Thesis (Ph. D.)--University of Washington, 2004. / Vita. Includes bibliographical references (p. 364-373).

Thesis (M.S.)--Rochester Institute of Technology, 2005. / Typescript. Includes bibliographical references (p. 153-157).

Thesis (Ph. D.)--West Virginia University, 2006. / Title from document title page. Document formatted into pages; contains vi, 109 p. : ill., maps. Includes abstract. Includes bibliographical references (p. 103-109).

Thesis (Ph.D.) - University of Queensland, 2006. / Includes bibliography.

The thesis examines technical efficiency using frontier efficiency estimation techniques from parametric and non-parametric approaches. Five different frontier efficiency estimation techniques are considered which are SFA, DFA, DEA-CCR, DEA-BCC and DEA-RAM. These techniques are then used on an artificially generated panel dataset using a two-input two-output production function framework based on characteristics of German life-insurers. The key contribution of the thesis is firstly, a study that uses simulated panel dataset to estimate frontier efficiency techniques and secondly, a research framework that compares multiple frontier efficiency techniques across parametric and non-parametric approaches in the context of simulated panel data. The findings suggest that, as opposed to previous studies, parametric and non-parametric approaches can both generate comparable technical efficiency scores with simulated data. Moreover, techniques from parametric approaches, i.e. SFA and DFA are consistent with each other whereas the same applies to non-parametric approaches, i.e. DEA models. The research study also discusses some important theoretical and methodological implication of the findings and suggests some ways whereby future research can enable to overcome some of the restrictions associated with current approaches.

This doctoral thesis is concerned with some theoretical and practical questions related to backward stochastic differential equations (BSDEs) and more specifically their connection with some parabolic partial differential equations (PDEs). The thesis is made of three parts. In the first part, we study the probabilistic representation for a class of multidimensional PDEs with quadratic nonlinearities of a special form. We obtain a representation formula for the PDE solution in terms of the solutions to a Lipschitz BSDE. We then use this representation to obtain an estimate on the gradient of the PDE solutions by probabilistic means. In the course of our analysis, we are led to prove some results for the associated multidimensional quadratic BSDEs, namely an existence result and a partial uniqueness result. In the second part, we study the well-posedness of a very general quadratic reflected BSDE driven by a continuous martingale. We obtain the comparison theorem, the special comparison theorem for reflected BSDEs (which allows to compare the increasing processes of two solutions), the uniqueness and existence of solutions, as well as a stability result. The comparison theorem (from which uniqueness follows) and the special comparison theorem are obtained through natural techniques and minimal assumptions. The existence is based on a perturbative procedure, and holds for a driver whis is Lipschitz, or slightly-superlinear, or monotone with arbitrary growth in y. Finally, we obtain a stability result, which gives in particular a local Lipschitz estimate in BMO for the martingale part of the solution. In the third and last part, we study the time-discretization of BSDEs having nonlinearities that are monotone but with polynomial growth in the primary variable. We show that in that case, the explicit Euler scheme is likely to diverge, while the implicit scheme converges. In fact, by studying the family of θ-schemes, which are mixed explicit-implicit, θ characterizing the degree of implicitness, we find that the scheme converges when the implicit component is dominant (θ ≥ 1/2 ). We then propose a tamed explicit scheme, which converges. We show that the implicit-dominant schemes with θ > 1/2 and our tamed explicit scheme converge with order 1/2 , while the trapezoidal scheme (θ = 1/2) converges with order 7/4.

Synaptic vesicle recycling is the reuse of synaptic membrane material and proteins after vesicles have been exocytosed at the pre-synaptic terminal of a neuronal synapse. The discovery of the mechanisms by which recycling operates is a subject of active research. Within small mammalian central nervous system nerve terminals, two studied mechanisms of recovery are clathrin-mediated endocytosis and activity-dependent bulk endocytosis. Research into the comparative kinetics and mechanisms underlying these endocytosis mechanisms commonly involves time-series fluorescence microscopy of in vitro cultures. Synaptic proteins are tagged with fluorescent markers, or the synaptic vesicles are labelled with fluorescent dye. The change in fluorescence levels of individual synapses over time in response to stimuli is used to understand synaptic activity. The image analysis of these time-series images frequently requires substantial manual effort to extract the changing synaptic fluorescence intensity levels over time. This work focusses on two closely interlinked areas, the development of improved automated image analysis tools to facilitate the analysis of microscopy image data, and computational simulations to leverage the data obtained from these experiments to gain mechanistic insight into the underlying processes involved in synaptic vesicle recycling. The imaged properties of synapses within the time-series images are characterised, in terms of synapse movement during the course of an experiment. This characterisation highlights the properties which risk adding error to the extracted fluorescence intensity data, as analysis generally requires segmentation of regions of interest with fixed size and location. Where possible, protocols to optimise the manual selection of synapses in the image are suggested. The manual selection of synapses within time-series images is a common but time consuming and difficult task. It requires considerable skill on the part of the researcher to select synapses from noisy images without introducing error or bias. Automated tools for either general image segmentation or for segmentation of synapse-like puncta do exist, but have mixed results when applied to time-series experiments. This work introduces the use of knowledge of the experiment protocol into the segmentation process. The selection of synapses as they respond to known stimuli is compared against other current segmentation methods, and tools to perform this segmentation are provided. This use of synapse activity improves the quality of the segmented set of synapses over existing segmentation tools. Finally, this work builds a number of computational models, to allow published individual data points to be aggregated into a coherent view of overall synaptic vesicle recycling. The first is FM-Sim, a stochastic hybrid model of overall synapse recycling as is expected to occur during the course of an experiment. This closed system model handles the processes of exocytosis and endocytosis. It uses Bayesian inference to fit model parameters to experimental data. In particular, it uses the experimental protocol to separate the mechanisms and rates that may contribute to the observed experimental data. The second is a mathematical model of one aspect of synaptic vesicle recycling of particular interest - homoeostasis of plasma membrane integrity on the presynaptic terminal. This model provides bounds on efficiency of the studied endocytosis mechanisms at recovery of plasma membrane area during and after neuronal stimulus. Both the image analysis and the computational simulations demonstrated in this work provide useful tools and insights into current research of synaptic vesicle recycling and the role of activity-dependent bulk endocytosis. In particular, the utility of adding time-dependent experimental protocol knowledge to both the image analysis tools and the computational simulations is shown.

Orientador: Armando Zaupa Remacre / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Geociências / Made available in DSpace on 2018-08-21T21:19:16Z (GMT). No. of bitstreams: 1 Xavier_WesleySilva_M.pdf: 4930022 bytes, checksum: 8cd464f25705b09582a4bd3cfdd50725 (MD5) Previous issue date: 2012 / Resumo: A modelagem estocástica e uma técnica aplicável a quaisquer processos que possam ser medidos estatisticamente. Neste contexto, o custo operacional de mineração - o qual e função das massas movimentadas e de todo o aparato técnico e humano necessário a extração mineral - mostra-se como objeto natural para implementação da técnica. Esta dissertação apresenta a síntese da evolução das técnicas de mensuração dos custos operacionais em mineração nas ultimas décadas, bem como a oportunidade de consolidação da modelagem estocástica no aprimoramento dos modelos existentes nesse segmento de negocio. Definido o segmento de analise como sendo operações em minério de ferro e suportado por uma base de dados de operações que cobre 72,5% da produção mundial, esta dissertação apresenta: 1. Modelos teóricos utilizados para previsão de custos a partir das massas movimentadas, 2. Modelos técnicos de previsão de custos baseados no dimensionamento de equipamentos, insumos e mão-de-obra, 3. Introdução de modelagem estocástica aos modelos técnicos anteriormente apresentados e avaliação da assertividade proporcionada pela técnica para suporte à tomada de decisão. Nas situações analisadas observou-se que a modelagem estocástica, suportada por conhecimento técnico dos processos operacionais, permite resultados significativamente mais consistentes na correta mensuração dos custos e performance da operacao / Abstract: The stochastic modeling is a technique applicable to any process that can be measured statistically. In this context, the operating cost of mining - which is a function of the masses moved and the whole technical and human apparatus necessary to mineral extraction - shows up as a natural object to implement the technique. This dissertation presents a summary of developments in measurement techniques in mining operating costs in recent decades, as well as the opportunity to consolidate stochastic modeling in the improvement of existing models in this segment. Once defined the core segment of analysis as iron ore, supported by database of iron ore operations covering 72.5% of the world production, the dissertation presents: 1. theoretical models used to forecast costs from the moved masses, 2. technical models to forecast costs based on the design of equipment, materials and labor, 3. introduction of stochastic modeling to those models and technical assessment of assertiveness to support business decision. In the cases herein analyzed, the stochastic modeling, supported by technical knowledge of operational processes, allowed more consistent results in the calculation of costs and performance of the operation / Mestrado / Geologia e Recursos Naturais / Mestre em Geociências

Este trabajo analiza el rendimiento académico de los estudiantes mediante la estimación de fronteras de eficiencia, método que permite distinguir el efecto de características del alumno y su entorno (edad, sexo, condición laboral, entre otros) del impacto de factores exógenos (características de la universidad, etc.). Entre los principales resultados, se encuentra que los alumnos que trabajan en tareas vinculadas a la carrera se ubican más cerca de la frontera de rendimientos, mientras que quienes trabajan en tareas no relacionadas se alejan de ella por factores ajenos a su comportamiento (por ejemplo, institucionales). Para los estudiantes que no trabajan, los resultados varían. / This paper analyses students' academic performance by estimating efficiency frontiers, a method that allows to distinguish the effect of characteristics of the student and his background (age, gender, employment status, among others) from the impact of exogenous factors (university characteristics, etc.). Among the main results, it is found that students who work in jobs related to their career lie closer to the performance frontier, whereas for those employed in other kinds of jobs, departures from the frontier are explained by factors beyond their behavior (e.g. institutional). For students who don't work, results are variable.

Tez (Yüksek Lisans) - Süleyman Demirel Üniversitesi, Fen Bilimleri Enstitüsü, İnşaat Mühendisliği Anabilim Dalı, 2008. / Bibliyografya var.