24 resultados para STOCHASTIC DYNAMICS
Resumo:
This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.
Resumo:
This paper concerns dynamics and bifurcations properties of a class of continuous-defined one-dimensional maps, in a three-dimensional parameter space: Blumberg's functions. This family of functions naturally incorporates a major focus of ecological research: the Allee effect. We provide a necessary condition for the occurrence of this phenomenon, associated with the stability of a fixed point. A central point of our investigation is the study of bifurcations structure for this class of functions. We verified that under some sufficient conditions, Blumberg's functions have a particular bifurcations structure: the big bang bifurcations of the so-called "box-within-a-box" type, but for different kinds of boxes. Moreover, it is verified that these bifurcation cascades converge to different big bang bifurcation curves, where for the corresponding parameter values are associated distinct attractors. This work contributes to clarify the big bang bifurcation analysis for continuous maps. To support our results, we present fold and flip bifurcations curves and surfaces, and numerical simulations of several bifurcation diagrams.
Resumo:
Team sports represent complex systems: players interact continuously during a game, and exhibit intricate patterns of interaction, which can be identified and investigated at both individual and collective levels. We used Voronoi diagrams to identify and investigate the spatial dynamics of players' behavior in Futsal. Using this tool, we examined 19 plays of a sub-phase of a Futsal game played in a reduced area (20 m(2)) from which we extracted the trajectories of all players. Results obtained from a comparative analysis of player's Voronoi area (dominant region) and nearest teammate distance revealed different patterns of interaction between attackers and defenders, both at the level of individual players and teams. We found that, compared to defenders, larger dominant regions were associated with attackers. Furthermore, these regions were more variable in size among players from the same team but, at the player level, the attackers' dominant regions were more regular than those associated with each of the defenders. These findings support a formal description of the dynamic spatial interaction of the players, at least during the particular sub-phase of Futsal investigated. The adopted approach may be extended to other team behaviors where the actions taken at any instant in time by each of the involved agents are associated with the space they occupy at that particular time.
Resumo:
A new method is proposed to control delayed transitions towards extinction in single population theoretical models with discrete time undergoing saddle-node bifurcations. The control method takes advantage of the delaying properties of the saddle remnant arising after the bifurcation, and allows to sustain populations indefinitely. Our method, which is shown to work for deterministic and stochastic systems, could generally be applied to avoid transitions tied to one-dimensional maps after saddle-node bifurcations.
Resumo:
A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.
Resumo:
Defective interfering (DI) viruses are thought to cause oscillations in virus levels, known as the ‘Von Magnus effect’. Interference by DI viruses has been proposed to underlie these dynamics, although experimental tests of this idea have not been forthcoming. For the baculoviruses, insect viruses commonly used for the expression of heterologous proteins in insect cells, the molecular mechanisms underlying DI generation have been investigated. However, the dynamics of baculovirus populations harboring DIs have not been studied in detail. In order to address this issue, we used quantitative real-time PCR to determine the levels of helper and DI viruses during 50 serial passages of Autographa californica multiple nucleopolyhedrovirus (AcMNPV) in Sf21 cells. Unexpectedly, the helper and DI viruses changed levels largely in phase, and oscillations were highly irregular, suggesting the presence of chaos. We therefore developed a simple mathematical model of baculovirus-DI dynamics. This theoretical model reproduced patterns qualitatively similar to the experimental data. Although we cannot exclude that experimental variation (noise) plays an important role in generating the observed patterns, the presence of chaos in the model dynamics was confirmed with the computation of the maximal Lyapunov exponent, and a Ruelle-Takens-Newhouse route to chaos was identified at decreasing production of DI viruses, using mutation as a control parameter. Our results contribute to a better understanding of the dynamics of DI baculoviruses, and suggest that changes in virus levels over passages may exhibit chaos.
Resumo:
This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Cellulose and its derivatives, such as hydroxypropylcellulose (HPC) have been studied for a long time but they are still not well understood particularly in liquid crystalline solutions. These systems can be at the origin of networks with properties similar to liquid crystalline (LC) elastomers. The films produced from LC solutions can be manipulated by the action of moisture allowing for instance the development of a soft motor (Geng et al., 2013) driven by humidity. Cellulose nanocrystals (CNC), which combine cellulose properties with the specific characteristics of nanoscale materials, have been mainly studied for their potential as a reinforcing agent. Suspensions of CNC can also self-order originating a liquid-crystalline chiral nematic phases. Considering the liquid crystalline features that both LC-HPC and CNC can acquire, we prepared LC-HPC/CNC solutions with different CNC contents (1,2 and 5 wt.%). The effect of the CNC into the LC-HPC matrix was determined by coupling rheology and NMR spectroscopy - Rheo-NMR a technique tailored to analyse orientational order in sheared systems. (C) 2015 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, motivated by the interest and relevance of the study of tumor growth models, a central point of our investigation is the study of the chaotic dynamics and the bifurcation structure of Weibull-Gompertz-Fréchet's functions: a class of continuousdefined one-dimensional maps. Using symbolic dynamics techniques and iteration theory, we established that depending on the properties of this class of functions in a neighborhood of a bifurcation point PBB, in a two-dimensional parameter space, there exists an order regarding how the infinite number of periodic orbits are born: the Sharkovsky ordering. Consequently, the corresponding symbolic sequences follow the usual unimodal kneading sequences in the topological ordered tree. We verified that under some sufficient conditions, Weibull-Gompertz-Fréchet's functions have a particular bifurcation structure: a big bang bifurcation point PBB. This fractal bifurcations structure is of the so-called "box-within-a-box" type, associated to a boxe ω1, where an infinite number of bifurcation curves issues from. This analysis is done making use of fold and flip bifurcation curves and symbolic dynamics techniques. The present paper is an original contribution in the framework of the big bang bifurcation analysis for continuous maps.