952 resultados para Ruin Probability


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A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. There are opportunities to decrease bagasse moisture from a milling unit. The behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last 11 years towards implementing a mechanical model for bagasse in finite element software. The objective is to be able to correctly simulate various simple mechanical loading conditions measured in the laboratory. Combining these behaviours together is thought to have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on progress made towards modelling the fifth and final (and most challenging) of the simple loading conditions: the shearing of heavily over-consolidated bagasse, using a specific model for bagasse in a multi-element simulation.

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A better understanding of the behaviour of prepared cane and bagasse, and the ability to model the mechanical behaviour of bagasse as it is squeezed in a milling unit to extract juice, would help identify how to improve the current process. For example, there are opportunities to decrease bagasse moisture from a milling unit. Also, the behaviour of bagasse in chutes is poorly understood. Previous investigations have shown that juice flow through bagasse obeys Darcy’s permeability law, that the grip of the rough surface of the grooves on the bagasse can be represented by the Mohr-Coulomb failure criterion for soils, and that the internal mechanical behaviour of the bagasse is critical state behaviour similar to that for sand and clay. Progress has been made in the last ten years towards implementing a mechanical model for bagasse in finite element software. The objective has been to be able to simulate simple mechanical loading conditions measured in the laboratory, which, when combined together, have a high probability of reproducing the complicated stress conditions in a milling unit. This paper reports on the successful simulation of part of the fifth and final (and most challenging) loading condition, the shearing of heavily over-consolidated bagasse, and determining material property values through the use of powerful and free parameter estimation software.

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Poor compliance with speed limits is a serious safety concern in work zones. Most studies of work zone speeds have focused on descriptive analyses and statistical testing without systematically capturing the effects of vehicle and traffic characteristics. Consequently, little is known about how the characteristics of surrounding traffic and platoons influence speeds. This paper develops a Tobit regression technique for innovatively modeling the probability and the magnitude of non-compliance with speed limits at various locations in work zones. Speed data is transformed into two groups—continuous for non-compliant and left-censored for compliant drivers—to model in a Tobit model framework. The modeling technique is illustrated using speed data from three long-term highway work zones in Queensland, Australia. Consistent and plausible model estimates across the three work zones support the appropriateness and validity of the technique. The results show that the probability and magnitude of speeding was higher for leaders of platoons with larger front gaps, during late afternoon and early morning, when traffic volumes were higher, and when higher proportions of surrounding vehicles were non-compliant. Light vehicles and their followers were also more likely to speed than others. Speeding was more common and greater in magnitude upstream than in the activity area, with higher compliance rates close to the end of the activity area and close to stop/slow traffic controllers. The modeling technique and results have great potential to assist in deployment of appropriate countermeasures by better identifying the traffic characteristics associated with speeding and the locations of lower compliance.

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The spatiotemporal dynamics of an alien species invasion across a real landscape are typically complex. While surveillance is an essential part of a management response, planning surveillance in space and time present a difficult challenge due to this complexity. We show here a method for determining the highest probability sites for occupancy across a landscape at an arbitrary point in the future, based on occupancy data from a single slice in time. We apply to the method to the invasion of Giant Hogweed, a serious weed in the Czech republic and throughout Europe.

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A probabilistic method is proposed to evaluate voltage quality of grid-connected photovoltaic (PV) power systems. The random behavior of solar irradiation is described in statistical terms and the resulting voltage fluctuation probability distribution is then derived. Reactive power capabilities of the PV generators are then analyzed and their operation under constant power factor mode is examined. By utilizing the reactive power capability of the PV-generators to the full, it is shown that network voltage quality can be greatly enhanced.

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Malaria has been eliminated from over 40 countries with an additional 39 currently planning for, or committed to, elimination. Information on the likely impact of available interventions, and the required time, is urgently needed to help plan resource allocation. Mathematical modelling has been used to investigate the impact of various interventions; the strength of the conclusions is boosted when several models with differing formulation produce similar data. Here we predict by using an individual-based stochastic simulation model of seasonal Plasmodium falciparum transmission that transmission can be interrupted and parasite reintroductions controlled in villages of 1,000 individuals where the entomological inoculation rate is <7 infectious bites per person per year using chemotherapy and bed net strategies. Above this transmission intensity bed nets and symptomatic treatment alone were not sufficient to interrupt transmission and control the importation of malaria for at least 150 days. Our model results suggest that 1) stochastic events impact the likelihood of successfully interrupting transmission with large variability in the times required, 2) the relative reduction in morbidity caused by the interventions were age-group specific, changing over time, and 3) the post-intervention changes in morbidity were larger than the corresponding impact on transmission. These results generally agree with the conclusions from previously published models. However the model also predicted changes in parasite population structure as a result of improved treatment of symptomatic individuals; the survival probability of introduced parasites reduced leading to an increase in the prevalence of sub-patent infections in semi-immune individuals. This novel finding requires further investigation in the field because, if confirmed, such a change would have a negative impact on attempts to eliminate the disease from areas of moderate transmission.

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Time-resolved photoluminescence spectroscopy experiments of three poly(2,8-indenofluorene) derivatives bearing different pendant groups are presented. A comparison of the photophysical properties of dilute solutions and thin films provides information on the chemical purity of the materials. The photophysical properties of poly(2,8-indenofluorene)s are correlated with the morphological characteristics of their corresponding films. Wide-angle X-ray scattering experiments reveal the order in these materials at the molecular level. The spectroscopic results confirm the positive impact of a new synthetic approach on the spectral purity of the poly(indenofluorene)s. It is concluded that complete side-chain substitution of the bridgehead carbon atoms C-6 and C-12 in the indenofluorene unit, prior to indenofluorene ring formation, reduces the probability of keto formation. Due to the intrinsic chemical purity of the arylated derivative, identification of a long-delayed spectral feature, other than the known keto band, is possible in the case of thin films. Controlled doping experiments on the arylated derivative with trace amounts of an indenofluorene-monoketone provide quantitative information on the rates of two major photophysical processes, namely, singlet photoluminescence emission and singlet photoluminescence quenching. These results allow the determination of the minimum keto concentration that can affect the intrinsic photophysical properties of this polymer. The data suggest that photoluminescence quenching operates in the doped films according to the Stern-Volmer formalism.

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We consider a discrete agent-based model on a one-dimensional lattice, where each agent occupies L sites and attempts movements over a distance of d lattice sites. Agents obey a strict simple exclusion rule. A discrete-time master equation is derived using a mean-field approximation and careful probability arguments. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy are obtained. Averaged discrete simulation data are generated and shown to compare very well with the solution to the derived nonlinear diffusion equations. This framework allows us to approach a lattice-free result using all the advantages of lattice methods. Since different cell types have different shapes and speeds of movement, this work offers insight into population-level behavior of collective cellular motion.

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We consider a discrete agent-based model on a one-dimensional lattice and a two-dimensional square lattice, where each agent is a dimer occupying two sites. Agents move by vacating one occupied site in favor of a nearest-neighbor site and obey either a strict simple exclusion rule or a weaker constraint that permits partial overlaps between dimers. Using indicator variables and careful probability arguments, a discrete-time master equation for these processes is derived systematically within a mean-field approximation. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy of the dimer population are obtained. In addition, we show that multiple species of interacting subpopulations give rise to advection-diffusion equations. Averaged discrete simulation data compares very well with the solution to the continuum partial differential equation models. Since many cell types are elongated rather than circular, this work offers insight into population-level behavior of collective cellular motion.

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A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

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Both environmental economists and policy makers have shown a great deal of interest in the effect of pollution abatement on environmental efficiency. In line with the modern resources available, however, no contribution is brought to the environmental economics field with the Markov chain Monte Carlo (MCMC) application, which enables simulation from a distribution of a Markov chain and simulating from the chain until it approaches equilibrium. The probability density functions gained prominence with the advantages over classical statistical methods in its simultaneous inference and incorporation of any prior information on all model parameters. This paper concentrated on this point with the application of MCMC to the database of China, the largest developing country with rapid economic growth and serious environmental pollution in recent years. The variables cover the economic output and pollution abatement cost from the year 1992 to 2003. We test the causal direction between pollution abatement cost and environmental efficiency with MCMC simulation. We found that the pollution abatement cost causes an increase in environmental efficiency through the algorithm application, which makes it conceivable that the environmental policy makers should make more substantial measures to reduce pollution in the near future.

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Potential conflicts exist between biodiversity conservation and climate-change mitigation as trade-offs in multiple-use land management. This study aims to evaluate public preferences for biodiversity conservation and climate-change mitigation policy considering respondents’ uncertainty on their choice. We conducted a choice experiment using land-use scenarios in the rural Kushiro watershed in northern Japan. The results showed that the public strongly wish to avoid the extinction of endangered species in preference to climate-change mitigation in the form of carbon sequestration by increasing the area of managed forest. Knowledge of the site and the respondents’ awareness of the personal benefits associated with supporting and regulating services had a positive effect on their preference for conservation plans. Thus, decision-makers should be careful about how they provide ecological information for informed choices concerning ecosystem services tradeoffs. Suggesting targets with explicit indicators will affect public preferences, as well as the willingness of the public to pay for such measures. Furthermore, the elicited-choice probabilities approach is useful for revealing the distribution of relative preferences for incomplete scenarios, thus verifying the effectiveness of indicators introduced in the experiment.

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Approximate Bayesian Computation’ (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely intractable – the latter condition rendering useless the standard machinery of tractable likelihood-based, Bayesian statistical inference [e.g. conventional Markov chain Monte Carlo (MCMC) simulation]. In this paper, we demonstrate the potential of ABC for astronomical model analysis by application to a case study in the morphological transformation of high-redshift galaxies. To this end, we develop, first, a stochastic model for the competing processes of merging and secular evolution in the early Universe, and secondly, through an ABC-based comparison against the observed demographics of massive (Mgal > 1011 M⊙) galaxies (at 1.5 < z < 3) in the Cosmic Assembly Near-IR Deep Extragalatic Legacy Survey (CANDELS)/Extended Groth Strip (EGS) data set we derive posterior probability densities for the key parameters of this model. The ‘Sequential Monte Carlo’ implementation of ABC exhibited herein, featuring both a self-generating target sequence and self-refining MCMC kernel, is amongst the most efficient of contemporary approaches to this important statistical algorithm. We highlight as well through our chosen case study the value of careful summary statistic selection, and demonstrate two modern strategies for assessment and optimization in this regard. Ultimately, our ABC analysis of the high-redshift morphological mix returns tight constraints on the evolving merger rate in the early Universe and favours major merging (with disc survival or rapid reformation) over secular evolution as the mechanism most responsible for building up the first generation of bulges in early-type discs.

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Background Designing novel proteins with site-directed recombination has enormous prospects. By locating effective recombination sites for swapping sequence parts, the probability that hybrid sequences have the desired properties is increased dramatically. The prohibitive requirements for applying current tools led us to investigate machine learning to assist in finding useful recombination sites from amino acid sequence alone. Results We present STAR, Site Targeted Amino acid Recombination predictor, which produces a score indicating the structural disruption caused by recombination, for each position in an amino acid sequence. Example predictions contrasted with those of alternative tools, illustrate STAR'S utility to assist in determining useful recombination sites. Overall, the correlation coefficient between the output of the experimentally validated protein design algorithm SCHEMA and the prediction of STAR is very high (0.89). Conclusion STAR allows the user to explore useful recombination sites in amino acid sequences with unknown structure and unknown evolutionary origin. The predictor service is available from http://pprowler.itee.uq.edu.au/star.