202 resultados para Differential Inclusions with Constraints
Resumo:
Power system stabilizer (PSS) is one of the most important controllers in modern power systems for damping low frequency oscillations. Many efforts have been dedicated to design the tuning methodologies and allocation techniques to obtain optimal damping behaviors of the system. Traditionally, it is tuned mostly for local damping performance, however, in order to obtain a globally optimal performance, the tuning of PSS needs to be done considering more variables. Furthermore, with the enhancement of system interconnection and the increase of system complexity, new tools are required to achieve global tuning and coordination of PSS to achieve optimal solution in a global meaning. Differential evolution (DE) is a recognized as a simple and powerful global optimum technique, which can gain fast convergence speed as well as high computational efficiency. However, as many other evolutionary algorithms (EA), the premature of population restricts optimization capacity of DE. In this paper, a modified DE is proposed and applied for optimal PSS tuning of 39-Bus New-England system. New operators are introduced to reduce the probability of getting premature. To investigate the impact of system conditions on PSS tuning, multiple operating points will be studied. Simulation result is compared with standard DE and particle swarm optimization (PSO).
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The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.
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In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.
Resumo:
This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.
Resumo:
The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.
Resumo:
In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.
Resumo:
In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.
Resumo:
This paper provides a commentary on the contribution by Dr Chow who questioned whether the functions of learning are general across all categories of tasks or whether there are some task-particular aspects to the functions of learning in relation to task type. Specifically, they queried whether principles and practice for the acquisition of sport skills are different than what they are for musical, industrial, military and human factors skills. In this commentary we argue that ecological dynamics contains general principles of motor learning that can be instantiated in specific performance contexts to underpin learning design. In this proposal, we highlight the importance of conducting skill acquisition research in sport, rather than relying on empirical outcomes of research from a variety of different performance contexts. Here we discuss how task constraints of different performance contexts (sport, industry, military, music) provide different specific information sources that individuals use to couple their actions when performing and acquiring skills. We conclude by suggesting that his relationship between performance task constraints and learning processes might help explain the traditional emphasis on performance curves and performance outcomes to infer motor learning.
Resumo:
Standard differential equation–based models of collective cell behaviour, such as the logistic growth model, invoke a mean–field assumption which is equivalent to assuming that individuals within the population interact with each other in proportion to the average population density. Implementing such assumptions implies that the dynamics of the system are unaffected by spatial structure, such as the formation of patches or clusters within the population. Recent theoretical developments have introduced a class of models, known as moment dynamics models, which aim to account for the dynamics of individuals, pairs of individuals, triplets of individuals and so on. Such models enable us to describe the dynamics of populations with clustering, however, little progress has been made with regard to applying moment dynamics models to experimental data. Here, we report new experimental results describing the formation of a monolayer of cells using two different cell types: 3T3 fibroblast cells and MDA MB 231 breast cancer cells. Our analysis indicates that the 3T3 fibroblast cells are relatively motile and we observe that the 3T3 fibroblast monolayer forms without clustering. Alternatively, the MDA MB 231 cells are less motile and we observe that the MDA MB 231 monolayer formation is associated with significant clustering. We calibrate a moment dynamics model and a standard mean–field model to both data sets. Our results indicate that the mean–field and moment dynamics models provide similar descriptions of the 3T3 fibroblast monolayer formation whereas these two models give very different predictions for the MDA MD 231 monolayer formation. These outcomes indicate that standard mean–field models of collective cell behaviour are not always appropriate and that care ought to be exercised when implementing such a model.
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The influence of different instructional constraints on movement organisation and performance outcomes of the penalty kick (PK) was investigated according to participant age. Sixty penalty takers and twelve goalkeepers from two age groups (under 15 and under 17) performed 300 PKs under five different task conditions, including: no explicit instructional constraints provided (Control); instructional constraints on immobility (IMMOBILE) and mobility (MOBILE) of goalkeepers; and, use of keeper-dependent (DEP) and independent (INDEP) strategies by penalty takers. Every trial was video recorded and digitised using motion analysis techniques. Dependent variables (DVs) were: movement speed of penalty takers and the angles between the goalkeeper's position and the goal line (i.e., diving angle), and between the penalty taker and a line crossing the penalty spot and the centre of the goal (i.e., run up angle). Instructions significantly influenced the way that goalkeepers (higher values in MOBILE relative to Control) and penalty takers (higher values in Control than in DEP) used movement speed during performance, as well as the goalkeepers' movements and diving angle (less pronounced dives in the MOBILE condition compared with INDEP). Results showed how different instructions constrained participant movements during performance, although players' performance efficacy remained constant, reflecting their adaptive variability.
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The article examines the legislative reforms incorporating the Sex Discrimination Act and the Affirmative Action Act introduced during the 1980s. We utilise the Australian Bureau of Statistics Income Distribution Surveys 1981–82 and 1989–90 to reflect pre- and post-legislative reform. The article adopts the Brown, Moon and Zoloth (1980) methodology which treats both the wage and occupational status of the individual as endogenously determined. In the current context this is a particularly flexible framework allowing one to capture both the direct and indirect effects of the legislative reforms. The indirect effect refers to the narrowing of the gender wage gap associated with legislative manipulation of the male-female occupational distributions. The results contrast the slow convergence in the gender wage gap during the 1980s with the much faster pace of the 1970s. The article concludes that despite the focus of the 1980s legislation on employment equity, changes in the male-female occupational distribution over the period are small and the associated impact on gender wage convergence is also small.
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Abstract: Texture enhancement is an important component of image processing, with extensive application in science and engineering. The quality of medical images, quantified using the texture of the images, plays a significant role in the routine diagnosis performed by medical practitioners. Previously, image texture enhancement was performed using classical integral order differential mask operators. Recently, first order fractional differential operators were implemented to enhance images. Experiments conclude that the use of the fractional differential not only maintains the low frequency contour features in the smooth areas of the image, but also nonlinearly enhances edges and textures corresponding to high-frequency image components. However, whilst these methods perform well in particular cases, they are not routinely useful across all applications. To this end, we applied the second order Riesz fractional differential operator to improve upon existing approaches of texture enhancement. Compared with the classical integral order differential mask operators and other fractional differential operators, our new algorithms provide higher signal to noise values, which leads to superior image quality.
Resumo:
Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.
Resumo:
We sought to identify fibroblast growth factor receptor 2 (FGFR2) kinase domain mutations that confer resistance to the pan-FGFR inhibitor, dovitinib, and explore the mechanism of action of the drug-resistant mutations. We cultured BaF3 cells overexpressing FGFR2 in high concentrations of dovitinib and identified fourteen dovitinib-resistant mutations, including the N550K mutation observed in 25% of FGFR2mutant endometrial cancers (EC). Structural and biochemical in vitro kinase analyses, together with BaF3 proliferation assays, showed that the resistance mutations elevate the intrinsic kinase activity of FGFR2. BaF3 lines were used to assess the ability of each mutation to confer cross-resistance to PD173074 and ponatinib. Unlike PD173074, ponatinib effectively inhibited all the dovitinib-resistant FGFR2 mutants except the V565I gatekeeper mutation, suggesting ponatinib but not dovitinib targets the active conformation of FGFR2 kinase. EC cell lines expressing wild-type FGFR2 were relatively resistant to all inhibitors. Whereas EC cell lines expressing mutated FGFR2 showed differential sensitivity. Within the FGFR2mutant cell lines, 3/7 showed marked resistance to PD173074 and relative resistance to dovitinib and ponatinib. This suggests that alternative mechanisms distinct from kinase domain mutations are responsible for intrinsic resistance in these three EC lines. Finally, overexpression of FGFR2N550K in JHUEM-2 cells (FGFR2C383R) conferred resistance (~5 fold) to PD173074, providing independent data that FGFR2N550K can be associated with drug resistance. Biochemical in vitro kinase analyses also shows ponatinib is more effective than dovitinib at inhibiting FGFR2N550K. We propose tumors harboring mutationally activated FGFRs should be treated with FGFR inhibitors that specifically bind the active kinase.
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Global Navigation Satellite Systems (GNSS)-based observation systems can provide high precision positioning and navigation solutions in real time, in the order of subcentimetre if we make use of carrier phase measurements in the differential mode and deal with all the bias and noise terms well. However, these carrier phase measurements are ambiguous due to unknown, integer numbers of cycles. One key challenge in the differential carrier phase mode is to fix the integer ambiguities correctly. On the other hand, in the safety of life or liability-critical applications, such as for vehicle safety positioning and aviation, not only is high accuracy required, but also the reliability requirement is important. This PhD research studies to achieve high reliability for ambiguity resolution (AR) in a multi-GNSS environment. GNSS ambiguity estimation and validation problems are the focus of the research effort. Particularly, we study the case of multiple constellations that include initial to full operations of foreseeable Galileo, GLONASS and Compass and QZSS navigation systems from next few years to the end of the decade. Since real observation data is only available from GPS and GLONASS systems, the simulation method named Virtual Galileo Constellation (VGC) is applied to generate observational data from another constellation in the data analysis. In addition, both full ambiguity resolution (FAR) and partial ambiguity resolution (PAR) algorithms are used in processing single and dual constellation data. Firstly, a brief overview of related work on AR methods and reliability theory is given. Next, a modified inverse integer Cholesky decorrelation method and its performance on AR are presented. Subsequently, a new measure of decorrelation performance called orthogonality defect is introduced and compared with other measures. Furthermore, a new AR scheme considering the ambiguity validation requirement in the control of the search space size is proposed to improve the search efficiency. With respect to the reliability of AR, we also discuss the computation of the ambiguity success rate (ASR) and confirm that the success rate computed with the integer bootstrapping method is quite a sharp approximation to the actual integer least-squares (ILS) method success rate. The advantages of multi-GNSS constellations are examined in terms of the PAR technique involving the predefined ASR. Finally, a novel satellite selection algorithm for reliable ambiguity resolution called SARA is developed. In summary, the study demonstrats that when the ASR is close to one, the reliability of AR can be guaranteed and the ambiguity validation is effective. The work then focuses on new strategies to improve the ASR, including a partial ambiguity resolution procedure with a predefined success rate and a novel satellite selection strategy with a high success rate. The proposed strategies bring significant benefits of multi-GNSS signals to real-time high precision and high reliability positioning services.