862 resultados para Finanças - modelos matemáticos


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En la actualidad se incrementa la necesidad de los investigadores de utilizar modelos matemáticos para describir procesos biológicos y productivos. Otra problemática es la búsqueda de nuevas formas en la enseñanza de la Matemáticas cuando se imparte para otras especialidades, donde existe poca motivación al sentirlas desvinculadas de sus intereses como profesionales. A partir de estos antecedentes y el estado actual de la temática La Universidad Agraria de La Habana desarrolló a partir de 1994 un proyecto de investigación que unido a la participación en otros proyectos y el uso de software especializados fomentan una cultura del uso de la modelación Matemática. El desarrollo científico-técnico-metodológico alcanzado posibilitó el perfeccionamiento de la Matemática superior y la Bioestadística, se introdujo una adecuada interpretación matemático-biológica en temas del cálculo diferencial e integral, se elevó el nivel científico-técnico de docentes, investigadores y especialistas al incorporar metodologías y procedimientos en maestrías, diplomados y asesorías a otros proyectos de investigación, que requieren de conocimientos avanzados en este campo.

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Photothermal imaging allows to inspect the structure of composite materials by means of nondestructive tests. The surface of a medium is heated at a number of locations. The resulting temperature field is recorded on the same surface. Thermal waves are strongly damped. Robust schemes are needed to reconstruct the structure of the medium from the decaying time dependent temperature field. The inverse problem is formulated as a weighted optimization problem with a time dependent constraint. The inclusions buried in the medium and their material constants are the design variables. We propose an approximation scheme in two steps. First, Laplace transforms are used to generate an approximate optimization problem with a small number of stationary constraints. Then, we implement a descent strategy alternating topological derivative techniques to reconstruct the geometry of inclusions with gradient methods to identify their material parameters. Numerical simulations assess the effectivity of the technique.

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Dissertação de Mestrado, Gestão Empresarial, Faculdade de Economia, Universidade do Algarve, 2015

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Water injection is the most widely used method for supplementary recovery in many oil fields due to various reasons, like the fact that water is an effective displacing agent of low viscosity oils, the water injection projects are relatively simple to establish and the water availability at a relatively low cost. For design of water injection projects is necessary to do reservoir studies in order to define the various parameters needed to increase the effectiveness of the method. For this kind of study can be used several mathematical models classified into two general categories: analytical or numerical. The present work aims to do a comparative analysis between the results presented by flow lines simulator and conventional finite differences simulator; both types of simulators are based on numerical methods designed to model light oil reservoirs subjected to water injection. Therefore, it was defined two reservoir models: the first one was a heterogeneous model whose petrophysical properties vary along the reservoir and the other one was created using average petrophysical properties obtained from the first model. Comparisons were done considering that the results of these two models were always in the same operational conditions. Then some rock and fluid parameters have been changed in both models and again the results were compared. From the factorial design, that was done to study the sensitivity analysis of reservoir parameters, a few cases were chosen to study the role of water injection rate and the vertical position of wells perforations in production forecast. It was observed that the results from the two simulators are quite similar in most of the cases; differences were found only in those cases where there was an increase in gas solubility ratio of the model. Thus, it was concluded that in flow simulation of reservoirs analogous of those now studied, mainly when the gas solubility ratio is low, the conventional finite differences simulator may be replaced by flow lines simulator the production forecast is compatible but the computational processing time is lower.

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Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Programa de Pós-Graduação em Geotecnia, 2016.

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En CAD/CAGC/CG la organización topológica de datos de formas geométricas presenta dificultades: (i) las características matemáticas de la superficie dependen de la consideraciones no geométricas, (ii) los datos presentan una aleatoriedad por efectos del muestreo, y, (iii) una digitalización xyz incluye en general varias direcciones e intervalos de muestreo -- En consecuencia, esta investigación presenta herramientas (portables a diferentes servidores CAD) para la organización topológica de datos de digitalizaciones y un caso de recuperación de formas óseas -- En los dos casos los resultado obtenidos rompen la combinación cerrada hardware - software propietarios tradicionales, con la consecuente reducción en costos de tecnología

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%'e compute the divergent part of the three-point vertex function of the non-Abelian Yang-Mills gauge field theory within the stochastic quantization approach to the one-loop order. This calculation allows us to find four renormalization constants which, together with the four previously obtained, verify, to the calculated order, some Ward identities.

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The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a path-integral formulation of the problem, in d + 1 Euclidean space–time. A perfect action formulation allows to work on the continuum Euclidean time, without need for a Trotter–Suzuki extrapolation. To demonstrate the feasibility of the method we study the Double Exchange Model in three dimensions. The complexity of the algorithm grows only as the system volume, allowing to simulate in lattices as large as 163 on a personal computer. We conclude that the second order paramagnetic–ferromagnetic phase transition of Double Exchange Materials close to half-filling belongs to the Universality Class of the three-dimensional classical Heisenberg model.