984 resultados para Mathematical optimization


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Nowadays, the upwind three bladed horizontal axis wind turbine is the leading player on the market. It has been found to be the best industrial compromise in the range of different turbine constructions. The current wind industry innovation is conducted in the development of individual turbine components. The blade constitutes 20-25% of the overall turbine budget. Its optimal operation in particular local economic and wind conditions is worth investigating. The blade geometry, namely the chord, twist and airfoil type distributions along the span, responds to the output measures of the blade performance. Therefore, the optimal wind blade geometry can improve the overall turbine performance. The objectives of the dissertation are focused on the development of a methodology and specific tool for the investigation of possible existing wind blade geometry adjustments. The novelty of the methodology presented in the thesis is the multiobjective perspective on wind blade geometry optimization, particularly taking simultaneously into account the local wind conditions and the issue of aerodynamic noise emissions. The presented optimization objective approach has not been investigated previously for the implementation in wind blade design. The possibilities to use different theories for the analysis and search procedures are investigated and sufficient arguments derived for the usage of proposed theories. The tool is used for the test optimization of a particular wind turbine blade. The sensitivity analysis shows the dependence of the outputs on the provided inputs, as well as its relative and absolute divergences and instabilities. The pros and cons of the proposed technique are seen from the practical implementation, which is documented in the results, analysis and conclusion sections.

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Stochastic approximation methods for stochastic optimization are considered. Reviewed the main methods of stochastic approximation: stochastic quasi-gradient algorithm, Kiefer-Wolfowitz algorithm and adaptive rules for them, simultaneous perturbation stochastic approximation (SPSA) algorithm. Suggested the model and the solution of the retailer's profit optimization problem and considered an application of the SQG-algorithm for the optimization problems with objective functions given in the form of ordinary differential equation.

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Optimization of high strength and toughness combination on the effect of weldability is very vital to be considered in offshore oil and gas industries. Having a balanced and improved high strength and toughness is very much recommended in offshore structures for an effective production and viable exploration of hydrocarbons. This thesis aims to investigate the possibilities to improve the toughness of high strength steel. High carbon contents induce hardness and needs to be reduced for increasing toughness. The rare combination of high strength with high toughness possibilities was examined by determining the following toughening mechanism of: Heat treatment and optimal microstructure, Thermomechanical processing, Effect of welding parameters on toughness and weldability of steel. The implementation of weldability of steels to attain high toughness for high strength in offshore structures is mostly in shipbuilding, offshore platforms, and pipelines for high operating pressures. As a result, the toughening mechanisms suggested have benefits to the aims of the effect of high strength to high toughness of steel for efficiency, production and cost reduction.

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The Arctic region becoming very active area of the industrial developments since it may contain approximately 15-25% of the hydrocarbon and other valuable natural resources which are in great demand nowadays. Harsh operation conditions make the Arctic region difficult to access due to low temperatures which can drop below -50 °C in winter and various additional loads. As a result, newer and modified metallic materials are implemented which can cause certain problems in welding them properly. Steel is still the most widely used material in the Arctic regions due to high mechanical properties, cheapness and manufacturability. Moreover, with recent steel manufacturing development it is possible to make up to 1100 MPa yield strength microalloyed high strength steel which can be operated at temperatures -60 °C possessing reasonable weldability, ductility and suitable impact toughness which is the most crucial property for the Arctic usability. For many years, the arc welding was the most dominant joining method of the metallic materials. Recently, other joining methods are successfully implemented into welding manufacturing due to growing industrial demands and one of them is the laser-arc hybrid welding. The laser-arc hybrid welding successfully combines the advantages and eliminates the disadvantages of the both joining methods therefore produce less distortions, reduce the need of edge preparation, generates narrower heat-affected zone, and increase welding speed or productivity significantly. Moreover, due to easy implementation of the filler wire, accordingly the mechanical properties of the joints can be manipulated in order to produce suitable quality. Moreover, with laser-arc hybrid welding it is possible to achieve matching weld metal compared to the base material even with the low alloying welding wires without excessive softening of the HAZ in the high strength steels. As a result, the laser-arc welding methods can be the most desired and dominating welding technology nowadays, and which is already operating in automotive and shipbuilding industries with a great success. However, in the future it can be extended to offshore, pipe-laying, and heavy equipment industries for arctic environment. CO2 and Nd:YAG laser sources in combination with gas metal arc source have been used widely in the past two decades. Recently, the fiber laser sources offered high power outputs with excellent beam quality, very high electrical efficiency, low maintenance expenses, and higher mobility due to fiber optics. As a result, fiber laser-arc hybrid process offers even more extended advantages and applications. However, the information about fiber or disk laser-arc hybrid welding is very limited. The objectives of the Master’s thesis are concentrated on the study of fiber laser-MAG hybrid welding parameters in order to understand resulting mechanical properties and quality of the welds. In this work only ferrous materials are reviewed. The qualitative methodological approach has been used to achieve the objectives. This study demonstrates that laser-arc hybrid welding is suitable for welding of many types, thicknesses and strength of steels with acceptable mechanical properties along very high productivity. New developments of the fiber laser-arc hybrid process offers extended capabilities over CO2 laser combined with the arc. This work can be used as guideline in hybrid welding technology with comprehensive study the effect of welding parameter on joint quality.

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Parin viime vuosikymmenen aikana on kehitetty huomattavasti entistä lujempia teräslaatuja, joiden käyttö ei kuitenkaan ole yleistynyt läheskään samaan tahtiin. Korkeamman hinnan lisäksi yksi merkittävä syy tähän on, että suunnittelijoilla ei usein ole riittäviä tietoja siitä, millaisissa tilanteissa lujemman teräslaadun käytöstä on merkittävää hyötyä. Tilannetta ei myöskään helpota se, että käytössä olevat standardit eivät tarjoa lainkaan ohjeistusta kaikkein lujimpien, myötörajaltaan yli 700MPa terästen käyttöön ja mitoitukseen. Tässä työssä pyritään tarjoamaan suunnittelijalle ohjeita ja nyrkkisääntöjä sopivan lujuusluokan ja profiilin valintaan sekä yleisesti lujempien teräslaatujen käyttöön. Lujemman teräslaadun käytöllä voidaan keventää suunniteltavaa rakennetta ja saada aikaan huomattavia painonsäästöjä. Usein ongelmaksi nousevat kuitenkin stabiiliuskriteerit, sillä teräksen lommahduskestävyys määräytyy suuresti sen lujuusluokasta siten, että mitä lujempaa teräs on, sitä helpommin se lommahtaa. Kun tämä yhdistetään siihen, että lujempaa terästä käytettäessä rakenteesta tulee optimoituna muutenkin pienempi ja kevyempi, kasvaa näiden kahden asian yhteisvaikutuksena kantokyvyn mukaan mitoitetun rakenteen taipuma korkeampiin lujuusluokkiin edetessä hyvin nopeasti sallittujen rajojen yli. Työssä etsitään siksi keinoja sopivan kompromissin löytämiseksi lujuuden ja jäykkyyden välille. Koska muotoilulla ja poikkileikkauksella on suuri merkitys sekä taipuman että stabiliteetin kannalta, tutkitaan erilaisia poikkileikkausvaihtoehtoja ja etsitään optimaalista poikkileikkausta taivutuspalkille matemaattisen optimointimallin avulla. Kun eri poikkileikkausvaihtoehdot on käsitelty ja optimoitu taivutuksen suhteen, tutkitaan poikkileikkauksia myös muissa kuormitustapauksissa. Huomattavan raskaan laskentatyön takia apuna käytetään Matlab-ohjelmistoa itse optimointiin ja Femap-ohjelmaa muiden kuormitustapausten tutkimiseen ja tulosten verifioitiin.

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Många kvantitativa problem från vitt skilda områden kan beskrivas som optimeringsproblem. Ett mått på lösningens kvalitet bör optimeras samtidigt som vissa villkor på lösningen uppfylls. Kvalitetsmåttet kallas vanligen objektfunktion och kan beskriva kostnader (exempelvis produktion, logistik), potentialenergi (molekylmodellering, proteinveckning), risk (finans, försäkring) eller något annat relevant mått. I min doktorsavhandling diskuteras speciellt icke-linjär programmering, NLP, i ändliga dimensioner. Problem med enkel struktur, till exempel någon form av konvexitet, kan lösas effektivt. Tyvärr kan inte alla kvantitativa samband modelleras på ett konvext vis. Icke-konvexa problem kan angripas med heuristiska metoder, algoritmer som söker lösningar med hjälp av deterministiska eller stokastiska tumregler. Ibland fungerar det här väl, men heuristikerna kan sällan garantera kvaliteten på lösningen eller ens att en lösning påträffas. För vissa tillämpningar är det här oacceptabelt. Istället kan man tillämpa så kallad global optimering. Genom att successivt dela variabeldomänen i mindre delar och beräkna starkare gränser på det optimala värdet hittas en lösning inom feltoleransen. Den här metoden kallas branch-and-bound, ungefär dela-och-begränsa. För att ge undre gränser (vid minimering) approximeras problemet med enklare problem, till exempel konvexa, som kan lösas effektivt. I avhandlingen studeras tillvägagångssätt för att approximera differentierbara funktioner med konvexa underskattningar, speciellt den så kallade alphaBB-metoden. Denna metod adderar störningar av en viss form och garanterar konvexitet genom att sätta villkor på den perturberade Hessematrisen. Min forskning har lyft fram en naturlig utvidgning av de perturbationer som används i alphaBB. Nya metoder för att bestämma underskattningsparametrar har beskrivits och jämförts. I sammanfattningsdelen diskuteras global optimering ur bredare perspektiv på optimering och beräkningsalgoritmer.

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The objective of this study was to optimize and validate the solid-liquid extraction (ESL) technique for determination of picloram residues in soil samples. At the optimization stage, the optimal conditions for extraction of soil samples were determined using univariate analysis. Ratio soil/solution extraction, type and time of agitation, ionic strength and pH of extraction solution were evaluated. Based on the optimized parameters, the following method of extraction and analysis of picloram was developed: weigh 2.00 g of soil dried and sieved through a sieve mesh of 2.0 mm pore, add 20.0 mL of KCl concentration of 0.5 mol L-1, shake the bottle in the vortex for 10 seconds to form suspension and adjust to pH 7.00, with alkaline KOH 0.1 mol L-1. Homogenate the system in a shaker system for 60 minutes and then let it stand for 10 minutes. The bottles are centrifuged for 10 minutes at 3,500 rpm. After the settlement of the soil particles and cleaning of the supernatant extract, an aliquot is withdrawn and analyzed by high performance liquid chromatography. The optimized method was validated by determining the selectivity, linearity, detection and quantification limits, precision and accuracy. The ESL methodology was efficient for analysis of residues of the pesticides studied, with percentages of recovery above 90%. The limits of detection and quantification were 20.0 and 66.0 mg kg-1 soil for the PVA, and 40.0 and 132.0 mg kg-1 soil for the VLA. The coefficients of variation (CV) were equal to 2.32 and 2.69 for PVA and TH soils, respectively. The methodology resulted in low organic solvent consumption and cleaner extracts, as well as no purification steps for chromatographic analysis were required. The parameters evaluated in the validation process indicated that the ESL methodology is efficient for the extraction of picloram residues in soils, with low limits of detection and quantification.

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This study examines the excess returns provided by G10 currency carry trading during the Euro era. The currency carry trade has been a popular trade throughout the past decades offering excess returns to investors. The thesis aims to contribute to existing research on the topic by utilizing a new set of data for the Euro era as well as using the Euro as a basis for the study. The focus of the thesis is specifically on different carry trade strategies’ performance, risk and diversification benefits. The study finds proof of the failure of the uncovered interest rate parity theory through multiple regression analyses. Furthermore, the research finds evidence of significant diversification benefits in terms of Sharpe ratio and improved return distributions. The results suggest that currency carry trades have offered excess returns during 1999-2014 and that volatility plays an important role in carry trade returns. The risk, however, is diversifiable and therefore our results support previous quantitative research findings on the topic.

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The objective of this project was to introduce a new software product to pulp industry, a new market for case company. An optimization based scheduling tool has been developed to allow pulp operations to better control their production processes and improve both production efficiency and stability. Both the work here and earlier research indicates that there is a potential for savings around 1-5%. All the supporting data is available today coming from distributed control systems, data historians and other existing sources. The pulp mill model together with the scheduler, allows what-if analyses of the impacts and timely feasibility of various external actions such as planned maintenance of any particular mill operation. The visibility gained from the model proves also to be a real benefit. The aim is to satisfy demand and gain extra profit, while achieving the required customer service level. Research effort has been put both in understanding the minimum features needed to satisfy the scheduling requirements in the industry and the overall existence of the market. A qualitative study was constructed to both identify competitive situation and the requirements vs. gaps on the market. It becomes clear that there is no such system on the marketplace today and also that there is room to improve target market overall process efficiency through such planning tool. This thesis also provides better overall understanding of the different processes in this particular industry for the case company.

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Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

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The objective of this thesis is to examine distribution network designs and modeling practices and create a framework to identify best possible distribution network structure for the case company. The main research question therefore is: How to optimize case company’s distribution network in terms of customer needs and costs? Theory chapters introduce the basic building blocks of the distribution network design and needed calculation methods and models. Framework for the distribution network projects was created based on the theory and the case study was carried out by following the defined framework. Distribution network calculations were based on the company’s sales plan for the years 2014 - 2020. Main conclusions and recommendations were that the new Asian business strategy requires high investments in logistics and the first step is to open new satellite DC in China as soon as possible to support sales and second possible step is to open regional DC in Asia within 2 - 4 years.

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The aim of the present set of longitudinal studies was to explore 3-7-year-old children.s Spontaneous FOcusing on Numerosity (SFON) and its relation to early mathematical development. The specific goals were to capture in method and theory the distinct process by which children focus on numerosity as a part of their activities involving exact number recognition, and individual differences in this process that may be informative in the development of more complex number skills. Over the course of conducting the five studies, fifteen novel tasks were progressively developed for the SFON assessments. In the tasks, confounding effects of insufficient number recognition, verbal comprehension, other procedural skills as well as working memory capacity were aimed to be controlled. Furthermore, how children.s individual differences in SFON are related to their development of number sequence, subitizing-based enumeration, object counting and basic arithmetic skills was explored. The effect of social interaction on SFON was tested. Study I captured the first phase of the 3-year longitudinal study with 39 children. It was investigated whether there were differences in 3-year-old children.s tendency to focus on numerosity, and whether these differences were related to the children.s development of cardinality recognition skills from the age of 3 to 4 years. It was found that the two groups of children formed on the basis of their amount of SFON tendency at the age of 3 years differed in their development of recognising and producing small numbers. The children whose SFON tendency was very predominant developed faster in cardinality related skills from the age of 3 to 4 years than the children whose SFON tendency was not as predominant. Thus, children.s development in cardinality recognition skills is related to their SFON tendency. Studies II and III were conducted to investigate, firstly, children.s individual differences in SFON, and, secondly, whether children.s SFON is related to their counting development. Altogether nine tasks were designed for the assessments of spontaneous and guided focusing on numerosity. The longitudinal data of 39 children in Study II from the age of 3.5 to 6 years showed individual differences in SFON at the ages of 4, 5 and 6 years, as well as stability in children.s SFON across tasks used at different ages. The counting skills were assessed at the ages of 3.5, 5 and 6 years. Path analyses indicated a reciprocal tendency in the relationship between SFON and counting development. In Study III, these results on the individual differences in SFON tendency, the stability of SFON across different tasks and the relationship of SFON and mathematical skills were confirmed by a larger-scale cross-sectional study of 183 on average 6.5-year-old children (range 6;0-7;0 years). The significant amount of unique variance that SFON accounted for number sequence elaboration, object counting and basic arithmetic skills stayed statistically significant (partial correlations varying from .27 to .37) when the effects of non-verbal IQ and verbal comprehension were controlled. In addition, to confirm that the SFON tasks assess SFON tendency independently from enumeration skills, guided focusing tasks were used for children who had failed in SFON tasks. It was explored whether these children were able to proceed in similar tasks to SFON tasks once they were guided to focus on number. The results showed that these children.s poor performance in the SFON tasks was not caused by their deficiency in executing the tasks but on lacking focusing on numerosity. The longitudinal Study IV of 39 children aimed at increasing the knowledge of associations between children.s long-term SFON tendency, subitizing-based enumeration and verbal counting skills. Children were tested twice at the age of 4-5 years on their SFON, and once at the age of 5 on their subitizing-based enumeration, number sequence production, as well as on their skills for counting of objects. Results showed considerable stability in SFON tendency measured at different ages, and that there is a positive direct association between SFON and number sequence production. The association between SFON and object counting skills was significantly mediated by subitizing-based enumeration. These results indicate that the associations between the child.s SFON and sub-skills of verbal counting may differ on the basis of how significant a role understanding the cardinal meanings of number words plays in learning these skills. The specific goal of Study V was to investigate whether it is possible to enhance 3-year old children.s SFON tendency, and thus start children.s deliberate practice in early mathematical skills. Participants were 3-year-old children in Finnish day care. The SFON scores and cardinality-related skills of the experimental group of 17 children were compared to the corresponding results of the 17 children in the control group. The results show an experimental effect on SFON tendency and subsequent development in cardinality-related skills during the 6-month period from pretest to delayed posttest in the children with some initial SFON tendency in the experimental group. Social interaction has an effect on children.s SFON tendency. The results of the five studies assert that within a child.s existing mathematical competence, it is possible to distinguish a separate process, which refers to the child.s tendency to spontaneously focus on numerosity. Moreover, there are significant individual differences in children.s SFON at the age of 3-7 years. Moderate stability was found in this tendency across different tasks assessed both at the same and at different ages. Furthermore, SFON tendency is related to the development of early mathematical skills. Educational implications of the findings emphasise, first, the importance of regarding focusing on numerosity as a separate, essential process in the assessments of young children.s mathematical skills. Second, the substantial individual differences in SFON tendency during the childhood years suggest that uncovering and modeling this kind of mathematically meaningful perceiving of the surroundings and tasks could be an efficient tool for promoting young children.s mathematical development, and thus prevent later failures in learning mathematical skills. It is proposed to consider focusing on numerosity as one potential sub-process of activities involving exact number recognition in future studies.

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Malaria continues to infect millions and kill hundreds of thousands of people worldwide each year, despite over a century of research and attempts to control and eliminate this infectious disease. Challenges such as the development and spread of drug resistant malaria parasites, insecticide resistance to mosquitoes, climate change, the presence of individuals with subpatent malaria infections which normally are asymptomatic and behavioral plasticity in the mosquito hinder the prospects of malaria control and elimination. In this thesis, mathematical models of malaria transmission and control that address the role of drug resistance, immunity, iron supplementation and anemia, immigration and visitation, and the presence of asymptomatic carriers in malaria transmission are developed. A within-host mathematical model of severe Plasmodium falciparum malaria is also developed. First, a deterministic mathematical model for transmission of antimalarial drug resistance parasites with superinfection is developed and analyzed. The possibility of increase in the risk of superinfection due to iron supplementation and fortification in malaria endemic areas is discussed. The model results calls upon stakeholders to weigh the pros and cons of iron supplementation to individuals living in malaria endemic regions. Second, a deterministic model of transmission of drug resistant malaria parasites, including the inflow of infective immigrants, is presented and analyzed. The optimal control theory is applied to this model to study the impact of various malaria and vector control strategies, such as screening of immigrants, treatment of drug-sensitive infections, treatment of drug-resistant infections, and the use of insecticide-treated bed nets and indoor spraying of mosquitoes. The results of the model emphasize the importance of using a combination of all four controls tools for effective malaria intervention. Next, a two-age-class mathematical model for malaria transmission with asymptomatic carriers is developed and analyzed. In development of this model, four possible control measures are analyzed: the use of long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic, and screening and treatment of asymptomatic individuals. The numerical results show that a disease-free equilibrium can be attained if all four control measures are used. A common pitfall for most epidemiological models is the absence of real data; model-based conclusions have to be drawn based on uncertain parameter values. In this thesis, an approach to study the robustness of optimal control solutions under such parameter uncertainty is presented. Numerical analysis of the optimal control problem in the presence of parameter uncertainty demonstrate the robustness of the optimal control approach that: when a comprehensive control strategy is used the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the design of cost-effective strategies for disease control with multiple interventions, even under considerable uncertainty of model parameters. Finally, a separate work modeling the within-host Plasmodium falciparum infection in humans is presented. The developed model allows re-infection of already-infected red blood cells. The model hypothesizes that in severe malaria due to parasite quest for survival and rapid multiplication, the Plasmodium falciparum can be absorbed in the already-infected red blood cells which accelerates the rupture rate and consequently cause anemia. Analysis of the model and parameter identifiability using Markov chain Monte Carlo methods is presented.

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The objective of the present study was to establish a method for quantitative analysis of von Willebrand factor (vWF) multimeric composition using a mathematical framework based on curve fitting. Plasma vWF multimers from 15 healthy subjects and 13 patients with advanced pulmonary vascular disease were analyzed by Western immunoblotting followed by luminography. Quantitative analysis of luminographs was carried out by calculating the relative densities of low, intermediate and high molecular weight fractions using laser densitometry. For each densitometric peak (representing a given fraction of vWF multimers) a mean area value was obtained using data from all group subjects (patients and normal individuals) and plotted against the distance between the peak and IgM (950 kDa). Curves were constructed for each group using nonlinear fitting. Results indicated that highly accurate curves could be obtained for healthy controls and patients, with respective coefficients of determination (r²) of 0.9898 and 0.9778. Differences were observed between patients and normal subjects regarding curve shape, coefficients and the region of highest protein concentration. We conclude that the method provides accurate quantitative information on the composition of vWF multimers and may be useful for comparisons between groups and possibly treatments.