98 resultados para Mean-field model
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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 technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.
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A new excitation model for the numerical solution of field integral equation (EFIE) applied to arbitrarily shaped monopole antennas fed by coaxial lines is presented. This model yields a stable solution for the input impedance of such antennas with very low numerical complexity and without the convergence and high parasitic capacitance problems associated with the usual delta gap excitation.
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Lightning-induced overvoltages have a considerable impact on the power quality of overhead distribution and telecommunications systems, and various models have been developed for the computation of the electromagnetic transients caused by indirect strokes. The most adequate has been shown to be the one proposed by Agrawal et al.; the Rusck model can be visualized as a particular case, as both models are equivalent when the lightning channel is perpendicular to the ground plane. In this paper, an extension of the Rusck model that enables the calculation of lightning-induced transients considering flashes to nearby elevated structures and realistic line configurations is tested against data obtained from both natural lightning and scale model experiments. The latter, performed under controlled conditions, can be used also to verify the validity of other coupling models and relevant codes. The so-called Extended Rusck Model, which is shown to be sufficiently accurate, is applied to the analysis of lightning-induced voltages on lines with a shield wire and/or surge arresters. The investigation conducted indicates that the ratio between the peak values of the voltages induced by typical first and subsequent strokes can be either greater or smaller than the unity, depending on the line configuration.
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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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Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.
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Using a dynamic systems model specifically developed for Piracicaba, Capivari and Jundia River Water Basins (BH-PCJ) as a tool to help to analyze water resources management alternatives for policy makers and decision takers, five simulations for 50 years timeframe were performed. The model estimates water supply and demand, as well as wastewater generation from the consumers at BH-PCJ. A run was performed using mean precipitation value constant, and keeping the actual water supply and demand rates, the business as usual scenario. Under these considerations, it is expected an increment of about similar to 76% on water demand, that similar to 39% of available water volume will come from wastewater reuse, and that waste load increases to similar to 91%. Falkenmark Index will change from 1,403 m(3) person(-1) year(-1) in 2004, to 734 m(3) P(-1) year(-1) by 2054, and the Sustainability Index from 0.44 to 0.20. Another four simulations were performed by affecting the annual precipitation by 90 and 110%; considering an ecological flow equal to 30% of the mean daily flow; and keeping the same rates for all other factors except for ecological flow and household water consumption. All of them showed a tendency to a water crisis in the near future at BH-PCJ.
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Leaf wetness duration (LWD) is related to plant disease occurrence and is therefore a key parameter in agrometeorology. As LWD is seldom measured at standard weather stations, it must be estimated in order to ensure the effectiveness of warning systems and the scheduling of chemical disease control. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results for operational use. However, the requirement of net radiation (Rn) is a disadvantage foroperational physical models, since this variable is usually not measured over crops or even at standard weather stations. With the objective of proposing a solution for this problem, this study has evaluated the ability of four models to estimate hourly Rn and their impact on LWD estimates using a Penman-Monteith approach. A field experiment was carried out in Elora, Ontario, Canada, with measurements of LWD, Rn and other meteorological variables over mowed turfgrass for a 58 day period during the growing season of 2003. Four models for estimating hourly Rn based on different combinations of incoming solar radiation (Rg), airtemperature (T), relative humidity (RH), cloud cover (CC) and cloud height (CH), were evaluated. Measured and estimated hourly Rn values were applied in a Penman-Monteith model to estimate LWD. Correlating measured and estimated Rn, we observed that all models performed well in terms of estimating hourly Rn. However, when cloud data were used the models overestimated positive Rn and underestimated negative Rn. When only Rg and T were used to estimate hourly Rn, the model underestimated positive Rn and no tendency was observed for negative Rn. The best performance was obtained with Model I, which presented, in general, the smallest mean absolute error (MAE) and the highest C-index. When measured LWD was compared to the Penman-Monteith LWD, calculated with measured and estimated Rn, few differences were observed. Both precision and accuracy were high, with the slopes of the relationships ranging from 0.96 to 1.02 and R-2 from 0.85 to 0.92, resulting in C-indices between 0.87 and 0.93. The LWD mean absolute errors associated with Rn estimates were between 1.0 and 1.5h, which is sufficient for use in plant disease management schemes.
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Colletotrichum gossypii var. cephalosporioides, the fungus that causes ramulosis disease of cotton, is widespread in Brazil and can cause severe yield loss. Because weather conditions greatly affect disease development, the objective of this work was to develop weather-based models to assess disease favorability. Latent period, incidence, and severity of ramulosis symptoms were evaluated in controlled environment experiments using factorial combinations of temperature (15, 20, 25, 30, and 35 degrees C) and leaf wetness duration (0, 4, 8, 16, 32, and 64 h after inoculation). Severity was modeled as an exponential function of leaf wetness duration and temperature. At the optimum temperature of disease development, 27 degrees C, average latent period was 10 days. Maximum ramulosis severity occurred from 20 to 30 degrees C, with sharp decreases at lower and higher temperatures. Ramulosis severity increased as wetness periods were increased from 4 to 32 h. In field experiments at Piracicaba, Sao Paulo State, Brazil, cotton plots were inoculated (10(5) conidia ml(-1)) and ramulosis severity was evaluated weekly. The model obtained from the controlled environment study was used to generate a disease favorability index for comparison with disease progress rate in the field. Hourly measurements of solar radiation, temperature, relative humidity, leaf wetness duration, rainfall, and wind speed were also evaluated as possible explanatory variables. Both the disease favorability model and a model based on rainfall explained ramulosis growth rate well, with R(2) of 0.89 and 0.91, respectively. They are proposed as models of ramulosis development rate on cotton in Brazil, and weather-disease relationships revealed by this work can form the basis of a warning system for ramulosis development.
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The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.
Magnetic Investigation of CoFe(2)O(4) Nanoparticles Supported in Biocompatible Polymeric Microsphere
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Magnetic investigation of spinel ferrite nanoparticles dispersed in biocompatible polymeric microspheres is reported in this study. X-ray diffraction data analysis confirms the presence of nanosized CoFe(2)O(4) particles (mean size of similar to 8 nm). This finding is corroborated by transmission electron microscopy micrographs. Magnetization isotherms suggest a spin disorder likely occurring at the nanoparticle`s surface. The saturation magnetization value is used to estimate particle concentration of 1.6 x 10(18) cm(-3) dispersed in the polymeric template. A T(1/2) dependence of the coercive field is determined in the low-temperature region (T < 30 K). The model of non-interacting mono-domains is used to estimate an effective magnetic anisotropy of K(eff) = 0.6 x 10(5) J/m(3). The K(eff) value we found is lower than the value reported for spherically-shaped CoFe(2)O(4) nanoparticles, though consistent with the low coercive field observed in the investigated sample.
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Magnetic field effects on the conductivity of different types of organic devices: undoped and dye doped aluminium (III) 8-hydroxyquinoline (Alq(3))-based organic light emitting diodes (OLEDs), electron-only Alq(3)-based diodes, and a hole-only N,N`-diphenyl-N,N`-bis(1-naphthyl)1,1`-biphenyl-4,4`-diamine (alpha-NPD)-based diode were studied at room temperature. Only negative magnetoresistance (MR) was observed for the Alq(3)-based devices. The addition of a rubrene dye in Alq(3)-based OLEDs quenches the MR by a factor of 5. The alpha-NPD hole-only device showed only positive MR. Our results are discussed with respect to the actual models for MR in organic semiconductors. Our results are in good agreement with the bipolaron model. (C) 2009 Elsevier B.V. All rights reserved.
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Background: Different hemodynamic parameters including static indicators of cardiac preload as right ventricular end-diastolic volume index (RVEDVI) and dynamic parameters as pulse pressure variation (PPV) have been used in the decision-making process regarding volume expansion in critically ill patients. The objective of this study was to compare fluid resuscitation guided by either PPV or RVEDVI after experimentally induced hemorrhagic shock. Methods: Twenty-six anesthetized and mechanically ventilated pigs were allocated into control (group I), PPV (group II), or RVEDVI (group III) group. Hemorrhagic shock was induced by blood withdrawal to target mean arterial pressure of 40 mm Hg, maintained for 60 minutes. Parameters were measured at baseline, time of shock, 60 minutes after shock, immediately after resuscitation with hydroxyethyl starch 6% (130/0.4), 1 hour and 2 hours thereafter. The endpoint of fluid resuscitation was determined as the baseline values of PPV and RVEDVI. Statistical analysis of data was based on analysis of variance for repeated measures followed by the Bonferroni test (p < 0.05). Results: Volume and time to resuscitation were higher in group III than in group II (group III = 1,305 +/- 331 mL and group II = 965 +/- 245 mL, p < 0.05; and group III = 24.8 +/- 4.7 minutes and group II = 8.8 +/- 1.3 minutes, p < 0.05, respectively). All static and dynamic parameters and biomarkers of tissue oxygenation were affected by hemorrhagic shock and nearly all parameters were restored after resuscitation in both groups. Conclusion: In the proposed model of hemorrhagic shock, resuscitation to the established endpoints was achieved within a smaller amount of time and with less volume when guided by PPV than when guided by pulmonary artery catheter-derived RVEDVI.
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Objective. The purpose of this study was to estimate the Down syndrome detection and false-positive rates for second-trimester sonographic prenasal thickness (PT) measurement alone and in combination with other markers. Methods. Multivariate log Gaussian modeling was performed using numerical integration. Parameters for the PT distribution, in multiples of the normal gestation-specific median (MoM), were derived from 105 Down syndrome and 1385 unaffected pregnancies scanned at 14 to 27 weeks. The data included a new series of 25 cases and 535 controls combined with 4 previously published series. The means were estimated by the median and the SDs by the 10th to 90th range divided by 2.563. Parameters for other markers were obtained from the literature. Results. A log Gaussian model fitted the distribution of PT values well in Down syndrome and unaffected pregnancies. The distribution parameters were as follows: Down syndrome, mean, 1.334 MoM; log(10) SD, 0.0772; unaffected pregnancies, 0.995 and 0.0752, respectively. The model-predicted detection rates for 1%, 3%, and 5% false-positive rates for PT alone were 35%, 51%, and 60%, respectively. The addition of PT to a 4 serum marker protocol increased detection by 14% to 18% compared with serum alone. The simultaneous sonographic measurement of PT and nasal bone length increased detection by 19% to 26%, and with a third sonographic marker, nuchal skin fold, performance was comparable with first-trimester protocols. Conclusions. Second-trimester screening with sonographic PT and serum markers is predicted to have a high detection rate, and further sonographic markers could perform comparably with first-trimester screening protocols.
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Meconium (MEC) is a potent inactivator of pulmonary surfactant. The authors studied the effects of polyethylene glycol addition to the exogenous surfactant over the lung mechanics and volumes. Human meconium was administrated to newborn rabbits. Animals were ventilated for 20 minutes and dynamic compliance, ventilatory pressure, and tidal volume were recorded. Animals were randomized into 3 study groups: MEC group (without surfactant therapy); S100 group (100 mg/kg surfactant); and PEG group (100 mg/kg porcine surfactant plus 5% PEG). After ventilation, a pulmonary pressure-volume curve was built. Histological analysis was carried out to calculate the mean alveolar size (Lm) and the distortion index (DI). Both groups treated with surfactant showed higher values of dynamic pulmonary compliance and lower ventilatory pressure, compared with the MEC group (P .05). S100 group had a larger maximum lung volume, V30, compared with the MEC group (P .05). Lm and DI values were smaller in the groups treated with surfactant than in the MEC group (P .05). No differences were observed between the S100 and PEG groups. Animals treated with surfactant showed significant improvement in pulmonary function as compared to nontreated animals. PEG added to exogenous surfactant did not improve lung mechanics or volumes.