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Author Barrera, J.; Homem-De-Mello, T.; Moreno, E.; Pagnoncelli, B.K.; Canessa, G.
Title Chance-constrained problems and rare events: an importance sampling approach Type
Year 2016 Publication Mathematical Programming Abbreviated Journal Math. Program.
Volume 157 Issue 1 Pages 153-189
Keywords Chance-constrained programming; Sample average approximation; Importance sampling; Rare-event simulation
Abstract We study chance-constrained problems in which the constraints involve the probability of a rare event. We discuss the relevance of such problems and show that the existing sampling-based algorithms cannot be applied directly in this case, since they require an impractical number of samples to yield reasonable solutions. We argue that importance sampling (IS) techniques, combined with a Sample Average Approximation (SAA) approach, can be effectively used in such situations, provided that variance can be reduced uniformly with respect to the decision variables. We give sufficient conditions to obtain such uniform variance reduction, and prove asymptotic convergence of the combined SAA-IS approach. As it often happens with IS techniques, the practical performance of the proposed approach relies on exploiting the structure of the problem under study; in our case, we work with a telecommunications problem with Bernoulli input distributions, and show how variance can be reduced uniformly over a suitable approximation of the feasibility set by choosing proper parameters for the IS distributions. Although some of the results are specific to this problem, we are able to draw general insights that can be useful for other classes of problems. We present numerical results to illustrate our findings.
Address [Barrera, Javiera; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: javiera.barrera@uai.cl
Corporate Author Thesis
Publisher Springer Heidelberg Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0025-5610 ISBN Medium
Area Expedition Conference
Notes WOS:000375568400007 Approved
Call Number UAI @ eduardo.moreno @ Serial 613
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Author Beltran, J.F.; Nunez, E.; Nunez, F.; Silva, I.; Bravo, T.; Moffat, R.
Title Static response of asymmetrically damaged metallic strands: Experimental and numerical approach Type
Year 2018 Publication Construction And Building Materials Abbreviated Journal Constr. Build. Mater.
Volume 192 Issue Pages 538-554
Keywords Asymmetric damaged strands; Surface damage; Numerical model; Finite element simulation; Experimental test; Static capacity curve
Abstract In this study, the effect of the presence of broken wires (damage) asymmetrically distributed on metallic strands surfaces on their static response is assessed. To this end, a general mechanical model for multi layered strands is presented, in which damaged strands are treated as a 1D nonlinear beam under uncoupled biaxial bending and axial load (NLBM). The NLBM is validated by comparisons with the results obtained from an experimental program especially designed for studying the effect of surface damage distribution on strands response and 3D nonlinear finite element simulations. Analyses are carried out on two strand constructions: 1 x 7 and 1 x 19, in which the damage levels and strand diameters vary from 5% to 40% and from 3.5 mm to 22.2 mm, respectively. Results indicate that the NLBM accurate predicts the static response (residual strength, stiffness, axial strain field, and deformed configuration) of the asymmetrically damaged strands, achieving good computational efficiency and numerical robustness. (C) 2018 Elsevier Ltd. All rights reserved.
Address [Felipe Beltran, Juan] Univ Chile, Dept Civil Engn, Blanco Encalada 2002 Of 440, Santiago, Chile, Email: jbeltran@ing.uchile.cl;
Corporate Author Thesis
Publisher Elsevier Sci Ltd Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0950-0618 ISBN Medium
Area Expedition Conference
Notes WOS:000453494600046 Approved
Call Number UAI @ eduardo.moreno @ Serial 953
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Author Bustos, C.; Herrera, C.G.; Celentano, D.; Chen, D.M.; Cruchaga, M.
Title Numerical Simulation and Experimental Validation of the Inflation Test of Latex Balloons Type
Year 2016 Publication Latin American Journal Of Solids And Structures Abbreviated Journal Lat. Am. J. Solids Struct.
Volume 13 Issue 14 Pages 2357-2378
Keywords Inflation test of latex balloons; numerical simulation; experimental verification/validation
Abstract Experiments and modeling aimed at assessing the mechanical response of latex balloons in the inflation test are presented. To this end, the hyperelastic Yeoh material model is firstly characterized via tensile test and, then, used to numerically simulate via finite elements the stress-strain evolution during the inflation test. The numerical pressure-displacement curves are validated with those obtained experimentally. Moreover, this analysis is extended to a biomedical problem of an eyeball under glaucoma conditions.
Address [Bustos, Claudio; Chen, Daming; Cruchaga, Marcela] Univ Santiago Chile, USACH, Dept Ingn Mecan, Av Bdo OHiggins 3363, Santiago, Chile, Email: claudio.garcia@uai.cl;
Corporate Author Thesis
Publisher Latin Amer J Solids Structures Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1679-7825 ISBN Medium
Area Expedition Conference
Notes WOS:000387963500006 Approved
Call Number UAI @ eduardo.moreno @ Serial 828
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Author Castaneda, P.; Reus, L.
Title Suboptimal investment behavior and welfare costs: A simulation based approach Type
Year 2019 Publication Finance Research Letters Abbreviated Journal Financ. Res. Lett.
Volume 30 Issue Pages 170-180
Keywords Asset allocation; Martingale method; Portfolio selection; Suboptimal investment; Monte Carlo simulation; Welfare loss
Abstract We propose a representation of suboptimal investment behavior based on the stochastic discount factor (SDF) paradigm. Suboptimal investment behavior is rationalized as being the investor's optimal decision under a wrong SDF, while wealth trajectories and budget constraints are based on the true SDF. We develop a novel Monte Carlo simulation approach to compute the welfare costs for this suboptimal behavior. We study the suboptimal portfolio choice under CRRA preferences using two financial market models. The Monte Carlo simulation delivers comparable welfare losses to those computed in the original studies, which are based on partial differential equations (PDE) and – finite-difference schemes.
Address [Castaneda, Pablo] Univ Adolfo lbanez, Business Sch, Diagonal Las Torres 2640, Santiago, Chile, Email: pablo.castaneda@uai.cl;
Corporate Author Thesis
Publisher Academic Press Inc Elsevier Science Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1544-6123 ISBN Medium
Area Expedition Conference
Notes WOS:000487349000024 Approved
Call Number UAI @ eduardo.moreno @ Serial 1169
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Author Comisso, L.; Asenjo, FA.
Title Magnetic reconnection as a mechanism for energy extraction from rotating black holes Type
Year 2021 Publication Physical Review D Abbreviated Journal Phys. Rev. D.
Volume 103 Issue 2 Pages 023014
Keywords BLANDFORD-ZNAJEK MECHANISM; NEAR-INFRARED FLARES; SIMULATIONS; JETS; DRIVEN
Abstract Spinning black holes store rotational energy that can be extracted. When a black hole is immersed in an externally supplied magnetic field, reconnection of magnetic field lines within the ergosphere can generate negative energy (relative to infinity) particles that fall into the black hole event horizon while the other accelerated particles escape stealing energy from the black hole. We show analytically that energy extraction via magnetic reconnection is possible when the black hole spin is high (dimensionless spin a similar to 1) and the plasma is strongly magnetized (plasma magnetization sigma(0) > 1/3). The parameter space region where energy extraction is allowed depends on the plasma magnetization and the orientation of the reconnecting magnetic field lines. For sigma(0) >> 1, the asymptotic negative energy at infinity per enthalpy of the decelerated plasma that is swallowed by a maximally rotating black hole is found to be epsilon(infinity)(-) similar or equal to – root sigma(0)/3. The accelerated plasma that escapes to infinity and takes away black hole energy asymptotes the energy at infinity per enthalpy epsilon(infinity)(+) similar or equal to root 3 sigma(0).. We show that the maximum power extracted from the black hole by the escaping plasma is P-extr(max) similar to 0.1M(2) root sigma(0)w(0) (here, M is the black hole mass and w(0) is the plasma enthalpy density) for the collisionless plasma regime and one order of magnitude lower for the collisional regime. Energy extraction causes a significant spindown of the black hole when a similar to 1. The maximum efficiency of the plasma energization process via magnetic reconnection in the ergosphere is found to be eta(max) similar or equal to 3/2. Since fast magnetic reconnection in the ergosphere should occur intermittently in the scenario proposed here, the associated emission within a few gravitational radii from the black hole is expected to display a bursty nature.
Address
Corporate Author Thesis
Publisher Place of Publication Editor
Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 2470-0010 ISBN Medium
Area Expedition Conference
Notes WOS:000607513600001 Approved
Call Number UAI @ alexi.delcanto @ Serial 1323
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Author Cortes, C.E.; Jara-Moroni, P.; Moreno, E.; Pineda, C.
Title Stochastic transit equilibrium Type
Year 2013 Publication Transportation Research Part B-Methodological Abbreviated Journal Transp. Res. Pt. B-Methodol.
Volume 51 Issue Pages 29-44
Keywords Transit equilibrium; Stochastic models; Hyperpaths; Congested networks; Simulation
Abstract We present a transit equilibrium model in which boarding decisions are stochastic. The model incorporates congestion, reflected in higher waiting times at bus stops and increasing in-vehicle travel time. The stochastic behavior of passengers is introduced through a probability for passengers to choose boarding a specific bus of a certain service. The modeling approach generates a stochastic common-lines problem, in which every line has a chance to be chosen by each passenger. The formulation is a generalization of deterministic transit assignment models where passengers are assumed to travel according to shortest hyperpaths. We prove existence of equilibrium in the simplified case of parallel lines (stochastic common-lines problem) and provide a formulation for a more general network problem (stochastic transit equilibrium). The resulting waiting time and network load expressions are validated through simulation. An algorithm to solve the general stochastic transit equilibrium is proposed and applied to a sample network; the algorithm works well and generates consistent results when considering the stochastic nature of the decisions, which motivates the implementation of the methodology on a real-size network case as the next step of this research. (C) 2013 Elsevier Ltd. All rights reserved.
Address Univ Chile, Transport Div, Dept Civil Engn, Santiago, Chile, Email: ccortes@ing.uchile.cl;
Corporate Author Thesis
Publisher Pergamon-Elsevier Science Ltd Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0191-2615 ISBN Medium
Area Expedition Conference
Notes WOS:000318323000003 Approved
Call Number UAI @ eduardo.moreno @ Serial 279
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Author During, G.; Josserand, C.; Rica, S.
Title Wave turbulence theory of elastic plates Type
Year 2017 Publication Physica D-Nonlinear Phenomena Abbreviated Journal Physica D
Volume 347 Issue Pages 42-73
Keywords Wave turbulence; Elastic plates; Kinetic equation; Numerical simulations
Abstract This article presents the complete study of the long-time evolution of random waves of a vibrating thin elastic plate in the limit of small plate deformation so that modes of oscillations interact weakly. According to the wave turbulence theory a nonlinear wave system evolves in longtime creating a slow redistribution of the spectral energy from one mode to another. We derive step by step, following the method of cumulants expansion and multiscale asymptotic perturbations, the kinetic equation for the second order cumulants as well as the second and fourth order renormalization of the dispersion relation of the waves. We characterize the non-equilibrium evolution to an equilibrium wave spectrum, which happens to be the well known Rayleigh-Jeans distribution. Moreover we show the existence of an energy cascade, often called the Kolmogorov-Zakharov spectrum, which happens to be not simply a power law, but a logarithmic correction to the Rayleigh Jeans distribution. We perform numerical simulations confirming these scenarii, namely the equilibrium relaxation for closed systems and the existence of an energy cascade wave spectrum. Both show a good agreement between theoretical predictions and numerics. We show also some other relevant features of vibrating elastic plates, such as the existence of a self-similar wave action inverse cascade which happens to blow-up in finite time. We discuss the mechanism of the wave breakdown phenomena in elastic plates as well as the limit of strong turbulence which arises as the thickness of the plate vanishes. Finally, we discuss the role of dissipation and the connection with experiments, and the generalization of the wave turbulence theory to elastic shells. (C) 2017 Elsevier B.V. All rights reserved.
Address [During, Gustavo] Pontificia Univ Catolica Chile, Fac Fis, Casilla 306, Santiago, Chile, Email: christophe.josserand@upmc.fr
Corporate Author Thesis
Publisher Elsevier Science Bv Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0167-2789 ISBN Medium
Area Expedition Conference
Notes WOS:000399856000004 Approved
Call Number UAI @ eduardo.moreno @ Serial 728
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Author Fierro, R.; Leiva, V.
Title A stochastic methodology for risk assessment of a large earthquake when a long time has elapsed Type
Year 2017 Publication Stochastic Environmental Research And Risk Assessment Abbreviated Journal Stoch. Environ. Res. Risk Assess.
Volume 31 Issue 9 Pages 2327-2336
Keywords Earthquake data analysis; Exponential and gamma distributions; Maximum-likelihood method; Monte Carlo simulation; Nonhomogeneous Poisson process
Abstract We propose a stochastic methodology for risk assessment of a large earthquake when a long time has elapsed from the last large seismic event. We state an approximate probability distribution for the occurrence time of the next large earthquake, by knowing that the last large seismic event occurred a long time ago. We prove that, under reasonable conditions, such a distribution is exponential with a rate depending on the asymptotic slope of the cumulative intensity function corresponding to a nonhomogeneous Poisson process. As it is not possible to obtain an empirical cumulative distribution function of the waiting time for the next large earthquake, an estimator of its cumulative distribution function based on existing data is derived. We conduct a simulation study for detecting scenario in which the proposed methodology would perform well. Finally, a real-world data analysis is carried out to illustrate its potential applications, including a homogeneity test for the times between earthquakes.
Address [Fierro, Raul] Univ Valparaiso, Inst Matemat, Valparaiso, Chile, Email: victorleivasanchez@gmail.com
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1436-3240 ISBN Medium
Area Expedition Conference
Notes WOS:000414782800011 Approved
Call Number UAI @ eduardo.moreno @ Serial 796
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Author Garcia-Papani, F.; Uribe-Opazo, M.A.; Leiva, V.; Aykroyd, R.G.
Title Birnbaum-Saunders spatial modelling and diagnostics applied to agricultural engineering data Type
Year 2017 Publication Stochastic Environmental Research And Risk Assessment Abbreviated Journal Stoch. Environ. Res. Risk Assess.
Volume 31 Issue 1 Pages 105-124
Keywords Asymmetric distributions; Local influence; Matern model; Maximum likelihood methods; Monte Carlo simulation; Non-normality; R software; Spatial data analysis
Abstract Applications of statistical models to describe spatial dependence in geo-referenced data are widespread across many disciplines including the environmental sciences. Most of these applications assume that the data follow a Gaussian distribution. However, in many of them the normality assumption, and even a more general assumption of symmetry, are not appropriate. In non-spatial applications, where the data are uni-modal and positively skewed, the Birnbaum-Saunders (BS) distribution has excelled. This paper proposes a spatial log-linear model based on the BS distribution. Model parameters are estimated using the maximum likelihood method. Local influence diagnostics are derived to assess the sensitivity of the estimators to perturbations in the response variable. As illustration, the proposed model and its diagnostics are used to analyse a real-world agricultural data set, where the spatial variability of phosphorus concentration in the soil is considered-which is extremely important for agricultural management.
Address [Garcia-Papani, Fabiana; Uribe-Opazo, Miguel Angel] Univ Estadual Oeste Parana, Postgrad Program Agr Engn, Ctr Exact Sci & Technol, Cascavel, PR, Brazil, Email: fgarciapapani@gmail.com;
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1436-3240 ISBN Medium
Area Expedition Conference
Notes WOS:000394278600008 Approved
Call Number UAI @ eduardo.moreno @ Serial 704
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Author Girard, A.; Gago, E.J.; Muneer, T.; Caceres, G.
Title Higher ground source heat pump COP in a residential building through the use of solar thermal collectors Type
Year 2015 Publication Renewable Energy Abbreviated Journal Renew. Energy
Volume 80 Issue Pages 26-39
Keywords Ground-source heat pump; Solar-assisted ground-source heat pump; Building space heating; Energy efficiency; Model simulation
Abstract This article investigates the feasibility of achieving higher performance from ground-source heat-pumps (GSHP) in space heating mode through the use of solar thermal collectors. A novel simulation tool for solar-assisted ground-source heat-pumps (SGSHP) is presented with an analysis of the influence of solar collectors on the improvement of heat pump performance. Solar radiation and climate temperature data of 19 European cities were used to perform simulations of SGSHP and GSHP systems considering a typical residential house. Overall performance coefficients (COPsys) varied from northern to southern locations between 4.4 and 5.8 for SGSHP and between 4.3 and 5.1 for GSHP. Results show that solar collectors coupling has more impact on performance improvement in regions that benefit from higher irradiance. However, greater running cost savings are achieved in milder climate conditions. Both heat-pump systems are able to effectively contribute to carbon footprint reductions for residential buildings, especially in countries where fossil fuels are the primary source of electricity generation. SGSHP payback periods are found between 8.5 and 23 years from northern to southern localities, making such heating system an economic heating option. SGSHPs are best suited for high irradiance and cool climate locations such as the mountainous regions in southern Europe. (C) 2015 Elsevier Ltd. All rights reserved.
Address [Girard, Aymeric] Adolfo Ibanez Univ, Fac Sci & Engn, Altos Del Sporting, Vina Del Mar, Chile, Email: aymeric.girard@gmail.com;
Corporate Author Thesis
Publisher Pergamon-Elsevier Science Ltd Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0960-1481 ISBN Medium
Area Expedition Conference
Notes WOS:000353732300003 Approved
Call Number UAI @ eduardo.moreno @ Serial 489
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Author Girard, A.; Muneer, T.; Caceres, G.
Title A validated design simulation tool for passive solar space heating: Results from a monitored house in West Lothian, Scotland Type
Year 2014 Publication Indoor And Built Environment Abbreviated Journal Indoor Built Environ.
Volume 23 Issue 3 Pages 353-372
Keywords Building design; Combination selection; Efficiency; Renewable energy; Simulation; Solar air heater
Abstract Determining the availability of renewable sources on a particular site would result in increasing the efficiency of buildings through appropriate design. The overall aim of the project is to develop a pioneering software tool allowing the assessment of possible energy sources for any building design project. The package would allow the user to simulate the efficiency of the Passive Solar Space Heating referred in the Low and Zero Carbon Energy Sources (LZCES) Strategic Guide stated by the Office of the Deputy Prime Minister (2006) and the Building Regulations. This research paper presents the tool for modelling the passive solar sources availability in relation to low-carbon building. A 3-month experimental set up monitoring a solar house in West Lothian, Scotland, was also undertaken to validate the simulation tool. Experimental and simulation results were found in good agreement following a one-to-one relationship demonstrating the ability of the newly developed tool to assess potential solar gain available for buildings. This modelling tool is highly valuable in consideration of the part L of the Building Regulations (updated in 2010).
Address [Girard, A.] Univ Adolfo Ibanez, Fac Sci & Engn, Altos Del Sporting, Vina Del Mar, Chile, Email: aymeric.girard@gmail.com
Corporate Author Thesis
Publisher Sage Publications Ltd Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1420-326x ISBN Medium
Area Expedition Conference
Notes WOS:000337571400003 Approved
Call Number UAI @ eduardo.moreno @ Serial 384
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Author Lagos, R.; Canessa, E.; Chaigneau, S.E.
Title Modeling stereotypes and negative self-stereotypes as a function of interactions among groups with power asymmetries Type
Year 2019 Publication Journal For The Theory Of Social Behaviour Abbreviated Journal J. Theory Soc. Behav.
Volume 49 Issue 3 Pages 312-333
Keywords negative self-; stereotypes; agent based simulation; social power; stereotypes
Abstract Stereotypes is one of the most researched topics in social psychology. Within this context, negative self-stereotypes pose a particular challenge for theories. In the current work, we propose a model that suggests that negative self-stereotypes can theoretically be accounted for by the need to communicate in a social system made up by groups with unequal power. Because our theory is dynamic, probabilistic, and interactionist, we use a computational simulation technique to show that the proposed model is able to reproduce the phenomenon of interest, to provide novel accounts of related phenomena, and to suggest novel empirical predictions. We describe our computational model, our variables' dynamic behavior and interactions, and link our analyses to the literature on stereotypes and self-stereotypes, the stability of stereotypes (in particular, gender and racial stereotypes), the effects of power asymmetries, and the effects of intergroup contact.
Address [Lagos, Rodrigo] Univ Chile, Programa Magister Bioestadist, Santiago, Chile, Email: sergio.chaigneau@uai.cl
Corporate Author Thesis
Publisher Wiley Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0021-8308 ISBN Medium
Area Expedition Conference
Notes WOS:000483671300004 Approved
Call Number UAI @ eduardo.moreno @ Serial 1049
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Author Leiva, V.; Ferreira, M.; Gomes, M.I.; Lillo, C.
Title Extreme value Birnbaum-Saunders regression models applied to environmental data Type
Year 2016 Publication Stochastic Environmental Research And Risk Assessment Abbreviated Journal Stoch. Environ. Res. Risk Assess.
Volume 30 Issue 3 Pages 1045-1058
Keywords Data analysis; Maximum likelihood method; Monte Carlo simulation; Residuals; Statistical modeling
Abstract Extreme value models are widely used in different areas. The Birnbaum-Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum-Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.
Address [Leiva, Victor] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: victorleivasanchez@gmail.com
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1436-3240 ISBN Medium
Area Expedition Conference
Notes WOS:000371316900019 Approved
Call Number UAI @ eduardo.moreno @ Serial 585
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Author Leiva, V.; Marchant, C.; Ruggeri, F.; Saulo, H.
Title A criterion for environmental assessment using Birnbaum-Saunders attribute control charts Type
Year 2015 Publication Environmetrics Abbreviated Journal Environmetrics
Volume 26 Issue 7 Pages 463-476
Keywords average run length; inspection point; moment estimation; Monte Carlo simulation; np control chart; R software
Abstract Assessing environmental risk is useful for preventing adverse effects on human health in highly polluted cities. We design a criterion for environmental monitoring based on an attribute control chart for the number of dangerous contaminant levels when the concentration to be monitored follows a Birnbaum-Saunders distribution. This distribution is being widely applied to environmental data. We provide a novel justification for its usage in environmental sciences. The control coefficient and the minimum inspection concentration for the designed criterion are determined to yield the specified in-control average run length, whereas the out-of-control case is obtained according to a shift in the target mean. A simulation study is conducted to evaluate the proposed criterion, which reports its performance to provide earlier alerts of out-of-control processes. An application with real-world environmental data is carried out to validate its coherence with what is reported by the health authority. Copyright (c) 2015 John Wiley & Sons, Ltd.
Address [Leiva, Victor] Univ Adolfo Ibanez, Fac Sci & Engn, Vina Del Mar, Chile, Email: fabrizio@mi.imati.cnr.it
Corporate Author Thesis
Publisher Wiley-Blackwell Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1180-4009 ISBN Medium
Area Expedition Conference
Notes WOS:000363276600002 Approved
Call Number UAI @ eduardo.moreno @ Serial 542
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Author Leiva, V.; Santos-Neto, M.; Cysneiros, F.J.A.; Barros, M.
Title A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution Type
Year 2016 Publication Applied Stochastic Models In Business And Industry Abbreviated Journal Appl. Stoch. Models. Bus. Ind.
Volume 32 Issue 1 Pages 74-89
Keywords demand data; financial indicators; maximum likelihood method; mixture distributions; Monte Carlo simulation; R software
Abstract The Birnbaum-Saunders (BS) distribution is receiving considerable attention. We propose a methodology for inventory logistics that allows demand data with zeros to be modeled by means of a new discrete-continuous mixture distribution, which is constructed by using a probability mass at zero and a continuous component related to the BS distribution. We obtain some properties of the new mixture distribution and conduct a simulation study to evaluate the performance of the estimators of its parameters. The methodology for stochastic inventory models considers also financial indicators. We illustrate the proposed methodology with two real-world demand data sets. It shows its potential, highlighting the convenience of using it by improving the contribution margins of a Chilean food industry. Copyright (c) 2015 John Wiley & Sons, Ltd.
Address [Leiva, Victor] Univ Valparaiso, Inst Stat, Valparaiso, Chile, Email: victorleivasanchez@gmail.com
Corporate Author Thesis
Publisher Wiley-Blackwell Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1524-1904 ISBN Medium
Area Expedition Conference
Notes WOS:000369134600006 Approved
Call Number UAI @ eduardo.moreno @ Serial 580
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Author Leiva, V.; Saulo, H.; Leao, J.; Marchant, C.
Title A family of autoregressive conditional duration models applied to financial data Type
Year 2014 Publication Computational Statistics & Data Analysis Abbreviated Journal Comput. Stat. Data Anal.
Volume 79 Issue Pages 175-191
Keywords Birnbaum-Saunders distribution; EM algorithm; High-frequency data; Maximum likelihood estimator; Monte Carlo simulation
Abstract The Birnbaum-Saunders distribution is receiving considerable attention due to its good properties. One of its extensions is the class of scale-mixture Birnbaum-Saunders (SBS) distributions, which shares its good properties, but it also has further properties. The autoregressive conditional duration models are the primary family used for analyzing high-frequency financial data. We propose a methodology based on SBS autoregressive conditional duration models, which includes in-sample inference, goodness-of-fit and out-of-sample forecast techniques. We carry out a Monte Carlo study to evaluate its performance and assess its practical usefulness with real-world data of financial transactions from the New York stock exchange. (C) 2014 Elsevier B.V. All rights reserved.
Address [Leiva, Victor; Marchant, Carolina] Univ Valparaiso, Inst Estadist, Valparaiso, Chile, Email: victor.leiva@yahoo.com
Corporate Author Thesis
Publisher Elsevier Science Bv Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0167-9473 ISBN Medium
Area Expedition Conference
Notes WOS:000340139900013 Approved
Call Number UAI @ eduardo.moreno @ Serial 396
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Author Lillo, C.; Leiva, V.; Nicolis, O.; Aykroyd, R.G.
Title L-moments of the Birnbaum-Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data Type
Year 2018 Publication Journal Of Applied Statistics Abbreviated Journal J. Appl. Stat.
Volume 45 Issue 2 Pages 187-209
Keywords GCMT catalogue; Generalized extreme value distributions; goodness-of-fit methods; maximum likelihood and moment estimation; Monte Carlo simulation; R software
Abstract Understanding patterns in the frequency of extreme natural events, such as earthquakes, is important as it helps in the prediction of their future occurrence and hence provides better civil protection. Distributions describing these events are known to be heavy tailed and positive skew making standard distributions unsuitable for modelling the frequency of such events. The Birnbaum-Saunders distribution and its extreme value version have been widely studied and applied due to their attractive properties. We derive L-moment equations for these distributions and propose novel methods for parameter estimation, goodness-of-fit assessment and model selection. A simulation study is conducted to evaluate the performance of the L-moment estimators, which is compared to that of the maximum likelihood estimators, demonstrating the superiority of the proposed methods. To illustrate these methods in a practical application, a data analysis of real-world earthquake magnitudes, obtained from the global centroid moment tensor catalogue during 1962-2015, is carried out. This application identifies the extreme value Birnbaum-Saunders distribution as a better model than classic extreme value distributions for describing seismic events.
Address [Lillo, Camilo; Leiva, Victor] Univ Adolfo Ibanez, Fac Sci & Engn, Vina Del Mar, Chile, Email: victorleivasanchez@gmail.com
Corporate Author Thesis
Publisher Taylor & Francis Ltd Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0266-4763 ISBN Medium
Area Expedition Conference
Notes WOS:000417787500001 Approved
Call Number UAI @ eduardo.moreno @ Serial 780
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Author Marchant, C.; Leiva, V.; Cysneiros, F.J.A.
Title A Multivariate Log-Linear Model for Birnbaum-Saunders Distributions Type
Year 2016 Publication Ieee Transactions On Reliability Abbreviated Journal IEEE Trans. Reliab.
Volume 65 Issue 2 Pages 816-827
Keywords EM algorithm; fatigue data; logarithmic distributions; maximum likelihood method; Monte Carlo simulation; multivariate generalized Birnbaum-Saunders distributions; R software
Abstract Univariate Birnbaum-Saunders models have been widely applied to fatigue studies. Calculation of fatigue life is of great importance in determining the reliability of materials. We propose and derive new multivariate generalized Birnbaum-Saunders regression models. We use the maximum likelihood method and the EM algorithm to estimate their parameters. We carry out a simulation study to evaluate the performance of the corresponding maximum likelihood estimators. We illustrate the new models with real-world multivariate fatigue data.
Address [Marchant, Carolina] Univ Fed Pernambuco, Recife, PE, Brazil, Email: carolina.marchant.fuentes@gmail.com;
Corporate Author Thesis
Publisher Ieee-Inst Electrical Electronics Engineers Inc Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0018-9529 ISBN Medium
Area Expedition Conference
Notes WOS:000382706900027 Approved
Call Number UAI @ eduardo.moreno @ Serial 653
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Author Parrado, C.; Caceres, G.; Bize, F.; Bubnovich, V.; Baeyens, J.; Degreve, J.; Zhang, H.L.
Title Thermo-mechanical analysis of copper-encapsulated NaNO3-KNO3 Type
Year 2015 Publication Chemical Engineering Research & Design Abbreviated Journal Chem. Eng. Res. Des.
Volume 93 Issue Pages 224-231
Keywords Copper-encapsulation; Nitrate salts; Simulation; Phase change material; Thermal energy storage; Comsol Multiphysics
Abstract The present paper presents a numerical study to investigate and assess the heat transfer behavior of a copper and salt composite. A mixture of nitrates, KNO3-NaNO3, within a deformable spherical shell coating of copper will be used as an encapsulated phase change material, E-PCM. In the context of a thermo-mechanical analysis of this E-PCM, a simulation is proposed to determine its storage capacity and properties The melting, or solidification of the encapsulated PCM particles do not provoke cracking of the deformable shell. (C) 2014 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.
Address [Parrado, C.; Caceres, G.; Bize, F.; Bubnovich, V.] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: J.Baeyens@warwick.ac.uk
Corporate Author Thesis
Publisher Inst Chemical Engineers Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0263-8762 ISBN Medium
Area Expedition Conference
Notes WOS:000348878600021 Approved
Call Number UAI @ eduardo.moreno @ Serial 457
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Author Rosado-Tamariz, E.; Genco, F.; Campos-Amezcua, A.; Markou, G.; Batres, R.
Title Enhanced dynamic simulation approach towards the efficient mining thermal energy supply with improved operational flexibility Type
Year 2021 Publication International Journal Of Energy Research Abbreviated Journal Int. J. Energy Res.
Volume Early Access Issue Pages 20 pp
Keywords combined heat and power; copper mining; dynamic simulation; electrowinning; OpenModelica simulations; operational flexibility; power plant retrofitting
Abstract This paper presents a thermal power plant retrofitting approach focused on improvements in the operational flexibility of existing combined cycle power plants dedicated to providing thermal energy for medium and low-temperature processes in copper mining facilities. The main motivation for this research was aimed at evaluating the operational flexibility of the electrical industry through sector coupling and its effect on solving the energy sector decarbonization issues. The research evaluates the advantages of hybridization systems for supporting the electrical and mining industries to better predict operations. The proposed approach is based on a dynamic simulation scheme that finds the optimal operating parameters of the combined heat and power (CHP) system, such as location, type, and arrangement of each component of the CHP system. The power plant dynamic simulation model was validated against data available in the literature; it was also characterized by real operational data of the San Isidro II power plant installed in Chile. Several alternatives for the cogeneration plant location, as well as the splitter system design, were investigated and then compared. A cogeneration plant design with two heating modules was selected based on the comparative study performed in this work and its CHP system was evaluated for a load reduction case study. The results were compared against a reference model. The proposed CHP system exhibited improved performance: a minimum of 15% of the exhaust gases are required to supply the thermal energy demand of the electrowinning process when a full load is considered. It was also found that an average decrease of 5% of the mechanical power at each steam turbine stage noted. Finally, the proposed CHP system's average thermodynamic efficiency is found to be 19% greater than the power plant average efficiency. Consequently, an average decrease of 32 500 tons of carbon dioxide emissions per year is predicted.
Address [Rosado-Tamariz, Erik; Batres, Rafael] Tecnol Monterrey, Sch Engn & Sci, Ave Eugenio Garza Sada 2501, Monterrey 64849, NL, Mexico, Email: erik.rosado@tec.mx
Corporate Author Thesis
Publisher Wiley Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0363-907x ISBN Medium
Area Expedition Conference
Notes WOS:000581876000001 Approved
Call Number UAI @ alexi.delcanto @ Serial 1231
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