A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

Pricing the option adjust spread of Brazilian Eurobonds

This paper presents results of a pricing system to compute the option adjusted spread ("DAS") of Eurobonds issued by Brazilian firms. The system computes the "DAS" over US treasury rates taktng imo account the embedded options present on these bonds. These options can be calls ("callable bond"), puts ("putable bond") or combinations ("callable and putable bond"). The pricing model takes into account the evolution of the term structure along time, is compatible with the observable market term structure and is able to compute risk measures such as duration and convexity, and pricing and hedging of options on these bonds. Examples show the ejJects of the embedded options on the spread and risk measures as well as the ejJects on the spread due to variations on the volatility parameters ofthe short rate.

Rational expectations and the service of public debt: a recursive approach

This paper uses dynamic programming to study the time consistency of optimal macroeconomic policy in economies with recurring public deficits. To this end, a general equilibrium recursive model introduced in Chang (1998) is extended to include govemment bonds and production. The original mode! presents a Sidrauski economy with money and transfers only, implying that the need for govemment fmancing through the inflation tax is minimal. The extended model introduces govemment expenditures and a deficit-financing scheme, analyzing the SargentWallace (1981) problem: recurring deficits may lead the govemment to default on part of its public debt through inflation. The methodology allows for the computation of the set of alI sustainable stabilization plans even when the govemment cannot pre-commit to an optimal inflation path. This is done through value function iterations, which can be done on a computeI. The parameters of the extended model are calibrated with Brazilian data, using as case study three Brazilian stabilization attempts: the Cruzado (1986), Collor (1990) and the Real (1994) plans. The calibration of the parameters of the extended model is straightforward, but its numerical solution proves unfeasible due to a dimensionality problem in the algorithm arising from limitations of available computer technology. However, a numerical solution using the original algorithm and some calibrated parameters is obtained. Results indicate that in the absence of govemment bonds or production only the Real Plan is sustainable in the long run. The numerical solution of the extended algorithm is left for future research.

Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

Análise gráfica de estruturas porosas sobre a ótica da estereologia

In this work we developed a computer simulation program for physics porous structures based on programming language C + + using a Geforce 9600 GT with the PhysX chip, originally developed for video games. With this tool, the ability of physical interaction between simulated objects is enlarged, allowing to simulate a porous structure, for example, reservoir rocks and structures with high density. The initial procedure for developing the simulation is the construction of porous cubic structure consisting of spheres with a single size and with varying sizes. In addition, structures can also be simulated with various volume fractions. The results presented are divided into two parts: first, the ball shall be deemed as solid grains, ie the matrix phase represents the porosity, the second, the spheres are considered as pores. In this case the matrix phase represents the solid phase. The simulations in both cases are the same, but the simulated structures are intrinsically different. To validate the results presented by the program, simulations were performed by varying the amount of grain, the grain size distribution and void fraction in the structure. All results showed statistically reliable and consistent with those presented in the literature. The mean values and distributions of stereological parameters measured, such as intercept linear section of perimeter area, sectional area and mean free path are in agreement with the results obtained in the literature for the structures simulated. The results may help the understanding of real structures.

Uma perspectiva de extensão do modelo de aceitação de tecnologia para explicar o uso de linguagens de desenvolvimento WEB: pesquisa com desenvolvedores Pyton e Java

The spread of the Web boosted the dissemination of Information Systems (IS) based on the Web. In order to support the implementation of these systems, several technologies came up or evolved with this purpose, namely the programming languages. The Technology Acceptance Model TAM (Davis, 1986) was conceived aiming to evaluate the acceptance/use of information technologies by their users. A lot of studies and many applications have used the TAM, however, in the literature it was not found a mention of the use of such model related to the use of programming languages. This study aims to investigate which factors influence the use of programming languages on the development of Web systems by their developers, applying an extension of the TAM, proposed in this work. To do so, a research was done with Web developers in two Yahoo groups: java-br and python-brasil, where 26 Java questionnaires and 39 Python questionnaires were fully answered. The questionnaire had general questions and questions which measured intrinsic and extrinsic factors of the programming languages, the perceived usefulness, the perceived ease of use, the attitude toward the using and the programming language use. Most of the respondents were men, graduate, between 20 and 30 years old, working in the southeast and south regions. The research was descriptive in the sense of its objectives. Statistical tools, descriptive statistics, main components and linear regression analysis were used for the data analysis. The foremost research results were: Java and Python have machine independence, extensibility, generality and reliability; Java and Python are more used by corporations and international organizations than supported by the government or educational institutions; there are more Java programmers than Python programmers; the perceived usefulness is influenced by the perceived ease of use; the generality and the extensibility are intrinsic factors of programming languages which influence the perceived ease of use; the perceived ease of use influences the attitude toward the using of the programming language

Um algoritmo híbrido para o problema de roteamento de veículos com frotas heterogêneas

This paper aims to propose a hybrid meta-heuristics for the Heterogeneous Fleet Vehicle Routing Problem (HVRP), which is a combinatorial optimization problem NP-hard, and is characterized by the use of a limited fleet consists of different vehicles with different capacities. The hybrid method developed makes use of a memetic algorithm associated with the component optimizer Vocabulary Building. The resulting hybrid meta-heuristic was implemented in the programming language C + + and computational experiments generated good results in relation to meta-heuristic applied in isolation, proving the efficiency of the proposed method.

Um ambiente integrado para manipulação de tráfego multicast

In the two last decades of the past century, following the consolidation of the Internet as the world-wide computer network, applications generating more robust data flows started to appear. The increasing use of videoconferencing stimulated the creation of a new form of point-to-multipoint transmission called IP Multicast. All companies working in the area of software and the hardware development for network videoconferencing have adjusted their products as well as developed new solutionsfor the use of multicast. However the configuration of such different solutions is not easy done, moreover when changes in the operational system are also requirede. Besides, the existing free tools have limited functions, and the current comercial solutions are heavily dependent on specific platforms. Along with the maturity of IP Multicast technology and with its inclusion in all the current operational systems, the object-oriented programming languages had developed classes able to handle multicast traflic. So, with the help of Java APIs for network, data bases and hipertext, it became possible to the develop an Integrated Environment able to handle multicast traffic, which is the major objective of this work. This document describes the implementation of the above mentioned environment, which provides many functions to use and manage multicast traffic, functions which existed only in a limited way and just in few tools, normally the comercial ones. This environment is useful to different kinds of users, so that it can be used by common users, who want to join multimedia Internet sessions, as well as more advenced users such engineers and network administrators who may need to monitor and handle multicast traffic

Uma ferramenta de manipulação de pacotes para análise de protocolos de redes industriais baseados em TCP/IP

This work presents a packet manipulation tool developed to realize tests in industrial devices that implements TCP/IP-based communication protocols. The tool was developed in Python programming language, as a Scapy extension. This tool, named IndPM- Industrial Packet Manipulator, can realize vulnerability tests in devices of industrial networks, industrial protocol compliance tests, receive server replies and utilize the Python interpreter to build tests. The Modbus/TCP protocol was implemented as proof-of-concept. The DNP3 over TCP protocol was also implemented but tests could not be realized because of the lack of resources. The IndPM results with Modbus/TCP protocol show some implementation faults in a Programmable Logic Controller communication module frequently utilized in automation companies

Object-Space Road Extraction in Rural Areas Using Stereoscopic Aerial Images

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

Extração semiautomática de contornos de telhado de edifícios com base em snakes e programação dinâmica

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

Extração semi-automática de rodovia baseada em um par estéreo de imagens aéreas e em otimização por programação dinâmica no espaço-objeto

This article proposes a method for 3D road extraction from a stereopair of aerial images. The dynamic programming (DP) algorithm is used to carry out the optimization process in the object-space, instead of usually doing it in the image-space such as the DP traditional methodologies. This means that road centerlines are directly traced in the object-space, implying that a mathematical relationship is necessary to connect road points in object and image-space. This allows the integration of radiometric information from images into the associate mathematical road model. As the approach depends on an initial approximation of each road, it is necessary a few seed points to coarsely describe the road. Usually, the proposed method allows good results to be obtained, but large anomalies along the road can disturb its performance. Therefore, the method can be used for practical application, although it is expected some kind of local manual edition of the extracted road centerline.

Quantitative characterization of multi-phase materials by digital image processing

An automatic image processing and analysis technique has been developed for quantitative characterization of multi-phase materials. For the development of this technique is used the Khoros system that offers the basic morphological tools and a flexible, visual programming language. These techniques are implemented in a highly user oriented image processing environment that allows the user to adapt each step of the processing to his special requirements.To illustrate the implementation and performance of this technique, images of two different materials are processed for microstructure characterization. The result is presented through the determination of volume fraction of the different phases or precipitates.

BSmart: desenvolvimento rigoroso de aplicações Java Card com base no método formal B

Java Card technology allows the development and execution of small applications embedded in smart cards. A Java Card application is composed of an external card client and of an application in the card that implements the services available to the client by means of an Application Programming Interface (API). Usually, these applications manipulate and store important information, such as cash and confidential data of their owners. Thus, it is necessary to adopt rigor on developing a smart card application to improve its quality and trustworthiness. The use of formal methods on the development of these applications is a way to reach these quality requirements. The B method is one of the many formal methods for system specification. The development in B starts with the functional specification of the system, continues with the application of some optional refinements to the specification and, from the last level of refinement, it is possible to generate code for some programming language. The B formalism has a good tool support and its application to Java Card is adequate since the specification and development of APIs is one of the major applications of B. The BSmart method proposed here aims to promote the rigorous development of Java Card applications up to the generation of its code, based on the refinement of its formal specification described in the B notation. This development is supported by the BSmart tool, that is composed of some programs that automate each stage of the method; and by a library of B modules and Java Card classes that model primitive types, essential Java Card API classes and reusable data structures

Java-XSC : módulo complexo e complexo intervalar

This work aims to develop modules that will increase the computational power of the Java-XSC library, and XSC an acronym for "Language Extensions for Scientific Computation . This library is actually an extension of the Java programming language that has standard functions and routines elementary mathematics useful interval. in this study two modules were added to the library, namely, the modulus of complex numbers and complex numbers of module interval which together with the modules original numerical applications that are designed to allow, for example in the engineering field, can be used in devices running Java programs