888 resultados para Two-stage stochastic model
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OBJECTIVE: To assess the prevalence of acute bronchitis, rhinitis, and sinusitis among children and adolescents and identify associated factors. METHODS: This is a population-based, cross-sectional study. A household survey was conducted with 1,185 children and adolescents from the city of Sao Paulo (Southeastern Brazil), from 2008 to 2009. The participants were selected by means of probability sampling, stratified by sex and age, and by two-stage cluster sampling. For the adjusted analysis, multiple Poisson regression was used. RESULTS: Of the respondents, 7.3% reported acute bronchitis, 22.6% rhinitis and 15.3% sinusitis. After the adjusted analysis, the following characteristics were associated with self;reported acute bronchitis: age 0 to 4 years (PR=17.86; 95%Cl: 3.65;90.91), 5 to 9 years (PR=37.04; 95%CI: 8.13;166.67), 10 to 14 years (PR.=20,83; 95%Cl: 4.93;90.91), allergy (PR=3.12; 95%Cl: 1.70;5.73), black and mixed-ethnicity (black and white) skin color (PR=2.29; 95%Cl: 1.21;4.35), and living in a household with 1 to 3 rooms (PR=1.85; 95%Cl: 1.17;2.94). As to self-reported rhinitis, the following characteristics were associated: age 10 to 14 years (PR=2.77; 95%Cl: 1.60;4.78), 15 to 19 years (P.R=2.58; 95%Cl: 1.52;4.39), allergy (PR=4.32; 95%Cl: 2.79;6.70), asthma (PR=2.30; 95%CI: 1.30;4.10) and living in flats (PR=1.70; 95%Cl: 1.06;2.73). Concerning self-reported sinusitis, the following characteristics were associated: age 5 to 9 years (PR=2.44; 95%Cl: 1.09;5.43), 10 to 14 years (PR=2.99; 95%CI: 1.36;6.58), 15 to 19 years (PR=3.62; 95%Cl: 1.68;7.81), allergy (PR=2.23 (95%CI: 1.41;3.52) and obesity (PR=4.42; 95%Cl: 1.56;12.50). CONCLUSIONS: Respiratory diseases were more prevalent in population groups with defined characteristics, such as age group, self-reported diseases, type of household and obesity.
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OBJETIVO: determinar a prevalência de quedas em idosos e sua relação com a capacidade funcional. MÉTODO: trata-se de estudo epidemiológico transversal de base populacional, com uma amostra por conglomerado de duplo estágio de 240 sujeitos, com idade acima de 60 anos, de ambos os sexos, residentes em Ribeirão Preto, SP. Os dados foram coletados entre novembro de 2010 e fevereiro de 2011 e utilizaram-se os questionários: perfil social, avaliação de quedas, Medida de Independência Funcional e Escala de Lawton e Brody. Foi adotado o nível de significância de 0,05. Para a identificação da ocorrência das quedas e sua relação com a capacidade funcional, foram utilizadas razão de prevalência e de chances de prevalência e regressão logística múltipla. RESULTADOS: a média de idade foi de 73,5 anos (±8,4), 25% com 80 anos ou mais, predomínio do sexo feminino; 48,8% estudaram de 1 a 4 anos. Média de 1,33 quedas (±0,472); com maior prevalência em mulheres e idosos mais jovens; o local mais frequente foi o quintal e o banheiro. Houve forte correlação entre o nível de independência funcional e as atividades instrumentais com a idade, e não houve relação entre os idosos que sofreram queda e as variáveis sexo e idade. CONCLUSÃO: houve predomínio de mulheres que sofreram quedas relacionadas à independência funcional, podendo-se prevenir com estratégias de promoção à saúde ao idoso, política essa para oferecer condição de vida à pessoa no processo de envelhecer.
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BACKGROUND: Cellulose and hemicellulose are quantitatively the most important structural carbohydrates present in ruminant diets. Rumen micro-organisms produce enzymes that catalyse their hydrolysis, but the complex network formed by structural carbohydrates and lignin reduces their digestibility and restricts efficient utilisation of feeds by ruminants. This study aimed to produce two enzymatic extracts, apply them in ruminant diets to determine the best levels for ruminal digestibility and evaluate their effects on in vitro digestibility. RESULTS: In experiment 1 a two-stage in vitro technique was used to examine the effects of different enzymatic levels of Aspergillus japonicus and Aspergillus terricola on tropical forages. Enzyme addition had minor effects on corn silage at the highest enzymatic level. In experiment 2 an in vitro gas production (GP) technique was applied to determine apparent in vitro organic matter digestibility and metabolisable energy. The addition of enzymes in GP showed interesting results. Good data were obtained using sugar cane and Tifton-85 hay supplemented with extracts of A. japonicus and A. terricola respectively. CONCLUSION: Overall, the study suggests that addition of crude extracts containing exogenous fibrolytic enzymes to ruminant diets enhances the effective utilisation of ruminant feedstuffs such as forages. Copyright (c) 2012 Society of Chemical Industry
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The growth kinetics, sporulation, and toxicity of Bacillus thuringiensis var. israelensis were evaluated through the analysis of batch cultures with different dissolved oxygen (DO) profiles. Firstly, DO was maintained constant at 5%, 20%, or 50% throughout fermentation in order to identify the most suitable one to improve the main process parameters. Higher biomass concentration, cell productivity, and cell yield based on glucose were obtained with 50% DO. The higher aeration level also resulted in higher spore counts and markedly improved the toxic activity of the fermentation broth, which was 9-fold greater than that obtained with 5% DO (LC50 of 39 and 329 mg/L, respectively). Subsequently, using a two-stage oxygen supply strategy, DO was kept at 50% during the vegetative and transition phases until the maximum cell concentration was achieved. Then, DO was changed to 0%, 5%, 20%, or 100% throughout sporulation and cell lysis phases. The interruption of oxygen supply strongly reduced the spore production and thoroughly repressed the toxin synthesis. On the contrary, when DO was raised to 100% of saturation, toxic activity increased approximately four times (LC50 of 8.2 mg/L) in comparison with the mean values reached with lower DO levels, even though spore counts were lower than that from the 50% DO assay. When pure oxygen was used instead of normal air, it was possible to obtain 70% of the total biomass concentration achieved in the air assays; however, cultures did not sporulate and the toxin synthesis was consequently suppressed.
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This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance and an upper bound. Thus, this paper proposes the application of GA and PSO to minimize the Total Cost of cash maintenance, obtaining the parameter of the lower bound of the Miller-Orr model, using for this the assumptions presented in literature. Computational experiments were applied in the development and validation of the models. The results indicated that both the GA and PSO are applicable in determining the cash level from the lower limit, with best results of PSO model, which had not yet been applied in this type of problem.
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OBJECTIVE: To characterize the elderly with physical limitations; to assess functional capacity as it relates to physical mobility, cognitive status and level of functional independence in activities of daily living, and to relate functional capacity to the risk for pressure ulcers. METHODS: A quantitative cross-sectional approach, conducted in households in the city of João Pessoa (PB) with seniors who presented physical limitation. Fifty-one elderly were investigated in a two-stage cluster sampling design. RESULTS: There was evidence of impairments in functional capacity of the elderly aged 80 years or more, with more severe physical limitations, cognitive impairment and a higher level of dependency for activities. Significant differences were observed between the level of functional independence in performing activities of daily living and the risk of pressure ulcers. CONCLUSION: This study allowed for the identification of the elderly in functional decline and at risk for developing pressure ulcers, supporting the implementation of preventive actions at the household level.
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Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provade a very Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that interferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is construtive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynominal-time algorithm for SQPn. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.
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Lead-based multiferroics perovskites with nominal compositions Pb(Fe1/2Nb1/2)O3 and Pb(Fe2/3W1/3)O3 were synthesized following a two-stage method. Magnetic proprieties were investigated and correlated to anelastic proprieties, measured by the conventional pulse-echo method. The discussions are focused in the region around 250 K, where magnetoelectroelastic instabilities have been observed. X-ray absorption nearedge structure (XANES) study further indicates that the edge position varies with temperature revealing a fluctuation on the valence of iron ions with the temperature, which can be related to a variation in anelastic and magnetic proprieties.
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Running economy (RE), i.e. the oxygen consumption at a given submaximal speed, is an important determinant of endurance running performance. So far, investigators have widely attempted to individuate the factors affecting RE in competitive athletes, focusing mainly on the relationships between RE and running biomechanics. However, the current results are inconsistent and a clear mechanical profile of an economic runner has not been yet established. The present work aimed to better understand how the running technique influences RE in sub-elite middle-distance runners by investigating the biomechanical parameters acting on RE and the underlying mechanisms. Special emphasis was given to accounting for intra-individual variability in RE at different speeds and to assessing track running rather than treadmill running. In Study One, a factor analysis was used to reduce the 30 considered mechanical parameters to few global descriptors of the running mechanics. Then, a biomechanical comparison between economic and non economic runners and a multiple regression analysis (with RE as criterion variable and mechanical indices as independent variables) were performed. It was found that a better RE was associated to higher knee and ankle flexion in the support phase, and that the combination of seven individuated mechanical measures explains ∼72% of the variability in RE. In Study Two, a mathematical model predicting RE a priori from the rate of force production, originally developed and used in the field of comparative biology, was adapted and tested in competitive athletes. The model showed a very good fit (R2=0.86). In conclusion, the results of this dissertation suggest that the very complex interrelationships among the mechanical parameters affecting RE may be successfully dealt with through multivariate statistical analyses and the application of theoretical mathematical models. Thanks to these results, coaches are provided with useful tools to assess the biomechanical profile of their athletes. Thus, individual weaknesses in the running technique may be identified and removed, with the ultimate goal to improve RE.
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The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.
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Understanding the complex relationships between quantities measured by volcanic monitoring network and shallow magma processes is a crucial headway for the comprehension of volcanic processes and a more realistic evaluation of the associated hazard. This question is very relevant at Campi Flegrei, a volcanic quiescent caldera immediately north-west of Napoli (Italy). The system activity shows a high fumarole release and periodic ground slow movement (bradyseism) with high seismicity. This activity, with the high people density and the presence of military and industrial buildings, makes Campi Flegrei one of the areas with higher volcanic hazard in the world. In such a context my thesis has been focused on magma dynamics due to the refilling of shallow magma chambers, and on the geophysical signals detectable by seismic, deformative and gravimetric monitoring networks that are associated with this phenomenologies. Indeed, the refilling of magma chambers is a process frequently occurring just before a volcanic eruption; therefore, the faculty of identifying this dynamics by means of recorded signal analysis is important to evaluate the short term volcanic hazard. The space-time evolution of dynamics due to injection of new magma in the magma chamber has been studied performing numerical simulations with, and implementing additional features in, the code GALES (Longo et al., 2006), recently developed and still on the upgrade at the Istituto Nazionale di Geofisica e Vulcanologia in Pisa (Italy). GALES is a finite element code based on a physico-mathematical two dimensional, transient model able to treat fluids as multiphase homogeneous mixtures, compressible to incompressible. The fundamental equations of mass, momentum and energy balance are discretised both in time and space using the Galerkin Least-Squares and discontinuity-capturing stabilisation technique. The physical properties of the mixture are computed as a function of local conditions of magma composition, pressure and temperature.The model features enable to study a broad range of phenomenologies characterizing pre and sin-eruptive magma dynamics in a wide domain from the volcanic crater to deep magma feeding zones. The study of displacement field associated with the simulated fluid dynamics has been carried out with a numerical code developed by the Geophysical group at the University College Dublin (O’Brien and Bean, 2004b), with whom we started a very profitable collaboration. In this code, the seismic wave propagation in heterogeneous media with free surface (e.g. the Earth’s surface) is simulated using a discrete elastic lattice where particle interactions are controlled by the Hooke’s law. This method allows to consider medium heterogeneities and complex topography. The initial and boundary conditions for the simulations have been defined within a coordinate project (INGV-DPC 2004-06 V3_2 “Research on active volcanoes, precursors, scenarios, hazard and risk - Campi Flegrei”), to which this thesis contributes, and many researchers experienced on Campi Flegrei in volcanological, seismic, petrological, geochemical fields, etc. collaborate. Numerical simulations of magma and rock dynamis have been coupled as described in the thesis. The first part of the thesis consists of a parametric study aimed at understanding the eect of the presence in magma of carbon dioxide in magma in the convection dynamics. Indeed, the presence of this volatile was relevant in many Campi Flegrei eruptions, including some eruptions commonly considered as reference for a future activity of this volcano. A set of simulations considering an elliptical magma chamber, compositionally uniform, refilled from below by a magma with volatile content equal or dierent from that of the resident magma has been performed. To do this, a multicomponent non-ideal magma saturation model (Papale et al., 2006) that considers the simultaneous presence of CO2 and H2O, has been implemented in GALES. Results show that the presence of CO2 in the incoming magma increases its buoyancy force promoting convection ad mixing. The simulated dynamics produce pressure transients with frequency and amplitude in the sensitivity range of modern geophysical monitoring networks such as the one installed at Campi Flegrei . In the second part, simulations more related with the Campi Flegrei volcanic system have been performed. The simulated system has been defined on the basis of conditions consistent with the bulk of knowledge of Campi Flegrei and in particular of the Agnano-Monte Spina eruption (4100 B.P.), commonly considered as reference for a future high intensity eruption in this area. The magmatic system has been modelled as a long dyke refilling a small shallow magma chamber; magmas with trachytic and phonolitic composition and variable volatile content of H2O and CO2 have been considered. The simulations have been carried out changing the condition of magma injection, the system configuration (magma chamber geometry, dyke size) and the resident and refilling magma composition and volatile content, in order to study the influence of these factors on the simulated dynamics. Simulation results allow to follow each step of the gas-rich magma ascent in the denser magma, highlighting the details of magma convection and mixing. In particular, the presence of more CO2 in the deep magma results in more ecient and faster dynamics. Through this simulations the variation of the gravimetric field has been determined. Afterward, the space-time distribution of stress resulting from numerical simulations have been used as boundary conditions for the simulations of the displacement field imposed by the magmatic dynamics on rocks. The properties of the simulated domain (rock density, P and S wave velocities) have been based on data from literature on active and passive tomographic experiments, obtained through a collaboration with A. Zollo at the Dept. of Physics of the Federici II Univeristy in Napoli. The elasto-dynamics simulations allow to determine the variations of the space-time distribution of deformation and the seismic signal associated with the studied magmatic dynamics. In particular, results show that these dynamics induce deformations similar to those measured at Campi Flegrei and seismic signals with energies concentrated on the typical frequency bands observed in volcanic areas. The present work shows that an approach based on the solution of equations describing the physics of processes within a magmatic fluid and the surrounding rock system is able to recognise and describe the relationships between geophysical signals detectable on the surface and deep magma dynamics. Therefore, the results suggest that the combined study of geophysical data and informations from numerical simulations can allow in a near future a more ecient evaluation of the short term volcanic hazard.
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This thesis is dedicated to the analysis of non-linear pricing in oligopoly. Non-linear pricing is a fairly predominant practice in most real markets, mostly characterized by some amount of competition. The sophistication of pricing practices has increased in the latest decades due to the technological advances that have allowed companies to gather more and more data on consumers preferences. The first essay of the thesis highlights the main characteristics of oligopolistic non-linear pricing. Non-linear pricing is a special case of price discrimination. The theory of price discrimination has to be modified in presence of oligopoly: in particular, a crucial role is played by the competitive externality that implies that product differentiation is closely related to the possibility of discriminating. The essay reviews the theory of competitive non-linear pricing by starting from its foundations, mechanism design under common agency. The different approaches to model non-linear pricing are then reviewed. In particular, the difference between price and quantity competition is highlighted. Finally, the close link between non-linear pricing and the recent developments in the theory of vertical differentiation is explored. The second essay shows how the effects of non-linear pricing are determined by the relationship between the demand and the technological structure of the market. The chapter focuses on a model in which firms supply a homogeneous product in two different sizes. Information about consumers' reservation prices is incomplete and the production technology is characterized by size economies. The model provides insights on the size of the products that one finds in the market. Four equilibrium regions are identified depending on the relative intensity of size economies with respect to consumers' evaluation of the good. Regions for which the product is supplied in a single unit or in several different sizes or in only a very large one. Both the private and social desirability of non-linear pricing varies across different equilibrium regions. The third essay considers the broadband internet market. Non discriminatory issues seem the core of the recent debate on the opportunity or not of regulating the internet. One of the main questions posed is whether the telecom companies, owning the networks constituting the internet, should be allowed to offer quality-contingent contracts to content providers. The aim of this essay is to analyze the issue through a stylized two-sided market model of the web that highlights the effects of such a discrimination over quality, prices and participation to the internet of providers and final users. An overall welfare comparison is proposed, concluding that the final effects of regulation crucially depend on both the technology and preferences of agents.
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In a large number of problems the high dimensionality of the search space, the vast number of variables and the economical constrains limit the ability of classical techniques to reach the optimum of a function, known or unknown. In this thesis we investigate the possibility to combine approaches from advanced statistics and optimization algorithms in such a way to better explore the combinatorial search space and to increase the performance of the approaches. To this purpose we propose two methods: (i) Model Based Ant Colony Design and (ii) Naïve Bayes Ant Colony Optimization. We test the performance of the two proposed solutions on a simulation study and we apply the novel techniques on an appplication in the field of Enzyme Engineering and Design.
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In dieser Arbeit wurden die Phasenübergänge einer einzelnen Polymerkette mit Hilfe der Monte Carlo Methode untersucht. Das Bondfluktuationsmodell wurde zur Simulation benutzt, wobei ein attraktives Kastenpotential zwischen allen Monomeren der Polymerkette gewirkt hat. Drei Arten von Bewegungen sind eingeführt worden, um die Polymerkette richtig zu relaxieren. Diese sind die Hüpfbewegung, die Reptationsbewegung und die Pivotbewegung. Um die Volumenausschlußwechselwirkung zu prüfen und um die Anzahl der Nachbarn jedes Monomers zu bestimmen ist ein hierarchischer Suchalgorithmus eingeführt worden. Die Zustandsdichte des Modells ist mittels des Wang-Landau Algorithmus bestimmt worden. Damit sind thermodynamische Größen berechnet worden, um die Phasenübergänge der einzelnen Polymerkette zu studieren. Wir haben zuerst eine freie Polymerkette untersucht. Der Knäuel-Kügelchen Übergang zeigt sich als ein kontinuierlicher Übergang, bei dem der Knäuel zum Kügelchen zusammenfällt. Der Kügelchen-Kügelchen Übergang bei niedrigeren Temperaturen ist ein Phasenübergang der ersten Ordnung, mit einer Koexistenz des flüssigen und festen Kügelchens, das eine kristalline Struktur hat. Im thermodynamischen Limes sind die Übergangstemperaturen identisch. Das entspricht einem Verschwinden der flüssigen Phase. In zwei Dimensionen zeigt das Modell einen kontinuierlichen Knäuel-Kügelchen Übergang mit einer lokal geordneten Struktur. Wir haben ferner einen Polymermushroom, das ist eine verankerte Polymerkette, zwischen zwei repulsiven Wänden im Abstand D untersucht. Das Phasenverhalten der Polymerkette zeigt einen dimensionalen crossover. Sowohl die Verankerung als auch die Beschränkung fördern den Knäuel-Kügelchen Übergang, wobei es eine Symmetriebrechung gibt, da die Ausdehnung der Polymerkette parallel zu den Wänden schneller schrumpft als die senkrecht zu den Wänden. Die Beschränkung hindert den Kügelchen-Kügelchen Übergang, wobei die Verankerung keinen Einfluss zu haben scheint. Die Übergangstemperaturen im thermodynamischen Limes sind wiederum identisch im Rahmen des Fehlers. Die spezifische Wärme des gleichen Modells aber mit einem abstoßendem Kastenpotential zeigt eine Schottky Anomalie, typisch für ein Zwei-Niveau System.
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In this thesis we consider three different models for strongly correlated electrons, namely a multi-band Hubbard model as well as the spinless Falicov-Kimball model, both with a semi-elliptical density of states in the limit of infinite dimensions d, and the attractive Hubbard model on a square lattice in d=2.
In the first part, we study a two-band Hubbard model with unequal bandwidths and anisotropic Hund's rule coupling (J_z-model) in the limit of infinite dimensions within the dynamical mean-field theory (DMFT). Here, the DMFT impurity problem is solved with the use of quantum Monte Carlo (QMC) simulations. Our main result is that the J_z-model describes the occurrence of an orbital-selective Mott transition (OSMT), in contrast to earlier findings. We investigate the model with a high-precision DMFT algorithm, which was developed as part of this thesis and which supplements QMC with a high-frequency expansion of the self-energy.
The main advantage of this scheme is the extraordinary accuracy of the numerical solutions, which can be obtained already with moderate computational effort, so that studies of multi-orbital systems within the DMFT+QMC are strongly improved. We also found that a suitably defined
Falicov-Kimball (FK) model exhibits an OSMT, revealing the close connection of the Falicov-Kimball physics to the J_z-model in the OSM phase.
In the second part of this thesis we study the attractive Hubbard model in two spatial dimensions within second-order self-consistent perturbation theory.
This model is considered on a square lattice at finite doping and at low temperatures. Our main result is that the predictions of first-order perturbation theory (Hartree-Fock approximation) are renormalized by a factor of the order of unity even at arbitrarily weak interaction (U->0). The renormalization factor q can be evaluated as a function of the filling n for 0