914 resultados para Modelo afim de estrutura a termo
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This study aims to investigate the influence of the asset class and the breakdown of tangibility as determinant factors of the capital structure of companies listed on the BM & FBOVESPA in the period of 2008-2012. Two current assets classes were composed and once they were grouped by liquidity, they were also analyzed by the financial institutions for credit granting: current resources (Cash, Bank and Financial Applications) and operations with duplicates (Stocks and Receivables). The breakdown of the tangible assets was made based on its main components provided as warrantees for loans like Machinery & Equipment and Land & Buildings. For an analysis extension, three metrics for leverage (accounting, financial and market) were applied and the sample was divided into economic sectors, adopted by BM&FBOVESPA. The data model in dynamic panel estimated by a systemic GMM of two levels was used in this study due its strength to problems of endogenous relationship as well as the omitted variables bias. The found results suggest that current resources are determinants of the capital structure possibly because they re characterized as proxies for financial solvency, being its relationship with debt positive. The sectorial analysis confirmed the results for current resources. The tangibility of assets has inverse proportional relationship with the leverage. As it is disintegrated in its main components, the significant and negative influence of machinery & equipment was more marked in the Industrial Goods sector. This result shows that, on average, the most specific assets from operating activities of a company compete for a less use of third party resources. As complementary results, it was observed that the leverage has persistence, which is linked with the static trade-off theory. Specifically for financial leverage, it was observed that the persistence is relevant when it is controlled for the lagged current assets classes variables. The proxy variable for growth opportunities, measured by the Market -to -Book, has the sign of its contradictory coefficient. The company size has a positive relationship with debt, in favor of static trade-off theory. Profitability is the most consistent variable in all the performed estimations, showing strong negative and significant relationship with leverage, as the pecking order theory predicts
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Heparin, a sulfated polysaccharide, was the first compound used as an anticoagulant and antithrombotic agent. Due to their structural characteristics, also has great potential anti-inflammatory, though such use is limited in inflammation because of their marked effects on coagulation. The occurrence of heparin-like compounds that exhibit anticoagulant activity decreased in aquatic invertebrates, such as crab Goniopsis cruentata, sparked interest for the study of such compounds as anti-inflammatory drugs. Therefore, the objective of this study was to evaluate the potential modulator of heparin-like compound extracted from Goniopsis cruentata in inflammatory events, coagulation, and to evaluate some aspects of its structure. The heparin-type compound had a high degree of N-sulphation in its structure, being able to reduce leukocyte migration into the peritoneal cavity at lower doses compared to heparin and diclofenac sodium (anti-inflammatory commercial). Furthermore, it was also able to inhibit the production of nitric oxide and tumor necrosis factor alpha by activated macrophages, inhibited the activation of the enzyme neutrophil elastase in low concentrations and showed a lower anticoagulant effect in high doses as compared to porcine mucosal heparin. Because of these observations, the compound extracted from crab Goniopsis cruentata can be used as a structural model for future anti-inflammatory agents
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This work proposes a model to investigate the use of a cylindrical antenna used in the thermal method of recovering through electromagnetic radiation of high-viscosity oil. The antenna has a simple geometry, adapted dipole type, and it can be modelled by using Maxwell s equation. The wavelet transforms are used as basis functions and applied in conjunction with the method of moments to obtain the current distribution in the antenna. The electric field, power and temperature distribution are carefully calculated for the analysis of the antenna as electromagnetic heating. The energy performance is analyzed based on thermo-fluid dynamic simulations at field scale, and through the adaptation in the Steam Thermal and Advanced Processes Reservoir Simulator (STARS) by Computer Modelling Group (CMG). The model proposed and the numerical results obtained are stable and presented good agreement with the results reported in the specialized literature
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The Predictive Controller has been receiving plenty attention in the last decades, because the need to understand, to analyze, to predict and to control real systems has been quickly growing with the technological and industrial progress. The objective of this thesis is to present a contribution for the development and implementation of Nonlinear Predictive Controllers based on Hammerstein model, as well as to its make properties evaluation. In this case, in the Nonlinear Predictive Controller development the time-step linearization method is used and a compensation term is introduced in order to improve the controller performance. The main motivation of this thesis is the study and stability guarantee for the Nonlinear Predictive Controller based on Hammerstein model. In this case, was used the concepts of sections and Popov Theorem. Simulation results with literature models shows that the proposed approaches are able to control with good performance and to guarantee the systems stability
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This thesis presents a new structure of robust adaptive controller applied to mobile robots (surface mobile robot) with nonholonomic constraints. It acts in the dynamics and kinematics of the robot, and it is split in two distinct parts. The first part controls the robot dynamics, using variable structure model reference adaptive controllers. The second part controls the robot kinematics, using a position controller, whose objective is to make the robot to reach any point in the cartesian plan. The kinematic controller is based only on information about the robot configuration. A decoupling method is adopted to transform the linear model of the mobile robot, a multiple-input multiple-output system, into two decoupled single-input single-output systems, thus reducing the complexity of designing the controller for the mobile robot. After that, a variable structure model reference adaptive controller is applied to each one of the resulting systems. One of such controllers will be responsible for the robot position and the other for the leading angle, using reference signals generated by the position controller. To validate the proposed structure, some simulated and experimental results using differential drive mobile robots of a robot soccer kit are presented. The simulator uses the main characteristics of real physical system as noise and non-linearities such as deadzone and saturation. The experimental results were obtained through an C++ program applied to the robot soccer kit of Microrobot team at the LACI/UFRN. The simulated and experimental results are presented and discussed at the end of the text
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In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory
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Several mobile robots show non-linear behavior, mainly due friction phenomena between the mechanical parts of the robot or between the robot and the ground. Linear models are efficient in some cases, but it is necessary take the robot non-linearity in consideration when precise displacement and positioning are desired. In this work a parametric model identification procedure for a mobile robot with differential drive that considers the dead-zone in the robot actuators is proposed. The method consists in dividing the system into Hammerstein systems and then uses the key-term separation principle to present the input-output relations which shows the parameters from both linear and non-linear blocks. The parameters are then simultaneously estimated through a recursive least squares algorithm. The results shows that is possible to identify the dead-zone thresholds together with the linear parameters
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There are two main approaches for using in adaptive controllers. One is the so-called model reference adaptive control (MRAC), and the other is the so-called adaptive pole placement control (APPC). In MRAC, a reference model is chosen to generate the desired trajectory that the plant output has to follow, and it can require cancellation of the plant zeros. Due to its flexibility in choosing the controller design methodology (state feedback, compensator design, linear quadratic, etc.) and the adaptive law (least squares, gradient, etc.), the APPC is the most general type of adaptive control. Traditionally, it has been developed in an indirect approach and, as an advantage, it may be applied to non-minimum phase plants, because do not involve plant zero-pole cancellations. The integration to variable structure systems allows to aggregate fast transient and robustness to parametric uncertainties and disturbances, as well. In this work, a variable structure adaptive pole placement control (VS-APPC) is proposed. Therefore, new switching laws are proposed, instead of using the traditional integral adaptive laws. Additionally, simulation results for an unstable first order system and simulation and practical results for a three-phase induction motor are shown
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A modelagem de processos industriais tem auxiliado na produção e minimização de custos, permitindo a previsão dos comportamentos futuros do sistema, supervisão de processos e projeto de controladores. Ao observar os benefícios proporcionados pela modelagem, objetiva-se primeiramente, nesta dissertação, apresentar uma metodologia de identificação de modelos não-lineares com estrutura NARX, a partir da implementação de algoritmos combinados de detecção de estrutura e estimação de parâmetros. Inicialmente, será ressaltada a importância da identificação de sistemas na otimização de processos industriais, especificamente a escolha do modelo para representar adequadamente as dinâmicas do sistema. Em seguida, será apresentada uma breve revisão das etapas que compõem a identificação de sistemas. Na sequência, serão apresentados os métodos fundamentais para detecção de estrutura (Modificado Gram- Schmidt) e estimação de parâmetros (Método dos Mínimos Quadrados e Método dos Mínimos Quadrados Estendido) de modelos. No trabalho será também realizada, através dos algoritmos implementados, a identificação de dois processos industriais distintos representados por uma planta de nível didática, que possibilita o controle de nível e vazão, e uma planta de processamento primário de petróleo simulada, que tem como objetivo representar um tratamento primário do petróleo que ocorre em plataformas petrolíferas. A dissertação é finalizada com uma avaliação dos desempenhos dos modelos obtidos, quando comparados com o sistema. A partir desta avaliação, será possível observar se os modelos identificados são capazes de representar as características estáticas e dinâmicas dos sistemas apresentados nesta dissertação
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The pumping through progressing cavities system has been more and more employed in the petroleum industry. This occurs because of its capacity of elevation of highly viscous oils or fluids with great concentration of sand or other solid particles. A Progressing Cavity Pump (PCP) consists, basically, of a rotor - a metallic device similar to an eccentric screw, and a stator - a steel tube internally covered by a double helix, which may be rigid or deformable/elastomeric. In general, it is submitted to a combination of well pressure with the pressure generated by the pumping process itself. In elastomeric PCPs, this combined effort compresses the stator and generates, or enlarges, the clearance existing between the rotor and the stator, thus reducing the closing effect between their cavities. Such opening of the sealing region produces what is known as fluid slip or slippage, reducing the efficiency of the PCP pumping system. Therefore, this research aims to develop a transient three-dimensional computational model that, based on single-lobe PCP kinematics, is able to simulate the fluid-structure interaction that occurs in the interior of metallic and elastomeric PCPs. The main goal is to evaluate the dynamic characteristics of PCP s efficiency based on detailed and instantaneous information of velocity, pressure and deformation fields in their interior. To reach these goals (development and use of the model), it was also necessary the development of a methodology for generation of dynamic, mobile and deformable, computational meshes representing fluid and structural regions of a PCP. This additional intermediary step has been characterized as the biggest challenge for the elaboration and running of the computational model due to the complex kinematic and critical geometry of this type of pump (different helix angles between rotor and stator as well as large length scale aspect ratios). The processes of dynamic generation of meshes and of simultaneous evaluation of the deformations suffered by the elastomer are fulfilled through subroutines written in Fortan 90 language that dynamically interact with the CFX/ANSYS fluid dynamic software. Since a structural elastic linear model is employed to evaluate elastomer deformations, it is not necessary to use any CAE package for structural analysis. However, an initial proposal for dynamic simulation using hyperelastic models through ANSYS software is also presented in this research. Validation of the results produced with the present methodology (mesh generation, flow simulation in metallic PCPs and simulation of fluid-structure interaction in elastomeric PCPs) is obtained through comparison with experimental results reported by the literature. It is expected that the development and application of such a computational model may provide better details of the dynamics of the flow within metallic and elastomeric PCPs, so that better control systems may be implemented in the artificial elevation area by PCP
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The development of this work arises from the research of sociological and philosophical characters contemplating also other approaches which aims to answer the followingquestions: what is the responsibility of science teaching for the image one has about science? ; which scientific education should be designed for nowadays? . After considering the assumptions brought along by rationalism and the criticisms to the illuminist model proposed by sociology and philosophy of science, as well by the biology of the knowing process, going through discussions concerning post-modernity issues, one is given to understand that the image of science has become the central point of discussion in the last hundred years, including what concerns the area of science teaching, and that practically none of those discussions really reached natural science classes indeed. We adopt the term postontological to characterize the recent proposals on philosophy and sociology, because we evaluate that this term allows a better identification of the scientific realism crisis, which supports the existence of an ontological domain which science, and only science, is able to understand. One notices that the general public is not aware of those discussions, mainly if they are science teachers and students. So we believe that discussing the logic in which science is structured, the new understandings concerning the scientific undertaking, especially those of an externalist character, and the relationship between science and society, all of this contributes to build up a science teaching which contemplates a reflective contribution, besides allowing the inclusion of the study of other epistemologies in the educational practice. We argue that a revisionist posture seems to be the most appropriate for the contemporary scientific education, contemplating, besides the teaching of the usual science contents, discussions on the issues involving that knowledge, as well as respecting epistemologies alternative to the modern Western scientific one, in order one can work on the perception of local knowledge generated from other epistemological bases. We describe here practical activities we did involving teachers (short-term courses) and high-school students in an inland school in the Rio Grande do Norte state, in Brazil, as a way to demonstrate the possibility of interventions which can take those conceptions, discussions and changes to the classroom
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The separation methods are reduced applications as a result of the operational costs, the low output and the long time to separate the uids. But, these treatment methods are important because of the need for extraction of unwanted contaminants in the oil production. The water and the concentration of oil in water should be minimal (around 40 to 20 ppm) in order to take it to the sea. Because of the need of primary treatment, the objective of this project is to study and implement algorithms for identification of polynomial NARX (Nonlinear Auto-Regressive with Exogenous Input) models in closed loop, implement a structural identification, and compare strategies using PI control and updated on-line NARX predictive models on a combination of three-phase separator in series with three hydro cyclones batteries. The main goal of this project is to: obtain an optimized process of phase separation that will regulate the system, even in the presence of oil gushes; Show that it is possible to get optimized tunings for controllers analyzing the mesh as a whole, and evaluate and compare the strategies of PI and predictive control applied to the process. To accomplish these goals a simulator was used to represent the three phase separator and hydro cyclones. Algorithms were developed for system identification (NARX) using RLS(Recursive Least Square), along with methods for structure models detection. Predictive Control Algorithms were also implemented with NARX model updated on-line, and optimization algorithms using PSO (Particle Swarm Optimization). This project ends with a comparison of results obtained from the use of PI and predictive controllers (both with optimal state through the algorithm of cloud particles) in the simulated system. Thus, concluding that the performed optimizations make the system less sensitive to external perturbations and when optimized, the two controllers show similar results with the assessment of predictive control somewhat less sensitive to disturbances
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Conselho Nacional de Desenvolvimento Científico e Tecnológico
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We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general