4 resultados para stochastic dynamic systems
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
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.
Resumo:
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]
Resumo:
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.
Resumo:
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.