888 resultados para Two-stage stochastic model


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This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.

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1. Demographic models are assuming an important role in management decisions for endangered species. Elasticity analysis and scope for management analysis are two such applications. Elasticity analysis determines the vital rates that have the greatest impact on population growth. Scope for management analysis examines the effects that feasible management might have on vital rates and population growth. Both methods target management in an attempt to maximize population growth. 2. The Seychelles magpie robin Copsychus sechellarum is a critically endangered island endemic, the population of which underwent significant growth in the early 1990s following the implementation of a recovery programme. We examined how the formal use of elasticity and scope for management analyses might have shaped management in the recovery programme, and assessed their effectiveness by comparison with the actual population growth achieved. 3. The magpie robin population doubled from about 25 birds in 1990 to more than 50 by 1995. A simple two-stage demographic model showed that this growth was driven primarily by a significant increase in the annual survival probability of first-year birds and an increase in the birth rate. Neither the annual survival probability of adults nor the probability of a female breeding at age 1 changed significantly over time. 4. Elasticity analysis showed that the annual survival probability of adults had the greatest impact on population growth. There was some scope to use management to increase survival, but because survival rates were already high (> 0.9) this had a negligible effect on population growth. Scope for management analysis showed that significant population growth could have been achieved by targeting management measures at the birth rate and survival probability of first-year birds, although predicted growth rates were lower than those achieved by the recovery programme when all management measures were in place (i.e. 1992-95). 5. Synthesis and applications. We argue that scope for management analysis can provide a useful basis for management but will inevitably be limited to some extent by a lack of data, as our study shows. This means that identifying perceived ecological problems and designing management to alleviate them must be an important component of endangered species management. The corollary of this is that it will not be possible or wise to consider only management options for which there is a demonstrable ecological benefit. Given these constraints, we see little role for elasticity analysis because, when data are available, a scope for management analysis will always be of greater practical value and, when data are lacking, precautionary management demands that as many perceived ecological problems as possible are tackled.

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Current response to intervention models (RTIs) favor a three-tier system. In general, Tier 1 consists of evidence-based, effective reading instruction in the classroom and universal screening of all students at the beginning of the grade level to identify children for early intervention. Non-responders to Tier 1 receive small-group tutoring in Tier 2. Nonresponders to Tier 2 are given still more intensive, individual intervention in Tier 3. Limited time, personnel and financial resources derail RTI's implementation in Brazilian schools because this approach involves procedures that require extra time and extra personnel in all three tiers, including screening tools which normally consist of tasks administered individually. We explored the accuracy of collectively and easily administered screening tools for the early identification of second graders at risk for dyslexia in a two-stage screening model. A first-stage universal screening based on collectively administered curriculum-based measurements was used in 45 7 years old early Portuguese readers from 4 second-grade classrooms at the beginning of the school year and identified an at-risk group of 13 academic low-achievers. Collectively administered tasks based on phonological judgments by matching figures and figures to spoken words [alternative tools for educators (ATE)] and a comprehensive cognitive-linguistic battery of collective and individual assessments were both administered to all children and constituted the second-stage screening. Low-achievement on ATE tasks and on collectively administered writing tasks (scores at the 25th percentile) showed good sensitivity (true positives) and specificity (true negatives) to poor literacy status defined as scores <= 1 SD below the mean on literacy abilities at the end of fifth grade. These results provide implications for the use of a collectively administered screening tool for the early identification of children at risk for dyslexia in a classroom setting.

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The Jinshajiang suture zone, located in the eastern part of the Tethyan tectonic domain, is noticeable for a large-scale distribution of Late Jurassic to Triassic granitoids. These granitoids were genetically related to the evolution of the Paleo-Tethys Ocean. The Beiwu, Linong and Lunong granitoids occur in the middle zone of the Jinshajiang Suture Zone, and possess similar geochemical features, indicating they share a common magma source. SIMS zircon U-Pb dating reveals the Beiwu, Linong and Lunong granitic intrusions were emplaced at 233.9±1.4 Ma (2 sigma), 233.1 ±1.4 Ma (2 sigma) and 231.0±1.6 Ma (2 sigma), respectively. All of these granitoids are enriched in abundances of Si (SiO2 =65.2-73.5 wt.%), and large-ion-lithophile-elements (LILEs), but depleted in high-field-strength-elements contents (HFSEs, e.g., Nb, Ta, Ti). In addition, they have low P2O5 contents (0.06-0.11 wt.%), A/CNK values ([molecular Al2O3/(CaO+Na2O+K2O)], mostly<1.1) and 10000Ga/Al ratios (1.7-2.2), consistent with the characteristics of I-type granites. In terms of isotopic compositions, these granitoids have high initial 87Sr/86Sr ratios (0.7078-0.7148), Pb isotopic compositions [(206Pb/204Pb)t=18.213-18.598, (207Pb/204Pb)t=15.637-15.730 and (208Pb/204Pb)t=38.323-38.791], zircon d18O values (7. per mil-9.3 per mil) and negative eNd(t) values (-5.1 to -6.7), suggesting they were predominantly derived from the continental crust. Their Nb/Ta ratios (average value=8.6) are consistent with those of the lower continental crust (LCC). However, variable ?Hf(t) values (-8.6 to +2.8) and the occurrences of mafic microgranular enclaves (MMEs) suggest that mantle-derived melts and lower crustal magmas were involved in the generation of these granitoids. Moreover, the high Pb isotopic ratios and elevated zircon d18O values of these rocks indicate a significant contribution of the upper crustal composition. We propose a model in which the Beiwu, Linong and Lunong granitoids were generated under a late collisional or post-collisional setting. It is possible that this collision was completed before Late Triassic. Decompression induced mantle-derived magmas underplated and provided the heat for the anatexis of the crust. Hybrid melts including mantle-derived and the lower crustal magmas were then generated. The hybrid melts thereafter ascended to a shallow depth and resulted in some degree of sedimentary rocks assimilation. Such three-component mixing magmas source and subsequent fractional crystallization could be responsible for the formation of the Beiwu, Linong and Lunong granitoids.

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Three distinct, spatially separated crustal terranes have been recognised in the Shackleton Range, East Antarctica: the Southern, Eastern and Northern Terranes. Mafic gneisses from the Southern Terrane provide geochemical evidence for a within-plate, probably back-arc origin of their protoliths. A plume-distal ridge origin in an incipient ocean basin is the favoured interpretation for the emplacement site of these rocks at c. 1850 Ma, which, together with a few ocean island basalts, were subsequently incorporated into an accretionary continental arc/supra-subduction zone tectonic setting. Magmatic underplating resulted in partial melting of the lower crust, which caused high-temperature granulite-facies metamorphism in the Southern Terrane at c. 1710-1680 Ma. Mafic and felsic gneisses there are characterised by isotopically depleted, positive Nd and Hf initials and model ages between 2100 and 2000 Ma. They may be explained as juvenile additions to the crust towards the end of the Palaeoproterozoic. These juvenile rocks occur in a narrow, c. 150 km long E-W trending belt, inferred to trace a suture that is associated with a large Palaeoproterozoic accretionary orogenic system. The Southern Terrane contains many features that are similar to the Australo-Antarctic Mawson Continent and may be its furthermost extension into East Antarctica. The Eastern Terrane is characterised by metagranitoids that formed in a continental volcanic arc setting during a late Mesoproterozoic orogeny at c. 1060 Ma. Subsequently, the rocks experienced high-temperature metamorphism during Pan-African collisional tectonics at 600 Ma. Isotopically depleted zircon grains yielded Hf model ages of 1600-1400 Ma, which are identical to Nd model ages obtained from juvenile metagranitoids. Most likely, these rocks trace the suture related to the amalgamation of the Indo-Antarctic and West Gondwana continental blocks at ~600 Ma. The Eastern Terrane is interpreted as the southernmost extension of the Pan-African Mozambique/Maud Belt in East Antarctica and, based on Hf isotope data, may also represent a link to the Ellsworth-Whitmore Mountains block in West Antarctica and the Namaqua-Natal Province of southern Africa. Geochemical evidence indicates that the majority of the protoliths of the mafic gneisses in the Northern Terrane formed as oceanic island basalts in a within-plate setting. Subsequently the rocks were incorporated into a subduction zone environment and, finally, accreted to a continental margin during Pan-African collisional tectonics. Felsic gneisses there provide evidence for a within-plate and volcanic arc/collisional origin. Emplacement of granitoids occurred at c. 530 Ma and high-temperature, high-pressure metamorphism took place at 510-500 Ma. Enriched Hf and Nd initials and Palaeoproterozoic model ages for most samples indicate that no juvenile material was added to the crust of the Northern Terrane during the Pan-African Orogeny but recycling of older crust or mixing of crustal components of different age must have occurred. Isotopically depleted mafic gneisses, which are spatially associated with eclogite-facies pyroxenites, yielded late Mesoproterozoic Nd model ages. These rocks occur in a narrow, at least 100 km long, E-W trending belt that separates alkaline ocean island metabasalts and within-plate metagranitoids from volcanic arc metabasalts and volcanic arc/syn-collisional metagranitoids in the Northern Terrane. This belt is interpreted to trace the late Neoproterozoic/early Cambrian Pan-African collisional suture between the Australo-Antarctic and the combined Indo-Antarctic/West Gondwana continental blocks that formed during the final amalgamation of Gondwana.

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Results of geological studies at the submarine Vityaz Ridge carried out during cruises 37 and 41 of R/V Akademik Lavrent'ev in 2005 and 2006 are reported. The studied area is located at an near-island trench of the slope in the central part of the Kuril Island arc. Morphologically it consists of two parts: an inner volcanic arc represented by the Great Kuril Range and an outer arc corresponding to the submarine Vityaz Ridge. Diverse rocks composing the basement and the sedimentary cover of the ridge were recovered by dredging. Based on K-Ar dating and geochemistry, volcanics were divided into Paleocene, Eocene, late Oligocene, and Pliocene-Pleistocene complexes. Each of the complexes reflects a tectonomagmatic stage in the ridge evolution. Geochemical and isotope data on the volcanics indicate contribution of ancient crustal material in the magma source and, correspondingly, formation of this structure on the continental basement. Two-stage model ages (TDM2) vary in a wide range from zero values in mafic rocks to 0.77 Ga in felsic varieties, pointing to presence of Precambrian protolith in the source of the felsic rocks of the Vityaz Ridge. The Pliocene-Pleistocene volcanics are classed with tholeiitic, calc-alkaline, and subalkaline series, which differ in alkali contents and REE fractionation. Values of (La/Sm)_n and (La/Yb)_n ratios vary from 0.74 and 0.84 in the tholeiitic varieties to 1.19 and 1.44 in the calc-alkaline and 2.32 and 3.73 in the subalkaline rocks. All three varieties occur within the same volcanic edifices and formed during differentiation of magmatic melts that were channeled along fault zones from the mantle source slightly enriched in crustal component.

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National guidance and clinical guidelines recommended multidisciplinary teams (MDTs) for cancer services in order to bring specialists in relevant disciplines together, ensure clinical decisions are fully informed, and to coordinate care effectively. However, the effectiveness of cancer teams was not previously evaluated systematically. A random sample of 72 breast cancer teams in England was studied (548 members in six core disciplines), stratified by region and caseload. Information about team constitution, processes, effectiveness, clinical performance, and members' mental well-being was gathered using appropriate instruments. Two input variables, team workload (P=0.009) and the proportion of breast care nurses (P=0.003), positively predicted overall clinical performance in multivariate analysis using a two-stage regression model. There were significant correlations between individual team inputs, team composition variables, and clinical performance. Some disciplines consistently perceived their team's effectiveness differently from the mean. Teams with shared leadership of their clinical decision-making were most effective. The mental well-being of team members appeared significantly better than in previous studies of cancer clinicians, the NHS, and the general population. This study established that team composition, working methods, and workloads are related to measures of effectiveness, including the quality of clinical care. © 2003 Cancer Research UK.

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In experiments reported elsewhere at this conference, we have revealed two striking results concerning binocular interactions in a masking paradigm. First, at low mask contrasts, a dichoptic masking grating produces a small facilitatory effect on the detection of a similar test grating. Second, the psychometric slope for dichoptic masking starts high (Weibull ß~4) at detection threshold, becomes low (ß~1.2) in the facilitatory region, and then unusually steep at high mask contrasts (ß~5.5). Neither of these results is consistent with Legge's (1984 Vision Research 24 385 - 394) model of binocular summation, but they are predicted by a two-stage gain control model in which interocular suppression precedes binocular summation. Here, we pose a further challenge for this model by using a 'twin-mask' paradigm (cf Foley, 1994 Journal of the Optical Society of America A 11 1710 - 1719). In 2AFC experiments, observers detected a patch of grating (1 cycle deg-1, 200 ms) presented to one eye in the presence of a pedestal in the same eye and a spatially identical mask in the other eye. The pedestal and mask contrasts varied independently, producing a two-dimensional masking space in which the orthogonal axes (10X10 contrasts) represent conventional dichoptic and monocular masking. The resulting surface (100 thresholds) confirmed and extended the observations above, and fixed the six parameters in the model, which fitted the data well. With no adjustment of parameters, the model described performance in a further experiment where mask and test were presented to both eyes. Moreover, in both model and data, binocular summation was greater than a factor of v2 at detection threshold. We conclude that this two-stage nonlinear model, with interocular suppression, gives a good account of early binocular processes in the perception of contrast. [Supported by EPSRC Grant Reference: GR/S74515/01]

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The paper presents a comparison between the different drag models for granular flows developed in the literature and the effect of each one of them on the fast pyrolysis of wood. The process takes place on an 100 g/h lab scale bubbling fluidized bed reactor located at Aston University. FLUENT 6.3 is used as the modeling framework of the fluidized bed hydrodynamics, while the fast pyrolysis of the discrete wood particles is incorporated as an external user defined function (UDF) hooked to FLUENT’s main code structure. Three different drag models for granular flows are compared, namely the Gidaspow, Syamlal O’Brien, and Wen-Yu, already incorporated in FLUENT’s main code, and their impact on particle trajectory, heat transfer, degradation rate, product yields, and char residence time is quantified. The Eulerian approach is used to model the bubbling behavior of the sand, which is treated as a continuum. Biomass reaction kinetics is modeled according to the literature using a two-stage, semiglobal model that takes into account secondary reactions.

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2000 Mathematics Subject Classification: 62H15, 62P10.

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Analyses of Pb from mid-ocean ridge basalts obtained from DSDP Leg 37 lie on a line of near-zero-age slope. The data seem consistent with an evolutionary model of three stages, the beginning of the second stage being at about 600 m.y. - the model age obtained for the least radiogenic Pb. The beginning of the third stage of evolution at the time of formation of the rocks apparently did not change the average Th/U ratio since measured values are consistent with the ratio deduced from Pb isotope ratios. Ratios of U/Pb are not consistent with Pb isotope ratios, however, thus ruling out a simple two-stage evolutionary model.

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Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.