944 resultados para Variable pricing model
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A new arena for the dynamics of spacetime is proposed, in which the basic quantum variable is the two-point distance on a metric space. The scaling dimension (that is, the Kolmogorov capacity) in the neighborhood of each point then defines in a natural way a local concept of dimension. We study our model in the region of parameter space in which the resulting spacetime is not too different from a smooth manifold.
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All derivations of the one-dimensional telegraphers equation, based on the persistent random walk model, assume a constant speed of signal propagation. We generalize here the model to allow for a variable propagation speed and study several limiting cases in detail. We also show the connections of this model with anomalous diffusion behavior and with inertial dichotomous processes.
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The Mehlich-1 (M-1) extractant and Monocalcium Phosphate in acetic acid (MCPa) have mechanisms for extraction of available P and S in acidity and in ligand exchange, whether of the sulfate of the extractant by the phosphate of the soil, or of the phosphate of the extractant by the sulfate of the soil. In clayey soils, with greater P adsorption capacity, or lower remaining P (Rem-P) value, which corresponds to soils with greater Phosphate Buffer Capacity (PBC), more buffered for acidity, the initially low pH of the extractants increases over their time of contact with the soil in the direction of the pH of the soil; and the sulfate of the M-1 or the phosphate of the MCPa is adsorbed by adsorption sites occupied by these anions or not. This situation makes the extractant lose its extraction capacity, a phenomenon known as loss of extraction capacity or consumption of the extractant, the object of this study. Twenty soil samples were chosen so as to cover the range of Rem-P (0 to 60 mg L-1). Rem-P was used as a measure of the PBC. The P and S contents available from the soil samples through M-1 and MCPa, and the contents of other nutrients and of organic matter were determined. For determination of loss of extraction capacity, after the rest period, the pH and the P and S contents were measured in both the extracts-soils. Although significant, the loss of extraction capacity of the acidity of the M-1 and MCPa extractants with reduction in the Rem-P value did not have a very expressive effect. A “linear plateau” model was observed for the M-1 for discontinuous loss of extraction capacity of the P content in accordance with reduction in the concentration of the Rem-P or increase in the PBC, suggesting that a discontinuous model should also be adopted for interpretation of available P of soils with different Rem-P values. In contrast, a continuous linear response was observed between the P variables in the extract-soil and Rem-P for the MCPa extractor, which shows increasing loss of extraction capacity of this extractor with an increase in the PBC of the soil, indicating the validity of the linear relationship between the available S of the soil and the PBC, estimated by Rem-P, as currently adopted.
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Background: MLPA method is a potentially useful semi-quantitative method to detect copy number alterations in targeted regions. In this paper, we propose a method for the normalization procedure based on a non-linear mixed-model, as well as a new approach for determining the statistical significance of altered probes based on linear mixed-model. This method establishes a threshold by using different tolerance intervals that accommodates the specific random error variability observed in each test sample.Results: Through simulation studies we have shown that our proposed method outperforms two existing methods that are based on simple threshold rules or iterative regression. We have illustrated the method using a controlled MLPA assay in which targeted regions are variable in copy number in individuals suffering from different disorders such as Prader-Willi, DiGeorge or Autism showing the best performace.Conclusion: Using the proposed mixed-model, we are able to determine thresholds to decide whether a region is altered. These threholds are specific for each individual, incorporating experimental variability, resulting in improved sensitivity and specificity as the examples with real data have revealed.
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With over 68 thousand miles of gravel roads in Iowa and the importance of these roads within the farm-to-market transportation system, proper water management becomes critical for maintaining the integrity of the roadway materials. However, the build-up of water within the aggregate subbase can lead to frost boils and ultimately potholes forming at the road surface. The aggregate subbase and subgrade soils under these gravel roads are produced with material opportunistically chosen from local sources near the site and, many times, the compositions of these sublayers are far from ideal in terms of proper water drainage with the full effects of this shortcut not being fully understood. The primary objective of this project was to provide a physically-based model for evaluating the drainability of potential subbase and subgrade materials for gravel roads in Iowa. The Richards equation provided the appropriate framework to study the transient unsaturated flow that usually occurs through the subbase and subgrade of a gravel road. From which, we identified that the saturated hydraulic conductivity, Ks, was a key parameter driving the time to drain of subgrade soils found in Iowa, thus being a good proxy variable for accessing roadway drainability. Using Ks, derived from soil texture, we were able to identify potential problem areas in terms of roadway drainage . It was found that there is a threshold for Ks of 15 cm/day that determines if the roadway will drain efficiently, based on the requirement that the time to drain, Td, the surface roadway layer does not exceed a 2-hr limit. Two of the three highest abundant textures (loam and silty clay loam), which cover nearly 60% of the state of Iowa, were found to have average Td values greater than the 2-hr limit. With such a large percentage of the state at risk for the formation of boils due to the soil with relatively low saturated hydraulic conductivity values, it seems pertinent that we propose alternative design and/or maintenance practices to limit the expensive repair work in Iowa. The addition of drain tiles or French mattresses my help address drainage problems. However, before pursuing this recommendation, a comprehensive cost-benefit analysis is needed.
Mutations in TNFRSF13B encoding TACI are associated with common variable immunodeficiency in humans.
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The functional interaction of BAFF and APRIL with TNF receptor superfamily members BAFFR, TACI and BCMA is crucial for development and maintenance of humoral immunity in mice and humans. Using a candidate gene approach, we identified homozygous and heterozygous mutations in TNFRSF13B, encoding TACI, in 13 individuals with common variable immunodeficiency. Homozygosity with respect to mutations causing the amino acid substitutions S144X and C104R abrogated APRIL binding and resulted in loss of TACI function, as evidenced by impaired proliferative response to IgM-APRIL costimulation and defective class switch recombination induced by IL-10 and APRIL or BAFF. Family members heterozygous with respect to the C104R mutation and individuals with sporadic common variable immunodeficiency who were heterozygous with respect to the amino acid substitutions A181E, S194X and R202H had humoral immunodeficiency. Although signs of autoimmunity and lymphoproliferation are evident, the human phenotype differs from that of the Tnfrsf13b-/- mouse model.
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We present measurements of hydrogen and oxygen isotopes in MORB glasses from Macquarie Island (SW. Pacific Ocean) coupled with determination of bulk H2O content by two independent techniques: total dehydration and FTIR. The incompatible trace elements in these glasses vary by a factor of 12 to 17, with K2O varying from 0.1 to 1.7 wt.%; these ranges reflect a variable degree of closed-system mantle melting, estimated from 1 to 15%. Water concentrations determined by the two techniques match well, yielding a range from 0.25 to 1.49 wt.% which correlates positively with all of the measured incompatible trace elements, suggesting that water is un-degassed, and behaves conservatively during mantle melting. Also, the agreement between the FTIR-determined and extracted water contents gives us confidence that the measured isotopic values of hydrogen reflect that of the mantle. Comparison of the range of water content with that of other incompatible trace elements allows estimation of the water partition coefficient in lherzolite, 0.0208 (ranging from 0.017 to 0.023), and the water content in the source, 386 ppm (ranging from 370 to 440 ppm). We observe a fairly narrow range in delta D and delta O-18 values of -75.5 +/- 4.5 parts per thousand and 5.50 +/- 0 .05 parts per thousand respectively, that can be explained by partial melting of normal lherzolitic mantle. The measured delta D and delta O-18 values of Macquarie Island glasses that range from nepheline- to hypersthene-normative, and from MORB to EMORB in composition, are identical to those in average global MORB. The observed lack of variation of delta D and delta O-18 with 1 to 15% degree of mantle melting is consistent with a bulk melting model of delta D and delta O-18 fractionation, in which water is rapidly scavenged into the first partial melt. The narrow ranges of delta D and delta O-18 in normal mantle are mostly due to the buffering effect of clino- and orthopyroxenes in the residual assemblage; additionally, fast ``wet'' diffusion of oxygen and hydrogen isotopes through the melting regions may further smooth isotopic differences. (C) 2012 Elsevier B.V. All rights reserved.
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The objective of this work was to evaluate the feasibility of simulating maize yield in a sub‑tropical region of southern Brazil using the general large area model (Glam). A 16‑year time series of daily weather data were used. The model was adjusted and tested as an alternative for simulating maize yield at small and large spatial scales. Simulated and observed grain yields were highly correlated (r above 0.8; p<0.01) at large scales (greater than 100,000 km²), with variable and mostly lower correlations (r from 0.65 to 0.87; p<0.1) at small spatial scales (lower than 10,000 km²). Large area models can contribute to monitoring or forecasting regional patterns of variability in maize production in the region, providing a basis for agricultural decision making, and Glam‑Maize is one of the alternatives.
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This report details the port interconnection of two subsystems: a power electronics subsystem (a back-to-back AC/AC converter (B2B), coupled to a phase of the power grid), and an electromechanical subsystem (a doubly-fed induction machine (DFIM), coupled mechanically to a flywheel and electrically to the power grid and to a local varying load). Both subsystems have been essentially described in previous reports (deliverables D 0.5 and D 4.3.1), although some previously unpublished details are presented here. The B2B is a variable structure system (VSS), due to the presence of control-actuated switches: however from a modelling and simulation, as well as a control-design, point of view, it is sensible to consider modulated transformers (MTF in the bond-graph language) instead of the pairs of complementary switches. The port-Hamiltonian models of both subsystems are presents and coupled through a power-preserving interconnection, and the Hamiltonian description of the whole system is obtained; detailed bond-graphs of all the subsystems and the complete system are provided.
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This research report illustrates and examines new operation models for decreasing fixed costs and transforming them into variable costs in the field of paper industry. The report illustrates two cases - a new operation model for material logistics in maintenance and an examination of forklift truck fleet outsourcing solutions. Conventional material logistics in maintenance operation is illustrated and some problems related to conventional operation are identified. A new operation model that solves some of these problems is presented including descriptions of procurement and service contracts and sources of added value. Forklift truck fleet outsourcing solutions are examined by illustrating the responsibilities of a host company and a service provider both before and after outsourcing. The customer buys outsourcingservices in order to improve its investment productivity. The mechanism of how these services affect the customer company's investment productivity is illustrated.
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The application of forced unsteady-state reactors in case of selective catalytic reduction of nitrogen oxides (NOx) with ammonia (NH3) is sustained by the fact that favorable temperature and composition distributions which cannot be achieved in any steady-state regime can be obtained by means of unsteady-state operations. In a normal way of operation the low exothermicity of the selective catalytic reduction (SCR) reaction (usually carried out in the range of 280-350°C) is not enough to maintain by itself the chemical reaction. A normal mode of operation usually requires supply of supplementary heat increasing in this way the overall process operation cost. Through forced unsteady-state operation, the main advantage that can be obtained when exothermic reactions take place is the possibility of trapping, beside the ammonia, the moving heat wave inside the catalytic bed. The unsteady state-operation enables the exploitation of the thermal storage capacity of the catalyticbed. The catalytic bed acts as a regenerative heat exchanger allowing auto-thermal behaviour when the adiabatic temperature rise is low. Finding the optimum reactor configuration, employing the most suitable operation model and identifying the reactor behavior are highly important steps in order to configure a proper device for industrial applications. The Reverse Flow Reactor (RFR) - a forced unsteady state reactor - corresponds to the above mentioned characteristics and may be employed as an efficient device for the treatment of dilute pollutant mixtures. As a main disadvantage, beside its advantages, the RFR presents the 'wash out' phenomena. This phenomenon represents emissions of unconverted reactants at every switch of the flow direction. As a consequence our attention was focused on finding an alternative reactor configuration for RFR which is not affected by the incontrollable emissions of unconverted reactants. In this respect the Reactor Network (RN) was investigated. Its configuration consists of several reactors connected in a closed sequence, simulating a moving bed by changing the reactants feeding position. In the RN the flow direction is maintained in the same way ensuring uniformcatalyst exploitation and in the same time the 'wash out' phenomena is annulated. The simulated moving bed (SMB) can operate in transient mode giving practically constant exit concentration and high conversion levels. The main advantage of the reactor network operation is emphasizedby the possibility to obtain auto-thermal behavior with nearly uniformcatalyst utilization. However, the reactor network presents only a small range of switching times which allow to reach and to maintain an ignited state. Even so a proper study of the complex behavior of the RN may give the necessary information to overcome all the difficulties that can appear in the RN operation. The unsteady-state reactors complexity arises from the fact that these reactor types are characterized by short contact times and complex interaction between heat and mass transportphenomena. Such complex interactions can give rise to a remarkable complex dynamic behavior characterized by a set of spatial-temporal patterns, chaotic changes in concentration and traveling waves of heat or chemical reactivity. The main efforts of the current research studies concern the improvement of contact modalities between reactants, the possibility of thermal wave storage inside the reactor and the improvement of the kinetic activity of the catalyst used. Paying attention to the above mentioned aspects is important when higher activity even at low feeding temperatures and low emissions of unconverted reactants are the main operation concerns. Also, the prediction of the reactor pseudo or steady-state performance (regarding the conversion, selectivity and thermal behavior) and the dynamicreactor response during exploitation are important aspects in finding the optimal control strategy for the forced unsteady state catalytic tubular reactors. The design of an adapted reactor requires knowledge about the influence of its operating conditions on the overall process performance and a precise evaluation of the operating parameters rage for which a sustained dynamic behavior is obtained. An apriori estimation of the system parameters result in diminution of the computational efforts. Usually the convergence of unsteady state reactor systems requires integration over hundreds of cycles depending on the initial guess of the parameter values. The investigation of various operation models and thermal transfer strategies give reliable means to obtain recuperative and regenerative devices which are capable to maintain an auto-thermal behavior in case of low exothermic reactions. In the present research work a gradual analysis of the SCR of NOx with ammonia process in forced unsteady-state reactors was realized. The investigation covers the presentationof the general problematic related to the effect of noxious emissions in the environment, the analysis of the suitable catalysts types for the process, the mathematical analysis approach for modeling and finding the system solutions and the experimental investigation of the device found to be more suitable for the present process. In order to gain information about the forced unsteady state reactor design, operation, important system parameters and their values, mathematical description, mathematicalmethod for solving systems of partial differential equations and other specific aspects, in a fast and easy way, and a case based reasoning (CBR) approach has been used. This approach, using the experience of past similarproblems and their adapted solutions, may provide a method for gaining informations and solutions for new problems related to the forced unsteady state reactors technology. As a consequence a CBR system was implemented and a corresponding tool was developed. Further on, grooving up the hypothesis of isothermal operation, the investigation by means of numerical simulation of the feasibility of the SCR of NOx with ammonia in the RFRand in the RN with variable feeding position was realized. The hypothesis of non-isothermal operation was taken into account because in our opinion ifa commercial catalyst is considered, is not possible to modify the chemical activity and its adsorptive capacity to improve the operation butis possible to change the operation regime. In order to identify the most suitable device for the unsteady state reduction of NOx with ammonia, considering the perspective of recuperative and regenerative devices, a comparative analysis of the above mentioned two devices performance was realized. The assumption of isothermal conditions in the beginningof the forced unsteadystate investigation allowed the simplification of the analysis enabling to focus on the impact of the conditions and mode of operation on the dynamic features caused by the trapping of one reactant in the reactor, without considering the impact of thermal effect on overall reactor performance. The non-isothermal system approach has been investigated in order to point out the important influence of the thermal effect on overall reactor performance, studying the possibility of RFR and RN utilization as recuperative and regenerative devices and the possibility of achieving a sustained auto-thermal behavior in case of lowexothermic reaction of SCR of NOx with ammonia and low temperature gasfeeding. Beside the influence of the thermal effect, the influence of the principal operating parameters, as switching time, inlet flow rate and initial catalyst temperature have been stressed. This analysis is important not only because it allows a comparison between the two devices and optimisation of the operation, but also the switching time is the main operating parameter. An appropriate choice of this parameter enables the fulfilment of the process constraints. The level of the conversions achieved, the more uniform temperature profiles, the uniformity ofcatalyst exploitation and the much simpler mode of operation imposed the RN as a much more suitable device for SCR of NOx with ammonia, in usual operation and also in the perspective of control strategy implementation. Theoretical simplified models have also been proposed in order to describe the forced unsteady state reactors performance and to estimate their internal temperature and concentration profiles. The general idea was to extend the study of catalytic reactor dynamics taking into account the perspectives that haven't been analyzed yet. The experimental investigation ofRN revealed a good agreement between the data obtained by model simulation and the ones obtained experimentally.
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Ruin occurs the first time when the surplus of a company or an institution is negative. In the Omega model, it is assumed that even with a negative surplus, the company can do business as usual until bankruptcy occurs. The probability of bankruptcy at a point of time only depends on the value of the negative surplus at that time. Under the assumption of Brownian motion for the surplus, the expected discounted value of a penalty at bankruptcy is determined, and hence the probability of bankruptcy. There is an intrinsic relation between the probability of no bankruptcy and an exposure random variable. In special cases, the distribution of the total time the Brownian motion spends below zero is found, and the Laplace transform of the integral of the negative part of the Brownian motion is expressed in terms of the Airy function of the first kind.
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In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.
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Uusien paperikoneiden kysyntä on vähentynyt ja jälkimarkkinointipalveluiden, kuten huoltojen ja varaosamyyntien, merkittävyys paperikoneliiketoiminnassa on kasvanut entisestään viime aikoina. Uudentyyppisiä palveluja kilpailuedun lisäämiseksi kehitellään jatkuvasti. Esimerkki tällaisesta palvelusta on sopimusperusteinen varastointipalvelu, jossa osat ovat myyjän varastossa kunnes asiakas ottaa ne käyttöön. Diplomityön tavoite on rakentaa malli varastoinnin kustannuslaskentaan ja laskea sen avulla varastointipalvelun kustannukset. Perinteinen toimitusketju monine varastoineen ei nykykäsityksen mukaan ole enää kustannustehokas. Yhä useammat yritykset kaupan ja teollisuuden aloilla ovat ryhtyneet soveltamaan VMI (Vendor Managed Inventory) teoriaa toimitusketjuissaan. Varastot ovat tällöin keskitettyjä, tiedonkulku toimitusketjun portaiden välillä on nopeaa ja kysyntään pystytään vastaamaan lyhyemmällä viiveellä sen ennakoitavuuden paranemisen takia. Työn tuloksena on toimintolaskentaan pohjautuva kustannuslaskentamalli, jota voidaan hyödyntää myös hinnoittelupäätöksiä tehtäessä. Työssä esitellään mallin soveltaminen eri tapauksiin ja ehdotetaan jatkotoimenpiteitä.
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Among unidentified gamma-ray sources in the galactic plane, there are some that present significant variability and have been proposed to be high-mass microquasars. To deepen the study of the possible association between variable low galactic latitude gamma-ray sources and microquasars, we have applied a leptonic jet model based on the microquasar scenario that reproduces the gamma-ray spectrum of three unidentified gamma-ray sources, 3EG J1735-1500, 3EG J1828+0142 and GRO J1411-64, and is consistent with the observational constraints at lower energies. We conclude that if these sources were generated by microquasars, the particle acceleration processes could not be as efficient as in other objects of this type that present harder gamma-ray spectra. Moreover, the dominant mechanism of high-energy emission should be synchrotron self-Compton (SSC) scattering, and the radio jets may only be observed at low frequencies. For each particular case, further predictions of jet physical conditions and variability generation mechanisms have been made in the context of the model. Although there might be other candidates able to explain the emission coming from these sources, microquasars cannot be excluded as counterparts. Observations performed by the next generation of gamma-ray instruments, like GLAST, are required to test the proposed model.