Fluxo de potência em redes de distribuição de energia elétrica considerando incertezas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Planejamento da expansão de sistemas de transmissão considerando análise de confiabilidade e incertezas na demanda futura

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Potenciais periódicos: aplicação à espectroscopia do benzeno

Pós-graduação em Física - FEG

Kallen-Lehmann representation of noncommutative quantum electrodynamics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Binding of antioxidant flavone isovitexin to human serum albumin investigated by experimental and computational assays

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Search for a standard model Higgs boson produced in association with a top-quark pair and decaying to bottom quarks using a matrix element method

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

O espaço-tempo não comutativo em Teoria Quântica de Campos, Matéria Condensada Mole e Física Biológica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mean-Field critical behavior and ergodicity break in a nonequilibrium one-dimensional RSOS growth model

We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.

Design methodology of piezoelectric energy-harvesting skin using topology optimization

Abstract This paper describes a design methodology for piezoelectric energy harvester s that thinly encapsulate the mechanical devices and expl oit resonances from higher- order vibrational modes. The direction of polarization determines the sign of the pi ezoelectric tensor to avoid cancellations of electric fields from opposite polarizations in the same circuit. The resultant modified equations of state are solved by finite element method (FEM). Com- bining this method with the solid isotropic material with penalization (SIMP) method for piezoelectric material, we have developed an optimization methodology that optimizes the piezoelectric material layout and polarization direc- tion. Updating the density function of the SIMP method is performed based on sensitivity analysis, the sequen- tial linear programming on the early stage of the opti- mization, and the phase field method on the latter stage

Solvable model for template coexistence in protocells

Compartmentalization of self-replicating molecules (templates) in protocells is a necessary step towards the evolution of modern cells. However, coexistence between distinct template types inside a protocell can be achieved only if there is a selective pressure favoring protocells with a mixed template composition. Here we study analytically a group selection model for the coexistence between two template types using the diffusion approximation of population genetics. The model combines competition at the template and protocell levels as well as genetic drift inside protocells. At the steady state, we find a continuous phase transition separating the coexistence and segregation regimes, with the order parameter vanishing linearly with the distance to the critical point. In addition, we derive explicit analytical expressions for the critical steadystate probability density of protocell compositions.

Fault detection in rotating machines by vibration signal processing techniques

Machines with moving parts give rise to vibrations and consequently noise. The setting up and the status of each machine yield to a peculiar vibration signature. Therefore, a change in the vibration signature, due to a change in the machine state, can be used to detect incipient defects before they become critical. This is the goal of condition monitoring, in which the informations obtained from a machine signature are used in order to detect faults at an early stage. There are a large number of signal processing techniques that can be used in order to extract interesting information from a measured vibration signal. This study seeks to detect rotating machine defects using a range of techniques including synchronous time averaging, Hilbert transform-based demodulation, continuous wavelet transform, Wigner-Ville distribution and spectral correlation density function. The detection and the diagnostic capability of these techniques are discussed and compared on the basis of experimental results concerning gear tooth faults, i.e. fatigue crack at the tooth root and tooth spalls of different sizes, as well as assembly faults in diesel engine. Moreover, the sensitivity to fault severity is assessed by the application of these signal processing techniques to gear tooth faults of different sizes.

Dichteschätzung mit Wavelets

Es soll eine Dichtefunktion geschätzt werden unter der Modellannahme, dass diese in einer geeigneten Besovklasse liegt und kompakten Träger hat. Hierzu wird ein Waveletschätzer TW näher untersucht, der Thresholding-Methoden verwendet. Es wird die asymptotische Konvergenzgeschwindigkeit von TW für eine große Zahl von Beobachtungen angegeben und bewiesen. Schließlich werden in einem Überblick weitere Waveletschätzer diskutiert und mit TW verglichen. Es zeigt sich, dass TW in vielen Modellannahmen die optimale Konvergenzrate erreicht.

Studies of pure rotational spectra of isolated molecules and molecular adducts using pulsed jet Fourier transform microwave (PJ-FTM) spectroscopy

This thesis focuses on studying molecular structure and internal dynamics by using pulsed jet Fourier transform microwave (PJ-FTMW) spectroscopy combined with theoretical calculations. Several kinds of interesting chemical problems are investigated by analyzing the MW spectra of the corresponding molecular systems. First, the general aspects of rotational spectroscopy are summarized, and then the basic theory on molecular rotation and experimental method are described briefly. ab initio and density function theory (DFT) calculations that used in this thesis to assist the assignment of rotational spectrum are also included. From chapter 3 to chapter 8, several molecular systems concerning different kind of general chemical problems are presented. In chapter 3, the conformation and internal motions of dimethyl sulfate are reported. The internal rotations of the two methyl groups split each rotational transition into several components line, allowing for the determination of accurate values of the V3 barrier height to internal rotation and of the orientation of the methyl groups with respect to the principal axis system. In chapter 4 and 5, the results concerning two kinds of carboxylic acid bi-molecules, formed via two strong hydrogen bonds, are presented. This kind of adduct is interesting also because a double proton transfer can easily take place, connecting either two equivalent or two non-equivalent molecular conformations. Chapter 6 concerns a medium strong hydrogen bonded molecular complex of alcohol with ether. The dimer of ethanol-dimethylether was chosen as the model system for this purpose. Chapter 7 focuses on weak halogen…H hydrogen bond interaction. The nature of O-H…F and C-H…Cl interaction has been discussed through analyzing the rotational spectra of CH3CHClF/H2O. In chapter 8, two molecular complexes concerning the halogen bond interaction are presented.

Single polymers at surfaces: adsorption and detachment

This thesis is concerned with the adsorption and detachment of polymers at planar, rigid surfaces. We have carried out a systematic investigation of adsorption of polymers using analytical techniques as well as Monte Carlo simulations with a coarse grained off-lattice bead spring model. The investigation was carried out in three stages. In the first stage the adsorption of a single multiblock AB copolymer on a solid surface was investigated by means of simulations and scaling analysis. It was shown that the problem could be mapped onto an effective homopolymer problem. Our main result was the phase diagram of regular multiblock copolymers which shows an increase in the critical adsorption potential of the substrate with decreasing size of blocks. We also considered the adsorption of random copolymers which was found to be well described within the annealed disorder approximation. In the next phase, we studied the adsorption kinetics of a single polymer on a flat, structureless surface in the regime of strong physisorption. The idea of a ’stem-flower’ polymer conformation and the mechanism of ’zipping’ during the adsorption process were used to derive a Fokker-Planck equation with reflecting boundary conditions for the time dependent probability distribution function (PDF) of the number of adsorbed monomers. The numerical solution of the time-dependent PDF obtained from a discrete set of coupled differential equations were shown to be in perfect agreement with Monte Carlo simulation results. Finally we studied force induced desorption of a polymer chain adsorbed on an attractive surface. We approached the problem within the framework of two different statistical ensembles; (i) by keeping the pulling force fixed while measuring the position of the polymer chain end, and (ii) by measuring the force necessary to keep the chain end at fixed distance above the adsorbing plane. In the first case we treated the problem within the framework of the Grand Canonical Ensemble approach and derived analytic expressions for the various conformational building blocks, characterizing the structure of an adsorbed linear polymer chain, subject to pulling force of fixed strength. The main result was the phase diagram of a polymer chain under pulling. We demonstrated a novel first order phase transformation which is dichotomic i.e. phase coexistence is not possible. In the second case, we carried out our study in the “fixed height” statistical ensemble where one measures the fluctuating force, exerted by the chain on the last monomer when a chain end is kept fixed at height h over the solid plane at different adsorption strength ε. The phase diagram in the h − ε plane was calculated both analytically and by Monte Carlo simulations. We demonstrated that in the vicinity of the polymer desorption transition a number of properties like fluctuations and probability distribution of various quantities behave differently, if h rather than the force, f, is used as an independent control parameter.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).