Um método eficiente para resolução do problema de Despacho Ótimo de Reativos com controle discreto do TAP dos transformadores

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

NI-GMRES precondicionado

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

A resolução do problema de despacho ótimo de reativos pelo método da função Lagrangiana-barreira relaxada

This work presents the application of the relaxed barrier-Lagrangian function method to the optimal reactive dispatch problem, which is a nonlinear nonconvex and large problem. In this approach the inequality constraints are treated by the association of modified barrier and primal-dual logarithmic barrier method. Those constraints are transformed in equalities through positive auxiliary variables and are perturbed by the barrier parameter. A Lagrangian function is associated to the modified problem. The first-order necessary conditions are applied generating a non-linear system which is solved by Newton's method. The auxiliary variables perturbation result in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reach. Numeric tests with the systems CESP 53 buses and the south-southeast Brazilian and the comparative test with the primal-dual logarithmic barrier method indicate that presented method is efficient in the resolution of optimal reactive dispatch problem.

O método da função lagrangiana aumentada barreira modificada para a resolução do fluxo de potência ótimo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Método de estimativa de torque da articulação do joelho baseada em EMG

Este trabalho apresenta um método de estimativa de torque do joelho baseado em sinais eletromiográficos (EMG) durante terapia de reabilitação robótica. Os EMGs, adquiridos de cinco músculos envolvidos no movimento de flexão e extensão do joelho, são processados para encontrar as ativações musculares. Em seguida, mediante um modelo simples de contração muscular, são calculadas as forças e, usando a geometria da articulação, o torque do joelho. As funções de ativação e contração musculares possuem parâmetros limitados que devem ser calibrados para cada usuário, sendo o ajuste feito mediante a minimização do erro entre o torque estimado e o torque medido na articulação usando a dinâmica inversa. São comparados dois métodos iterativos para funções não-lineares como técnicas de otimização restrita para a calibração dos parâmetros: Gradiente Descendente e Quasi-Newton. O processamento de sinais, calibração de parâmetros e cálculo de torque estimado foram desenvolvidos no software MATLAB®; o cálculo de torque medido foi feito no software OpenSim com sua ferramenta de dinâmica inversa.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Description and evaluation of a Newton-based electronic appetite rating system for temporal tracking of appetite in human subjects

This study assessed the reliability and validity of a palm-top-based electronic appetite rating system (EARS) in relation to the traditional paper and pen method. Twenty healthy subjects [10 male (M) and 10 female (F)] — mean age M=31 years (S.D.=8), F=27 years (S.D.=5); mean BMI M=24 (S.D.=2), F=21 (S.D.=5) — participated in a 4-day protocol. Measurements were made on days 1 and 4. Subjects were given paper and an EARS to log hourly subjective motivation to eat during waking hours. Food intake and meal times were fixed. Subjects were given a maintenance diet (comprising 40% fat, 47% carbohydrate and 13% protein by energy) calculated at 1.6×Resting Metabolic Rate (RMR), as three isoenergetic meals. Bland and Altman's test for bias between two measurement techniques found significant differences between EARS and paper and pen for two of eight responses (hunger and fullness). Regression analysis confirmed that there were no day, sex or order effects between ratings obtained using either technique. For 15 subjects, there was no significant difference between results, with a linear relationship between the two methods that explained most of the variance (r2 ranged from 62.6 to 98.6). The slope for all subjects was less than 1, which was partly explained by a tendency for bias at the extreme end of results on the EARS technique. These data suggest that the EARS is a useful and reliable technique for real-time data collection in appetite research but that it should not be used interchangeably with paper and pen techniques.

Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems

Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.

Letter Reply: Distribution of TNFA haplotypes in healthy Caucasians: Comment on the articles by Newton et al and Zeggini et al

We thank Ploski and colleagues for their interest in our study. The explanation for the difference in our findings is a typographic error in Table 2 of our article, whereby the alleles for marker TNF ⫺1031 were labeled incorrectly...

A Quasi-Newton Adaptive Algorithm for Generalized Symmetric Eigenvalue Problem

In this paper, we first recast the generalized symmetric eigenvalue problem, where the underlying matrix pencil consists of symmetric positive definite matrices, into an unconstrained minimization problem by constructing an appropriate cost function, We then extend it to the case of multiple eigenvectors using an inflation technique, Based on this asymptotic formulation, we derive a quasi-Newton-based adaptive algorithm for estimating the required generalized eigenvectors in the data case. The resulting algorithm is modular and parallel, and it is globally convergent with probability one, We also analyze the effect of inexact inflation on the convergence of this algorithm and that of inexact knowledge of one of the matrices (in the pencil) on the resulting eigenstructure. Simulation results demonstrate that the performance of this algorithm is almost identical to that of the rank-one updating algorithm of Karasalo. Further, the performance of the proposed algorithm has been found to remain stable even over 1 million updates without suffering from any error accumulation problems.

Long Wavelength Peristaltic Transport of Non-Newton Fluids

Solutions are obtained for the stream function and the pressure field for the flow of non-Newtonian fluids in a tube by long peristaltic waves of arbitrary shape. The axial velocity profiles and stress distributions on the wall are discussed for particular waves of some practical interest. The effect of non- Newtonian character of the fluid is examined.