70 resultados para Stochastic simulation algorithm
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
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Mestrado em Radioterapia.
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We propose a low complexity technique to generate amplitude correlated time-series with Nakagami-m distribution and phase correlated Gaussian-distributed time-series, which is useful in the simulation of ionospheric scintillation effects during the transmission of GNSS signals. The method requires only the knowledge of parameters S4 (scintillation index) and σΦ (phase standard deviation) besides the definition of models for the amplitude and phase power spectra. The Zhang algorithm is used to produce Nakagami-distributed signals from a set of Gaussian autoregressive processes.
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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.
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An adaptive antenna array combines the signal of each element, using some constraints to produce the radiation pattern of the antenna, while maximizing the performance of the system. Direction of arrival (DOA) algorithms are applied to determine the directions of impinging signals, whereas beamforming techniques are employed to determine the appropriate weights for the array elements, to create the desired pattern. In this paper, a detailed analysis of both categories of algorithms is made, when a planar antenna array is used. Several simulation results show that it is possible to point an antenna array in a desired direction based on the DOA estimation and on the beamforming algorithms. A comparison of the performance in terms of runtime and accuracy of the used algorithms is made. These characteristics are dependent on the SNR of the incoming signal.
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In this article we provide homotopy solutions of a cancer nonlinear model describing the dynamics of tumor cells in interaction with healthy and effector immune cells. We apply a semi-analytic technique for solving strongly nonlinear systems – the Step Homotopy Analysis Method (SHAM). This algorithm, based on a modification of the standard homotopy analysis method (HAM), allows to obtain a one-parameter family of explicit series solutions. By using the homotopy solutions, we first investigate the dynamical effect of the activation of the effector immune cells in the deterministic dynamics, showing that an increased activation makes the system to enter into chaotic dynamics via a period-doubling bifurcation scenario. Then, by adding demographic stochasticity into the homotopy solutions, we show, as a difference from the deterministic dynamics, that an increased activation of the immune cells facilitates cancer clearance involving tumor cells extinction and healthy cells persistence. Our results highlight the importance of therapies activating the effector immune cells at early stages of cancer progression.
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The interplay of seasonality, the system's nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.
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In this paper, two wind turbines equipped with a permanent magnet synchronous generator (PMSG) and respectively with a two-level or a multilevel converter are simulated in order to access the malfunction transient performance. Three different drive train mass models, respectively, one, two and three mass models, are considered in order to model the bending flexibility of the blades. Moreover, a fractional-order control strategy is studied comparatively to a classical integer-order control strategy. Computer simulations are carried out, and conclusions about the total harmonic distortion (THD) of the electric current injected into the electric grid are in favor of the fractional-order control strategy.
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This paper presents new integrated model for variable-speed wind energy conversion systems, considering a more accurate dynamic of the wind turbine, rotor, generator, power converter and filter. Pulse width modulation by space vector modulation associated with sliding mode is used for controlling the power converters. Also, power factor control is introduced at the output of the power converters. Comprehensive performance simulation studies are carried out with matrix, two-level and multilevel power converter topologies in order to adequately assert the system performance. Conclusions are duly drawn.
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O objectivo deste trabalho passa pelo desenvolvimento de uma ferramenta de simulação dinâmica de recursos rádio em LTE no sentido descendente, com recurso à Framework OMNeT++. A ferramenta desenvolvida permite realizar o planeamento das estações base, simulação e análise de resultados. São descritos os principais aspectos da tecnologia de acesso rádio, designadamente a arquitectura da rede, a codificação, definição dos recursos rádio, os ritmos de transmissão suportados ao nível de canal e o mecanismo de controlo de admissão. Foi definido o cenário de utilização de recursos rádio que inclui a definição de modelos de tráfego e de serviços orientados a pacotes e circuitos. Foi ainda considerado um cenário de referência para a verificação e validação do modelo de simulação. A simulação efectua-se ao nível de sistema, suportada por um modelo dinâmico, estocástico e orientado por eventos discretos de modo a contemplar os diferentes mecanismos característicos da tecnologia OFDMA. Os resultados obtidos permitem a análise de desempenho dos serviços, estações base e sistema ao nível do throughput médio da rede, throughput médio por eNodeB e throughput médio por móvel para além de permitir analisar o contributo de outros parâmetros designadamente, largura de banda, raio de cobertura, perfil dos serviços, esquema de modulação, entre outros. Dos resultados obtidos foi possível verificar que, considerando um cenário com estações base com raio de cobertura de 100 m obteve-se um throughput ao nível do utilizador final igual a 4.69494 Mbps, ou seja, 7 vezes superior quando comparado a estações base com raios de cobertura de 200m.
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This paper presents a new integrated model for the simulation of wind energy systems. The proposed model is more realistic and accurate, considering a variable-speed wind turbine, two-mass rotor, permanent magnet synchronous generator (PMSG), different power converter topologies, and filters. Additionally, a new control strategy is proposed for the variable-speed operation of wind turbines with PMSG/full-power converter topology, based on fractional-order controllers. Comprehensive simulation studies are carried out with matrix and multilevel power converter topologies, in order to adequately assert the system performance in what regards the quality of the energy injected into the electric grid. Finally, conclusions are duly drawn.
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Topological defects in foam, either isolated (disclinations and dislocations) or in pairs, affect the energy and stress, and play an important role in foam deformation. Surface Evolver simulations were performed on large finite clusters of bubbles. These allow us to evaluate the effect of the topology of the defects, and the distance between defects, on the energy and pressure of foam clusters of different sizes. The energy of such defects follows trends similar to known analytical results for a continuous medium.
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Because of the adverse effect of CO2 from fossil fuel combustion on the earth's ecosystems, the most cost-effective method for CO2 capture is an important area of research. The predominant process for CO2 capture currently employed by industry is chemical absorption in amine solutions. A dynamic model for the de-absorption process was developed with monoethanolamine (MEA) solution. Henry's law was used for modelling the vapour phase equilibrium of the CO2, and fugacity ratios calculated by the Peng-Robinson equation of state (EOS) were used for H2O, MEA, N-2 and O-2. Chemical reactions between CO2 and MEA were included in the model along with the enhancement factor for chemical absorption. Liquid and vapour energy balances were developed to calculate the liquid and vapour temperature, respectively.
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In this paper, we present results on the use of multilayered a-SiC:H heterostructures as a device for wavelength-division demultiplexing of optical signals. These devices are useful in optical communications applications that use the wavelength division multiplexing technique to encode multiple signals into the same transmission medium. The device is composed of two stacked p-i-n photodiodes, both optimized for the selective collection of photo generated carriers. Band gap engineering was used to adjust the photogeneration and recombination rate profiles of the intrinsic absorber regions of each photodiode to short and long wavelength absorption in the visible spectrum. The photocurrent signal using different input optical channels was analyzed at reverse and forward bias and under steady state illumination. A demux algorithm based on the voltage controlled sensitivity of the device was proposed and tested. An electrical model of the WDM device is presented and supported by the solution of the respective circuit equations.
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Microcrystalline silicon is a two-phase material. Its composition can be interpreted as a series of grains of crystalline silicon imbedded in an amorphous silicon tissue, with a high concentration of dangling bonds in the transition regions. In this paper, results for the transport properties of a mu c-Si:H p-i-n junction obtained by means of two-dimensional numerical simulation are reported. The role played by the boundary regions between the crystalline grains and the amorphous matrix is taken into account and these regions are treated similar to a heterojunction interface. The device is analysed under AM1.5 illumination and the paper outlines the influence of the local electric field at the grain boundary transition regions on the internal electric configuration of the device and on the transport mechanism within the mu c-Si:H intrinsic layer.
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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.