22 resultados para Options (Finance) -- Mathematical models
Resumo:
El siguiente trabajo presenta un desarrollo innovador de un Robot de Inspección de Tuberías, el cual fue diseñado para operación de Tuberías Verticales (RETOV Robot de operación en tuberías Verticales (siglas en Español)). Cuando RETOV es usado para inspeccionar pozos petroleros, puede ser controlado desde la superficie, esto permite al operador la inspección y monitoreo del pozo. Esto es efectuado a través de una interfaz de usuario que controla el Robot. RETOV fue diseñado con anillos articulados que abrazan la tubería, un nuevo sistema de amortiguación y ruedas móviles brinda la posibilidad de navegar y evitar obstáculos en la tubería realizando tres tipos de movimientos: rotación, traslación y helicoidal. Adicionalmente RETOV fue diseñado para realizar inspección entre dos tuberías(la tubería de producción y el pozo petrolero), con un sistema de seguridad y una estructura liviana, RETOV puede ser equipado con sensores para medir las variables de interés en el pozo. El diseño de la mecánica y el programa de control, la instrumentación, los modelos matemáticos y resultados de las pruebas han sido descritos en esta Tesis. The following Doctoral Thesis presents an innovative application of a Pipe Inspection Robot, which was designed especially as Operation Robot in Vertical Pipes (RETOV) (Robot for operation vertical pipes (Spanish acronyms)). When RETOV is used to inspect Oil Well, can be controlled from the surface, it´s allow the operator the well inspection and monitoring. This is done through our interface that controls the robot. The RETOV was designed with an articulated ring systems that embrace the pipe, a new damping systems and mobile wheels bring the possibility to navigate and avoid obstacles into the well, performing three types of movement: Rotational, translational and screw. Additional, RETOV was designed to perform the inspection between two pipes (pipe and oil well production), with a security braking systems and lightweight structure; RETOV can be equipment with sensors to measure the variables of interest in the well. The hardware and Software design, the instrumentation, the mathematical models, and the test results have been described in this thesis.
Resumo:
The end-notched flexure (ENF) test calculates the value of mode II fracture energy in adhesive bonding between the substrates of same nature. Traditional methods of calculating fracture energy in the ENF test are not suitable in cases where the thickness of the adhesive is non-negligible compared with adherent thicknesses. To address this issue, a specific methodology for calculating mode II fracture energy has been proposed in this paper. To illustrate the applicability of the proposed method, the fracture energy was calculated by the ENF test for adhesive bonds between aluminium and a composite material, which considered two different types of adhesive (epoxy and polyurethane) and various surface treatments. The proposed calculation model provides higher values of fracture energy than those obtained from the simplified models that consider the adhesive thickness to be zero, supporting the conclusion that the calculation of mode II fracture energy for adhesives with non-negligible thickness relative to their adherents should be based on mathematical models, such as the method proposed in this paper, that incorporate the influence of this thickness.
Resumo:
System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.
Resumo:
In this paper a fuzzy optimal control for stabilizing an upright position a double inverted pendulum (DIP) is developed and compared. Modeling is based on Euler-Lagrange equations. This results in a complicated nonlinear fast reaction, unstable multivariable system. Firstly, the mathematical models of double pendulum system are presented. The weight variable fuzzy input is gained by combining the fuzzy control theory with the optimal control theory. Simulation results show that the controller, which the upper pendulum is considered as main control variable, has high accuracy, quick convergence speed and higher precision.
Resumo:
AUTOFLY-Aid Project aims to develop and demonstrate novel automation support algorithms and tools to the flight crew for flight critical collision avoidance using “dynamic 4D trajectory management”. The automation support system is envisioned to improve the primary shortcomings of TCAS, and to aid the pilot through add-on avionics/head-up displays and reality augmentation devices in dynamically evolving collision avoidance scenarios. The main theoretical innovative and novel concepts to be developed by AUTOFLY-Aid project are a) design and development of the mathematical models of the full composite airspace picture from the flight deck’s perspective, as seen/measured/informed by the aircraft flying in SESAR 2020, b) design and development of a dynamic trajectory planning algorithm that can generate at real-time (on the order of seconds) flyable (i.e. dynamically and performance-wise feasible) alternative trajectories across the evolving stochastic composite airspace picture (which includes new conflicts, blunder risks, terrain and weather limitations) and c) development and testing of the Collision Avoidance Automation Support System on a Boeing 737 NG FNPT II Flight Simulator with synthetic vision and reality augmentation while providing the flight crew with quantified and visual understanding of collision risks in terms of time and directions and countermeasures.
Resumo:
En esta comunicación se presenta el método para obtener modelos equivalentes eléctricos de materiales piezoeléctricos utilizados en entornos con tráfico vial para aplicaciones "Energy Harvesting". Los resultados experimentales se procesan para determinar la estructura topológica óptima y la tecnología de los elementos semiconductores utilizados en la etapa de entrada del sistema de alimentación "harvesting". Asimismo se presenta el modelo de la fuente de alimentación no regulada bajo demanda variable de corriente. Abstract: The method to obtain electrical equivalent models of piezoelectric materials used in energy harvesting road traffic environment is presented in this paper. The experimental results are processed in order to determine the optimal topological structure and technology of the semiconductor elements used in the input stage of the power harvesting system. The non regulated power supply model under variable current demand is also presented.
Resumo:
Esta Tesis plantea la pregunta de si el uso de morteros con parafinas microencapsuladas combinado con colectores solares térmicos puede reducir el consumo de energías convencionales, en un sistema tradicional de suelo radiante. Se pretende contribuir al conocimiento acerca del efecto que produce en el edificio, el calor latente acumulado en suelos radiantes, utilizando morteros de cemento Portland con material de cambio de fase (PCM), en conjunto con la energía solar. Para cumplir con este propósito, la investigación se desarrolla considerando diversos aspectos. En primer lugar, se revisa y analiza la documentación disponible en la actualidad, de almacenamiento de energía mediante calor latente en la construcción, y en particular la aplicación de microcápsulas de PCM en morteros y suelos radiantes. También se revisa la documentación relacionada con la aplicación de la energía solar térmica y en suelo radiante. Se analiza la normativa vigente respecto al material, a los colectores solares y al suelo radiante. Se verifica que no hay normativa relacionada con mortero-PCM, debido a esto se aplica en la investigación una adaptación de la existente. La fase experimental desarrollada esta principalmente dirigida a la cuantificación, caracterización y evaluación de las propiedades físicas, mecánicas y térmicas del mortero de cemento Portland con parafinas microencapsuladas. Los resultados obtenidos y su análisis, permiten conocer el comportamiento de este tipo de morteros, con las diferentes variables aplicadas en la investigación. Además, permite disponer de la información necesaria, para crear una metodología para el diseño de morteros con parafina microencapsulada, tanto del punto de vista de su resistencia a la compresión y contenido de PCM, como de su comportamiento térmico como acumulador de calor. Esto se logra procesando la información obtenida y generando modelos matemáticos, para dosificar mezclas, y predecir la acumulación de calor en función de su composición. Se determinan los tipos y cantidades de PCM, y el cemento más adecuado. Se obtienen importantes conclusiones respecto a los aspectos constructivos a considerar en la aplicación de morteros con PCM, en suelo radiante. Se analiza y evalúa la demanda térmica que se puede cubrir con el suelo radiante, utilizando morteros con parafina microencapsulada, a través de la acumulación de energía solar producida por colectores solares, para condiciones climáticas, técnicas y tipologías constructivas específicas. Se determina que cuando los paneles cubren más de 60 % de la demanda por calefacción, se puede almacenar en los morteros con PCM, el excedente generado durante el día. Se puede cubrir la demanda de acumulación de energía con los morteros con PCM, en la mayoría de los casos analizados. Con esto, se determina que el uso de morteros con PCM, aporta a la eficiencia energética de los edificios, disminuyendo el consumo de energías convencionales, reemplazándola por energía solar térmica. En esta investigación, el énfasis está en las propiedades del material mortero de cemento-PCM y en poder generar metodologías que faciliten su uso. Se aborda el uso de la energía solar, para verificar que es posible su acumulación en morteros con PCM aplicados en suelo radiante, posibilitando el reemplazo de energías convencionales. Quedan algunos aspectos de la aplicación de energía solar a suelo radiante con morteros con PCM, que no han sido tratados con la profundidad que requieren, y que resultan interesantes de evaluar en este tipo de aplicaciones constructivas, como entre otros, los relacionados con la cuantificación de los ahorros de energía en las diferentes estaciones del año, de la estabilización de temperaturas internas, su análisis de costo y la optimización de este tipo de sistemas para utilización en verano, los que dan pie para otras Tesis o proyectos de investigación. ABSTRACT This Thesis proposes the question of whether the use of mortars with microencapsulated paraffin combined with solar thermal collectors can reduce conventional energy consumption in a traditional heating floor system. It aims to contribute to knowledge about the effect that it has on the building, the latent heat accumulated in heating floor, using Portland cement mortars with phase change material (PCM), in conjunction with solar energy. To fulfill this purpose, the research develops it considering various aspects. First, it reviews and analyzes the documentation available today, about energy storage by latent heat in the building, and in particular the application of PCM microcapsules in mortars and heating floors. It also reviews the documentation related to the application of solar thermal energy and heating floor. Additionally, it analyzes the current regulations regarding to material, solar collectors and heating floors. It verifies that there aren’t regulations related to PCM mortar, due to this, it applies an adaptation in the investigation. The experimental phase is aimed to the quantification, mainly, characterization and evaluation of physical, mechanical and thermal properties of Portland cement mortar with microencapsulated paraffin. The results and analysis, which allow us to know the behavior of this type of mortars with different variables applied in research. It also allows having the information necessary to create a methodology for designing mortars with microencapsulated paraffin, both from the standpoint of its resistance to compression and PCM content, and its thermal performance as a heat accumulator. This accomplishes by processing the information obtained, and generating mathematical models for dosing mixtures, and predicting heat accumulation depending on their composition. The research determines the kinds and amounts of PCM, and the most suitable cement. Relevant conclusions obtain it regarding constructive aspects to consider in the implementation of PCM mortars in heating floor. Also, it analyzes and evaluates the thermal demand that it can be covered in heating floor using microencapsulated paraffin mortars, through the accumulation of solar energy produced by solar collectors to weather conditions, technical and specific building typologies. It determines that if the panels cover more than 60% of the demand for heating, the surplus generated during the day can be stored in PCM mortars. It meets the demand of energy storage with PCM mortars, in most of the cases analyzed. With this, it determines that the use of PCM mortars contributes to building energy efficiency, reducing consumption of conventional energy, replacing it with solar thermal energy. In this research approaches the use of solar energy to determine that it’s possible to verify its accumulation in PCM mortars applied in heating floor, enabling the replacement of conventional energy. The emphasis is on material properties of PCM mortar and, in order to generate methodologies to facilitate their use. There are some aspects of solar energy application in PCM mortars in heating floor, which have not been discussed with the depth required, and that they are relevant to evaluate in this kind of construction applications, including among others: the applications related to the energy savings quantification in different seasons of the year, the stabilizing internal temperatures, its cost analysis and optimization of these systems for use in summer, which can give ideas for other thesis or research projects.