970 resultados para malliavin calculus


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This article presents a novel method for visualizing the control systems behavior. The proposed scheme uses the tools of fractional calculus and computes the signals propagating within the system structure as a time/frequency-space wave. Linear and nonlinear closed-loop control systems are analyzed, for both the time and frequency responses, under the action of a reference step input signal. Several nonlinearities, namely, Coulomb friction and backlash, are also tested. The numerical experiments demonstrate the feasibility of the proposed methodology as a visualization tool and motivate its extension for other systems and classes of nonlinearities.

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Esta tese de dissertação tem como principal objetivo a implementação de controladores fracionários utilizando diapositivos analógicos FPAA (Field Programable Analog Array). Embora estes dispositivos já não sejam um tecnologia recente, não tiveram grande aceitação comercial, daí não ter sido grande a sua evolução nesta última década. Mas para a elaboração de alguns circuitos analógicos, nomeadamente filtros, amplificadores e mesmo controladores PID (Proporcional-Integrativo-Derivativo) analógicos torna-se numa ferramenta que pode facilitar o projeto e implementação. Para a realização deste estudo, utilizou-se a placa de desenvolvimento da Anadigm AN231K04-DVLP3 juntamente com o software disponibilizado pela mesma empresa, o AnadigmDesigner2. Para a simulação e observação dos resultados foi utilizada a DAQ (Data Acquisition) Hilink da Zelton juntamente com o software Matlab. De forma a testar a implementação dos controladores fracionários nas FPAA foram realizados alguns circuitos no software e enviados para a FPAA comparando os resultados obtidos na simulação com os visualizados no osciloscópio. Por último foi projetado um controlador PIlDm recorrendo aos métodos de aproximação inteira descritos neste documento implementados na FPAA recorrendo ao uso de filtros de primeira e segunda ordem.

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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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O presente documento corresponde à realização de um projeto de estruturas em betão armado e estrutura metálica. A escolha deste tema teve como propósito aplicar os conhecimentos adquiridos ao longo do percurso académico, sobretudo em disciplinas do ramo de estruturas. O trabalho desenvolvido é um Projeto de Estabilidade de Betão Armado e Estrutura Metálica de um Internato Masculino para Padres em Onameva, Cunene – Angola. A elaboração deste projeto decorre da realização de um estágio formal de 8 meses na empresa CALCULUS, Miguel Barros – Engenharia, LDA, com o objetivo principal de reunir os requisitos necessários à admissão na Ordem dos Engenheiros. No contexto laboral de um gabinete de projetos de engenharia civil, foi feita a integração de forma gradual e sustentada das competências adquiridas ao longo da formação académica e vivenciadas situações reais de trabalho profissional. De entre as atividades desenvolvidas no estágio, foi escolhido o projeto de estabilidade acima referido pela oportunidade de realizar todas as etapas do seu desenvolvimento, desde a análise da arquitetura até à elaboração das peças escritas e desenhadas, dando assim resposta às exigências necessárias para a conclusão do Mestrado em Engenharia Civil, no ramo de Estruturas, pelo Instituto Superior de Engenharia do Porto.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

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Linear logic has long been heralded for its potential of providing a logical basis for concurrency. While over the years many research attempts were made in this regard, a Curry-Howard correspondence between linear logic and concurrent computation was only found recently, bridging the proof theory of linear logic and session-typed process calculus. Building upon this work, we have developed a theory of intuitionistic linear logic as a logical foundation for session-based concurrent computation, exploring several concurrency related phenomena such as value-dependent session types and polymorphic sessions within our logical framework in an arguably clean and elegant way, establishing with relative ease strong typing guarantees due to the logical basis, which ensure the fundamental properties of type preservation and global progress, entailing the absence of deadlocks in communication. We develop a general purpose concurrent programming language based on the logical interpretation, combining functional programming with a concurrent, session-based process layer through the form of a contextual monad, preserving our strong typing guarantees of type preservation and deadlock-freedom in the presence of general recursion and higher-order process communication. We introduce a notion of linear logical relations for session typed concurrent processes, developing an arguably uniform technique for reasoning about sophisticated properties of session-based concurrent computation such as termination or equivalence based on our logical approach, further supporting our goal of establishing intuitionistic linear logic as a logical foundation for sessionbased concurrency.

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This paper examines modern economic growth according to the multidimensional scaling (MDS) method and state space portrait (SSP) analysis. Electing GDP per capita as the main indicator for economic growth and prosperity, the long-run perspective from 1870 to 2010 identifies the main similarities among 34 world partners’ modern economic growth and exemplifies the historical waving mechanics of the largest world economy, the USA. MDS reveals two main clusters among the European countries and their old offshore territories, and SSP identifies the Great Depression as a mild challenge to the American global performance, when compared to the Second World War and the 2008 crisis.

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In this work we provide a new mathematical model for the Pennes’ bioheat equation, assuming a fractional time derivative of single order. Alternative versions of the bioheat equation are studied and discussed, to take into account the temperature-dependent variability in the tissue perfusion, and both finite and infinite speed of heat propagation. The proposed bioheat model is solved numerically using an implicit finite difference scheme that we prove to be convergent and stable. The numerical method proposed can be applied to general reaction diffusion equations, with a variable diffusion coefficient. The results obtained with the single order fractional model, are compared with the original models that use classical derivatives.

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Dissertação de mestrado integrado em Psicologia

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Tese de Doutoramento em Ciências (área de especialização em Matemática).

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Tese de Doutoramento em Ciências (área de especialização em Matemática).

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Studies have shown that the age of 12 was determined as the age of global monitoring of caries for international comparisons and monitoring of disease trends. The aimed was to evaluate the prevalence of dental caries, fluorosis and periodontal condition and their relation with socioeconomic factors among schoolchildren aged twelve in the city of Manaus, AM. This study with a probabilistic sample of 661 children was conducted, 609 from public and 52 from private schools, in 2008. Dental caries, periodontal condition and dental fluorosis were evaluated. In order to obtain the socioeconomic classification of each child (high, upper middle, middle, lower middle, low and lower low socioeconomic classes), the guardians were given a questionnaire. The mean decayed teeth, missing teeth, and filled teeth (DMFT) found at age twelve was 1.89. It was observed that the presence of dental calculus was the most severe periodontal condition detected in 39.48%. In relation to dental fluorosis, there was a low prevalence in the children examined, i.e., the more pronounced lines of opacity only occasionally merge, forming small white areas. The study showed a significant association of 5% among social class with dental caries and periodontal condition. In schoolchildren of Manaus there are low mean of DMFT and fluorosis, but a high occurrence of gingival bleeding.

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The main object of the present paper consists in giving formulas and methods which enable us to determine the minimum number of repetitions or of individuals necessary to garantee some extent the success of an experiment. The theoretical basis of all processes consists essentially in the following. Knowing the frequency of the desired p and of the non desired ovents q we may calculate the frequency of all possi- ble combinations, to be expected in n repetitions, by expanding the binomium (p-+q)n. Determining which of these combinations we want to avoid we calculate their total frequency, selecting the value of the exponent n of the binomium in such a way that this total frequency is equal or smaller than the accepted limit of precision n/pª{ 1/n1 (q/p)n + 1/(n-1)| (q/p)n-1 + 1/ 2!(n-2)| (q/p)n-2 + 1/3(n-3) (q/p)n-3... < Plim - -(1b) There does not exist an absolute limit of precision since its value depends not only upon psychological factors in our judgement, but is at the same sime a function of the number of repetitions For this reasen y have proposed (1,56) two relative values, one equal to 1-5n as the lowest value of probability and the other equal to 1-10n as the highest value of improbability, leaving between them what may be called the "region of doubt However these formulas cannot be applied in our case since this number n is just the unknown quantity. Thus we have to use, instead of the more exact values of these two formulas, the conventional limits of P.lim equal to 0,05 (Precision 5%), equal to 0,01 (Precision 1%, and to 0,001 (Precision P, 1%). The binominal formula as explained above (cf. formula 1, pg. 85), however is of rather limited applicability owing to the excessive calculus necessary, and we have thus to procure approximations as substitutes. We may use, without loss of precision, the following approximations: a) The normal or Gaussean distribution when the expected frequency p has any value between 0,1 and 0,9, and when n is at least superior to ten. b) The Poisson distribution when the expected frequecy p is smaller than 0,1. Tables V to VII show for some special cases that these approximations are very satisfactory. The praticai solution of the following problems, stated in the introduction can now be given: A) What is the minimum number of repititions necessary in order to avoid that any one of a treatments, varieties etc. may be accidentally always the best, on the best and second best, or the first, second, and third best or finally one of the n beat treatments, varieties etc. Using the first term of the binomium, we have the following equation for n: n = log Riim / log (m:) = log Riim / log.m - log a --------------(5) B) What is the minimun number of individuals necessary in 01der that a ceratin type, expected with the frequency p, may appaer at least in one, two, three or a=m+1 individuals. 1) For p between 0,1 and 0,9 and using the Gaussean approximation we have: on - ó. p (1-p) n - a -1.m b= δ. 1-p /p e c = m/p } -------------------(7) n = b + b² + 4 c/ 2 n´ = 1/p n cor = n + n' ---------- (8) We have to use the correction n' when p has a value between 0,25 and 0,75. The greek letters delta represents in the present esse the unilateral limits of the Gaussean distribution for the three conventional limits of precision : 1,64; 2,33; and 3,09 respectively. h we are only interested in having at least one individual, and m becomes equal to zero, the formula reduces to : c= m/p o para a = 1 a = { b + b²}² = b² = δ2 1- p /p }-----------------(9) n = 1/p n (cor) = n + n´ 2) If p is smaller than 0,1 we may use table 1 in order to find the mean m of a Poisson distribution and determine. n = m: p C) Which is the minimun number of individuals necessary for distinguishing two frequencies p1 and p2? 1) When pl and p2 are values between 0,1 and 0,9 we have: n = { δ p1 ( 1-pi) + p2) / p2 (1 - p2) n= 1/p1-p2 }------------ (13) n (cor) We have again to use the unilateral limits of the Gaussean distribution. The correction n' should be used if at least one of the valors pl or p2 has a value between 0,25 and 0,75. A more complicated formula may be used in cases where whe want to increase the precision : n (p1 - p2) δ { p1 (1- p2 ) / n= m δ = δ p1 ( 1 - p1) + p2 ( 1 - p2) c= m / p1 - p2 n = { b2 + 4 4 c }2 }--------- (14) n = 1/ p1 - p2 2) When both pl and p2 are smaller than 0,1 we determine the quocient (pl-r-p2) and procure the corresponding number m2 of a Poisson distribution in table 2. The value n is found by the equation : n = mg /p2 ------------- (15) D) What is the minimun number necessary for distinguishing three or more frequencies, p2 p1 p3. If the frequecies pl p2 p3 are values between 0,1 e 0,9 we have to solve the individual equations and sue the higest value of n thus determined : n 1.2 = {δ p1 (1 - p1) / p1 - p2 }² = Fiim n 1.2 = { δ p1 ( 1 - p1) + p1 ( 1 - p1) }² } -- (16) Delta represents now the bilateral limits of the : Gaussean distrioution : 1,96-2,58-3,29. 2) No table was prepared for the relatively rare cases of a comparison of threes or more frequencies below 0,1 and in such cases extremely high numbers would be required. E) A process is given which serves to solve two problemr of informatory nature : a) if a special type appears in n individuals with a frequency p(obs), what may be the corresponding ideal value of p(esp), or; b) if we study samples of n in diviuals and expect a certain type with a frequency p(esp) what may be the extreme limits of p(obs) in individual farmlies ? I.) If we are dealing with values between 0,1 and 0,9 we may use table 3. To solve the first question we select the respective horizontal line for p(obs) and determine which column corresponds to our value of n and find the respective value of p(esp) by interpolating between columns. In order to solve the second problem we start with the respective column for p(esp) and find the horizontal line for the given value of n either diretly or by approximation and by interpolation. 2) For frequencies smaller than 0,1 we have to use table 4 and transform the fractions p(esp) and p(obs) in numbers of Poisson series by multiplication with n. Tn order to solve the first broblem, we verify in which line the lower Poisson limit is equal to m(obs) and transform the corresponding value of m into frequecy p(esp) by dividing through n. The observed frequency may thus be a chance deviate of any value between 0,0... and the values given by dividing the value of m in the table by n. In the second case we transform first the expectation p(esp) into a value of m and procure in the horizontal line, corresponding to m(esp) the extreme values om m which than must be transformed, by dividing through n into values of p(obs). F) Partial and progressive tests may be recomended in all cases where there is lack of material or where the loss of time is less importent than the cost of large scale experiments since in many cases the minimun number necessary to garantee the results within the limits of precision is rather large. One should not forget that the minimun number really represents at the same time a maximun number, necessary only if one takes into consideration essentially the disfavorable variations, but smaller numbers may frequently already satisfactory results. For instance, by definition, we know that a frequecy of p means that we expect one individual in every total o(f1-p). If there were no chance variations, this number (1- p) will be suficient. and if there were favorable variations a smaller number still may yield one individual of the desired type. r.nus trusting to luck, one may start the experiment with numbers, smaller than the minimun calculated according to the formulas given above, and increase the total untill the desired result is obtained and this may well b ebefore the "minimum number" is reached. Some concrete examples of this partial or progressive procedure are given from our genetical experiments with maize.

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The present thesis is a contribution to the debate on the applicability of mathematics; it examines the interplay between mathematics and the world, using historical case studies. The first part of the thesis consists of four small case studies. In chapter 1, I criticize "ante rem structuralism", proposed by Stewart Shapiro, by showing that his so-called "finite cardinal structures" are in conflict with mathematical practice. In chapter 2, I discuss Leonhard Euler's solution to the Königsberg bridges problem. I propose interpreting Euler's solution both as an explanation within mathematics and as a scientific explanation. I put the insights from the historical case to work against recent philosophical accounts of the Königsberg case. In chapter 3, I analyze the predator-prey model, proposed by Lotka and Volterra. I extract some interesting philosophical lessons from Volterra's original account of the model, such as: Volterra's remarks on mathematical methodology; the relation between mathematics and idealization in the construction of the model; some relevant details in the derivation of the Third Law, and; notions of intervention that are motivated by one of Volterra's main mathematical tools, phase spaces. In chapter 4, I discuss scientific and mathematical attempts to explain the structure of the bee's honeycomb. In the first part, I discuss a candidate explanation, based on the mathematical Honeycomb Conjecture, presented in Lyon and Colyvan (2008). I argue that this explanation is not scientifically adequate. In the second part, I discuss other mathematical, physical and biological studies that could contribute to an explanation of the bee's honeycomb. The upshot is that most of the relevant mathematics is not yet sufficiently understood, and there is also an ongoing debate as to the biological details of the construction of the bee's honeycomb. The second part of the thesis is a bigger case study from physics: the genesis of GR. Chapter 5 is a short introduction to the history, physics and mathematics that is relevant to the genesis of general relativity (GR). Chapter 6 discusses the historical question as to what Marcel Grossmann contributed to the genesis of GR. I will examine the so-called "Entwurf" paper, an important joint publication by Einstein and Grossmann, containing the first tensorial formulation of GR. By comparing Grossmann's part with the mathematical theories he used, we can gain a better understanding of what is involved in the first steps of assimilating a mathematical theory to a physical question. In chapter 7, I introduce, and discuss, a recent account of the applicability of mathematics to the world, the Inferential Conception (IC), proposed by Bueno and Colyvan (2011). I give a short exposition of the IC, offer some critical remarks on the account, discuss potential philosophical objections, and I propose some extensions of the IC. In chapter 8, I put the Inferential Conception (IC) to work in the historical case study: the genesis of GR. I analyze three historical episodes, using the conceptual apparatus provided by the IC. In episode one, I investigate how the starting point of the application process, the "assumed structure", is chosen. Then I analyze two small application cycles that led to revisions of the initial assumed structure. In episode two, I examine how the application of "new" mathematics - the application of the Absolute Differential Calculus (ADC) to gravitational theory - meshes with the IC. In episode three, I take a closer look at two of Einstein's failed attempts to find a suitable differential operator for the field equations, and apply the conceptual tools provided by the IC so as to better understand why he erroneously rejected both the Ricci tensor and the November tensor in the Zurich Notebook.