Optimum Chemical Balance Weighing Design under Certain Condition

2000 Mathematics Subject Classification: 62K05, 05B05.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Development of a mathematical and computer model to assess water quality impacts of hazardous compounds from minor gasoline spills in the inter-tidal zone of the Miami River, Florida

The objective of this study was to develop a model to predict transport and fate of gasoline components of environmental concern in the Miami River by mathematically simulating the movement of dissolved benzene, toluene, xylene (BTX), and methyl-tertiary-butyl ether (MTBE) occurring from minor gasoline spills in the inter-tidal zone of the river. Computer codes were based on mathematical algorithms that acknowledge the role of advective and dispersive physical phenomena along the river and prevailing phase transformations of BTX and MTBE. Phase transformations included volatilization and settling. ^ The model used a finite-difference scheme of steady-state conditions, with a set of numerical equations that was solved by two numerical methods: Gauss-Seidel and Jacobi iterations. A numerical validation process was conducted by comparing the results from both methods with analytical and numerical reference solutions. Since similar trends were achieved after the numerical validation process, it was concluded that the computer codes algorithmically were correct. The Gauss-Seidel iteration yielded at a faster convergence rate than the Jacobi iteration. Hence, the mathematical code was selected to further develop the computer program and software. The model was then analyzed for its sensitivity. It was found that the model was very sensitive to wind speed but not to sediment settling velocity. ^ A computer software was developed with the model code embedded. The software was provided with two major user-friendly visualized forms, one to interface with the database files and the other to execute and present the graphical and tabulated results. For all predicted concentrations of BTX and MTBE, the maximum concentrations were over an order of magnitude lower than current drinking water standards. It should be pointed out, however, that smaller concentrations than the latter reported standards and values, although not harmful to humans, may be very harmful to organisms of the trophic levels of the Miami River ecosystem and associated waters. This computer model can be used for the rapid assessment and management of the effects of minor gasoline spills on inter-tidal riverine water quality. ^

O paradoxo da superdifusão de uma caminhada aleatória com memória exponencial

The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

Strong primeness in fuzzy environment

The main aim of this investigation is to propose the notion of uniform and strong primeness in fuzzy environment. First, it is proposed and investigated the concept of fuzzy strongly prime and fuzzy uniformly strongly prime ideal. As an additional tool, the concept of t/m systems for fuzzy environment gives an alternative way to deal with primeness in fuzzy. Second, a fuzzy version of correspondence theorem and the radical of a fuzzy ideal are proposed. Finally, it is proposed a new concept of prime ideal for Quantales which enable us to deal with primeness in a noncommutative setting.

Strong primeness in fuzzy environment

The main aim of this investigation is to propose the notion of uniform and strong primeness in fuzzy environment. First, it is proposed and investigated the concept of fuzzy strongly prime and fuzzy uniformly strongly prime ideal. As an additional tool, the concept of t/m systems for fuzzy environment gives an alternative way to deal with primeness in fuzzy. Second, a fuzzy version of correspondence theorem and the radical of a fuzzy ideal are proposed. Finally, it is proposed a new concept of prime ideal for Quantales which enable us to deal with primeness in a noncommutative setting.

Of madness and many-valuedness: an investigation into Suszko's Thesis

Suszko’s Thesis is a philosophical claim regarding the nature of many-valuedness. It was formulated by the Polish logician Roman Suszko during the middle 70s and states the existence of “only but two truth values”. The thesis is a reaction against the notion of many-valuedness conceived by Jan Łukasiewicz. Reputed as one of the modern founders of many-valued logics, Łukasiewicz considered a third undetermined value in addition to the traditional Fregean values of Truth and Falsehood. For Łukasiewicz, his third value could be seen as a step beyond the Aristotelian dichotomy of Being and non-Being. According to Suszko, Łukasiewicz’s ideas rested on a confusion between algebraic values (what sentences describe/denote) and logical values (truth and falsity). Thus, Łukasiewicz’s third undetermined value is no more than an algebraic value, a possible denotation for a sentence, but not a genuine logical value. Suszko’s Thesis is endorsed by a formal result baptized as Suszko’s Reduction, a theorem that states every Tarskian logic may be characterized by a two-valued semantics. The present study is intended as a thorough investigation of Suszko’s thesis and its implications. The first part is devoted to the historical roots of many-valuedness and introduce Suszko’s main motivations in formulating the double character of truth-values by drawing the distinction in between algebraic and logical values. The second part explores Suszko’s Reduction and presents the developments achieved from it; the properties of two-valued semantics in comparison to many-valued semantics are also explored and discussed. Last but not least, the third part investigates the notion of logical values in the context of non-Tarskian notions of entailment; the meaning of Suszko’s thesis within such frameworks is also discussed. Moreover, the philosophical foundations for non-Tarskian notions of entailment are explored in the light of recent debates concerning logical pluralism.

Contribuição ao estudo de treliças não lineares considerando efeitos térmicos

This work presents the numerical analysis of nonlinear trusses summited to thermomechanical actions with Finite Element Method (FEM). The proposed formulation is so-called positional FEM and it is based on the minimum potential energy theorem written according to nodal positions, instead of displacements. The study herein presented considers the effects of geometric and material nonlinearities. Related to dynamic problems, a comparison between different time integration algorithms is performed. The formulation is extended to impact problems between trusses and rigid wall, where the nodal positions are constrained considering nullpenetration condition. In addition, it is presented a thermodynamically consistent formulation, based on the first and second law of thermodynamics and the Helmholtz free-energy for analyzing dynamic problems of truss structures with thermoelastic and thermoplastic behavior. The numerical results of the proposed formulation are compared with examples found in the literature.

Transiente superdifusivo em caminhadas aleatórias com perfil de memória q-exponencial

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Alcuni applicazioni dell'azione di un gruppo su un insieme

la tesi tratta alcuni risultati e applicazioni relative alla teoria delle azioni di gruppi su insiemi finiti, come l'equazione delle classi e il teorema di Cauchy. Infine illustra l'uso di tali risultati nella rappresentazione tramite permutazioni.

Luoghi geometrici e curve celebri

Scopo di questo elaborato è affrontare lo studio di luoghi geometrici piani partendo dagli esempi più semplici che gli studenti incontrano nel loro percorso scolastico, per poi passare a studiare alcune curve celebri che sono definite come luoghi geometrici. Le curve nell'elaborato vengono disegnate con l'ausilio di Geogebra, con il quale sono state preparate delle animazioni da mostrare agli studenti. Di alcuni luoghi si forniscono dapprima le equazioni parametriche e successivamente, attraverso il teorema di eliminazione e il software Singular, viene ricavata l'equazione cartesiana.

Tabelle di Young e statistiche sulle permutazioni

La presente tesi è suddivisa in due parti: nella prima parte illustriamo le definizioni e i relativi risultati della teoria delle tabelle di Young, introdotte per la prima volta nel 1900 da Alfred Young; mentre, nella seconda parte, diamo la nozione di numeri Euleriani e di Polinomi Euleriani. Nel primo capitolo abbiamo introdotto i concetti di diagramma di Young e di tabelle di Young standard. Inoltre, abbiamo fornito la formula degli uncini per contare le tabelle di Young della stessa forma. Il primo capitolo è focalizzato sul teorema di Robinson-Schensted, che stabilisce una corrispondenza biunivoca tra le permutazioni di Sn e le coppie di tabelle di Young standard della stessa forma. Ne deriva un'importante conseguenza che consiste nel poter trovare in modo efficiente la massima sottosequenza crescente di una permutazione. Una volta definite le operazioni di evacuazione e "le jeu de taquin" relative alle tabelle di Young, illustriamo una serie di risultati riferibili alla corrispondenza biunivoca R-S che variano in base alla permutazione che prendiamo in considerazione. In particolare, enunciamo il teorema di simmetria di M.P.Schüztenberger, che dimostriamo attraverso la costruzione geometrica di Viennot. Nel secondo capitolo, dopo aver dato la definizione di discesa di una permutazione, descriviamo altre conseguenze della corrispondenza biunivoca R-S: vediamo così che esiste una relazione tra le discese di una permutazione e la coppia di tabelle di Young associata. Abbiamo trattato approfonditamente i numeri Euleriani, indicati con A(n,k) = ]{σ ∈ Sn;d(σ) = k}, dove d(σ) indica il numero di discese di una permutazione. Descriviamo le loro proprietà e simmetrie e vediamo che sono i coefficienti di particolari polinomi, detti Polinomi Euleriani. Infine, attraverso la nozione di eccedenza di una permutazione e la descrizione della mappa di Foata arriviamo a dimostrare un importante risultato: A(n,k) conta anche il numero di permutazioni di Sn con k eccedenze.

Successioni di polinomi di tipo binomiale e operatori delta

In questa tesi riportiamo le definizioni ed i risultati principali relativi alla corrispondenza tra le successioni di polinomi di tipo binomiale (particolari basi dello spazio dei polinomi a coefficienti reali) e gli operatori delta, cioè operatori lineari sullo spazio dei polinomi che commutano con gli operatori di traslazione e il cui nucleo è costituito dai polinomi costanti. Nel capitolo 1 richiamiamo i concetti fondamentali sull'algebra delle serie formali e definiamo l'algebra degli operatori lineari invarianti per traslazione, dimostrando in particolare l'isomorfismo tra queste algebre. Nel capitolo 2, dopo aver dimostrato l'unicità della successione di base relativa ad un operatore delta, ricaviamo come esempio le successioni di base di tre operatori delta, che useremo durante tutto il capitolo: l'operatore derivata, l'operatore di differenza in avanti e l'operatore di differenza all'indietro. Arriviamo quindi a dimostrare un importante risultato, il Primo Teorema di Sviluppo, in cui facciamo vedere come le potenze di un operatore delta siano una base per l'algebra degli operatori invarianti per traslazione. Introducendo poi le successioni di Sheffer, possiamo dimostrare anche il Secondo Teorema di Sviluppo in cui esplicitiamo l'azione di un operatore invariante per traslazione su un polinomio, tramite un operatore delta fissato e una sua successione di Sheffer. Nell'ultima parte della tesi presentiamo i formalismi e alcune semplici operazioni del calcolo umbrale, che useremo per determinare le cosiddette costanti di connessione, ovvero le costanti che definiscono lo sviluppo di una successione binomiale in funzione di un'altra successione binomiale usata come base dello spazio dei polinomi.

Renormalization group flows between non-unitary conformal models

Recentemente sono stati valutati come fisicamente consistenti diversi modelli non-hermitiani sia in meccanica quantistica che in teoria dei campi. La classe dei modelli pseudo-hermitiani, infatti, si adatta ad essere usata per la descrizione di sistemi fisici dal momento che, attraverso un opportuno operatore metrico, risulta possibile ristabilire una struttura hermitiana ed unitaria. I sistemi PT-simmetrici, poi, sono una categoria particolarmente studiata in letteratura. Gli esempi riportati sembrano suggerire che anche le cosiddette teorie conformi non-unitarie appartengano alla categoria dei modelli PT-simmetrici, e possano pertanto adattarsi alla descrizione di fenomeni fisici. In particolare, si tenta qui la costruzione di determinate lagrangiane Ginzburg-Landau per alcuni modelli minimali non-unitari, sulla base delle identificazioni esistenti per quanto riguarda i modelli minimali unitari. Infine, si suggerisce di estendere il dominio del noto teorema c alla classe delle teorie di campo PT-simmetriche, e si propongono alcune linee per una possibile dimostrazione dell'ipotizzato teorema c_{eff}.

Surface Ocean CO2 Atlas (SOCAT) V1.4

A well-documented, publicly available, global data set of surface ocean carbon dioxide (CO2) parameters has been called for by international groups for nearly two decades. The Surface Ocean CO2 Atlas (SOCAT) project was initiated by the international marine carbon science community in 2007 with the aim of providing a comprehensive, publicly available, regularly updated, global data set of marine surface CO2, which had been subject to quality control (QC). Many additional CO2 data, not yet made public via the Carbon Dioxide Information Analysis Center (CDIAC), were retrieved from data originators, public websites and other data centres. All data were put in a uniform format following a strict protocol. Quality control was carried out according to clearly defined criteria. Regional specialists performed the quality control, using state-of-the-art web-based tools, specially developed for accomplishing this global team effort. SOCAT version 1.5 was made public in September 2011 and holds 6.3 million quality controlled surface CO2 data points from the global oceans and coastal seas, spanning four decades (1968-2007). Three types of data products are available: individual cruise files, a merged complete data set and gridded products. With the rapid expansion of marine CO2 data collection and the importance of quantifying net global oceanic CO2 uptake and its changes, sustained data synthesis and data access are priorities.