984 resultados para stochastic simulation


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Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2013

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Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2013

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Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2013

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Wireless mesh networks present an attractive communication solution for various research and industrial projects. However, in many cases, the appropriate preliminary calculations which allow predicting the network behavior have to be made before the actual deployment. For such purposes, network simulation environments emulating the real network operation are often used. Within this paper, a behavior comparison of real wireless mesh network (based on 802.11s amendment) and the simulated one has been performed. The main objective of this work is to measure performance parameters of a real 802.11s wireless mesh network (average UDP throughput and average one-way delay) and compare the derived results with characteristics of a simulated wireless mesh network created with the NS-3 network simulation tool. Then, the results from both networks are compared and the corresponding conclusion is made. The corresponding results were derived from simulation model and real-worldtest-bed, showing that the behavior of both networks is similar. It confirms that the NS-3 simulation model is accurate and can be used in further research studies.

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Magdeburg, Univ., Fak. für Mathematik, Diss., 2014

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Das Prozessleitsystem PCS 7 beinhaltet softwaretechnische Lösungen für alle Hierarchieebenen der industriellen Automatisierung von der Unternehmensleitebene bis zur Anlagenfeldebene. Mit der Simulationssoftware WinMOD können Komponenten,Signale und Prozesse einer Industrieanlage nachgebildet werden. Zudem bietet WinMOD Schnittstellenlösungen für gängige Speicherprogrammierbare Steuerungen und eignet sich somit für den Factory Acceptance Test (FAT) von Prozessleitsystemen. Die FATs sollen sich hauptsächlich auf die Überprüfung von Signaladressierungen und von Ursache und Wirkung konzentrieren. Im Rahmen der vorliegenden Arbeit wurden ausgewählte PCS 7–Projekte untersucht und auf deren Grundlage Aussagen getroffen wie zukünftig Simulationen effektiv erstellt werden können. Hierzu wurden mithilfe von WinMOD Simulationsmodule angelegt - welche reale Komponenten des Anlagenfeldes ersetzen – , ihr Aufbau beschrieben und in einer Bibliothek zusammengefasst. Im Anschluss wird auf die Verwendung der Bibliothek für verschiedene Anwendungsfälle eingegangen und eine Lösung präsentiert, welche das Erstellen einer Simulation für spezifische Projekte optimiert. Das Ergebnis zeigt auf, dass WinMOD sowohl neue Möglichkeiten der Durchführung für einen FAT liefert, wobei die Simulationserstellung nur einen geringen Mehraufwand bedeutet und sich die Durchführung der Simulation ergonomischer und kürzer gestaltet.

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Diese Arbeit beschäftigt sich mit Koexistenzaussagen von Funktechnologien. Dafür wurden verschiedene Simulationstools auf ihre Eignung untersucht. Einen besonderen Schwerpunkt nimmt das Tool SEAMCAT ein. In der Arbeit wurde ein Modell ausgearbeitet, das für die Simulation mit SEAMCAT geeignet ist. Ergebnisse wurden mit Messungen verglichen, die das ifak Magdeburg für das System erstellt haben. Empfehlungen und Ausblicke für Funktechnologien in der Automation wurden abschließend benannt.

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In the Cerrado vegetation, where the seasonal is well defined, rainfall has an important role in controlling the flow of streams and consequently on the structure of macroinvertebrates community. Despite the effects of rainfall associated with seasonality are well studied, little is known about the effects of stochastic rains on the community. In the present study we evaluated the structure and faunal composition of four first-order streams in Central Brazil during the dry season in two years, with and without stochastic rains. Community sampling was done by colonization of boards of high density polyethylene (HDPE), removed after one month submerged in streams. Analysis of Variance (ANOVA) performed indicated no difference in rarefied richness between the two periods, different from numeric density of organisms that was higher in the period without disturbance; moreover, the Detrended Correspondence Analysis (DCA) revealed differences in faunal composition between the two periods. Our results indicate that stochastic rainfall is an important factor in structuring the macroinvertebrates community in studied region.

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We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

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This paper aims at assessing the optimal behavior of a firm facing stochastic costs of production. In an imperfectly competitive setting, we evaluate to what extent a firm may decide to locate part of its production in other markets different from which it is actually settled. This decision is taken in a stochastic environment. Portfolio theory is used to derive the optimal solution for the intertemporal profit maximization problem. In such a framework, splitting production between different locations may be optimal when a firm is able to charge different prices in the different local markets.

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Recently there has been a renewed research interest in the properties of non survey updates of input-output tables and social accounting matrices (SAM). Along with the venerable and well known scaling RAS method, several alternative new procedures related to entropy minimization and other metrics have been suggested, tested and used in the literature. Whether these procedures will eventually substitute or merely complement the RAS approach is still an open question without a definite answer. The performance of many of the updating procedures has been tested using some kind of proximity or closeness measure to a reference input-output table or SAM. The first goal of this paper, in contrast, is the proposal of checking the operational performance of updating mechanisms by way of comparing the simulation results that ensue from adopting alternative databases for calibration of a reference applied general equilibrium model. The second goal is to introduce a new updatin! g procedure based on information retrieval principles. This new procedure is then compared as far as performance is concerned to two well-known updating approaches: RAS and cross-entropy. The rationale for the suggested cross validation is that the driving force for having more up to date databases is to be able to conduct more current, and hopefully more credible, policy analyses.

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In this paper we propose the infimum of the Arrow-Pratt index of absolute risk aversion as a measure of global risk aversion of a utility function. We then show that, for any given arbitrary pair of distributions, there exists a threshold level of global risk aversion such that all increasing concave utility functions with at least as much global risk aversion would rank the two distributions in the same way. Furthermore, this threshold level is sharp in the sense that, for any lower level of global risk aversion, we can find two utility functions in this class yielding opposite preference relations for the two distributions.

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In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

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In this paper we study one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process when the solution is forced to stay above a right continuous left-hand limited obstacle. We prove existence and uniqueness of the solution by using a penalization method combined with a monotonic limit theorem.

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In the literature on risk, one generally assume that uncertainty is uniformly distributed over the entire working horizon, when the absolute risk-aversion index is negative and constant. From this perspective, the risk is totally exogenous, and thus independent of endogenous risks. The classic procedure is "myopic" with regard to potential changes in the future behavior of the agent due to inherent random fluctuations of the system. The agent's attitude to risk is rigid. Although often criticized, the most widely used hypothesis for the analysis of economic behavior is risk-neutrality. This borderline case must be envisaged with prudence in a dynamic stochastic context. The traditional measures of risk-aversion are generally too weak for making comparisons between risky situations, given the dynamic �complexity of the environment. This can be highlighted in concrete problems in finance and insurance, context for which the Arrow-Pratt measures (in the small) give ambiguous.