8 resultados para Stochastic processes -- Mathematical models

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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[ES]El objetivo principal de esta tesis de máster es el estudio del comportamiento térmico del instrumento TriboLAB durante su estancia en la Estación Espacial Internacional, junto con la comparación de dicho comportamiento con el pronosticado por los modelos térmicos matemáticos empleados en el diseño de su sistema de control térmico. El trabajo realizado ha permitido profundizar de forma importante en el conocimiento del mencionado comportamiento. Ello permitirá poner a disposición de otros experimentadores interesados en ubicar sus instrumentos en los balcones exteriores de la Estación Espacial Internacional, información real acerca del comportamiento térmico de un equipo de las características del TriboLAB en dichas condiciones. Información de gran interés para ser empleada en el diseño del control térmico de sus instrumentos, especialmente ahora que la vida útil de la Estación Espacial Internacional ha sido prorrogada hasta 2020. El control térmico de los equipos espaciales es un aspecto clave para asegurar su supervivencia y correcto funcionamiento bajo las extremas condiciones existentes en el espacio. Su misión es mantener los distintos componentes dentro de su rango de temperaturas admisibles, puesto que en caso contrario no podrían funcionar o incluso ni siquiera sobrevivir más allá de esas temperaturas. Adicionalmente ha sido posible comprobar la aplicabilidad de distintas técnicas de análisis de datos funcionales en lo que respecta al estudio del tipo de datos aquí contemplado. Así mismo, se han comparado los resultados de la campaña de ensayos térmicos con los modelos térmicos matemáticos que han guiado el diseño del control térmico, y que son una pieza fundamental en el diseño del control térmico de cualquier instrumento espacial. Ello ha permitido verificar tanto la validez del sistema de control térmico diseñado para el TriboLAB como con la adecuada similitud existente entre los resultados de los modelos térmicos matemáticos y las temperaturas registradas en el equipo. Todo ello, ha sido realizado desde la perspectiva del análisis de datos funcionales.

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This paper deals with the economics of gasification facilities in general and IGCC power plants in particular. Regarding the prospects of these systems, passing the technological test is one thing, passing the economic test can be quite another. In this respect, traditional valuations assume constant input and/or output prices. Since this is hardly realistic, we allow for uncertainty in prices. We naturally look at the markets where many of the products involved are regularly traded. Futures markets on commodities are particularly useful for valuing uncertain future cash flows. Thus, revenues and variable costs can be assessed by means of sound financial concepts and actual market data. On the other hand, these complex systems provide a number of flexibility options (e.g., to choose among several inputs, outputs, modes of operation, etc.). Typically, flexibility contributes significantly to the overall value of real assets. Indeed, maximization of the asset value requires the optimal exercise of any flexibility option available. Yet the economic value of flexibility is elusive, the more so under (price) uncertainty. And the right choice of input fuels and/or output products is a main concern for the facility managers. As a particular application, we deal with the valuation of input flexibility. We follow the Real Options approach. In addition to economic variables, we also address technical and environmental issues such as energy efficiency, utility performance characteristics and emissions (note that carbon constraints are looming). Lastly, a brief introduction to some stochastic processes suitable for valuation purposes is provided.

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36 p.

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[EU]Lan honetan, software diseinu bat sortu nahi da, zeinaren bidez datu-trafikoen monitorizazio sistemak aztertzeko garatu den eredu matematiko bat ebaluatuko den. Eredu horrentzat interfaze bat egin beharko da, eta interfaze horrek esandako eredua ebaluatzeko softwareaz gain, software gehiago biltzeko ahalmena eduki beharko du. Horrela, ikertzaileek Trafikoa Monitorizatzeko Sistemak aztertzeko sortzen diren eredu matematikoak sistema bakarra erabiliz ebaluatu ahalko dute ahalik eta modu errazenean.

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Plant community ecologists use the null model approach to infer assembly processes from observed patterns of species co-occurrence. In about a third of published studies, the null hypothesis of random assembly cannot be rejected. When this occurs, plant ecologists interpret that the observed random pattern is not environmentally constrained - but probably generated by stochastic processes. The null model approach (using the C-score and the discrepancy index) was used to test for random assembly under two simulation algorithms. Logistic regression, distance-based redundancy analysis, and constrained ordination were used to test for environmental determinism (species segregation along environmental gradients or turnover and species aggregation). This article introduces an environmentally determined community of alpine hydrophytes that presents itself as randomly assembled. The pathway through which the random pattern arises in this community is suggested to be as follows: Two simultaneous environmental processes, one leading to species aggregation and the other leading to species segregation, concurrently generate the observed pattern, which results to be neither aggregated nor segregated - but random. A simulation study supports this suggestion. Although apparently simple, the null model approach seems to assume that a single ecological factor prevails or that if several factors decisively influence the community, then they all exert their influence in the same direction, generating either aggregation or segregation. As these assumptions are unlikely to hold in most cases and assembly processes cannot be inferred from random patterns, we would like to propose plant ecologists to investigate specifically the ecological processes responsible for observed random patterns, instead of trying to infer processes from patterns