Método de Projeções Ortogonais

The problem treated in this dissertation is to establish boundedness for the iterates of an iterative algorithm in 2, under some technical conditions. However, this paper uses non-trivial intuitive arguments and its proofs lack suficient rigor. In this dissertation we discuss and strengthen the results of this paper, in order to complete and simplify its proofs

Grafico misto de controle da media com amostragem em dois estagios

This paper proposes a new control chart to monitor a process mean employing a combined npx-X control chart. Basically the procedure consists of splitting the sample of size n into two sub-samples n1 and n2 determined by an optimization search. The sampling occur in two-stages. In the first stage the units of the sub-sample n1 are evaluated by attributes and plotted in npx control chart. If this chart signs then units of second sub-sample are measured and the monitored statistic plotted in X control chart (second stage). If both control charts sign then the process is stopped for adjustment. The possibility of non-inspection in all n items may promote a reduction not only in the cost but also the time spent to examine the sampled items. Performances of the current proposal, individual X and npx control charts are compared. In this study the proposed procedure presents many competitive options for the X control chart for a sample size n and a shift from the target mean. The average time to sign (ATS) of the current proposal lower than the values calculated from an individual X control chart points out that the combined control chart is an efficient tool in monitoring process mean.

Testes de hipóteses em modelos de sobrevivência com Fração de cura

Survival models deals with the modeling of time to event data. However in some situations part of the population may be no longer subject to the event. Models that take this fact into account are called cure rate models. There are few studies about hypothesis tests in cure rate models. Recently a new test statistic, the gradient statistic, has been proposed. It shares the same asymptotic properties with the classic large sample tests, the likelihood ratio, score and Wald tests. Some simulation studies have been carried out to explore the behavior of the gradient statistic in fi nite samples and compare it with the classic statistics in diff erent models. The main objective of this work is to study and compare the performance of gradient test and likelihood ratio test in cure rate models. We first describe the models and present the main asymptotic properties of the tests. We perform a simulation study based on the promotion time model with Weibull distribution to assess the performance of the tests in finite samples. An application is presented to illustrate the studied concepts

Recuperação de sinais esparsos. Investigação numérica sobre a quantidade de medidas necessárias para recuperar um sinal esparso

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Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Modelagem Matemática e Computacional de fenômenos eletrocinéticos em meios porosos carregados eletricamente

In this work we present a mathematical and computational modeling of electrokinetic phenomena in electrically charged porous medium. We consider the porous medium composed of three different scales (nanoscopic, microscopic and macroscopic). On the microscopic scale the domain is composed by a porous matrix and a solid phase. The pores are filled with an aqueous phase consisting of ionic solutes fully diluted, and the solid matrix consists of electrically charged particles. Initially we present the mathematical model that governs the electrical double layer in order to quantify the electric potential, electric charge density, ion adsorption and chemical adsorption in nanoscopic scale. Then, we derive the microscopic model, where the adsorption of ions due to the electric double layer and the reactions of protonation/ deprotanaç~ao and zeta potential obtained in modeling nanoscopic arise in microscopic scale through interface conditions in the problem of Stokes and Nerst-Planck equations respectively governing the movement of the aqueous solution and transport of ions. We developed the process of upscaling the problem nano/microscopic using the homogenization technique of periodic structures by deducing the macroscopic model with their respectives cell problems for effective parameters of the macroscopic equations. Considering a clayey porous medium consisting of kaolinite clay plates distributed parallel, we rewrite the macroscopic model in a one-dimensional version. Finally, using a sequential algorithm, we discretize the macroscopic model via the finite element method, along with the interactive method of Picard for the nonlinear terms. Numerical simulations on transient regime with variable pH in one-dimensional case are obtained, aiming computational modeling of the electroremediation process of clay soils contaminated

Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

Parâmetro de regularização em problemas inversos: estudo numérico com a transformada de Radon

In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general

Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

A distribuição F generalizada para selecionar modelos de sobrevivência com fração de cura

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NI-GMRES precondicionado

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Função quadrática

In general, the study of quadratic functions is based on an excessive amount formulas, all content is approached without justification. Here is the quadratic function and its properties from problems involving quadratic equations and the technique of completing the square. Based on the definitions we will show that the graph of the quadratic function is the parabola and finished our studies finding that several properties of the function can be read from the simple observation of your chart. Thus, we built the whole matter justifying each step, abandoning the use of decorated formulas and valuing the reasoning

Usando a história da resolução de alguns problemas para introduzir conceitos: sistemas lineares, determinantes e matrizes.

In this work we studied the method to solving linear equations system, presented in the book titled "The nine chapters on the mathematical art", which was written in the first century of this era. This work has the intent of showing how the mathematics history can be used to motivate the introduction of some topics in high school. Through observations of patterns which repeats itself in the presented method, we were able to introduce, in a very natural way, the concept of linear equations, linear equations system, solution of linear equations, determinants and matrices, besides the Laplacian development for determinants calculations of square matrices of order bigger than 3, then considering some of their general applications

Uma ferramenta didática para ajudar na fixação dos conceitos introdutórios de análise combinatória

Humans, as well as some animals are born gifted with the ability to perceive quantities. The needs that came from the evolution of societies and technological resources make the the optimization of such counting methods necessary. Although necessary and useful, there are a lot of diculties in the teaching of such methods.In order to broaden the range of available tools to teach Combinatorial Analysis, a owchart is presented in this work with the goal of helping the students to x the initial concepts of such subject via pratical exercises