219 resultados para stochastic dynamically systems


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We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.

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In this work, a study on the role of the long-range term of excess Gibbs energy models in the modeling of aqueous systems containing polymers and salts is presented. Four different approaches on how to account for the presence of polymer in the long-range term were considered, and simulations were conducted considering aqueous solutions of three different salts. The analysis of water activity curves showed that, in all cases, a liquid-phase separation may be introduced by the sole presence of the polymer in the long-range term, regardless of how it is taken into account. The results lead to the conclusion that there is no single exact solution for this problem, and that any kind of approach may introduce inconsistencies.

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Cooling towers are widely used in many industrial and utility plants as a cooling medium, whose thermal performance is of vital importance. Despite the wide interest in cooling tower design, rating and its importance in energy conservation, there are few investigations concerning the integrated analysis of cooling systems. This work presents an approach for the systemic performance analysis of a cooling water system. The approach combines experimental design with mathematical modeling. An experimental investigation was carried out to characterize the mass transfer in the packing of the cooling tower as a function of the liquid and gas flow rates, whose results were within the range of the measurement accuracy. Then, an integrated model was developed that relies on the mass and heat transfer of the cooling tower, as well as on the hydraulic and thermal interactions with a heat exchanger network. The integrated model for the cooling water system was simulated and the temperature results agree with the experimental data of the real operation of the pilot plant. A case study illustrates the interaction in the system and the need for a systemic analysis of cooling water system. The proposed mathematical and experimental analysis should be useful for performance analysis of real-world cooling water systems. (C) 2009 Elsevier Ltd. All rights reserved.

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The photodegradation of the herbicide clomazone in the presence of S(2)O(8)(2-) or of humic substances of different origin was investigated. A value of (9.4 +/- 0.4) x 10(8) m(-1) s(-1) was measured for the bimolecular rate constant for the reaction of sulfate radicals with clomazone in flash-photolysis experiments. Steady state photolysis of peroxydisulfate, leading to the formation of the sulfate radicals, in the presence of clomazone was shown to be an efficient photodegradation method of the herbicide. This is a relevant result regarding the in situ chemical oxidation procedures involving peroxydisulfate as the oxidant. The main reaction products are 2-chlorobenzylalcohol and 2-chlorobenzaldehyde. The degradation kinetics of clomazone was also studied under steady state conditions induced by photolysis of Aldrich humic acid or a vermicompost extract (VCE). The results indicate that singlet oxygen is the main species responsible for clomazone degradation. The quantum yield of O(2)(a(1)Delta(g)) generation (lambda = 400 nm) for the VCE in D(2)O, Phi(Delta) = (1.3 +/- 0.1) x 10(-3), was determined by measuring the O(2)(a(1)Delta(g)) phosphorescence at 1270 nm. The value of the overall quenching constant of O(2)(a(1)Delta(g)) by clomazone was found to be (5.7 +/- 0.3) x 10(7) m(-1) s(-1) in D(2)O. The bimolecular rate constant for the reaction of clomazone with singlet oxygen was k(r) = (5.4 +/- 0.1) x 10(7) m(-1) s(-1), which means that the quenching process is mainly reactive.

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Experimental results are presented for the liquid-liquid equilibrium of aqueous two-phase systems containing a synthetic polyelectrolyte (polysodium acrylate, polysodium methacrylate, and polysodium ethylene sulfonate) and polyethylene glycol at (298.2 and 323.2) K. A total of 40 phase diagrams were obtained, comprising data both of the binodal curve (obtained through cloud-point measurements) and of equilibrium compositions. The influences of temperature, the nature of the polyelectrolyte monomer unit, and the chain length of both types of polymers are analyzed and discussed.

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Pitzer`s equation for the excess Gibbs energy of aqueous solutions of low-molecular electrolytes is extended to aqueous solutions of polyelectrolytes. The model retains the original form of Pitzer`s model (combining a long-range term, based on the Debye-Huckel equation, with a short-range term similar to the virial equation where the second osmotic virial coefficient depends on the ionic strength). The extension consists of two parts: at first, it is assumed that a constant fraction of the monomer units of the polyelectrolyte is dissociated, i.e., that fraction does not depend on the concentration of the polyelectrolyte, and at second, a modified expression for the ionic strength (wherein each charged monomer group is taken into account individually) is introduced. This modification is to account for the presence of charged polyelectrolyte chains, which cannot be regarded as punctual charges. The resulting equation was used to correlate osmotic coefficient data of aqueous solutions of a single polyelectrolyte as well as of binary mixtures of a single polyelectrolyte and a salt with low-molecular weight. It was additionally applied to correlate liquid-liquid equilibrium data of some aqueous two-phase systems that might form when a polyelectrolyte and another hydrophilic but neutral polymer are simultaneously dissolved in water. A good agreement between the experimental data and the correlation result is observed for all investigated systems. (c) 2008 Elsevier B.V. All rights reserved.

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Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

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This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

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We propose a robust and low complexity scheme to estimate and track carrier frequency from signals traveling under low signal-to-noise ratio (SNR) conditions in highly nonstationary channels. These scenarios arise in planetary exploration missions subject to high dynamics, such as the Mars exploration rover missions. The method comprises a bank of adaptive linear predictors (ALP) supervised by a convex combiner that dynamically aggregates the individual predictors. The adaptive combination is able to outperform the best individual estimator in the set, which leads to a universal scheme for frequency estimation and tracking. A simple technique for bias compensation considerably improves the ALP performance. It is also shown that retrieval of frequency content by a fast Fourier transform (FFT)-search method, instead of only inspecting the angle of a particular root of the error predictor filter, enhances performance, particularly at very low SNR levels. Simple techniques that enforce frequency continuity improve further the overall performance. In summary we illustrate by extensive simulations that adaptive linear prediction methods render a robust and competitive frequency tracking technique.

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In this work we explore the noise characteristics in lithographically-defined two terminal devices containing self-assembled InAs/InP quantum dots. The experimental ensemble of InAs dots show random telegraph noise (RTN) with tuneable relative amplitude-up to 150%-in well defined temperature and source-drain applied voltage ranges. Our numerical simulation indicates that the RTN signature correlates with a very low number of quantum dots acting as effective charge storage centres in the structure for a given applied voltage. The modulation in relative amplitude variation can thus be associated to the altered electrostatic potential profile around such centres and enhanced carrier scattering provided by a charged dot.

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We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

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In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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This work considers a semi-implicit system A, that is, a pair (S, y), where S is an explicit system described by a state representation (x)over dot(t) = f(t, x(t), u(t)), where x(t) is an element of R(n) and u(t) is an element of R(m), which is subject to a set of algebraic constraints y(t) = h(t, x(t), u(t)) = 0, where y(t) is an element of R(l). An input candidate is a set of functions v = (v(1),.... v(s)), which may depend on time t, on x, and on u and its derivatives up to a Finite order. The problem of finding a (local) proper state representation (z)over dot = g(t, z, v) with input v for the implicit system Delta is studied in this article. The main result shows necessary and sufficient conditions for the solution of this problem, under mild assumptions on the class of admissible state representations of Delta. These solvability conditions rely on an integrability test that is computed from the explicit system S. The approach of this article is the infinite-dimensional differential geometric setting of Fliess, Levine, Martin, and Rouchon (1999) (`A Lie-Backlund Approach to Equivalence and Flatness of Nonlinear Systems`, IEEE Transactions on Automatic Control, 44(5), (922-937)).

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This essay is a trial on measuring complexity in a three-trophic level system by using a convex function of the informational entropy. The complexity measure defined here is compatible with the fact that real complexity lies between ordered and disordered states. Applying this measure to the data collected for two three-trophic level systems some hints about their organization are obtained. (C) 2008 Elsevier B.V. All rights reserved.