916 resultados para Options (Finance) -- Mathematical models
Resumo:
A engenharia geotécnica é uma das grandes áreas da engenharia civil que estuda a interação entre as construções realizadas pelo homem ou de fenômenos naturais com o ambiente geológico, que na grande maioria das vezes trata-se de solos parcialmente saturados. Neste sentido, o desempenho de obras como estabilização, contenção de barragens, muros de contenção, fundações e estradas estão condicionados a uma correta predição do fluxo de água no interior dos solos. Porém, como a área das regiões a serem estudas com relação à predição do fluxo de água são comumente da ordem de quilômetros quadrados, as soluções dos modelos matemáticos exigem malhas computacionais de grandes proporções, ocasionando sérias limitações associadas aos requisitos de memória computacional e tempo de processamento. A fim de contornar estas limitações, métodos numéricos eficientes devem ser empregados na solução do problema em análise. Portanto, métodos iterativos para solução de sistemas não lineares e lineares esparsos de grande porte devem ser utilizados neste tipo de aplicação. Em suma, visto a relevância do tema, esta pesquisa aproximou uma solução para a equação diferencial parcial de Richards pelo método dos volumes finitos em duas dimensões, empregando o método de Picard e Newton com maior eficiência computacional. Para tanto, foram utilizadas técnicas iterativas de resolução de sistemas lineares baseados no espaço de Krylov com matrizes pré-condicionadoras com a biblioteca numérica Portable, Extensible Toolkit for Scientific Computation (PETSc). Os resultados indicam que quando se resolve a equação de Richards considerando-se o método de PICARD-KRYLOV, não importando o modelo de avaliação do solo, a melhor combinação para resolução dos sistemas lineares é o método dos gradientes biconjugados estabilizado mais o pré-condicionador SOR. Por outro lado, quando se utiliza as equações de van Genuchten deve ser optar pela combinação do método dos gradientes conjugados em conjunto com pré-condicionador SOR. Quando se adota o método de NEWTON-KRYLOV, o método gradientes biconjugados estabilizado é o mais eficiente na resolução do sistema linear do passo de Newton, com relação ao pré-condicionador deve-se dar preferência ao bloco Jacobi. Por fim, há evidências que apontam que o método PICARD-KRYLOV pode ser mais vantajoso que o método de NEWTON-KRYLOV, quando empregados na resolução da equação diferencial parcial de Richards.
Resumo:
O crescimento da população e dos núcleos urbanos durante o século XX, sobretudo nos países em desenvolvimento, contribuiu para o aumento das áreas impermeáveis das bacias hidrográficas, com impactos importantes nos sistemas de drenagem urbana e na ocorrência de enchentes associadas. As enchentes trazem prejuízos materiais, na saúde e sociais. Recentemente, têm sido propostas práticas conservacionistas e medidas compensatórias, que buscam contribuir para o controle das enchentes urbanas, através do retardo do pico e amortecimento dos hidrogramas. Modelos matemáticos hidrológicos-hidráulicos permitem a simulação da adoção destas medidas de controle, demonstrando e otimizando sua localização. Esta dissertação apresenta os resultados da aplicação do modelo hidrológico Storm Water Management Model (SWMM) à bacia hidrográfica de estudo e representativa do rio Morto localizada em área peri-urbana em Jacarepaguá na cidade do Rio de Janeiro, com área de 9,41 km. O processamento do modelo SWMM foi realizado com o apoio da interface Storm and Sanitary Analysis (SSA), integrada ao sistema AutoCAD Civil 3D. Além da verificação da adequabilidade do modelo à representação dos sistemas hidrológico e hidráulico na bacia, foram desenvolvidos estudos para dois cenários como medidas de controle de enchentes: cenário 1, envolvendo implantação de um reservatório de detenção e, cenário 2, considerando a implantação de reservatórios de águas pluviais nos lotes. Os hidrogramas resultantes foram comparados ao hidrograma resultante da simulação nas condições atuais. Além disso, foram avaliados os custos associados a cada um dos cenários usando o sistema de orçamento da Empresa Rio Águas da PCRJ. Nas simulações foram adotadas a base cartográfica, e os dados climatológicos e hidrológicos previamente observados no contexto do projeto HIDROCIDADES, Rede de Pesquisa BRUM/FINEP, na qual este estudo se insere. Foram representados os processos de geração e propagação do escoamento superficial e de base. Durante o processo de calibração, realizou-se a análise de sensibilidade dos parâmetros, resultando como parâmetros mais sensíveis os relativos às áreas impermeáveis, especialmente o percentual de área impermeável da bacia (Ai). A calibração foi realizada através do ajuste manual de sete parâmetros do escoamento superficial e cinco do escoamento de base para três eventos. Foram obtidos coeficientes de determinação entre 0,52 e 0,64, e a diferença entre os volumes escoados e observados entre 0,60% e 4,96%. Para a validação do modelo foi adotado um evento pluviométrico excepcional observado na cidade em abril de 2010, que à época causou enchentes e grandes transtornos na cidade. Neste caso, o coeficiente de determinação foi igual a 0,78 e a diferença entre volumes foi de 15%. As principais distorções entre hidrogramas observados e simulados foram verificados para as vazões máximas. Em ambos os cenários as enchentes foram controladas. A partir destes estudos, pôde-se concluir que o melhor custo-benefício foi o cenário 2. Para este cenário, foi observado maiores amortecimento e retardo da vazão de pico do hidrograma, igual a 21,51% da vazão simulada para as condições atuais da bacia. Os custos de implantação orçados para os reservatórios de lote ficaram 52% a menos do que o do reservatório de detenção.
Resumo:
A frota de veículos movidos por biocombustíveis tem aumentado nos últimos dez anos e com isso as emissões para a atmosfera nas cidades têm sofrido alterações. Devido a esta problemática, estudos com modelos de previsão de emissões são o foco deste trabalho. Alguns modelos, homologados por agências de regulamentação de alguns países ou comunidades, servem de base para as análises de risco com auxílio de simulação.O objetivo geral deste trabalho é avaliar o impacto do uso de biocombustíveis na qualidade do ar na cidade do Rio de Janeiro e estudar cenários de qualidade do ar, em função do aumento da quantidade de biodiesel e álcool adicionada ao diesel e gasolina. Nesta dissertação, monóxido de carbono, óxidos de nitrogênio, compostos orgânicos voláteis e ozônio são os principais poluentes estudados para a cidade do Rio de Janeiro. A avaliação de cenários foi realizada empregando um modelo de qualidade do ar com base no modelo de trajetórias OZIPR e no modelo químico SAPRC. Os resultados demonstram que o aumento do uso de biodiesel diminui a concentração de ozônio na atmosfera em relação ao caso base estudado, em 10,23% utilizando a mistura BE Diesel, em 5,28% utilizando a mistura B20 e apenas 0,33% utilizando a mistura B10. Isso de fato acontece pois o biodiesel possuiu mais oxigenados na sua estrutura. O estudo revelou o aumento nas emissões e concentrações de NOx na troposfera da cidade do Rio de Janeiro, para as mistura de BE- Diesel, B20 e o B10 em relação ao caso base, foram de 5,66%, 2,83% e 0% respectivamente. Em especial na cidade do Rio de janeiro existe um consumodo O3 pelo NO presente na atmosfera urbana. A redução na concentração de CO para as misturas de BE- Diesel, B20 e o B10 em relação ao caso base, foram de 13,11%, 6,56% e 4,12% respectivamente. O aumento da disponibilidade de oxigênio presente no biodiesel produz uma melhor queima do combustível, contribuindo para uma menor concentração de CO na troposfera
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The dynamics of the survival of recruiting fish are analyzed as evolving random processes of aggregation and mortality. The analyses draw on recent advances in the physics of complex networks and, in particular, the scale-free degree distribution arising from growing random networks with preferential attachment of links to nodes. In this study simulations were conducted in which recruiting fish 1) were subjected to mortality by using alternative mortality encounter models and 2) aggregated according to random encounters (two schools randomly encountering one another join into a single school) or preferential attachment (the probability of a successful aggregation of two schools is proportional to the school sizes). The simulations started from either a “disaggregated” (all schools comprised a single fish) or an aggregated initial condition. Results showed the transition of the school-size distribution with preferential attachment evolving toward a scale-free school size distribution, whereas random attachment evolved toward an exponential distribution. Preferential attachment strategies performed better than random attachment strategies in terms of recruitment survival at time when mortality encounters were weighted toward schools rather than to individual fish. Mathematical models were developed whose solutions (either analytic or numerical) mimicked the simulation results. The resulting models included both Beverton-Holt and Ricker-like recruitment, which predict recruitment as a function of initial mean school size as well as initial stock size. Results suggest that school-size distributions during recruitment may provide information on recruitment processes. The models also provide a template for expanding both theoretical and empirical recruitment research.
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This paper describes measurements of the performance of a research stage operating in isolation and as part of a multistage compressor. It is shown that the stall point and the stalled performance of the stage are properties of the system in which it operates rather than a property of the stage itself. The consequences of this for the estimation of the stall point for compressors and compression systems are discussed. The support that the measurements give to assumptions made by mathematical models which use the concept of an 'underlying axisymmetric' characteristic, are highlighted.
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This study was made as an attempt to investigate some of the ecological aspects of the freshwater snail Idiopoma angularis Muller in a modern framework of energy flow and mathematical models. It offers the first investigation of respiration (as related to temperature and body size), production (growth), and excretion in the prosobranch I. angularis in Laguna Lake.
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This paper is an outline of methods practically useful for the evaluation of ichthyomass, fish abundance, available production and yield in lakes and rivers. Terms and concepts are reviewed, and difficulties stemming from the use of "predetermined" mathematical models are discussed. Sampling with toxicants in blocked-off areas was found to be the most practical method and is described in detail. For the total estimation of ichthyomass the spatial ranges of fish distribution must be determined; the results of echo-sounding surveys for horizontal, vertical, topographical, seasonal and diel fish distribution are given. Some of the most important methods for computing available production are listed and applied to Lake Kariba as an example. In particular, a method based on the balance between the main predator and prey species is reviewed. The ecological production survey concept is finally stressed as applied to multispecies fish stocks.
Resumo:
This paper investigates the possibility of improving the performance of railway vehicle suspensions by incorporating a newly developed mechanical device known as the inerter. A comparative study of several low-complexity passive suspension layouts is made. Improved performance for the lateral and vertical ride comfort, as well as lateral body movement when curving are demonstrated in comparison with the conventional suspension layout. The constraints imposed are to maintain the same level of other performance metrics. The calculations and optimisations are based on linearised plan-view and side-view high-speed train mathematical models. © 2012 Copyright Taylor and Francis Group, LLC.
Resumo:
This paper is concerned with the modelling of strategic interactions between the human driver and the vehicle active front steering (AFS) controller in a path-following task where the two controllers hold different target paths. The work is aimed at extending the use of mathematical models in representing driver steering behaviour in complicated driving situations. Two game theoretic approaches, namely linear quadratic game and non-cooperative model predictive control (non-cooperative MPC), are used for developing the driver-AFS interactive steering control model. For each approach, the open-loop Nash steering control solution is derived; the influences of the path-following weights, preview and control horizons, driver time delay and arm neuromuscular system (NMS) dynamics are investigated, and the CPU time consumed is recorded. It is found that the two approaches give identical time histories as well as control gains, while the non-cooperative MPC method uses much less CPU time. Specifically, it is observed that the introduction of weight on the integral of vehicle lateral displacement error helps to eliminate the steady-state path-following error; the increase in preview horizon and NMS natural frequency and the decline in time delay and NMS damping ratio improve the path-following accuracy. © 2013 Copyright Taylor and Francis Group, LLC.
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Bubbles and balloons are two examples of structures that feature a pressure difference across the skin, a thin, tensioned membrane, and a doubly curved interface surface. While mathematical models have been formulated for bubble vibrations, no such model exists for balloon vibrations. This paper reviews a model of bubble vibrations, and compares its predicted natural frequencies and modeshapes to those of a rubber balloon. It is shown that the bubble model consistently underpredicts the balloon's natural frequencies, and it is concluded that the nonlinear elasticity present in the balloon skin accounts for this result.
Resumo:
An investigation into the potential for reducing road damage by optimising the design of heavy vehicle suspensions is described. In the first part of the paper two simple mathematical models are used to study the optimisation of conventional passive suspensions. Simple modifications are made to the steel spring suspension of a tandem axle trailer and it is found experimentally that RMS dynamic tyre forces can be reduced by 15% and theoretical road damage by 5.2%. A mathematical model of an air-sprung articulated vehicle is validated, and its suspension is optimised according to the simple models. This vehicle generates about 9% less damage than the leaf-sprung vehicle in the unmodified state and it is predicted that, for the operating conditions examined, the road damage caused by this vehicle can be reduced by a further 5.4%. Finally, it is shown experimentally that computer-controlled semi-active dampers have the potential to reduce road damage by a further 5-6%, compared to an air suspension with optimum passive damping. © Copyright 1994 Society of Automotive Engineers, Inc.
Resumo:
This paper discusses road damage caused by heavy commercial vehicles. Chapter 1 presents some important terminology and a brief historical review of road construction and vehicle-road interaction, from ancient times to the present day. The main types of vehicle-generated road damage, and the methods that are used by pavement engineers to analyze them are discussed in Chapter 2. Attention is also given to the main features of the response of road surfaces to vehicle loads and mathematical models that have been developed to predict road response. Chapter 3 reviews the effects on road damage of vehicle features which can be studied without consideration of vehicle dynamics. These include gross vehicle weight, axle and tire configurations, tire contact conditions and static load sharing in axle group suspensions. The dynamic tire forces generated by heavy vehicles are examined in Chapter 4. The discussion includes their simulation and measurement, their principal characteristics, the effects of tires and suspension design on dynamic forces, and the potential benefits of using advanced suspensions for minimizing dynamic tire forces. Chapter 5 discusses methods for estimating the effects of dynamic tire forces on road damage. The two main approaches are either to examine the statistics of the forces themselves; or to calculate the response of a pavement model to the forces, and to calculate the resulting wear using a material damage model. The issues involved in assessing vehicles for 'road friendliness' are discussed in Chapter 6. Possible assessment methods include measuring strains in an instrumented pavement traversed by the vehicle, measuring dynamic tire forces, or measuring vehicle parameters such as the 'natural frequency' and 'damping ratio'. Each of these measurements involves different assumptions and analysis methods for converting the results into some measure of road damage. Chapter 7 includes a summary of the main conclusions of the paper and recommendations for tire and suspension design, road design and construction, and for vehicle regulations.
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Physical connection and disconnection control has practical meanings for robot applications. Compared to conventional connection mechanisms, bonding involving a thermal process could provide high connection strength, high repeatability, and power-free connection maintenance, etc. In terms of disconnection, an established bond can be easily weakened with a temperature rise of the material used to form the bond. Hot melt adhesives (HMAs) are such material that can form adhesive bonds with any solid surfaces through a thermally induced solidification process. This paper proposes a novel control method for automatic connection and disconnection based on HMAs. More specifically, mathematical models are first established to describe the flowing behavior of HMAs at higher temperatures, as well as the temperature-dependent strength of an established HMA bond. These models are then validated with a specific type of HMA in a minimalistic robot setup equipped with two mechatronic devices for automated material handling. The validated models are eventually used for determining open parameters in a feedback controller for the robot to perform a pick-and-place task. Through a series of trials with different wooden and aluminum parts, we evaluate the performance of the automatic connection and disconnection methods in terms of speed, energy consumption, and robustness. © 1996-2012 IEEE.
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In this paper, a novel mathematical model of neuron-Double Synaptic Weight Neuron (DSWN)(l) is presented. The DSWN can simulate many kinds of neuron architectures, including Radial-Basis-Function (RBF), Hyper Sausage and Hyper Ellipsoid models, etc. Moreover, this new model has been implemented in the new CASSANN-II neurocomputer that can be used to form various types of neural networks with multiple mathematical models of neurons. The flexibility of the DSWN has also been described in constructing neural networks. Based on the theory of Biomimetic Pattern Recognition (BPR) and high-dimensional space covering, a recognition system of omni directionally oriented rigid objects on the horizontal surface and a face recognition system had been implemented on CASSANN-II neurocomputer. In these two special cases, the result showed DSWN neural network had great potential in pattern recognition.
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为有效地预测和控制农业污染物对土壤及地下水资源的污染 ,需要建立相应的数学模型。在数学模型的应用中 ,模型参数的确定是关键。本文简要回顾了农业污染物在多孔介质迁移模型研究的进展 ,指出了各自的适用条件及存在的问题。