925 resultados para Stochastic processes - Computer simulation
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Per tal que un edifici de sortida de telecabines d'Espui obtingui una qualificació energètica, es fa un estudi mitjançant sistemes de simulació energètica
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Estudi de l’eficiència aerodinàmica de les carrosseries de vehicles pesants de cara a reduir el consum de combustible en autocars de llarg trajecte. L’estudi es basa en tres aspectes: validació del programa de simulació, estudi aerodinàmic de diferents carrosseries d’autocar de mercat i estudi aerodinàmic de diferents complements
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The rebinding of NO to myoglobin after photolysis is studied using the 'reactive molecular dynamics' method. In this approach the energy of the system is evaluated on two potential energy surfaces that include the heme-ligand interactions which change between liganded and unliganded myoglobin. This makes it possible to take into account in a simple way, the high dimensionality of the transition seam connecting the reactant and product states. The dynamics of the dissociated NO molecules are examined, and the geometrical and energetic properties of the transition seam are studied. Analysis of the frequency of recrossing shows that the height of the effective rebinding barrier is dependent on the time after photodissociation. This effect is due mainly to protein relaxation and may contribute to the experimentally observed non-exponential rebinding rate of NO, as has been suggested previously.
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The origin of new genes through gene duplication is fundamental to the evolution of lineage- or species-specific phenotypic traits. In this report, we estimate the number of functional retrogenes on the lineage leading to humans generated by the high rate of retroposition (retroduplication) in primates. Extensive comparative sequencing and expression studies coupled with evolutionary analyses and simulations suggest that a significant proportion of recent retrocopies represent bona fide human genes. We estimate that at least one new retrogene per million years emerged on the human lineage during the past approximately 63 million years of primate evolution. Detailed analysis of a subset of the data shows that the majority of retrogenes are specifically expressed in testis, whereas their parental genes show broad expression patterns. Consistently, most retrogenes evolved functional roles in spermatogenesis. Proteins encoded by X chromosome-derived retrogenes were strongly preserved by purifying selection following the duplication event, supporting the view that they may act as functional autosomal substitutes during X-inactivation of late spermatogenesis genes. Also, some retrogenes acquired a new or more adapted function driven by positive selection. We conclude that retroduplication significantly contributed to the formation of recent human genes and that most new retrogenes were progressively recruited during primate evolution by natural and/or sexual selection to enhance male germline function.
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Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.
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In prokaryotes and eukaryotes, most genes appear to be transcribed during short periods called transcriptional bursts, interspersed by silent intervals. We describe how such bursts generate gene-specific temporal patterns of messenger RNA (mRNA) synthesis in mammalian cells. To monitor transcription at high temporal resolution, we established various gene trap cell lines and transgenic cell lines expressing a short-lived luciferase protein from an unstable mRNA, and recorded bioluminescence in real time in single cells. Mathematical modeling identified gene-specific on- and off-switching rates in transcriptional activity and mean numbers of mRNAs produced during the bursts. Transcriptional kinetics were markedly altered by cis-regulatory DNA elements. Our analysis demonstrated that bursting kinetics are highly gene-specific, reflecting refractory periods during which genes stay inactive for a certain time before switching on again.
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This paper studies the limits of discrete time repeated games with public monitoring. We solve and characterize the Abreu, Milgrom and Pearce (1991) problem. We found that for the "bad" ("good") news model the lower (higher) magnitude events suggest cooperation, i.e., zero punishment probability, while the highrt (lower) magnitude events suggest defection, i.e., punishment with probability one. Public correlation is used to connect these two sets of signals and to make the enforceability to bind. The dynamic and limit behavior of the punishment probabilities for variations in ... (the discount rate) and ... (the time interval) are characterized, as well as the limit payo¤s for all these scenarios (We also introduce uncertainty in the time domain). The obtained ... limits are to the best of my knowledge, new. The obtained ... limits coincide with Fudenberg and Levine (2007) and Fudenberg and Olszewski (2011), with the exception that we clearly state the precise informational conditions that cause the limit to converge from above, to converge from below or to degenerate. JEL: C73, D82, D86. KEYWORDS: Repeated Games, Frequent Monitoring, Random Pub- lic Monitoring, Moral Hazard, Stochastic Processes.
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In South America, yellow fever (YF) is an established infectious disease that has been identified outside of its traditional endemic areas, affecting human and nonhuman primate (NHP) populations. In the epidemics that occurred in Argentina between 2007-2009, several outbreaks affecting humans and howler monkeys (Alouatta spp) were reported, highlighting the importance of this disease in the context of conservation medicine and public health policies. Considering the lack of information about YF dynamics in New World NHP, our main goal was to apply modelling tools to better understand YF transmission dynamics among endangered brown howler monkey (Alouatta guariba clamitans) populations in northeastern Argentina. Two complementary modelling tools were used to evaluate brown howler population dynamics in the presence of the disease: Vortex, a stochastic demographic simulation model, and Outbreak, a stochastic disease epidemiology simulation. The baseline model of YF disease epidemiology predicted a very high probability of population decline over the next 100 years. We believe the modelling approach discussed here is a reasonable description of the disease and its effects on the howler monkey population and can be useful to support evidence-based decision-making to guide actions at a regional level.
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Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system
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Aquest projecte conté l'estudi de la comunicació entre quatre Centres de Processament de Dades (CPD) per via WAN. L'estudi consisteix en simular aquestes comunicacions en un entorn de proves físic i també en entorn de proves virtual on s'han extret resultats dels protocols de seguretat, d'enrutament, a més dels temps de resposta i limitacions dels equips físics i virtuals.
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L'objecte del projecte consisteix en investigar les capacitats del programari dedinàmica de fluids computacional FLUENT per simular processos transitoris de combustióquan es cremen sòlids. Com el programari FLUENT no incorpora cap mòdul de combustióde sòlids prims, s'hauran de realitzar les funcions d'usuari adients per tal d'incorporar lesequacions i les condicions de contorns que són rellevants en aquests tipus de problemes. Elmodel resultant es validarà amb dades experimentals per a la combustió de fulls decel•lulosa en flames bidimensionals. També es durà a terme una anàlisi de sensibilitat de lasolució variant els paràmetres del model. En funció dels resultats de la validació es durà aterme una extensió del model per a situacions tridimensionals
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L’objectiu principal és presentar un nou prototipus d’eina per al disseny de les plantes de tractament d’aigües residuals utilitzant models mecànics dinàmics quantificant la incertesa
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El present treball pretén modelitzar i simular el motor d’inducció trifàsic en règim transitori amb PSIM 6.0 Demo(la versió del programa que s’utilitza actualment a l’Escola Politècnica Superior de la UdG), però també s’estudia el model en règim permanent, per tal de comparar a nivell teòric els resultats dels dos règims. Primer cal entendre i implementar el model del motor d’inducció, i així obtenir l'esquema equivalent en règim transitori, per després poder-lo simular. Abans de dur a terme la simulació, cal obtenir els paràmetres del circuit equivalent del motor real per introduir-los al programa informàtic, amb la finalitat de tenir precisió en les respostes. Aquests valors s’obtindran mitjançant assajos necessaris al laboratori. Posteriorment, es fan simulacions i pràctiques reals amb el motor treballen en diferents condicions per veure el seu comportament, i així poder comparar els resultats de la simulació amb els valors reals. També s’implementa un estudi de la influencia dels paràmetres interns en el funcionament del motor. Així es podrà visualitzar i comparar les respostes de diferents variables en cadascunes de les simulacions que es duguin a terme. Finalment, seria interessant la introducció de la màquina d’inducció trifàsica actuant com a generador en la simulació.Aquest és un estudi en el qual se simula la màquina d'inducció trifàsic en règim transitori i en règim permanent mitjançant l'ús del PSIM, que és el programa informàtic de simulació
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Background: Excessive exposure to solar Ultra-Violet (UV) light is the main cause of most skin cancers in humans. Factors such as the increase of solar irradiation at ground level (anthropic pollution), the rise in standard of living (vacation in sunny areas), and (mostly) the development of outdoor activities have contributed to increase exposure. Thus, unsurprisingly, incidence of skin cancers has increased over the last decades more than that of any other cancer. Melanoma is the most lethal cutaneous cancer, while cutaneous carcinomas are the most common cancer type worldwide. UV exposure depends on environmental as well as individual factors related to activity. The influence of individual factors on exposure among building workers was investigated in a previous study. Posture and orientation were found to account for at least 38% of the total variance of relative individual exposure. A high variance of short-term exposure was observed between different body locations, indicating the occurrence of intense, subacute exposures. It was also found that effective short-term exposure ranged between 0 and 200% of ambient irradiation, suggesting that ambient irradiation is a poor predictor of effective exposure. Various dosimetric techniques enable to assess individual effective exposure, but dosimetric measurements remain tedious and tend to be situation-specific. As a matter of facts, individual factors (exposure time, body posture and orientation in the sun) often limit the extrapolation of exposure results to similar activities conducted in other conditions. Objective: The research presented in this paper aims at developing and validating a predictive tool of effective individual exposure to solar UV. Methods: Existing computer graphic techniques (3D rendering) were adapted to reflect solar exposure conditions and calculate short-term anatomical doses. A numerical model, represented as a 3D triangular mesh, is used to represent the exposed body. The amount of solar energy received by each "triangle is calculated, taking into account irradiation intensity, incidence angle and possible shadowing from other body parts. The model take into account the three components of the solar irradiation (direct, diffuse and albedo) as well as the orientation and posture of the body. Field measurements were carried out using a forensic mannequin at the Payerne MeteoSwiss station. Short-term dosimetric measurements were performed in 7 anatomical locations for 5 body postures. Field results were compared to the model prediction obtained from the numerical model. Results: The best match between prediction and measurements was obtained for upper body parts such as shoulders (Ratio Modelled/Measured; Mean = 1.21, SD = 0.34) and neck (Mean = 0.81, SD = 0.32). Small curved body parts such as forehead (Mean = 6.48, SD = 9.61) exhibited a lower matching. The prediction is less accurate for complex postures such as kneeling (Mean = 4.13, SD = 8.38) compared to standing up (Mean = 0.85, SD = 0.48). The values obtained from the dosimeters and the ones computed from the model are globally consistent. Conclusion: Although further development and validation are required, these results suggest that effective exposure could be predicted for a given activity (work or leisure) in various ambient irradiation conditions. Using a generic modelling approach is of high interest in terms of implementation costs as well as predictive and retrospective capabilities.
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L’objecte d’aquest treball és fer una posta a punt d’un programa de simulació. En el nostre cas el programa s’anomena HvacCad. A partir d’aquest programa trobarem les càrregues tèrmiques d’un edifici de vivendes exemple tant per a l’ hivern com a l’estiu. Paral•lelament a aquests càlculs farem els mateixos però amb un full de càlcul convencional, anomenat Aguilar, així podrem comparar els resultats obtinguts. No realitzarem el càlcul de la instal•lació de climatització, només trobarem la potència màxima dels aparells