865 resultados para Two-stage stochastic model


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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.

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We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We consider a stochastic model in compact representation and MPS format with a known scenario tree. The cluster submodels are built by storing first the 0-1 the variables, stage by stage, and then the continuous ones, also stage by stage. A C++ experimental code has been implemented for reordering the stochastic model as well as the cluster decomposition after the relaxation of the non-anticipativiy constraints until the so-called breakstage. The computational experience shows better performance of the stage ordering in terms of elapsed time in a randomly generated testbed of multistage stochastic mixed integer problems.

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Spatial prediction of hourly rainfall via radar calibration is addressed. The change of support problem (COSP), arising when the spatial supports of different data sources do not coincide, is faced in a non-Gaussian setting; in fact, hourly rainfall in Emilia-Romagna region, in Italy, is characterized by abundance of zero values and right-skeweness of the distribution of positive amounts. Rain gauge direct measurements on sparsely distributed locations and hourly cumulated radar grids are provided by the ARPA-SIMC Emilia-Romagna. We propose a three-stage Bayesian hierarchical model for radar calibration, exploiting rain gauges as reference measure. Rain probability and amounts are modeled via linear relationships with radar in the log scale; spatial correlated Gaussian effects capture the residual information. We employ a probit link for rainfall probability and Gamma distribution for rainfall positive amounts; the two steps are joined via a two-part semicontinuous model. Three model specifications differently addressing COSP are presented; in particular, a stochastic weighting of all radar pixels, driven by a latent Gaussian process defined on the grid, is employed. Estimation is performed via MCMC procedures implemented in C, linked to R software. Communication and evaluation of probabilistic, point and interval predictions is investigated. A non-randomized PIT histogram is proposed for correctly assessing calibration and coverage of two-part semicontinuous models. Predictions obtained with the different model specifications are evaluated via graphical tools (Reliability Plot, Sharpness Histogram, PIT Histogram, Brier Score Plot and Quantile Decomposition Plot), proper scoring rules (Brier Score, Continuous Rank Probability Score) and consistent scoring functions (Root Mean Square Error and Mean Absolute Error addressing the predictive mean and median, respectively). Calibration is reached and the inclusion of neighbouring information slightly improves predictions. All specifications outperform a benchmark model with incorrelated effects, confirming the relevance of spatial correlation for modeling rainfall probability and accumulation.

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Absorption heat transformers are thermodynamic systems which are capable of recycling industrial waste heat energy by increasing its temperature. Triple stage heat transformers (TAHTs) can increase the temperature of this waste heat by up to approximately 145˚C. The principle factors influencing the thermodynamic performance of a TAHT and general points of operating optima were identified using a multivariate statistical analysis, prior to using heat exchange network modelling techniques to dissect the design of the TAHT and systematically reassemble it in order to minimise internal exergy destruction within the unit. This enabled first and second law efficiency improvements of up to 18.8% and 31.5% respectively to be achieved compared to conventional TAHT designs. The economic feasibility of such a thermodynamically optimised cycle was investigated by applying it to an oil refinery in Ireland, demonstrating that in general the capital cost of a TAHT makes it difficult to achieve acceptable rates of return. Decreasing the TAHT's capital cost may be achieved by redesigning its individual pieces of equipment and reducing their size. The potential benefits of using a bubble column absorber were therefore investigated in this thesis. An experimental bubble column was constructed and used to track the collapse of steam bubbles being absorbed into a hotter lithium bromide salt solution. Extremely high mass transfer coefficients of approximately 0.0012m/s were observed, showing significant improvements over previously investigated absorbers. Two separate models were developed, namely a combined heat and mass transfer model describing the rate of collapse of the bubbles, and a stochastic model describing the hydrodynamic motion of the collapsing vapour bubbles taking into consideration random fluctuations observed in the experimental data. Both models showed good agreement with the collected data, and demonstrated that the difference between the solution's temperature and its boiling temperature is the primary factor influencing the absorber's performance.

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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

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The climate of Marine Isotope Stage (MIS) 11, the interglacial roughly 400,000 years ago, is investigated for four time slices, 416, 410, 400, and 394 ka. The overall picture is that MIS 11 was a relatively warm interglacial in comparison to preindustrial, with Northern Hemisphere (NH) summer temperatures early in MIS 11 (416-410 ka) warmer than preindustrial, though winters were cooler. Later in MIS 11, especially around 400 ka, conditions were cooler in the NH summer, mainly in the high latitudes. Climate changes simulated by the models were mainly driven by insolation changes, with the exception of two local feedbacks that amplify climate changes. Here, the NH high latitudes, where reductions in sea ice cover lead to a winter warming early in MIS 11, as well as the tropics, where monsoon changes lead to stronger climate variations than one would expect on the basis of latitudinal mean insolation change alone, are especially prominent. The results support a northward expansion of trees at the expense of grasses in the high northern latitudes early during MIS 11, especially in northern Asia and North America.