The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Dynamical properties for a mixed Fermi accelerator model

The behavior of the decay of velocity in a semi-dissipative one-dimensional Fermi accelerator model is considered. Two different kinds of dissipative forces were considered: (i) F-v and; (ii) F-v2. We prove the decay of velocity is linear for (i) and exponential for (ii). During the decay, the particles move along specific corridors which are constructed by the borders of the stable manifolds of saddle points. These corridors organize themselves in a very complicated way in the phase space leading the basin of attraction of the sinks to be seemingly of fractal type. © 2013 Elsevier B.V. All rights reserved.

Alocação otimizada de bancos de capacitores em sistemas de distribuição de energia elétrica através de metaheurísticas multiobjetivo

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

Planejamento e projeto de circuitos secundários de distribuição de energia elétrica por meio de algoritmo busca tabu

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Planejamento de reativos em sistemas de energia elétrica através de um algoritmo de Branch-and-Bound não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise crítica de aspectos de modelagem matemática no planejamento da expansão a longo prazo de sistemas de transmissão

Pós-graduação em Engenharia Elétrica - FEIS

Método de otimização não-linear para impor PSDs arbitrárias em modems DSL: análise estatística e prática

Este trabalho tem como objetivo apresentar um método para solucionar o problema de mapeamento entre as soluções teóricas de gerenciamento dinâmico de espectro (DSM) e os parâmetros de controle das densidades espectrais de potência (PSDs) de transmissão dos modems comerciais. O método utiliza algoritmos genéticos (AG) codificado em inteiros para solucionar o problema. O AG é responsável por achar os melhores parâmetros para representar uma PSD arbitrária, considerando as restrições impostas pelos equipamentos e padrões atuais DSL. O trabalho apresenta ainda um estudo comparativo do método proposto com um concorrente, além de estudo estatístico do método proposto, considerando média, desvio padrão e intervalo de confiança. Adicionalmente, são apresentados dois setups para uso em laboratório, sendo um para medição de PSDs e o outro para funções de transferência, os quais podem ser reaproveitados em outros trabalhos.

Linear codes over finite local rings in a chain

For a positive integer $t$, let \begin{equation*} \begin{array}{ccccccccc} (\mathcal{A}_{0},\mathcal{M}_{0}) & \subseteq & (\mathcal{A}_{1},\mathcal{M}_{1}) & \subseteq & & \subseteq & (\mathcal{A}_{t-1},\mathcal{M}_{t-1}) & \subseteq & (\mathcal{A},\mathcal{M}) \\ \cap & & \cap & & & & \cap & & \cap \\ (\mathcal{R}_{0},\mathcal{M}_{0}^{2}) & & (\mathcal{R}_{1},\mathcal{M}_{1}^{2}) & & & & (\mathcal{R}_{t-1},\mathcal{M}_{t-1}^{2}) & & (\mathcal{R},\mathcal{M}^{2}) \end{array} \end{equation*} be a chain of unitary local commutative rings $(\mathcal{A}_{i},\mathcal{M}_{i})$ with their corresponding Galois ring extensions $(\mathcal{R}_{i},\mathcal{M}_{i}^{2})$, for $i=0,1,\cdots,t$. In this paper, we have given a construction technique of the cyclic, BCH, alternant, Goppa and Srivastava codes over these rings. Though, initially in \cite{AP} it is for local ring $(\mathcal{A},\mathcal{M})$, in this paper, this new approach have given a choice in selection of most suitable code in error corrections and code rate perspectives.

Allometric equations for estimating tree biomass in restored mixed-species Atlantic Forest stands

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

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Mixed Mode Fracture Behaviour of Piezoelectric Materials

Piezoelectrics present an interactive electromechanical behaviour that, especially in recent years, has generated much interest since it renders these materials adapt for use in a variety of electronic and industrial applications like sensors, actuators, transducers, smart structures. Both mechanical and electric loads are generally applied on these devices and can cause high concentrations of stress, particularly in proximity of defects or inhomogeneities, such as flaws, cavities or included particles. A thorough understanding of their fracture behaviour is crucial in order to improve their performances and avoid unexpected failures. Therefore, a considerable number of research works have addressed this topic in the last decades. Most of the theoretical studies on this subject find their analytical background in the complex variable formulation of plane anisotropic elasticity. This theoretical approach bases its main origins in the pioneering works of Muskelishvili and Lekhnitskii who obtained the solution of the elastic problem in terms of independent analytic functions of complex variables. In the present work, the expressions of stresses and elastic and electric displacements are obtained as functions of complex potentials through an analytical formulation which is the application to the piezoelectric static case of an approach introduced for orthotropic materials to solve elastodynamics problems. This method can be considered an alternative to other formalisms currently used, like the Stroh’s formalism. The equilibrium equations are reduced to a first order system involving a six-dimensional vector field. After that, a similarity transformation is induced to reach three independent Cauchy-Riemann systems, so justifying the introduction of the complex variable notation. Closed form expressions of near tip stress and displacement fields are therefore obtained. In the theoretical study of cracked piezoelectric bodies, the issue of assigning consistent electric boundary conditions on the crack faces is of central importance and has been addressed by many researchers. Three different boundary conditions are commonly accepted in literature: the permeable, the impermeable and the semipermeable (“exact”) crack model. This thesis takes into considerations all the three models, comparing the results obtained and analysing the effects of the boundary condition choice on the solution. The influence of load biaxiality and of the application of a remote electric field has been studied, pointing out that both can affect to a various extent the stress fields and the angle of initial crack extension, especially when non-singular terms are retained in the expressions of the electro-elastic solution. Furthermore, two different fracture criteria are applied to the piezoelectric case, and their outcomes are compared and discussed. The work is organized as follows: Chapter 1 briefly introduces the fundamental concepts of Fracture Mechanics. Chapter 2 describes plane elasticity formalisms for an anisotropic continuum (Eshelby-Read-Shockley and Stroh) and introduces for the simplified orthotropic case the alternative formalism we want to propose. Chapter 3 outlines the Linear Theory of Piezoelectricity, its basic relations and electro-elastic equations. Chapter 4 introduces the proposed method for obtaining the expressions of stresses and elastic and electric displacements, given as functions of complex potentials. The solution is obtained in close form and non-singular terms are retained as well. Chapter 5 presents several numerical applications aimed at estimating the effect of load biaxiality, electric field, considered permittivity of the crack. Through the application of fracture criteria the influence of the above listed conditions on the response of the system and in particular on the direction of crack branching is thoroughly discussed.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Audiological results with Baha in conductive and mixed hearing loss

The level of improvement in the audiological results of Baha(®) users mainly depends on the patient's preoperative hearing thresholds and the type of Baha sound processor used. This investigation shows correlations between the preoperative hearing threshold and postoperative aided thresholds and audiological results in speech understanding in quiet of 84 Baha users with unilateral conductive hearing loss, bilateral conductive hearing loss and bilateral mixed hearing loss. Secondly, speech understanding in noise of 26 Baha users with different Baha sound processors (Compact, Divino, and BP100) is investigated. Linear regression between aided sound field thresholds and bone conduction (BC) thresholds of the better ear shows highest correlation coefficients and the steepest slope. Differences between better BC thresholds and aided sound field thresholds are smallest for mid-frequencies (1 and 2 kHz) and become larger at 0.5 and 4 kHz. For Baha users, the gain in speech recognition in quiet can be expected to lie in the order of magnitude of the gain in their hearing threshold. Compared to its predecessor sound processors Baha(®) Compact and Baha(®) Divino, Baha(®) BP100 improves speech understanding in noise significantly by +0.9 to +4.6 dB signal-to-noise ratio, depending on the setting and the use of directional microphone. For Baha users with unilateral and bilateral conductive hearing loss and bilateral mixed hearing loss, audiological results in aided sound field thresholds can be estimated with the better BC hearing threshold. The benefit in speech understanding in quiet can be expected to be similar to the gain in their sound field hearing threshold. The most recent technology of Baha sound processor improves speech understanding in noise by an order of magnitude that is well perceived by users and which can be very useful in everyday life.