7 resultados para Stochastic dynamic programming

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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In this study, a dynamic programming approach to deal with the unconstrained two-dimensional non-guillotine cutting problem is presented. The method extends the recently introduced recursive partitioning approach for the manufacturer's pallet loading problem. The approach involves two phases and uses bounds based on unconstrained two-staged and non-staged guillotine cutting. The method is able to find the optimal cutting pattern of a large number of pro blem instances of moderate sizes known in the literature and a counterexample for which the approach fails to find known optimal solutions was not found. For the instances that the required computer runtime is excessive, the approach is combined with simple heuristics to reduce its running time. Detailed numerical experiments show the reliability of the method. Journal of the Operational Research Society (2012) 63, 183-200. doi: 10.1057/jors.2011.6 Published online 17 August 2011

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This article reports on the influence of the magnetization damping on dynamic hysteresis loops in single-domain particles with uniaxial anisotropy. The approach is based on the Neel-Brown theory and the hierarchy of differential recurrence relations, which follow from averaging over the realizations of the stochastic Landau-Lifshitz equation. A new method of solution is proposed, where the resulting system of differential equations is solved directly using optimized algorithms to explore its sparsity. All parameters involved in uniaxial systems are treated in detail, with particular attention given to the frequency dependence. It is shown that in the ferromagnetic resonance region, novel phenomena are observed for even moderately low values of the damping. The hysteresis loops assume remarkably unusual shapes, which are also followed by a pronounced reduction of their heights. Also demonstrated is that these features remain for randomly oriented ensembles and, moreover, are approximately independent of temperature and particle size. (C) 2012 American Institute of Physics. [doi:10.1063/1.3684629]

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Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

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Understanding how magnetic materials respond to rapidly varying magnetic fields, as in dynamic hysteresis loops, constitutes a complex and physically interesting problem. But in order to accomplish a thorough investigation, one must necessarily consider the effects of thermal fluctuations. Albeit being present in all real systems, these are seldom included in numerical studies. The notable exceptions are the Ising systems, which have been extensively studied in the past, but describe only one of the many mechanisms of magnetization reversal known to occur. In this paper we employ the Stochastic Landau-Lifshitz formalism to study high-frequency hysteresis loops of single-domain particles with uniaxial anisotropy at an arbitrary temperature. We show that in certain conditions the magnetic response may become predominantly out-of-phase and the loops may undergo a dynamic symmetry loss. This is found to be a direct consequence of the competing responses due to the thermal fluctuations and the gyroscopic motion of the magnetization. We have also found the magnetic behavior to be exceedingly sensitive to temperature variations, not only within the superparamagnetic-ferromagnetic transition range usually considered, but specially at even lower temperatures, where the bulk of interesting phenomena is seen to take place. (C) 2011 Elsevier B.V. All rights reserved.

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We present results for longitudinal dynamic hysteresis in single domain particles with uniaxial anisotropy. The combined influence of temperature, field-sweeping frequency, and field amplitude is discussed in detail. A novel and efficient numerical method is proposed, based on the direct solution of the infinite hierarchy of differential recurrence relations obtained from averaging over the stochastic realizations of the magnetic Langevin equation. (C) 2012 American Institute of Physics. [doi:10.1063/1.3676416]

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We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).

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We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.