A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

Production of Muons from Heavy Flavor Decays at Forward Rapidity in pp and Pb-Pb Collisions at root s(NN)=2.76 TeV

The ALICE Collaboration has measured the inclusive production of muons from heavy-flavor decays at forward rapidity, 2.5 < y < 4, in pp and Pb-Pb collisions at root s(NN) = 2.76 TeV. The p(t)-differential inclusive cross section of muons from heavy-flavor decays in pp collisions is compared to perturbative QCD calculations. The nuclear modification factor is studied as a function of p(t) and collision centrality. A weak suppression is measured in peripheral collisions. In the most central collisions, a suppression of a factor of about 3-4 is observed in 6 < p(t) < 10 GeV/c. The suppression shows no significant p(t) dependence.

A rationale for long-lived quarks and leptons at the LHC: low energy flavour theory

In the framework of gauged flavour symmetries, new fermions in parity symmetric representations of the standard model are generically needed for the compensation of mixed anomalies. The key point is that their masses are also protected by flavour symmetries and some of them are expected to lie way below the flavour symmetry breaking scale(s), which has to occur many orders of magnitude above the electroweak scale to be compatible with the available data from flavour changing neutral currents and CP violation experiments. We argue that, actually, some of these fermions would plausibly get masses within the LHC range. If they are taken to be heavy quarks and leptons, in (bi)-fundamental representations of the standard model symmetries, their mixings with the light ones are strongly constrained to be very small by electroweak precision data. The alternative chosen here is to exactly forbid such mixings by breaking of flavour symmetries into an exact discrete symmetry, the so-called proton-hexality, primarily suggested to avoid proton decay. As a consequence of the large value needed for the flavour breaking scale, those heavy particles are long-lived and rather appropriate for the current and future searches at the LHC for quasi-stable hadrons and leptons. In fact, the LHC experiments have already started to look for them.

Self-similarities of periodic structures for a discrete model of a two-gene system

We report self-similar properties of periodic structures remarkably organized in the two-parameter space for a two-gene system, described by two-dimensional symmetric map. The map consists of difference equations derived from the chemical reactions for gene expression and regulation. We characterize the system by using Lyapunov exponents and isoperiodic diagrams identifying periodic windows, denominated Arnold tongues and shrimp-shaped structures. Period-adding sequences are observed for both periodic windows. We also identify Fibonacci-type series and Golden ratio for Arnold tongues, and period multiple-of-three windows for shrimps. (C) 2012 Elsevier B.V. All rights reserved.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

On the optical properties of copper nanocubes as a function of the edge length as modeled by the discrete dipole approximation

This Letter reports an investigation on the optical properties of copper nanocubes as a function of size as modeled by the discrete dipole approximation. In the far-field, our results showed that the extinction resonances shifted from 595 to 670 nm as the size increased from 20 to 100 nm. Also, the highest optical efficiencies for absorption and scattering were obtained for nanocubes that were 60 and 100 nm in size, respectively. In the near-field, the electric-field amplitudes were investigated considering 514, 633 and 785 nm as the excitation wavelengths. The E-fields increased with size, being the highest at 633 nm. (c) 2012 Elsevier B.V. All rights reserved.

Neural coding tools, based on Information Theory, applied to discrete time series: from electrophysiology to neuroethology

This work is supported by Brazilian agencies Fapesp, CAPES and CNPq

Magnetic color-flavor-locked stars

Using the solutions of the gap equations of the magnetic-color-flavor-locked (MCFL) phase of paired quark matter in a magnetic field, and taking into consideration the separation between the longitudinal and transverse pressures due to the field-induced breaking of the spatial rotational symmetry, the equation of state (EoS) of the MCFL phase is self-consistently determined. Implications for stellar models of magnetized (self-bound) strange stars and hybrid (MCFL core) stars are discussed.

Von nichtkommutativen Geometrien, ihren Symmetrien und etwas Hochenergiephysik

In den letzten fünf Jahren hat sich mit dem Begriff desspektralen Tripels eine Möglichkeit zur Beschreibungdes an Spinoren gekoppelten Gravitationsfeldes auf(euklidischen) nichtkommutativen Räumen etabliert. Die Dynamik dieses Gravitationsfeldes ist dabei durch diesogenannte spektrale Wirkung, dieSpur einer geeigneten Funktion des Dirac-Operators,bestimmt. Erstaunlicherweise kann man die vollständige Lagrange-Dichtedes (an das Gravitationsfeld gekoppelten) Standardmodellsder Elementarteilchenphysik, also insbesondere auch denmassegebenden Higgs-Sektor, als spektrale Wirkungeines entsprechenden spektralen Tripels ableiten. Diesesspektrale Tripel ist als Produkt des spektralenTripels der (kommutativen) Raumzeit mit einem speziellendiskreten spektralen Tripel gegeben. In der Arbeitwerden solche diskreten spektralen Tripel, die bis vorKurzem neben dem nichtkommutativen Torus die einzigen,bekannten nichtkommutativen Beispiele waren, klassifiziert. Damit kannnun auch untersucht werden, inwiefern sich dasStandardmodell durch diese Eigenschaft gegenüber anderenYang-Mills-Higgs-Theorien auszeichnet. Es zeigt sichallerdings, dasses - trotz mancher Einschränkung - eine sehr große Zahl vonModellen gibt, die mit Hilfe von spektralen Tripelnabgeleitet werden können. Es wäre aber auch denkbar, dass sich das spektrale Tripeldes Standardmodells durch zusätzliche Strukturen,zum Beispiel durch eine darauf ``isometrisch'' wirkendeHopf-Algebra, auszeichnet. In der Arbeit werden, um dieseFrage untersuchen zu können, sogenannte H-symmetrischespektrale Tripel, welche solche Hopf-Isometrien aufweisen,definiert.Dabei ergibt sich auch eine Möglichkeit, neue(H-symmetrische) spektrale Tripel mit Hilfe ihrerzusätzlichen Symmetrienzu konstruieren. Dieser Algorithmus wird an den Beispielender kommutativen Sphäre, deren Spin-Geometrie hier zumersten Mal vollständig in der globalen, algebraischen Sprache der NichtkommutativenGeometrie beschrieben wird, sowie dem nichtkommutativenTorus illustriert.Als Anwendung werden einige neue Beipiele konstruiert. Eswird gezeigt, dass sich für Yang-Mills Higgs-Theorien, diemit Hilfe von H-symmetrischen spektralen Tripeln abgeleitetwerden, aus den zusätzlichen Isometrien Einschränkungen andiefermionischen Massenmatrizen ergeben. Im letzten Abschnitt der Arbeit wird kurz auf dieQuantisierung der spektralen Wirkung für diskrete spektraleTripel eingegangen.Außerdem wird mit dem Begriff des spektralen Quadrupels einKonzept für die nichtkommutative Verallgemeinerungvon lorentzschen Spin-Mannigfaltigkeiten vorgestellt.

From discrete anions to extended solids: new uranium thiophosphates

Die wichtigste Klasse zeotyper Verbindungen sind die Thio- und Selenophosphate der Übergangsmetalle. Ziel dieser Dissertation war die Darstellung und Charakterisierung neuer Uranthiophosphate. Die dargestellten Verbindungen enthalten vierwertige Urankationen, die von acht Schwefelatomen koordiniert sind. Da die enthaltenen Thiophosphatanionen in den meisten Fällen als zweizähnige Liganden fungieren, entstehen dreidimensionale Netzwerke mit pseudotetraedrisch koordinierten Metallzentren. In der Verbindung U(P2S6)2 durchdringen sich drei identische diamantartige Netzwerke, wodurch optimale Raumerfüllung erreicht wird. Die Einführung von Alkalimetallkationen in das System führt zu einer Vielzahl neuer Verbindungen, deren Eigenschaften durch die Stöchiometrie der Edukte und durch die Kationenradien bestimmt werden. Beispielsweise enthält die Kristallstruktur von Na2U(PS4)2 zweidimensionale anionische [U(PS4)2]n-Schichten, während die analoge Verbindung CsLiU(PS4)2 eine poröse dreidimensionale Netzwerkstruktur besitzt. Der Vergleich der untersuchten quaternären und quinären Verbindungen zeigt, dass eine Korrelation zwischen dem Kationenradius und dem Durchmesser der Poren besteht. Dies lässt auf eine Templatfunktion der Alkalimetallkationen beim Aufbau der anionischen Teilstruktur schließen. Die neuen Verbindungen wurden aus reaktiven Polysulfidschmelzflüssen oder durch Auflösen amorpher Vorläufer in Alkalimetallchloridschmelzen synthetisiert. Die Kristallstrukturen wurden durch Einkristall-Röntgenmethoden bestimmt. Ein Vergleich der magnetischen Eigenschaften der Verbindungen beweist, dass in allen untersuchten Fällen U(IV) vorliegt. Die Substanzen zeigen paramagnetisches Verhalten, in UP2S7 und CsLiU(PS4)2 sind außerdem antiferromagnetische Wechselwirkungen zwischen benachbarten Uranatomen nachweisbar.

Estimating persistent Betti numbers for discrete shape analysis

Persistent Topology is an innovative way of matching topology and geometry, and it proves to be an effective mathematical tool in shape analysis. In order to express its full potential for applications, it has to interface with the typical environment of Computer Science: It must be possible to deal with a finite sampling of the object of interest, and with combinatorial representations of it. Following that idea, the main result claims that it is possible to construct a relation between the persistent Betti numbers (PBNs; also called rank invariant) of a compact, Riemannian submanifold X of R^m and the ones of an approximation U of X itself, where U is generated by a ball covering centered in the points of the sampling. Moreover we can state a further result in which, this time, we relate X with a finite simplicial complex S generated, thanks to a particular construction, by the sampling points. To be more precise, strict inequalities hold only in "blind strips'', i.e narrow areas around the discontinuity sets of the PBNs of U (or S). Out of the blind strips, the values of the PBNs of the original object, of the ball covering of it, and of the simplicial complex coincide, respectively.

Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

Variability analysis of discrete event series and wavefront patterns in surface electrocardiogram: contributions to psychophysiological and clinical research

The surface electrocardiogram (ECG) is an established diagnostic tool for the detection of abnormalities in the electrical activity of the heart. The interest of the ECG, however, extends beyond the diagnostic purpose. In recent years, studies in cognitive psychophysiology have related heart rate variability (HRV) to memory performance and mental workload. The aim of this thesis was to analyze the variability of surface ECG derived rhythms, at two different time scales: the discrete-event time scale, typical of beat-related features (Objective I), and the “continuous” time scale of separated sources in the ECG (Objective II), in selected scenarios relevant to psychophysiological and clinical research, respectively. Objective I) Joint time-frequency and non-linear analysis of HRV was carried out, with the goal of assessing psychophysiological workload (PPW) in response to working memory engaging tasks. Results from fourteen healthy young subjects suggest the potential use of the proposed indices in discriminating PPW levels in response to varying memory-search task difficulty. Objective II) A novel source-cancellation method based on morphology clustering was proposed for the estimation of the atrial wavefront in atrial fibrillation (AF) from body surface potential maps. Strong direct correlation between spectral concentration (SC) of atrial wavefront and temporal variability of the spectral distribution was shown in persistent AF patients, suggesting that with higher SC, shorter observation time is required to collect spectral distribution, from which the fibrillatory rate is estimated. This could be time and cost effective in clinical decision-making. The results held for reduced leads sets, suggesting that a simplified setup could also be considered, further reducing the costs. In designing the methods of this thesis, an online signal processing approach was kept, with the goal of contributing to real-world applicability. An algorithm for automatic assessment of ambulatory ECG quality, and an automatic ECG delineation algorithm were designed and validated.