Numerical simulations of public goods games

Mestrado em FísicaForam simulados numericamente jogos de recursos públicos em redes usando algoritmo de Monte Carlo. Foram usadas redes regulares unidimensionais em anel, redes regulares bidimensionais (rede quadrada) e redes scale-free. São apresentados os métodos seguidos, a teoria e os algoritmos usados. Estes jogos apresentam uma transição de fase entre uma fase dominada por oportunistas de uma fase dominada por cooperadores em função de um parâmetro de rendimento das contribuições. Foi encontrado um intervalo, dependente do número médio de vizinhos, para o qual a fracção de configurações sobreviventes tende para 1 quando o tamanho da rede aumenta. Foi também encontrada uma dependência no valor de parâmetro crítico de transição no número médio de vizinhos para as configurações sobreviventes. Esses efeitos foram observados em todos os tipos de rede estudados neste trabalho. ABSTRACT: Public goods games were numerically simulated in networks using Monte Carlo Algorithm. Regular one-dimensional ring networks, regular two-dimensional lattice networks and scale-free networks had been used. The methods followed, the theory and the algorithms used are presented. This games have a phase transition between one phase dominated by defectors from one dominated by cooperators in function of the value of efficiency from the contributions. It was found an interval, dependent on the average number of neighbors, where the fraction of surviving configurations tens to 1 when the size of the network increases. It was found dependence in the critical value of transition value with the average number of neighbors. Both effects were observed in all types of networks studied in this work

Differential cross section measurements for the production of a W boson in association with jets in proton–proton collisions at √s = 7 TeV

Measurements are reported of differential cross sections for the production of a W boson, which decays into a muon and a neutrino, in association with jets, as a function of several variables, including the transverse momenta (pT) and pseudorapidities of the four leading jets, the scalar sum of jet transverse momenta (HT), and the difference in azimuthal angle between the directions of each jet and the muon. The data sample of pp collisions at a centre-of-mass energy of 7 TeV was collected with the CMS detector at the LHC and corresponds to an integrated luminosity of 5.0 fb[superscript −1]. The measured cross sections are compared to predictions from Monte Carlo generators, MadGraph + pythia and sherpa, and to next-to-leading-order calculations from BlackHat + sherpa. The differential cross sections are found to be in agreement with the predictions, apart from the pT distributions of the leading jets at high pT values, the distributions of the HT at high-HT and low jet multiplicity, and the distribution of the difference in azimuthal angle between the leading jet and the muon at low values.United States. Dept. of EnergyNational Science Foundation (U.S.)Alfred P. Sloan Foundatio

Penilaian Kinerja Keuangan Koperasi di Kabupaten Pelalawan

This paper describe development and financial performance of cooperative in District Pelalawan among 2007 - 2008. Studies on primary and secondary cooperative in 12 sub-districts. Method in this stady use performance measuring of productivity, efficiency, growth, liquidity, and solvability of cooperative. Productivity of cooperative in Pelalawan was highly but efficiency still low. Profit and income were highly, even liquidity of cooperative very high, and solvability was good

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis