Some explicit identities associated with positive self-similar Markov processes

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive parameter which depends on its characteristics. These processes were introduced in \cite{CC} as the underlying L\'evy processes in the Lamperti representation of conditioned stable L\'evy processes. In this paper, we compute explicitly the law of these L\'evy processes at their first exit time from a finite or semi-finite interval, the law of their exponential functional and the first hitting time probability of a pair of points

On the extinction of Continuous State Branching Processes with catastrophes

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a process of this class as the unique solution of a stochastic differential equation. The quenched branching property of the process allows us to derive quenched and annealed results and to observe new asymptotic behaviors. We characterize the Laplace exponent of the process as the solution of a backward ordinary differential equation and establish the probability of extinction. Restricting our attention to the critical and subcritical cases, we show that four regimes arise for the speed of extinction, as in the case of branching processes in random environment in discrete time and space. The proofs are based on the precise asymptotic behavior of exponential functionals of L\'evy processes. Finally, we apply these results to a cell infection model and determine the mean speed of propagation of the infection

On the future infimum of positive self-similar Markov processes.

We establish integral tests and laws of the iterated logartihm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at $0$ an at $+\infty$. our proofs are based on the Lamperti transformation and time reversal arguments due to Chaumont and Pardo [9]. These results extend laws of the iterated logarithm for the future infimum of a Bessel process due to Khoshnevisan et al. [11]

The upper envelope of positive self-similar Markov processes

We establish integral tests and laws of the iterated logarithm at 0 and at $+\infty$, for the upper envelope of positive self-similar Markov processes. Our arguments are based on the Lamperti representation, time reversal arguments and on the study of the upper envelope of their future infimum due to Pardo \cite{Pa}. These results extend integral test and laws of the iterated logarithm for Bessel processes due to Dvoretsky and Erd\"os \cite{de} and stable L\'evy processes conditioned to stay positive with no positive jumps due to Bertoin \cite{be1}

Extinction and coming down from infinity of CB-processes with competition in a Lévy environment

In this note, we are interested on the event of extinction and the property of coming down from infinity of continuous state branching (or CB for short) processes with competition in a Lévy environment whose branching mechanism satisfies the so-called Grey's condition. In particular, we deduce, under the assumption that the Lévy environment does not drift towards infinity, that for any starting point the process becomes extinct in finite time a.s. Moreover if we impose an integrability condition on the competition mechanism, then the process comes down from infinity regardless the long term behaviour of the environment

Modified simulated annealing algorithm for optimal design of steel structures

Structural optimization aims to design structures under certain constraints to achieve better behavior and have a proper manufacturing cost. This type of optimization corresponds to highly non-linear and non-convex problems including several local optima. Therefore, to solve such problems effectively, designers need to use adequate optimization methods which can make a good balance between the computational cost and the quality of solutions. In this paper the modified simulated annealing algorithm (MSAA) is employed to solve optimal design of steel structures. MSSA is a newly improved version of the simulated annealing (SA) algorithm with three modifications: preliminary exploration, search step and a new probability of acceptance. The performance, robustness and applicability of the MSAA are demonstrated through six structural optimization problems. Obtained results in all considered examples indicate that the MSAA is superior to several other methods in existing literature in terms of the quality of solution and convergence speed.Peer Reviewe

Applying the Porosity-to-Cement Index for Estimating the Mechanical Strength, Durability, and Microstructure of Artificially Cemented Soil

Fine, expansive, and problematic soils cannot be used in fills or paving layers. Through additions to these soils, they can be converted into technically usable materials in civil construction. One methodology to make them viable for construction is through a stabilization process. Nevertheless, current methodologies regarding dosage based on compaction effort and the volumetric amount of binder used are unclear. Thus, this research describes cement-stabilized sedimentary silt's strength and durability properties from Curitiba (Brazil) for future application in paving. Splitting tensile strength, unconfined compressive strength, and loss of mass against wetting and drying cycles (W-D) were investigated in the laboratory utilizing greenish-gray silt (originating from one of the Guabirotuba Formation layers, Paraná) and high-early strength Portland cement- ARI (CPV). Utilized were cement concentrations (C) of 3, 5, 7, and 9%, molding dry unit weights (d) of 14, 15, and 16 kN/m3, curing periods (t) of 7, 14, and 28 days, and constant moisture content (w) of 23%. With an increase in cement concentration and curing time, the compacted mixes demonstrate an increase in strength, an improvement in microstructure, and a decrease in accumulated mass loss (ALM) and initial porosity (η). Using the porosity/volumetric cement content ratio (η/Civ), the lowest amount of cement required to stabilize the soil in terms of strength and durability was determined. The porosity/cement index provided an appropriate parameter for modeling the mechanical and durability properties, and a unique equation between the strength/accumulated loss of mass and the porosity/binder index was obtained for the curing times studied. Lastly, C = 5% by weight is the minimum acceptable amount for prospective subbase soil application. Doi: 10.28991/CEJ-2023-09-05-02 Full Text: PD

ANXIETY LEVELS IN STRUCTURAL ENGINEERS

The objective of this work is to analyze the anxiety levels of civil engineers dedicated to structural engineering. The research is a quantitative approach with a non-experimental, descriptive, transversal, and correlational design. We worked with a sample of 56 civil engineers, the Zung Self- Rating Anxiety Scale (1965) and a sociodemographic survey were applied. The results show that 57.1% of the sample have normal anxiety, and 42.9% moderate anxiety. According to the hours of work per day, 14.3% of the participants present moderate anxiety with work shifts from 15 to 17 hours. In addition, in the range of 12 to 14 hours, 21.4% of the participants present moderate anxiety, which indicates that long working hours tend to influence the anxiety levels of engineers

Proposal and validation of a modified Simulated annealing algorithm for solving optimization problems

Durante las últimas décadas, los métodos de optimización heurísticos basados en imitar procesos naturales, biológicos, sociales o culturales a nivel computacional han despertado el interés de la comunidad científica debido a su capacidad para explorar eficientemente espacios de soluciones multimodales y multidimensionales. A pesar de todos los trabajos publicados en la literatura internacional, la mayoría de los algoritmos heurísticos todavía presentan baja precisión y exactitud. En este contexto, se propone y se valida un algoritmo Simulated annealing modificado (ASAM) para la solución de problemas de optimización. La evaluación del desempeño se realizó en funciones de pruebas (benchmark functions) con y sin restricciones reportadas en la literatura internacional y en problemas prácticos de diseño en ingeniería civil. En todos los casos analizados ASAM obtuvo iguales o mejores resultados que los reportados por otros autores, ilustrando la aplicabilidad del algoritmo propuesto.Over the last decades, heuristic optimization methods based on imitating natural, biological, social or cultural processes on a computational level have aroused the interest of the scientific community due to their ability to effectively explore multimodal and multidimensional solution spaces. Despite all the papers published in the international literature, most heuristic algorithms still have low precision and accuracy. In this context, a modified Simulated annealing algorithm (MSAA) is proposed and validated for solving optimization problems. Performance evaluation was performed on test functions (benchmark functions) with and without restrictions reported in the international literature and practical design problems in civil engineering. In all cases analyzed MSAA obtained equal or better results than those reported by other authors, illustrating the applicability of the proposed algorithm.Peer Reviewe