Stochastic Methods
Mostrando 13-24 de 151 artigos, teses e dissertações.
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13. PRACTICAL STOCHASTIC MODEL FOR CHEMICAL KINETICS
The Practical Stochastic Model is a simple and robust method to describe coupled chemical reactions. The connection between this stochastic method and a deterministic method was initially established to understand how the parameters and variables that describe the concentration in both methods were related. It was necessary to define two main concepts to mak
Quím. Nova. Publicado em: 2015-11
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14. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION
This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based
Pesqui. Oper.. Publicado em: 2014-12
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15. Incerteza e não ergodicidade: crítica aos neoclássicos
The starting point of this essay is to show that, in our view, the problem of the traditional economics is not in the deductive method nor the mathematical methods used, but to attribute to economic agents "power" on the future and prescribe the existence of ergodic stochastic processes in their economic analyzes. Thus, building a theory on the ground whose
Brazil. J. Polit. Econ.. Publicado em: 2014-06
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16. Determination of the carbon market incremental payoff considering a stochastic jump-diffusion process
The objective of this paper is to verify the robustness of the Least Square Monte Carlo and Grant, Vora & Weeks methods when used to determine the incremental payoff of the carbon market for renewable electricity generation projects, considering that the behavior of the price of Certified Emission Reductions, otherwise known as Carbon Credits, may be modeled
Pesqui. Oper.. Publicado em: 2013-12
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17. Web-based neuromuscular simulator applied to the teaching of principles of neuroscience
INTRODUCTION: The learning of core concepts in neuroscience can be reinforced by a hands-on approach, either experimental or computer-based. In this work, we present a web-based multi-scale neuromuscular simulator that is being used as a teaching aid in a campus-wide course on the Principles of Neuroscience. METHODS: The simulator has several built-in indivi
Rev. Bras. Eng. Bioméd.. Publicado em: 2013-09
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18. Modelagem e avaliação comparativa dos métodos Luus-Jaakola e R2W aplicados na estimativa de parâmetros cinéticos de adsorção / Modeling and comparative evaluation of Luus-Jaakola and R2W methods applied in estimating kinetic parameters of adsorption
As técnicas inversas têm sido usadas na determinação de parâmetros importantes envolvidos na concepção e desempenho de muitos processos industriais. A aplicação de métodos estocásticos tem aumentado nos últimos anos, demonstrando seu potencial no estudo e análise dos diferentes sistemas em aplicações de engenharia. As rotinas estocásticas sã
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/06/2012
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19. Estimação indireta de modelos R-GARCH / Indirect inference of R-GARCH models
Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\ s variance. The idea is that, in this class, returns are serially uncorrelated, but the volat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2012
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20. Métodos numéricos para o controle linear quadrático com saltos e observação parcial de estado / Numerical methods for linear quadratic control with partial observation jump and state
Este trabalho consiste no estudo de métodos de otimização aplicados em um problema de controle para sistemas lineares com saltos markovianos (SLSM). SLSM formam uma importante classe de sistemas que têm sido muito úteis em aplicações envolvendo sistemas sujeitos a falhas e outras alterações abruptas de comportamento. Este estudo enfoca diferentes m�
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 19/01/2012
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21. Stochastic Benders decomposition for the supply chain investment planning problem under demand uncertainty
This paper presents the application of a stochastic Benders decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum byproducts supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage stochastic
Pesqui. Oper.. Publicado em: 04/12/2012
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22. Stochastic modeling of flexible rotors
Flexible rotors are characterized by inherent uncertainties affecting the parameters that influence the dynamic responses of the system. In this context, the handling of variability in rotor dynamics is a natural and necessary extension of the modeling capability of the existing techniques of deterministic analysis. Among the various methods used to model un
J. Braz. Soc. Mech. Sci. & Eng.. Publicado em: 2012
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23. Métodos numéricos integrados à lógica Fuzzy e método estocástico para solução de EDP s : uma aplicação à dengue / Numerical methods integrated with Fuzzy logic and stochastic method for solving PDE s : an application to dengue
Neste trabalho um modelo matemático (do tipo SIR - Suscetível, Infectado, Recuperado) integrado foi proposto para o estudo do espalhamento espaço - temporal da dengue. O modelo é descrito por Equações Diferenciais Parciais cujas soluções numéricas foram obtidas a partir de um esquema híbrido, que também incorpora lógica fuzzy e método estocásti
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 13/09/2011
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24. Estudo dos fenômenos de transporte em cromatografia através da aplicação de modelos de rede e estocásticos / Study of transport phenomena in chromatography by application of network and stochastic models
The study of different phenomena of separation has been most important for the different areas of industry and science. Due to the large computational available, we can model and analyze the chromatographic phenomena at the microscopic level. The network model has been most used to represent processes of separation by chromatography, because through them we
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 17/05/2011