Gestión integral de la ampliación de una infraestructura de sistemas y servicios

Este proyecto se sitúa en el ámbito de las empresas que ofertan servicios informáticos a terceros. Estas empresas se dedican a cubrir las necesidades de gestión de la infraestructura de sistemas y servicios de los clientes. En concreto, los proyectos de ampliación de esas infraestructuras suelen ser bastante problemáticos. Este proyecto desarrolla un conjunto de procedimientos que permiten gestionar la ampliación de una infraestructura de sistemas y servicios de acuerdo a una librería de buenas prácticas denominada ITIL.

Numerical-Value Perturbation Method with Application of Solving Convective-Diffusion Integral Equation

The convective--diffusion equation is of primary importance in such fields as fluid dynamics and heat transfer hi the numerical methods solving the convective-diffusion equation, the finite volume method can use conveniently diversified grids (structured and unstructured grids) and is suitable for very complex geometry The disadvantage of FV methods compared to the finite difference method is that FV-methods of order higher than second are more difficult to develop in three-dimensional cases. The second-order central scheme (2cs) offers a good compromise among accuracy, simplicity and efficiency, however, it will produce oscillatory solutions when the grid Reynolds numbers are large and then very fine grids are required to obtain accurate solution. The simplest first-order upwind (IUW) scheme satisfies the convective boundedness criteria, however. Its numerical diffusion is large. The power-law scheme, QMCK and second-order upwind (2UW) schemes are also often used in some commercial codes. Their numerical accurate are roughly consistent with that of ZCS. Therefore, it is meaningful to offer higher-accurate three point FV scheme. In this paper, the numerical-value perturbational method suggested by Zhi Gao is used to develop an upwind and mixed FV scheme using any higher-order interpolation and second-order integration approximations, which is called perturbational finite volume (PFV) scheme. The PFV scheme uses the least nodes similar to the standard three-point schemes, namely, the number of the nodes needed equals to unity plus the face-number of the control volume. For instanc6, in the two-dimensional (2-D) case, only four nodes for the triangle grids and five nodes for the Cartesian grids are utilized, respectively. The PFV scheme is applied on a number of 1-D problems, 2~Dand 3-D flow model equations. Comparing with other standard three-point schemes, The PFV scheme has much smaller numerical diffusion than the first-order upwind (IUW) scheme, its numerical accuracy are also higher than the second-order central scheme (2CS), the power-law scheme (PLS), the QUICK scheme and the second-order upwind(ZUW) scheme.

Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage

We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model in compact representation and MPS format with a known scenario tree. The cluster submodels are built by storing first the 0-1 the variables, stage by stage, and then the continuous ones, also stage by stage. A C++ experimental code has been implemented for reordering the stochastic model as well as the cluster decomposition after the relaxation of the non-anticipativiy constraints until the so-called breakstage. The computational experience shows better performance of the stage ordering in terms of elapsed time in a randomly generated testbed of multistage stochastic mixed integer problems.

Una aproximación integral desde la metodología del descubrimiento del conocimiento al problema de la predicción de supervivencia en el desastre del Titanic

El objetivo de este trabajo es estudiar el Desastre del Titanic, utilizando la metodología del Descubrimiento del Conocimiento (KDD). La tesis propone diferentes variantes de cómo aplicar técnicas de Minería de Datos y herramientas del Aprendizaje Automático para predecir de forma eficiente la sobrevivencia de los pasajeros. Con este fin se han adaptado diferentes algoritmos de pre-procesamiento de datos, selección de variables y clasificación, a las características particulares del problema tratado. Algunos de estos algoritmos han sido implementados o sus implementaciones han sido modificadas para el caso específico del problema del Titanic.

Consumption and portfolio rules whit stochastic hyperbolic discounting

We extend the classic Merton (1969, 1971) problem that investigates the joint consumption-savings and portfolio-selection problem under capital risk by assuming sophisticated but time-inconsistent agents. We introduce stochastic hyperbolic preferences as in Harris and Laibson (2013) and find closed-form solutions for Merton's optimal consumption and portfolio selection problem in continuous time. We find that the portfolio rule remains identical to the time-consistent solution with power utility and no borrowing constraints. However,the marginal propensity to consume out of wealth is unambiguously greater than the time-consistent, exponential case and,importantly, it is also more responsive to changes in risk. These results suggest that hyperbolic discounting with sophisticated agents offers promise for contributing to explaining important aspects of asset market data.

Asymptotic Hyperstability of a Class of Linear Systems under Impulsive Controls Subject to an Integral Popovian Constraint

This paper is focused on the study of the important property of the asymptotic hyperstability of a class of continuous-time dynamic systems. The presence of a parallel connection of a strictly stable subsystem to an asymptotically hyperstable one in the feed-forward loop is allowed while it has also admitted the generation of a finite or infinite number of impulsive control actions which can be combined with a general form of nonimpulsive controls. The asymptotic hyperstability property is guaranteed under a set of sufficiency-type conditions for the impulsive controls.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Two new integral transforms and their applications

This thesis is in two parts. In Part I the independent variable θ in the trigonometric form of Legendre's equation is extended to the range ( -∞, ∞). The associated spectral representation is an infinite integral transform whose kernel is the analytic continuation of the associated Legendre function of the second kind into the complex θ-plane. This new transform is applied to the problems of waves on a spherical shell, heat flow on a spherical shell, and the gravitational potential of a sphere. In each case the resulting alternative representation of the solution is more suited to direct physical interpretation than the standard forms.

In Part II separation of variables is applied to the initial-value problem of the propagation of acoustic waves in an underwater sound channel. The Epstein symmetric profile is taken to describe the variation of sound with depth. The spectral representation associated with the separated depth equation is found to contain an integral and a series. A point source is assumed to be located in the channel. The nature of the disturbance at a point in the vicinity of the channel far removed from the source is investigated.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Diffraction integral formulas of the pulsed wave field in the temporal domain

To resolve the diffraction problems of the pulsed wave field directly in the temporal domain, we extend the Rayleigh diffraction integrals to the temporal domain and then discuss the approximation condition of this diffraction formula. (C) 1997 Optical Society of America.

Oscillatory integral operators related to pointwise convergence of Schrödinger operators

In this thesis we consider smooth analogues of operators studied in connection with the pointwise convergence of the solution, u(x,t), (x,t) ∈ ℝ^n x ℝ, of the free Schrodinger equation to the given initial data. Such operators are interesting examples of oscillatory integral operators with degenerate phase functions, and we develop strategies to capture the oscillations and obtain sharp L^2 → L^2 bounds. We then consider, for fixed smooth t(x), the restriction of u to the surface (x,t(x)). We find that u(x,t(x)) ∈ L^2(D^n) when the initial data is in a suitable L^2-Sobolev space H^8 (ℝ^n), where s depends on conditions on t.