Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Consequences of quadratic frictional force on the one dimensional bouncing ball model

Some dynamical properties of the one dimensional Fermi accelerator model, under the presence of frictional force are studied. The frictional force is assumed as being proportional to the square particle's velocity. The problem is described by use of a two dimensional non linear mapping, therefore obtained via the solution of differential equations. We confirm that the model experiences contraction of the phase space area and in special, we characterized the behavior of the particle approaching an attracting fixed point. © 2007 American Institute of Physics.

Transmission network expansion planning considering multiple generation scenarios

This paper presents a mathematical model and a methodology to solve a transmission network expansion planning problem considering open access. The methodology finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with multiples generation scenarios. The model presented is solved using a specialized genetic algorithm. The methodology is tested in a system from the literature. ©2008 IEEE.

Error estimates for a neumann problem in highly oscillating thin domains

In this work we analyze the convergence of solutions of the Poisson equation with Neumann boundary conditions in a two-dimensional thin domain with highly oscillatory behavior. We consider the case where the height of the domain, amplitude and period of the oscillations are all of the same order, and given by a small parameter e > 0. Using an appropriate corrector approach, we show strong convergence and give error estimates when we replace the original solutions by the first-order expansion through the Multiple-Scale Method.

Risk/investment-driven transmission expansion planning with multiple scenarios

This study presents a new methodology based on risk/investment to solve transmission network expansion planning (TNEP) problem with multiple future scenarios. Three mathematical models related to TNEP problems considering multiple future generation and load scenarios are also presented. These models will provide planners with a meaningful risk assessment that enable them to determine the necessary funding for transmission lines at a permissible risk level. The results using test and real systems show that the proposed method presents better solutions compared with scenario analysis method. ©The Institution of Engineering and Technology 2013.

Multiple-trait random regression models for the estimation of genetic parameters for milk, fat, and protein yield in buffaloes

In this study, genetic parameters for test-day milk, fat, and protein yield were estimated for the first lactation. The data analyzed consisted of 1,433 first lactations of Murrah buffaloes, daughters of 113 sires from 12 herds in the state of São Paulo, Brazil, with calvings from 1985 to 2007. Ten-month classes of lactation days were considered for the test-day yields. The (co)variance components for the 3 traits were estimated using the regression analyses by Bayesian inference applying an animal model by Gibbs sampling. The contemporary groups were defined as herd-year-month of the test day. In the model, the random effects were additive genetic, permanent environment, and residual. The fixed effects were contemporary group and number of milkings (1 or 2), the linear and quadratic effects of the covariable age of the buffalo at calving, as well as the mean lactation curve of the population, which was modeled by orthogonal Legendre polynomials of fourth order. The random effects for the traits studied were modeled by Legendre polynomials of third and fourth order for additive genetic and permanent environment, respectively, the residual variances were modeled considering 4 residual classes. The heritability estimates for the traits were moderate (from 0.21-0.38), with higher estimates in the intermediate lactation phase. The genetic correlation estimates within and among the traits varied from 0.05 to 0.99. The results indicate that the selection for any trait test day will result in an indirect genetic gain for milk, fat, and protein yield in all periods of the lactation curve. The accuracy associated with estimated breeding values obtained using multi-trait random regression was slightly higher (around 8%) compared with single-trait random regression. This difference may be because to the greater amount of information available per animal. © 2013 American Dairy Science Association.

Determination of in situ speciation of manganese in treated acid mine drainage water by using multiple diffusive gradients in thin films devices

Acid mine drainage (AMD) is a serious environmental problem that creates acidic solution with high Mn concentrations. The speciation of residual Mn from AMD after an active treatment involving the addition of a neutralizing agent can reliably evaluate the treatment efficiency and provide knowledge of the Mn species being inputted into the environment. The aim of this study was to evaluate the in situ lability and speciation of Mn using the diffusive gradients in thin films (DGT) technique with treated drainage water from a uranium mine (TAMD). DGT devices with different binding phases (Chelex-100 and P81 and DE81membranes) were used to perform the in situ speciation of Mn. A comparison of the results from deploying DGT in the laboratory and in situ shows that the speciation of Mn in TAMD should be performed in situ. Linear deployment curves (from in situ experiments) indicate that the DGT device containing the Chelex-100 binding phase can be used to evaluate Mn lability in TAMD. The labile Mn fraction (from in situ measurements) obtained using the device containing the Chelex-100 resin ranged from 63 to 81% of the total Mn concentration and, when compared to the speciation obtained using the CHEAQS software, indicated that this device was capable of uptaking the free Mn2+ and a portion of the MnSO4(aq). The values obtained using the DGT technique were compared to those from on site solid phase extraction, and a good agreement was found between the results. The amount of negative Mn species sampled by DE81 device was insignificant (<1.5%) for all of the sites. Sites containing a relatively small amount of Ca (<40mgL-1) and measured using devices containing the P81 membrane agreed with the concentration predicted by the CHEAQS software for positive Mn species (Mn2+ and Mn(OH)+). Nevertheless, the speciation obtained using the CHEAQS software indicated that the concentrations of positive Mn species were underestimated for sites with relatively high Ca concentrations (>150mgL-1), which take place due to the saturation of binding sites in the P81 membrane. © 2013 Elsevier B.V.

A produção de significados durante e processo de enisno-aprendizagem-avaliação de equações polinomiais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inversão de dados sísmicos de reflexão a partir da curva do tempo de trânsito

A presente Dissertação de Mestrado tem como objetivo o estudo do problema de inversão sísmica baseada em refletores planos para arranjo fonte-comum (FC) e ponto-médiocomum (PMC). O modelo direto é descrito por camadas homogêneas, isotrópicas com interfaces plano-horizontais. O problema é relacionado ao empilhamento NMO baseado na otimização da função semblance, para seções PMC corrigidas de sobretempo normal (NMO). O estudo foi baseado em dois princípios. O primeiro princípio adotado foi de combinar dois grupos de métodos de inversão: um Método Global e um Método Local. O segundo princípio adotado foi o de cascata, segundo a teoria Wichert-Herglotz-Bateman, que estabelece que para conhecer uma camada inferior tem-se que conhecer primeiro a camada superior (dissecação). A aplicação do estudo é voltada à simulação sísmica de Bacia Sedimentar do Solimões e de Bacia Marinha para se obter uma distribuição local 1D de velocidades e espessuras para a subsuperfície em horizontes alvo. Sendo assim, limitamos a inversão entre 4 e 11 refletores, uma vez que na prática a indústria limita uma interpretação realizada apenas em número equivalente de 3 a 4 refletores principais. Ressalta-se que este modelo é aplicável como condição inicial ao imageamento de seções sísmicas em regiões geologicamente complexas com variação horizontal suave de velocidades. Os dados sintéticos foram gerados a partir dos modelos relacionados a informações geológicas, o que corresponde a uma forte informação a priori no modelo de inversão. Para a construção dos modelos relacionados aos projetos da Rede Risco Exploratório (FINEP) e de formação de recursos humanos da ANP em andamento, analisamos os seguintes assuntos relevantes: (1) Geologia de bacias sedimentares terrestre dos Solimões e ma rinha (estratigráfica, estrutural, tectônica e petrolífera); (2) Física da resolução vertical e horizontal; e (3) Discretização temporal-espacial no cubo de multi-cobertura. O processo de inversão é dependente do efeito da discretização tempo-espacial do campo de ondas, dos parâmetros físicos do levantamento sísmico, e da posterior reamostragem no cubo de cobertura múltipla. O modelo direto empregado corresponde ao caso do operador do empilhamento NMO (1D), considerando uma topografia de observação plana. O critério básico tomado como referência para a inversão e o ajuste de curvas é a norma 2 (quadrática). A inversão usando o presente modelo simples é computacionalmente atrativa por ser rápida, e conveniente por permitir que vários outros recursos possam ser incluídos com interpretação física lógica; por exemplo, a Zona de Fresnel Projetada (ZFP), cálculo direto da divergência esférica, inversão Dix, inversão linear por reparametrização, informações a priori, regularização. A ZFP mostra ser um conceito út il para estabelecer a abertura da janela espacial da inversão na seção tempo-distância, e representa a influência dos dados na resolução horizontal. A estimativa da ZFP indica uma abertura mínima com base num modelo adotado, e atualizável. A divergência esférica é uma função suave, e tem base física para ser usada na definição da matriz ponderação dos dados em métodos de inversão tomográfica. A necessidade de robustez na inversão pode ser analisada em seções sísmicas (FC, PMC) submetida a filtragens (freqüências de cantos: 5;15;75;85; banda-passante trapezoidal), onde se pode identificar, comparar e interpretar as informações contidas. A partir das seções, concluímos que os dados são contaminados com pontos isolados, o que propõe métodos na classe dos considerados robustos, tendo-se como referência a norma 2 (quadrados- mínimos) de ajuste de curvas. Os algoritmos foram desenvolvidos na linguagem de programação FORTRAN 90/95, usando o programa MATLAB para apresentação de resultados, e o sistema CWP/SU para modelagem sísmica sintética, marcação de eventos e apresentação de resultados.

The rolling ball problem on the plane revisited

By a sequence of rollings without slipping or twisting along segments of a straight line of the plane, a spherical ball of unit radius has to be transferred from an initial state to an arbitrary final state taking into account the orientation of the ball. We provide a new proof that with at most 3 moves, we can go from a given initial state to an arbitrary final state. The first proof of this result is due to Hammersley ( 1983). His proof is more algebraic than ours which is more geometric. We also showed that generically no one of the three moves, in any elimination of the spin discrepancy, may have length equal to an integral multiple of 2 pi.

Reformulation and a Lagrangian heuristic for lot sizing problem on parallel machines

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimates of genetic parameters for total milk yield over multiple ages in Brazilian Murrah buffaloes using different models

The objective of this study was to estimate variance components and genetic parameters for accumulated 305-day milk yield (MY305) over multiple ages, from 24 to 120 months of age, applying random regression (RRM), repeatability (REP) and multi-trait (MT) models. A total of 4472 lactation records from 1882 buffaloes of the Murrah breed were utilized. The contemporary group (herd-year-calving season) and number of milkings (two levels) were considered as fixed effects in all models. For REP and RRM, additive genetic, permanent environmental and residual effects were included as random effects. MT considered the same random effects as did REP and RRM with the exception of permanent environmental effect. Residual variances were modeled by a step function with 1, 4, and 6 classes. The heritabilities estimated with RRM increased with age, ranging from 0.19 to 0.34, and were slightly higher than that obtained with the REP model. For the MT model, heritability estimates ranged from 0.20 (37 months of age) to 0.32 (94 months of age). The genetic correlation estimates for MY305 obtained by RRM (L23.res4) and MT models were very similar, and varied from 0.77 to 0.99 and from 0.77 to 0.99, respectively. The rank correlation between breeding values for MY305 at different ages predicted by REP, MT, and RRM were high. It seems that a linear and quadratic Legendre polynomial to model the additive genetic and animal permanent environmental effects, respectively, may be sufficient to explain more parsimoniously the changes in MY305 genetic variation with age.

Multiple-trait genomic evaluation for milk yield and milk quality traits using genomic and phenotypic data in buffalo in Brazil

The use of markers distributed all long the genome may increase the accuracy of the predicted additive genetic value of young animals that are candidates to be selected as reproducers. In commercial herds, due to the cost of genotyping, only some animals are genotyped and procedures, divided in two or three steps, are done in order to include these genomic data in genetic evaluation. However, genomic evaluation may be calculated using one unified step that combines phenotypic data, pedigree and genomics. The aim of the study was to compare a multiple-trait model using only pedigree information with another using pedigree and genomic data. In this study, 9,318 lactations from 3061 buffaloes were used, 384 buffaloes were genotyped using a Illumina bovine chip (Illumina Infinium (R) bovineHD BeadChip). Seven traits were analyzed milk yield (MY), fat yield (FY), protein yield (PY), lactose yield (LY), fat percentage (F%), protein percentage (P%) and somatic cell score (SCSt). Two analyses were done: one using phenotypic and pedigree information (matrix A) and in the other using a matrix based in pedigree and genomic information (one step, matrix H). The (co) variance components were estimated using multiple-trait analysis by Bayesian inference method, applying an animal model, through Gibbs sampling. The model included the fixed effects of contemporary groups (herd-year-calving season), number of milking (2 levels), and age of buffalo at calving as (co) variable (quadratic and linear effect). The additive genetic, permanent environmental, and residual effects were included as random effects in the model. The heritability estimates using matrix A were 0.25, 0.22, 0.26, 0.17, 0.37, 0.42 and 0.26 and using matrix H were 0.25, 0.24, 0.26, 0.18, 0.38, 0.46 and 0.26 for MY, FY, PY, LY, % F, % P and SCCt, respectively. The estimates of the additive genetic effect for the traits were similar in both analyses, but the accuracy were bigger using matrix H (superior to 15% for traits studied). The heritability estimates were moderated indicating genetic gain under selection. The use of genomic information in the analyses increases the accuracy. It permits a better estimation of the additive genetic value of the animals.

Using Threads to Overcome Synchronization Delays in Parallel Multiple Progressive Alignment Algorithms

Sao Paulo State Research Foundation-FAPESP

Gene by environment QTL mapping through multiple trait analyses in blood pressure salt-sensitivity: identification of a novel QTL in rat chromosome 5

Background The genetic mechanisms underlying interindividual blood pressure variation reflect the complex interplay of both genetic and environmental variables. The current standard statistical methods for detecting genes involved in the regulation mechanisms of complex traits are based on univariate analysis. Few studies have focused on the search for and understanding of quantitative trait loci responsible for gene × environmental interactions or multiple trait analysis. Composite interval mapping has been extended to multiple traits and may be an interesting approach to such a problem. Methods We used multiple-trait analysis for quantitative trait locus mapping of loci having different effects on systolic blood pressure with NaCl exposure. Animals studied were 188 rats, the progenies of an F2 rat intercross between the hypertensive and normotensive strain, genotyped in 179 polymorphic markers across the rat genome. To accommodate the correlational structure from measurements taken in the same animals, we applied univariate and multivariate strategies for analyzing the data. Results We detected a new quantitative train locus on a region close to marker R589 in chromosome 5 of the rat genome, not previously identified through serial analysis of individual traits. In addition, we were able to justify analytically the parametric restrictions in terms of regression coefficients responsible for the gain in precision with the adopted analytical approach. Conclusion Future work should focus on fine mapping and the identification of the causative variant responsible for this quantitative trait locus signal. The multivariable strategy might be valuable in the study of genetic determinants of interindividual variation of antihypertensive drug effectiveness.