883 resultados para Simulation Based Method


Relevância:

80.00% 80.00%

Publicador:

Resumo:

The differential phase (ΦDP) measured by polarimetric radars is recognized to be a very good indicator of the path integrated by rain. Moreover, if a linear relationship is assumed between the specific differential phase (KDP) and the specific attenuation (AH) and specific differential attenuation (ADP), then attenuation can easily be corrected. The coefficients of proportionality, γH and γDP, are, however, known to be dependent in rain upon drop temperature, drop shapes, drop size distribution, and the presence of large drops causing Mie scattering. In this paper, the authors extensively apply a physically based method, often referred to as the “Smyth and Illingworth constraint,” which uses the constraint that the value of the differential reflectivity ZDR on the far side of the storm should be low to retrieve the γDP coefficient. More than 30 convective episodes observed by the French operational C-band polarimetric Trappes radar during two summers (2005 and 2006) are used to document the variability of γDP with respect to the intrinsic three-dimensional characteristics of the attenuating cells. The Smyth and Illingworth constraint could be applied to only 20% of all attenuated rays of the 2-yr dataset so it cannot be considered the unique solution for attenuation correction in an operational setting but is useful for characterizing the properties of the strongly attenuating cells. The range of variation of γDP is shown to be extremely large, with minimal, maximal, and mean values being, respectively, equal to 0.01, 0.11, and 0.025 dB °−1. Coefficient γDP appears to be almost linearly correlated with the horizontal reflectivity (ZH), differential reflectivity (ZDR), and specific differential phase (KDP) and correlation coefficient (ρHV) of the attenuating cells. The temperature effect is negligible with respect to that of the microphysical properties of the attenuating cells. Unusually large values of γDP, above 0.06 dB °−1, often referred to as “hot spots,” are reported for 15%—a nonnegligible figure—of the rays presenting a significant total differential phase shift (ΔϕDP > 30°). The corresponding strongly attenuating cells are shown to have extremely high ZDR (above 4 dB) and ZH (above 55 dBZ), very low ρHV (below 0.94), and high KDP (above 4° km−1). Analysis of 4 yr of observed raindrop spectra does not reproduce such low values of ρHV, suggesting that (wet) ice is likely to be present in the precipitation medium and responsible for the attenuation and high phase shifts. Furthermore, if melting ice is responsible for the high phase shifts, this suggests that KDP may not be uniquely related to rainfall rate but can result from the presence of wet ice. This hypothesis is supported by the analysis of the vertical profiles of horizontal reflectivity and the values of conventional probability of hail indexes.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

This paper describes a method that employs Earth Observation (EO) data to calculate spatiotemporal estimates of soil heat flux, G, using a physically-based method (the Analytical Method). The method involves a harmonic analysis of land surface temperature (LST) data. It also requires an estimate of near-surface soil thermal inertia; this property depends on soil textural composition and varies as a function of soil moisture content. The EO data needed to drive the model equations, and the ground-based data required to provide verification of the method, were obtained over the Fakara domain within the African Monsoon Multidisciplinary Analysis (AMMA) program. LST estimates (3 km × 3 km, one image 15 min−1) were derived from MSG-SEVIRI data. Soil moisture estimates were obtained from ENVISAT-ASAR data, while estimates of leaf area index, LAI, (to calculate the effect of the canopy on G, largely due to radiation extinction) were obtained from SPOT-HRV images. The variation of these variables over the Fakara domain, and implications for values of G derived from them, were discussed. Results showed that this method provides reliable large-scale spatiotemporal estimates of G. Variations in G could largely be explained by the variability in the model input variables. Furthermore, it was shown that this method is relatively insensitive to model parameters related to the vegetation or soil texture. However, the strong sensitivity of thermal inertia to soil moisture content at low values of relative saturation (<0.2) means that in arid or semi-arid climates accurate estimates of surface soil moisture content are of utmost importance, if reliable estimates of G are to be obtained. This method has the potential to improve large-scale evaporation estimates, to aid land surface model prediction and to advance research that aims to explain failure in energy balance closure of meteorological field studies.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood. An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Current methods for estimating event-related potentials (ERPs) assume stationarity of the signal. Empirical Mode Decomposition (EMD) is a data-driven decomposition technique that does not assume stationarity. We evaluated an EMD-based method for estimating the ERP. On simulated data, EMD substantially reduced background EEG while retaining the ERP. EMD-denoised single trials also estimated shape, amplitude, and latency of the ERP better than raw single trials. On experimental data, EMD-denoised trials revealed event-related differences between two conditions (condition A and B) more effectively than trials lowpass filtered at 40 Hz. EMD also revealed event-related differences on both condition A and condition B that were clearer and of longer duration than those revealed by low-pass filtering at 40 Hz. Thus, EMD-based denoising is a promising data-driven, nonstationary method for estimating ERPs and should be investigated further.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

A great number of studies on wind conditions in passages between slab-type buildings have been conducted in the past. However, wind conditions under different structure and configuration of buildings is still unclear and studies existed still can’t provide guidance on urban planning and design, due to the complexity of buildings and aerodynamics. The aim of this paper is to provide more insight in the mechanism of wind conditions in passages. In this paper, a simplified passage model with non-parallel buildings is developed on the basis of the wind tunnel experiments conducted by Blocken et al. (2008). Numerical simulation based on CFD is employed for a detailed investigation of the wind environment in passages between two long narrow buildings with different directions and model validation is performed by comparing numerical results with corresponding wind tunnel measurements.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Randomized control trials (RCTs) have become increasingly important as an evidence-based method to evaluate interventions such as government programs and policy initiatives. Frequently, however, RCTs are characterized by ``imperfect compliance'' in that not all the subjects who are randomly assigned to take a treatment choose to do so. This could result in a failure to identify the treatment effect, or the impact of the treatment on the the population. However, useful information on treatment effectiveness can still be recovered by estimating ``bounds'' or a range of values in which treatment effectiveness can lie.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Coccidiosis are the major parasitic diseases in poultry and other domestic animals including the domestic rabbit (Oryctolagus cuniculus). Eleven distinct Eimeria species have been identified in this host, but no PCR-based method has been developed so far for unequivocal species differentiation. In this work, we describe the development of molecular diagnostic assays that allow for the detection and discrimination of the 11 Eimeria species that infect rabbits. We determined the nucleotide sequences of the ITS1 ribosomal DNAs and designed species-specific primers for each species. We performed specificity tests of the assays using heterologous sets of primers and DNA samples, and no cross-specific bands were observed. We obtained a detection limit varying from 500 fg to 1 pg, which corresponds approximately to 0.8-1.7 sporulated oocysts, respectively. The test reported here showed good reproducibility and presented a consistent sensitivity with three different brands of amplification enzymes. These novel diagnostic assays will permit population surveys to be performed with high sensitivity and specificity, thus contributing to a better understanding of the epidemiology of this important group of coccidian parasites. (C) 2010 Elsevier B.V. All rights reserved.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

In this paper we describe and evaluate a geometric mass-preserving redistancing procedure for the level set function on general structured grids. The proposed algorithm is adapted from a recent finite element-based method and preserves the mass by means of a localized mass correction. A salient feature of the scheme is the absence of adjustable parameters. The algorithm is tested in two and three spatial dimensions and compared with the widely used partial differential equation (PDE)-based redistancing method using structured Cartesian grids. Through the use of quantitative error measures of interest in level set methods, we show that the overall performance of the proposed geometric procedure is better than PDE-based reinitialization schemes, since it is more robust with comparable accuracy. We also show that the algorithm is well-suited for the highly stretched curvilinear grids used in CFD simulations. Copyright (C) 2010 John Wiley & Sons, Ltd.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

In this article we address decomposition strategies especially tailored to perform strong coupling of dimensionally heterogeneous models, under the hypothesis that one wants to solve each submodel separately and implement the interaction between subdomains by boundary conditions alone. The novel methodology takes full advantage of the small number of interface unknowns in this kind of problems. Existing algorithms can be viewed as variants of the `natural` staggered algorithm in which each domain transfers function values to the other, and receives fluxes (or forces), and vice versa. This natural algorithm is known as Dirichlet-to-Neumann in the Domain Decomposition literature. Essentially, we propose a framework in which this algorithm is equivalent to applying Gauss-Seidel iterations to a suitably defined (linear or nonlinear) system of equations. It is then immediate to switch to other iterative solvers such as GMRES or other Krylov-based method. which we assess through numerical experiments showing the significant gain that can be achieved. indeed. the benefit is that an extremely flexible, automatic coupling strategy can be developed, which in addition leads to iterative procedures that are parameter-free and rapidly converging. Further, in linear problems they have the finite termination property. Copyright (C) 2009 John Wiley & Sons, Ltd.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

The final contents of total and individual trans-fatty acids of sunflower oil, produced during the deacidification step of physical refining were obtained using a computational simulation program that considered cis-trans isomerization reaction features for oleic, linoleic, and linolenic acids attached to the glycerol part of triacylglycerols. The impact of process variables, such as temperature and liquid flow rate, and of equipment configuration parameters, such as liquid height, diameter, and number of stages, that influence the retention time of the oil in the equipment was analyzed using the response-surface methodology (RSM). The computational simulation and the RSM results were used in two different optimization methods, aiming to minimize final levels of total and individual trans-fatty acids (trans-FA), while keeping neutral oil loss and final oil acidity at low values. The main goal of this work was to indicate that computational simulation, based on a careful modeling of the reaction system, combined with optimization could be an important tool for indicating better processing conditions in industrial physical refining plants of vegetable oils, concerning trans-FA formation.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Migrastatin, a macrolide natural product, and its structurally related analogs are potent inhibitors of cancer cell metastasis, invasion and migration. In the present work, a specialized fragment-based method was employed to develop QSAR models for a series of migrastatin and isomigrastatin analogs. Significant correlation coefficients were obtained (best model, q(2) = 0.76 and r(2) = 0.91) indicating that the QSAR models possess high internal consistency. The best model was then used to predict the potency of an external test set, and the predicted values were in good agreement with the experimental results (R(2) (pred) = 0.85). The final model and the corresponding contribution maps, combined with molecular modeling studies, provided important insights into the key structural features for the anticancer activity of this family of synthetic compounds based on natural products.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Royal palm tree peroxidase (RPTP) is a very stable enzyme in regards to acidity, temperature, H(2)O(2), and organic solvents. Thus, RPTP is a promising candidate for developing H(2)O(2)-sensitive biosensors for diverse applications in industry and analytical chemistry. RPTP belongs to the family of class III secretory plant peroxidases, which include horseradish peroxidase isozyme C, soybean and peanut peroxidases. Here we report the X-ray structure of native RPTP isolated from royal palm tree (Roystonea regia) refined to a resolution of 1.85 angstrom. RPTP has the same overall folding pattern of the plant peroxidase superfamily, and it contains one heme group and two calcium-binding sites in similar locations. The three-dimensional structure of RPTP was solved for a hydroperoxide complex state, and it revealed a bound 2-(N-morpholino) ethanesulfonic acid molecule (MES) positioned at a putative substrate-binding secondary site. Nine N-glycosylation sites are clearly defined in the RPTP electron-density maps, revealing for the first time conformations of the glycan chains of this highly glycosylated enzyme. Furthermore, statistical coupling analysis (SCA) of the plant peroxidase superfamily was performed. This sequence-based method identified a set of evolutionarily conserved sites that mapped to regions surrounding the heme prosthetic group. The SCA matrix also predicted a set of energetically coupled residues that are involved in the maintenance of the structural folding of plant peroxidases. The combination of crystallographic data and SCA analysis provides information about the key structural elements that could contribute to explaining the unique stability of RPTP. (C) 2009 Elsevier Inc. All rights reserved.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

The objective of this thesis work, is to propose an algorithm to detect the faces in a digital image with complex background. A lot of work has already been done in the area of face detection, but drawback of some face detection algorithms is the lack of ability to detect faces with closed eyes and open mouth. Thus facial features form an important basis for detection. The current thesis work focuses on detection of faces based on facial objects. The procedure is composed of three different phases: segmentation phase, filtering phase and localization phase. In segmentation phase, the algorithm utilizes color segmentation to isolate human skin color based on its chrominance properties. In filtering phase, Minkowski addition based object removal (Morphological operations) has been used to remove the non-skin regions. In the last phase, Image Processing and Computer Vision methods have been used to find the existence of facial components in the skin regions.This method is effective on detecting a face region with closed eyes, open mouth and a half profile face. The experiment’s results demonstrated that the detection accuracy is around 85.4% and the detection speed is faster when compared to neural network method and other techniques.