337 resultados para optimal hedge ratio
Resumo:
Relatively few studies have addressed water management and adaptation measures in the face of changing water balances due to climate change. The current work studies climate change impact on a multipurpose reservoir performance and derives adaptive policies for possible futurescenarios. The method developed in this work is illustrated with a case study of Hirakud reservoir on the Mahanadi river in Orissa, India,which is a multipurpose reservoir serving flood control, irrigation and power generation. Climate change effects on annual hydropower generation and four performance indices (reliability with respect to three reservoir functions, viz. hydropower, irrigation and flood control, resiliency, vulnerability and deficit ratio with respect to hydropower) are studied. Outputs from three general circulation models (GCMs) for three scenarios each are downscaled to monsoon streamflow in the Mahanadi river for two future time slices, 2045-65 and 2075-95. Increased irrigation demands, rule curves dictated by increased need for flood storage and downscaled projections of streamflow from the ensemble of GCMs and scenarios are used for projecting future hydrologic scenarios. It is seen that hydropower generation and reliability with respect to hydropower and irrigation are likely to show a decrease in future in most scenarios, whereas the deficit ratio and vulnerability are likely to increase as a result of climate change if the standard operating policy (SOP) using current rule curves for flood protection is employed. An optimal monthly operating policy is then derived using stochastic dynamic programming (SDP) as an adaptive policy for mitigating impacts of climate change on reservoir operation. The objective of this policy is to maximize reliabilities with respect to multiple reservoir functions of hydropower, irrigation and flood control. In variations to this adaptive policy, increasingly more weightage is given to the purpose of maximizing reliability with respect to hydropower for two extreme scenarios. It is seen that by marginally sacrificing reliability with respect to irrigation and flood control, hydropower reliability and generation can be increased for future scenarios. This suggests that reservoir rules for flood control may have to be revised in basins where climate change projects an increasing probability of droughts. However, it is also seen that power generation is unable to be restored to current levels, due in part to the large projected increases in irrigation demand. This suggests that future water balance deficits may limit the success of adaptive policy options. (C) 2010 Elsevier Ltd. All rights reserved.
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We consider a multicommodity flow problem on a complete graph whose edges have random, independent, and identically distributed capacities. We show that, as the number of nodes tends to infinity, the maximumutility, given by the average of a concave function of each commodity How, has an almost-sure limit. Furthermore, the asymptotically optimal flow uses only direct and two-hop paths, and can be obtained in a distributed manner.
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Fuel cells are emerging as alternate green power producers for both large power production and for use in automobiles. Hydrogen is seen as the best option as a fuel; however, hydrogen fuel cells require recirculation of unspent hydrogen. A supersonic ejector is an apt device for recirculation in the operating regimes of a hydrogen fuel cell. Optimal ejectors have to be designed to achieve best performances. The use of the vector evaluated particle swarm optimization technique to optimize supersonic ejectors with a focus on its application for hydrogen recirculation in fuel cells is presented here. Two parameters, compression ratio and efficiency, have been identified as the objective functions to be optimized. Their relation to operating and design parameters of ejector is obtained by control volume based analysis using a constant area mixing approximation. The independent parameters considered are the area ratio and the exit Mach number of the nozzle. The optimization is carried out at a particularentrainment ratio and results in a set of nondominated solutions, the Pareto front. A set of such curves can be used for choosing the optimal design parameters of the ejector.
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The structural determinants of the binding affinity of linear dicationic molecules toward lipid A have been examined with respect to the distance between the terminal cationic functions, the basicity, and the type of cationic moieties using a series of spermidine derivatives and pentamidine analogs by fluorescence spectroscopic methods, The presence of two terminal cationic groups corresponds to enhanced affinity, A distinct sigmoidal relationship between the intercationic distance and affinity was observed with a sharp increase at 11 Angstrom, levelling off at about 13 Angstrom. The basicity (pK) and nature of the cationic functions are poor correlates of binding potency, since molecules bearing primary amino, imidazolino, or guanido termini are equipotent, The interaction of pentamidine, a bisamidine drug, with lipid A, characterized in considerable detail employing the putative intermolecular excimerization of the drug, suggests a stoichiometry of 1:1 in the resultant complex, The binding is driven almost exclusively by electrostatic forces, and is dependent on the ionization states of both lipid A and the drug, Under conditions when lipid A is highly disaggregated, pentamidine binds specifically to bis-phosphoryl- but not to monophosphoryl-lipid A indicating that both phosphate groups of lipid A are necessary for electrostatic interactions by the terminal amidininium groups of the drug, Based on these data, a structural model is proposed for the pentamidine-lipid A complex, which may be of value in designing endotoxin antagonists from first principles.
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This paper develops a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts. The Lanchester attrition model is used to develop the dynamical equations governing the variation in force strength. Three different allocation schemes - Time-Zero-Allocation (TZA), Allocate-Assess-Reallocate (AAR), and Continuous Constant Allocation (CCA) - are considered and the optimal solutions are obtained in each case. Numerical examples are given to support the analytical results.
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We consider an optimal power and rate scheduling problem for a multiaccess fading wireless channel with the objective of minimising a weighted sum of mean packet transmission delay subject to a peak power constraint. The base station acts as a controller which, depending upon the buffer lengths and the channel state of each user, allocates transmission rate and power to individual users. We assume perfect channel state information at the transmitter and the receiver. We also assume a Markov model for the fading and packet arrival processes. The policy obtained represents a form of Indexability.
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Many optimal control problems are characterized by their multiple performance measures that are often noncommensurable and competing with each other. The presence of multiple objectives in a problem usually give rise to a set of optimal solutions, largely known as Pareto-optimal solutions. Evolutionary algorithms have been recognized to be well suited for multi-objective optimization because of their capability to evolve a set of nondominated solutions distributed along the Pareto front. This has led to the development of many evolutionary multi-objective optimization algorithms among which Nondominated Sorting Genetic Algorithm (NSGA and its enhanced version NSGA-II) has been found effective in solving a wide variety of problems. Recently, we reported a genetic algorithm based technique for solving dynamic single-objective optimization problems, with single as well as multiple control variables, that appear in fed-batch bioreactor applications. The purpose of this study is to extend this methodology for solution of multi-objective optimal control problems under the framework of NSGA-II. The applicability of the technique is illustrated by solving two optimal control problems, taken from literature, which have usually been solved by several methods as single-objective dynamic optimization problems. (C) 2004 Elsevier Ltd. All rights reserved.
Resumo:
This paper develops a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts. The Lanchester attrition model is used to develop the dynamical equations governing the variation in force strength. Three different allocation schemes - Time-Zero-Allocation (TZA), Allocate-Assess-Reallocate (AAR), and Continuous Constant Allocation (CCA) - are considered and the optimal solutions are obtained in each case. Numerical examples are given to support the analytical results.
Resumo:
The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.
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Extensive, and collocated measurements of the mass concentrations (M-B) of aerosol black carbon (BC) and (M-T) of composite aerosols were made over the Arabian Sea, tropical Indian Ocean and the Southern Ocean during a trans-continental cruise experiment. Our investigations show that MB remains extremely low(<50 ng m(-3)) and remarkably steady (in space and time) in the Southern Ocean (20 degrees S to 56 degrees S). In contrast, large latitudinal gradients exist north of similar to 20 degrees S; M-B increasing exponentially to reach as high as 2000 ng m(-3) in the Arabian Sea (similar to 8 degrees N). Interestingly, the share of BC showed a distinctly different latitudinal variation, with a peak close to the equator and decreasing on either side. Large fluctuations were seen in M-T over Southern Ocean associated with enhanced production of sea-salt aerosols in response to sea-surface wind speed. These spatio-temporal changes in M-B and its mixing ratio have important implications to regional and global climate.
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A large part of today's multi-core chips is interconnect. Increasing communication complexity has made essential new strategies for interconnects, such as Network on Chip. Power dissipation in interconnects has become a substantial part of the total power dissipation. Techniques to reduce interconnect power have thus become a necessity. In this paper, we present a design methodology that gives values of bus width for interconnect links, frequency of operation for routers, in Network on Chip scenario that satisfy required throughput and dissipate minimal switching power. We develop closed form analytical expressions for the power dissipation, with bus width and frequency as variables and then use Lagrange multiplier method to arrive at the optimal values. We present a 4 port router in 90 nm technology library as case study. The results obtained from analysis are discussed.
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Using Huxley's solution of the diffusion equation for electron-attaching gases, the ratio of diffusion coefficient D to mobility μ for electrons in dry air was measured over the range 3·06 × 10-17
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Two optimal non-linear reinforcement schemes—the Reward-Inaction and the Penalty-Inaction—for the two-state automaton functioning in a stationary random environment are considered. Very simple conditions of symmetry of the non-linear function figuring in the reinforcement scheme are shown to be necessary and sufficient for optimality. General expressions for the variance and rate of learning are derived. These schemes are compared with the already existing optimal linear schemes in the light of average variance and average rate of learning.
Resumo:
By using the bender and extender elements tests, together with measurements of the travel times of shear (S) and primary (P) waves, the variation of Poisson ratio (nu) was determined for dry sands with respect to changes in relative densities and effective confining pressures (sigma(3)). The tests were performed for three different ranges of particle sizes. The magnitude of the Poisson ratio decreases invariably with an increase in both the relative density and the effective confining pressure. The effect of the confining pressure on the Poisson ratio was found to become relatively more significant for fine-grained sand as compared with the coarse-grained sand. For a given material, at a particular value of sigma(3), the magnitude of the Poisson ratio decreases, almost in a linear fashion, with an increase in the value of maximum shear modulus (G(max)). The two widely used correlations in literature, providing the relationships among G(max), void ratio (e) and effective confining pressure (sigma(3)), applicable for angular granular materials, were found to compare reasonably well with the present experimental data for the fine- and medium-grained sands. However, for the coarse-grained sand, these correlations tend to overestimate the values of G(max).