Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.

Autosolitons in trapped Bose-Einstein condensates with two- and three-body inelastic processes

The conditions for the existence of autosolitons were considered in trapped Bose-Einstein condensates with attractive atomic interactions. The expression for the parameters of the autosoliton was derived using the time-dependent variational approach for the nonconservative 3-dimensional Gross-pitaevskii equation and their stability was checked. The results were in agreement with the exact numerical calculations. It was shown that the transition from unstable to stable point solely depends on the magnitude of the parameters.

Computer tools to aid the learning and design steps for photovoltaic systems

This paper presents novel simulation tools to assist the lecturers about learning processes on renewable energy sources, considering photovoltaic (PV) systems. The PV behavior, functionality and its interaction with power electronic converters are investigated in the simulation tools. The main PV output characteristics, I (current) versus V (voltage) and P (power) versus V (voltage), were implemented in the tools, in order to aid the users for the design steps. In order to verify the effectiveness of the developed tools the simulation results were compared with Matlab. Finally, a prototype was implemented with the purpose to compare the experimental results with the results from the proposed tools, validating its operational feasibility. © 2011 IEEE.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

Simulação computacional no auxílio à tomada de decisão nos processos industriais: utilizando a ferramenta Tecnomatix Plant Simulation 9.0

Atualmente existem inúmeros processos produtivos automatizados, os quais vêm se tornando cada vez mais complexos em função das necessidades do mundo moderno e, portanto, demandam nas fases de projetos e de implementação ferramentas de engenharia cada vez mais poderosas para modelá-los e analisá-los da maneira mais eficiente possível. Nesse ambiente de crescente pressão por resultados positivos, racionalização e aprimoramento de recursos internos, que a ferramenta computacional Tecnomatix Plant Simulation 9.0, surge como um caminho para a obtenção de competitividade produtiva. Ressaltando ainda que, o estudo proposto é de grande relevância para os profissionais da gestão produtiva, os quais almejam resultados que minimizem custos e maximizem lucros.

Computer simulations of two-dimensional colloidal crystals under confinement and shear

In this thesis we are presenting a broadly based computer simulation study of two-dimensional colloidal crystals under different external conditions. In order to fully understand the phenomena which occur when the system is being compressed or when the walls are being sheared, it proved necessary to study also the basic motion of the particles and the diffusion processes which occur in the case without these external forces. In the first part of this thesis we investigate the structural transition in the number of rows which occurs when the crystal is being compressed by placing the structured walls closer together. Previous attempts to locate this transition were impeded by huge hysteresis effects. We were able to determine the transition point with higher precision by applying both the Schmid-Schilling thermodynamic integration method and the phase switch Monte Carlo method in order to determine the free energies. These simulations showed not only that the phase switch method can successfully be applied to systems with a few thousand particles and a soft crystalline structure with a superimposed pattern of defects, but also that this method is way more efficient than a thermodynamic integration when free energy differences are to be calculated. Additionally, the phase switch method enabled us to distinguish between several energetically very similar structures and to determine which one of them was actually stable. Another aspect considered in the first result chapter of this thesis is the ensemble inequivalence which can be observed when the structural transition is studied in the NpT and in the NVT ensemble. The second part of this work deals with the basic motion occurring in colloidal crystals confined by structured walls. Several cases are compared where the walls are placed in different positions, thereby introducing an incommensurability into the crystalline structure. Also the movement of the solitons, which are created in the course of the structural transition, is investigated. Furthermore, we will present results showing that not only the well-known mechanism of vacancies and interstitial particles leads to diffusion in our model system, but that also cooperative ring rotation phenomena occur. In this part and the following we applied Langevin dynamics simulations. In the last chapter of this work we will present results on the effect of shear on the colloidal crystal. The shear was implemented by moving the walls with constant velocity. We have observed shear banding and, depending on the shear velocity, that the inner part of the crystal breaks into several domains with different orientations. At very high shear velocities holes are created in the structure, which originate close to the walls, but also diffuse into the inner part of the crystal.

Dynamics of a minimal model of interlocked positive and negative feedback loops of transcriptional regulation by cAMP-response element binding proteins.

cAMP-response element binding (CREB) proteins are involved in transcriptional regulation in a number of cellular processes (e.g., neural plasticity and circadian rhythms). The CREB family contains activators and repressors that may interact through positive and negative feedback loops. These loops can be generated by auto- and cross-regulation of expression of CREB proteins, via CRE elements in or near their genes. Experiments suggest that such feedback loops may operate in several systems (e.g., Aplysia and rat). To understand the functional implications of such feedback loops, which are interlocked via cross-regulation of transcription, a minimal model with a positive and negative loop was developed and investigated using bifurcation analysis. Bifurcation analysis revealed diverse nonlinear dynamics (e.g., bistability and oscillations). The stability of steady states or oscillations could be changed by time delays in the synthesis of the activator (CREB1) or the repressor (CREB2). Investigation of stochastic fluctuations due to small numbers of molecules of CREB1 and CREB2 revealed a bimodal distribution of CREB molecules in the bistability region. The robustness of the stable HIGH and LOW states of CREB expression to stochastic noise differs, and a critical number of molecules was required to sustain the HIGH state for days or longer. Increasing positive feedback or decreasing negative feedback also increased the lifetime of the HIGH state, and persistence of this state may correlate with long-term memory formation. A critical number of molecules was also required to sustain robust oscillations of CREB expression. If a steady state was near a deterministic Hopf bifurcation point, stochastic resonance could induce oscillations. This comparative analysis of deterministic and stochastic dynamics not only provides insights into the possible dynamics of CREB regulatory motifs, but also demonstrates a framework for understanding other regulatory processes with similar network architecture.

Evaluating statistical methods used to estimate the number of postsynaptic receptors.

Calcium levels in spines play a significant role in determining the sign and magnitude of synaptic plasticity. The magnitude of calcium influx into spines is highly dependent on influx through N-methyl D-aspartate (NMDA) receptors, and therefore depends on the number of postsynaptic NMDA receptors in each spine. We have calculated previously how the number of postsynaptic NMDA receptors determines the mean and variance of calcium transients in the postsynaptic density, and how this alters the shape of plasticity curves. However, the number of postsynaptic NMDA receptors in the postsynaptic density is not well known. Anatomical methods for estimating the number of NMDA receptors produce estimates that are very different than those produced by physiological techniques. The physiological techniques are based on the statistics of synaptic transmission and it is difficult to experimentally estimate their precision. In this paper we use stochastic simulations in order to test the validity of a physiological estimation technique based on failure analysis. We find that the method is likely to underestimate the number of postsynaptic NMDA receptors, explain the source of the error, and re-derive a more precise estimation technique. We also show that the original failure analysis as well as our improved formulas are not robust to small estimation errors in key parameters.

Dynamics of a minimal model of interlocked positive and negative feedback loops of transcriptional regulation by cAMP-response element binding proteins.

cAMP-response element binding (CREB) proteins are involved in transcriptional regulation in a number of cellular processes (e.g., neural plasticity and circadian rhythms). The CREB family contains activators and repressors that may interact through positive and negative feedback loops. These loops can be generated by auto- and cross-regulation of expression of CREB proteins, via CRE elements in or near their genes. Experiments suggest that such feedback loops may operate in several systems (e.g., Aplysia and rat). To understand the functional implications of such feedback loops, which are interlocked via cross-regulation of transcription, a minimal model with a positive and negative loop was developed and investigated using bifurcation analysis. Bifurcation analysis revealed diverse nonlinear dynamics (e.g., bistability and oscillations). The stability of steady states or oscillations could be changed by time delays in the synthesis of the activator (CREB1) or the repressor (CREB2). Investigation of stochastic fluctuations due to small numbers of molecules of CREB1 and CREB2 revealed a bimodal distribution of CREB molecules in the bistability region. The robustness of the stable HIGH and LOW states of CREB expression to stochastic noise differs, and a critical number of molecules was required to sustain the HIGH state for days or longer. Increasing positive feedback or decreasing negative feedback also increased the lifetime of the HIGH state, and persistence of this state may correlate with long-term memory formation. A critical number of molecules was also required to sustain robust oscillations of CREB expression. If a steady state was near a deterministic Hopf bifurcation point, stochastic resonance could induce oscillations. This comparative analysis of deterministic and stochastic dynamics not only provides insights into the possible dynamics of CREB regulatory motifs, but also demonstrates a framework for understanding other regulatory processes with similar network architecture.

Detection and Isolation of Simultaneous Additive and Parametric Faults in Nonlinear Stochastic Dynamical Systems

This paper presents a new fault detection and isolation scheme for dealing with simultaneous additive and parametric faults. The new design integrates a system for additive fault detection based on Castillo and Zufiria, 2009 and a new parametric fault detection and isolation scheme inspired in Munz and Zufiria, 2008 . It is shown that the so far existing schemes do not behave correctly when both additive and parametric faults occur simultaneously; to solve the problem a new integrated scheme is proposed. Computer simulation results are presented to confirm the theoretical studies.

Simulation analysis of a network computer,

Bibliography: p. 43.

Molecular stochastics : a study of direct production of stochastic sequences from transducers /

Vita.

RASCEL: a programmable analog computer based on a regular array of stochastic computing element logic

Thesis--University of Illinois.

A stochastic control system /

Bibliography: p. 12.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.