Aumento da eficiência dos métodos següenciais de simulação condicional

O algoritmo de simulação seqüencial estocástica mais amplamente utilizado é o de simulação seqüencial Gaussiana (ssG). Teoricamente, os métodos estocásticos reproduzem tão bem o espaço de incerteza da VA Z(u) quanto maior for o número L de realizações executadas. Entretanto, às vezes, L precisa ser tão alto que o uso dessa técnica pode se tornar proibitivo. Essa Tese apresenta uma estratégia mais eficiente a ser adotada. O algoritmo de simulação seqüencial Gaussiana foi alterado para se obter um aumento em sua eficiência. A substituição do método de Monte Carlo pela técnica de Latin Hypercube Sampling (LHS), fez com que a caracterização do espaço de incerteza da VA Z(u), para uma dada precisão, fosse alcançado mais rapidamente. A técnica proposta também garante que todo o modelo de incerteza teórico seja amostrado, sobretudo em seus trechos extremos.

Stretched-exponential behavior and random walks on diluted hypercubic lattices

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

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Análise da configuração de SAMU utilizando múltiplas alternativas de localização de ambulâncias

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A heuristic method for reactive power planning

An approach for solving reactive power planning problems is presented, which is based on binary search techniques and the use of a special heuristic to obtain a discrete solution. Two versions were developed, one to run on conventional (sequential) computers and the other to run on a distributed memory (hypercube) machine. This latter parallel processing version employs an asynchronous programming model. Once the set of candidate buses has been defined, the program gives the location and size of the reactive sources needed(if any) in keeping with operating and security constraints.

Digital soil mapping: evaluation of sampling systems for soil surveys and refinement of soil maps at lower cost using legacy data

In soil surveys, several sampling systems can be used to define the most representative sites for sample collection and description of soil profiles. In recent years, the conditioned Latin hypercube sampling system has gained prominence for soil surveys. In Brazil, most of the soil maps are at small scales and in paper format, which hinders their refinement. The objectives of this work include: (i) to compare two sampling systems by conditioned Latin hypercube to map soil classes and soil properties; (II) to retrieve information from a detailed scale soil map of a pilot watershed for its refinement, comparing two data mining tools, and validation of the new soil map; and (III) to create and validate a soil map of a much larger and similar area from the extrapolation of information extracted from the existing soil map. Two sampling systems were created by conditioned Latin hypercube and by the cost-constrained conditioned Latin hypercube. At each prospection place, soil classification and measurement of the A horizon thickness were performed. Maps were generated and validated for each sampling system, comparing the efficiency of these methods. The conditioned Latin hypercube captured greater variability of soils and properties than the cost-constrained conditioned Latin hypercube, despite the former provided greater difficulty in field work. The conditioned Latin hypercube can capture greater soil variability and the cost-constrained conditioned Latin hypercube presents great potential for use in soil surveys, especially in areas of difficult access. From an existing detailed scale soil map of a pilot watershed, topographical information for each soil class was extracted from a Digital Elevation Model and its derivatives, by two data mining tools. Maps were generated using each tool. The more accurate of these tools was used for extrapolation of soil information for a much larger and similar area and the generated map was validated. It was possible to retrieve the existing soil map information and apply it on a larger area containing similar soil forming factors, at much low financial cost. The KnowledgeMiner tool for data mining, and ArcSIE, used to create the soil map, presented better results and enabled the use of existing soil map to extract soil information and its application in similar larger areas at reduced costs, which is especially important in development countries with limited financial resources for such activities, such as Brazil.

Modelagem matemática aplicada a precificação de opções

The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

Planejamento de reativos em sistemas elétricos de potência multi-área através de modelos estocásticos

Pós-graduação em Engenharia Elétrica - FEIS

Extensão do modelo hipercubo para análise de sistemas de atendimento médico emergencial com prioridade na fila

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Weak quasi-randomness for uniform hypergraphs

We study quasi-random properties of k-uniform hypergraphs. Our central notion is uniform edge distribution with respect to large vertex sets. We will find several equivalent characterisations of this property and our work can be viewed as an extension of the well known Chung-Graham-Wilson theorem for quasi-random graphs. Moreover, let K(k) be the complete graph on k vertices and M(k) the line graph of the graph of the k-dimensional hypercube. We will show that the pair of graphs (K(k),M(k)) has the property that if the number of copies of both K(k) and M(k) in another graph G are as expected in the random graph of density d, then G is quasi-random (in the sense of the Chung-Graham-Wilson theorem) with density close to d. (C) 2011 Wiley Periodicals, Inc. Random Struct. Alg., 40, 1-38, 2012

Fossil vs. non-fossil sources of fine carbonaceous aerosols in four Chinese cities during the extreme winter haze episode of 2013

During winter 2013, extremely high concentrations (i.e., 4–20 times higher than the World Health Organization guideline) of PM2.5 (particulate matter with an aerodynamic diameter < 2.5 μm) mass concentrations (24 h samples) were found in four major cities in China including Xi'an, Beijing, Shanghai and Guangzhou. Statistical analysis of a combined data set from elemental carbon (EC), organic carbon (OC), 14C and biomass-burning marker measurements using Latin hypercube sampling allowed a quantitative source apportionment of carbonaceous aerosols. Based on 14C measurements of EC fractions (six samples each city), we found that fossil emissions from coal combustion and vehicle exhaust dominated EC with a mean contribution of 75 ± 8% across all sites. The remaining 25 ± 8% was exclusively attributed to biomass combustion, consistent with the measurements of biomass-burning markers such as anhydrosugars (levoglucosan and mannosan) and water-soluble potassium (K+). With a combination of the levoglucosan-to-mannosan and levoglucosan-to-K+ ratios, the major source of biomass burning in winter in China is suggested to be combustion of crop residues. The contribution of fossil sources to OC was highest in Beijing (58 ± 5%) and decreased from Shanghai (49 ± 2%) to Xi'an (38 ± 3%) and Guangzhou (35 ± 7%). Generally, a larger fraction of fossil OC was from secondary origins than primary sources for all sites. Non-fossil sources accounted on average for 55 ± 10 and 48 ± 9% of OC and total carbon (TC), respectively, which suggests that non-fossil emissions were very important contributors of urban carbonaceous aerosols in China. The primary biomass-burning emissions accounted for 40 ± 8, 48 ± 18, 53 ± 4 and 65 ± 26% of non-fossil OC for Xi'an, Beijing, Shanghai and Guangzhou, respectively. Other non-fossil sources excluding primary biomass burning were mainly attributed to formation of secondary organic carbon (SOC) from non-fossil precursors such as biomass-burning emissions. For each site, we also compared samples from moderately to heavily polluted days according to particulate matter mass. Despite a significant increase of the absolute mass concentrations of primary emissions from both fossil and non-fossil sources during the heavily polluted events, their relative contribution to TC was even decreased, whereas the portion of SOC was consistently increased at all sites. This observation indicates that SOC was an important fraction in the increment of carbonaceous aerosols during the haze episode in China.

Evaluation of Police Patrol Patterns

This paper describes an ArcView extension that allows police planners to design patrol districts and to evaluate them by displaying various performance measures. It uses a spatially distributed queuing system (the Larson Hypercube) to calculate expected travel times, workloads, preventive patrol frequencies, and other variables; and it allows planners to see the unavoidable tradeoffs among their objectives. Using this tool, planners can experiment with various patrol patterns to find those that best meet their Department.s goals. For example, those patrol patterns which are best in terms of average response time don.t do as well as others in terms of workload balance, or those that are best in terms of achieving a uniform response time across different parts of the city don't do as well as others in terms of minimizing inter-district dispatches. There is, of course, no perfect solution for this problem: the facts of the situation force us to balance competing goals. Described here is a way of explicitly weighting the alternative objectives.

Economic analysis of drought risks: an application to irrigated agriculture in Spain

Abstract This paper describes a two-part methodology for managing the risk posed by water supply variability to irrigated agriculture. First, an econometric model is used to explain the variation in the production value of irrigated agriculture. The explanatory variables include an index of irrigation water availability (surface storage levels), a price index representative of the crops grown in each geographical unit, and a time variable. The model corrects for autocorrelation and it is applied to 16 representative Spanish provinces in terms of irrigated agriculture. In the second part, the fitted models are used for the economic evaluation of drought risk. In flow variability in the hydrological system servicing each province is used to perform ex-ante evaluations of economic output for the upcoming irrigation season. The model?s error and the probability distribution functions (PDFs) of the reservoirs? storage variations are used to generate Monte Carlo (Latin Hypercube) simulations of agricultural output 7 and 3 months prior to the irrigation season. The results of these simulations illustrate the different risk profiles of each management unit, which depend on farm productivity and on the probability distribution function of water in flow to reservoirs. The potential for ex-ante drought impact assessments is demonstrated. By complementing hydrological models, this method can assist water managers and decisionmakers in managing reservoirs.

Protocolo multiplataforma no centralizado para comunicaciones multimedia seguras

En este trabajo se propone y desarrolla una topología en k-hipercubos que resuelve los principales inconvenientes asociados a la topología en hipercubo convencional. Los resultados obtenidos son muy prometedores, con aplicaciones tanto en el campo de la voz sobre IP, como en muchos otros campos que precisen de un intercambio de información muchos a muchos. Sobre la topología propuesta se define el protocolo Darkcube, que es una propuesta de protocolo totalmente distribuido basado en el concepto de darknet, posibilitando la realización de conversaciones muchos a muchos incluyendo audio, vídeo, texto y datos de geoposicionamiento, entre otros. También se propone un método de codificación de coordenadas de geoposicionamiento que resulta especialmente eficiente en el aprovechamiento del ancho de banda sobrante en las comunicaciones muchos a muchos que proporciona Darkcube. Durante el desarrollo de este trabajo, se ha implementado el simulador DarkcubeEmu; herramienta que posibilita la obtención de resultados relevantes en términos de la calidad de la comunicación. Finalmente, utilizando como base el protocolo Darkcube, se propone un protocolo de seguridad que traslada un esquema de infraestructura de clave pública a un protocolo totalmente distribuido, como es Darkcube; garantizando, de esta forma, la confidencialidad en las comunicaciones y la legitimidad de la identidad asociada a cada uno de sus miembros.

A Kinetic Vlasov Model for Plasma Simulation Using Discontinuous Galerkin Method on Many-Core Architectures

Thesis (Ph.D.)--University of Washington, 2016-03