Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Integrodifference model for blowfly invasion

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Influência do fator de crescimento semelhante à insulina I (IGF-I) adicionado ao meio fluido sintético de tuba uterina (SOF) sobre a maturação in vitro de oócitos caninos (Canis familiaris)

The follicular growth and oocyte maturation knowledge are very important to the development and improvement of new biotechnologies such as in vitro fertilization and somatic cell nuclear transfer. In order to the necessity of clarify the basic mechanisms related to canine oocyte maturation, this investigation focuses on the evaluation of the effect of insulin-like growth factor-i (IGF-I), added to synthetic oviductal fluid medium (SOF) on the in vitro maturation of domestic dog oocytes. Thirty-seven bitches undergoing ovariohysterectomy for castration or due to pathological conditions of the uterus were selected as oocytes' donors (n=875). The oocytes were allocated in the following groups: MO (stained in the collection's time), Control (72h in SOF) and Experimental (72h in SOF plus 100 ng IGF-I). After 72 hours of maturation the oocytes' nuclear status were assessed by Hoechst 33342 dye. The best results in terms of oocyte harvest were observed in those juvenile donors,, females in estrus, nuliparous and pure breeds. No significant differences were observed between treatments control (SOF) or experimental (IGF-I).

An alternative approach to solve convergence problems in the backpropagation algorithm

The multilayer perceptron network has become one of the most used in the solution of a wide variety of problems. The training process is based on the supervised method where the inputs are presented to the neural network and the output is compared with a desired value. However, the algorithm presents convergence problems when the desired output of the network has small slope in the discrete time samples or the output is a quasi-constant value. The proposal of this paper is presenting an alternative approach to solve this convergence problem with a pre-conditioning method of the desired output data set before the training process and a post-conditioning when the generalization results are obtained. Simulations results are presented in order to validate the proposed approach.

Population dynamics of Lucilia eximia (Dipt., Calliphoridae)

The theoretical dynamics of experimental populations of Lucilia eximia was investigated as an attempt to understand its population biology. Specifically the population dynamics of L. eximia was analysed by means of a mathematical model that incorporates fecundity and survival as density-dependent demographic parameters in discrete time. The sensitivity of these parameters to changes in the magnitude was also investigated. The mathematical model applied to experimental populations of L. eximia predicts a theoretical one-point equilibrium for immatures. The population dynamics of L. eximia is compared to the dynamics of Chrysomya species and Cochliomyia macellaria.

Preparation of new glass systems by the polymeric precursor method for dental applications

Glass ionomer cements (GICs) are largely employed in Dentistry for several applications, such as luting cements for the attachment of crowns, bridges, and orthodontic brackets as well as restorative materials. The development of new glass systems is very important in Dentistry to improve of the mechanical properties and chemical stability. The aim of this study is the preparation of two glass systems containing niobium in their compositions for use as GICs. Glass systems based on the composition SiO2,Al2O3-Nb2O5-CaO were prepared by chemical route at 700degreesC. The XRD and DTA results confirmed that the prepared materials are glasses. The structures of the obtained glasses were compared to commercial material using FTIR, Al-27 and Si-29 MAS-NMR. The analysis of FTIR and MAS-NMR spectra indicated that the systems developed and commercial material are formed by SiO4 and AlO4 linked tetrahedra. These structures are essential to get the set time control and to have cements. These results encourage further applications of the experimental glasses in the formation of GICs. (C) 2004 Elsevier B.V. All rights reserved.

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

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

Global optimization for the ℋ∞-norm model reduction problem

A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.

Adaptive filter feature identification for structural health monitoring in aeronautical panel

This paper presents an approach for structural health monitoring (SHM) by using adaptive filters. The experimental signals from different structural conditions provided by piezoelectric actuators/sensors bonded in the test structure are modeled by a discrete-time recursive least square (RLS) filter. The biggest advantage to use a RLS filter is the clear possibility to perform an online SHM procedure since that the identification is also valid for non-stationary linear systems. An online damage-sensitive index feature is computed based on autoregressive (AR) portion of coefficients normalized by the square root of the sum of the square of them. The proposed method is then utilized in a laboratory test involving an aeronautical panel coupled with piezoelectric sensors/actuators (PZTs) in different positions. A hypothesis test employing the t-test is used to obtain the damage decision. The proposed algorithm was able to identify and localize the damages simulated in the structure. The results have shown the applicability and drawbacks the method and the paper concludes with suggestions to improve it. ©2010 Society for Experimental Mechanics Inc.

Modelo estocástico de programação matemática de alocação de medidores de tensão em alimentadores radiais de distribuição de energia elétrica para localização de faltas e monitoramento do perfil de tensão

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Algumas distribuições de probalidade para idosos grupados e censurados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Polinômios de Szegö e análise de frequência

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estudo longitudinal da resistência adesiva aos substratos dentários de sistemas adesivos associados ou não ao Nd:YAG Laser

Pós-graduação em Odontologia Restauradora - ICT

Políticas de alocação de espectro em roteamento baseado em balanceamento de cargas e fragmentação para redes ópticas elásticas

A natureza rígida de redes de multiplexação por divisão de comprimentos de onda (WDM) provoca exploração ineficiente de capacidade espectral. Dessa forma, redes flexíveis são um possível avanço para a tecnologia óptica por viabilizarem melhor aproveitamento dos recursos espectrais disponíveis. Com o intuito de aferir a possível aplicabilidade de redes flexíveis, este trabalho propõe uma estratégia de avaliação de desempenho baseada em simulações e comparações entre resultados obtidos. Para tanto, várias simulações a tempo discreto foram implementadas em dois simuladores desenvolvidos em Matlab a fim de analisar diferentes políticas de alocação de espectro (First-Fit, Smallest-Fit, Exact-Fit e Random-Fit) em três algoritmos de roteamento por caminhos ópticos não híbridos: o roteamento por fragmentação externa (FA), por caminhos mais curtos com máxima eficiência de reuso espectral (SPSR) e por balanceamento de cargas (BLSA). Duas topologias de rede foram utilizadas: um pequeno subconjunto de 6 nós da Cost239 e uma topologia aleatória de 7 nós. Admitindo-se que efeitos de camada física não foram configurados como restrições, foram realizadas comparações entre as diversas técnicas estudadas, objetivando-se apontar, baseado nas especificidades dos cenários propostos, qual o método mais adequado de alocação espectral em termos de frequência de bloqueio entre as quatro políticas de alocação de espectro consideradas.

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.