Propostas de modelagem matemática para o problema de restauração de sistemas de distribuição de energia elétrica radiais

Pós-graduação em Engenharia Elétrica - FEIS

Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

Conservation laws for Z(N) symmetric quantum spin models and their exact ground state energies

We derive an infinite set of conserved charges for some Z(N) symmetric quantum spin models by constructing their Lax pairs. These models correspond to the Potts model, Ashkin-Teller model and the particular set of self-dual Z(N) models solved by Fateev and Zamolodchikov [6]. The exact ground state energy for this last family of hamiltonians is also presented. © 1986.

Solving the multiobjective environmental/economic dispatch problem using weighted sum and ε-constraint strategies and a predictor-corrector primal-dual interior point method

This paper proposes a technique for solving the multiobjective environmental/economic dispatch problem using the weighted sum and ε-constraint strategies, which transform the problem into a set of single-objective problems. In the first strategy, the objective function is a weighted sum of the environmental and economic objective functions. The second strategy considers one of the objective functions: in this case, the environmental function, as a problem constraint, bounded above by a constant. A specific predictor-corrector primal-dual interior point method which uses the modified log barrier is proposed for solving the set of single-objective problems generated by such strategies. The purpose of the modified barrier approach is to solve the problem with relaxation of its original feasible region, enabling the method to be initialized with unfeasible points. The tests involving the proposed solution technique indicate i) the efficiency of the proposed method with respect to the initialization with unfeasible points, and ii) its ability to find a set of efficient solutions for the multiobjective environmental/economic dispatch problem.

An algorithm for the strip packing problem using collision free region and exact fitting placement

The irregular shape packing problem is approached. The container has a fixed width and an open dimension to be minimized. The proposed algorithm constructively creates the solution using an ordered list of items and a placement heuristic. Simulated annealing is the adopted metaheuristic to solve the optimization problem. A two-level algorithm is used to minimize the open dimension of the container. To ensure feasible layouts, the concept of collision free region is used. A collision free region represents all possible translations for an item to be placed and may be degenerated. For a moving item, the proposed placement heuristic detects the presence of exact fits (when the item is fully constrained by its surroundings) and exact slides (when the item position is constrained in all but one direction). The relevance of these positions is analyzed and a new placement heuristic is proposed. Computational comparisons on benchmark problems show that the proposed algorithm generated highly competitive solutions. Moreover, our algorithm updated some best known results. (C) 2012 Elsevier Ltd. All rights reserved.

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.

Reconnection studies under different types of turbulence driving

We study a model of fast magnetic reconnection in the presence of weak turbulence proposed by Lazarian and Vishniac (1999) using three-dimensional direct numerical simulations. The model has been already successfully tested in Kowal et al. (2009) confirming the dependencies of the reconnection speed V-rec on the turbulence injection power P-inj and the injection scale l(inj) expressed by a constraint V-rec similar to P(inj)(1/2)l(inj)(3/4)and no observed dependency on Ohmic resistivity. In Kowal et al. (2009), in order to drive turbulence, we injected velocity fluctuations in Fourier space with frequencies concentrated around k(inj) = 1/l(inj), as described in Alvelius (1999). In this paper, we extend our previous studies by comparing fast magnetic reconnection under different mechanisms of turbulence injection by introducing a new way of turbulence driving. The new method injects velocity or magnetic eddies with a specified amplitude and scale in random locations directly in real space. We provide exact relations between the eddy parameters and turbulent power and injection scale. We performed simulations with new forcing in order to study turbulent power and injection scale dependencies. The results show no discrepancy between models with two different methods of turbulence driving exposing the same scalings in both cases. This is in agreement with the Lazarian and Vishniac (1999) predictions. In addition, we performed a series of models with varying viscosity nu. Although Lazarian and Vishniac (1999) do not provide any prediction for this dependence, we report a weak relation between the reconnection speed with viscosity, V-rec similar to nu(-1/4).

Exact cosmological solutions of models with an interacting dark sector

In this work we extend the first order formalism for cosmological models that present an interaction between a fermionic and a scalar field. Cosmological exact solutions describing universes filled with interacting dark energy and dark matter have been obtained. Viable cosmological solutions with an early period of decelerated expansion followed by late acceleration have been found, notably one which presents a dark matter component dominating in the past and a dark energy component dominating in the future. In another one, the dark energy alone is the responsible for both periods, similar to a Chaplygin gas case. Exclusively accelerating solutions have also been obtained.

Modified constraint-induced movement therapy and modified forced-use therapy for stroke patients are both effective to promote balance and gait improvements

Background: Previous studies show that chronic hemiparetic patients after stroke, presents inabilities to perform movements in paretic hemibody. This inability is induced by positive reinforcement of unsuccessful attempts, a concept called learned non-use. Forced use therapy (FUT) and constraint induced movement therapy (CIMT) were developed with the goal of reversing the learned non-use. These approaches have been proposed for the rehabilitation of the paretic upper limb (PUL). It is unknown what would be the possible effects of these approaches in the rehabilitation of gait and balance. Objectives: To evaluate the effect of Modified FUT (mFUT) and Modified CIMT (mCIMT) on the gait and balance during four weeks of treatment and 3 months follow-up. Methods: This study included thirty-seven hemiparetic post-stroke subjects that were randomly allocated into two groups based on the treatment protocol. The non-paretic UL was immobilized for a period of 23 hours per day, five days a week. Participants were evaluated at Baseline, 1st, 2nd, 3rd and 4th weeks, and three months after randomization. For the evaluation we used: The Stroke Impact Scale (SIS), Berg Balance Scale (BBS) and Fugl-Meyer Motor Assessment (FM). Gait was analyzed by the 10-meter walk test (T10) and Timed Up & Go test (TUG). Results: Both groups revealed a better health status (SIS), better balance, better use of lower limb (BBS and FM) and greater speed in gait (T10 and TUG), during the weeks of treatment and months of follow-up, compared to the baseline. Conclusion: The results show mFUT and mCIMT are effective in the rehabilitation of balance and gait. Trial Registration ACTRN12611000411943.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

Exact correlation functions in particle-reaction models with immobile particles

Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.

STRUCTURE OF THE ELECTROMAGNETIC FIELD ALLOWING EXACT SOLUTION OF THE SCHRODINGER EQUATION IN SUPERPOSITION WITH AN AHARONOV-BOHM FIELD

A charged particle is considered in a complex external electromagnetic field. The field is a superposition of an Aharonov-Bohm field and some additional field. Here we describe all additional fields known up to the present time that allow exact solution of the Schrodinger equation in a complex field.

No-pole condition in Landau gauge: Properties of the Gribov ghost form factor and a constraint on the 2d gluon propagator

We study general properties of the Landau-gauge Gribov ghost form factor sigma(p(2)) for SU(N-c) Yang-Mills theories in the d-dimensional case. We find a qualitatively different behavior for d = 3, 4 with respect to the d = 2 case. In particular, considering any (sufficiently regular) gluon propagator D(p(2)) and the one-loop-corrected ghost propagator, we prove in the 2d case that the function sigma(p(2)) blows up in the infrared limit p -> 0 as -D(0) ln(p(2)). Thus, for d = 2, the no-pole condition sigma(p(2)) < 1 (for p(2) > 0) can be satisfied only if the gluon propagator vanishes at zero momentum, that is, D(0) = 0. On the contrary, in d = 3 and 4, sigma(p(2)) is finite also if D(0) > 0. The same results are obtained by evaluating the ghost propagator G(p(2)) explicitly at one loop, using fitting forms for D(p(2)) that describe well the numerical data of the gluon propagator in two, three and four space-time dimensions in the SU(2) case. These evaluations also show that, if one considers the coupling constant g(2) as a free parameter, the ghost propagator admits a one-parameter family of behaviors (labeled by g(2)), in agreement with previous works by Boucaud et al. In this case the condition sigma(0) <= 1 implies g(2) <= g(c)(2), where g(c)(2) is a "critical" value. Moreover, a freelike ghost propagator in the infrared limit is obtained for any value of g(2) smaller than g(c)(2), while for g(2) = g(c)(2) one finds an infrared-enhanced ghost propagator. Finally, we analyze the Dyson-Schwinger equation for sigma(p(2)) and show that, for infrared-finite ghost-gluon vertices, one can bound the ghost form factor sigma(p(2)). Using these bounds we find again that only in the d = 2 case does one need to impose D(0) = 0 in order to satisfy the no-pole condition. The d = 2 result is also supported by an analysis of the Dyson-Schwinger equation using a spectral representation for the ghost propagator. Thus, if the no-pole condition is imposed, solving the d = 2 Dyson-Schwinger equations cannot lead to a massive behavior for the gluon propagator. These results apply to any Gribov copy inside the so-called first Gribov horizon; i.e., the 2d result D(0) = 0 is not affected by Gribov noise. These findings are also in agreement with lattice data.

Exact dynamics of single-qubit-gate fidelities under the measurement-based quantum computation scheme

Measurement-based quantum computation is an efficient model to perform universal computation. Nevertheless, theoretical questions have been raised, mainly with respect to realistic noise conditions. In order to shed some light on this issue, we evaluate the exact dynamics of some single-qubit-gate fidelities using the measurement-based quantum computation scheme when the qubits which are used as a resource interact with a common dephasing environment. We report a necessary condition for the fidelity dynamics of a general pure N-qubit state, interacting with this type of error channel, to present an oscillatory behavior, and we show that for the initial canonical cluster state, the fidelity oscillates as a function of time. This state fidelity oscillatory behavior brings significant variations to the values of the computational results of a generic gate acting on that state depending on the instants we choose to apply our set of projective measurements. As we shall see, considering some specific gates that are frequently found in the literature, the fast application of the set of projective measurements does not necessarily imply high gate fidelity, and likewise the slow application thereof does not necessarily imply low gate fidelity. Our condition for the occurrence of the fidelity oscillatory behavior shows that the oscillation presented by the cluster state is due exclusively to its initial geometry. Other states that can be used as resources for measurement-based quantum computation can present the same initial geometrical condition. Therefore, it is very important for the present scheme to know when the fidelity of a particular resource state will oscillate in time and, if this is the case, what are the best times to perform the measurements.