925 resultados para Stochastic processes - Computer simulation


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Exam questions and solutions in PDF

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Exam and solutions in LaTex

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Exam and solutions in LaTex

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Exam and solutions in LaTex

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El presente proyecto de investigación tiene como objetivo general evaluar la efectividad de los esfuerzos de una unidad de negocio particular de la compañía Novartis de Colombia S.A. en el área de la percepción de marca mediante un sistema de simulación que implementa una metodología para la medición de esta última. Se tiene en cuenta que contar con datos exactos acerca de cómo los clientes finales perciben una marca es un tarea dispendiosa y que aún no tiene una fórmula matemática, por lo tanto, es muy subjetivo el proceso de entender a los consumidores por parte de los directivos de la empresa. El proceso planea que por medio del procedimiento planteado que se basa en una simulación por computador y más concretamente con una modelación basada en agentes se permita acercar a las partes involucradas en el proceso de compra, es decir, la empresa involucrada, vendedores, clientes y finalmente clientes potenciales.

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El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

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El proyecto se ha realizado en el Departamento de Ingenier??a de Sistemas y Autom??tica, Facultad de Ciencias, y el Departamento de Inform??tica (Edificio TIT, Escuela T??cnica Superior de Ingenier??a Inform??tica, de la Universidad de Valladolid). En ??l han trabajado dos profesores de primero de los Departamento citado y uno del segundo. Los objetivos del proyecto han sido la mejora de la herramienta SIMUMODU de acuerdo un grupo de especificaciones redactadas en colaboraci??n co usuarios, y la elaboraci??n y divulgaci??n de una colecci??n de m??dulos de simulaci??n. La aportaci??n principal de la herramienta pontenciada en la nueva versi??n y con los nuevos m??dulos desarrollados, es la integraci??n de explicaciones te??ricas y pr??cticas y el uso de simulaciones din??micas de forma transparente para usuarios no expertos. El sistema de trabajo ha sido doble teniendo en cuenta los objetivos propuestos, por un lado ha consistido en la implementaci??n de una nueva versi??n de la herramienta SIMUMODU con funcionalidad mejorada (integraci??n de modos edici??n y ejecuci??n, migraci??n a lenguaje C++, capacidad multim??dulo con navegaci??n y la misma o distintas simulaciones con conmutaci??n transparente). En el marco de un proyecto de sistemas inform??ticos de Ingenier??a Inform??tica. Por otro lado, se han desarrollado m??dulos en varios campos y asignaturas, como la F??sica General, Ondulatoria, F??sica nuclear y control. La nueva versi??n de la herramienta junto con los manuales e informaci??n de dise??o se adjuntan con este informe en un CD-ROM. Otro CD-ROM est?? en elaboraci??n en colaboraci??n con el Departamento de Optica con una colecci??n de m??dulos (estar?? disponible antes del final del proyecto) y se presenta para su publicaci??n y distribuci??n al centro de profesorado y recursos se ha redactado tambi??n un Technical Comment que se ha enviado a la revista SIMULATION de la SCS (Society For Computer Simulation), presentando la nueva versi??n y como actualizaci??n del art??culo 'A Configurable ACSL Based Interface Generator for Simulates Systems' publicado previamente.

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One of the key aspects in 3D-image registration is the computation of the joint intensity histogram. We propose a new approach to compute this histogram using uniformly distributed random lines to sample stochastically the overlapping volume between two 3D-images. The intensity values are captured from the lines at evenly spaced positions, taking an initial random offset different for each line. This method provides us with an accurate, robust and fast mutual information-based registration. The interpolation effects are drastically reduced, due to the stochastic nature of the line generation, and the alignment process is also accelerated. The results obtained show a better performance of the introduced method than the classic computation of the joint histogram

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Bimodal dispersal probability distributions with characteristic distances differing by several orders of magnitude have been derived and favorably compared to observations by Nathan [Nature (London) 418, 409 (2002)]. For such bimodal kernels, we show that two-dimensional molecular dynamics computer simulations are unable to yield accurate front speeds. Analytically, the usual continuous-space random walks (CSRWs) are applied to two dimensions. We also introduce discrete-space random walks and use them to check the CSRW results (because of the inefficiency of the numerical simulations). The physical results reported are shown to predict front speeds high enough to possibly explain Reid's paradox of rapid tree migration. We also show that, for a time-ordered evolution equation, fronts are always slower in two dimensions than in one dimension and that this difference is important both for unimodal and for bimodal kernels

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We have implemented our new procedure for computing Franck-Condon factors utilizing vibrational configuration interaction based on a vibrational self-consistent field reference. Both Duschinsky rotations and anharmonic three-mode coupling are taken into account. Simulations of the first ionization band of Cl O2 and C4 H4 O (furan) using up to quadruple excitations in treating anharmonicity are reported and analyzed. A developer version of the MIDASCPP code was employed to obtain the required anharmonic vibrational integrals and transition frequencies

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El projecte pretén estudiar i quantificar les restriccions creades al fluid en circular pels conductes d’admissió i escapament de la culata del motor del vehicle Àliga. L’estudi consta de quatre etapes: estudi de les restriccions actuals dels sistemes d’admissió i escapament; anàlisi dels resultats de la culata de sèrie i proposta de millores aplicables al model real; càlcul de les restriccions creades pels models millorats, i finalment, estudi comparatiu dels resultats obtinguts, interpretant els resultats dels principals paràmetres a analitzar

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An investigation using the Stepping Out model of early hominin dispersal out of Africa is presented here. The late arrival of early hominins into Europe, as deduced from the fossil record, is shown to be consistent with poor ability of these hominins to survive in the Eurasian landscape. The present study also extends the understanding of modelling results from the original study by Mithen and Reed (2002. Stepping out: a computer simulation of hominid dispersal from Africa. J. Hum. Evol. 43, 433-462). The representation of climate and vegetation patterns has been improved through the use of climate model output. This study demonstrates that interpretative confidence may be strengthened, and new insights gained when climate models and hominin dispersal models are integrated. (C) 2007 Elsevier Ltd. All rights reserved.

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The infrared spectrum of the stretching fundamentals of SiF2 has been obtained at a resolution of ≈ 0.1 cm−1 using a FTIR spectrometer. The spectrum has been analysed using computer simulation based on a coupled hamiltonian for v1 and v3, giving v1 = 855.01 cm−1 and v3 = 870.40 cm−1. The relative magnitude and sign of the vibrational transition moments has been determined from the ξC13 Coriolis coupling.

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Lactase persistence (LP) is common among people of European ancestry, but with the exception of some African, Middle Eastern and southern Asian groups, is rare or absent elsewhere in the world. Lactase gene haplotype conservation around a polymorphism strongly associated with LP in Europeans (-13,910 C/T) indicates that the derived allele is recent in origin and has been subject to strong positive selection. Furthermore, ancient DNA work has shown that the -13,910*T (derived) allele was very rare or absent in early Neolithic central Europeans. It is unlikely that LP would provide a selective advantage without a supply of fresh milk, and this has lead to a gene-culture coevolutionary model where lactase persistence is only favoured in cultures practicing dairying, and dairying is more favoured in lactase persistent populations. We have developed a flexible demic computer simulation model to explore the spread of lactase persistence, dairying, other subsistence practices and unlinked genetic markers in Europe and western Asia's geographic space. Using data on -13,910*T allele frequency and farming arrival dates across Europe, and approximate Bayesian computation to estimate parameters of interest, we infer that the -13,910*T allele first underwent selection among dairying farmers around 7,500 years ago in a region between the central Balkans and central Europe, possibly in association with the dissemination of the Neolithic Linearbandkeramik culture over Central Europe. Furthermore, our results suggest that natural selection favouring a lactase persistence allele was not higher in northern latitudes through an increased requirement for dietary vitamin D. Our results provide a coherent and spatially explicit picture of the coevolution of lactase persistence and dairying in Europe.

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It is argued that the truth status of emergent properties of complex adaptive systems models should be based on an epistemology of proof by constructive verification and therefore on the ontological axioms of a non-realist logical system such as constructivism or intuitionism. ‘Emergent’ properties of complex adaptive systems (CAS) models create particular epistemological and ontological challenges. These challenges bear directly on current debates in the philosophy of mathematics and in theoretical computer science. CAS research, with its emphasis on computer simulation, is heavily reliant on models which explore the entailments of Formal Axiomatic Systems (FAS). The incompleteness results of Gödel, the incomputability results of Turing, and the Algorithmic Information Theory results of Chaitin, undermine a realist (platonic) truth model of emergent properties. These same findings support the hegemony of epistemology over ontology and point to alternative truth models such as intuitionism, constructivism and quasi-empiricism.