Brownian Motion
Mostrando 13-24 de 125 artigos, teses e dissertações.
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13. On the prediction of psd in antisolvent mediated crystallization processes based on fokker-planck equations
A phenomenological model for the description of antisolvent mediated crystal growth processes is presented. The crystal size growth dynamics is supposed to be driven by a deterministic growth factor coupled to a stochastic component. Two different models for the stochastic component are investigated: a Linear and a Geometric Brownian motion terms. The evolut
Brazilian Journal of Chemical Engineering. Publicado em: 2010-09
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14. Testing the presence of a Brownian component in semimartingale processes / Testando a presença do componente browniano em processos semimartingales
This paper attempts to test the presence of Brownian motion, ie a continuous component in semimartingales processes. We study procedures that allow to decide whether Brownian motion is actually present or whether it could be withdrawn in favor of a pure jump process with infinite activity. We used two statistical tests proposed in the article: Ait-Sahal and
Publicado em: 2010
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15. Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas
Este texto apresenta alguns dos elementos básicos envolvidos em um estudo introdutório das equações diferencias estocásticas. Tais equações modelam problemas a tempo contínuo em que as grandezas de interesse estão sujeitas a certos tipos de perturbações aleatórias. Em nosso estudo, a aleatoriedade nessas equações será representada por um termo
Publicado em: 2010
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16. Entangled Brownian particles / Particulas Brownianas emaranhadas
This work consists in a study of entanglement in open quantum systems, within the brownian particles model. The interest comes from the possibility of understanding the mechanisms that lead the environment to create or to keep entanglement between quantum systems and not only make them lose energy or coherence. We start by making a review of the meaning of e
Publicado em: 2009
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17. Calculo estocastico em variedades folheadas / Stochastic calculus on foliated manifolds
We study stochastic process on foliated manifolds. First we introduce some operators, which we call foliated, and study their properties. With these objects, we define the natural processes on foliated spaces, such as foliated martingales and foliated Brownian motion. We study how they are related with the geometry of the foliation and use them to characteri
Publicado em: 2009
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18. ANALISE DA DINAMICA DE PARTICULAS BROWNIANAS INTERAGENTES A PARTIR DE REDES DE MAPAS ACOPLADOS
The Brownian motion is one important topic of the non-equilibrium statistical mechanics and it is related to many natural phenomena. The first observations and theories on this motion were essential for understand the microscopic behavior of the nature and its influence on macroscopics observables. In this dissertation, we studied the dynamics of a system co
Publicado em: 2009
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19. Integral estocástica e aplicações / Stochastic Integral and Applications
O aumento pelo interesse na teoria de integração estocástica é, basicamente, consequência da acirrada competição para entender, desenvolver e aplicar a matemática subjacente ao mercado mobiliário. Neste trabalho desenvolvemos, de maneira didática e visando aplicações, tal teoria. Para tanto, começamos apresentando um desenvolvimento cuidadoso da
Publicado em: 2009
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20. Microscopical study of nanometric particles adhesion / Estudo microscopico de adesão de particulas nanometricas
The adhesion of nanometric phases is a topic of increasing scientific interest due to its importance for the production and properties of new nanostructured materials. This study explores the following hypothesis: immiscible and wettable particles carrying charges with same signal can adhere provided that they are mixed in aqueous dispersion and dried out. T
Publicado em: 2009
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21. Analise das Opões reais de um empreendimento de mineração utilizando simulação de Monte carlo
Mining projects demand large capital expenditure and are subject to high uncertainty, related to metal price and exchange rate. In this context, the traditional Discounted Cash Flow analysis tends to underestimate the value of the project. Real Options Analysis incorporates the value of managerial flexibility in uncertain conditions and, therefore, is a bett
Publicado em: 2008
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22. PRECIFICATION OF MANAGERIAL FLEXIBILITY IN GTL PLANTS USING THE METHODOLOGY OF REAL OPTIONS / PRECIFICAÇÃO DE FLEXIBILIDADES GERENCIAIS EM PLANTAS GTL UTILIZANDO A METODOLOGIA DE OPÇÕES REAIS
O objetivo da presente dissertação é capturar o valor da opção de parada temporária que uma planta GTL oferece em cenários econômicos desfavoráveis para mantê-la operando. Desta forma, o autor considera que a metodologia das opções reais é a mais indicada para avaliar tal flexibilidade, sendo assim, o objetivo principal deste estudo é a anális
Publicado em: 2008
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23. Development of a computer tool for monitoring and data collecting, based in concepts of e-Science and Data Warehouse for the application in cattle breeding / Desenvolvimento de uma ferramenta computacional para monitoramento e coleta de dados, baseado em conceitos de e-Science e Data Warehouse para aplicação na pecuária
This paper studies the viability of a system of monitoring and data collecting through the WEB, with the construction of a Zootechnic e-Science. The hardware systems, the electronic communication devices and monitoring protocols were developed, besides a dislocating simulator, for the improvement and distribution of the antennas and identification of the ani
Publicado em: 2008
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24. MODELAGEM E PREVISÃO DO COMPORTAMENTO DE PREÇOS DA COMMODITY CAFÉ ARÁBICA: UMA ABORDAGEM PELA METODOLOGIA DE SANJIV DAS / MODELING AND FORECASTING THE BEHAVIOUR OF ARABIC COFFEE COMMODITYS PRICES: AN APPROACH BY THE METHODOLOGY OF SANJIV DAS
The agribusiness has great importance for the Brazilian economy, representing a significative share of GDP and total exports of the country. Like other production processes inserted in an environment of uncertainty, the agricultural activity needs instruments that minimize the risk, especially, the risk of price and assist in decision-making process of agent
Publicado em: 2008