975 resultados para STOCHASTIC MODELING
Resumo:
A single-generation dataset consisting of 1,730 records from a selection program for high growth rate in giant freshwater prawn (GFP, Macrobrachium rosenbergii) was used to derive prediction equations for meat weight and meat yield. Models were based on body traits [body weight, total length and abdominal width (AW)] and carcass measurements (tail weight and exoskeleton-off weight). Lengths and width were adjusted for the systematic effects of selection line, male morphotypes and female reproductive status, and for the covariables of age at slaughter within sex and body weight. Body and meat weights adjusted for the same effects (except body weight) were used to calculate meat yield (expressed as percentage of tail weight/body weight and exoskeleton-off weight/body weight). The edible meat weight and yield in this GFP population ranged from 12 to 15 g and 37 to 45 %, respectively. The simple (Pearson) correlation coefficients between body traits (body weight, total length and AW) and meat weight were moderate to very high and positive (0.75–0.94), but the correlations between body traits and meat yield were negative (−0.47 to −0.74). There were strong linear positive relationships between measurements of body traits and meat weight, whereas relationships of body traits with meat yield were moderate and negative. Step-wise multiple regression analysis showed that the best model to predict meat weight included all body traits, with a coefficient of determination (R 2) of 0.99 and a correlation between observed and predicted values of meat weight of 0.99. The corresponding figures for meat yield were 0.91 and 0.95, respectively. Body weight or length was the best predictor of meat weight, explaining 91–94 % of observed variance when it was fitted alone in the model. By contrast, tail width explained a lower proportion (69–82 %) of total variance in the single trait models. It is concluded that in practical breeding programs, improvement of meat weight can be easily made through indirect selection for body trait combinations. The improvement of meat yield, albeit being more difficult, is possible by genetic means, with 91 % of the variation in the trait explained by the body and carcass traits examined in this study.
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We present an algorithm for multiarmed bandits that achieves almost optimal performance in both stochastic and adversarial regimes without prior knowledge about the nature of the environment. Our algorithm is based on augmentation of the EXP3 algorithm with a new control lever in the form of exploration parameters that are tailored individually for each arm. The algorithm simultaneously applies the “old” control lever, the learning rate, to control the regret in the adversarial regime and the new control lever to detect and exploit gaps between the arm losses. This secures problem-dependent “logarithmic” regret when gaps are present without compromising on the worst-case performance guarantee in the adversarial regime. We show that the algorithm can exploit both the usual expected gaps between the arm losses in the stochastic regime and deterministic gaps between the arm losses in the adversarial regime. The algorithm retains “logarithmic” regret guarantee in the stochastic regime even when some observations are contaminated by an adversary, as long as on average the contamination does not reduce the gap by more than a half. Our results for the stochastic regime are supported by experimental validation.
Resumo:
This paper demonstrates the procedures for probabilistic assessment of a pesticide fate and transport model, PCPF-1, to elucidate the modeling uncertainty using the Monte Carlo technique. Sensitivity analyses are performed to investigate the influence of herbicide characteristics and related soil properties on model outputs using four popular rice herbicides: mefenacet, pretilachlor, bensulfuron-methyl and imazosulfuron. Uncertainty quantification showed that the simulated concentrations in paddy water varied more than those of paddy soil. This tendency decreased as the simulation proceeded to a later period but remained important for herbicides having either high solubility or a high 1st-order dissolution rate. The sensitivity analysis indicated that PCPF-1 parameters requiring careful determination are primarily those involve with herbicide adsorption (the organic carbon content, the bulk density and the volumetric saturated water content), secondary parameters related with herbicide mass distribution between paddy water and soil (1st-order desorption and dissolution rates) and lastly, those involving herbicide degradations. © Pesticide Science Society of Japan.
Resumo:
Pesticide use in paddy rice production may contribute to adverse ecological effects in surface waters. Risk assessments conducted for regulatory purposes depend on the use of simulation models to determine predicted environment concentrations (PEC) of pesticides. Often tiered approaches are used, in which assessments at lower tiers are based on relatively simple models with conservative scenarios, while those at higher tiers have more realistic representations of physical and biochemical processes. This chapter reviews models commonly used for predicting the environmental fate of pesticides in rice paddies. Theoretical considerations, unique features, and applications are discussed. This review is expected to provide information to guide model selection for pesticide registration, regulation, and mitigation in rice production areas.
Resumo:
This article describes a maximum likelihood method for estimating the parameters of the standard square-root stochastic volatility model and a variant of the model that includes jumps in equity prices. The model is fitted to data on the S&P 500 Index and the prices of vanilla options written on the index, for the period 1990 to 2011. The method is able to estimate both the parameters of the physical measure (associated with the index) and the parameters of the risk-neutral measure (associated with the options), including the volatility and jump risk premia. The estimation is implemented using a particle filter whose efficacy is demonstrated under simulation. The computational load of this estimation method, which previously has been prohibitive, is managed by the effective use of parallel computing using graphics processing units (GPUs). The empirical results indicate that the parameters of the models are reliably estimated and consistent with values reported in previous work. In particular, both the volatility risk premium and the jump risk premium are found to be significant.
Resumo:
A new physically based classical continuous potential distribution model, particularly considering the channel center, is proposed for a short-channel undoped body symmetrical double-gate transistor. It involves a novel technique for solving the 2-D nonlinear Poisson's equation in a rectangular coordinate system, which makes the model valid from weak to strong inversion regimes and from the channel center to the surface. We demonstrated, using the proposed model, that the channel potential versus gate voltage characteristics for the devices having equal channel lengths but different thicknesses pass through a single common point (termed ``crossover point''). Based on the potential model, a new compact model for the subthreshold swing is formulated. It is shown that for the devices having very high short-channel effects (SCE), the effective subthreshold slope factor is mainly dictated by the potential close to the channel center rather than the surface. SCEs and drain-induced barrier lowering are also assessed using the proposed model and validated against a professional numerical device simulator.
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We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.
Resumo:
Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.
Resumo:
Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.
Resumo:
Analyzing and redesigning business processes is a complex task, which requires the collaboration of multiple actors. Current approaches focus on collaborative modeling workshops where process stakeholders verbally contribute their perspective on a process while modeling experts translate their contributions and integrate them into a model using traditional input devices. Limiting participants to verbal contributions not only affects the outcome of collaboration but also collaboration itself. We created CubeBPM – a system that allows groups of actors to interact with process models through a touch based interface on a large interactive touch display wall. We are currently in the process of conducting a study that aims at assessing the impact of CubeBPM on collaboration and modeling performance. Initial results presented in this paper indicate that the setting helped participants to become more active in collaboration.
Resumo:
Analyzing and redesigning business processes is a complex task, which requires the collaboration of multiple actors. Current approaches focus on collaborative modeling workshops where process stakeholders verbally contribute their perspective on a process while modeling experts translate their contributions and integrate them into a model using traditional input devices. Limiting participants to verbal contributions not only affects the outcome of collaboration but also collaboration itself. We created CubeBPM – a system that allows groups of actors to interact with process models through a touch based interface on a large interactive touch display wall. We are currently in the process of conducting a study that aims at assessing the impact of CubeBPM on collaboration and modeling performance. Initial results presented in this paper indicate that the setting helped participants to become more active in collaboration.
Resumo:
Analyzing and redesigning business processes is a complex task, which requires the collaboration of multiple actors. Current approaches focus on workshops where process stakeholders together with modeling experts create a graphical visualization of a process in a model. Within these workshops, stakeholders are mostly limited to verbal contributions, which are integrated into a process model by a modeling expert using traditional input devices. This limitation negatively affects the collaboration outcome and also the perception of the collaboration itself. In order to overcome this problem we created CubeBPM – a system that allows groups of actors to interact with process models through a touch based interface on a large interactive touch display wall. Using this system for collaborative modeling, we expect to provide a more effective collaboration environment thus improving modeling performance and collaboration.
Resumo:
In the context of removal of organic pollutants from wastewater, sonolysis of CCl4 dissolved in water has been widely investigated. These investigations are either completely experimental or correlate data empirically. In this work, a quantitative model is developed to predict the rate of sonolysis of aqueous CCl4. The model considers the isothermal growth and partially adiabatic collapse of cavitation bubbles containing gas and vapor leading to conditions of high temperatures and pressures in them, attainment of thermodynamic equilibrium at the end of collapse, release of bubble contents into the liquid pool, and reactions in the well-mixed pool. The model successfully predicts the extent of degradation of dissolved CCl4, and the influence of various parameters such as initial concentration of CCl4, temperature, and nature of gas atmosphere above the liquid. in particular, it predicts the results of Hua and Hoffmann (Environ. Sci Technol, 1996, 30, 864-871), who found that degradation is first order with CCl4 and that Argon as well as Ar-O-3 atmospheres give the same results. The framework of the model is capable of quantitatively describing the degradation of many dissolved organics by considering all the involved species.
Resumo:
A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.
Resumo:
The mesoscale simulation of a lamellar mesophase based on a free energy functional is examined with the objective of determining the relationship between the parameters in the model and molecular parameters. Attention is restricted to a symmetric lamellar phase with equal volumes of hydrophilic and hydrophobic components. Apart from the lamellar spacing, there are two parameters in the free energy functional. One of the parameters, r, determines the sharpness of the interface, and it is shown how this parameter can be obtained from the interface profile in a molecular simulation. The other parameter, A, provides an energy scale. Analytical expressions are derived to relate these parameters to r and A to the bending and compression moduli and the permeation constant in the macroscopic equation to the Onsager coefficient in the concentration diffusion equation. The linear hydrodynamic response predicted by the theory is verified by carrying out a mesoscale simulation using the lattice-Boltzmann technique and verifying that the analytical predictions are in agreement with simulation results. A macroscale model based on the layer thickness field and the layer normal field is proposed, and the relationship between the parameters in the macroscale model from the parameters in the mesoscale free energy functional is obtained.