Planning accelerated life tests under Exponentiated-Weibull-Arrhenius model

Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa

Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data.

Adsorption of polyelectrolytes onto oppositely charged cylindrical macroions

In this work we investigate the adsorption of polyelectrolyte chains onto uniformly charged cylindrical macroions by means of the Metropolis Monte Carlo simulations and weighted histogram analysis method. Adopting a simplified model for macromolecules and treating the electrolytic solution in the Debye-Hückel level, conformational properties of the adsorbed chain, such as the radius of gyration and the thickness of the adsorbed layer, are provided as a function of ionic strength and macroion charge density. By analysis of the free energy profile as a function of the radius of gyration it was possible to identify first-order-like transitions between adsorbed and desorbed states and obtain a macroion charge density dependence of the critical ionic strength in good agreement with experiments. © 2013 AIP Publishing LLC.

Estudo por simulação computacional da interação entre polieletrólitos fracos e macroíons esféricos

Pós-graduação em Biofísica Molecular - IBILCE

Estudo por simulação computacional da interação entre polianfóteros fracos e macroíons cilíndricos

Pós-graduação em Biofísica Molecular - IBILCE

Termodinâmica do enovelamento de cadeias heteropoliméricas através do algoritmo de Wang-Landau

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Método de Wang-Landau para sequenciamento de aminoácidos em estrutura nativa de proteínas em modelos de rede

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo dos aspectos eletrostáticos da interação entre polieletrólitos e macroíons

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Modelo enxuto de gerenciamento multiprojetos baseado na corrente crítica

Pós-graduação em Engenharia Mecânica - FEG

Critical adsorption of polyelectrolytes onto charged Janus nanospheres

Based on extensive Monte Carlo simulations and analytical considerations we study the electrostatically driven adsorption of flexible polyelectrolyte chains onto charged Janus nanospheres. These net-neutral colloids are composed of two equally but oppositely charged hemispheres. The critical binding conditions for polyelectrolyte chains are analysed as function of the radius of the Janus particle and its surface charge density, as well as the salt concentration in the ambient solution. Specifically for the adsorption of finite-length polyelectrolyte chains onto Janus nanoparticles, we demonstrate that the critical adsorption conditions drastically differ when the size of the Janus particle or the screening length of the electrolyte are varied. We compare the scaling laws obtained for the adsorption-desorption threshold to the known results for uniformly charged spherical particles, observing significant disparities. We also contrast the changes to the polyelectrolyte chain conformations close to the surface of the Janus nanoparticles as compared to those for simple spherical particles. Finally, we discuss experimentally relevant physicochemical systems for which our simulations results may become important. In particular, we observe similar trends with polyelectrolyte complexation with oppositely but heterogeneously charged proteins.

Adsorption of pH-responsive polyelectrolyte chains onto spherical macroions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Inverted critical adsorption of polyelectrolytes in confinement

What are the fundamental laws for the adsorption of charged polymers onto oppositely charged surfaces, for convex, planar, and concave geometries? This question is at the heart of surface coating applications, various complex formation phenomena, as well as in the context of cellular and viral biophysics. It has been a long-standing challenge in theoretical polymer physics; for realistic systems the quantitative understanding is however often achievable only by computer simulations. In this study, we present the findings of such extensive Monte-Carlo in silico experiments for polymer-surface adsorption in confined domains. We study the inverted critical adsorption of finite-length polyelectrolytes in three fundamental geometries: planar slit, cylindrical pore, and spherical cavity. The scaling relations extracted from simulations for the critical surface charge density sigma(c)-defining the adsorption-desorption transition-are in excellent agreement with our analytical calculations based on the ground-state analysis of the Edwards equation. In particular, we confirm the magnitude and scaling of sigma(c) for the concave interfaces versus the Debye screening length 1/kappa and the extent of confinement a for these three interfaces for small kappa a values. For large kappa a the critical adsorption condition approaches the known planar limit. The transition between the two regimes takes place when the radius of surface curvature or half of the slit thickness a is of the order of 1/kappa. We also rationalize how sigma(c)(kappa) dependence gets modified for semi-flexible versus flexible chains under external confinement. We examine the implications of the chain length for critical adsorption-the effect often hard to tackle theoretically-putting an emphasis on polymers inside attractive spherical cavities. The applications of our findings to some biological systems are discussed, for instance the adsorption of nucleic acids onto the inner surfaces of cylindrical and spherical viral capsids.

Computer simulation of configurational properties of partially ionized polyelectrolytes

Monte Carlo simulation methods were used in order to study the conformational properties of partially ionized polyelectrolyte chains with Debye-Hückel screening in 1:1 electrolyte solution at room temperature. Configurational properties such as the distributions of probability for the square end to end distances, for the square radii of gyration and for the angles between polyion bonds were investigated as a function of the chain ionization and the salt concentration. © 1993.

Modelos lineares generalizados bayesianos para dados longitudinais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Aplicação do valor presente ajustado (APV) para avaliação do fluxo de caixa de uma empresa do setor automotivo no sistema inovar auto

The automobile industry shows relevance inside the Brazilian industrial scenario since it contributes with the development of a significant chain of supply, distributors, workshops, publicity agencies and insurance companies in the internal market, aside from being one of the five biggest worldwide market. Thereby, the federal government decreed in Dec, 17th 2012 by Law nº 12.715 the Inovar-Auto Program. As the Adjusted Present Value (APV) is highly recommended, although not yet widespread to public politics of tax reduction, this work intends to apply the APV method on the cash flow analysis of an automobile sector's company, which has recently installed in national territory and wants to rely with governmental incentives proposed by Inovar-Auto Program. The developed work evaluates the company's current cash flow stochastically from mathematical modeling of variables such as price, demand and interest rate through probability distributions with the assist of Crystal Ball software, a Microsoft Excel Add-in, generating different scenarios from Monte Carlo Simulation. As results probabilities situations have been evaluated until the end of the Inovar-Auto's conducted period, in 2017. Beside APV others indicator such as Internal Rate of Return (IRR) and payback period were estimated for the investment project. For APV a sampling distribution with only 0.057% of risk, IRR of 29% were obtained and estimated project payback period was 4.13 years