965 resultados para Positively homogeneous functions of degree one


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A rapid spherical harmonic calculation method is used for the design of Nuclear Magnetic Resonance shim coils. The aim is to design each shim such that it generates a field described purely by a single spherical harmonic. By applying simulated annealing techniques, coil arrangements are produced through the optimal positioning of current-carrying circular arc conductors of rectangular cross-section. This involves minimizing the undesirable harmonies in relation to a target harmonic. The design method is flexible enough to be applied for the production of coil arrangements that generate fields consisting significantly of either zonal or tesseral harmonics. Results are presented for several coil designs which generate tesseral harmonics of degree one.

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Esta tese descreve um projeto desenvolvido na sua maioria durante o segundo semestre do ano letivo 2013/2014 nas instalações da Bosch Security Systems ST em Ovar, uma empresa do Grupo Bosch. Este projeto resultou de uma cooperação existente entre a Avans University of Applied Sciences (AUAS) e o Instituto Superior de Engenharia do Porto (ISEP), bem como entre a fábrica Bosch ST Ovar e o Centro de Desenvolvimento Bosch situado em Eindhoven, Holanda. O objetivo é o estudo dos processos colaborativos de comunicação que se realizam entre a R&D (Research and Development/Centro de Desenvolvimento) e a MP (Manufacturing Plant/Fábrica). O sucesso das organizações empresariais só é possível se se alcançar a satisfação das expectativas do mercado. Assim, para o sucesso de uma empresa, temos de ter em conta a sua eficiência para conseguir obter o máximo rendimento da sua missão, que só é possível através de comunicações e de processos produtivos/serviços que acrescentem valor ao bem que disponibilizam. Tendo sempre em vista este princípio, o Grupo Bosch tem vindo a adotar metodologias com o intuito de eliminar os desperdícios existentes nos seus negócios aumentando o máximo possível os seus rendimentos. O desafio foi encontrar problemas ou dificuldades que levam com que a comunicação não seja realizada eficazmente, o que origina, na maioria dos casos, atrasos nos projetos realizados nesta parceria. Com a orientação do diretor técnico da fábrica e observando o trabalho realizado por 2 MBI’s (Manufacturing Business Interface), iniciou-se a compreensão do meio e os métodos de trabalho da empresa, a forma como é que é feita a parceria com os centros de desenvolvimento, como também as responsabilidades e funções de cada um. O estudo desenvolvido teve como base a metodologia Soft Systems Methodology com envolvimento de um questionário submetido aos colaboradores Bosch, realizando-se no final as sugestões de melhoria. Este relatório apresenta assim o estudo dos processos colaborativos e de comunicação entre a fábrica e o centro de desenvolvimento.

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This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not preference-free, in other words, when preferences are not hidden in the stock and bond prices as they are in the standard Black and Scholes (BS) or Hull and White (HW) pricing formulas. The dependence of option prices on preference parameters comes from several instantaneous causality effects such as the so-called leverage effect. We also emphasize that the most standard asset pricing models (CAPM for the stock and BS or HW preference-free option pricing) are valid under the same stochastic setting (typically the absence of leverage effect), regardless of preference parameter values. Even though we propose a general non-preference-free option pricing formula, we always keep in mind that the BS formula is dominant both as a theoretical reference model and as a tool for practitioners. Another contribution of the paper is to characterize why the BS formula is such a benchmark. We show that, as soon as we are ready to accept a basic property of option prices, namely their homogeneity of degree one with respect to the pair formed by the underlying stock price and the strike price, the necessary statistical hypotheses for homogeneity provide BS-shaped option prices in equilibrium. This BS-shaped option-pricing formula allows us to derive interesting characterizations of the volatility smile, that is, the pattern of BS implicit volatilities as a function of the option moneyness. First, the asymmetry of the smile is shown to be equivalent to a particular form of asymmetry of the equivalent martingale measure. Second, this asymmetry appears precisely when there is either a premium on an instantaneous interest rate risk or on a generalized leverage effect or both, in other words, whenever the option pricing formula is not preference-free. Therefore, the main conclusion of our analysis for practitioners should be that an asymmetric smile is indicative of the relevance of preference parameters to price options.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Pós-graduação em Matemática - IBILCE

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Pós-graduação em Matematica Aplicada e Computacional - FCT

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This study investigated adult sibling relationships from an attachment perspective. A total of 817 adults (253 males; 564 females) ranging in age from 16 to 90 years completed a modified version of the WHO-TO measure of attachment strength (Hazan & Zeifman, 1994). This measure records multiple attachment figures, in order of importance, across four functions of attachment. One hundred and seventy four siblings of the participants also completed the measure as part of a larger sibling study. There were 29 brother dyads, 83 sister dyads and 62 brother-sister dyads. Results revealed that siblings have the potential to fulfil attachment-related functions, with 37% of the sample judged to be attached to a sibling. Females, and those not in romantic relationships reported stronger attachment to a sibling. Furthermore, sibling dyads were generally congruent in their perception of their relationship as an attachment bond. More than half of the sister-sister dyads (54%) agreed their relationship was an attachment bond, compared to 33% of brother-brother dyads and 24% of brother-sister dyads. Taken together, the findings support the applicability of attachment theory as a framework for investigating sibling relationships in adulthood.

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O presente estudo, no âmbito da Pragmática Linguística, resulta de uma investigação, que observa a realização dos atos ilocutórios expressivos de agradecimento nas interações comerciais. O objetivo é tentar compreender os processos linguísticos subjacentes à realização dos referidos atos ilocutórios, nomeadamente através do recenseamento dos diferentes tipos de agradecimento, da descrição dos atos de fala predominantes e das funções semântico-pragmáticas do agradecimento. Um dos aspetos mais importantes será o recensear dos tipos de agradecimento mais usados nas interações comerciais. Para tal, parte-se da observação detalhada de um corpus recolhido no âmbito específico de interações comerciais que ocorreram entre 10 de fevereiro de 2014 a 30 de setembro de 2014. Os resultados obtidos convergem no sentido de que o agradecimento é um ato expressivo reativo que pode ser verbal ou não verbal, com a finalidade de estabelecer a relação custo-benefício entre locutor e ouvinte, tendo em conta e respeitando os vários contextos socioculturais. De facto, o ato de agradecer, tal como os restantes atos ilocutórios expressivos, depende da forma como é expressado, dos gestos que o acompanham e das emoções que lhe são inerentes.

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In this work we study the integrability of a two-dimensional autonomous system in the plane with linear part of center type and non-linear part given by homogeneous polynomials of fourth degree. We give sufficient conditions for integrability in polar coordinates. Finally we establish a conjecture about the independence of the two classes of parameters which appear in the system; if this conjecture is true the integrable cases found will be the only possible ones.

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In this work we study the integrability of two-dimensional autonomous system in the plane with linear part of center type and non-linear part given by homogeneous polynomials of fifth degree. We give a simple characterisation for the integrable cases in polar coordinates. Finally we formulate a conjecture about the independence of the two classes of parameters which appear on the system; if this conjecture is true the integrable cases found will be the only possible ones.

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In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

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The aim of this study was to evaluate the degree of conversion and hardness of a dental composite resin Filtek (TM) Z-350 (3M ESPE, Dental Products St. Paul, MN) photo-activated for 20 s of irradiation time with two different light guide tips, metal and polymer, coupled on blue LED Ultraled LCU (Dabi Atlante, SP, Brazil). With the metal light tip, power density was of 352 and with the polymer was of 456 mW/cm(2), respectively. Five samples (4 mm in diameter and 2mm in thickness-ISO 4049), were made for each Group evaluated. The measurements for DC (%) were made in a Nexus-470 FT-IR, Thermo Nicolet, E.U.A. Spectroscopy (FTIR). Spectra for both uncured and cured samples were analyzed using an accessory of reflectance diffuse. The measurements were recorded in absorbance operating under the following conditions: 32 scans, 4 cm(-1) resolution, 300-4000 cm(-1) wavelength. The percentage of unreacted carbon double bonds (% C=C) was determined from the ratio of absorbance intensities of aliphatic C=C (peak at 1637 cm(-1)) against internal standard before and after curing of the sample: aromatic C-C (peak at 1610 cm(-1)). The Vickers hardness measurements (top and bottom surfaces) were performed in a universal testing machine (Buehler MMT-3 digital microhardness tester Lake Bluff, Illinois USA). A 50 gf load was used and the indenter with a dwell time of 30 s. The data were submitted to the test t Student at significance level of 5%. The mean values of degree of conversion for the polymer and metal light guide tip no were statistically different (p = 0.8389). The hardness mean values were no statistically significant different among the light guide tips (p = 0.6244), however, there was difference between top and bottom surfaces (p < 0.001). The results show that so much the polymer light tip as the metal light tip can be used for the photo-activation, probably for the low quality of the light guide tip metal.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)