931 resultados para Power series models
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Several methods have been proposed for calculations of the eccentricity function for a high value of the eccentricity, however they cannot be used when the high degree and order coefficients of gravity fields are taken into account. The method proposed by Wnuk(1) is numerically stable in this case, but when is used. a large number of terms occurs in formulas for geopotential perturbations. In this paper we propose an application of expansions of some functions of the eccentric anomaly E as well as Hansen coefficients in power series of (e - e*), where e* is a fixed value of the eccentricity derived by da Silva Fernandes(2,3,4). These series are convergent for all e < 1.
Resumo:
The error function is present in several equations describing eletrode processes. But, only approximations of this function are used. In this work, these and other approximations are studied and evaluated according to precision.
Resumo:
Negative dimensional integration method (NDIM) is a technique to deal with D-dimensional Feynman loop integrals. Since most of the physical quantities in perturbative Quantum Field Theory (pQFT) require the ability of solving them, the quicker and easier the method to evaluate them the better. The NDIM is a novel and promising technique, ipso facto requiring that we put it to test in different contexts and situations and compare the results it yields with those that we already know by other well-established methods. It is in this perspective that we consider here the calculation of an on-shell two-loop three point function in a massless theory. Surprisingly this approach provides twelve non-trivial results in terms of double power series. More astonishing than this is the fact that we can show these twelve solutions to be different representations for the same well-known single result obtained via other methods. It really comes to us as a surprise that the solution for the particular integral we are dealing with is twelvefold degenerate.
Resumo:
Two-stage isolated converters for photovoltaic (PV) applications commonly employ a high-frequency transformer on the DC-DC side, submitting the DC-AC inverter switches to high voltages and forcing the use of IGBTs instead of low-voltage and low-loss MOSFETs. This paper shows the modeling, control and simulation of a single-phase full-bridge inverter with high-frequency transformer (HFT) that can be used as part of a two-stage converter with transformerless DC-DC side or as a single-stage converter (simple DC-AC inverter) for grid-connected PV applications. The inverter is modeled in order to obtain a small-signal transfer function used to design the PResonant current control regulator. A high-frequency step-up transformer results in reduced voltage switches and better efficiency compared with converters in which the transformer is used on the DC-DC side. Simulations and experimental results with a 200 W prototype are shown. © 2012 IEEE.
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Pós-graduação em Matemática em Rede Nacional - IBILCE
Resumo:
Pós-graduação em Agronomia (Irrigação e Drenagem) - FCA
Resumo:
Pós-graduação em Ciência e Tecnologia de Materiais - FC
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Pós-graduação em Agronomia (Irrigação e Drenagem) - FCA
Resumo:
This paper presents an extension of the Enestrom-Kakeya theorem concerning the roots of a polynomial that arises from the analysis of the stability of Brown (K, L) methods. The generalization relates to relaxing one of the inequalities on the coefficients of the polynomial. Two results concerning the zeros of polynomials will be proved, one of them providing a partial answer to a conjecture by Meneguette (1994)[6]. (C) 2011 Elsevier Inc. All rights reserved.
Resumo:
To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results". The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.