916 resultados para Options (Finance) -- Mathematical models
Resumo:
A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.
Resumo:
An experiment that combines opto-mechanical and electrical measurements for the characterization of a loudspeaker is presented. We describe a very simple laser vibrometer for evaluating the amplitude of the vibration (displacement) of the speaker cone. The setup is essentially a Michelson-type interferometer operated by an inexpensive semiconductor laser (diode laser). It is shown that the simultaneous measurements of three amplitudes (displacement, electrical current, and applied voltage), as functions of the frequency of vibration, allow us to characterize the speaker system. The experiment is easy to perform, and it demonstrates several useful concepts of optics, mechanics, and electricity, allowing, students to gain an intuitive physical insight into the relations between mathematical models and, an actual speaker system. (C) 2003 American Association of Physics Teachers.
Resumo:
This paper presents two mathematical models and one methodology to solve a transmission network expansion planning problem considering uncertainty in demand. The first model analyzed the uncertainty in the system as a whole; then, this model considers the uncertainty in the total demand of the power system. The second one analyzed the uncertainty in each load bus individually. The methodology used to solve the problem, finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with uncertainty. The models presented are solved using a specialized genetic algorithm. The results obtained for several known systems from literature show that cheaper plans can be found satisfying the uncertainty in demand.
Resumo:
In order to develop statistical models to predict respiratory heat loss in dairy cattle using simple physiological and environmental measurements, 15 Holstein cows were observed under field conditions in a tropical environment, in which the air temperature reached up to 40 ° C. The measurements of latent and sensible heat loss from the respiratory tract of the animals were made by using a respiratory mask. The results showed that under air temperatures between 10 and 35 ° C sensible heat loss by convection decreased from 8.24 to 1.09 W m(-2), while the latent heat loss by evaporation increased from 1.03 to 56.51 W m(-2). The evaporation increased together with the air temperature in almost a linear fashion until 20 ° C, but it became increasingly high as the air temperature rose above 25 ° C. Convection was a mechanism of minor importance for respiratory heat transfer. In contrast, respiratory evaporation was an effective means of thermoregulation for Holsteins in a hot environment. Mathematical models were developed to predict both the sensible and latent heat loss from the respiratory tract in Holstein cows under field conditions, based on measurements of the ambient temperature, and other models were developed to predict respiration rate, tidal volume, mass flow rate and expired air temperature as functions of the ambient temperature and other variables.
Resumo:
The purpose of this study was to evaluate the effect of using different mathematical models to describe the relationship between treadmill running speed and time to exhaustion. All models generated a value for an aerobic parameter (critical speed; S(critical)). 35 university students performed 5-7 constant-speed 0%-slope treadmill tests at speeds that elicited exhaustion in similar to 3 min to similar to 10 min. Speed and time data were fitted using 3 models: (1) a 2-parameter hyperbolic model; (2) a 3-parameter hyperbolic model; and (3) a hybrid 3-parameter hyperbolic + exponential model. The 2-parameter model generated values for S(critical) (mean (+/- SD): 186 +/- 33 m.min(-1)) and anaerobic distance capacity (ADC; 251 +/- 122 m) with a high level of statistical certainty (i.e., with small SEEs). The 3-parameter models generated parameter estimates that were unrealistic in magnitude and/or associated with large SEEs and little statistical certainty. Therefore, it was concluded that, for the range of exercise durations used in the present study, the 2-parameter model is preferred because it provides a parsimonious description of the relationship between velocity and time to fatigue, and it produces parameters of known physiological significance, with excellent confidence.
Resumo:
The study aimed to relate the photosynthetic pigments, which were extracted in a laboratory and the readings were obtained by the portable chlorophyll meter ClorofiLOG 1030, by using mathematical models in sesame leaves. This work was conducted in December 2010, at Empresa Brasileira de Pesquisa Agropecuária (EMBRAPA) Cotton, where feaf discs were removed to measure chlorophyll indexes through the portable chlorophyll meter. The same leaf discs were subjected to extraction of photosynthetic pigments, by using 5 mL dimethyl sulfoxide (DMSO), and were kept in a water bath at 70 degrees C for 30 min. Afterwards, an aliquot of 3 mL was removed to be read in a spectrophotometer at wavelengths of 470, 646 and 663 nm. Based on analytical results, mathematical models were adjusted by using the chlorophyll index to predict the levels of chlorophyll a, b, and total, and of carotenoids and their relationships. The study concluded that the portable chlorophyll meter ClorofiLOG 1030 can be used to estimate the concentration of photosynthetic pigments in sesame leaves with high precision, besides saving resources and time.
Resumo:
This paper applies two methods of mathematical decomposition to carry out an optimal reactive power flow (ORPF) in a coordinated decentralized way in the context of an interconnected multi-area power system. The first method is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). The second method uses a decomposition technique based on the Karush-Kuhn-Tucker (KKT) first-order optimality conditions. The viability of each method to be used in the decomposition of multi-area ORPF is studied and the corresponding mathematical models are presented. The IEEE RTS-96, the IEEE 118-bus test systems and a 9-bus didactic system are used in order to show the operation and effectiveness of the decomposition methods.
Resumo:
Practical methods for land grading design of a plane surface for rectangular and irregularly shaped fields based on a least squares analysis are presented. The least squares procedure leads to a system of three linear equations with three unknowns for determination of the best-fit plane. The equations can be solved by determinants (Cramer's rule) using a procedure capable of solution by many programmable calculators. The detailed computational process for determining the equation of the plane and a simple method to find the centroid location of an irregular field are also given. An illustrative example and design instructions are included to demonstrate the application of the design procedure.
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In variable-amplitude loading there are interaction effects between the loading history and the crack propagation rate. The most important of these effects is the retardation in the crack propagation, which may raise the life of the cracked structureconsiderably. The main objective of this research is to analyse and quantify the retardation of crack propagation in a thin plate of the high-resistance aluminium alloy 2024-T3, comparing the results obtained from the mathematical models proposed to account for the retardation effect. The specimens were tested under high-low loading sequences, for different crack sizes and overload ratios. A simplified model was developed, based on crack closure theory, that could represent the crack behaviour during retardation very well. © 1991.
Resumo:
In this work we have studied the electronic structure of finite polyacetylene chains with structural oxygen-bonding models following data from 13C-NMR experiments. We have used a combination of Austin Method One and Hydrogenic Atoms in Molecules version 3 methods to perform geometric and spectroscopic calculations. Our results show that the electronically-active states are generally unaffected by the incorporation of oxygen. © 1992.
Resumo:
Thermoeconomic Functional Analysis is a method developed for the analysis and optimal design of improvement of thermal systems (Frangopoulos, 1984). The purpose of this work is to discuss the cogeneration system optimization using a condensing steam turbine with two extractions. This cogeneration system is a rational alternative in pulp and paper plants in regard to the Brazilian conditions. The objective of this optimization consists of minimizing the global cost of the system acquisition and operation, based on the parametrization of actual data from a cellulose plant with a daily production of 1000 tons. Among the several possible decision variables, the pressure and temperature of live steam were selected. These variables significantly affect the energy performance of the cogeneration system. The conditions which determine a lower cost for the system are presented in conclusion.
Resumo:
Teaching a course of special electric loads in a continuing education program to power engineers is a difficult task because they are not familiarized with switching topology circuits. Normally, in a typical program, many hours are dedicated to explain the thyristors switching sequence and to draw the converter currents and terminal voltages waveforms for different operative conditions. This work presents teaching support software in order to optimize the time spent in this task and, mainly to benefit the assimilation of the proposed subjects, studying the static converter under different non-ideal operative conditions.
Resumo:
This paper deals with the anomalous flow behaviour observed in two bauxite tailings pumping systems, with 450 mm and 680 mm outer diameter. In order to enlarge the pipeline lengths in the field, tests were carried out in a laboratory test-loop in order to try to understand the anomalous (intermittent) flow behaviour and to solve the problem. Based on data obtained from these laboratory tests and using a generalized REYNOLDS number it was possible to obtain results that fit the MOODY ROUSE diagram.
Resumo:
The stability of the parameters of the Johnson-Mehl-Avrami equation was studied using two parametrizations of the sigmoidal function and its fit to some kinetic data. The results indicate that one of the forms of the function has more stable parameters and only for this form it is reasonable to use, as an approximation, the linear regression theory to analyse the parameters. © 1995 Chapman & Hall.
Resumo:
Fluoroindate glasses containing 1, 2, 3, and 4 mol% ErF3 were prepared in a dry box under an argon atmosphere. Absorption spectra of these glasses at room temperature were obtained. The Judd-Ofelt parameters Ωλ (λ = 2, 4, 6) for f-f transitions of Er3+ ions as well as transition probabilities, branching ratios, radiative lifetimes, and peak cross-sections for stimulated emission of each band were determined. The concentration effect on the intensities is analyzed. The optical properties of the fluoroindate glasses doped with Er3+ ions are compared with those of other glasses described in the literature. © 1995.