914 resultados para Modelo afim de estrutura a termo
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Este trabalho analisa as transações entre empresa fabricante de software e empresa usuária de software sob a ótica da empresa fabricante. A abordagem da transação leva em consideração os seguintes fatores: estrutura de governança transacional, recursos humanos necessários à empresa fabricante e qualidade na transação buscada pela empresa fabricante. O modelo ajuda a explicar a dinâmica da transação e se propõe a auxiliar agentes a decidir e negociar temas polêmicos como tipos de software envolvidos e respectivas licenças, intensidade de participação da empresa usuária no processo de elaboração e parametrização do software, titularidade e grau de especificidade dos investimentos.
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O presente tabalho apresenta um modelo destinado à análise do mercado doméstico de transporte aéreo de passageiros. O modelo analisado permite acompanhar as escolhas ótimas das companhias aéreas quanto ao número de vôos ofertados e passageiros transportados diante das alterações no valor das tarifas promovidas pelo reguldor, tanto em equilibrio competitvo quanto monopolista e, alternativamente, caso a indústria atue como um oligopólio. Neste último caso, o modelo analisado permite que o equilíbrio da indústria seja mensurado em conjunto com parâmetros conjecturais de comportamento das firmas.
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Este trabalho tem por objetivo, essencialmente, estudar um dos modelos que procuram explicar as políticas de concepção de estrutura de capital. Embora já usado em 1961 por Donaldson, o termo pecking order rotula um modelo criado em 1984 por stwart Myers e Nicholas Majluf, segundo o qual as empresas, procuram financiar seus novos investimentos dando prioridade aos recursos internamente gerados e, uma vez esgotados estes, aderem ao uso de instrumentos de financiamento externo segundo uma ordem determinada pelo risco inerente a cada um deles.
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O presente trabalho procura examinar o funcionamento do Conselho Nacional de Autorregulamentação Publicitária (“CONAR”), visando descobrir como este modelo regulatório se conforma com o Direito brasileiro. Neste sentido, explica-se, inicialmente, a origem do Conselho, como ele se estrutura e como se dão os julgamentos das denúncias que lhe são apresentadas. Em seguida, faz-se uma análise da relação entre a legislação publicitária vigente e as normas do Código Brasileiro de Autorregulamentação Publicitária, donde se conclui que ambas não são excludentes. Parte-se, então, para um estudo da jurisprudência dos tribunais brasileiros acerca da atuação do Conselho, afim de se verificar em que medida é aceita a autorregulação da publicidade pelo Poder Judiciário. Por fim, pretende-se analisar como se dá, na prática, a atuação do CONAR diante de questões polêmicas, como a inflação legislativa no meio publicitário e a censura da publicidade.
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Com o objetivo de precificar derivativos de taxas de juros no mercado brasileiro, este trabalho foca na implementação do modelo de Heath, Jarrow e Morton (1992) em sua forma discreta e multifatorial através de uma abordagem numérica, e, que possibilita uma grande flexibilidade na estimativa da taxa forward sob uma estrutura de volatilidade baseada em fatores ortogonais, facilitando assim a simulação de sua evolução por Monte Carlo, como conseqüência da independência destes fatores. A estrutura de volatilidade foi construída de maneira a ser totalmente não paramétrica baseada em vértices sintéticos que foram obtidos por interpolação dos dados históricos de cotações do DI Futuro negociado na BM&FBOVESPA, sendo o período analisado entre 02/01/2003 a 28/12/2012. Para possibilitar esta abordagem foi introduzida uma modificação no modelo HJM desenvolvida por Brace e Musiela (1994).
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In this thesis, it is developed the robustness and stability analysis of a variable structure model reference adaptive controller considering the presence of disturbances and unmodeled dynamics. The controller is applied to uncertain, monovariable, linear time-invariant plants with relative degree one, and its development is based on the indirect adaptive control. In the direct approach, well known in the literature, the switching laws are designed for the controller parameters. In the indirect one, they are designed for the plant parameters and, thus, the selection of the relays upper bounds becomes more intuitive, whereas they are related to physical parameters, which present uncertainties that can be known easier, such as resistances, capacitances, inertia moments and friction coefficients. Two versions for the controller algorithm with the stability analysis are presented. The global asymptotic stability with respect to a compact set is guaranteed for both cases. Simulation results under adverse operation conditions in order to verify the theoretical results and to show the performance and robustness of the proposed controller are showed. Moreover, for practical purposes, some simplifications on the original algorithm are developed
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This work proposes a formulation for optimization of 2D-structure layouts submitted to mechanic and thermal shipments and applied an h-adaptive filter process which conduced to computational low spend and high definition structural layouts. The main goal of the formulation is to minimize the structure mass submitted to an effective state of stress of von Mises, with stability and lateral restriction variants. A criterion of global measurement was used for intents a parametric condition of stress fields. To avoid singularity problems was considerate a release on the stress restriction. On the optimization was used a material approach where the homogenized constructive equation was function of the material relative density. The intermediary density effective properties were represented for a SIMP-type artificial model. The problem was simplified by use of the method of finite elements of Galerkin using triangles with linear Lagrangian basis. On the solution of the optimization problem, was applied the augmented Lagrangian Method, that consists on minimum problem sequence solution with box-type restrictions, resolved by a 2nd orderprojection method which uses the method of the quasi-Newton without memory, during the problem process solution. This process reduces computational expends showing be more effective and solid. The results materialize more refined layouts with accurate topologic and shape of structure definitions. On the other hand formulation of mass minimization with global stress criterion provides to modeling ready structural layouts, with violation of the criterion of homogeneous distributed stress
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The usual Ashkin-Teller (AT) model is obtained as a superposition of two Ising models coupled through a four-spin interaction term. In two dimension the AT model displays a line of fixed points along which the exponents vary continuously. On this line the model becomes soluble via a mapping onto the Baxter model. Such richness of multicritical behavior led Grest and Widom to introduce the N-color Ashkin-Teller model (N-AT). Those authors made an extensive analysis of the model thus introduced both in the isotropic as well as in the anisotropic cases by several analytical and computational methods. In the present work we define a more general version of the 3-color Ashkin-Teller model by introducing a 6-spin interaction term. We investigate the corresponding symmetry structure presented by our model in conjunction with an analysis of possible phase diagrams obtained by real space renormalization group techniques. The phase diagram are obtained at finite temperature in the region where the ferromagnetic behavior is predominant. Through the use of the transmissivities concepts we obtain the recursion relations in some periodical as well as aperiodic hierarchical lattices. In a first analysis we initially consider the two-color Ashkin-Teller model in order to obtain some results with could be used as a guide to our main purpose. In the anisotropic case the model was previously studied on the Wheatstone bridge by Claudionor Bezerra in his Master Degree dissertation. By using more appropriated computational resources we obtained isomorphic critical surfaces described in Bezerra's work but not properly identified. Besides, we also analyzed the isotropic version in an aperiodic hierarchical lattice, and we showed how the geometric fluctuations are affected by such aperiodicity and its consequences in the corresponding critical behavior. Those analysis were carried out by the use of appropriated definitions of transmissivities. Finally, we considered the modified 3-AT model with a 6-spin couplings. With the inclusion of such term the model becomes more attractive from the symmetry point of view. For some hierarchical lattices we derived general recursion relations in the anisotropic version of the model (3-AAT), from which case we can obtain the corresponding equations for the isotropic version (3-IAT). The 3-IAT was studied extensively in the whole region where the ferromagnetic couplings are dominant. The fixed points and the respective critical exponents were determined. By analyzing the attraction basins of such fixed points we were able to find the three-parameter phase diagram (temperature £ 4-spin coupling £ 6-spin coupling). We could identify fixed points corresponding to the universality class of Ising and 4- and 8-state Potts model. We also obtained a fixed point which seems to be a sort of reminiscence of a 6-state Potts fixed point as well as a possible indication of the existence of a Baxter line. Some unstable fixed points which do not belong to any aforementioned q-state Potts universality class was also found
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
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With the technology progess, embedded systems using adaptive techniques are being used frequently. One of these techniques is the Variable Structure Model- Reference Adaptive Control (VS-MRAC). The implementation of this technique in embedded systems, requires consideration of a sampling period which if not taken into consideration, can adversely affect system performance and even takes the system to instability. This work proposes a stability analysis of a discrete-time VS-MRAC accomplished for SISO linear time-invariant plants with relative degree one. The aim is to analyse the in uence of the sampling period in the system performance and the relation of this period with the chattering and system instability
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Pós-graduação em Engenharia Mecânica - FEIS
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Ciência da Informação - FFC