995 resultados para Stochastic Integral


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Estudio técnico y económico de dos métodos del aprovechamiento de la materia prima en la elaboración de harina de pescado tipo integral. Contiene el balance de materia y la composición de la materia prima y sus rendimientos.

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Se ha recorrido la Bahía de Coishco a fin de conocer las actividades artesanal e industrial que se desarrollan en esta área, y se han revisado los informes sobre las actividades y proyectos que ejecuta el Laboratorio Costero de Chimbote como parte del Plan Anual de Trabajo Institucional. Se presenta una descripción de la morfología, topografía y sedimentología de la Bahía de Coishco, así como de las características físicas, químicas y biológicas de sus masas de agua. Se hace una descripción de las fuentes y niveles de contaminación, producto del vertimiento de aguas de diferentes tipo de uso: industrial, pesquero, doméstico; de escorrentía y producto de actividades de las embarcaciones que operan en esta bahía. Se mencionan las especies que sustentan la pesca artesanal e industrial, los instrumentos y áreas de pesca, los bancos naturales de invertebrados marinos, los tonelajes de extracción a nivel artesanal y de procesamiento a nivel industrial por cada una de las fábricas que operan en esta bahía. La bahía de Coishco, con un área aproximada de 11.655 km2 es una bahía abierta, rodeada por las islas Santa y Moñaque; en sus profundidades predominan las isóbatas desde 12 a 16 m y en el centro de la bahía existe alta concentración de materia orgánica. Las masas de agua son generalmente Aguas Costeras Frias, de 15 a 20 ºC; la salinidad cerca de la línea litoral es menor a 35 ups, en cambio en el sur de la balúa las salinidades son en promedio del orden de 35,1ups. El vertimiento de aguas de uso industrial pesquero y doméstico influye en el contenido de oxígeno tanto superficial como de fondo, habiéndose detectado situaciones de anoxia; igualmente se afectan los nutrientes, tal es así que los niveles de fosfatos se incrementan durante la época de intensa actividad pesquera y disminuyen durante la época de veda. Se ha identificado 60 especies de organismos planctónicos, destacando las diatomeas de afloramiento Chaetoceros decipiens, Thalassiosira rotula y Skeletonema costatum. Los peces constituyen la principal fuente de pesca artesanal (82% de las capturas), destacando: "lorna" Sciaena deliciosa, "pejerrey" Odonthestes regia regia, "machete" Etmidium maculatum, "cachema" Cynoscion analis, "cabinza" Isacia conceptionís. La anchoveta es la principal materia prima para la elaboración de harina y aceite de pescado. Entre los invertebrados, destacaron "caracol" Stramoníta chocolata, "almeja" Semele spp., "concha de abanico" Argopecten purpu­ratus, "pulpo" Octopus mimus.

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Se describe la morfometria, batimetría y sedimentología de la Bahía El Ferrol, además de las características físicas, químicas y biológicas de sus masas de agua. Se hace una descripción de las fuentes y niveles de contaminación producida por el vertimiento de las aguas de diferente uso. Se mencionan las especies que sustentan la pesca artesanal e industrial, además de los instrumentos y áreas de pesca y los bancos naturales de invertebrados marinos. Los tonelajes de desembarques artesanales fueron obtenidos en el muelle artesanal pesquero de Chimbote; y los volúmenes de procesamiento industrial, en cada una de las fábricas que operan en esta bahía. Se han revisado los registros e informes sobre las actividades y proyectos que se ejecutan en el Laboratorio Costero, hoy Centro de Investigación Pesquera (CIP) del IMARPE en Chimbote, Áncash, como parte de su Plan Anual de Trabajo.

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The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

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Traduction de Wylie, rédigée par Li Shan lan ; préfaces Chinoises des deux traducteurs (1859) ; préface anglaise, écrite à Shang hai par A. Wylie (juillet 1859). Liste de termes techniques en anglais et en Chinois. Gravé à la maison Mo hai (1859).18 livres.

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Desarrollo empresarial y creación de empresa

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Desarrollo empresarial y creación de empresa

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Desarrollo empresarial y creación de empresa

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Desarrollo empresarial y creación de empresa

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Four problems of physical interest have been solved in this thesis using the path integral formalism. Using the trigonometric expansion method of Burton and de Borde (1955), we found the kernel for two interacting one dimensional oscillators• The result is the same as one would obtain using a normal coordinate transformation, We next introduced the method of Papadopolous (1969), which is a systematic perturbation type method specifically geared to finding the partition function Z, or equivalently, the Helmholtz free energy F, of a system of interacting oscillators. We applied this method to the next three problems considered• First, by summing the perturbation expansion, we found F for a system of N interacting Einstein oscillators^ The result obtained is the same as the usual result obtained by Shukla and Muller (1972) • Next, we found F to 0(Xi)f where A is the usual Tan Hove ordering parameter* The results obtained are the same as those of Shukla and Oowley (1971), who have used a diagrammatic procedure, and did the necessary sums in Fourier space* We performed the work in temperature space• Finally, slightly modifying the method of Papadopolous, we found the finite temperature expressions for the Debyecaller factor in Bravais lattices, to 0(AZ) and u(/K/ j,where K is the scattering vector* The high temperature limit of the expressions obtained here, are in complete agreement with the classical results of Maradudin and Flinn (1963) .

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Our objective is to develop a diffusion Monte Carlo (DMC) algorithm to estimate the exact expectation values, ($o|^|^o), of multiplicative operators, such as polarizabilities and high-order hyperpolarizabilities, for isolated atoms and molecules. The existing forward-walking pure diffusion Monte Carlo (FW-PDMC) algorithm which attempts this has a serious bias. On the other hand, the DMC algorithm with minimal stochastic reconfiguration provides unbiased estimates of the energies, but the expectation values ($o|^|^) are contaminated by ^, an user specified, approximate wave function, when A does not commute with the Hamiltonian. We modified the latter algorithm to obtain the exact expectation values for these operators, while at the same time eliminating the bias. To compare the efficiency of FW-PDMC and the modified DMC algorithms we calculated simple properties of the H atom, such as various functions of coordinates and polarizabilities. Using three non-exact wave functions, one of moderate quality and the others very crude, in each case the results are within statistical error of the exact values.

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A feature-based fitness function is applied in a genetic programming system to synthesize stochastic gene regulatory network models whose behaviour is defined by a time course of protein expression levels. Typically, when targeting time series data, the fitness function is based on a sum-of-errors involving the values of the fluctuating signal. While this approach is successful in many instances, its performance can deteriorate in the presence of noise. This thesis explores a fitness measure determined from a set of statistical features characterizing the time series' sequence of values, rather than the actual values themselves. Through a series of experiments involving symbolic regression with added noise and gene regulatory network models based on the stochastic 'if-calculus, it is shown to successfully target oscillating and non-oscillating signals. This practical and versatile fitness function offers an alternate approach, worthy of consideration for use in algorithms that evaluate noisy or stochastic behaviour.

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Relation algebras and categories of relations in particular have proven to be extremely useful as a fundamental tool in mathematics and computer science. Since relation algebras are Boolean algebras with some well-behaved operations, every such algebra provides an atom structure, i.e., a relational structure on its set of atoms. In the case of complete and atomic structure (e.g. finite algebras), the original algebra can be recovered from its atom structure by using the complex algebra construction. This gives a representation of relation algebras as the complex algebra of a certain relational structure. This property is of particular interest because storing the atom structure requires less space than the entire algebra. In this thesis I want to introduce and implement three structures representing atom structures of integral heterogeneous relation algebras, i.e., categorical versions of relation algebras. The first structure will simply embed a homogeneous atom structure of a relation algebra into the heterogeneous context. The second structure is obtained by splitting all symmetric idempotent relations. This new algebra is in almost all cases an heterogeneous structure having more objects than the original one. Finally, I will define two different union operations to combine two algebras into a single one.

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The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic programming, which can accommodate European as well as American options. The model accommodates dividends from the underlying asset. It also captures the optimal exercise strategy and the fair value of the option. This approach is an alternative to available numerical pricing methods such as binomial trees, finite differences, and ad-hoc numerical approximation techniques. Our numerical and empirical investigations demonstrate convergence, robustness, and efficiency. We use this methodology to value exchange-listed options. The European option premiums thus obtained are compared to Black's closed-form formula. They are accurate to four digits. The American option premiums also have a similar level of accuracy compared to premiums obtained using finite differences and binomial trees with a large number of time steps. The proposed model accounts for deterministic, seasonally varying dividend yield. In pricing futures options, we discover that what matters is the sum of the dividend yields over the life of the futures contract and not their distribution.