49 resultados para Nonlinear returns structure
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
An improved class of nonlinear bidirectional Boussinesq equations of sixth order using a wave surface elevation formulation is derived. Exact travelling wave solutions for the proposed class of nonlinear evolution equations are deduced. A new exact travelling wave solution is found which is the uniform limit of a geometric series. The ratio of this series is proportional to a classical soliton-type solution of the form of the square of a hyperbolic secant function. This happens for some values of the wave propagation velocity. However, there are other values of this velocity which display this new type of soliton, but the classical soliton structure vanishes in some regions of the domain. Exact solutions of the form of the square of the classical soliton are also deduced. In some cases, we find that the ratio between the amplitude of this wave and the amplitude of the classical soliton is equal to 35/36. It is shown that different families of travelling wave solutions are associated with different values of the parameters introduced in the improved equations.
Resumo:
Novel alternating copolymers comprising biscalix[4]arene-p-phenylene ethynylene and m-phenylene ethynylene units (CALIX-m-PPE) were synthesized using the Sonogashira-Hagihara cross-coupling polymerization. Good isolated yields (60-80%) were achieved for the polymers that show M-n ranging from 1.4 x 10(4) to 5.1 x 10(4) gmol(-1) (gel permeation chromatography analysis), depending on specific polymerization conditions. The structural analysis of CALIX-m-PPE was performed by H-1, C-13, C-13-H-1 heteronuclear single quantum correlation (HSQC), C-13-H-1 heteronuclear multiple bond correlation (HMBC), correlation spectroscopy (COSY), and nuclear overhauser effect spectroscopy (NOESY) in addition to Fourier transform-Infrared spectroscopy and microanalysis allowing its full characterization. Depending on the reaction setup, variable amounts (16-45%) of diyne units were found in polymers although their photophysical properties are essentially the same. It is demonstrated that CALIX-m-PPE does not form ground-or excited-state interchain interactions owing to the highly crowded environment of the main-chain imparted by both calix[4]arene side units which behave as insulators inhibiting main-chain pi-pi staking. It was also found that the luminescent properties of CALIX-m-PPE are markedly different from those of an all-p-linked phenylene ethynylene copolymer (CALIX-p-PPE) previously reported. The unexpected appearance of a low-energy emission band at 426 nm, in addition to the locally excited-state emission (365 nm), together with a quite low fluorescence quantum yield (Phi = 0.02) and a double-exponential decay dynamics led to the formulation of an intramolecular exciplex as the new emissive species.
Resumo:
In this paper, a mixed-integer nonlinear approach is proposed to support decision-making for a hydro power producer, considering a head-dependent hydro chain. The aim is to maximize the profit of the hydro power producer from selling energy into the electric market. As a new contribution to earlier studies, a risk aversion criterion is taken into account, as well as head-dependency. The volatility of the expected profit is limited through the conditional value-at-risk (CVaR). The proposed approach has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems.
Resumo:
In the Sparse Point Representation (SPR) method the principle is to retain the function data indicated by significant interpolatory wavelet coefficients, which are defined as interpolation errors by means of an interpolating subdivision scheme. Typically, a SPR grid is coarse in smooth regions, and refined close to irregularities. Furthermore, the computation of partial derivatives of a function from the information of its SPR content is performed in two steps. The first one is a refinement procedure to extend the SPR by the inclusion of new interpolated point values in a security zone. Then, for points in the refined grid, such derivatives are approximated by uniform finite differences, using a step size proportional to each point local scale. If required neighboring stencils are not present in the grid, the corresponding missing point values are approximated from coarser scales using the interpolating subdivision scheme. Using the cubic interpolation subdivision scheme, we demonstrate that such adaptive finite differences can be formulated in terms of a collocation scheme based on the wavelet expansion associated to the SPR. For this purpose, we prove some results concerning the local behavior of such wavelet reconstruction operators, which stand for SPR grids having appropriate structures. This statement implies that the adaptive finite difference scheme and the one using the step size of the finest level produce the same result at SPR grid points. Consequently, in addition to the refinement strategy, our analysis indicates that some care must be taken concerning the grid structure, in order to keep the truncation error under a certain accuracy limit. Illustrating results are presented for 2D Maxwell's equation numerical solutions.
Resumo:
This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.
Resumo:
This paper is on the problem of short-term hydro scheduling, particularly concerning head-dependent reservoirs under competitive environment. We propose a new nonlinear optimization method to consider hydroelectric power generation as a function of water discharge and also of the head. Head-dependency is considered on short-term hydro scheduling in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems, providing a higher profit at a negligible additional computation time in comparison with a linear optimization method that ignores head-dependency.
Resumo:
The study of economic systems has generated deep interest in exploring the complexity of chaotic motions in economy. Due to important developments in nonlinear dynamics, the last two decades have witnessed strong revival of interest in nonlinear endogenous business chaotic models. The inability to predict the behavior of dynamical systems in the presence of chaos suggests the application of chaos control methods, when we are more interested in obtaining regular behavior. In the present article, we study a specific economic model from the literature. More precisely, a system of three ordinary differential equations gather the variables of profits, reinvestments and financial flow of borrowings in the structure of a firm. Firstly, using results of symbolic dynamics, we characterize the topological entropy and the parameter space ordering of kneading sequences, associated with one-dimensional maps that reproduce significant aspects of the model dynamics. The analysis of the variation of this numerical invariant, in some realistic system parameter region, allows us to quantify and to distinguish different chaotic regimes. Finally, we show that complicated behavior arising from the chaotic firm model can be controlled without changing its original properties and the dynamics can be turned into the desired attracting time periodic motion (a stable steady state or into a regular cycle). The orbit stabilization is illustrated by the application of a feedback control technique initially developed by Romeiras et al. [1992]. This work provides another illustration of how our understanding of economic models can be enhanced by the theoretical and numerical investigation of nonlinear dynamical systems modeled by ordinary differential equations.
Resumo:
The crustal and lithospheric mantle structure at the south segment of the west Iberian margin was investigated along a 370 km long seismic transect. The transect goes from unthinned continental crust onshore to oceanic crust, crossing the ocean-continent transition (OCT) zone. The wide-angle data set includes recordings from 6 OBSs and 2 inland seismic stations. Kinematic and dynamic modeling provided a 2D velocity model that proved to be consistent with the modeled free-air anomaly data. The interpretation of coincident multi-channel near-vertical and wide-angle reflection data sets allowed the identification of four main crustal domains: (i) continental (east of 9.4 degrees W); (ii) continental thinning (9.4 degrees W-9.7 degrees W): (iii) transitional (9.7 degrees W-similar to 10.5 degrees W); and (iv) oceanic (west of similar to 10.5 degrees W). In the continental domain the complete crustal section of slightly thinned continental crust is present. The upper (UCC, 5.1-6.0 km/s) and the lower continental crust (LCC, 6.9-7.2 km/s) are seismically reflective and have intermediate to low P-wave velocity gradients. The middle continental crust (MCC, 6.35-6.45 km/s) is generally unreflective with low velocity gradient. The main thinning of the continental crust occurs in the thinning domain by attenuation of the UCC and the LCC. Major thinning of the MCC starts to the west of the LCC pinchout point, where it rests directly upon the mantle. In the thinning domain the Moho slope is at least 13 degrees and the continental crust thickness decreases seaward from 22 to 11 km over a similar to 35 km distance, stretched by a factor of 1.5 to 3. In the oceanic domain a two-layer high-gradient igneous crust (5.3-6.0 km/s; 6.5-7.4 km/s) was modeled. The intra-crustal interface correlates with prominent mid-basement, 10-15 km long reflections in the multi-channel seismic profile. Strong secondary reflected PmP phases require a first order discontinuity at the Moho. The sedimentary cover can be as thick as 5 km and the igneous crustal thickness varies from 4 to 11 km in the west, where the profile reaches the Madeira-Tore Rise. In the transitional domain the crust has a complex structure that varies both horizontally and vertically. Beneath the continental slope it includes exhumed continental crust (6.15-6.45 km/s). Strong diffractions were modeled to originate at the lower interface of this layer. The western segment of this transitional domain is highly reflective at all levels, probably due to dykes and sills, according to the high apparent susceptibility and density modeled at this location. Sub-Moho mantle velocity is found to be 8.0 km/s, but velocities smaller than 8.0 km/s confined to short segments are not excluded by the data. Strong P-wave wide-angle reflections are modeled to originate at depth of 20 km within the lithospheric mantle, under the eastern segment of the oceanic domain, or even deeper at the transitional domain, suggesting a layered structure for the lithospheric mantle. Both interface depths and velocities of the continental section are in good agreement to the conjugate Newfoundland margin. A similar to 40 km wide OCT having a geophysical signature distinct from the OCT to the north favors a two pulse continental breakup.
Resumo:
We report in this paper the recent advances we obtained in optimizing a color image sensor based on the laser-scanned-photodiode (LSP) technique. A novel device structure based on a a-SiC:H/a-Si:H pin/pin tandem structure has been tested for a proper color separation process that takes advantage on the different filtering properties due to the different light penetration depth at different wavelengths a-SM and a-SiC:H. While the green and the red images give, in comparison with previous tested structures, a weak response, this structure shows a very good recognition of blue color under reverse bias, leaving a good margin for future device optimization in order to achieve a complete and satisfactory RGB image mapping. Experimental results about the spectral collection efficiency are presented and discussed from the point of view of the color sensor applications. The physics behind the device functioning is explained by recurring to a numerical simulation of the internal electrical configuration of the device.
Resumo:
This work presents preliminary results in the study of a novel structure for a laser scanned photodiode (LSP) type of image sensor. In order to increase the signal output, a stacked p-i-n-p-i-n structure with an intermediate light-blocking layer is used. The image and the scanning beam are incident through opposite sides of the sensor and their absorption is kept in separate junctions by an intermediate light-blocking layer. As in the usual LSP structure the scanning beam-induced photocurrent is dependent on the local illumination conditions of the image. The main difference between the two structures arises from the fact that in this new structure the image and the scanner have different optical paths leading to an increase in the photocurrent when the scanning beam is incident on a region illuminated on the image side of the sensor, while a decreasing in the photocurrent was observed in the single junction LSP. The results show that the structure can be successfully used as an image sensor even though some optimization is needed to enhance the performance of the device.
Resumo:
According to the stock market efficiency theory, it is not possible to consistently beat the market. However, technical analysis is more and more spread as an efficient way to achieve abnormal returns. In fact there is evidence that momentum investing strategies provide abnormal returns in different stock markets, Jegadeesh, N. and Titman, S. (1993), George, T. and Hwang, C. (2004) and Du, D. (2009). In this work we study if like other markets, the Portuguese stock market also allows to obtain abnormal returns, using a strategy that consists in picking stocks according to their past performance. Our work confirms the results of Soares, J. and Serra, A. (2005) and Pereira, P. (2009), showing that an investor can get abnormal returns investing in momentum portfolios. The Portuguese stock market evidences momentum returns in short term, exhibiting reversal in long term.
Resumo:
Following the theoretical model of Merton (1987), we provide a new perspective of study about the role of idiosyncratic risk in the asset pricing process. More precisely, we analyze whether the idiosyncratic risk premium depends on the idiosyncratic risk level of an asset as well as the vatriation in the market-wide measure of idiosyncratic risk. As expected, we obtain a net positive risk premium for the Spanish stock market over the period 1987-2007. Our results show a positive relation between returns and individual indiosyncratic risk levels and a negative but lower relation with the aggregate measure of idiosyncratic risk. These findings have important implications for portfolio and risk management and contribute to provide a unified and coherent answer for the main and still unsolved question about the idiosyncratic risk puzzle: whether or not there exists a premium associated to this kind of risk and the sign for this risk premium.
Resumo:
In this work we report on the structure and magnetic and electrical transport properties of CrO2 films deposited onto (0001) sapphire by atmospheric pressure (AP)CVD from a CrO3 precursor. Films are grown within a broad range of deposition temperatures, from 320 to 410 degrees C, and oxygen carrier gas flow rates of 50-500 seem, showing that it is viable to grow highly oriented a-axis CrO2 films at temperatures as low as 330 degrees C i.e., 60-70 degrees C lower than is reported in published data for the same chemical system. Depending on the experimental conditions, growth kinetic regimes dominated either by surface reaction or by mass-transport mechanisms are identified. The growth of a Cr2O3 interfacial layer as an intrinsic feature of the deposition process is studied and discussed. Films synthesized at 330 degrees C keep the same high quality magnetic and transport properties as those deposited at higher temperatures.
Resumo:
In this paper, a novel mixed-integer nonlinear approach is proposed to solve the short-term hydro scheduling problem in the day-ahead electricity market, considering not only head-dependency, but also start/stop of units, discontinuous operating regions and discharge ramping constraints. Results from a case study based on one of the main Portuguese cascaded hydro energy systems are presented, showing that the proposedmixed-integer nonlinear approach is proficient. Conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Mononuclear manganese(II) [Mn(kappa O-HL)(2)(CH3OH)(4)] (4), nickel(II) [Ni(kappa O-2, kappa N-L)(H2O)(3)] (5), cadmium(II) [Cd(kappa O-2-HL)(2)(CH3OH)(3)] (7), tetranuclear zinc(II) [Zn-4(mu-OH)(2)(1 kappa O:2 kappa O-HL)(4)(kappa O-HL)(2)(H2O)(4)] (6) and polynuclear aqua sodium(I) [Na(H2O)(2)(mu-H2O)(2)](n)(HL)(n) (2) and magnesium(II) [Mg(OH)(H2O)(mu-H2O)(2)](n)(-HL)(n) (3) complexes were synthesized using 3-(2-carboxyphenyl-hydrazone)pentane-2,4-dione (H2L, 1) as a ligand precursor. The complexes were characterized by single crystal X-ray diffraction, elemental analysis, IR, H-1 and C-13 NMR (for 2, 3, 6 and 7) spectroscopies. Mono- or dianionic deprotonated derivatives of H2L display different coordination modes and lead to topologies and nuclearities of the complexes depending on metal ions and conditions used for the syntheses. Extensive intermolecular H-bonds form supramolecular arrangements in 1D chains (4 and 6), 1D chains of the organic anion and 2D networks of the metal-aqua aggregates (2 and 3), 2D networks (7) or even 3D frameworks (5). Electrochemical studies, by cyclic voltammetry and controlled potential electrolysis, show ligand centred redox processes as corroborated by theoretical DFT calculations in terms of LUMO and HOMO compositions. (C) 2012 Elsevier Ltd. All rights reserved.