UNIFORM DISSIPATIVENESS, ROBUST SYNCHRONIZATION AND LOCATION OF THE ATTRACTOR OF PARAMETRIZED NONAUTONOMOUS DISCRETE SYSTEMS

In this series of papers, we study issues related to the synchronization of two coupled chaotic discrete systems arising from secured communication. The first part deals with uniform dissipativeness with respect to parameter variation via the Liapunov direct method. We obtain uniform estimates of the global attractor for a general discrete nonautonomous system, that yields a uniform invariance principle in the autonomous case. The Liapunov function is allowed to have positive derivative along solutions of the system inside a bounded set, and this reduces substantially the difficulty of constructing a Liapunov function for a given system. In particular, we develop an approach that incorporates the classical Lagrange multiplier into the Liapunov function method to naturally extend those Liapunov functions from continuous dynamical system to their discretizations, so that the corresponding uniform dispativeness results are valid when the step size of the discretization is small. Applications to the discretized Lorenz system and the discretization of a time-periodic chaotic system are given to illustrate the general results. We also show how to obtain uniform estimation of attractors for parametrized linear stable systems with nonlinear perturbation.

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Large Changes of Static Electric Properties Induced by Hydrogen Bonding: An ab Initio Study of Linear HCN Oligomers

We report the partitioning of the interaction-induced static electronic dipole (hyper)polarizabilities for linear hydrogen cyanide complexes into contributions arising from various interaction energy terms. We analyzed the nonadditivities of the studied properties and used these data to predict the electric properties of an infinite chain. The interaction-induced static electric dipole properties and their nonadditivities were analyzed using an approach based on numerical differentiation of the interaction energy components estimated in an external electric field. These were obtained using the hybrid variational-perturbational interaction energy decomposition scheme, augmented with coupled-cluster calculations, with singles, doubles, and noniterative triples. Our results indicate that the interaction-induced dipole moments and polarizabilities are primarily electrostatic in nature; however, the composition of the interaction hyperpolarizabilities is much more complex. The overlap effects substantially quench the contributions due to electrostatic interactions, and therefore, the major components are due to the induction and exchange induction terms, as well as the intramolecular electron-correlation corrections. A particularly intriguing observation is that the interaction first hyperpolarizability in the studied systems not only is much larger than the corresponding sum of monomer properties, but also has the opposite sign. We show that this effect can be viewed as a direct consequence of hydrogen-bonding interactions that lead to a decrease of the hyperpolarizability of the proton acceptor and an increase of the hyperpolarizability of the proton donor. In the case of the first hyperpolarizability, we also observed the largest nonadditivity of interaction properties (nearly 17%) which further enhances the effects of pairwise interactions.

Fock space for fermion-like lattices and the linear Glauber model

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.

Techno-economic Appraisal of Concentrating Solar Power Systems (CSP)

The diffusion of Concentrating Solar Power Systems (CSP) systems is currently taking place at a much slower pace than photovoltaic (PV) power systems. This is mainly because of the higher present cost of the solar thermal power plants, but also for the time that is needed in order to build them. Though economic attractiveness of different Concentrating technologies varies, still PV power dominates the market. The price of CSP is expected to drop significantly in the near future and wide spread installation of them will follow. The main aim of this project is the creation of different relevant case studies on solar thermal power generation and a comparison betwwen them. The purpose of this detailed comparison is the techno-economic appraisal of a number of CSP systems and the understanding of their behaviour under various boundary conditions. The CSP technologies which will be examined are the Parabolic Trough, the Molten Salt Power Tower, the Linear Fresnel Mirrors and the Dish Stirling. These systems will be appropriatly sized and simulated. All of the simulations aim in the optimization of the particular system. This includes two main issues. The first is the achievement of the lowest possible levelized cost of electricity and the second is the maximization of the annual energy output (kWh). The project also aims in the specification of these factors which affect more the results and more specifically, in what they contribute to the cost reduction or the power generation. Also, photovoltaic systems will be simulated under same boundary conditions to facolitate a comparison between the PV and the CSP systems. Last but not leats, there will be a determination of the system which performs better in each case study.

Adaptive, Decentralized, And Real-Time Sampling Strategies For Resource Constrained Hydraulic And Hydrologic Sensor Networks

We discuss the development and performance of a low-power sensor node (hardware, software and algorithms) that autonomously controls the sampling interval of a suite of sensors based on local state estimates and future predictions of water flow. The problem is motivated by the need to accurately reconstruct abrupt state changes in urban watersheds and stormwater systems. Presently, the detection of these events is limited by the temporal resolution of sensor data. It is often infeasible, however, to increase measurement frequency due to energy and sampling constraints. This is particularly true for real-time water quality measurements, where sampling frequency is limited by reagent availability, sensor power consumption, and, in the case of automated samplers, the number of available sample containers. These constraints pose a significant barrier to the ubiquitous and cost effective instrumentation of large hydraulic and hydrologic systems. Each of our sensor nodes is equipped with a low-power microcontroller and a wireless module to take advantage of urban cellular coverage. The node persistently updates a local, embedded model of flow conditions while IP-connectivity permits each node to continually query public weather servers for hourly precipitation forecasts. The sampling frequency is then adjusted to increase the likelihood of capturing abrupt changes in a sensor signal, such as the rise in the hydrograph – an event that is often difficult to capture through traditional sampling techniques. Our architecture forms an embedded processing chain, leveraging local computational resources to assess uncertainty by analyzing data as it is collected. A network is presently being deployed in an urban watershed in Michigan and initial results indicate that the system accurately reconstructs signals of interest while significantly reducing energy consumption and the use of sampling resources. We also expand our analysis by discussing the role of this approach for the efficient real-time measurement of stormwater systems.

Low cost BIST techniques for linear and non-linear analog circuits

With the ever increasing demands for high complexity consumer electronic products, market pressures demand faster product development and lower cost. SoCbased design can provide the required design flexibility and speed by allowing the use of IP cores. However, testing costs in the SoC environment can reach a substantial percent of the total production cost. Analog testing costs may dominate the total test cost, as testing of analog circuits usually require functional verification of the circuit and special testing procedures. For RF analog circuits commonly used in wireless applications, testing is further complicated because of the high frequencies involved. In summary, reducing analog test cost is of major importance in the electronic industry today. BIST techniques for analog circuits, though potentially able to solve the analog test cost problem, have some limitations. Some techniques are circuit dependent, requiring reconfiguration of the circuit being tested, and are generally not usable in RF circuits. In the SoC environment, as processing and memory resources are available, they could be used in the test. However, the overhead for adding additional AD and DA converters may be too costly for most systems, and analog routing of signals may not be feasible and may introduce signal distortion. In this work a simple and low cost digitizer is used instead of an ADC in order to enable analog testing strategies to be implemented in a SoC environment. Thanks to the low analog area overhead of the converter, multiple analog test points can be observed and specific analog test strategies can be enabled. As the digitizer is always connected to the analog test point, it is not necessary to include muxes and switches that would degrade the signal path. For RF analog circuits, this is specially useful, as the circuit impedance is fixed and the influence of the digitizer can be accounted for in the design phase. Thanks to the simplicity of the converter, it is able to reach higher frequencies, and enables the implementation of low cost RF test strategies. The digitizer has been applied successfully in the testing of both low frequency and RF analog circuits. Also, as testing is based on frequency-domain characteristics, nonlinear characteristics like intermodulation products can also be evaluated. Specifically, practical results were obtained for prototyped base band filters and a 100MHz mixer. The application of the converter for noise figure evaluation was also addressed, and experimental results for low frequency amplifiers using conventional opamps were obtained. The proposed method is able to enhance the testability of current mixed-signal designs, being suitable for the SoC environment used in many industrial products nowadays.

Novel catalyst systems based on Ni(II), Ti(IV), and Cr(III) complexes for oligo-and polymerization of ethylene

The complex of Brookhart Ni(α-diimine)Cl2 (1) (α-diimine = 1,4-bis(2,6- diisopropylphenyl)-acenaphthenediimine) has been characterized after impregnation on silica (S1) and MAO-modified silicas (4.0, 8.0 and 23.0 wts.% Al/SiO2 called S2, S3 and S4, respectively). The treatment of these heterogeneous systems with MAO produces some active catalysts for the polymerization of the ethylene. A high catalytic activity has been gotten while using the system supported 1/S3 (196 kg of PE/mol[Ni].h.atm; toluene, Al/Ni = 1000, 30ºC, 60 min and atmospheric pressure of ethylene). The effects of polymerization conditions have been tested with the catalyst supported in S2 and the best catalytic activity has been gotten with solvent hexane, MAO as cocatalyst, molar ratio Al/Ni of 1000 and to the temperature of 30°C (285 kg of PE/mol[Ni].h.atm). When the reaction has been driven according to the in situ methodology, the activity practically doubled and polymers showed some similar properties. Polymers products by the supported catalysts showed the absence of melting fusion, results similar to those gotten with the homogeneous systems by DSC analysis. But then, polymers gotten with the transplanted system present according to the GPC’s curves the polydispersity (MwD) varies between 1.7 and 7.0. A polyethylene blend (BPE/LPE) was prepared using the complex Ni(α-diimine)Cl2 (1) (α-diimine = 1,4-bis(2,6-diisopropylphenyl)-acenaphthenediimine) and {TpMs*}TiCl3 (2) (TpMs* = hydridobis(3-mesitylpyrazol-1-yl)(5-mesitylpyrazol-1-yl)) supported in situ on MAO-modified silica (4.0 wts. -% Al/SiO2, S2). Reactions of polymerization of ethylene have been executed in the toluene in two different temperatures (0 and 30°C), varying the molars fraction of nickel (xNi), and using MAO as external cocatalyst. To all temperatures, the activities show a linear variation tendency with xNi and indicate the absence of the effect synergic between the species of nickel and the titanium. The maximum of activity have been found at 0°C. The melting temperature for the blends of polyethylene produced at 0 °C decrease whereas xNi increases indicating a good compatibility between phases of the polyethylene gotten with the two catalysts. The melting temperature for the blends of polyethylene showed be depend on the order according to which catalysts have been supported on the MAO-modified silica. The initial immobilization of 1 on the support (2/1/S2) product of polymers with a melting temperature (Tm) lower to the one of the polymer gotten when the titanium has been supported inicially (1/2/S2). The observation of polyethylenes gotten with the two systems (2/1/S2 and 1/2/S2) by scanning electron microscopy (SEM) showed the spherical polymer formation showing that the spherical morphology of the support to been reproduced. Are described the synthesis, the characterization and the catalytic properties for the oligomerization of the ethylene of four organometallics compounds of CrIII with ligands ([bis[2-(3,5-dimethyl-1-pyrazolyl)ethyl]amine] chromium (III) chloride (3a), [bis[2-(3,5- dimethyl-l-pyrazolyl)ethyl]benzylamine] chromium (III) chloride (3b), [bis[2-(3,5-dimethyl-lpyrazolyl) ethyl]ether] chromiun(III)chloride (3c), [bis[2-(3-phenyl-lpyrazolyl) ethyl]ether]chromiun(III)chloride (3d)). In relation of the oligomerization, at exception made of the compounds 3a, all complex of the chromium showed be active after activation with MAO and the TOF gotten have one effect differentiated to those formed with CrCl3(thf)3. The coordination of a tridentate ligand on the metallic center doesn't provoke any considerable changes on the formation of the C4 and C6, but the amount of C8 are decrease and the C10 and C12+ have increased. The Polymers produced by the catalyst 3a to 3 and 20 bar of ethylene have, according to analyses by DSC, the temperatures of fusion of 133,8 and 136ºC respectively. It indicates that in the two cases the production of high density polyethylene. The molar mass, gotten by GPC, is 46647 g/mols with MwD = 2,4 (3 bar). The system 3c/MAO showed values of TOF, activity and selectivity to different α-olefins according to the pressure of ethylene uses. Himself that shown a big sensibility to the concentration of ethylene solubilized.

A comparison of test of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We evaluate the forecasting performance of a number of systems models of US shortand long-term interest rates. Non-linearities, induding asymmetries in the adjustment to equilibrium, are shown to result in more accurate short horizon forecasts. We find that both long and short rates respond to disequilibria in the spread in certain circumstances, which would not be evident from linear representations or from single-equation analyses of the short-term interest rate.

Controle preditivo não linear baseado no modelo de Hammerstein com prova de estabilidade

The Predictive Controller has been receiving plenty attention in the last decades, because the need to understand, to analyze, to predict and to control real systems has been quickly growing with the technological and industrial progress. The objective of this thesis is to present a contribution for the development and implementation of Nonlinear Predictive Controllers based on Hammerstein model, as well as to its make properties evaluation. In this case, in the Nonlinear Predictive Controller development the time-step linearization method is used and a compensation term is introduced in order to improve the controller performance. The main motivation of this thesis is the study and stability guarantee for the Nonlinear Predictive Controller based on Hammerstein model. In this case, was used the concepts of sections and Popov Theorem. Simulation results with literature models shows that the proposed approaches are able to control with good performance and to guarantee the systems stability

Identificação não linear usando uma rede fuzzy wavelet neural network modificada

In last decades, neural networks have been established as a major tool for the identification of nonlinear systems. Among the various types of networks used in identification, one that can be highlighted is the wavelet neural network (WNN). This network combines the characteristics of wavelet multiresolution theory with learning ability and generalization of neural networks usually, providing more accurate models than those ones obtained by traditional networks. An extension of WNN networks is to combine the neuro-fuzzy ANFIS (Adaptive Network Based Fuzzy Inference System) structure with wavelets, leading to generate the Fuzzy Wavelet Neural Network - FWNN structure. This network is very similar to ANFIS networks, with the difference that traditional polynomials present in consequent of this network are replaced by WNN networks. This paper proposes the identification of nonlinear dynamical systems from a network FWNN modified. In the proposed structure, functions only wavelets are used in the consequent. Thus, it is possible to obtain a simplification of the structure, reducing the number of adjustable parameters of the network. To evaluate the performance of network FWNN with this modification, an analysis of network performance is made, verifying advantages, disadvantages and cost effectiveness when compared to other existing FWNN structures in literature. The evaluations are carried out via the identification of two simulated systems traditionally found in the literature and a real nonlinear system, consisting of a nonlinear multi section tank. Finally, the network is used to infer values of temperature and humidity inside of a neonatal incubator. The execution of such analyzes is based on various criteria, like: mean squared error, number of training epochs, number of adjustable parameters, the variation of the mean square error, among others. The results found show the generalization ability of the modified structure, despite the simplification performed