999 resultados para Fundos de investimento - Modelos matemáticos


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Pós-graduação em Matematica Aplicada e Computacional - FCT

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

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

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Pós-graduação em Biociências - FCLAS

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Pós-graduação em Engenharia Mecânica - FEG

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The non existence of sewage services creates an unhealthy environmental, causing impact extremely prejudicial to the human health. In Brazil, this item represents the biggest deficit in the basic sanitation these days, and only about 50% of the population is attended. The sewage collection network is a needful system for the basic sanitation. Between the parameters of the project of a system of collection and sewage transportation, the definition of the population that will be attended is one of the most important variables, and that should be done based on criterion of population growth and in accordant to directrix presents in the comprehensive city plan. In this paper, were evaluated methods of growth based on the geometric growth rate, on the population density and on the number of residents per dwelling, and also mathematics models of growth prediction, emphasizing in the geometric growth and on the logistic curve method. That way, the goal of this paper were value the hydraulic performance in one of the watersheds delimited by the sewage network magnification work existent in the city of Cacoal–RO. Using simulation with different scenarios, the results pointed that the hydraulic performance of the system were strongly affected by the population determination method used. For the same drained area the diameters range from 150 to 250 mm as well as the trench’s deep, where some stretches exceeded the maximum values contained in the standard. Besides, the variation of the sewage contribution rate due the population variation estimated in different scenarios, led to alterations in others important project parameters, such as slope, shallow pool, tensile stress and spreading velocity

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As ciclodextrinas (CDs) são oligossacarídeos cíclicos que solubilizam e modificam moléculas por possuir uma cavidade interna hidrofílica e região externa hidrofóbica, com uma estrutura tronco-cônica, conferindo a estes açúcares cíclicos propriedades físico-químicas para complexação de uma grande variedade de moléculas. A enzima ciclodextrina glicosiltransferase (CGTase) catalisa reações de conversão de amido em diferentes tipos de CDs, a sua produção é influenciada por vários fatores. As pesquisas dirigidas para a produção de CGTases de menor custo são importantes para viabilizar economicamente o uso das CDs em escala industrial. No presente estudo, as CDs foram produzidas a partir de diferentes fontes de carbono pelo micro-organismo Bacillus circulans ATCC 21783, estudou-se seu crescimento celular assim como sua produção enzimática, utilizando a ferramenta estatística de planejamento experimental. O micro-organismo Bacillus circulans ATCC 21783 mostrou-se ser eficiente na produção da enzima CGTase, os resultados indicaram a potencialidade do grão de sorgo como o melhor substrato para fermentação na produção de CGTase. Quanto maior o tamanho do grão de sorgo, maiores concentrações de glicose e amido estarão presentes, o que influencia diretamente a produção enzimática. Por meio do planejamento experimental foram proposto modelos matemáticos que expressam tanto a produção enzimática quanto a concentração das variáveis das concentrações da fonte de carbono, pH e a temperatura. A importância de desenvolver o modelo é demonstrar a sua aplicação bem-sucedida para determinação das condições ideais que representam o processo de alta produtividade enzimática da CGTase. A otimização das variáveis foram obtidas a partir de quatro planejamentos experimentais composto central (PCC) e seus resultados analisados pelas superfícies de resposta. Os melhores resultados do planejamento encontrados no...

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The purpose of this work is to perform studies of mathematical modeling of the relationship of interaction occurring between microrganisms participants from wastewater treatment processes aimed at understanding, through simulations, such as inter-relationships can affect the performance of such units. The methodology was the implementation in FORTRAN computer language of mathematical models of microbial interactions. The first model addresses the interaction of bacteria-forming flakes and filamentous bacteria in activated sludge systems, which seeks to strike a balance between these bacteria to improve efficiency of the process. Another model is studied the interaction between bacteria and protozoa in activated sludge systems and analyzing the efficiency of the process, observing the changes in daily load. Microbial interactions in anaerobic reactors were dealt a third model, in which there is the mutualistic interaction between acidogenic and methanogenic bacteria. In a fourth and final model was examined the relationship between the bacteria Acinetobacter sp. and Gordonia sp., which are present in activated sludge systems, showing the competitive capacity of Acinetobacter sp. can control the growth of unwanted bacteria.

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Oral administration is widely accepted route for drug delivery and solid dosage forms are commonly employed. The variation of absorption profiles along the human gastrointestinal tract (GIT) and the ability to target drugs by adequate dosage forms to distinct sites is the challenge in the pharmaceutical development of solid dosage forms. AC Biosusceptometry (ACB) is a technique that deserves consideration due to its features, accuracy of results and versatility. The purpose of this work was to evaluate, by employing the AC Biosusceptometer, the rate of swelling of systems matrices consisting of hydrophilic polymer (hydroxypropyl methyl cellulose) and magnetic material. Matrices tablets were evaluated in vitro to a more detailed analysis of kinetics of swelling, in addition to the study and application of mathematical models to correlate the magnetic area variation and the water uptake. All the procedures for qualitative and quantitative analysis of digital signals as well as the magnetic images processing were performed in MatLab® (Mathworks Inc.). ACB technique proved to be useful towards estimating the swelling properties of hydrophilic matrices in vitro, showing a promising capacity for further analyses involving dissolution test and in vivo studies, supporting their innovative potential pharmaceutical applications

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The pharmaceutical innovations, such as the use of polymers to control drug release, create possibilities for a better action of the drug in the body, which causes a a more effective therapeutic effect and a safer treatment for the patient. In this work, were prepared and characterized matrix tablets of hydroxypropylmethylcellulose (HPMC) containing nimesulide as model drug to evaluate the performance as a controlled release system. HPMC, a cellulose ester, is a hydrophilic polymer that undergoes swelling, i.e., absorbs water and forms a gel layer controlling drug release. The characterization of powders was performed by analysis of particle size and morphology, density, compressibility index determination, flow properties and determination of swelling profile. The tablets were evaluated according to their physical parameters of quality and to the in vitro release of nimesulide, as well as the analysis of the mechanisms of drug release by appropriate mathematical models. The set of results showed that the HPMC/Nimesulide mixture exhibited satisfactory physical characteristics (size, shape, density and flow). The release profile demonstrated an effective control upon drug release in enteric environment and presented more correlation with Korsmeyer-Peppas’ and Weibull’s mathematical models, indicating that the release of nimesulide occurs through the relaxation of the polymer chains

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A contaminação do solo é um dos principais problemas ambientais, podendo ocorrer de diversas maneiras, sendo a principal causa fertilização e a calagem do solo, os quais, geralmente possuem em sua composição metais pesados. O objetivo deste estudo é avaliar a capacidade de adsorção de Cádmio em solo da cidade de Neves Paulista, com base nos modelos matemáticos de Langmuir e Freundlich, correlacionar a adsorção com os fatores pH e força iônica do meio e verificar, por meio da energia livre, a espontaneidade do processo de adsorção. Trata-se de solo arenoso de baixa acidez, pobre em matéria orgânica e com baixo teor de capacidade de troca iônica. Para avaliar a capacidade de adsorção de Cádmio, foram realizados experimentos variando a concentração do metal de 0 a 100 mg L-1 . A adsorção foi avaliada em diferentes valores de pH e de força iônica do meio. Observou-se que o modelo de Langmuir se ajustou melhor à adsorção do metal. A adsorção ocorre de maneira favorável em meio de força iônica baixa, e tende a ser desfavorável em valores mais elevados, demonstrando assim uma correlação negativa. Em relação ao pH a correlação foi positiva à adsorção. Os valores da energia livre foram negativos, o que demonstra a espontaneidade dos processos de adsorção.

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This paper discussed the model of Nash bargaining (NASH, 1950, 1953), which its arbitration function is invariant for the linear transformations. A more robust model was proposed with respect to the incommensurable effect. The result obtained by the optimization process was not influenced by the units or the amplitude values of these measures. The risk and the return is measured in portfolios of assets and defined a risk metric, return and a method to handle the risk and return. For this, we made a review on the main characteristics of Brazilian industry funds and their evolution over the past years, in addition to treating on the risk in the financial market, the importance of portfolio selection and the Markowitz Model. Are made closing remarks, an analysis of the results, some suggests, concerns and how such concerns can be improved and / or explored in future studies

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The present work resulted from a study about coolant filtration systems in industries with metalworking process in large scale. The filtration and element filter world markets move billions of Reais per year and have a promissory future considering that with the global requirements of sustainable economic development, many companies invest in new filtering technology. Either known as coolant or cutting fluid, it is used to lubricate e cool parts during machining and is necessary due to the high volume demanded in the several machining operations and to the high cost of the product. Therefore, there is the need for recycling the product after its use. The work shows the technology and fundamentals of filtration as well as different filtering elements, filtration systems and scale contamination used in the industry. Also, there is a differentiation between filtration of the surface type (cake) and depth filtration and shows the basic theory of filtration by mathematic models in different operational conditions. Ultimately, project criteria for a coolant filtration system selection is shown followed by technical-operational details of a real vacuum filtration system and a case study aiming the operational cost reduction of the system

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This paper consists in applying the Modern Theory of Portfolio (MPT) using central position measurements for modeling the return on investment fund of a renowned financial institution and compare with the Medium- CVaR model. The measurement of risks and returns becomes increasingly important for investors to minimize their losses to maximize thus their possibilities of earnings, taking into account sudden change scenarios. We present concepts of investment funds used as data and research on central position measurements to determine which measure was more suitable. To assemble the Efficient Frontier of assets considering the method proposed measure of central position-CVaR position is used MatLab. Then, after getting the Frontier, it was possible to compare it with the Medium-CVaR model, already proven effective. Finally, we analyze the viability of the proposed model in portfolio management

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Pós-graduação em Engenharia Elétrica - FEIS