922 resultados para model with default Vasicek model and Cir model for the short rate


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper shows the application of a hysteretic model for the Magnetorheological Damper (MRD) placed in the plunge degree-of-freedom of aeroelastic model of a wing. This hysteretic MRD model was developed by the researchers of the French Aerospace Lab. (ONERA) and describe, with a very good precision, the hysteretic behavior of the MRD. The aeroelastic model used in this paper do not have structural nonlinearities, the only nonlinearities showed in the model, are in the unsteady flow equations and are the same proposed by Theodorsen and Wagner in their unsteady aerodynamics theory; and the nonlinearity introduced by the hysteretic model used. The main objective of this paper is show the mathematical modeling of the problem and the equations that describes the aeroelastic response of our problem; and the gain obtained with the introduction of this hysteretic model in the equations with respect to other models that do not show the this behavior, through of pictures that represents the time response and Phase diagrams. These pictures are obtained using flow velocities before and after the flutter velocity. Finally, an open-loop control was made to show the effect of the MRD in the aeroelastic behavior.

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We address the investigation of the solvation properties of the minimal orientational model for water originally proposed by [Bell and Lavis, J. Phys. A 3, 568 (1970)]. The model presents two liquid phases separated by a critical line. The difference between the two phases is the presence of structure in the liquid of lower density, described through the orientational order of particles. We have considered the effect of a small concentration of inert solute on the solvent thermodynamic phases. Solute stabilizes the structure of solvent by the organization of solvent particles around solute particles at low temperatures. Thus, even at very high densities, the solution presents clusters of structured water particles surrounding solute inert particles, in a region in which pure solvent would be free of structure. Solute intercalates with solvent, a feature which has been suggested by experimental and atomistic simulation data. Examination of solute solubility has yielded a minimum in that property, which may be associated with the minimum found for noble gases. We have obtained a line of minimum solubility (TmS) across the phase diagram, accompanying the line of maximum density. This coincidence is easily explained for noninteracting solute and it is in agreement with earlier results in the literature. We give a simple argument which suggests that interacting solute would dislocate TmS to higher temperatures.

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Thimet oligopeptidase (EP24.15) is a cysteine-rich metallopeptidase containing fifteen Cys residues and no intra-protein disulfide bonds. Previous work on this enzyme revealed that the oxidative oligomerization of EP24.15 is triggered by S-glutathiolation at physiological GSSG levels (10-50 mu M) via a mechanism based on thiol-disulfide exchange. In the present work, our aim was to identify EP24.15 Cys residues that are prone to S-glutathiolation and to determine which structural features in the cysteinyl bulk are responsible for the formation of mixed disulfides through the reaction with GSSG and, in this particular case, the Cys residues within EP24.15 that favor either S-glutathiolation or inter-protein thiol-disulfide exchange. These studies were conducted by in silico structural analyses and simulations as well as site-specific mutation. S-glutathiolation was determined by mass spectrometric analyses and western blotting with anti-glutathione antibody. The results indicated that the stabilization of a thiolate sulfhydryl and the solvent accessibility of the cysteines are necessary for S-thiolation. The Solvent Access Surface analysis of the Cys residues prone to glutathione modification showed that the S-glutathiolated Cys residues are located inside pockets where the sulfur atom comes into contact with the solvent and that the positively charged amino acids are directed toward these Cys residues. The simulation of a covalent glutathione docking onto the same Cys residues allowed for perfect glutathione posing. A mutation of the Arg residue 263 that forms a saline bridge to the Cys residue 175 significantly decreased the overall S-glutathiolation and oligomerization of EP24.15. The present results show for the first time the structural requirements for protein S-glutathiolation by GSSG and are consistent with our previous hypothesis that EP24.15 oligomerization is dependent on the electron transfer from specific protonated Cys residues of one molecule to previously S-glutathionylated Cys residues of another one.

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Effects of roads on wildlife and its habitat have been measured using metrics, such as the nearest road distance, road density, and effective mesh size. In this work we introduce two new indices: (1) Integral Road Effect (IRE), which measured the sum effects of points in a road at a fixed point in the forest; and (2) Average Value of the Infinitesimal Road Effect (AVIRE), which measured the average of the effects of roads at this point. IRE is formally defined as the line integral of a special function (the infinitesimal road effect) along the curves that model the roads, whereas AVIRE is the quotient of IRE by the length of the roads. Combining tools of ArcGIS software with a numerical algorithm, we calculated these and other road and habitat cover indices in a sample of points in a human-modified landscape in the Brazilian Atlantic Forest, where data on the abundance of two groups of small mammals (forest specialists and habitat generalists) were collected in the field. We then compared through the Akaike Information Criterion (AIC) a set of candidate regression models to explain the variation in small mammal abundance, including models with our two new road indices (AVIRE and IRE) or models with other road effect indices (nearest road distance, mesh size, and road density), and reference models (containing only habitat indices, or only the intercept without the effect of any variable). Compared to other road effect indices, AVIRE showed the best performance to explain abundance of forest specialist species, whereas the nearest road distance obtained the best performance to generalist species. AVIRE and habitat together were included in the best model for both small mammal groups, that is, higher abundance of specialist and generalist small mammals occurred where there is lower average road effect (less AVIRE) and more habitat. Moreover, AVIRE was not significantly correlated with habitat cover of specialists and generalists differing from the other road effect indices, except mesh size, which allows for separating the effect of roads from the effect of habitat on small mammal communities. We suggest that the proposed indices and GIS procedures could also be useful to describe other spatial ecological phenomena, such as edge effect in habitat fragments. (C) 2012 Elsevier B.V. All rights reserved.

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Introduction: Many experimental models using lung lavage have been developed for the study of acute respiratory distress syndrome (ARDS). The original technique has been modified by many authors, resulting in difficulties with reproducibility. There is insufficient detail on the lung injury models used, including hemodynamic stability during animal preparation and drawbacks encountered such as mortality. The authors studied the effects of the pulmonary recruitment and the use of fixed tidal volume (Vt) or fixed inspiratory pressure in the experimental ARDS model installation. Methods: Adult rabbits were submitted to repeated lung lavages with 30 ml/kg warm saline until the ARDS definition (PaO2/FiO(2) <= 100) was reached. The animals were divided into three groups, according to the technique used for mechanical ventilation: 1) fixed Vt of 10 ml/kg; 2) fixed inspiratory pressure (IP) with a tidal volume of 10 ml/kg prior to the first lung lavage; and 3) fixed Vt of 10 ml/kg with pulmonary recruitment before the first lavage. Results: The use of alveolar recruitment maneuvers, and the use of a fixed Vt or IP between the lung lavages did not change the number of lung lavages necessary to obtain the experimental model of ARDS or the hemodynamic stability of the animals during the procedure. A trend was observed toward an increased mortality rate with the recruitment maneuver and with the use of a fixed IP. Discussion: There were no differences between the three study groups, with no disadvantage in method of lung recruitment, either fixed tidal volume or fixed inspiratory pressure, regarding the number of lung lavages necessary to obtain the ARDS animal model. Furthermore, the three different procedures resulted in good hemodynamic stability of the animals, and low mortality rate. (C) 2012 Elsevier Inc. All rights reserved.

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The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

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The presented study carried out an analysis on rural landscape changes. In particular the study focuses on the understanding of driving forces acting on the rural built environment using a statistical spatial model implemented through GIS techniques. It is well known that the study of landscape changes is essential for a conscious decision making in land planning. From a bibliography review results a general lack of studies dealing with the modeling of rural built environment and hence a theoretical modelling approach for such purpose is needed. The advancement in technology and modernity in building construction and agriculture have gradually changed the rural built environment. In addition, the phenomenon of urbanization of a determined the construction of new volumes that occurred beside abandoned or derelict rural buildings. Consequently there are two types of transformation dynamics affecting mainly the rural built environment that can be observed: the conversion of rural buildings and the increasing of building numbers. It is the specific aim of the presented study to propose a methodology for the development of a spatial model that allows the identification of driving forces that acted on the behaviours of the building allocation. In fact one of the most concerning dynamic nowadays is related to an irrational expansion of buildings sprawl across landscape. The proposed methodology is composed by some conceptual steps that cover different aspects related to the development of a spatial model: the selection of a response variable that better describe the phenomenon under study, the identification of possible driving forces, the sampling methodology concerning the collection of data, the most suitable algorithm to be adopted in relation to statistical theory and method used, the calibration process and evaluation of the model. A different combination of factors in various parts of the territory generated favourable or less favourable conditions for the building allocation and the existence of buildings represents the evidence of such optimum. Conversely the absence of buildings expresses a combination of agents which is not suitable for building allocation. Presence or absence of buildings can be adopted as indicators of such driving conditions, since they represent the expression of the action of driving forces in the land suitability sorting process. The existence of correlation between site selection and hypothetical driving forces, evaluated by means of modeling techniques, provides an evidence of which driving forces are involved in the allocation dynamic and an insight on their level of influence into the process. GIS software by means of spatial analysis tools allows to associate the concept of presence and absence with point futures generating a point process. Presence or absence of buildings at some site locations represent the expression of these driving factors interaction. In case of presences, points represent locations of real existing buildings, conversely absences represent locations were buildings are not existent and so they are generated by a stochastic mechanism. Possible driving forces are selected and the existence of a causal relationship with building allocations is assessed through a spatial model. The adoption of empirical statistical models provides a mechanism for the explanatory variable analysis and for the identification of key driving variables behind the site selection process for new building allocation. The model developed by following the methodology is applied to a case study to test the validity of the methodology. In particular the study area for the testing of the methodology is represented by the New District of Imola characterized by a prevailing agricultural production vocation and were transformation dynamic intensively occurred. The development of the model involved the identification of predictive variables (related to geomorphologic, socio-economic, structural and infrastructural systems of landscape) capable of representing the driving forces responsible for landscape changes.. The calibration of the model is carried out referring to spatial data regarding the periurban and rural area of the study area within the 1975-2005 time period by means of Generalised linear model. The resulting output from the model fit is continuous grid surface where cells assume values ranged from 0 to 1 of probability of building occurrences along the rural and periurban area of the study area. Hence the response variable assesses the changes in the rural built environment occurred in such time interval and is correlated to the selected explanatory variables by means of a generalized linear model using logistic regression. Comparing the probability map obtained from the model to the actual rural building distribution in 2005, the interpretation capability of the model can be evaluated. The proposed model can be also applied to the interpretation of trends which occurred in other study areas, and also referring to different time intervals, depending on the availability of data. The use of suitable data in terms of time, information, and spatial resolution and the costs related to data acquisition, pre-processing, and survey are among the most critical aspects of model implementation. Future in-depth studies can focus on using the proposed model to predict short/medium-range future scenarios for the rural built environment distribution in the study area. In order to predict future scenarios it is necessary to assume that the driving forces do not change and that their levels of influence within the model are not far from those assessed for the time interval used for the calibration.

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The work presented in this thesis is focused on the open-ended coaxial-probe frequency-domain reflectometry technique for complex permittivity measurement at microwave frequencies of dispersive dielectric multilayer materials. An effective dielectric model is introduced and validated to extend the applicability of this technique to multilayer materials in on-line system context. In addition, the thesis presents: 1) a numerical study regarding the imperfectness of the contact at the probe-material interface, 2) a review of the available models and techniques, 3) a new classification of the extraction schemes with guidelines on how they can be used to improve the overall performance of the probe according to the problem requirements.

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Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

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We present a geospatial model to predict the radiofrequency electromagnetic field from fixed site transmitters for use in epidemiological exposure assessment. The proposed model extends an existing model toward the prediction of indoor exposure, that is, at the homes of potential study participants. The model is based on accurate operation parameters of all stationary transmitters of mobile communication base stations, and radio broadcast and television transmitters for an extended urban and suburban region in the Basel area (Switzerland). The model was evaluated by calculating Spearman rank correlations and weighted Cohen's kappa (kappa) statistics between the model predictions and measurements obtained at street level, in the homes of volunteers, and in front of the windows of these homes. The correlation coefficients of the numerical predictions with street level measurements were 0.64, with indoor measurements 0.66, and with window measurements 0.67. The kappa coefficients were 0.48 (95%-confidence interval: 0.35-0.61) for street level measurements, 0.44 (95%-CI: 0.32-0.57) for indoor measurements, and 0.53 (95%-CI: 0.42-0.65) for window measurements. Although the modeling of shielding effects by walls and roofs requires considerable simplifications of a complex environment, we found a comparable accuracy of the model for indoor and outdoor points.

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Combustion-derived and manufactured nanoparticles (NPs) are known to provoke oxidative stress and inflammatory responses in human lung cells; therefore, they play an important role during the development of adverse health effects. As the lungs are composed of more than 40 different cell types, it is of particular interest to perform toxicological studies with co-cultures systems, rather than with monocultures of only one cell type, to gain a better understanding of complex cellular reactions upon exposure to toxic substances. Monocultures of A549 human epithelial lung cells, human monocyte-derived macrophages and monocyte-derived dendritic cells (MDDCs) as well as triple cell co-cultures consisting of all three cell types were exposed to combustion-derived NPs (diesel exhaust particles) and to manufactured NPs (titanium dioxide and single-walled carbon nanotubes). The penetration of particles into cells was analysed by transmission electron microscopy. The amount of intracellular reactive oxygen species (ROS), the total antioxidant capacity (TAC) and the production of tumour necrosis factor (TNF)-alpha and interleukin (IL)-8 were quantified. The results of the monocultures were summed with an adjustment for the number of each single cell type in the triple cell co-culture. All three particle types were found in all cell and culture types. The production of ROS was induced by all particle types in all cell cultures except in monocultures of MDDCs. The TAC and the (pro-)inflammatory reactions were not statistically significantly increased by particle exposure in any of the cell cultures. Interestingly, in the triple cell co-cultures, the TAC and IL-8 concentrations were lower and the TNF-alpha concentrations were higher than the expected values calculated from the monocultures. The interplay of different lung cell types seems to substantially modulate the oxidative stress and the inflammatory responses after NP exposure.

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A laser scanning microscope collects information from a thin, focal plane and ignores out of focus information. During the past few years it has become the standard imaging method to characterise cellular morphology and structures in static as well as in living samples. Laser scanning microscopy combined with digital image restoration is an excellent tool for analysing the cellular cytoarchitecture, expression of specific proteins and interactions of various cell types, thus defining valid criteria for the optimisation of cell culture models. We have used this tool to establish and evaluate a three dimensional model of the human epithelial airway wall.

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The human airway epithelium serves as structural and functional barrier against inhaled particulate antigen. Previously, we demonstrated in an in vitro epithelial barrier model that monocyte derived dendritic cells (MDDC) and monocyte derived macrophages (MDM) take up particulate antigen by building a trans-epithelial interacting network. Although the epithelial tight junction (TJ) belt was penetrated by processes of MDDC and MDM, the integrity of the epithelium was not affected. These results brought up two main questions: (1) Do MDM and MDDC exchange particles? (2) Are those cells expressing TJ proteins, which are believed to interact with the TJ belt of the epithelium to preserve the epithelial integrity? The expression of TJ and adherens junction (AJ) mRNA and proteins in MDM and MDDC monocultures was determined by RT-PCR, and immunofluorescence, respectively. Particle uptake and exchange was quantified by flow cytometry and laser scanning microscopy in co-cultures of MDM and MDDC exposed to polystyrene particles (1 μm in diameter). MDM and MDDC constantly expressed TJ and AJ mRNA and proteins. Flow cytometry analysis of MDM and MDDC co-cultures showed increased particle uptake in MDDC while MDM lost particles over time. Quantitative analysis revealed significantly higher particle uptake by MDDC in co-cultures of epithelial cells with MDM and MDDC present, compared to co-cultures containing only epithelial cells and MDDC. We conclude from these findings that MDM and MDDC express TJ and AJ proteins which could help to preserve the epithelial integrity during particle uptake and exchange across the lung epithelium.