Nonlinear features identified by Volterra series for damage detection in a buckled beam

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

Modelos para dados grupados e sensurados aplicados à área biológica: comparação usando fator de Bayes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Aplicação da gestão de processos em uma universidade pública do estado de São Paulo

Pós-graduação em Engenharia de Produção - FEB

Equações de diferenças: aplicações no ensino médio

Pós-graduação em Matemática em Rede Nacional - IBILCE

Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions

We consider a discrete-time financial model in a general sample space with penalty costs on short positions. We consider a friction market closely related to the standard one except that withdrawals from the portfolio value proportional to short positions are made. We provide necessary and sufficient conditions for the nonexistence of arbitrages in this situation and for a self-financing strategy to replicate a contingent claim. For the finite-sample space case, this result leads to an explicit and constructive procedure for obtaining perfect hedging strategies.

Integrodifference model for blowfly invasion

We propose a stage-structured integrodifference model for blowflies' growth and dispersion taking into account the density dependence of fertility and survival rates and the non-overlap of generations. We assume a discrete-time, stage-structured, model. The spatial dynamics is introduced by means of a redistribution kernel. We treat one and two dimensional cases, the latter on the semi-plane, with a reflexive boundary. We analytically show that the upper bound for the invasion front speed is the same as in the one-dimensional case. Using laboratory data for fertility and survival parameters and dispersal data of a single generation from a capture-recapture experiment in South Africa, we obtain an estimate for the velocity of invasion of blowflies of the species Chrysomya albiceps. This model predicts a speed of invasion which was compared to actual observational data for the invasion of the focal species in the Neotropics. Good agreement was found between model and observations.

Combinatorial-topological framework for the analysis of global dynamics

We discuss an algorithmic framework based on efficient graph algorithms and algebraic-topological computational tools. The framework is aimed at automatic computation of a database of global dynamics of a given m-parameter semidynamical system with discrete time on a bounded subset of the n-dimensional phase space. We introduce the mathematical background, which is based upon Conley's topological approach to dynamics, describe the algorithms for the analysis of the dynamics using rectangular grids both in phase space and parameter space, and show two sample applications. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4767672]

Hero's journey in bifurcation diagram

The hero's journey is a narrative structure identified by several authors in comparative studies on folklore and mythology. This storytelling template presents the stages of inner metamorphosis undergone by the protagonist after being called to an adventure. In a simplified version, this journey is divided into three acts separated by two crucial moments. Here we propose a discrete-time dynamical system for representing the protagonist's evolution. The suffering along the journey is taken as the control parameter of this system. The bifurcation diagram exhibits stationary, periodic and chaotic behaviors. In this diagram, there are transition from fixed point to chaos and transition from limit cycle to fixed point. We found that the values of the control parameter corresponding to these two transitions are in quantitative agreement with the two critical moments of the three-act hero's journey identified in 10 movies appearing in the list of the 200 worldwide highest-grossing films. (C) 2011 Elsevier B.V. All rights reserved.

Rich media content adaptation in e-learning systems

The wide use of e-technologies represents a great opportunity for underserved segments of the population, especially with the aim of reintegrating excluded individuals back into society through education. This is particularly true for people with different types of disabilities who may have difficulties while attending traditional on-site learning programs that are typically based on printed learning resources. The creation and provision of accessible e-learning contents may therefore become a key factor in enabling people with different access needs to enjoy quality learning experiences and services. Another e-learning challenge is represented by m-learning (which stands for mobile learning), which is emerging as a consequence of mobile terminals diffusion and provides the opportunity to browse didactical materials everywhere, outside places that are traditionally devoted to education. Both such situations share the need to access materials in limited conditions and collide with the growing use of rich media in didactical contents, which are designed to be enjoyed without any restriction. Nowadays, Web-based teaching makes great use of multimedia technologies, ranging from Flash animations to prerecorded video-lectures. Rich media in e-learning can offer significant potential in enhancing the learning environment, through helping to increase access to education, enhance the learning experience and support multiple learning styles. Moreover, they can often be used to improve the structure of Web-based courses. These highly variegated and structured contents may significantly improve the quality and the effectiveness of educational activities for learners. For example, rich media contents allow us to describe complex concepts and process flows. Audio and video elements may be utilized to add a “human touch” to distance-learning courses. Finally, real lectures may be recorded and distributed to integrate or enrich on line materials. A confirmation of the advantages of these approaches can be seen in the exponential growth of video-lecture availability on the net, due to the ease of recording and delivering activities which take place in a traditional classroom. Furthermore, the wide use of assistive technologies for learners with disabilities injects new life into e-learning systems. E-learning allows distance and flexible educational activities, thus helping disabled learners to access resources which would otherwise present significant barriers for them. For instance, students with visual impairments have difficulties in reading traditional visual materials, deaf learners have trouble in following traditional (spoken) lectures, people with motion disabilities have problems in attending on-site programs. As already mentioned, the use of wireless technologies and pervasive computing may really enhance the educational learner experience by offering mobile e-learning services that can be accessed by handheld devices. This new paradigm of educational content distribution maximizes the benefits for learners since it enables users to overcome constraints imposed by the surrounding environment. While certainly helpful for users without disabilities, we believe that the use of newmobile technologies may also become a fundamental tool for impaired learners, since it frees them from sitting in front of a PC. In this way, educational activities can be enjoyed by all the users, without hindrance, thus increasing the social inclusion of non-typical learners. While the provision of fully accessible and portable video-lectures may be extremely useful for students, it is widely recognized that structuring and managing rich media contents for mobile learning services are complex and expensive tasks. Indeed, major difficulties originate from the basic need to provide a textual equivalent for each media resource composing a rich media Learning Object (LO). Moreover, tests need to be carried out to establish whether a given LO is fully accessible to all kinds of learners. Unfortunately, both these tasks are truly time-consuming processes, depending on the type of contents the teacher is writing and on the authoring tool he/she is using. Due to these difficulties, online LOs are often distributed as partially accessible or totally inaccessible content. Bearing this in mind, this thesis aims to discuss the key issues of a system we have developed to deliver accessible, customized or nomadic learning experiences to learners with different access needs and skills. To reduce the risk of excluding users with particular access capabilities, our system exploits Learning Objects (LOs) which are dynamically adapted and transcoded based on the specific needs of non-typical users and on the barriers that they can encounter in the environment. The basic idea is to dynamically adapt contents, by selecting them from a set of media resources packaged in SCORM-compliant LOs and stored in a self-adapting format. The system schedules and orchestrates a set of transcoding processes based on specific learner needs, so as to produce a customized LO that can be fully enjoyed by any (impaired or mobile) student.

Spectrum shaping and its application: spread-spectrum clock generator and circuits for ultra wide band

Electromagnetic spectrum can be identified as a resource for the designer, as well as for the manufacturer, from two complementary points of view: first, because it is a good in great demand by many different kind of applications; second, because despite its scarce availability, it may be advantageous to use more spectrum than necessary. This is the case of Spread-Spectrum Systems, those systems in which the transmitted signal is spread over a wide frequency band, much wider, in fact, than the minimum bandwidth required to transmit the information being sent. Part I of this dissertation deals with Spread-Spectrum Clock Generators (SSCG) aiming at reducing Electro Magnetic Interference (EMI) of clock signals in integrated circuits (IC) design. In particular, the modulation of the clock and the consequent spreading of its spectrum are obtained through a random modulating signal outputted by a chaotic map, i.e. a discrete-time dynamical system showing chaotic behavior. The advantages offered by this kind of modulation are highlighted. Three different prototypes of chaos-based SSCG are presented in all their aspects: design, simulation, and post-fabrication measurements. The third one, operating at a frequency equal to 3GHz, aims at being applied to Serial ATA, standard de facto for fast data transmission to and from Hard Disk Drives. The most extreme example of spread-spectrum signalling is the emerging ultra-wideband (UWB) technology, which proposes the use of large sections of the radio spectrum at low amplitudes to transmit high-bandwidth digital data. In part II of the dissertation, two UWB applications are presented, both dealing with the advantages as well as with the challenges of a wide-band system, namely: a chaos-based sequence generation method for reducing Multiple Access Interference (MAI) in Direct Sequence UWB Wireless-Sensor-Networks (WSNs), and design and simulations of a Low-Noise Amplifier (LNA) for impulse radio UWB. This latter topic was studied during a study-abroad period in collaboration with Delft University of Technology, Delft, Netherlands.

Enabling Blocks for Integrated CMOS UWB Transceivers

The last decades have seen an unrivaled growth and diffusion of mobile telecommunications. Several standards have been developed to this purposes, from GSM mobile phone communications to WLAN IEEE 802.11, providing different services for the the transmission of signals ranging from voice to high data rate digital communications and Digital Video Broadcasting (DVB). In this wide research and market field, this thesis focuses on Ultra Wideband (UWB) communications, an emerging technology for providing very high data rate transmissions over very short distances. In particular the presented research deals with the circuit design of enabling blocks for MB-OFDM UWB CMOS single-chip transceivers, namely the frequency synthesizer and the transmission mixer and power amplifier. First we discuss three different models for the simulation of chargepump phase-locked loops, namely the continuous time s-domain and discrete time z-domain approximations and the exact semi-analytical time-domain model. The limitations of the two approximated models are analyzed in terms of error in the computed settling time as a function of loop parameters, deriving practical conditions under which the different models are reliable for fast settling PLLs up to fourth order. Besides, a phase noise analysis method based upon the time-domain model is introduced and compared to the results obtained by means of the s-domain model. We compare the three models over the simulation of a fast switching PLL to be integrated in a frequency synthesizer for WiMedia MB-OFDM UWB systems. In the second part, the theoretical analysis is applied to the design of a 60mW 3.4 to 9.2GHz 12 Bands frequency synthesizer for MB-OFDM UWB based on two wide-band PLLs. The design is presented and discussed up to layout level. A test chip has been implemented in TSMC CMOS 90nm technology, measured data is provided. The functionality of the circuit is proved and specifications are met with state-of-the-art area occupation and power consumption. The last part of the thesis deals with the design of a transmission mixer and a power amplifier for MB-OFDM UWB band group 1. The design has been carried on up to layout level in ST Microlectronics 65nm CMOS technology. Main characteristics of the systems are the wideband behavior (1.6 GHz of bandwidth) and the constant behavior over process parameters, temperature and supply voltage thanks to the design of dedicated adaptive biasing circuits.

Advanced CMOS Interfaces for Bio-Nanosensors

The improvement of devices provided by Nanotechnology has put forward new classes of sensors, called bio-nanosensors, which are very promising for the detection of biochemical molecules in a large variety of applications. Their use in lab-on-a-chip could gives rise to new opportunities in many fields, from health-care and bio-warfare to environmental and high-throughput screening for pharmaceutical industry. Bio-nanosensors have great advantages in terms of cost, performance, and parallelization. Indeed, they require very low quantities of reagents and improve the overall signal-to-noise-ratio due to increase of binding signal variations vs. area and reduction of stray capacitances. Additionally, they give rise to new challenges, such as the need to design high-performance low-noise integrated electronic interfaces. This thesis is related to the design of high-performance advanced CMOS interfaces for electrochemical bio-nanosensors. The main focus of the thesis is: 1) critical analysis of noise in sensing interfaces, 2) devising new techniques for noise reduction in discrete-time approaches, 3) developing new architectures for low-noise, low-power sensing interfaces. The manuscript reports a multi-project activity focusing on low-noise design and presents two developed integrated circuits (ICs) as examples of advanced CMOS interfaces for bio-nanosensors. The first project concerns low-noise current-sensing interface for DC and transient measurements of electrophysiological signals. The focus of this research activity is on the noise optimization of the electronic interface. A new noise reduction technique has been developed so as to realize an integrated CMOS interfaces with performance comparable with state-of-the-art instrumentations. The second project intends to realize a stand-alone, high-accuracy electrochemical impedance spectroscopy interface. The system is tailored for conductivity-temperature-depth sensors in environmental applications, as well as for bio-nanosensors. It is based on a band-pass delta-sigma technique and combines low-noise performance with low-power requirements.

Risikomaße in der Finanzmathematik

„Risikomaße in der Finanzmathematik“ Der Value-at -Risk (VaR) ist ein Risikomaß, dessen Verwendung von der Bankenaufsicht gefordert wird. Der Vorteil des VaR liegt – als Quantil der Ertrags- oder Verlustverteilung - vor allem in seiner einfachen Interpretierbarkeit. Nachteilig ist, dass der linke Rand der Wahrscheinlichkeitsverteilung nicht beachtet wird. Darüber hinaus ist die Berechnung des VaR schwierig, da Quantile nicht additiv sind. Der größte Nachteil des VaR ist in der fehlenden Subadditivität zu sehen. Deswegen werden Alternativen wie Expected Shortfall untersucht. In dieser Arbeit werden zunächst finanzielle Risikomaße eingeführt und einige ihre grundlegenden Eigenschaften festgehalten. Wir beschäftigen uns mit verschiedenen parametrischen und nichtparametrischen Methoden zur Ermittlung des VaR, unter anderen mit ihren Vorteilen und Nachteilen. Des Weiteren beschäftigen wir uns mit parametrischen und nichtparametrischen Schätzern vom VaR in diskreter Zeit. Wir stellen Portfoliooptimierungsprobleme im Black Scholes Modell mit beschränktem VaR und mit beschränkter Varianz vor. Der Vorteil des erstens Ansatzes gegenüber dem zweiten wird hier erläutert. Wir lösen Nutzenoptimierungsprobleme in Bezug auf das Endvermögen mit beschränktem VaR und mit beschränkter Varianz. VaR sagt nichts über den darüber hinausgehenden Verlust aus, während dieser von Expected Shortfall berücksichtigt wird. Deswegen verwenden wir hier den Expected Shortfall anstelle des von Emmer, Korn und Klüppelberg (2001) betrachteten Risikomaßes VaR für die Optimierung des Portfolios im Black Scholes Modell.

Wavelet estimation in diffusions with periodicity

Wir betrachten einen zeitlich inhomogenen Diffusionsprozess, der durch eine stochastische Differentialgleichung gegeben wird, deren Driftterm ein deterministisches T-periodisches Signal beinhaltet, dessen Periodizität bekannt ist. Dieses Signal sei in einem Besovraum enthalten. Wir schätzen es mit Hilfe eines nichtparametrischen Waveletschätzers. Unser Schätzer ist von einem Wavelet-Dichteschätzer mit Thresholding inspiriert, der 1996 in einem klassischen iid-Modell von Donoho, Johnstone, Kerkyacharian und Picard konstruiert wurde. Unter gewissen Ergodizitätsvoraussetzungen an den Prozess können wir nichtparametrische Konvergenzraten angegeben, die bis auf einen logarithmischen Term den Raten im klassischen iid-Fall entsprechen. Diese Raten werden mit Hilfe von Orakel-Ungleichungen gezeigt, die auf Ergebnissen über Markovketten in diskreter Zeit von Clémencon, 2001, beruhen. Außerdem betrachten wir einen technisch einfacheren Spezialfall und zeigen einige Computersimulationen dieses Schätzers.

"Unser Volk ist vereint, unser Land unabhängig" - zum Umgang mit nationalen Identitätsmodellen im postsowjetischen Kasachstan

Für alle fünf zentralasiatischen Teilrepubliken kam der Zusammenbruch der Sowjetunion im Jahr 1991 relativ plötzlich und eher unerwartet. Der Prozess der „Transformation“ beinhaltete für die neu entstandenen Staaten nun nicht nur die Umstellung politischer und wirtschaftlicher Systeme, sondern ebenso die Organisation von Erinnerung und die Konstruktion von Identität, bei der die staatliche Nationalisierungspolitik oft Paradebeispiele von invented traditions her-vorbrachte. rnIn Kasachstan, dem Land, das während der Sowjetzeit am stärksten russifiziert wurde und heute offiziell 120 Minderheiten zählt, stellt sich dabei die Frage, wie nationale Identitätsmus-ter konstruiert werden und wie Politik. Medien und Bevölkerung damit umgehen. Zwanzig Jahre nach der Unabhängigkeitserklärung des Landes und einer Phase, in der die Regierung mit einer Vielzahl von Maßnahmen versucht, den Identitätsfindungsprozess zu steuern, wurde im Rahmen dieser Arbeit erstmals eine empirische Studie zu der Frage durchgeführt, welche Bedeutungen bestimmte Identitätskonzepte für die lokale Bevölkerung haben. Während meh-rerer Forschungsaufenthalte von insgesamt vier Monaten in den Jahren 2010 und 2011 wurden in Hinblick auf die Fragestellung leitfadenorientierte Interviews und informelle Gespräche mit Teilen der kasachstanischen Bevölkerung geführt, teilnehmende Beobachtung, zwei Fragebo-genaktionen und eine Zeitungsanalyse durchgeführt sowie wissenschaftliche Studien und poli-tische Dokumente analysiert.rnDie Arbeit kommt zu dem Ergebnis, dass die Mehrheit der Befragten sich mehr oder weniger stark entweder über die Staatsbürgerschaft oder die ethnische Zugehörigkeit zur Titularnation mit dem Staat identifiziert. Auffällig ist die Bedeutung regionaler Identitäten für die Befrag-ten, die weder in der nationalen Identitätspolitik noch in der wissenschaftlichen Literatur von Wichtigkeit sind. Ethnische und religiöse Nivellierungen scheinen im Alltagsleben belanglos zu sein, aber in bestimmten anderen Kontexten eine entscheidende Rolle zu spielen. Starke Unterschiede in der Bedeutung verschiedener Identitätsmodelle lassen sich zwischen Stadt- und Landbevölkerung beziehungsweise zwischen sowjetisierten und nach der Wende repatri-ierten Kasachen ausmachen.rnEs ist anzunehmen, dass die Regierung der entscheidende Agent in der Identitätsfindung des Landes ist. Unter den Befragten zeigte sich, dass Identitätspolitik auf der pragmatischen Ebe-ne, beispielsweise in der Anerkennung von Russisch und Kasachisch als Staatssprachen, er-folgreicher ist als auf der emotionalen. rn