916 resultados para Options (Finance) -- Mathematical models


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This paper describes strategies and techniques to perform modeling and automatic mesh generation of the aorta artery and its tunics (adventitia, media and intima walls), using open source codes. The models were constructed in the Blender package and Python scripts were used to export the data necessary for the mesh generation in TetGen. The strategies proposed are able to provide meshes of complicated and irregular volumes, with a large number of mesh elements involved (12,000,000 tetrahedrons approximately). These meshes can be used to perform computational simulations by Finite Element Method (FEM). © Published under licence by IOP Publishing Ltd.

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We construct exact solutions for a system of two coupled nonlinear partial differential equations describing the spatio-temporal dynamics of a predator-prey system where the prey per capita growth rate is subject to the Allee effect. Using the G'/G expansion method, we derive exact solutions to this model for two different wave speeds. For each wave velocity we report three different forms of solutions. We also discuss the biological relevance of the solutions obtained. © 2012 Elsevier B.V.

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The major contribution of this paper relates to the practical advantages of combining Ground Control Points (GCPs), Ground Control Lines (GCLs) and orbital data to estimate the exterior orientation parameters of images collected by CBERS-2B (China-Brazil Earth Resources Satellite) HRC (High-resolution Camera) and CCD (High-resolution CCD Camera) sensors. Although the CBERS-2B is no longer operational, its images are still being used in Brazil, and the next generations of the CBERS satellite will have sensors with similar technical features, which motivates the study presented in this paper. The mathematical models that relate the object and image spaces are based on collinearity (for points) and coplanarity (for lines) conditions. These models were created in an in-house developed software package called TMS (Triangulation with Multiple Sensors) with multi-feature control (GCPs and GCLs). Experiments on a block of four CBERS-2B HRC images and on one CBERS-2B CCD image were performed using both models. It was observed that the combination of GCPs and GCLs provided better bundle block adjustment results than conventional bundle adjustment using only GCPs. The results also demonstrate the advantages of using primarily orbital data when the number of control entities is reduced. © 2013 International Society for Photogrammetry and Remote Sensing, Inc. (ISPRS).

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This paper presents a mixed integer nonlinear programming multiobjective model for short-term planning of distribution networks that considers in an integrated manner the following planning activities: allocation of capacitor banks; voltage regulators; the cable replacement of branches and feeders. The objective functions considered in the proposed model are: to minimize operational and investment costs and minimize the voltage deviations in the the network buses, subject to a set of technical and operational constraints. A multiobjective genetic algorithm based on a Non-Dominated Sorting Genetic Algorithm (NSGA-II) is proposed to solve this model. The proposed mathematical model and solution methodology is validated testing a medium voltage distribution system with 135 buses. © 2013 Brazilian Society for Automatics - SBA.

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This paper presents a methodology for modeling high intensity discharge lamps based on artificial neural networks. The methodology provides a model which is able to represent the device operating in the frequency of distribution systems, facing events related to power quality. With the aid of a data acquisition system to monitor the laboratory experiment, and using $$\text{ MATLAB }^{\textregistered }$$ software, data was obtained for the training of two neural networks. These neural networks, working together, were able to represent with high fidelity the behavior of a discharge lamp. The excellent performance obtained by these models allowed the simulation of a group of lamps in a distribution system with shorter simulation time when compared to mathematical models. This fact justified the application of this family of loads in electric power systems. The representation of the device facing power quality disturbances also proved to be a useful tool for more complex studies in distribution systems. © 2013 Brazilian Society for Automatics - SBA.

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The by-products generated from industrial filleting of tilapia surimi can be used for the manufacture of surimi. The surimi production uses large amounts of water, which generates a wastewater rich in organic compounds (lipids, soluble proteins and blood). Optimizing the number of washing cycles will contribute to a more sustainable production. A mathematical model of mechanically recovered tilapia meat (Oreochromis niloticus) for the processing of surimi (minced fish washing cycles and tapioca starch addition) based on two quality parameters (texture and moisture) was constructed by applying the response surface methodology (RSM). Each factor had an important effect on the moisture and texture of surimi. This study found that the optimal formulation for producing the best surimi using the by-products of tilapia filleting in manufacturing fish burger were the addition of 10% tapioca starch and three minced fish washing cycles. A microstructural evaluation supported the findings of the mathematical model. Practical Applications: The use of mechanically recovered fish meat (MRFM) for the production of surimi enables the utilization of the by-products of filleting fish. However, the inferior quality of the surimi produced from MRFM in relation to that produced with fillets necessitates the addition of starch; secondly, surimi production consumes a large volume of water. RSM provides a valuable means for optimizing the number of washing cycles and starch amounts utilized in fish burger production. Tapioca starch, widely produced in Brazil, has desirable characteristics (surface sheen, smooth texture, neutral taste and clarity in solution) for use in MRFM-produced surimi. © 2013 Wiley Periodicals, Inc.

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The aim of this study was to evaluate stress distribution of the peri-implant bone by simulating the biomechanical influence of implants with different diameters of regular or platform switched connections by means of 3-dimensional finite element analysis. Five mathematical models of an implant-supported central incisor were created by varying the diameter (5.5 and 4.5 mm, internal hexagon) and abutment platform (regular and platform switched). For the cortical bone, the highest stress values (rmax and rvm) were observed in situation R1, followed by situations S1, R2, S3, and S2. For the trabecular bone, the highest stress values (rmax) were observed in situation S3, followed by situations R1, S1, R2, and S2. The influence of platform switching was more evident for cortical bone than for trabecular bone and was mainly seen in large platform diameter reduction.

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We solve the three-body bound-state problem in three dimensions for mass imbalanced systems of two identical bosons and a third particle in the universal limit where the interactions are assumed to be of zero range. The system displays the Efimov effect and we use the momentum-space wave equation to derive formulas for the scaling factor of the Efimov spectrum for any mass ratio assuming either that two or three of the two-body subsystems have a bound state at zero energy. We consider the single-particle momentum distribution analytically and numerically and analyze the tail of the momentum distribution to obtain the three-body contact parameter. Our findings demonstrate that the functional form of the three-body contact term depends on the mass ratio, and we obtain an analytic expression for this behavior. To exemplify our results, we consider mixtures of lithium with either two caesium or rubidium atoms which are systems of current experimental interest. © 2013 American Physical Society.

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Purpose: The aim of this study was to verify whether there is an association between anaerobic running capacity (ARC) values, estimated from two-parameter models, and maximal accumulated oxygen deficit (MAOD) in army runners. Methods: Eleven, trained, middle distance runners who are members of the armed forces were recruited for the study (20 ± 1 years). They performed a critical velocity test (CV) for ARC estimation using three mathematical models and an MAOD test, both tests were applied on a motorized treadmill. Results: The MAOD was 61.6 ± 5.2 mL/kg (4.1 ± 0.3 L). The ARC values were 240.4 ± 18.6 m from the linear velocity-inverse time model, 254.0 ± 13.0 m from the linear distance-time model, and 275.2 ± 9.1 m from the hyperbolic time-velocity relationship (nonlinear 2-parameter model), whereas critical velocity values were 3.91 ± 0.07 m/s, 3.86 ± 0.08 m/s and 3.80 ± 0.09 m/s, respectively. There were differences (P < 0.05) for both the ARC and the CV values when compared between velocity-inverse time linear and nonlinear 2-parameter mathematical models. The different values of ARC did not significantly correlate with MAOD. Conclusion: In conclusion, estimated ARC did not correlate with MAOD, and should not be considered as an anaerobic measure of capacity for treadmill running. © 2013 Elsevier Masson SAS. All rights reserved.

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This study presents a new methodology based on risk/investment to solve transmission network expansion planning (TNEP) problem with multiple future scenarios. Three mathematical models related to TNEP problems considering multiple future generation and load scenarios are also presented. These models will provide planners with a meaningful risk assessment that enable them to determine the necessary funding for transmission lines at a permissible risk level. The results using test and real systems show that the proposed method presents better solutions compared with scenario analysis method. ©The Institution of Engineering and Technology 2013.

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An indirect method for the georeferencing of 3D point clouds obtained with terrestrial laser scanning (TLS) data using control lines is presented. This technique could be used for rapid data acquisition where resources do not permit the use of expensive navigation sensors or the placement of pre-signalised targets. The most important characteristic is the development of a mathematical model based on the principle that the direction vector of the TLS straight line is coplanar with the plane defined by the origin of the TLS system, one endpoint of a control line and the direction vector of the control line in the ground reference coordinate system. The transformation parameters are estimated by minimising the distance between the control lines and their corresponding TLS straight lines. The proposed method was tested using both simulated and real data, and the advantages of this new approach are compared with conventional surveying methods. © 2013 This article is a U.S. Government work and is in the public domain in the USA.

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It is presented a software developed with Delphi programming language to compute the reservoir's annual regulated active storage, based on the sequent-peak algorithm. Mathematical models used for that purpose generally require extended hydrological series. Usually, the analysis of those series is performed with spreadsheets or graphical representations. Based on that, it was developed a software for calculation of reservoir active capacity. An example calculation is shown by 30-years (from 1977 to 2009) monthly mean flow historical data, from Corrente River, located at São Francisco River Basin, Brazil. As an additional tool, an interface was developed to manage water resources, helping to manipulate data and to point out information that it would be of interest to the user. Moreover, with that interface irrigation districts where water consumption is higher can be analyzed as a function of specific seasonal water demands situations. From a practical application, it is possible to conclude that the program provides the calculation originally proposed. It was designed to keep information organized and retrievable at any time, and to show simulation on seasonal water demands throughout the year, contributing with the elements of study concerning reservoir projects. This program, with its functionality, is an important tool for decision making in the water resources management.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)