955 resultados para Institute for Numerical Analysis (U.S.)
Resumo:
Power system real time security assessment is one of the fundamental modules of the electricity markets. Typically, when a contingency occurs, it is required that security assessment and enhancement module shall be ready for action within about 20 minutes’ time to meet the real time requirement. The recent California black out again highlighted the importance of system security. This paper proposed an approach for power system security assessment and enhancement based on the information provided from the pre-defined system parameter space. The proposed scheme opens up an efficient way for real time security assessment and enhancement in a competitive electricity market for single contingency case
Resumo:
The reconstruction of power industries has brought fundamental changes to both power system operation and planning. This paper presents a new planning method using multi-objective optimization (MOOP) technique, as well as human knowledge, to expand the transmission network in open access schemes. The method starts with a candidate pool of feasible expansion plans. Consequent selection of the best candidates is carried out through a MOOP approach, of which multiple objectives are tackled simultaneously, aiming at integrating the market operation and planning as one unified process in context of deregulated system. Human knowledge has been applied in both stages to ensure the selection with practical engineering and management concerns. The expansion plan from MOOP is assessed by reliability criteria before it is finalized. The proposed method has been tested with the IEEE 14-bus system and relevant analyses and discussions have been presented.
Resumo:
In order to use the finite element method for solving fluid-rock interaction problems in pore-fluid saturated hydrothermal/sedimentary basins effectively and efficiently, we have presented, in this paper, the new concept and numerical algorithms to deal with the fundamental issues associated with the fluid-rock interaction problems. These fundamental issues are often overlooked by some purely numerical modelers. (1) Since the fluid-rock interaction problem involves heterogeneous chemical reactions between reactive aqueous chemical species in the pore-fluid and solid minerals in the rock masses, it is necessary to develop the new concept of the generalized concentration of a solid mineral, so that two types of reactive mass transport equations, namely, the conventional mass transport equation for the aqueous chemical species in the pore-fluid and the degenerated mass transport equation for the solid minerals in the rock mass, can be solved simultaneously in computation. (2) Since the reaction area between the pore-fluid and mineral surfaces is basically a function of the generalized concentration of the solid mineral, there is a definite need to appropriately consider the dependence of the dissolution rate of a dissolving mineral on its generalized concentration in the numerical analysis. (3) Considering the direct consequence of the porosity evolution with time in the transient analysis of fluid-rock interaction problems; we have proposed the term splitting algorithm and the concept of the equivalent source/sink terms in mass transport equations so that the problem of variable mesh Peclet number and Courant number has been successfully converted into the problem of constant mesh Peclet and Courant numbers. The numerical results from an application example have demonstrated the usefulness of the proposed concepts and the robustness of the proposed numerical algorithms in dealing with fluid-rock interaction problems in pore-fluid saturated hydrothermal/sedimentary basins. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
We report experimental studies of metastable chaos in the far-infrared ammonia ring: laser. When the laser pump power is switched from above chaos threshold to slightly below, chaotic intensity pulsations continue for a varying time afterward before decaying to either periodic or cw emission. The behavior is in good qualitative agreement with that predicted by the Lorenz equations, previously used to describe this laser. The statistical distribution of the duration of the chaotic transient is measured and shown to be in excellent agreement with the Lorenz equations in showing a modified exponential distribution. We also give a brief numerical analysis and graphical visualization of the Lorenz equations in phase space illustrating the boundary between the metastable chaotic and the stable fixed point basins of attraction. This provides an intuitive understanding of the metastable dynamics of the Lorenz equations and the experimental system.
Resumo:
In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
Numerical optimisation methods are being more commonly applied to agricultural systems models, to identify the most profitable management strategies. The available optimisation algorithms are reviewed and compared, with literature and our studies identifying evolutionary algorithms (including genetic algorithms) as superior in this regard to simulated annealing, tabu search, hill-climbing, and direct-search methods. Results of a complex beef property optimisation, using a real-value genetic algorithm, are presented. The relative contributions of the range of operational options and parameters of this method are discussed, and general recommendations listed to assist practitioners applying evolutionary algorithms to the solution of agricultural systems. (C) 2001 Elsevier Science Ltd. All rights reserved.
Resumo:
In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.
Resumo:
In this paper we discuss implicit methods based on stiffly accurate Runge-Kutta methods and splitting techniques for solving Stratonovich stochastic differential equations (SDEs). Two splitting techniques: the balanced splitting technique and the deterministic splitting technique, are used in this paper. We construct a two-stage implicit Runge-Kutta method with strong order 1.0 which is corrected twice and no update is needed. The stability properties and numerical results show that this approach is suitable for solving stiff SDEs. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
Theoretical and numerical analysis is performed for an inviscid axisymmetric vortical bathtub-type flow. The level of vorticity is kept high so that the image of the flow on the radial-axial plane (r-z plane) is not potential. The most significant findings are: (1) the region of validity of the strong vortex approximation is separated from the drain by a buffer region, (2) the power-law asymptote of the stream function, specified by Delta Psi similar to r(4/3) Deltaz, appears near the axis when vorticity in the flow is sufficiently strong and (3) the local Rossby number in the region of the 4/3 power-law the initial vorticity level in the flow and the global Rossby number.
Resumo:
Ligaments undergo finite strain displaying hyperelastic behaviour as the initially tangled fibrils present straighten out, combined with viscoelastic behaviour (strain rate sensitivity). In the present study the anterior cruciate ligament of the human knee joint is modelled in three dimensions to gain an understanding of the stress distribution over the ligament due to motion imposed on the ends, determined from experimental studies. A three dimensional, finite strain material model of ligaments has recently been proposed by Pioletti in Ref. [2]. It is attractive as it separates out elastic stress from that due to the present strain rate and that due to the past history of deformation. However, it treats the ligament as isotropic and incompressible. While the second assumption is reasonable, the first is clearly untrue. In the present study an alternative model of the elastic behaviour due to Bonet and Burton (Ref. [4]) is generalized. Bonet and Burton consider finite strain with constant modulii for the fibres and for the matrix of a transversely isotropic composite. In the present work, the fibre modulus is first made to increase exponentially from zero with an invariant that provides a measure of the stretch in the fibre direction. At 12% strain in the fibre direction, a new reference state is then adopted, after which the material modulus is made constant, as in Bonet and Burton's model. The strain rate dependence can be added, either using Pioletti's isotropic approximation, or by making the effect depend on the strain rate in the fibre direction only. A solid model of a ligament is constructed, based on experimentally measured sections, and the deformation predicted using explicit integration in time. This approach simplifies the coding of the material model, but has a limitation due to the detrimental effect on stability of integration of the substantial damping implied by the nonlinear dependence of stress on strain rate. At present, an artificially high density is being used to provide stability, while the dynamics are being removed from the solution using artificial viscosity. The result is a quasi-static solution incorporating the effect of strain rate. Alternate approaches to material modelling and integration are discussed, that may result in a better model.
Resumo:
It has been previously observed that the intrinsically weak variant GC donor sites, in order to be recognized by the U2-type spliceosome, possess strong consensus sequences maximized for base pair formation with U1 and U5/U6 snRNAs. However, variability in signal strength is a fundamental mechanism for splice site selection in alternative splicing. Here we report human alternative GC-AG introns (for the first time from any species), and show that while constitutive GC-AG introns do possess strong signals at their donor sites, a large subset of alternative GC-AG introns possess weak consensus sequences at their donor sites. Surprisingly, this subset of alternative isoforms shows strong consensus at acceptor exon positions 1 and 2. The improved consensus at the acceptor exon can facilitate a strong interaction with U5 snRNA, which tethers the two exons for ligation during the second step of splicing. Further, these isoforms nearly always possess alternative acceptor sites and always possess alternative acceptor sites and exhibit particularly weak polypyrimidine tracts characteristic of AG-dependent introns. The acceptor exon nucleotides are part of the consensus required for the U2AF(35)-mediated recognition of AG in such introns. Such improved consensus at acceptor exons is not found in either normal or alternative GT-AG introns having weak donor sites or weak polypyrimidine,tracts. The changes probably reflect mechanisms that allow GC-AG alternative intron isoforms to cope with two conflicting requirements, namely an apparent need for differential splice strength to direct the choice of alternative sites and a need for improved donor signals to compensate for the central mismatch base pair (C-A) in the RNA duplex of U1 snRNA and the pre-mRNA. The other important findings include (i) one in every twenty alternative introns is a GC-AG intron, and (ii) three of every five observed GC-AG introns are alternative isoforms.
Resumo:
A finite-element method is used to study the elastic properties of random three-dimensional porous materials with highly interconnected pores. We show that Young's modulus, E, is practically independent of Poisson's ratio of the solid phase, nu(s), over the entire solid fraction range, and Poisson's ratio, nu, becomes independent of nu(s) as the percolation threshold is approached. We represent this behaviour of nu in a flow diagram. This interesting but approximate behaviour is very similar to the exactly known behaviour in two-dimensional porous materials. In addition, the behaviour of nu versus nu(s) appears to imply that information in the dilute porosity limit can affect behaviour in the percolation threshold limit. We summarize the finite-element results in terms of simple structure-property relations, instead of tables of data, to make it easier to apply the computational results. Without using accurate numerical computations, one is limited to various effective medium theories and rigorous approximations like bounds and expansions. The accuracy of these equations is unknown for general porous media. To verify a particular theory it is important to check that it predicts both isotropic elastic moduli, i.e. prediction of Young's modulus alone is necessary but not sufficient. The subtleties of Poisson's ratio behaviour actually provide a very effective method for showing differences between the theories and demonstrating their ranges of validity. We find that for moderate- to high-porosity materials, none of the analytical theories is accurate and, at present, numerical techniques must be relied upon.