A teoria da ruína aplicada em um modelo de empresa financeira com risco de crédito

In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin

A well-posed integral equation formulation for three-dimensional rough surface scattering

We consider the problem of scattering of time-harmonic acoustic waves by an unbounded sound-soft rough surface. Recently, a Brakhage Werner type integral equation formulation of this problem has been proposed, based on an ansatz as a combined single- and double-layer potential, but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half-space Green's function. Moreover, it has been shown in the three-dimensional case that this integral equation is uniquely solvable in the space L-2 (Gamma) when the scattering surface G does not differ too much from a plane. In this paper, we show that this integral equation is uniquely solvable with no restriction on the surface elevation or slope. Moreover, we construct explicit bounds on the inverse of the associated boundary integral operator, as a function of the wave number, the parameter coupling the single- and double-layer potentials, and the maximum surface slope. These bounds show that the norm of the inverse operator is bounded uniformly in the wave number, kappa, for kappa > 0, if the coupling parameter h is chosen proportional to the wave number. In the case when G is a plane, we show that the choice eta = kappa/2 is nearly optimal in terms of minimizing the condition number.

An integral equation method for a mixed initial boundary value problem for unsteady Stokes system in a doubly-connected domain

We present a novel numerical method for a mixed initial boundary value problem for the unsteady Stokes system in a planar doubly-connected domain. Using a Laguerre transformation the unsteady problem is reduced to a system of boundary value problems for the Stokes resolvent equations. Employing a modied potential approach we obtain a system of boundary integral equations with various singularities and we use a trigonometric quadrature method for their numerical solution. Numerical examples are presented showing that accurate approximations can be obtained with low computational cost.

Integral Piezoactuator System with Optimum Placement of Functionally Graded Material - A Topology Optimization Paradigm

Piezoactuators consist of compliant mechanisms actuated by two or more piezoceramic devices. During the assembling process, such flexible structures are usually bonded to the piezoceramics. The thin bonding layer(s) between the compliant mechanism and the piezoceramic may induce undesirable behavior, including unusual interfacial nonlinearities. This constitutes a drawback of piezoelectric actuators and, in some applications, such as those associated to vibration control and structural health monitoring (e. g., aircraft industry), their use may become either unfeasible or at least limited. A possible solution to this standing problem can be achieved through the functionally graded material concept and consists of developing `integral piezoactuators`, that is those with no bonding layer(s) and whose performance can be improved by tailoring their structural topology and material gradation. Thus, a topology optimization formulation is developed, which allows simultaneous distribution of void and functionally graded piezoelectric materials (including both piezo and non-piezoelectric materials) in the design domain in order to achieve certain specified actuation movements. Two concurrent design problems are considered, that is the optimum design of the piezoceramic property gradation, and the design of the functionally graded structural topology. Two-dimensional piezoactuator designs are investigated because the applications of interest consist of planar devices. Moreover, material gradation is considered in only one direction in order to account for manufacturability issues. To broaden the range of such devices in the field of smart structures, the design of integral Moonie-type functionally graded piezoactuators is provided according to specified performance requirements.

On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

Estudio experimental del Sistema de Albañilería Integral en la construcción de viviendas sismorresistentes. Experimental study of the Integral Masonry System in the construction of earthquake resistant houses

This paper presents the application of the Integral Masonry System (IMS) to the construction of earthquake resistant houses and its experimental study. To verify the security of this new type of building in seismic areas of the third world two prototypes have been tested, one with adobe and the other with hollow brick. In both cases it’s a two-story 6x6x6 m3 house built to scale 1/2. The tests are carried out at the Laboratory of Antiseismic Structures of the Department of Engineering, Pontifical Catholic University of Peru in Lima, in collaboration with the UPM (Technical University of Madrid). This article shows the design process of the prototypes to test, including the sizing of the reinforcements, the characteristics of the tests and the results obtained. These results show that the IMS with adobe or brick remains stable with no significant cracks faced with a severe earthquake, with an estimated acceleration of 1.8 g. Este artículo presenta una aplicación del Sistema de Albañilería Integral (SAI) a la construcción de viviendas sismorresistentes y su estudio experimental. Para verificar su seguridad para su construcción en zonas sísmicas del tercer mundo se han ensayado dos prototipos, uno con adobe, y otro con ladrillo hueco. Se trata de una vivienda de 6x6x6 m3 y dos plantas que se construyen a escala 1/2. Los ensayos se realizaron en el Laboratorio de Estructuras Antisísmicas del Departamento de Ingeniería de la Pontificia Católica Universidad del Perú (PUCP) de Lima en colaboración con la UPM (Universidad Politécnica de Madrid). Este artículo muestra el proceso de diseño de los prototipos a ensayar, incluido el dimensionado de los refuerzos, las características de los ensayos y los resultados obtenidos. Estos resultados muestran que el SAI con adobe o ladrillo permanece estable sin grietas significativas ante un sismo severo, con una aceleración estimada de 1,8 g.

Recovering boundary data in planar heat conduction using boundary integral equation method

We consider a Cauchy problem for the heat equation, where the temperature field is to be reconstructed from the temperature and heat flux given on a part of the boundary of the solution domain. We employ a Landweber type method proposed in [2], where a sequence of mixed well-posed problems are solved at each iteration step to obtain a stable approximation to the original Cauchy problem. We develop an efficient boundary integral equation method for the numerical solution of these mixed problems, based on the method of Rothe. Numerical examples are presented both with exact and noisy data, showing the efficiency and stability of the proposed procedure and approximations.

On a Class of Fractional Type Integral Equations in Variable Exponent Spaces

2000 Mathematics Subject Classification: 45A05, 45B05, 45E05,45P05, 46E30

Bacterial Killing Via A Type Iv Secretion System.

Type IV secretion systems (T4SSs) are multiprotein complexes that transport effector proteins and protein-DNA complexes through bacterial membranes to the extracellular milieu or directly into the cytoplasm of other cells. Many bacteria of the family Xanthomonadaceae, which occupy diverse environmental niches, carry a T4SS with unknown function but with several characteristics that distinguishes it from other T4SSs. Here we show that the Xanthomonas citri T4SS provides these cells the capacity to kill other Gram-negative bacterial species in a contact-dependent manner. The secretion of one type IV bacterial effector protein is shown to require a conserved C-terminal domain and its bacteriolytic activity is neutralized by a cognate immunity protein whose 3D structure is similar to peptidoglycan hydrolase inhibitors. This is the first demonstration of the involvement of a T4SS in bacterial killing and points to this special class of T4SS as a mediator of both antagonistic and cooperative interbacterial interactions.

A Component of the Xanthomonadaceae Type IV Secretion System Combines a VirB7 Motif with a N0 Domain Found in Outer Membrane Transport Proteins

Type IV secretion systems (T4SS) are used by Gram-negative bacteria to translocate protein and DNA substrates across the cell envelope and into target cells. Translocation across the outer membrane is achieved via a ringed tetradecameric outer membrane complex made up of a small VirB7 lipoprotein (normally 30 to 45 residues in the mature form) and the C-terminal domains of the VirB9 and VirB10 subunits. Several species from the genera of Xanthomonas phytopathogens possess an uncharacterized type IV secretion system with some distinguishing features, one of which is an unusually large VirB7 subunit (118 residues in the mature form). Here, we report the NMR and 1.0 angstrom X-ray structures of the VirB7 subunit from Xanthomonas citri subsp. citri (VirB7(XAC2622)) and its interaction with VirB9. NMR solution studies show that residues 27-41 of the disordered flexible N-terminal region of VirB7(XAC2622) interact specifically with the VirB9 C-terminal domain, resulting in a significant reduction in the conformational freedom of both regions. VirB7(XAC2622) has a unique C-terminal domain whose topology is strikingly similar to that of N0 domains found in proteins from different systems involved in transport across the bacterial outer membrane. We show that VirB7(XAC2622) oligomerizes through interactions involving conserved residues in the N0 domain and residues 42-49 within the flexible N-terminal region and that these homotropic interactions can persist in the presence of heterotropic interactions with VirB9. Finally, we propose that VirB(7XAC2622) oligomerization is compatible with the core complex structure in a manner such that the N0 domains form an extra layer on the perimeter of the tetradecameric ring.

Structure-Function Analysis of the HrpB2-HrcU Interaction in the Xanthomonas citri Type III Secretion System

Bacterial type III secretion systems deliver protein virulence factors to host cells. Here we characterize the interaction between HrpB2, a small protein secreted by the Xanthomonas citri subsp. citri type III secretion system, and the cytosolic domain of the inner membrane protein HrcU, a paralog of the flagellar protein FlhB. We show that a recombinant fragment corresponding to the C-terminal cytosolic domain of HrcU produced in E. coli suffers cleavage within a conserved Asn264-Pro265-Thr266-His267 (NPTH) sequence. A recombinant HrcU cytosolic domain with N264A, P265A, T266A mutations at the cleavage site (HrcU(AAAH)) was not cleaved and interacted with HrpB2. Furthermore, a polypeptide corresponding to the sequence following the NPTH cleavage site also interacted with HrpB2 indicating that the site for interaction is located after the NPTH site. Non-polar deletion mutants of the hrcU and hrpB2 genes resulted in a total loss of pathogenicity in susceptible citrus plants and disease symptoms could be recovered by expression of HrpB2 and HrcU from extrachromossomal plasmids. Complementation of the Delta hrcU mutant with HrcU(AAAH) produced canker lesions similar to those observed when complemented with wild-type HrcU. HrpB2 secretion however, was significantly reduced in the Delta hrcU mutant complemented with HrcU(AAAH), suggesting that an intact and cleavable NPTH site in HrcU is necessary for total functionally of T3SS in X. citri subsp. citri. Complementation of the Delta hrpB2 X. citri subsp. citri strain with a series of hrpB2 gene mutants revealed that the highly conserved HrpB2 C-terminus is essential for T3SS-dependent development of citrus canker symptoms in planta.

The identity type weak factorisation system

We show that the classifying category C(T)of a dependent type theory T with axioms for identity types admits a nontrivial weak factorisation system. After characterising this weak factorisation system explicitly, we relate it to the homotopy theory of groupoids.

Early expression of the type III secretion system of Parachlamydia acanthamoebae during a replicative cycle within its natural host cell Acanthamoeba castellanii.

The type three secretion system (T3SS) operons of Chlamydiales bacteria are distributed in different clusters along their chromosomes and are conserved at both the level of sequence and genetic organization. A complete characterization of the temporal expression of multiple T3SS components at the transcriptional and protein levels has been performed in Parachlamydia acanthamoebae, replicating in its natural host cell Acanthamoeba castellanii. The T3SS components were classified in four different temporal clusters depending on their pattern of expression during the early, mid- and late phases of the infectious cycle. The putative T3SS transcription units predicted in Parachlamydia are similar to those described in Chlamydia trachomatis, suggesting that T3SS units of transcriptional expression are highly conserved among Chlamydiales bacteria. The maximal expression and activation of the T3SS of Parachlamydia occurred during the early to mid-phase of the infectious cycle corresponding to a critical phase during which the intracellular bacterium has (1) to evade and/or block the lytic pathway of the amoeba, (2) to differentiate from elementary bodies (EBs) to reticulate bodies (RBs), and (3) to modulate the maturation of its vacuole to create a replicative niche able to sustain efficient bacterial growth.

Current knowledge on the Ralstonia solanacearum type III secretion system

R. solanacearum was ranked in a recent survey the second most important bacterial plant pathogen, following the widely used research model Pseudomonas syringae (Mansfield et al., 2012). The main reason is that bacterial wilt caused by R. solanacearum is the world"s most devastating bacterial plant disease (http://faostat.fao.org), threatening food safety in tropical and subtropical agriculture, especially in China, Bangladesh, Bolivia and Uganda (Martin and French, 1985). This is due to the unusually wide host range of the bacterium, its high persistence and because resistant crop varieties are unavailable. In addition, R. solanacearum has been established as a model bacterium for plant pathology thanks to pioneering molecular and genomic studies (Boucher et al., 1985; Cunnac et al., 2004b; Mukaihara et al., 2010; Occhialini et al., 2005; Salanoubat et al., 2002). As for many bacterial pathogens, the main virulence determinant in R. solanacearum is the type III secretion system (T3SS) (Boucher et al., 1994), which injects a number of effector proteins into plant cells causing disease in hosts or an hypersensitive response in resistant plants. In this article we discuss the current state in the study of the R. solanacearum T3SS, stressing the latest findings and future perspectives.