8 resultados para Method of moment

em Repositório Científico do Instituto Politécnico de Lisboa - Portugal


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The pressurization of hydraulic systems containing entrapped air is considered a critical condition for the infrastructure's security due to transient pressure variations often occurred. The objective of the present study is the computational evaluation of trends observed in variation of maximum surge pressure resulting from rapid pressurizations. The comparison of the results with those obtained in previous studies is also undertaken. A brief state of art in this domain is presented. This research work is applied to an experimental system having entrapped air in the top of a vertical pipe section. The evaluation is developed through the elastic model based on the method of characteristics, considering a moving liquid boundary, with the results being compared with those achieved with the rigid liquid column model.

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The pressurization of hydraulic systems containing entrapped air is considered a critical condition for the infrastructure's security due to transient pressure variations often occurred. The objective of the present study is the computational evaluation of trends observed in variation of maximum surge pressure resulting from rapid pressurizations. The comparison of the results with those obtained in previous studies is also undertaken. A brief state of art in this domain is presented. This research work is applied to an experimental system having entrapped air in the top of a vertical pipe section. The evaluation is developed through the elastic model based on the method of characteristics, considering a moving liquid boundary, with the results being compared with those achieved with the rigid liquid column model.

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The presence of entrapped air in pressurized hydraulic systems is considered a critical condition for the infrastructure security, due to the transient pressure enhancement related with its dynamic behaviour, similar to non-linear spring action. A mathematical model for the assessment of hydraulic transients resulting from rapid pressurizations, under referred condition is presented. Water movement was modeled through the elastic column theory considering a moving liquid boundary and the entrapped air pocket as lumped gas mass, where the acoustic effects are negligible. The method of characteristics was used to obtain the numerical solution of the liquid flow. The resulting model is applied to an experimental set-up having entrapped air in the top of a vertical pipe section and the numerical results are analyzed.

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The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

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n this paper we make an exhaustive study of the fourth order linear operator u((4)) + M u coupled with the clamped beam conditions u(0) = u(1) = u'(0) = u'(1) = 0. We obtain the exact values on the real parameter M for which this operator satisfies an anti-maximum principle. Such a property is equivalent to the fact that the related Green's function is nonnegative in [0, 1] x [0, 1]. When M < 0 we obtain the best estimate by means of the spectral theory and for M > 0 we attain the optimal value by studying the oscillation properties of the solutions of the homogeneous equation u((4)) + M u = 0. By using the method of lower and upper solutions we deduce the existence of solutions for nonlinear problems coupled with this boundary conditions. (C) 2011 Elsevier Ltd. All rights reserved.

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: In this work we derive an analytical solution given by Bessel series to the transient and one-dimensional (1D) bioheat transfer equation in a multi-layer region with spatially dependent heat sources. Each region represents an independent biological tissue characterized by temperature-invariant physiological parameters and a linearly temperature dependent metabolic heat generation. Moreover, 1D Cartesian, cylindrical or spherical coordinates are used to define the geometry and temperature boundary conditions of first, second and third kinds are assumed at the inner and outer surfaces. We present two examples of clinical applications for the developed solution. In the first one, we investigate two different heat source terms to simulate the heating in a tumor and its surrounding tissue, induced during a magnetic fluid hyperthermia technique used for cancer treatment. To obtain an accurate analytical solution, we determine the error associated with the truncated Bessel series that defines the transient solution. In the second application, we explore the potential of this model to study the effect of different environmental conditions in a multi-layered human head model (brain, bone and scalp). The convective heat transfer effect of a large blood vessel located inside the brain is also investigated. The results are further compared with a numerical solution obtained by the Finite Element Method and computed with COMSOL Multi-physics v4.1 (c). (c) 2013 Elsevier Ltd. All rights reserved.

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This paper introduces a new unsupervised hyperspectral unmixing method conceived to linear but highly mixed hyperspectral data sets, in which the simplex of minimum volume, usually estimated by the purely geometrically based algorithms, is far way from the true simplex associated with the endmembers. The proposed method, an extension of our previous studies, resorts to the statistical framework. The abundance fraction prior is a mixture of Dirichlet densities, thus automatically enforcing the constraints on the abundance fractions imposed by the acquisition process, namely, nonnegativity and sum-to-one. A cyclic minimization algorithm is developed where the following are observed: 1) The number of Dirichlet modes is inferred based on the minimum description length principle; 2) a generalized expectation maximization algorithm is derived to infer the model parameters; and 3) a sequence of augmented Lagrangian-based optimizations is used to compute the signatures of the endmembers. Experiments on simulated and real data are presented to show the effectiveness of the proposed algorithm in unmixing problems beyond the reach of the geometrically based state-of-the-art competitors.

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The Chaves basin is a pull-apart tectonic depression implanted on granites, schists, and graywackes, and filled with a sedimentary sequence of variable thickness. It is a rather complex structure, as it includes an intricate network of faults and hydrogeological systems. The topography of the basement of the Chaves basin still remains unclear, as no drill hole has ever intersected the bottom of the sediments, and resistivity surveys suffer from severe equivalence issues resulting from the geological setting. In this work, a joint inversion approach of 1D resistivity and gravity data designed for layered environments is used to combine the consistent spatial distribution of the gravity data with the depth sensitivity of the resistivity data. A comparison between the results from the inversion of each data set individually and the results from the joint inversion show that although the joint inversion has more difficulty adjusting to the observed data, it provides more realistic and geologically meaningful models than the ones calculated by the inversion of each data set individually. This work provides a contribution for a better understanding of the Chaves basin, while using the opportunity to study further both the advantages and difficulties comprising the application of the method of joint inversion of gravity and resistivity data.