18 resultados para Non-Gaussian dynamic models
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
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Neste trabalho é efectuado, não só o diagnóstico em regime permanente, mas também o estudo, simulação e análise do comportamento dinâmico da rede eléctrica da ilha de São Vicente em Cabo Verde. Os estudos de estabilidade transitória desempenham um importante papel, tanto no planeamento como na operação dos sistemas de potência. Tais estudos são realizados, em grande parte, através de simulação digital no domínio do tempo, utilizando integração numérica para resolver as equações não-lineares que modelam a dinâmica do sistema e dependem da existência de registos reais de perturbação (ex: osciloperturbografia). O objectivo do trabalho será também verificar a aplicabilidade dos requisitos técnicos que as unidades geradoras devem ter, no que concerne ao controlo de tensão, estabelecidos na futura regulamentação europeia desenvolvida pela ENTSO-E (European Network Transmission System Operator for Electricity). De entre os requisitos analisou-se a capacidade das máquinas existentes suportarem cavas de tensão decorrentes de curto-circuitos trifásicos simétricos, Fault Ride Through, no ponto de ligação à rede. Identificaram-se para o efeito os factores que influenciam a estabilidade desta rede, em regime perturbado nomeadamente: (i) duração do defeito, (ii) caracterização da carga, com e sem a presença do sistema de controlo de tensão (AVR) em unidades de geração síncronas. Na ausência de registos reais sobre o comportamento do sistema, conclui-se que este é sensível à elasticidade das cargas em particular do tipo potência constante, existindo risco de perda de estabilidade, neste caso, para defeitos superiores a 5ms sem AVR. A existência de AVR nesta rede afigura-se como indispensável para garantir estabilidade de tensão sendo contudo necessário proceder a uma correcta parametrização.
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Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Área de especialização: Ressonância Magnética
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This paper proposes the use of a Modular Marx Multilevel Converter, as a solution for energy integration between an offshore Wind Farm and the power grid network. The Marx modular multilevel converter is based on the Marx generator, and solves two typical problems in this type of multilevel topologies: modularity and dc capacitor voltage balancing. This paper details the strategy for dc capacitor voltage equalization. The dynamic models of the converter and power grid are presented in order to design the converter ac output voltages and the dc capacitor voltage controller. The average current control is presented and used for power flow control, harmonics and reactive power compensation. Simulation results are presented in order to show the effectiveness of the proposed (MC)-C-3 topology.
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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil
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Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.
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Sandwich structures with soft cores are widely used in applications where a high bending stiffness is required without compromising the global weight of the structure, as well as in situations where good thermal and damping properties are important parameters to observe. As equivalent single layer approaches are not the more adequate to describe realistically the kinematics and the stresses distributions as well as the dynamic behaviour of this type of sandwiches, where shear deformations and the extensibility of the core can be very significant, layerwise models may provide better solutions. Additionally and in connection with this multilayer approach, the selection of different shear deformation theories according to the nature of the material that constitutes the core and the outer skins can predict more accurately the sandwich behaviour. In the present work the authors consider the use of different shear deformation theories to formulate different layerwise models, implemented through kriging-based finite elements. The viscoelastic material behaviour, associated to the sandwich core, is modelled using the complex approach and the dynamic problem is solved in the frequency domain. The outer elastic layers considered in this work may also be made from different nanocomposites. The performance of the models developed is illustrated through a set of test cases. (C) 2015 Elsevier Ltd. All rights reserved.
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In this review paper different designs based on stacked p-i'-n-p-i-n heterojunctions are presented and compared with the single p-i-n sensing structures. The imagers utilise self-field induced depletion layers for light detection and a modulated laser beam for sequential readout. The effect of the sensing element structure, cell configurations (single or tandem), and light source properties (intensity and wavelength) are correlated with the sensor output characteristics (light-to-dark sensivity, spatial resolution, linearity and S/N ratio). The readout frequency is optimized showing that scans speeds up to 104 lines per second can be achieved without degradation in the resolution. Multilayered p-i'-n-p-i-n heterostructures can also be used as wavelength-division multiplexing /demultiplexing devices in the visible range. Here the sensor element faces the modulated light from different input colour channels, each one with a specific wavelength and bit rate. By reading out the photocurrent at appropriated applied bias, the information is multiplexed or demultiplexed and can be transmitted or recovered again. Electrical models are present to support the sensing methodologies.
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Preliminary version
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We are concerned with providing more empirical evidence on forecast failure, developing forecast models, and examining the impact of events such as audit reports. A joint consideration of classic financial ratios and relevant external indicators leads us to build a basic prediction model focused in non-financial Galician SMEs. Explanatory variables are relevant financial indicators from the viewpoint of the financial logic and financial failure theory. The paper explores three mathematical models: discriminant analysis, Logit, and linear multivariate regression. We conclude that, even though they both offer high explanatory and predictive abilities, Logit and MDA models should be used and interpreted jointly.
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In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.
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We study neutrino masses and mixing in the context of flavor models with A(4) symmetry, three scalar doublets in the triplet representation, and three lepton families. We show that there is no representation assignment that yields a dimension-5 mass operator consistent with experiment. We then consider a type-I seesaw with three heavy right-handed neutrinos, explaining in detail why it fails, and allowing us to show that agreement with the present neutrino oscillation data can be recovered with the inclusion of dimension-3 heavy neutrino mass terms that break softly the A(4) symmetry.
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Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON) - NOV 10-14, 2013
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To study a flavour model with a non-minimal Higgs sector one must first define the symmetries of the fields; then identify what types of vacua exist and how they may break the symmetries; and finally determine whether the remnant symmetries are compatible with the experimental data. Here we address all these issues in the context of flavour models with any number of Higgs doublets. We stress the importance of analysing the Higgs vacuum expectation values that are pseudo-invariant under the generators of all subgroups. It is shown that the only way of obtaining a physical CKM mixing matrix and, simultaneously, non-degenerate and non-zero quark masses is requiring the vacuum expectation values of the Higgs fields to break completely the full flavour group, except possibly for some symmetry belonging to baryon number. The application of this technique to some illustrative examples, such as the flavour groups Delta (27), A(4) and S-3, is also presented.
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We analyse the possibility that, in two Higgs doublet models, one or more of the Higgs couplings to fermions or to gauge bosons change sign, relative to the respective Higgs Standard Model couplings. Possible sign changes in the coupling of a neutral scalar to charged ones are also discussed. These wrong signs can have important physical consequences, manifesting themselves in Higgs production via gluon fusion or Higgs decay into two gluons or into two photons. We consider all possible wrong sign scenarios, and also the symmetric limit, in all possible Yukawa implementations of the two Higgs doublet model, in two different possibilities: the observed Higgs boson is the lightest CP-even scalar, or the heaviest one. We also analyse thoroughly the impact of the currently available LHC data on such scenarios. With all 8 TeV data analysed, all wrong sign scenarios are allowed in all Yukawa types, even at the 1 sigma level. However, we will show that B-physics constraints are crucial in excluding the possibility of wrong sign scenarios in the case where tan beta is below 1. We will also discuss the future prospects for probing the wrong sign scenarios at the next LHC run. Finally we will present a scenario where the alignment limit could be excluded due to non-decoupling in the case where the heavy CP-even Higgs is the one discovered at the LHC.
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We introduce the notions of equilibrium distribution and time of convergence in discrete non-autonomous graphs. Under some conditions we give an estimate to the convergence time to the equilibrium distribution using the second largest eigenvalue of some matrices associated with the system.