956 resultados para Optimal hedge ratio. Garch. Effectiveness
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The effect of varying the geometric parameters of helical strakes on vortex-induced vibration (VIV) is investigated in this paper. The degree of oscillation attenuation or even suppression is analysed for isolated circular cylinder cases. How a cylinder fitted with strakes behaves when immersed in the wake of another cylinder in tandem arrangement is also investigated and these results are compared to those with a single straked cylinder. The experimental tests are conducted at a circulating water channel facility and the cylindrical models are mounted on a low-damping air bearing elastic base with one degree-of-freedom, restricted to oscillate in the transverse direction to the channel flow. Three strake pitches (p) and heights (h) are tested: p = 5, 10, 15d, and h = 0.1, 0.2, 0.25d. The mass ratio is 1.8 for all models. The Reynolds number range is from 1000 to 10000, and the reduced velocity varies up to 21. The cases with h = 0.1d strakes reduce the amplitude response when compared to the isolated plain cylinder, however the oscillation still persists. On the other hand, the cases with h = 0.2, 0.25d strakes almost completely suppress VIV. Spanwise vorticity fields, obtained through stereoscopic digital particle image velocimetry (SDPIV), show an alternating vortex wake for the p = 10d and h = 0.1d straked cylinder. The p = 10d and h = 0.2d cylinder wake has separated shear layers with constant width and no roll-up close to the body. The strakes do not increase the magnitude of the out-of-plane velocity compared to the isolated plain cylinder. However, they deflect the flow in the out-of-plane direction in a controlled way, which can prevent the vortex shedding correlation along the span. In order to investigate the wake interference effect on the strake efficiency, an experimental arrangement with two cylinders in tandem is employed. The centre-to-centre distance for the tandem arrangement varies from 2 to 6. When the downstream p = 10d and h = 0.2d cylinder is immersed in the wake of an upstream fixed plain cylinder, it loses its effectiveness compared with the isolated case. Although the oscillations have significant amplitude, they are limited, which is a different behaviour from that of a tandem configuration with two plain cylinders. For this particular case, the amplitude response monotonically increases for all gaps, except one, a trait usually found in galloping-like oscillations. SDPIV results for the tandem arrangements show alternating vortex shedding and oscillatory wake. (C) 2010 Elsevier Ltd. All rights reserved.
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Many factors affect the airflow patterns, thermal comfort, contaminant removal efficiency and indoor air quality at individual workstations in office buildings. In this study, four ventilation systems were used in a test chamber designed to represent an area of a typical office building floor and reproduce the real characteristics of a modern office space. Measurements of particle concentration and thermal parameters (temperature and velocity) were carried out for each of the following types of ventilation systems: (a) conventional air distribution system with ceiling supply and return; (b) conventional air distribution system with ceiling supply and return near the floor; (c) underfloor air distribution system; and (d) split system. The measurements aimed to analyse the particle removal efficiency in the breathing zone and the impact of particle concentration on an individual at the workstation. The efficiency of the ventilation system was analysed by measuring particle size and concentration, ventilation effectiveness and the indoor/outdoor ratio. Each ventilation system showed different airflow patterns and the efficiency of each ventilation system in the removal of the particles in the breathing zone showed no correlation with particle size and the various methods of analyses used. (C) 2008 Elsevier Ltd. All rights reserved.
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Compliant mechanisms can achieve a specified motion as a mechanism without relying on the use of joints and pins. They have broad application in precision mechanical devices and Micro-Electro Mechanical Systems (MEMS) but may lose accuracy and produce undesirable displacements when subjected to temperature changes. These undesirable effects can be reduced by using sensors in combination with control techniques and/or by applying special design techniques to reduce such undesirable effects at the design stage, a process generally termed ""design for precision"". This paper describes a design for precision method based on a topology optimization method (TOM) for compliant mechanisms that includes thermal compensation features. The optimization problem emphasizes actuator accuracy and it is formulated to yield optimal compliant mechanism configurations that maximize the desired output displacement when a force is applied, while minimizing undesirable thermal effects. To demonstrate the effectiveness of the method, two-dimensional compliant mechanisms are designed considering thermal compensation, and their performance is compared with compliant mechanisms designs that do not consider thermal compensation. (C) 2010 Elsevier B.V. All rights reserved.
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This work explores the design of piezoelectric transducers based on functional material gradation, here named functionally graded piezoelectric transducer (FGPT). Depending on the applications, FGPTs must achieve several goals, which are essentially related to the transducer resonance frequency, vibration modes, and excitation strength at specific resonance frequencies. Several approaches can be used to achieve these goals; however, this work focuses on finding the optimal material gradation of FGPTs by means of topology optimization. Three objective functions are proposed: (i) to obtain the FGPT optimal material gradation for maximizing specified resonance frequencies; (ii) to design piezoelectric resonators, thus, the optimal material gradation is found for achieving desirable eigenvalues and eigenmodes; and (iii) to find the optimal material distribution of FGPTs, which maximizes specified excitation strength. To track the desirable vibration mode, a mode-tracking method utilizing the `modal assurance criterion` is applied. The continuous change of piezoelectric, dielectric, and elastic properties is achieved by using the graded finite element concept. The optimization algorithm is constructed based on sequential linear programming, and the concept of continuum approximation of material distribution. To illustrate the method, 2D FGPTs are designed for each objective function. In addition, the FGPT performance is compared with the non-FGPT one.
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Wetting balance tests of copper sheets submerged in tin solder baths were carried out in a completely automatic wetting balance. Wetting curves were examined for three different values of sheet thickness and four different solder bath temperatures. Most of the wetting curves showed a distorted shape relative to that of a standard curve, preventing calculation of important wetting parameters, such as the wetting rate and the wetting force. The wetting tests showed that the distortion increased for a thicker sheet thickness and a lower solder bath temperature, being the result of solder bath solidification around the submerged sheet substrate. (C) 2008 Elsevier B.V. All rights reserved.
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This study examines the applicability of a micromechanics approach based upon the computational cell methodology incorporating the Gurson-Tvergaard (GT) model and the CTOA criterion to describe ductile crack extension of longitudinal crack-like defects in high pressure pipeline steels. A central focus is to gain additional insight into the effectiveness and limitations of both approaches to describe crack growth response and to predict the burst pressure for the tested cracked pipes. A verification study conducted on burst testing of large-diameter, precracked pipe specimens with varying crack depth to thickness ratio (a/t) shows the potential predictive capability of the cell approach even though both the CT model and the CTOA criterion appear to depend on defect geometry. Overall, the results presented here lend additional support for further developments in the cell methodology as a valid engineering tool for integrity assessments of pipelines with axial defects. (C) 2011 Elsevier Ltd. All rights reserved,
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The thermal performance of a cooling tower and its cooling water system is critical for industrial plants, and small deviations from the design conditions may cause severe instability in the operation and economics of the process. External disturbances such as variation in the thermal demand of the process or oscillations in atmospheric conditions may be suppressed in multiple ways. Nevertheless, such alternatives are hardly ever implemented in the industrial operation due to the poor coordination between the utility and process sectors. The complexity of the operation increases because of the strong interaction among the process variables. In the present work, an integrated model for the minimization of the operating costs of a cooling water system is developed. The system is composed of a cooling tower as well as a network of heat exchangers. After the model is verified, several cases are studied with the objective of determining the optimal operation. It is observed that the most important operational resources to mitigate disturbances in the thermal demand of the process are, in this order: the increase in recycle water flow rate, the increase in air flow rate and finally the forced removal of a portion of the water flow rate that enters the cooling tower with the corresponding make-up flow rate. (C) 2009 Elsevier Ltd. All rights reserved.
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The objective of this paper is to develop a mathematical model for the synthesis of anaerobic digester networks based on the optimization of a superstructure that relies on a non-linear programming formulation. The proposed model contains the kinetic and hydraulic equations developed by Pontes and Pinto [Chemical Engineering journal 122 (2006) 65-80] for two types of digesters, namely UASB (Upflow Anaerobic Sludge Blanket) and EGSB (Expanded Granular Sludge Bed) reactors. The objective function minimizes the overall sum of the reactor volumes. The optimization results show that a recycle stream is only effective in case of a reactor with short-circuit, such as the UASB reactor. Sensitivity analysis was performed in the one and two-digester network superstructures, for the following parameters: UASB reactor short-circuit fraction and the EGSB reactor maximum organic load, and the corresponding results vary considerably in terms of digester volumes. Scenarios for three and four-digester network superstructures were optimized and compared with the results from fewer digesters. (C) 2009 Elsevier B.V. All rights reserved.
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There is an increasing need to treat effluents contaminated with phenol with advanced oxidation processes (AOPs) to minimize their impact on the environment as well as on bacteriological populations of other wastewater treatment systems. One of the most promising AOPs is the Fenton process that relies on the Fenton reaction. Nevertheless, there are no systematic studies on Fenton reactor networks. The objective of this paper is to develop a strategy for the optimal synthesis of Fenton reactor networks. The strategy is based on a superstructure optimization approach that is represented as a mixed integer non-linear programming (MINLP) model. Network superstructures with multiple Fenton reactors are optimized with the objective of minimizing the sum of capital, operation and depreciation costs of the effluent treatment system. The optimal solutions obtained provide the reactor volumes and network configuration, as well as the quantities of the reactants used in the Fenton process. Examples based on a case study show that multi-reactor networks yield decrease of up to 45% in overall costs for the treatment plant. (C) 2010 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.
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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
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The most popular algorithms for blind equalization are the constant-modulus algorithm (CMA) and the Shalvi-Weinstein algorithm (SWA). It is well-known that SWA presents a higher convergence rate than CMA. at the expense of higher computational complexity. If the forgetting factor is not sufficiently close to one, if the initialization is distant from the optimal solution, or if the signal-to-noise ratio is low, SWA can converge to undesirable local minima or even diverge. In this paper, we show that divergence can be caused by an inconsistency in the nonlinear estimate of the transmitted signal. or (when the algorithm is implemented in finite precision) by the loss of positiveness of the estimate of the autocorrelation matrix, or by a combination of both. In order to avoid the first cause of divergence, we propose a dual-mode SWA. In the first mode of operation. the new algorithm works as SWA; in the second mode, it rejects inconsistent estimates of the transmitted signal. Assuming the persistence of excitation condition, we present a deterministic stability analysis of the new algorithm. To avoid the second cause of divergence, we propose a dual-mode lattice SWA, which is stable even in finite-precision arithmetic, and has a computational complexity that increases linearly with the number of adjustable equalizer coefficients. The good performance of the proposed algorithms is confirmed through numerical simulations.
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Edge effects resulting from isolation and subsequent microclimatic changes are one of the most important threats to the forest fragments conservation. The efficiency of maintaining a barrier formed by three rows of Eucalyptus along the edge of a subtropical seasonal semi deciduous forest fragment, surrounded by Eucalyptus monoculture, was evaluated as a way of softening the microclimatic changes (light intensity, temperature and relative humidity) and the impacts of eucalypt mechanized harvesting on the native vegetation along the contact zone between the forest fragment and the plantation. The Eucalyptus barrier was effective in softening the microclimate. Light intensity was 35% lower in the presence of the barrier. The barrier also provided a reduction of 1 C in air temperature and increased in 3.4% in relative humidity throughout the year. The barrier was also effective in preventing the impact on native vegetation, avoiding damage to adult trees and preserving the regenerating forest stratum near the border, which was reduced to less than 20% in density and 50% in richness, with no such barrier. The barrier of Eucalyptus may, therefore, be recommended as an effective method to minimize the impacts of mechanized forest harvesting operations and mitigate the microclimatic conditions along the edge of forest fragments.
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Citriculture normally uses high application volumes in pesticide solutions (of 2.000 to 5.000 L ha(-1)) to control pests and diseases that affect the crop, which generates an increase in operational costs. For this reason, diverse systems of application are being developed to reduce application volumes and improve the uniformity of pesticide deposition. The goal of this work was to evaluate the efficiency of two application systems of pesticides in citrus trees. One system used a prototype for terrestrial application with rotary disc atomizers that are widely used in agricultural aviation, and the other system used hollow cone tip hydraulics. For the treatment of the trees the insecticide Metidation was used at the dose of 180 gr per hectare. To study the droplet spectrum, water-sensitive papers were installed at different positions in the trees canopy, and for the study of insecticide deposition leaves of the treated plants were collected. The water-sensitive papers were collected and analyzed using a computerized image analysis system (e-Sprinkle, EMBRAPA, Sao Paulo, Brazil), and the leaves analyzed by the technique of gas chromatography. Pesticide deposition was similar in both application system, although the solution volume used by the application system equipped with rotary disc atomizers was one quarter of the volume used by the application system equipped with hydraulic tips, reducing considerably the cost of the phytosanitary treatments.
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Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.
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The objective of this study was to determine if the effects of inoculation with Lactobacillus buchneri 40788 were detectable when applied to whole-plant corn stored in farm silos. Corn silage was randomly sampled from farms in Wisconsin, Minnesota, and Pennsylvania, and was untreated (n = 15) or treated with an inoculant (n = 16) containing L. buchneri 40788 alone or this organism combined with Pediococcus pentosaceus during May and June 2007. Corn silage that was removed from the silo face during the morning feeding was sampled, vacuum-packed, and heat sealed in polyethylene bags and shipped immediately to the University of Delaware for analyses. Silage samples were analyzed for dry matter (DM), nutrient composition, fermentation end-products, aerobic stability, and microbial populations. The population of L. buchneri in silages was determined using a real-time quantitative PCR method. Aerobic stability was measured as the time after exposure to air that it took for a 2 degrees C increase above an ambient temperature. The DM and concentrations of lactic and acetic acids were 35.6 and 34.5, 4.17 and 4.85, and 2.24 and 2.41%, respectively, for untreated and inoculated silages and were not different between treatments. The concentration of 1,2-propanediol was greater in inoculated silages (1.26 vs. 0.29%). Numbers of lactic acid bacteria determined on selective agar were not different between treatments. However, the numbers of L. buchneri based on measurements using real-time quantitative PCR analysis were greater and averaged 6.46 log cfu-equivalents/g compared with 4.89 log cfu-equivalent for inoculated silages. There were fewer yeasts and aerobic stability was greater in inoculated silages (4.75 log cfu/g and 74 h of stability) than in untreated silages (5.55 log cfu/g and 46 h of stability). This study supports the effectiveness of L. buchneri 40788 on dairy farms.