969 resultados para processus de Wiener


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This paper formulates an analytically tractable problem for the wake generated by a long flat bottom ship by considering the steady free surface flow of an inviscid, incompressible fluid emerging from beneath a semi-infinite rigid plate. The flow is considered to be irrotational and two-dimensional so that classical potential flow methods can be exploited. In addition, it is assumed that the draft of the plate is small compared to the depth of the channel. The linearised problem is solved exactly using a Fourier transform and the Wiener-Hopf technique, and it is shown that there is a family of subcritical solutions characterised by a train of sinusoidal waves on the downstream free surface. The amplitude of these waves decreases as the Froude number increases. Supercritical solutions are also obtained, but, in general, these have infinite vertical velocities at the trailing edge of the plate. Consideration of further terms in the expansions suggests a way of canceling the singularity for certain values of the Froude number.

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Free surface flow past a two-dimensional semi-infinite curved plate is considered, with emphasis given to solving for the shape of the resulting wave train that appears downstream on the surface of the fluid. This flow configuration can be interpreted as applying near the stern of a wide blunt ship. For steady flow in a fluid of finite depth, we apply the Wiener-Hopf technique to solve a linearised problem, valid for small perturbations of the uniform stream. Weakly nonlinear results found using a forced KdV equation are also presented, as are numerical solutions to the fully nonlinear problem, computed using a conformal mapping and a boundary integral technique. By considering different families of shapes for the semi-infinite plate, it is shown how the amplitude of the waves can be minimised. For plates that increase in height as a function of the direction of flow, reach a local maximum, and then point slightly downwards at the point at which the free surface detaches, it appears the downstream wavetrain can be eliminated entirely.

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Cette présentation met en avant la Théorie des Littératies Multiples (TLM) et l’importance de lire, lire le monde et se lire, dans le but de se transformer en contexte plurilingue. La première partie de cette communication sera consacrée à la présentation des principes fondamentaux de la TLM. Il est vrai que la littératie valorisée par l’école est souvent celle qui est la plus prisée dans la recherche et l’enseignement. La TLM enlève la littératie scolaire de sa place privilégiée et l’insère dans un agencement de littératies au foyer, à l’école et dans la communauté. Les littératies, en tant que construit renvoient aux mots, aux gestes, aux attitudes, ou plus exactement, aux façons de parler, de lire, d’écrire et de valoriser les réalités de la vie. Elles sont une façon de devenir avec le monde. Les littératies constituent des textes au sens large (comme par exemple, la musique, l’art, la physique et les athématiques) qui peuvent être visuels,oraux, écrits, tactiles,olfactifs ou numériques. Elles se fusionnent aux contextes sociopolitiques, culturels, économiques, genrés et racialisés, qui de par leur caractère mobile et fluide transforment les littératies génératrices de locuteurs, de scripteurs, d’artistes, d’ava tars et de communautés. Les littératies prennent leur sens en contexte, dans le temps et l’espace où on se trouve De ce fait, leur actualisation n’est pas prédéterminée et est imprévisible. La TLM s’intéresse aux rôles joués par les littératies. Lire, lire le monde et se lire a pour fonction importante entre autres de transformer une vie, une communauté et une société. La deuxième partie de cette communication sera consacrée à un projet de recherche ayant pour objectif d’explorer la façon dont des enfants acquièrent simultanément deux ou plusieurs systèmes d’écriture. Des enfants âgés de 5 à 8 ans ont participé à des activités filmées en salle de classe, au foyer et dans leur quartier. Puis des entretiens ont été menés avec les enfants, leurs parents et leurs enseignants. Ce projet nous permet de mieux saisir ce que signifient en contexte plurilingue les littératies en tant que processus. Le projet s’intéresse à ce qu’implique lire, lire le monde et se lire à l’école, au foyer et dans la communauté. Dans une société pluraliste, nous sommes plus que jamais ensibilisés aux contextes particuliers dans lesquels lire, lire le monde et se lire s’actualisent, qu’il s’agisse d’un nouvel arrivant ou d’une personne vivant en milieu minoritaire.

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In this paper we extend the ideas of Brugnano, Iavernaro and Trigiante in their development of HBVM($s,r$) methods to construct symplectic Runge-Kutta methods for all values of $s$ and $r$ with $s\geq r$. However, these methods do not see the dramatic performance improvement that HBVMs can attain. Nevertheless, in the case of additive stochastic Hamiltonian problems an extension of these ideas, which requires the simulation of an independent Wiener process at each stage of a Runge-Kutta method, leads to methods that have very favourable properties. These ideas are illustrated by some simple numerical tests for the modified midpoint rule.

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The Wright-Fisher model is an Itô stochastic differential equation that was originally introduced to model genetic drift within finite populations and has recently been used as an approximation to ion channel dynamics within cardiac and neuronal cells. While analytic solutions to this equation remain within the interval [0,1], current numerical methods are unable to preserve such boundaries in the approximation. We present a new numerical method that guarantees approximations to a form of Wright-Fisher model, which includes mutation, remain within [0,1] for all time with probability one. Strong convergence of the method is proved and numerical experiments suggest that this new scheme converges with strong order 1/2. Extending this method to a multidimensional case, numerical tests suggest that the algorithm still converges strongly with order 1/2. Finally, numerical solutions obtained using this new method are compared to those obtained using the Euler-Maruyama method where the Wiener increment is resampled to ensure solutions remain within [0,1].

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In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

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In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

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A whole-genome scan was conducted to map quantitative trait loci (QTL) for BSE resistance or susceptibility. Cows from four half-sib families were included and 173 microsatellite markers were used to construct a 2835-cM (Kosambi) linkage map covering 29 autosomes and the pseudoautosomal region of the sex chromosome. Interval mapping by linear regression was applied and extended to a multiple-QTL analysis approach that used identified QTL on other chromosomes as cofactors to increase mapping power. In the multiple-QTL analysis, two genome-wide significant QTL (BTA17 and X/Y ps) and four genome-wide suggestive QTL (BTA1, 6, 13, and 19) were revealed. The QTL identified here using linkage analysis do not overlap with regions previously identified using TDT analysis. One factor that may explain the disparity between the results is that a more extensive data set was used in the present study. Furthermore, methodological differences between TDT and linkage analyses may affect the power of these approaches.

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A genome-wide search for markers associated with BSE incidence was performed by using Transmission-Disequilibrium Tests (TDTs). Significant segregation distortion, i.e., unequal transmission probabilities of alleles within a locus, was found for three marker loci on Chromosomes (Chrs) 5, 10, and 20. Although TDTs are robust to false associations owing to hidden population substructures, it cannot distinguish segregation distortion caused by a true association between a marker and bovine spongiform encephalopathy (BSE) from a population-wide distortion. An interaction test and a segregation distortion analysis in half-sib controls were used to disentangle these two alternative hypotheses. None of the markers showed any significant interaction between allele transmission rates and disease status, and only the marker on Chr 10 showed a significant segregation distortion in control individuals. Nevertheless, the control group may have been a mixture of resistant and susceptible but unchallenged individuals. When new genotypes were generated in the vicinity of these three markers, evidence for an association with BSE was confirmed for the locus on Chr 5.

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There has been considerable recent work on the development of energy conserving one-step methods that are not symplectic. Here we extend these ideas to stochastic Hamiltonian problems with additive noise and show that there are classes of Runge-Kutta methods that are very effective in preserving the expectation of the Hamiltonian, but care has to be taken in how the Wiener increments are sampled at each timestep. Some numerical simulations illustrate the performance of these methods.

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L'intérêt suscité par la ré-ingénierie des processus et les technologies de l'information révèle l'émergence du paradigme du management par les processus. Bien que beaucoup d'études aient été publiées sur des outils et techniques alternatives de modélisation de processus, peu d'attention a été portée à l'évaluation post-hoc des activités de modélisation de processus ou à l'établissement de directives sur la façon de conduire efficacement une modélisation de processus. La présente étude a pour objectif de combler ce manque. Nous présentons les résultats d'une étude de cas détaillée, conduite dans une organisation leader australienne dans le but de construire un modèle de réussite de la modélisation des processus.

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This paper sets out to contribute to the literature on the design and the implementation of management control systems. To this end, we question what is discussed when a management control system is to be chosen and on what decision-making eventually rests. This study rests upon an ethnomethodology of the Salvation Army’s French branch. Operating in the dual capacity of a researcher and a counsellor to management, between 2000 and 2007, we have unrestricted access to internal data revealing the backstage of management control: discussions and interactions surrounding the choosing of control devices. We contribute to understanding the arising of a need for control, the steps and process followed to decide upon a management control system, and controls in nonprofits. [Cet article vise à contribuer à la littérature sur la mise en place des systèmes de contrôle de gestion. À cette fin, nous questionnons ce qui est discuté lors du choix d’un système de contrôle et sur quoi repose in fine la décision. Cet article est fondé sur une approche ethnométhodologique de l’Armée du Salut en France permise par notre double qualité de chercheurs mais également de conseiller auprès de la direction de l’organisation entre 2000 et 2007. Un accès illimité à des données internes nous permet ainsi de mettre en lumière les aspects méconnus et invisibles du contrôle de gestion : les discussions et interactions entourant le choix d’outils. Nous contribuons à la compréhension de l’émergence du besoin de contrôle, des étapes et du processus de choix d’outils et enfin du contrôle de gestion dans une organisation à but non lucratif.]

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Emotionally arousing events can distort our sense of time. We used mixed block/event-related fMRI design to establish the neural basis for this effect. Nineteen participants were asked to judge whether angry, happy and neutral facial expressions that varied in duration (from 400 to 1,600 ms) were closer in duration to either a short or long duration they learnt previously. Time was overestimated for both angry and happy expressions compared to neutral expressions. For faces presented for 700 ms, facial emotion modulated activity in regions of the timing network Wiener et al. (NeuroImage 49(2):1728–1740, 2010) namely the right supplementary motor area (SMA) and the junction of the right inferior frontal gyrus and anterior insula (IFG/AI). Reaction times were slowest when faces were displayed for 700 ms indicating increased decision making difficulty. Taken together with existing electrophysiological evidence Ng et al. (Neuroscience, doi: 10.3389/fnint.2011.00077, 2011), the effects are consistent with the idea that facial emotion moderates temporal decision making and that the right SMA and right IFG/AI are key neural structures responsible for this effect.

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This thesis is concerned with two-dimensional free surface flows past semi-infinite surface-piercing bodies in a fluid of finite-depth. Throughout the study, it is assumed that the fluid in question is incompressible, and that the effects of viscosity and surface tension are negligible. The problems considered are physically important, since they can be used to model the flow of water near the bow or stern of a wide, blunt ship. Alternatively, the solutions can be interpreted as describing the flow into, or out of, a horizontal slot. In the past, all research conducted on this topic has been dedicated to the situation where the flow is irrotational. The results from such studies are extended here, by allowing the fluid to have constant vorticity throughout the flow domain. In addition, new results for irrotational flow are also presented. When studying the flow of a fluid past a surface-piercing body, it is important to stipulate in advance the nature of the free surface as it intersects the body. Three different possibilities are considered in this thesis. In the first of these possibilities, it is assumed that the free surface rises up and meets the body at a stagnation point. For this configuration, the nonlinear problem is solved numerically with the use of a boundary integral method in the physical plane. Here the semi-infinite body is assumed to be rectangular in shape, with a rounded corner. Supercritical solutions which satisfy the radiation condition are found for various values of the Froude number and the dimensionless vorticity. Subcritical solutions are also found; however these solutions violate the radiation condition and are characterised by a train of waves upstream. In the limit that the height of the body above the horizontal bottom vanishes, the flow approaches that due to a submerged line sink in a $90^\circ$ corner. This limiting problem is also examined as a special case. The second configuration considered in this thesis involves the free surface attaching smoothly to the front face of the rectangular shaped body. For this configuration, nonlinear solutions are computed using a similar numerical scheme to that used in the stagnant attachment case. It is found that these solution exist for all supercritical Froude numbers. The related problem of the cusp-like flow due to a submerged sink in a corner is also considered. Finally, the flow of a fluid emerging from beneath a semi-infinite flat plate is examined. Here the free surface is assumed to detach from the trailing edge of the plate horizontally. A linear problem is formulated under the assumption that the elevation of the plate is close to the undisturbed free surface level. This problem is solved exactly using the Wiener-Hopf technique, and subcritical solutions are found which are characterised by a train of sinusoidal waves in the far field. The nonlinear problem is also considered. Exact relations between certain parameters for supercritical flow are derived using conservation of mass and momentum arguments, and these are confirmed numerically. Nonlinear subcritical solutions are computed, and the results are compared to those predicted by the linear theory.

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1 Species-accumulation curves for woody plants were calculated in three tropical forests, based on fully mapped 50-ha plots in wet, old-growth forest in Peninsular Malaysia, in moist, old-growth forest in central Panama, and in dry, previously logged forest in southern India. A total of 610 000 stems were identified to species and mapped to < Im accuracy. Mean species number and stem number were calculated in quadrats as small as 5 m x 5 m to as large as 1000 m x 500 m, for a variety of stem sizes above 10 mm in diameter. Species-area curves were generated by plotting species number as a function of quadrat size; species-individual curves were generated from the same data, but using stem number as the independent variable rather than area. 2 Species-area curves had different forms for stems of different diameters, but species-individual curves were nearly independent of diameter class. With < 10(4) stems, species-individual curves were concave downward on log-log plots, with curves from different forests diverging, but beyond about 104 stems, the log-log curves became nearly linear, with all three sites having a similar slope. This indicates an asymptotic difference in richness between forests: the Malaysian site had 2.7 times as many species as Panama, which in turn was 3.3 times as rich as India. 3 Other details of the species-accumulation relationship were remarkably similar between the three sites. Rectangular quadrats had 5-27% more species than square quadrats of the same area, with longer and narrower quadrats increasingly diverse. Random samples of stems drawn from the entire 50 ha had 10-30% more species than square quadrats with the same number of stems. At both Pasoh and BCI, but not Mudumalai. species richness was slightly higher among intermediate-sized stems (50-100mm in diameter) than in either smaller or larger sizes, These patterns reflect aggregated distributions of individual species, plus weak density-dependent forces that tend to smooth the species abundance distribution and 'loosen' aggregations as stems grow. 4 The results provide support for the view that within each tree community, many species have their abundance and distribution guided more by random drift than deterministic interactions. The drift model predicts that the species-accumulation curve will have a declining slope on a log-log plot, reaching a slope of O.1 in about 50 ha. No other model of community structure can make such a precise prediction. 5 The results demonstrate that diversity studies based on different stem diameters can be compared by sampling identical numbers of stems. Moreover, they indicate that stem counts < 1000 in tropical forests will underestimate the percentage difference in species richness between two diverse sites. Fortunately, standard diversity indices (Fisher's sc, Shannon-Wiener) captured diversity differences in small stem samples more effectively than raw species richness, but both were sample size dependent. Two nonparametric richness estimators (Chao. jackknife) performed poorly, greatly underestimating true species richness.