric juices for different periods of time (0, 30, 60 and 120 min), and then to simulated intestinal fluids for zero, 120, 180 and 240 min, in a step-wise format. The number of viable cells was determined after each step. The influence of food residues (skim milk) in the fluids and resistance to medicaments commonly used for varied therapeutic purposes (analgesics, antiarrhythmics, antibiotics, antihistaminics, proton pump inhibitors, etc.) were also evaluated. Results indicated that survival of both cultures was pH and time dependent, and digestive enzymes had little influence. Milk components presented a protective effect, and medicaments, especially anti-inflammatory drugs, influenced markedly the viability of the probiotic cultures, indicating that the beneficial effects of the two probiotic cultures to health are dependent of environmental factors encountered in the human gastrointestinal tract.
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Granule impact deformation has long been recognised as important in determining whether or not two colliding granules will coalesce. Work in the last 10 years has highlighted the fact that viscous effects are significant in granulation. The relative strengths of different formulations can vary with strain rate. Therefore, traditional strength measurements made at pseudo-static conditions give no indication, even qualitatively, of how materials will behave at high strain rates, and hence are actually misleading when used to model granule coalescence. This means that new standard methods need to be developed for determining the strain rates encountered by granules inside industrial equipment and also for measuring the mechanical properties of granules at these strain rates. The constitutive equations used in theoretical models of granule coalescence also need to be extended to include strain-rate dependent components.
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This review reflects the state of the art in study of contact and dynamic phenomena occurring in cold roll forming. The importance of taking these phenomena into account is determined by significant machine time and tooling costs spent on worn out forming rolls replacement and equipment adjustment in cold roll forming. Predictive modelling of the tool wear caused by contact and dynamic phenomena can reduce the production losses in this technological process.