938 resultados para inverse probability weights
Resumo:
Este trabajo estudia la aportación que los métodos de agregación de juicios de expertos pueden realizar en el cálculo de la peligrosidad sísmica de emplazamientos. Se han realizado cálculos en dos emplazamientos de la Península Ibérica: Mugardos (La Coruña) y Cofrentes (Valencia) que están sometidos a regímenes tectónicos distintos y que, además, alojan instalaciones industriales de gran responsabilidad. Las zonas de estudio, de 320 Km de radio, son independientes. Se ha aplicado un planteamiento probabilista a la estimación de la tasa anual de superación de valores de la aceleración horizontal de pico y se ha utilizado el Método de Montecarlo para incorporar a los resultados la incertidumbre presente en los datos relativos a la definición de cada fuente sismogenética y de su sismicidad. Los cálculos se han operado mediante un programa de ordenador, desarrollado para este trabajo, que utiliza la metodología propuesta por el Senior Seismic Hazard Analysis Commitee (1997) para la NRC. La primera conclusión de los resultados ha sido que la Atenuación es la fuente principal de incertidumbre en las estimaciones de peligrosidad en ambos casos. Dada la dificultad de completar los datos históricos disponibles de esta variable se ha estudiado el comportamiento de cuatro métodos matemáticos de agregación de juicios de expertos a la hora de estimar una ley de atenuación en un emplazamiento. Los datos de partida se han obtenido del Catálogo de Isosistas del IGN. Los sismos utilizados como variables raíz se han elegido con el criterio de cubrir uniformemente la serie histórica disponible y los valores de magnitud observados. Se ha asignado un panel de expertos particular a cada uno de los dos emplazamientos y se han aplicado a sus juicios los métodos de Cooke, equipesos, Apostolakis_Mosleh y Morris. Sus propuestas se han comparado con los datos reales para juzgar su eficacia y su facilidad de operación. A partir de los resultados se ha concluido que el método de Cooke ha mostrado el comportamiento más eficiente y robusto para ambos emplazamientos. Este método, además, ha permitido identificar, razonadamente, a aquellos expertos que no deberían haberse introducido en un panel. The present work analyses the possible contribution of the mathematical methods of aggregation in the assessment of Seismic Hazzard. Two sites, in the Iberian Peninsula, have been considered: Mugardos ( La Coruña) and Cofrentes (Valencia).Both of them are subjected to different tectonic regimes an both accommodate high value industrial plants. Their areas of concern, with radius of 320 Km, are not overlapping. A probabilistic approach has been applied in the assessment the annual probability of exceedence of the horizontal peak acceleration. The Montecarlo Method has allowed to transfer the uncertainty in the models and parameters to the final results. A computer program has been developed for this purpose. The methodology proposed by the Senior Seismic Analysis Committee (1997) for the NRC has been considered. Attenuation in Ground motion has been proved to be the main source of uncertainty in seismic hazard for both sites. Taking into account the difficulties to complete existing historical data in this subject the performance of four mathematical methods of aggregation has been studied. Original data have been obtained from the catalogs of the Spanish National Institute of Geography. The seismic events considered were chosen to cover evenly the historical records and the observed values of magnitude. A panel of experts have been applied to each site and four aggregation methods have been developed : equal weights, Cooke, Apostolakis-Mosleh and Morris The four proposals have been compaired with the actual data to judge their performance and ease of application. The results have shown that the Method of Cooke have proved the most efficient and robust for both sites. This method, besides, allow the reasoned identification of those experts who should be rejected from the panel
Resumo:
There is general agreement within the scientific community in considering Biology as the science with more potential to develop in the XXI century. This is due to several reasons, but probably the most important one is the state of development of the rest of experimental and technological sciences. In this context, there are a very rich variety of mathematical tools, physical techniques and computer resources that permit to do biological experiments that were unbelievable only a few years ago. Biology is nowadays taking advantage of all these newly developed technologies, which are been applied to life sciences opening new research fields and helping to give new insights in many biological problems. Consequently, biologists have improved a lot their knowledge in many key areas as human function and human diseases. However there is one human organ that is still barely understood compared with the rest: The human brain. The understanding of the human brain is one of the main challenges of the XXI century. In this regard, it is considered a strategic research field for the European Union and the USA. Thus, there is a big interest in applying new experimental techniques for the study of brain function. Magnetoencephalography (MEG) is one of these novel techniques that are currently applied for mapping the brain activity1. This technique has important advantages compared to the metabolic-based brain imagining techniques like Functional Magneto Resonance Imaging2 (fMRI). The main advantage is that MEG has a higher time resolution than fMRI. Another benefit of MEG is that it is a patient friendly clinical technique. The measure is performed with a wireless set up and the patient is not exposed to any radiation. Although MEG is widely applied in clinical studies, there are still open issues regarding data analysis. The present work deals with the solution of the inverse problem in MEG, which is the most controversial and uncertain part of the analysis process3. This question is addressed using several variations of a new solving algorithm based in a heuristic method. The performance of those methods is analyzed by applying them to several test cases with known solutions and comparing those solutions with the ones provided by our methods.
Resumo:
Stochastic model updating must be considered for quantifying uncertainties inherently existing in real-world engineering structures. By this means the statistical properties,instead of deterministic values, of structural parameters can be sought indicating the parameter variability. However, the implementation of stochastic model updating is much more complicated than that of deterministic methods particularly in the aspects of theoretical complexity and low computational efficiency. This study attempts to propose a simple and cost-efficient method by decomposing a stochastic updating process into a series of deterministic ones with the aid of response surface models and Monte Carlo simulation. The response surface models are used as surrogates for original FE models in the interest of programming simplification, fast response computation and easy inverse optimization. Monte Carlo simulation is adopted for generating samples from the assumed or measured probability distributions of responses. Each sample corresponds to an individual deterministic inverse process predicting the deterministic values of parameters. Then the parameter means and variances can be statistically estimated based on all the parameter predictions by running all the samples. Meanwhile, the analysis of variance approach is employed for the evaluation of parameter variability significance. The proposed method has been demonstrated firstly on a numerical beam and then a set of nominally identical steel plates tested in the laboratory. It is found that compared with the existing stochastic model updating methods, the proposed method presents similar accuracy while its primary merits consist in its simple implementation and cost efficiency in response computation and inverse optimization.
Resumo:
In this paper we propose a novel fast random search clustering (RSC) algorithm for mixing matrix identification in multiple input multiple output (MIMO) linear blind inverse problems with sparse inputs. The proposed approach is based on the clustering of the observations around the directions given by the columns of the mixing matrix that occurs typically for sparse inputs. Exploiting this fact, the RSC algorithm proceeds by parameterizing the mixing matrix using hyperspherical coordinates, randomly selecting candidate basis vectors (i.e. clustering directions) from the observations, and accepting or rejecting them according to a binary hypothesis test based on the Neyman–Pearson criterion. The RSC algorithm is not tailored to any specific distribution for the sources, can deal with an arbitrary number of inputs and outputs (thus solving the difficult under-determined problem), and is applicable to both instantaneous and convolutive mixtures. Extensive simulations for synthetic and real data with different number of inputs and outputs, data size, sparsity factors of the inputs and signal to noise ratios confirm the good performance of the proposed approach under moderate/high signal to noise ratios. RESUMEN. Método de separación ciega de fuentes para señales dispersas basado en la identificación de la matriz de mezcla mediante técnicas de "clustering" aleatorio.
Resumo:
We give necessary and sufficient conditions for the convergence with geometric rate of the common denominators of simultaneous rational interpolants with a bounded number of poles. The conditions are expressed in terms of intrinsic properties of the system of functions used to build the approximants. Exact rates of convergence for these denominators and the simultaneous rational approximants are provided.
Resumo:
The possibility of application of structural reliability theory to the computation of the safety margins of excavated tunnels is presented. After a brief description of the existing procedures and the limitations of the safety coefficients such as they are usually defined, the proposed limit states are precised as well as the random variables and the applied methodology. Also presented are simple examples, some of them based in actual cases, and to end, some conclusions are established the most important one being the probability of using the method to solve the inverse problem of identification.
Resumo:
Penguin colonies represent some of the most concentrated sources of ammonia emissions to the atmosphere in the world. The ammonia emitted into the atmosphere can have a large influence on the nitrogen cycling of ecosystems near the colonies. However, despite the ecological importance of the emissions, no measurements of ammonia emissions from penguin colonies have been made. The objective of this work was to determine the ammonia emission rate of a penguin colony using inverse-dispersion modelling and gradient methods. We measured meteorological variables and mean atmospheric concentrations of ammonia at seven locations near a colony of Adélie penguins in Antarctica to provide input data for inverse-dispersion modelling. Three different atmospheric dispersion models (ADMS, LADD and a Lagrangian stochastic model) were used to provide a robust emission estimate. The Lagrangian stochastic model was applied both in ‘forwards’ and ‘backwards’ mode to compare the difference between the two approaches. In addition, the aerodynamic gradient method was applied using vertical profiles of mean ammonia concentrations measured near the centre of the colony. The emission estimates derived from the simulations of the three dispersion models and the aerodynamic gradient method agreed quite well, giving a mean emission of 1.1 g ammonia per breeding pair per day (95% confidence interval: 0.4–2.5 g ammonia per breeding pair per day). This emission rate represents a volatilisation of 1.9% of the estimated nitrogen excretion of the penguins, which agrees well with that estimated from a temperature-dependent bioenergetics model. We found that, in this study, the Lagrangian stochastic model seemed to give more reliable emission estimates in ‘forwards’ mode than in ‘backwards’ mode due to the assumptions made.
Resumo:
Expert knowledge is used to assign probabilities to events in many risk analysis models. However, experts sometimes find it hard to provide specific values for these probabilities, preferring to express vague or imprecise terms that are mapped using a previously defined fuzzy number scale. The rigidity of these scales generates bias in the probability elicitation process and does not allow experts to adequately express their probabilistic judgments. We present an interactive method for extracting a fuzzy number from experts that represents their probabilistic judgments for a given event, along with a quality measure of the probabilistic judgments, useful in a final information filtering and analysis sensitivity process.
Resumo:
We present a theoretical study of the structural and electronic properties of the M-doped MgIn2S4 ternary spinel semiconductor with M = V, Cr, and Mn. All substitutions, in the normal and in the inverse structure, are analyzed. Some of these possible substitutions present intermediate-band states in the band gap with a different occupation for a spin component. It increases the possibilities of inter-band transitions and could be interesting for applications in optoelectronic devices. The contribution to, and the electronic configuration of, these intermediate bands for the octahedral and tetrahedral sites is analyzed and discussed. The study of the substitutional energies indicates that these substitutions are favorable. Comparison between the pure and doped hosts absorption coefficients shows that this deeper band opens up more photon absorption channels and could therefore increase the solar-light absorption with respect to the host.
Resumo:
In this paper we present a global overview of the recent study carried out in Spain for the new hazard map, which final goal is the revision of the Building Code in our country (NCSE-02). The study was carried our for a working group joining experts from The Instituto Geografico Nacional (IGN) and the Technical University of Madrid (UPM) , being the different phases of the work supervised by an expert Committee integrated by national experts from public institutions involved in subject of seismic hazard. The PSHA method (Probabilistic Seismic Hazard Assessment) has been followed, quantifying the epistemic uncertainties through a logic tree and the aleatory ones linked to variability of parameters by means of probability density functions and Monte Carlo simulations. In a first phase, the inputs have been prepared, which essentially are: 1) a project catalogue update and homogenization at Mw 2) proposal of zoning models and source characterization 3) calibration of Ground Motion Prediction Equations (GMPE’s) with actual data and development of a local model with data collected in Spain for Mw < 5.5. In a second phase, a sensitivity analysis of the different input options on hazard results has been carried out in order to have criteria for defining the branches of the logic tree and their weights. Finally, the hazard estimation was done with the logic tree shown in figure 1, including nodes for quantifying uncertainties corresponding to: 1) method for estimation of hazard (zoning and zoneless); 2) zoning models, 3) GMPE combinations used and 4) regression method for estimation of source parameters. In addition, the aleatory uncertainties corresponding to the magnitude of the events, recurrence parameters and maximum magnitude for each zone have been also considered including probability density functions and Monte Carlo simulations The main conclusions of the study are presented here, together with the obtained results in terms of PGA and other spectral accelerations SA (T) for return periods of 475, 975 and 2475 years. The map of the coefficient of variation (COV) are also represented to give an idea of the zones where the dispersion among results are the highest and the zones where the results are robust.
Resumo:
The current space environment, consisting of manmade debris and micrometeoroids, poses a risk to safe operations in space, and the situation is continuously deteriorating due to in-orbit debris collisions and to new satellite launches. Bare electrodynamic tethers can provide an efficient mechanism for rapid deorbiting of satellites from low Earth orbit at end of life. Because of its particular geometry (length very much larger than cross-sectional dimensions), a tether may have a relatively high risk of being severed by the single impact of small debris. The rates of fatal impact of orbital debris on round and tape tethers of equal length and mass, evaluated with an analytical approximation to debris flux modeled by NASA’s ORDEM2000, shows much higher survival probability for tapes. A comparative numerical analysis using debris flux model ORDEM2000 and ESA’s MASTER2005 validates the analytical result and shows that, for a given time in orbit, a tape has a probability of survival of about one and a half orders of magnitude higher than a round tether of equal mass and length. Because deorbiting from a given altitude is much faster for the tape due to its larger perimeter, its probability of survival in a practical sense is quite high.
Resumo:
The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the sense that it identifies the roots in key assumptions in economic theory such as optimal behavior and stability to provide an inverse thinking perspective to economic modeling, of use in economic and financial stability policy. The inverse problem provides a truly multidisciplinary platform where related problems from different disciplines can be studied under a common approach with comparable results.
Resumo:
We consider a mathematical model related to the stationary regime of a plasma magnetically confined in a Stellarator device in the nuclear fusion. The mathematical problem may be reduced to an nonlinear elliptic inverse nonlocal two dimensional free{boundary problem. The nonlinear terms involving the unknown functions of the problem and its rearrangement. Our main goal is to determinate the existence and the estimate on the location and size of region where the solution is nonnegative almost everywhere (corresponding to the plasma region in the physical model)
Resumo:
One of the outstanding problems of the modelling of temperate ice dynamics is the limited knowledge on the rheology of temperate ice and, in particular, on how the rate factor depends on the liquid water content. Though it is well known that the rate factor depends strongly on the water content, in practice the only available experimentally-based relationship is that by Duval (1977), which is only valid for water contents up to 1%. However, actual water contents found in temperate and polythermal glaciers are sometimes substantially larger.