70 resultados para Optimal hedging ratio
Resumo:
Wetting balance tests of copper sheets submerged in tin solder baths were carried out in a completely automatic wetting balance. Wetting curves were examined for three different values of sheet thickness and four different solder bath temperatures. Most of the wetting curves showed a distorted shape relative to that of a standard curve, preventing calculation of important wetting parameters, such as the wetting rate and the wetting force. The wetting tests showed that the distortion increased for a thicker sheet thickness and a lower solder bath temperature, being the result of solder bath solidification around the submerged sheet substrate. (C) 2008 Elsevier B.V. All rights reserved.
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The thermal performance of a cooling tower and its cooling water system is critical for industrial plants, and small deviations from the design conditions may cause severe instability in the operation and economics of the process. External disturbances such as variation in the thermal demand of the process or oscillations in atmospheric conditions may be suppressed in multiple ways. Nevertheless, such alternatives are hardly ever implemented in the industrial operation due to the poor coordination between the utility and process sectors. The complexity of the operation increases because of the strong interaction among the process variables. In the present work, an integrated model for the minimization of the operating costs of a cooling water system is developed. The system is composed of a cooling tower as well as a network of heat exchangers. After the model is verified, several cases are studied with the objective of determining the optimal operation. It is observed that the most important operational resources to mitigate disturbances in the thermal demand of the process are, in this order: the increase in recycle water flow rate, the increase in air flow rate and finally the forced removal of a portion of the water flow rate that enters the cooling tower with the corresponding make-up flow rate. (C) 2009 Elsevier Ltd. All rights reserved.
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The objective of this paper is to develop a mathematical model for the synthesis of anaerobic digester networks based on the optimization of a superstructure that relies on a non-linear programming formulation. The proposed model contains the kinetic and hydraulic equations developed by Pontes and Pinto [Chemical Engineering journal 122 (2006) 65-80] for two types of digesters, namely UASB (Upflow Anaerobic Sludge Blanket) and EGSB (Expanded Granular Sludge Bed) reactors. The objective function minimizes the overall sum of the reactor volumes. The optimization results show that a recycle stream is only effective in case of a reactor with short-circuit, such as the UASB reactor. Sensitivity analysis was performed in the one and two-digester network superstructures, for the following parameters: UASB reactor short-circuit fraction and the EGSB reactor maximum organic load, and the corresponding results vary considerably in terms of digester volumes. Scenarios for three and four-digester network superstructures were optimized and compared with the results from fewer digesters. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
There is an increasing need to treat effluents contaminated with phenol with advanced oxidation processes (AOPs) to minimize their impact on the environment as well as on bacteriological populations of other wastewater treatment systems. One of the most promising AOPs is the Fenton process that relies on the Fenton reaction. Nevertheless, there are no systematic studies on Fenton reactor networks. The objective of this paper is to develop a strategy for the optimal synthesis of Fenton reactor networks. The strategy is based on a superstructure optimization approach that is represented as a mixed integer non-linear programming (MINLP) model. Network superstructures with multiple Fenton reactors are optimized with the objective of minimizing the sum of capital, operation and depreciation costs of the effluent treatment system. The optimal solutions obtained provide the reactor volumes and network configuration, as well as the quantities of the reactants used in the Fenton process. Examples based on a case study show that multi-reactor networks yield decrease of up to 45% in overall costs for the treatment plant. (C) 2010 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.
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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
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The most popular algorithms for blind equalization are the constant-modulus algorithm (CMA) and the Shalvi-Weinstein algorithm (SWA). It is well-known that SWA presents a higher convergence rate than CMA. at the expense of higher computational complexity. If the forgetting factor is not sufficiently close to one, if the initialization is distant from the optimal solution, or if the signal-to-noise ratio is low, SWA can converge to undesirable local minima or even diverge. In this paper, we show that divergence can be caused by an inconsistency in the nonlinear estimate of the transmitted signal. or (when the algorithm is implemented in finite precision) by the loss of positiveness of the estimate of the autocorrelation matrix, or by a combination of both. In order to avoid the first cause of divergence, we propose a dual-mode SWA. In the first mode of operation. the new algorithm works as SWA; in the second mode, it rejects inconsistent estimates of the transmitted signal. Assuming the persistence of excitation condition, we present a deterministic stability analysis of the new algorithm. To avoid the second cause of divergence, we propose a dual-mode lattice SWA, which is stable even in finite-precision arithmetic, and has a computational complexity that increases linearly with the number of adjustable equalizer coefficients. The good performance of the proposed algorithms is confirmed through numerical simulations.
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Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.
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Haematopoiesis and blood cells` functions can be influenced by dietary concentration of nutrients. This paper studied the effects of dietary protein:energy ratio on the growth and haematology of pacu, Piaractus mesopotamicus. Fingerling pacu (15.5 +/- 0.4 g) were fed twice a day for 10 weeks until apparent saciety with diets containing 220, 260, 300, 340 or 380 g kg(-1) crude protein (CP) and 10.88, 11.72, 12.55, 13.39, 14.22 MJ kg(-1) digestible energy (DE) in a totally randomized experimental design, 5 x 5 factorial scheme (n=3). Weight gain and specific growth rate were affected (P < 0.05) by protein level only. Protein efficiency ratio decreased (P < 0.05) with increasing dietary protein at all levels of dietary energy. Daily feed intake decreased (P < 0.05) with increasing dietary energy. Mean corpuscular haemoglobin concentration was affected (P < 0.05) by DE and interaction between dietary CP and DE. Total plasma protein increased (P < 0.05) with dietary protein and energy levels. Plasma glucose decreased (P < 0.05) with increasing dietary protein. The CP requirement and optimum protein:energy ratio for weight gain of pacu fingerlings, determined using broken-line model, were 271 g kg(-1) and 22.18 g CP MJ(-1) DE respectively. All dietary CP and DE levels studied did not pose damages to fish health.
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The variation in the Ca:Mg ratio in amendments used to neutralize soil acidity is one way of altering the availability of those nutrients to the plants in acid soils. The objective of the work was to evaluate the effect of different proportions of calcium and magnesium in the form of CaCO(3) and MgCO(3) Oil the nutrient uptake, and initial production of dry matter by corn plants. The study was carried out in greenhouse conditions, in Lages, SC, with a completely randomized experimental design, with three replications. The treatments were the application of equivalent to 21.0 t ha(-1) of lime, using mixtures of CaCO(3) and MgCO(3) in several proportions to obtain different Ca:Mg ratios (1: 1, 2:1, 4:1, 8:1, 16:1 and 32:1), on a Humic Alic Cambisol, with 310 g kg(-1) of clay. The application of treatments caused the following Ca:Mg ratios in the CEC: 1. 1: 1, 2.1:1, 4.0:1, 8.1:1, 16.4:1 and 31.8:1. The high concentrations of exchangeable Ca in soil caused by addition of lime with high Ca content inhibited the uptake of Mg and K by the corn plants. The increase in the soil Ca:Mg ratio reduced the dry matter production and height of plants in the initial stage of development.
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Microemulsion electrokinetic capillary chromatography has been successfully applied to the separation and determination of water-soluble vitamins (thiamine hydrochloride, riboflavin, niacin, pyridoxine hydrochloride, folic acid, cobalamin, ascorbic acid) and a fat-soluble vitamin (alpha-tocopherol acetate). The optimal microemulsion buffer contained sodium dodecylsulfate (SDS) as surfactant, butan-1-ol as the co-surfactant, ethyl acetate as the oil and pH 9.2 tetraborate buffer, modified with 15% (v/v) 2-propanol. UV detection at 214 nm gave adequate sensitivity without interference from sample excipients. Under the optimized conditions, the vitamins were baseline separated in less than 7 min. Analytical curves of peak area versus concentration presented coefficients of determination (R (2) ) > 0.99, acceptable limits of quantification between 8.40 and 16.23 mu g mL(-1) were obtained. Vitamin levels in liquid formulation were quantified with intra-day precision better than 0.99% RSD for migration time and 1.19% RSD for peak area ratio. Recoveries ranged between 98.7 and 101.7%. The method was considered appropriate for rapid and routine analysis.
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A variety of raw materials have been used in fermentation process. This study shows the use of rice straw hemicellulosic hydrolysate, as the only source of nutrient, to produce high added-value products. In the present work, the activity of the enzymes xylose reductase (XR); xylitol dehydrogenase (XD); and glucose-6-phosphate dehydrogenase (G6PD) during cultivation of Candida guilliermondii on rice straw hemicellulosic hydrolysate was measured and correlated with xylitol production under different pH values (around 4.5 and 7.5) and initial xylose concentration (around 30 and 70 g l(-1)). Independent of the pH value and xylose concentration evaluated, the title of XD remained constant. On the other hand, the volumetric activity of G6PD increased whereas the level of XR decreased when the initial xylose concentration was increased from 30 to 70 g l(-1). The highest values of xylitol productivity (Q (P) a parts per thousand 0.40 g l(-1)) and yield factor (Y (P/S) a parts per thousand 0.60 g g(-1)) were reached at highest G6PD/XR ratio and lowest XR/XD ratio. These results suggest that NADPH concentrations influence the formation of xylitol more than the activity ratios of the enzymes XR and XD. Thus, an optimal rate between G6PD and XR must be reached in order to optimize the xylitol production.
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The postharvest development of crown rot of bananas depends notably on the fruit susceptibility to this disease at harvest. It has been shown that fruit susceptibility to crown rot is variable and it was suggested that this depends on environmental preharvest factors. However, little is known about the preharvest factors influencing this susceptibility. The aim of this work was to evaluate the extent to which fruit filling characteristics during growth and the fruit development stage influence the banana susceptibility to crown rot. This involved evaluating the influence of (a) the fruit position at different levels of the banana bunch (hands) and (b) changing the source-sink ratio (So-Si ratio), on the fruit susceptibility to crown rot. The fruit susceptibility was determined by measuring the internal necrotic surface (INS) after artificial inoculation of Colletotrichum musae. A linear correlation (r = -0.95) was found between the hand position on the bunch and the INS. The So-Si ratio was found to influence the pomological characteristics of the fruits and their susceptibility to crown rot. Fruits of bunches from which six hands were removed (two hands remaining on the bunch) proved to be significantly less susceptible to crown rot (INS = 138.3 mm 2) than those from bunches with eight hands (INS = 237.9 mm 2). The banana susceptibility to crown rot is thus likely to be influenced by the fruit development stage and filling characteristics. The present results highlight the importance of standardising hand sampling on a bunch when testing fruit susceptibility to crown rot. They also show that hand removal in the field has advantages in the context of integrated pest management, making it possible to reduce fruit susceptibility to crown rot while increasing fruit size.
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Inclusion complexes of Lippia sidoides essential oil and beta-cyclodextrin were obtained by slurry method and its solid powdered form was prepared using spray drying. The influence of the spray drying, as well as the different essential oil:beta-cyclodextrin ratio on the characteristics of the final product was investigated. With regard to the total oil retention 1:10 mass/mass ratio as optimal was found between the essential oil and beta-cyclodextrin. Thermoanalytical techniques (TG, EGD, TG-MS) were used to support the formation of inclusion complex and to examine their physicochemical properties after accelerated storage conditions. It may be assumed that the thermal properties of the complexes were influenced not only by the different essential oil/beta-cyclodextrin ratio but also by the storage conditions. In the aspect of their thermal stabilities, complex prepared with 1:10 m/m ratio (essential oil: beta-cyclodextrin) was the most stable one.
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Pregnant women are one of the most sensitive populations to the toxic effects associated with lead (Pb) exposure. These effects are primarily associated with plasma Pb (Pb-P), which reflects the most rapidly exchangeable fraction of Pb in the bloodstream, and elevated maternal Pb-P may be more relevant to foetal Pb exposure than whole blood Pb (Pb-B). We investigated how pregnancy affects Pb-B, Pb-P and %Pb-P/Pb-B ratios without the influence of the 6-aminolevulinic acid dehydratase (ALAD) G177C polymorphism, which is a major genetic factor influencing Pb-B, Pb-P and %Pb-P/Pb-B ratios. Genotypes for the ALAD G177C polymorphism were determined by PCR and restriction fragment length digestion in nine pregnant and 20 non-pregnant women, aged 18-33, environmentally exposed to Pb. Here, we included only women with ALAD 1-1 genotype. Pb-P and Pb-B were determined by inductively coupled plasma mass spectrometry and by graphite furnace atomic absorption spectrometry, respectively. We found no differences in Pb-B (P > 0.05). However, pregnant women had a 2-fold increase in Pb-P and a 3-fold increase in %Pb-P/Pb-B (both P < 0.01) compared to nonpregnant women. These alterations in Pb concentrations associated with pregnancy are similar to those associated with different ALAD gene variants. We can now better appreciate how pregnancy affects foetal exposure to Pb without the influence of this important genetic factor.
Resumo:
Purpose - Using Brandenburger and Nalebuff`s 1995 co-opetition model as a reference, the purpose of this paper is to seek to develop a tool that, based on the tenets of classical game theory, would enable scholars and managers to identify which games may be played in response to the different conflict of interest situations faced by companies in their business environments. Design/methodology/approach - The literature on game theory and business strategy are reviewed and a conceptual model, the strategic games matrix (SGM), is developed. Two novel games are described and modeled. Findings - The co-opetition model is not sufficient to realistically represent most of the conflict of interest situations faced by companies. It seeks to address this problem through development of the SGM, which expands upon Brandenburger and Nalebuff`s model by providing a broader perspective, through incorporation of an additional dimension (power ratio between players) and three novel, respectively, (rival, individualistic, and associative). Practical implications - This proposed model, based on the concepts of game theory, should be used to train decision- and policy-makers to better understand, interpret and formulate conflict management strategies. Originality/value - A practical and original tool to use game models in conflict of interest situations is generated. Basic classical games, such as Nash, Stackelberg, Pareto, and Minimax, are mapped on the SGM to suggest in which situations they Could be useful. Two innovative games are described to fit four different types of conflict situations that so far have no corresponding game in the literature. A test application of the SGM to a classic Intel Corporation strategic management case, in the complex personal computer industry, shows that the proposed method is able to describe, to interpret, to analyze, and to prescribe optimal competitive and/or cooperative strategies for each conflict of interest situation.