The payoff functions of contingent claims (options) of one variable are prominent in Financial Economics and thus assume a fundamental role in option pricing theory. Some of these payoff functions are continuous, piecewise-defined and linear or affine. Such option payoff functions can be analysed in a useful way when they are represented in additive, Boolean normal, graphical and linear form. The issue of converting such payoff functions expressed in the additive, linear or graphical form into an equivalent Boolean normal form, has been considered by several authors for more than half-a-century to better-understand the role of such functions. One aspect of our study is to unify the foregoing different forms of representation, by creating algorithms that convert a payoff function expressed in graphical form into Boolean normal form and then into the additive form and vice versa. Applications of these algorithms are considered in a general theoretical sense and also in the context of specific option contracts wherever relevant. The use of these algorithms have yielded easy computation of the area enclosed by the graph of various functions using min and max operators in several ways, which, in our opinion, are important in option pricing. To summarise, this study effectively dealt with maximum and minimum operators from several perspectives

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The periodic repetitions of laryngeal adduction and abduction gestures were uttered by 16 subjects. The movement of the cuneiform tubercles was tracked over time in the laryngoscopic recordings of these utterances. The adduction velocity and abduction velocity were determined objectively by means of a piecewise linear model fitted to the cuneiform tubercle trajectories. The abduction was found to be significantly faster than the adduction. This was interpreted in terms of the biomechanics and active control by the nervous system. The biomechanical properties could be responsible for a velocity of abduction that is up to 51% higher compared to the velocity of adduction. Additionally, the adduction velocity may be actively limited to prevent an overshoot of the intended adduction degree when the vocal folds are approximated to initiate phonation.

Submitted by RUBENS PAZIM CARNEVAROLLO JUNIOR null (pazim@ufmt.br) on 2016-09-06T21:16:47Z No. of bitstreams: 1 Tese_Pazim_Buzzi.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) / Approved for entry into archive by Juliano Benedito Ferreira (julianoferreira@reitoria.unesp.br) on 2016-09-09T19:56:44Z (GMT) No. of bitstreams: 1 carnevarollojunior_rp_dr_sjrp.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) / Made available in DSpace on 2016-09-09T19:56:44Z (GMT). No. of bitstreams: 1 carnevarollojunior_rp_dr_sjrp.pdf: 1680950 bytes, checksum: 095b9843312f8b0b7449972896a94d73 (MD5) Previous issue date: 2016-08-26 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Este trabalho está relacionado ao estudo de bifurcações e órbitas periódicas de sistemas diferenciais suaves por partes planares em duas e três zonas. Em sistemas com duas zonas, estamos interessados em encontrar uma fronteira de separação para um dado par de sistemas suaves de tal modo que o sistema descontínuo, formado pelo par de sistemas suaves, tem um contínuo de órbitas periódicas. Neste caso, denominamos a fronteira de separação como Fronteira de Centros. Para os sistemas com três zonas, consideramos sistemas lineares por partes contínuo, em que a zona central é degenerada e na qual o determinante da parte linear é nulo. Ao mover um parâmetro específico, detectamos algumas bifurcações até então desconhecidas, exibindo transição de salto nos pontos de equilíbrios e o aparecimento de ciclos limites. Em particular, introduzimos a bifurcação Bainha de Espada, caracterizada pelo nascimento de um ciclo limite de um contínuo de pontos de equilíbrios. / This work is related to the study of bifurcations and periodic orbits in planar piecewise smooth differential systems with two and three zones. In the systems with two zones, we are interested in finding a separation boundary for a given pair of smooth systems in such a way that the discontinuous system, formed by the pair of smooth systems, has a continuum of periodic orbits. In this case we call the separation boundary as a Center Boundary. For the systems with three zones, we consider continuous piecewise linear systems where the central one is degenerate, that is, the determinant of its linear part vanishes. By moving one special parameter, we detect some new bifurcations exhibiting jump transitions both in the equilibrium location and in the appearance of limit cycles. In particular, we introduce the Scabbard Bifurcation, characterized by the birth of a limit cycle from a continuum of equilibrium points. / CAPES/DS: 33004153071P0 / CAPES/PDSE: 7038/2014-03

Made available in DSpace on 2014-07-29T16:02:20Z (GMT). No. of bitstreams: 1 Dissertacao Kamila - A coexistencia de quatro ciclos limite.pdf: 385468 bytes, checksum: 7bfc558e3fb5ab2755c2afa480f819c8 (MD5) Previous issue date: 2012-07-30 / In this work we study continuous, symmetric and piecewise linear vector fields on R3, we investigate the existence of limit cycles using the closing equations method. More specifically, we study a two parameters family of this vector fields and we show the coexistence of four limit cycles and too, its realization on Chua s circuit. / Neste trabalho estudamos campos vetoriais seccionalmente lineares, contínuos e simétricos, com três zonas em R3, investigamos a existência de ciclos limite utilizando o método das closing equations. Mais especificamente, estudamos uma família a dois parâmetros e mostramos a coexistência de quatro ciclos limites para esta família e também sua realização no circuito de Chua.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2017-03-22T12:19:52Z No. of bitstreams: 2 Tese - Oscar Alexander Ramírez Cespedes - 2017.pdf: 14139665 bytes, checksum: 57b8ba9047422f62ed013be3b7bf660e (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-03-22T12:20:24Z (GMT) No. of bitstreams: 2 Tese - Oscar Alexander Ramírez Cespedes - 2017.pdf: 14139665 bytes, checksum: 57b8ba9047422f62ed013be3b7bf660e (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-03-22T12:20:24Z (GMT). No. of bitstreams: 2 Tese - Oscar Alexander Ramírez Cespedes - 2017.pdf: 14139665 bytes, checksum: 57b8ba9047422f62ed013be3b7bf660e (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-03-07 / Fundação de Amparo à Pesquisa do Estado de Goiás - FAPEG / In this work, we analize the version of Hilbert’s 16th problem for a piecewise linear differential system, PWLS, in R2. More precisely,we determinete the maximum number of certain types of limit cycles when the system is define in two zones separated by a straight line. Some results on the maximum number of cycles of a PWLS defined in two sectors were established. In addition, we classify typical singularities of a piecewise smooth systemin R3, taking into account the behavior of the associated sliding field. / Neste trabalho, estudamos uma versão do 16◦ Problema de Hilbert para sistemas de equações diferenciais lineares por partes, PWLS, em R2. Mais precisamente, determinamos o número máximo de certos tipos de ciclos limite quando o sistema está definido em duas zonas separadas por uma linha reta. Alguns resultados sobreo número de máximo de ciclos de um PWLS definido em dois setores são estabelecidos. Além disso, estudamos e classificamos singularidades típicas de um sistema suave por partes em R3 levando em consideração o comportamento do campo deslizante associado.

Submitted by JÚLIO HEBER SILVA (julioheber@yahoo.com.br) on 2017-06-13T19:33:36Z No. of bitstreams: 2 Tese - Bruno Rodrigues de Freitas - 2016.pdf: 2506265 bytes, checksum: be3374b7af568ce914be02e5fa39c4ad (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-06-14T15:23:37Z (GMT) No. of bitstreams: 2 Tese - Bruno Rodrigues de Freitas - 2016.pdf: 2506265 bytes, checksum: be3374b7af568ce914be02e5fa39c4ad (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-06-14T15:23:38Z (GMT). No. of bitstreams: 2 Tese - Bruno Rodrigues de Freitas - 2016.pdf: 2506265 bytes, checksum: be3374b7af568ce914be02e5fa39c4ad (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-05-13 / Fundação de Amparo à Pesquisa do Estado de Goiás - FAPEG / We consider a class of piecewise linear di erential systems in R3 separated by a plane and we study its global and local dynamics. More precisely, we give conditions to the existence of invariant surfaces and limit cycles, presenting the maximum number of limit cycles and characterizing these invariant surfaces. Also, we obtain results about the T-singularity obtained by a perturbation of piecewise linear di erential systems. In our approach, we use many techniques, as an extension of the theorem’s Rolle for vector fields, Theory of Sturm’s sequence, extendedcomplete Tchebyche systems and extensions of Averaging theory. / Consideramos uma classe de sistemas diferenciais lineares por partes em R3 separados por umplano e estudamos sua dinâmica global e local. Mais precisamente, damos condições para a existência de superfícies invariantes e ciclos limite, apresentando o número máximo de ciclos limite e caracterizando estas superfícies. Obtemos resultados sobre a T-singularidade obtida por uma perturbação de sistemas diferenciais lineares por partes. Em nossa abordagem, usamos várias técnicas como uma extensão do teorema de Rolle para campos, teoria da sequência de Sturm, sistemas estendidos completos de Tchebyche e extensões da teoria da Média.

[pt] O objetivo desta dissertação é propor um mecanismo de testes para a avaliação dos resultados obtidos em uma modelagem TS-TARX.A principal motivação é encontrar uma solução para um problema comum na modelagem TS-TARX : os modelos espúrios que são gerados durante o processo de divisão do espaço das variáveis independentes.O modelo é uma heurística baseada em análise de árvore de regressão, como discutido por Brieman -3, 1984-. O modelo proposto para a análise de séries temporais é chamado TARX - Threshold Autoregressive with eXternal variables-. A idéia central é encontrar limiares que separem regimes que podem ser explicados através de modelos lineares. Este processo é um algoritmo que preserva o método de regressão por mínimos quadrados recursivo -MQR-. Combinando a árvore de decisão com a técnica de regressão -MQR-, o modelo se tornou o TS-TARX -Tree Structured - Threshold AutoRegression with external variables-.Será estendido aqui o trabalho iniciado por Aranha em -1, 2001-. Onde a partir de uma base de dados conhecida, um algoritmo eficiente gera uma árvore de decisão por meio de regras, e as equações de regressão estimadas para cada um dos regimes encontrados. Este procedimento pode gerar alguns modelos espúrios ou por construção,devido a divisão binária da árvore, ou pelo fato de não existir neste momento uma metodologia de comparação dos modelos resultantes.Será proposta uma metodologia através de sucessivos testes de Chow -5, 1960- que identificará modelos espúrios e reduzirá a quantidade de regimes encontrados, e consequentemente de parâmetros a estimar. A complexidade do modelo final gerado é reduzida a partir da identificação de redundâncias, sem perder o poder preditivo dos modelos TS-TARX .O trabalho conclui com exemplos ilustrativos e algumas aplicações em bases de dados sintéticas, e casos reais que auxiliarão o entendimento. / [en] The goal of this dissertation is to propose a test mechanism to evaluate the results obtained from the TS-TARX modeling procedure.The main motivation is to find a solution to a usual problem related to TS-TARX modeling: spurious models are generated in the process of dividing the space state of the independent variables.The model is a heuristics based on regression tree analysis, as discussed by Brieman -3, 1984-. The model used to estimate the parameters of the time series is a TARX -Threshold Autoregressive with eXternal variables-.The main idea is to find thresholds that split the independent variable space into regimes which can be described by a local linear model. In this process, the recursive least square regression model is preserved. From the combination of regression tree analysis and recursive least square regression techniques, the model becomes TS-TARX -Tree Structured - Threshold Autoregression with eXternal variables-.The works initiated by Aranha in -1, 2001- will be extended. In his works, from a given data base, one efficient algorithm generates a decision tree based on splitting rules, and the corresponding regression equations for each one of the regimes found.Spurious models may be generated either from its building procedure, or from the fact that a procedure to compare the resulting models had not been proposed.To fill this gap, a methodology will be proposed. In accordance with the statistical tests proposed by Chow in -5, 196-, a series of consecutive tests will be performed.The Chow tests will provide the tools to identify spurious models and to reduce the number of regimes found. The complexity of the final model, and the number of parameters to estimate are therefore reduced by the identification and elimination of redundancies, without bringing risks to the TS-TARX model predictive power.This work is concluded with illustrative examples and some applications to real data that will help the readers understanding.

In 2019, Adams, Ehlting, and Edwards developed a four-variable system of ordinary differential equations modelling phenylalanine metabolism in plants according to Michaelis-Menten kinetics. Analysis of the model suggested that when a series of reactions known as the Shikimate Ester Loop (SEL) is included, phenylalanine flux into primary metabolic pathways is prioritized over flux into secondary metabolic pathways when the availability of shikimate, a phenylalanine precursor, is low. Adams et al. called this mechanism of metabolic regulation the Precursor Shutoff Valve (PSV). Here, we attempt to simplify Adams and colleagues’ model by reducing the system to three variables and replacing the Michaelis-Menten terms with piecewise-defined approximations we call ramp functions. We examine equilibria and stability in this simplified model, and show that PSV-type regulation is still present in the version with the SEL. Then, we define a class of systems structurally similar to the simplified Adams model called biochemical ramp systems. We study the properties of the Jacobian matrices of these systems and then explore equilibria and stability in systems of n ≥ 2 variables. Finally, we make several suggestions regarding future work on biochemical ramp systems. / Graduate