888 resultados para Two-stage stochastic model


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Heat flux data obtained during Cruise 20 of R/V Akademik Mstislav Keldysh in the Central Basin of the Indian Ocean and northern part of the Afanasy Nikitin Rise are presented. Thermal conditions on the rise are not associated with an anomalous zone of the large tectonic deformation block north of it. Geothermal data indicate that the Afanasy Nikitin Rise has formed near an ancient spreading axis. Distribution of measured heat flux values indicates an additional source of heat in the Central Basin resulting from dissipative heating of the crust in the two-stage plate tectonics model.

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The Gangdese belt, Tibet, records the opening and closure of the Neo-Tethyan ocean and the resultant collision between the Indian and Eurasian plates. Mesozoic magmatic rocks generated through subduction of the Tethyan oceanic slab constitute the main component of the Gangdese belt, and play a crucial role in understanding the formation and evolution of the Neo-Tethyan tectonic realm. U-Pb and Lu-Hf isotopic data for tonalite and granodiorite from the Xietongmen-Nymo segment of the Gangdese belt indicate a significant pulse of Jurassic magmatism from 184 Ma to 168 Ma. The magmatic rocks belong to metaluminous medium-K calc-alkaline series, characterized by regular variation in major element compositions with SiO2 of 61.35%-73.59 wt%, low to moderate MgO (0.31%-2.59%) with Mg# of 37-45. These magmatic rocks are also characterized by LREE enrichment with concave upward trend in MREE on the chondrite-normalized REE patterns, and also LILE enrichment and depletion in Nb, Ta and Ti in the primitive mantle normalized spidergrams. These rocks have high zircon ?Hf(t) values of + 10.94 to + 15.91 and young two-stage depleted mantle model ages (TDM2) of 192 Ma to 670 Ma. The low MgO contents and relatively depleted Hf isotope compositions, suggest that the granitoid rocks were derived from the partial melting of the juvenile basaltic lower crust with minor mantle materials injected. In combined with the published data, it is suggested that northward subduction of the Neo-Tethyan slab beneath the Lhasa terrane began by the Late-Triassic, which formed a major belt of arc-related magmatism.

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Metasediments in the three early Palaeozoic Ross orogenic terranes in northern Victoria Land and Oates Land (Antarctica) are geochemically classified as immature litharenites to wackes and moderately mature shales. Highly mature lithotypes with Chemical Index of Weathering values of >=95 are typically absent. Geochemical and Rb-Sr and Sm-Nd isotope results indicate that the turbiditic metasediments of the Cambro-Ordovician Robertson Bay Group in the eastern Robertson Bay Terrane represent a very homogeneous series lacking significant compositional variations. Major variations are only found in chemical parameters which reflect differences in degree of chemical weathering of their protoliths and in mechanical sorting of the detritus. Geochemical data, 87Sr/ 86Sr t=490 Ma ratios of 0.7120 - 0.7174, epsilonNd, t=490 Ma values of -7.6 to -10.3 and single-stage Nd-model ages of 1.7 - 1.9 Ga are indicative of an origin from a chemically evolved crustal source of on average late Palaeoproterozoic formation age. There is no evidence for significant sedimentary infill from primitive "ophiolitic" sources. Metasediments of the Middle Cambrian Molar Formation (Bowers Terrane) are compositionally strongly heterogeneous. Their major and trace element data and Sm-Nd isotope data (epsilonNd, t=500 Ma values of -14.3 to -1.2 and single-stage Nd-model ages of 1.7 - 2.1 Ga) can be explained by mixing of sedimentary input from an evolved crustal source of at least early Palaeoproterozoic formation age and from a primitive basaltic source. The chemical heterogeneity of metasediments from the Wilson Terrane is largely inherited from compositional variations of their precursor rocks as indicated by the Ni vs TiO2 diagram. Single-stage Nd-model ages of 1.6 -2.2 Ga for samples from more western inboard areas of the Wilson Terrane (epsilonNd, t=510 Ma -7.0 to -14.3) indicate a relatively high proportion of material derived from a crustal source with on average early Palaeoproterozoic formation age. Metasedimentary series in an eastern, more outboard position (epsilonNd, t=510 Ma -5.4 to -10.0; single-stage Nd model ages 1.4 - 1.9) on the contrary document stronger influence of a more primitive source with younger formation ages. The chemical and isotopic characteristics of metasediments from the Bowers and Wilson terranes can be explained by variable contributions from two contrasting sources: a cratonic continental crust similar to the Antarctic Shield exposed in Georg V Land and Terre Adélie some hundred kilometers west of the study area and a primitive basaltic source probably represented by the Cambrian island-arc of the Bowers Terrane. While the data for metasediments of the Robertson Bay Terrane are also compatible with an origin from an Antarctic-Shield-type source, there is no direct evidence from their geochemistry or isotope geochemistry for an island-arc component in these series.

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Penguin colonies represent some of the most concentrated sources of ammonia emissions to the atmosphere in the world. The ammonia emitted into the atmosphere can have a large influence on the nitrogen cycling of ecosystems near the colonies. However, despite the ecological importance of the emissions, no measurements of ammonia emissions from penguin colonies have been made. The objective of this work was to determine the ammonia emission rate of a penguin colony using inverse-dispersion modelling and gradient methods. We measured meteorological variables and mean atmospheric concentrations of ammonia at seven locations near a colony of Adélie penguins in Antarctica to provide input data for inverse-dispersion modelling. Three different atmospheric dispersion models (ADMS, LADD and a Lagrangian stochastic model) were used to provide a robust emission estimate. The Lagrangian stochastic model was applied both in ‘forwards’ and ‘backwards’ mode to compare the difference between the two approaches. In addition, the aerodynamic gradient method was applied using vertical profiles of mean ammonia concentrations measured near the centre of the colony. The emission estimates derived from the simulations of the three dispersion models and the aerodynamic gradient method agreed quite well, giving a mean emission of 1.1 g ammonia per breeding pair per day (95% confidence interval: 0.4–2.5 g ammonia per breeding pair per day). This emission rate represents a volatilisation of 1.9% of the estimated nitrogen excretion of the penguins, which agrees well with that estimated from a temperature-dependent bioenergetics model. We found that, in this study, the Lagrangian stochastic model seemed to give more reliable emission estimates in ‘forwards’ mode than in ‘backwards’ mode due to the assumptions made.

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Hybrid Stepper Motors are widely used in open-loop position applications. They are the choice of actuation for the collimators in the Large Hadron Collider, the largest particle accelerator at CERN. In this case the positioning requirements and the highly radioactive operating environment are unique. The latter forces both the use of long cables to connect the motors to the drives which act as transmission lines and also prevents the use of standard position sensors. However, reliable and precise operation of the collimators is critical for the machine, requiring the prevention of step loss in the motors and maintenance to be foreseen in case of mechanical degradation. In order to make the above possible, an approach is proposed for the application of an Extended Kalman Filter to a sensorless stepper motor drive, when the motor is separated from its drive by long cables. When the long cables and high frequency pulse width modulated control voltage signals are used together, the electrical signals difer greatly between the motor and drive-side of the cable. Since in the considered case only drive-side data is available, it is therefore necessary to estimate the motor-side signals. Modelling the entire cable and motor system in an Extended Kalman Filter is too computationally intensive for standard embedded real-time platforms. It is, in consequence, proposed to divide the problem into an Extended Kalman Filter, based only on the motor model, and separated motor-side signal estimators, the combination of which is less demanding computationally. The efectiveness of this approach is shown in simulation. Then its validity is experimentally demonstrated via implementation in a DSP based drive. A testbench to test its performance when driving an axis of a Large Hadron Collider collimator is presented along with the results achieved. It is shown that the proposed method is capable of achieving position and load torque estimates which allow step loss to be detected and mechanical degradation to be evaluated without the need for physical sensors. These estimation algorithms often require a precise model of the motor, but the standard electrical model used for hybrid stepper motors is limited when currents, which are high enough to produce saturation of the magnetic circuit, are present. New model extensions are proposed in order to have a more precise model of the motor independently of the current level, whilst maintaining a low computational cost. It is shown that a significant improvement in the model It is achieved with these extensions, and their computational performance is compared to study the cost of model improvement versus computation cost. The applicability of the proposed model extensions is demonstrated via their use in an Extended Kalman Filter running in real-time for closed-loop current control and mechanical state estimation. An additional problem arises from the use of stepper motors. The mechanics of the collimators can wear due to the abrupt motion and torque profiles that are applied by them when used in the standard way, i.e. stepping in open-loop. Closed-loop position control, more specifically Field Oriented Control, would allow smoother profiles, more respectful to the mechanics, to be applied but requires position feedback. As mentioned already, the use of sensors in radioactive environments is very limited for reliability reasons. Sensorless control is a known option but when the speed is very low or zero, as is the case most of the time for the motors used in the LHC collimator, the loss of observability prevents its use. In order to allow the use of position sensors without reducing the long term reliability of the whole system, the possibility to switch from closed to open loop is proposed and validated, allowing the use of closed-loop control when the position sensors function correctly and open-loop when there is a sensor failure. A different approach to deal with the switched drive working with long cables is also presented. Switched mode stepper motor drives tend to have poor performance or even fail completely when the motor is fed through a long cable due to the high oscillations in the drive-side current. The design of a stepper motor output fillter which solves this problem is thus proposed. A two stage filter, one devoted to dealing with the diferential mode and the other with the common mode, is designed and validated experimentally. With this ?lter the drive performance is greatly improved, achieving a positioning repeatability even better than with the drive working without a long cable, the radiated emissions are reduced and the overvoltages at the motor terminals are eliminated.

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A mathematical model for the group combustion of pulverized coal particles was developed in a previous work. It includes the Lagrangian description of the dehumidification, devolatilization and char gasification reactions of the coal particles in the homogenized gaseous environment resulting from the three fuels, CO, H2 and volatiles, supplied by the gasification of the particles and their simultaneous group combustion by the gas phase oxidation reactions, which are considered to be very fast. This model is complemented here with an analysis of the particle dynamics, determined principally by the effects of aerodynamic drag and gravity, and its dispersion based on a stochastic model. It is also extended to include two other simpler models for the gasification of the particles: the first one for particles small enough to extinguish the surrounding diffusion flames, and a second one for particles with small ash content when the porous shell of ashes remaining after gasification of the char, non structurally stable, is disrupted. As an example of the applicability of the models, they are used in the numerical simulation of an experiment of a non-swirling pulverized coal jet with a nearly stagnant air at ambient temperature, with an initial region of interaction with a small annular methane flame. Computational algorithms for solving the different stages undergone by a coal particle during its combustion are proposed. For the partial differential equations modeling the gas phase, a second order finite element method combined with a semi-Lagrangian characteristics method are used. The results obtained with the three versions of the model are compared among them and show how the first of the simpler models fits better the experimental results.

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After the 2010 Haiti earthquake, that hits the city of Port-au-Prince, capital city of Haiti, a multidisciplinary working group of specialists (seismologist, geologists, engineers and architects) from different Spanish Universities and also from Haiti, joined effort under the SISMO-HAITI project (financed by the Universidad Politecnica de Madrid), with an objective: Evaluation of seismic hazard and risk in Haiti and its application to the seismic design, urban planning, emergency and resource management. In this paper, as a first step for a structural damage estimation of future earthquakes in the country, a calibration of damage functions has been carried out by means of a two-stage procedure. After compiling a database with observed damage in the city after the earthquake, the exposure model (building stock) has been classified and through an iteratively two-step calibration process, a specific set of damage functions for the country has been proposed. Additionally, Next Generation Attenuation Models (NGA) and Vs30 models have been analysed to choose the most appropriate for the seismic risk estimation in the city. Finally in a next paper, these functions will be used to estimate a seismic risk scenario for a future earthquake.

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El objetivo de esta investigación consiste en definir un modelo de reserva de capacidad, por analogías con emergencias hospitalarias, que pueda ser implementado en el sector de servicios. Este está específicamente enfocado a su aplicación en talleres de servicio de automóviles. Nuestra investigación incorpora la incertidumbre de la demanda en un modelo singular diseñado en etapas que agrupa técnicas ARIMA, teoría de colas y simulación Monte Carlo para definir los conceptos de capacidad y ocupación de servicio, que serán utilizados para minimizar el coste implícito de la reserva capacidad necesaria para atender a clientes que carecen de cita previa. Habitualmente, las compañías automovilísticas estiman la capacidad de sus instalaciones de servicio empíricamente, pero los clientes pueden llegar bajo condiciones de incertidumbre que no se tienen en cuenta en dichas estimaciones, por lo que existe una diferencia entre lo que el cliente realmente demanda y la capacidad que ofrece el servicio. Nuestro enfoque define una metodología válida para el sector automovilístico que cubre la ausencia genérica de investigaciones recientes y la habitual falta de aplicación de técnicas estadísticas en el sector. La equivalencia con la gestión de urgencias hospitalarias se ha validado a lo largo de la investigación en la se definen nuevos indicadores de proceso (KPIs) Tal y como hacen los hospitales, aplicamos modelos estocásticos para dimensionar las instalaciones de servicio de acuerdo con la distribución demográfica del área de influencia. El modelo final propuesto integra la predicción del coste implícito en la reserva de capacidad para atender la demanda no prevista. Asimismo, se ha desarrollado un código en Matlab que puede integrarse como un módulo adicional a los sistemas de información (DMS) que se usan actualmente en el sector, con el fin de emplear los nuevos indicadores de proceso definidos en el modelo. Los resultados principales del modelo son nuevos indicadores de servicio, tales como la capacidad, ocupación y coste de reserva de capacidad, que nunca antes han sido objeto de estudio en la industria automovilística, y que están orientados a gestionar la operativa del servicio. ABSTRACT Our aim is to define a Capacity Reserve model to be implemented in the service sector by hospital's emergency room (ER) analogies, with a practical approach to passenger car services. A stochastic model has been implemented using R and a Monte Carlo simulation code written in Matlab and has proved a very useful tool for optimal decision making under uncertainty. The research integrates demand uncertainty in a unique model which is built in stages by implementing ARIMA forecasting, Queuing Theory and a Monte Carlo simulation to define the concepts of service capacity and occupancy, minimizing the implicit cost of the capacity that must be reserved to service unexpected customers. Usually, passenger car companies estimate their service facilities capacity using empirical methods, but customers arrive under uncertain conditions not included in the estimations. Thus, there is a gap between customer’s real demand and the dealer’s capacity. This research sets a valid methodology for the passenger car industry to cover the generic absence of recent researches and the generic lack of statistical techniques implementation. The hospital’s emergency room (ER) equalization has been confirmed to be valid for the passenger car industry and new process indicators have been defined to support the study. As hospitals do, we aim to apply stochastic models to dimension installations according to the demographic distribution of the area to be serviced. The proposed model integrates the prediction of the cost implicit in the reserve capacity to serve unexpected demand. The Matlab code could be implemented as part of the existing information technology systems (ITs) to support the existing service management tools, creating a set of new process indicators. Main model outputs are new indicators, such us Capacity, Occupancy and Cost of Capacity Reserve, never studied in the passenger car service industry before, and intended to manage the service operation.

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An essential component of regulated steroidogenesis is the translocation of cholesterol from the cytoplasm to the inner mitochondrial membrane where the cholesterol side-chain cleavage enzyme carries out the first committed step in steroidogenesis. Recent studies showed that a 30-kDa mitochondrial phosphoprotein, designated steroidogenic acute regulatory protein (StAR), is essential for this translocation. To allow us to explore the roles of StAR in a system amenable to experimental manipulation and to develop an animal model for the human disorder lipoid congenital adrenal hyperplasia (lipoid CAH), we used targeted gene disruption to produce StAR knockout mice. These StAR knockout mice were indistinguishable initially from wild-type littermates, except that males and females had female external genitalia. After birth, they failed to grow normally and died from adrenocortical insufficiency. Hormone assays confirmed severe defects in adrenal steroids—with loss of negative feedback regulation at hypothalamic–pituitary levels—whereas hormones constituting the gonadal axis did not differ significantly from levels in wild-type littermates. Histologically, the adrenal cortex of StAR knockout mice contained florid lipid deposits, with lesser deposits in the steroidogenic compartment of the testis and none in the ovary. The sex-specific differences in gonadal involvement support a two-stage model of the pathogenesis of StAR deficiency, with trophic hormone stimulation inducing progressive accumulation of lipids within the steroidogenic cells and ultimately causing their death. These StAR knockout mice provide a useful model system in which to determine the mechanisms of StAR’s essential roles in adrenocortical and gonadal steroidogenesis.

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There has been a recent burst of activity in the atmosphere/ocean sciences community in utilizing stable linear Langevin stochastic models for the unresolved degree of freedom in stochastic climate prediction. Here several idealized models for stochastic climate modeling are introduced and analyzed through unambiguous mathematical theory. This analysis demonstrates the potential need for more sophisticated models beyond stable linear Langevin equations. The new phenomena include the emergence of both unstable linear Langevin stochastic models for the climate mean and the need to incorporate both suitable nonlinear effects and multiplicative noise in stochastic models under appropriate circumstances. The strategy for stochastic climate modeling that emerges from this analysis is illustrated on an idealized example involving truncated barotropic flow on a beta-plane with topography and a mean flow. In this example, the effect of the original 57 degrees of freedom is well represented by a theoretically predicted stochastic model with only 3 degrees of freedom.

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O sucesso de estratégias de controle preditivo baseado em modelo (MPC, na sigla em inglês) tanto em ambiente industrial quanto acadêmico tem sido marcante. No entanto, ainda há diversas questões em aberto na área, especialmente quando a hipótese simplificadora de modelo perfeito é abandonada. A consideração explícita de incertezas levou a importantes progressos na área de controle robusto, mas esta ainda apresenta alguns problemas: a alta demanda computacional e o excesso de conservadorismo são questões que podem ter prejudicado a aplicação de estratégias de controle robusto na prática. A abordagem de controle preditivo estocástico (SMPC, na sigla em inglês) busca a redução do conservadorismo através da incorporação de informação estatística dos ruídos. Como processos na indústria química sempre estão sujeito a distúrbios, seja devido a diferenças entre planta e modelo ou a distúrbios não medidos, está técnica surge como uma interessante alternativa para o futuro. O principal objetivo desta tese é o desenvolvimento de algoritmos de SMPC que levem em conta algumas das especificidades de tais processos, as quais não foram adequadamente tratadas na literatura até o presente. A contribuição mais importante é a inclusão de ação integral no controlador através de uma descrição do modelo em termos de velocidade. Além disso, restrições obrigatórias (hard) nas entradas associadas a limites físicos ou de segurança e restrições probabilísticas nos estados normalmente advindas de especificações de produtos também são consideradas na formulação. Duas abordagens foram seguidas neste trabalho, a primeira é mais direta enquanto a segunda fornece garantias de estabilidade em malha fechada, contudo aumenta o conservadorismo. Outro ponto interessante desenvolvido nesta tese é o controle por zonas de sistemas sujeitos a distúrbios. Essa forma de controle é comum na indústria devido à falta de graus de liberdade, sendo a abordagem proposta a primeira contribuição da literatura a unir controle por zonas e SMPC. Diversas simulações de todos os controladores propostos e comparações com modelos da literatura são exibidas para demonstrar o potencial de aplicação das técnicas desenvolvidas.

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In this paper we propose a two-component polarimetric model for soil moisture estimation on vineyards suited for C-band radar data. According to a polarimetric analysis carried out here, this scenario is made up of one dominant direct return from the soil and a multiple scattering component accounting for disturbing and nonmodeled signal fluctuations from soil and short vegetation. We propose a combined X-Bragg/Fresnel approach to characterize the polarized direct response from soil. A validation of this polarimetric model has been performed in terms of its consistency with respect to the available data both from RADARSAT-2 and from indoor measurements. High inversion rates are reported for different phenological stages of vines, and the model gives a consistent interpretation of the data as long as the volume component power remains about or below 50% of the surface contribution power. However, the scarcity of soil moisture measurements in this study prevents the validation of the algorithm in terms of the accuracy of soil moisture retrieval and an extensive campaign is required to fully demonstrate the validity of the model. Different sources of mismatches between the model and the data have been also discussed and analyzed.

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After the 2010 Haiti earthquake, that hits the city of Port-au-Prince, capital city of Haiti, a multidisciplinary working group of specialists (seismologist, geologists, engineers and architects) from different Spanish Universities and also from Haiti, joined effort under the SISMO-HAITI project (financed by the Universidad Politecnica de Madrid), with an objective: Evaluation of seismic hazard and risk in Haiti and its application to the seismic design, urban planning, emergency and resource management. In this paper, as a first step for a structural damage estimation of future earthquakes in the country, a calibration of damage functions has been carried out by means of a two-stage procedure. After compiling a database with observed damage in the city after the earthquake, the exposure model (building stock) has been classified and through an iteratively two-step calibration process, a specific set of damage functions for the country has been proposed. Additionally, Next Generation Attenuation Models (NGA) and Vs30 models have been analysed to choose the most appropriate for the seismic risk estimation in the city. Finally in a next paper, these functions will be used to estimate a seismic risk scenario for a future earthquake.

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This thesis investigates the design of optimal tax systems in dynamic environments. The first essay characterizes the optimal tax system where wages depend on stochastic shocks and work experience. In addition to redistributive and efficiency motives, the taxation of inexperienced workers depends on a second-best requirement that encourages work experience, a social insurance motive and incentive effects. Calibrations using U.S. data yield higher expected optimal marginal income tax rates for experienced workers for most of the inexperienced workers. They confirm that the average marginal income tax rate increases (decreases) with age when shocks and work experience are substitutes (complements). Finally, more variability in experienced workers' earnings prospects leads to increasing tax rates since income taxation acts as a social insurance mechanism. In the second essay, the properties of an optimal tax system are investigated in a dynamic private information economy where labor market frictions create unemployment that destroys workers' human capital. A two-skill type model is considered where wages and employment are endogenous. I find that the optimal tax system distorts the first-period wages of all workers below their efficient levels which leads to more employment. The standard no-distortion-at-the-top result no longer holds due to the combination of private information and the destruction of human capital. I show this result analytically under the Maximin social welfare function and confirm it numerically for a general social welfare function. I also investigate the use of a training program and job creation subsidies. The final essay analyzes the optimal linear tax system when there is a population of individuals whose perceptions of savings are linked to their disposable income and their family background through family cultural transmission. Aside from the standard equity/efficiency trade-off, taxes account for the endogeneity of perceptions through two channels. First, taxing labor decreases income, which decreases the perception of savings through time. Second, taxation on savings corrects for the misperceptions of workers and thus savings and labor decisions. Numerical simulations confirm that behavioral issues push labor income taxes upward to finance saving subsidies. Government transfers to individuals are also decreased to finance those same subsidies.

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The Import Substitution Process in Latin Amer ica was an attempt to enhance GDP growth and productivity by rising trade barriers upon capital-intensive products. Our main goal is to analyze how an increase in import tariff on a particular type of good affects the production choices and trade pattern of an economy. We develop an extension of the dynamic Heckscher-Ohlin model – a combination of a static two goods, two-factor Heckscher-Ohlin model and a two-sector growth model – allowing for import tariff. We then calibrate the closed economy model to the US. The results show that the economy will produce less of both consumption and investment goods under autarky for low and high levels of capital stock per worker. We also find that total GDP may be lower under free trade in comparison to autarky.