Exact nonequilibrium work generating function for a small classical system

We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

Efficiency Measures in the Agricultural Sector: The Beginning

Copyright © 2013 Springer Netherlands.

Efficiency Measures in the Agricultural Sector: With Applications

Copyright 2013 Springer Netherlands.

Analysis of glycosylation heterogeneity in antibody production by Pichia pastoris

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Biotecnologia

Análise estocástica com recurso a ferramentas informáticas no planeamento de empreitadas de construção

O presente trabalho, desenvolvido sob a orientação do Prof. Jaime Gabriel Silva, centra-se na procura e aplicação de metodologias de planeamento com apoio de ferramentas informáticas de análise de risco, que permitem realizar, em tempo útil, o cálculo dos prazos resultantes de inúmeras combinações possíveis associadas à incerteza das durações das atividades, recorrendo a modelos estocásticos. O trabalho aborda inicialmente o contexto da Gestão na Construção, com particular enfase na Gestão do Risco. Nessa fase inicial, fez-se também um pequeno inquérito a profissionais com diferentes níveis de responsabilidade organizacional e empresas do setor. A parte fundamental do trabalho, incide nos procedimentos a adotar na elaboração do planeamento de empreitadas. Nesta parte do trabalho, introduzem-se os conceitos da análise de risco com recurso a uma ferramenta informática de apoio, o @Risk, que permite a utilização do Método de Monte Carlo, para obtenção de resultados num contexto de uma tomada de decisão baseada no risco. Refira-se que houve vários contactos com o fornecedor do programa, que permitiram tirar partido de outro programa da Palisade, Evolver, direcionado para otimização matemática, podendo ser utilizado, por exemplo, na perspetiva da minimização dos custos, o que pode interessar pela relação destes com as opções adotadas na elaboração do planeamento de empreendimentos. Finalmente, toma-se um exemplo real do planeamento de uma empreitada em execução à data da realização deste trabalho, onde se aplicaram os conceitos desenvolvidos no trabalho, confrontando os resultados com o andamento da obra.

Development of a methodology to incorporate risk and uncertainty in electricity power planning

Dissertação de mestrado em Engenharia Industrial

Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty

This paper is a contribution to the growing literature on constrained inefficiencies in economies with financial frictions. The purpose is to present two simple examples, inspired by the stochastic models in Gersbach-Rochet (2012) and Lorenzoni (2008), of deterministic environments in which such inefficiencies arise through credit constraints. Common to both examples is a pecuniary externality, which operates through an asset price. In the second example, a simple transfer between two groups of agents can bring about a Pareto improvement. In a first best economy, there are no pecuniary externalities because marginal productivities are equalised. But when agents face credit constraints, there is a wedge between their marginal productivities and those of the non-credit-constrained agents. The wedge is the source of the pecuniary externality: economies with these kinds of imperfections in credit markets are not second-best efficient. This is akin to the constrained inefficiency of an economy with incomplete markets, as in Geanakoplos and Polemarchakis (1986).

Steady-state expression of self-regulated genes.

MOTIVATION: Regulatory gene networks contain generic modules such as feedback loops that are essential for the regulation of many biological functions. The study of the stochastic mechanisms of gene regulation is instrumental for the understanding of how cells maintain their expression at levels commensurate with their biological role, as well as to engineer gene expression switches of appropriate behavior. The lack of precise knowledge on the steady-state distribution of gene expression requires the use of Gillespie algorithms and Monte-Carlo approximations. METHODOLOGY: In this study, we provide new exact formulas and efficient numerical algorithms for computing/modeling the steady-state of a class of self-regulated genes, and we use it to model/compute the stochastic expression of a gene of interest in an engineered network introduced in mammalian cells. The behavior of the genetic network is then analyzed experimentally in living cells. RESULTS: Stochastic models often reveal counter-intuitive experimental behaviors, and we find that this genetic architecture displays a unimodal behavior in mammalian cells, which was unexpected given its known bimodal response in unicellular organisms. We provide a molecular rationale for this behavior, and we implement it in the mathematical picture to explain the experimental results obtained from this network.

Role of Particle Shape on the Stress Propagation in Granular Packings

We present an experimental and numerical study on the influence that particle aspect ratio has on the mechanical and structural properties of granular packings. For grains with maximal symmetry (squares), the stress propagation in the packing localizes forming chainlike forces analogous to the ones observed for spherical grains. This scenario can be understood in terms of stochastic models of aggregation and random multiplicative processes. As the grains elongate, the stress propagation is strongly affected. The interparticle normal force distribution tends toward a Gaussian, and, correspondingly, the force chains spread leading to a more uniform stress distribution reminiscent of the hydrostatic profiles known for standard liquids

Locating emergency services with priority rules: The priority queuing covering location problem

One of the assumptions of the Capacitated Facility Location Problem (CFLP) is thatdemand is known and fixed. Most often, this is not the case when managers take somestrategic decisions such as locating facilities and assigning demand points to thosefacilities. In this paper we consider demand as stochastic and we model each of thefacilities as an independent queue. Stochastic models of manufacturing systems anddeterministic location models are put together in order to obtain a formula for thebacklogging probability at a potential facility location.Several solution techniques have been proposed to solve the CFLP. One of the mostrecently proposed heuristics, a Reactive Greedy Adaptive Search Procedure, isimplemented in order to solve the model formulated. We present some computationalexperiments in order to evaluate the heuristics performance and to illustrate the use ofthis new formulation for the CFLP. The paper finishes with a simple simulationexercise.

Estimating dormant and active hematopoietic stem cell kinetics through extensive modeling of bromodeoxyuridine label-retaining cell dynamics.

Bone marrow hematopoietic stem cells (HSCs) are responsible for both lifelong daily maintenance of all blood cells and for repair after cell loss. Until recently the cellular mechanisms by which HSCs accomplish these two very different tasks remained an open question. Biological evidence has now been found for the existence of two related mouse HSC populations. First, a dormant HSC (d-HSC) population which harbors the highest self-renewal potential of all blood cells but is only induced into active self-renewal in response to hematopoietic stress. And second, an active HSC (a-HSC) subset that by and large produces the progenitors and mature cells required for maintenance of day-to-day hematopoiesis. Here we present computational analyses further supporting the d-HSC concept through extensive modeling of experimental DNA label-retaining cell (LRC) data. Our conclusion that the presence of a slowly dividing subpopulation of HSCs is the most likely explanation (amongst the various possible causes including stochastic cellular variation) of the observed long term Bromodeoxyuridine (BrdU) retention, is confirmed by the deterministic and stochastic models presented here. Moreover, modeling both HSC BrdU uptake and dilution in three stages and careful treatment of the BrdU detection sensitivity permitted improved estimates of HSC turnover rates. This analysis predicts that d-HSCs cycle about once every 149-193 days and a-HSCs about once every 28-36 days. We further predict that, using LRC assays, a 75%-92.5% purification of d-HSCs can be achieved after 59-130 days of chase. Interestingly, the d-HSC proportion is now estimated to be around 30-45% of total HSCs - more than twice that of our previous estimate.