Elementos estruturais de um modelo formal dos esportes coletivos de invasão

O desenvolvimento de um modelo formal da estratégia e da dinâmica do jogo constitui uma contribuição científica original no contexto dos esportes coletivos de invasão. O procedimento construtivo de uma estratégia definido no modelo é composto de cinco conjuntos de elementos ordenados em níveis hierárquicos, que suportam o desenho de estratégias capazes de orientar adequadamente uma equipe em um jogo. Uma vez definido o modelo da estratégia, a formalização da dinâmica do jogo permite sua contextualização no momento de sua aplicação para orientar os jogadores no confronto. O jogo teve sua estrutura decomposta e suas propriedades dinâmicas fundamentais foram definidas. Dessa forma, a modelagem da dinâmica da oposição e da estratégia se complementam, pois definem os momentos nos quais a informação estratégica é utilizada pelos jogadores. A estrutura formal apresentada inaugura uma linha de pesquisa que poderá contribuir para limitar a subjetividade na definição dos critérios de análise de futuros desenhos experimentais, levando à interpretações e comparações mais acuradas dos resultados dos estudos.

Influence of the magnetization damping on dynamic hysteresis loops in single domain particles

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]

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Dynamic symmetry loss of high-frequency hysteresis loops in single-domain particles with uniaxial anisotropy

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.

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

Detecting an abnormality in a recovery boiler using dynamic multivariate data analysis with parallel coordinate plots

Data visualization techniques are powerful in the handling and analysis of multivariate systems. One such technique known as parallel coordinates was used to support the diagnosis of an event, detected by a neural network-based monitoring system, in a boiler at a Brazilian Kraft pulp mill. Its attractiveness is the possibility of the visualization of several variables simultaneously. The diagnostic procedure was carried out step-by-step going through exploratory, explanatory, confirmatory, and communicative goals. This tool allowed the visualization of the boiler dynamics in an easier way, compared to commonly used univariate trend plots. In addition it facilitated analysis of other aspects, namely relationships among process variables, distinct modes of operation and discrepant data. The whole analysis revealed firstly that the period involving the detected event was associated with a transition between two distinct normal modes of operation, and secondly the presence of unusual changes in process variables at this time.

A Model-Based Approach for Small-Signal Stability Assessment of Unbalanced Power Systems

In this paper, a modeling technique for small-signal stability assessment of unbalanced power systems is presented. Since power distribution systems are inherently unbalanced, due to its lines and loads characteristics, and the penetration of distributed generation into these systems is increasing nowadays, such a tool is needed in order to ensure a secure and reliable operation of these systems. The main contribution of this paper is the development of a phasor-based model for the study of dynamic phenomena in unbalanced power systems. Using an assumption on the net torque of the generator, it is possible to precisely define an equilibrium point for the phasor model of the system, thus enabling its linearization around this point, and, consequently, its eigenvalue/eigenvector analysis for small-signal stability assessment. The modeling technique presented here was compared to the dynamic behavior observed in ATP simulations and the results show that, for the generator and controller models used, the proposed modeling approach is adequate and yields reliable and precise results.

Dynamic Features for Iris Recognition

The human eye is sensitive to visible light. Increasing illumination on the eye causes the pupil of the eye to contract, while decreasing illumination causes the pupil to dilate. Visible light causes specular reflections inside the iris ring. On the other hand, the human retina is less sensitive to near infra-red (NIR) radiation in the wavelength range from 800 nm to 1400 nm, but iris detail can still be imaged with NIR illumination. In order to measure the dynamic movement of the human pupil and iris while keeping the light-induced reflexes from affecting the quality of the digitalized image, this paper describes a device based on the consensual reflex. This biological phenomenon contracts and dilates the two pupils synchronously when illuminating one of the eyes by visible light. In this paper, we propose to capture images of the pupil of one eye using NIR illumination while illuminating the other eye using a visible-light pulse. This new approach extracts iris features called "dynamic features (DFs)." This innovative methodology proposes the extraction of information about the way the human eye reacts to light, and to use such information for biometric recognition purposes. The results demonstrate that these features are discriminating features, and, even using the Euclidean distance measure, an average accuracy of recognition of 99.1% was obtained. The proposed methodology has the potential to be "fraud-proof," because these DFs can only be extracted from living irises.

Linear parameter varying control design for rotating systems supported by journal bearings

Linear parameter varying (LPV) control is a model-based control technique that takes into account time-varying parameters of the plant. In the case of rotating systems supported by lubricated bearings, the dynamic characteristics of the bearings change in time as a function of the rotating speed. Hence, LPV control can tackle the problem of run-up and run-down operational conditions when dynamic characteristics of the rotating system change significantly in time due to the bearings and high vibration levels occur. In this work, the LPV control design for a flexible shaft supported by plain journal bearings is presented. The model used in the LPV control design is updated from unbalance response experimental results and dynamic coefficients for the entire range of rotating speeds are obtained by numerical optimization. Experimental implementation of the designed LPV control resulted in strong reduction of vibration amplitudes when crossing the critical speed, without affecting system behavior in sub- or supercritical speeds. (C) 2012 Elsevier Ltd. All rights reserved.

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

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.

A Novel Method of Evaluating Ureteropelvic Junction Obstruction: Dynamic Near Infrared Fluorescence Imaging Compared to Standard Modalities to Assess Urinary Obstruction in a Swine Model

Purpose: Dynamic near infrared fluorescence imaging of the urinary tract provides a promising way to diagnose ureteropelvic junction obstruction. Initial studies demonstrated the ability to visualize urine flow and peristalsis in great detail. We analyzed the efficacy of near infrared imaging in evaluating ureteropelvic junction obstruction, renal involvement and the anatomical detail provided compared to conventional imaging modalities. Materials and Methods: Ten swine underwent partial or complete unilateral ureteral obstruction. Groups were survived for the short or the long term. Imaging was performed with mercaptoacetyltriglycine diuretic renogram, magnetic resonance urogram, excretory urogram, ultrasound and near infrared imaging. Scoring systems for ureteropelvic junction obstruction were developed for magnetic resonance urogram and near infrared imaging. Physicians and medical students graded ureteropelvic junction obstruction based on magnetic resonance urogram and near infrared imaging results. Results: Markers of vascular and urinary dynamics were quantitatively consistent among control renal units. The same markers were abnormal in obstructed renal units with significantly different times of renal phase peak, start of pelvic phase and start of renal uptake. Such parameters were consistent with those obtained with mercaptoacetyltriglycine diuretic renography. Near infrared imaging provided live imaging of urinary flow, which was helpful in identifying the area of obstruction for surgical planning. Physicians and medical students categorized the degree of obstruction appropriately for fluorescence imaging and magnetic resonance urogram. Conclusions: Near infrared imaging offers a feasible way to obtain live, dynamic images of urine flow and ureteral peristalsis. Qualitative and quantitative parameters were comparable to those of conventional imaging. Findings support fluorescence imaging as an accurate, easy to use method of diagnosing ureteropelvic junction obstruction.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.

Network-based stochastic semisupervised learning

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

PERFORMANCE EVALUATION OF RESOURCE-AWARE BUSINESS PROCESSES USING STOCHASTIC AUTOMATA NETWORKS

In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.