Made available in DSpace on 2016-06-02T20:06:10Z (GMT). No. of bitstreams: 1 6520.pdf: 1838901 bytes, checksum: 35b2a71ea573764ae46492a67c0ef3d6 (MD5) Previous issue date: 2015-02-26 / Universidade Federal de Sao Carlos / In this master's thesis we work with Cox-Ingersoll-Ross (CIR) process. This process was originally proposed by John C. Cox, Jonathan E. Ingersoll Jr. and Stephen A. Ross in 1985. Nowadays, this process is widely used in financial modeling, e.g. as a model for short-time interest rates or as volatility process in the Heston model. The stochastic diferential equation (SDE) which defines this model does not have closed form solution, so we need to approximate the process by some numerical method. In the literature, several numerical approximations has been proposed based in interval discretization. We approximate the CIR process by Euler-Maruyama-type method based in random discretization proposed by Leão e Ohashi (2013) under Feller condition. In this context, we obtain an exponential convergence order for this approximation and we use Monte Carlo techniques to compare the numerical results with theoretical values. / Nesta dissertação de mestrado nós trabalhamos com o processo de Cox-Ingersoll- Ross, que foi originalmente proposto por John C. Cox, Jonathan E. Ingersoll Jr. e Stephen A. Ross em 1985. Este processo é amplamente utilizado em modelagem financeira, por exemplo, para descrever a evolução de taxas de juros ou como o processo de volatilidade no modelo de Heston. A equação diferencial estocástica que define este processo não possui solução fechada, logo faz-se necessária a aproximação do processo via algum método numérico. Na literatura diversos trabalhos propõem aproximações baseadas em esquemas de discretização intervalar. Nós aproximamos o processo de Cox-Ingersoll-Ross através de um método numérico do tipo Euler- Maruyama baseado na discretização aleatória proposta por Leão e Ohashi (2013) sob a condição de Feller. Neste contexto, mostramos que esta aproximação possui uma ordem de convergência exponencial e utilizamos técnicas de simulação Monte Carlo para comparar resultados numéricos com valores teóricos.

Satellite investigations have documented Antarctic sea ice area, but are restricted in their ability to provide volume, as the procedure to derive thickness is still under development. This procedure requires the measurement of sea ice freeboard, the segment of ice held above the ocean surface by buoyancy. This measurement can be made by satellite altimeters and in conjunction with density and snow depth information; sea ice thickness can be estimated via the hydrostatic equilibrium assumption. The ability to monitor the spatial and temporal characteristics of the thickness distribution must be improved as we strive to understand the linkages between the glaciological, atmospheric and oceanic components of the Antarctic climate system. A key sector in which these components interact is the Antarctic coast. There, offshore winds drive coastal polynyas creating vast amounts of sea ice, and ice shelf interaction modifies ocean properties. Together they condition the ocean for downwelling, driving the global oceanic circulation. In light of this, the coastal Antarctic is a fundamental region in regard to Antarctic sea ice processes and the Earth climate system. McMurdo Sound occupies a coastal area in proximity to an ice shelf in the south-western corner of the Ross Sea. The sound has witnessed scientific investigation for over a century with a fully established research programme since the 1960s. However, the sea ice research in this region is spatially restricted. This thesis aims to expand the knowledge of sea ice in McMurdo Sound to a larger area using space-borne remote sensing instrumentation and design of in situ measurement campaigns. In doing so, this work evaluates the capabilities of satellite platforms to record sea ice freeboard in the coastal Antarctic, whilst developing knowledge of ice shelf-sea ice interaction. This work provides the first satellite altimeter based investigation of sea ice freeboard in McMurdo Sound using ICESat over the period 2003-2009. No observable trend was observed for first-year sea ice freeboard in the region in line with larger scale assessments in the Ross Sea. However, there was significant increase in the freeboard of a temporary multiyear sea ice regime, the segment of the largest increase linked to the outflow of supercooled Ice Shelf Water (ISW) from the McMurdo and Ross Ice Shelf cavities. This remote sensing assessment supports the in situ and modelling work of many others who have identified the influence of ISW on sea ice processes in this region, in particular, that it is thicker than it would otherwise be. The influence of ISW on altimetric sea ice thickness retrievals was also quantified using a Global Navigation Satellite System (GNSS) evaluation of freeboard to thickness conversion. This revealed that a sub-ice platelet layer, created by supercooled ISW and with an estimated solid fraction of 0.16, accumulates beneath the sea ice cover and influences the thickness estimates from the GNSS-derived surface elevation. A cautionary conclusion is reached that within 100 km of ice shelves this buoyant influence should be considered, and in close proximity (< 50 km) can result in overestimations of sea ice thickness of ~ 12 %. It is also suggested that the sea ice freeboard anomalies that result from enhanced growth, driven by supercooled water advection could be used to map the presence of ISW in the coastal Antarctic. Looking to future ability to monitor Southern Ocean sea ice thickness from space, the first comprehensive evaluation of CryoSat-2 (CS-2) over Antarctic sea ice is provided. Using three separate retracking procedures, CS-2 is shown to be capable of detecting the development of a fast ice cover in McMurdo Sound. The role played by a snow cover with layering typical of the Antarctic appears to cause a positive bias in the ice freeboard for a waveform fitting procedure currently used over Arctic sea ice. The identification of open water and the establishment of accurate sea surface heights are also indicated as causing errors (in the order of cms) in the study region. CS-2 is shown to be capable of recording sea ice growth over two growth cycles in McMurdo Sound. This work has advanced the application of satellite investigative techniques to Antarctic sea ice, providing hope that such techniques may be capable of revealing larger scale connections between sea ice and ice shelves.

No description available.

The Seattle Repertory Theatre is one of the most successful regional theatre companies in the country. This study attempts to determine the components-of its success. It concludes that the unique community acceptance and support of the Seattle Repertory Theatre is due primarily to the innovations of its Artistic Director, W. Duncan Ross, including a departure from the "permanent company" repertory theatre concept to a more flexible "nucleus company" supported by special guest artists, a shift in play selection emphasis from traditional dramatic plays to more contemporary and comedic works, and shortened .duration for each play from four to three weeks. Also examined are the growth of American Theatre, Ross's community involvement, guest directors, critical acceptance, and audience attendance.

Thesis (M.Sc. (Animal Production)) --University of Limpopo, 2018. / Refer to the document

Thesis (M.Sc. (Animal Production)) -- University of Limpopo, 2014 / Two experiments were conducted to determine the effects of supplementing diets with effective microorganisms on intake, growth and carcass characteristics of Ross 308 broiler chickens. The first experiment determined the effect of supplementing diets with effective microorganisms on performance of unsexed Ross 308 broiler chickens aged one to three weeks. Two hundred unsexed day-old chicks were randomly assigned to five treatments with four replications, each replication having ten birds. A complete randomized design was used. The chickens were fed a grower diet supplemented with 0 (EM0), 30 (EM30), 50 (EM50), 70 (EM70) or 100 (EM100) ml of effective microorganisms per litre of water. Effective microorganism supplementation did not improve (P>0.05) diet and metabolisable energy intakes of the chickens. Effective microorganism supplementation reduced (P<0.05) growth rate and live weight of the chickens. Poorer (P<0.05) feed conversion ratios were observed in chickens supplemented with effective microorganisms. However, effective microorganism supplementation improved (P<0.05) crude protein retention of the chickens. Supplementation with effective microorganisms reduced (P<0.05) mortality rate of the chickens from 10 to 0 %. The second experiment determined the effect of supplementing diets with effective microorganisms on performance of male Ross 308 broiler chickens aged 22 to 42 days. The chickens were randomly allocated to five treatments with four replications, each replication having 10 birds. The chickens aged 21 days, weighing 474 ± 2g, were allocated to the treatments in a complete randomized design. The chickens were fed a grower diet supplemented with 0 (EMM0), 30 (EMM30), 50 (EMM50, 70 (EMM70) or 100 (EMM100) ml of effective microorganisms per litre of water. Effective microorganism supplementation did not improve (P>0.05) intake, DM digestibility, metabolisable energy, feed conversion ratio, fat pad weight and meat sensory attributes of the chickens. Effective microorganism supplementation reduced (P<0.05) growth rate, live weight and carcass weight of the chickens. However, effective microorganism supplementation improved (P<0.05) crude protein retention and crude protein content of meat of the chickens. Supplementation with effective microorganisms reduced (P<0.05) mortality of the chickens from 5 to 0 %. v It is concluded that effective microorganism supplementation to the diets of Ross 308 broiler chickens reduced growth rate and live weight of the chickens. However, effective microorganism supplementation improved crude protein retention and crude protein content of the meat of broiler chickens. Supplementation with effective microorganisms reduced mortality of the chickens to zero.

Early 1990s to late 2000s freshening (ΔS ≈ -0.001–0.002) and warming (Δθ ≈ 0.02°C–0.035°C) of bottom waters was detected in the southern Pacific Ocean, and Ross Sea source waters progressively freshened during the past four decades. This study investigates potential freshwater anomaly sources and quantifies their effect. Glacial melt water inputs to the GCT increased by 1.3 km^3 per decade (1976– 2007), more rapidly so after 2000 (6.8 km^3 per decade), freshening local Shelf Water by 0.0004 per decade. Lighter basal melt inputs to the LAT started in 1994 and also picked up after 2000 to 14.9 km^3 per decade, lowering the local Antarctic Surface Water salinity by -0.017 per decade. Upstream in the Amundsen Sea surface water freshened by -0.03 per decade (1994–2007) mostly (50%) from larger melt water inputs from the Pine Island (17.7 km^3 per decade) and Dotson (14.8 km^3 per decade) glaciers. Two decades of steady (1978-2000) strengthening of sea ice productivity (200 km^3 per decade) within the Ross Sea Polynya suddenly reversed to weakening (-98.6 km^3 per decade) and resulted in Shelf Water freshening (-0.02 per decade) thereafter. To fully account for the observed variability in Ross Sea waters, the progressive (1992- 2011) adjustment of the density field and induced advective contributions are estimated based on a simplified three-layer stratification. Eastern (western) inflow (outflow) of light surface (dense shelf) water increased by 28% (15%) to 1.11 Sv (1.01 Sv) by 2011; whereas a sluggish intermediate inflow (0.02 Sv) of Modified Circumpolar Deep Water turned into outflow after 2007, thus contributing 0.09 Sv by 2011 to the ventilation of deep waters farther offshore. The estimated evolution of overturning and advective salt fluxes in the Ross Sea yield overall freshening of water masses similar to those derived from observations. Volumetric mean salinities declined at -0.07 per decade for Antarctic Surface Water, -0.05 per decade for Modified Circumpolar Water, and -0.03 per decade for Shelf Water. Outflow intensification of Shelf Water mixtures is also consistent with bottom water property changes (freshening and warming) measured farther downstream in the southern Pacific Ocean.

Dans cette thèse on s'intéresse a l'aspect spatial dans la modélisation en épidémiologie, ainsi que des conditions menant a la stabilité des systèmes que nous présentons, en épidémiologie, a partir des modèles classiques de Ross et Mckendrick. Dans un premier temps, nous examinons les effets de l'indice de la différence normalisée de végétation (NDVI) dans un modèle de contamination du paludisme a Bankoumana, une région du Mali. A partir du système obtenu, nous trouvons le taux de reproduction de base. Deux points d'équilibre sont déduits dont, un point d'équilibre sans maladie et un point d'équilibre endémique. Ce dernier point d'équilibre ainsi que le taux de reproduction de base sont fonction de l'indice de végétation normalisée. Par la suite, nous construisons un modèle ayant des équations a retard, dans lequel est également incorporée le NDVI. Le taux de reproduction de base ainsi que les deux points d'équilibre qui découlent de notre système sont fonction des retards introduits. Nous montrons que la stabilité de nos points d'équilibre est, non seulement fonction du taux de reproduction de base, mais elle est aussi étroitement liée aux retards introduits. Dans une autre optique, nous fractionnons la région d'étude en zones dans lesquelles nous émettons l'hypothèse que le taux de contagion induite par les individus d'une zone sur les individus de la même zone, ainsi que celui des individus d'une zone sur ceux d'une autre zone, peut être différents. Nous obtenons un système qui nous permet de déterminer les points d'équilibre ainsi que les conditions qui nous permettent d'obtenir la stabilité au sens de Lyapunov. Puis, nous perturbons le système précédent au niveau de son unique point d'équilibre endémique, en introduisant un bruit additif. Par suite, les conditions permettant la stabilité au sens de Lyapunov, sur le nouveau système obtenu, sont également déduites . Dans un cadre similaire, nous élaborons un modèle multi-groupes, dans lequel nous introduisons des coordonnées spatiales. Les groupes sont formés selon une proximité dépendant du rayon d'un cercle, de manière aléatoire. Ici, le taux de contagion est supposé uniforme dans les groupes. Après avoir déterminé les points d'équilibre ainsi que le taux de reproduction de base,nous trouvons les conditions qui favorisent la stabilité au sens de Lyapunov dans le cadre général. A l'ordre 1, c'est-a-dire, lorsqu'on suppose que nous n'avons qu'un groupe, les conditions de stabilité sont obtenus par le critère de Routh-Hurwitz.

Darbe tyrinėjama veiklos taisyklių koncepcija ir jos taikymas projektuojant informacijos sistemas. Pagrindinis tyrimo objektas yra kompiuterizuotas grafinis veiklos taisyklių modeliavimas informacijos sistemų projektavimo stadijoje. Tyrimo tikslas: atskleisti grafinio VT modeliavimo greta UML galimybes, sukuriant ir išbandant modifikuotu Roso metodu grindžiamą MagicDraw UML įrankio įskiepį, kuris leistų modeliuoti veiklos taisykles, užmezgant ryšius tarp taisyklių ir esamomis MagicDraw UML priemonėmis sukurtojo duomenų modelio (klasių diagramos) elementų. / Information system (IS) modeling is popular and constantly developing. However there is a wantage for solutions of realization of computer engineering activities in the business rules based methods. One of the most prominent of this kind of methods is the Ross method, allowing the creation of formal business rules graphic models. This work specifies and implements business rules modeling tool, which use Ross method, into computer engineering tool MagicDraw UML as plugin.

Programinio kodo generavimo iš veiklos taisyklių modelių sritis iki šiol yra menkai ištirta ir tai neigiamai veikia veiklos taisyklių koncepcijos plėtrą. Nagrinėjama kodo generavimo iš grafinių IS (informacinių sistemų) reikalavimus atspindinčių modelių problema. Pristatomas modifikuotu Roso metodu grindžiamo veiklos taisyklių modeliavimo IS projektavimo stadijoje metodo tyrimas, siekiant sukurti adekvačią programinio kodo generavimo iš taisyklių diagramų metodiką. / One of the reasons for a relatively slow growth of the business rules approach could be the lack of developments in the field of program code generation from the business rules models. During this work methods for code generation from IS requirements models are analysed. The focus is placed on a modified Ross method based rules modelling method aiming to create an adequate code generation methodology.