972 resultados para MONTE-CARLO METHODS
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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.
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This paper presents an approach for probabilistic analysis of unbalanced three-phase weakly meshed distribution systems considering uncertainty in load demand. In order to achieve high computational efficiency this approach uses both an efficient method for probabilistic analysis and a radial power flow. The probabilistic approach used is the well-known Two-Point Estimate Method. Meanwhile, the compensation-based radial power flow is used in order to extract benefits from the topological characteristics of the distribution systems. The generation model proposed allows modeling either PQ or PV bus on the connection point between the network and the distributed generator. In addition allows control of the generator operating conditions, such as the field current and the power delivery at terminals. Results on test with IEEE 37 bus system is given to illustrate the operation and effectiveness of the proposed approach. A Monte Carlo Simulations method is used to validate the results. © 2011 IEEE.
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Distributed Generation, microgrid technologies, two-way communication systems, and demand response programs are issues that are being studied in recent years within the concept of smart grids. At some level of enough penetration, the Distributed Generators (DGs) can provide benefits for sub-transmission and transmission systems through the so-called ancillary services. This work is focused on the ancillary service of reactive power support provided by DGs, specifically Wind Turbine Generators (WTGs), with high level of impact on transmission systems. The main objective of this work is to propose an optimization methodology to price this service by determining the costs in which a DG incurs when it loses sales opportunity of active power, i.e, by determining the Loss of Opportunity Costs (LOC). LOC occur when more reactive power is required than available, and the active power generation has to be reduced in order to increase the reactive power capacity. In the optimization process, three objectives are considered: active power generation costs of DGs, voltage stability margin of the system, and losses in the lines of the network. Uncertainties of WTGs are reduced solving multi-objective optimal power flows in multiple probabilistic scenarios constructed by Monte Carlo simulations, and modeling the time series associated with the active power generation of each WTG via Fuzzy Logic and Markov Chains. The proposed methodology was tested using the IEEE 14 bus test system with two WTGs installed. © 2011 IEEE.
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In this paper the point estimation method is applied to solve the probabilistic power flow problem for unbalanced three-phase distribution systems. Through the implementation of this method the probability distribution functions of voltages (magnitude and angle) as well as the active and reactive power flows in the branches of the distribution system are determined. Two different approaches of the point estimation method are presented (2m and 2m+1 point schemes). In order to test the proposed methodology, the IEEE 34 and 123 bus test systems are used. The results obtained with both schemes are compared with the ones obtained by a Monte Carlo Simulation (MCS).
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The use of QoS parameters to evaluate the quality of service in a mesh network is essential mainly when providing multimedia services. This paper proposes an algorithm for planning wireless mesh networks in order to satisfy some QoS parameters, given a set of test points (TPs) and potential access points (APs). Examples of QoS parameters include: probability of packet loss and mean delay in responding to a request. The proposed algorithm uses a Mathematical Programming model to determine an adequate topology for the network and Monte Carlo simulation to verify whether the QoS parameters are being satisfied. The results obtained show that the proposed algorithm is able to find satisfactory solutions.
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The performance of muon reconstruction, identification, and triggering in CMS has been studied using 40 pb-1 of data collected in pp collisions at s = 7 TeV at the LHC in 2010. A few benchmark sets of selection criteria covering a wide range of physics analysis needs have been examined. For all considered selections, the efficiency to reconstruct and identify a muon with a transverse momentum pT larger than a few GeV/c is above 95% over the whole region of pseudorapidity covered by the CMS muon system, < 2.4, while the probability to misidentify a hadron as a muon is well below 1%. The efficiency to trigger on single muons with pT above a few GeVc is higher than 90% over the full η range, and typically substantially better. The overall momentum scale is measured to a precision of 0.2% with muons from Z decays. The transverse momentum resolution varies from 1% to 6% depending on pseudorapidity for muons with pT below 100GeV/c and, using cosmic rays, it is shown to be better than 10% in the central region up to pT = 1 TeV/c. Observed distributions of all quantities are well reproduced by the Monte Carlo simulation. © 2012 IOP Publishing Ltd and Sissa Medialab srl.
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Traditionally, ancillary services are supplied by large conventional generators. However, with the huge penetration of distributed generators (DGs) as a result of the growing interest in satisfying energy requirements, and considering the benefits that they can bring along to the electrical system and to the environment, it appears reasonable to assume that ancillary services could also be provided by DGs in an economical and efficient way. In this paper, a settlement procedure for a reactive power market for DGs in distribution systems is proposed. Attention is directed to wind turbines connected to the network through synchronous generators with permanent magnets and doubly-fed induction generators. The generation uncertainty of this kind of DG is reduced by running a multi-objective optimization algorithm in multiple probabilistic scenarios through the Monte Carlo method and by representing the active power generated by the DGs through Markov models. The objectives to be minimized are the payments of the distribution system operator to the DGs for reactive power, the curtailment of transactions committed in an active power market previously settled, the losses in the lines of the network, and a voltage profile index. The proposed methodology was tested using a modified IEEE 37-bus distribution test system. © 1969-2012 IEEE.
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In this work we investigate the adsorption of polyelectrolyte chains onto uniformly charged cylindrical macroions by means of the Metropolis Monte Carlo simulations and weighted histogram analysis method. Adopting a simplified model for macromolecules and treating the electrolytic solution in the Debye-Hückel level, conformational properties of the adsorbed chain, such as the radius of gyration and the thickness of the adsorbed layer, are provided as a function of ionic strength and macroion charge density. By analysis of the free energy profile as a function of the radius of gyration it was possible to identify first-order-like transitions between adsorbed and desorbed states and obtain a macroion charge density dependence of the critical ionic strength in good agreement with experiments. © 2013 AIP Publishing LLC.
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Based on the literature data from HT-29 cell monolayers, we develop a model for its growth, analogous to an epidemic model, mixing local and global interactions. First, we propose and solve a deterministic equation for the progress of these colonies. Thus, we add a stochastic (local) interaction and simulate the evolution of an Eden-like aggregate by using dynamical Monte Carlo methods. The growth curves of both deterministic and stochastic models are in excellent agreement with the experimental observations. The waiting times distributions, generated via our stochastic model, allowed us to analyze the role of mesoscopic events. We obtain log-normal distributions in the initial stages of the growth and Gaussians at long times. We interpret these outcomes in the light of cellular division events: in the early stages, the phenomena are dependent each other in a multiplicative geometric-based process, and they are independent at long times. We conclude that the main ingredients for a good minimalist model of tumor growth, at mesoscopic level, are intrinsic cooperative mechanisms and competitive search for space. © 2013 Elsevier Ltd.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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We propose a novel method to calculate the electronic Density of States (DOS) of a two dimensional disordered binary alloy. The method is highly reliable and numerically efficient, and Short Range Order (SRO) correlations can be included with no extra computational cost. The approach devised rests on one dimensional calculations and is applied to very long stripes of finite width, the bulk regime being achieved with a relatively small number of chains in the disordered case. Our approach is exact for the pure case and predicts the correct DOS structure in important limits, such as the segregated, random, and ordered alloy regimes. We also suggest important extensions of the present work. © 1995.
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A complete analysis of the sensitivity to new Hbb̄ couplings from the process e+e- → bb̄vv̄ at the next generation of linear colliders was performed. These new couplings were predicted by many extensions of the Standard Model. The results are comparable to the study performed previously where a global fit analysis for L=500 fb-1 and √s=500 GeV resulted in a relative accuracy of 2.2% in the gHbb Yukawa coupling.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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A data set of a commercial Nellore beef cattle selection program was used to compare breeding models that assumed or not markers effects to estimate the breeding values, when a reduced number of animals have phenotypic, genotypic and pedigree information available. This herd complete data set was composed of 83,404 animals measured for weaning weight (WW), post-weaning gain (PWG), scrotal circumference (SC) and muscle score (MS), corresponding to 116,652 animals in the relationship matrix. Single trait analyses were performed by MTDFREML software to estimate fixed and random effects solutions using this complete data. The additive effects estimated were assumed as the reference breeding values for those animals. The individual observed phenotype of each trait was adjusted for fixed and random effects solutions, except for direct additive effects. The adjusted phenotype composed of the additive and residual parts of observed phenotype was used as dependent variable for models' comparison. Among all measured animals of this herd, only 3160 animals were genotyped for 106 SNP markers. Three models were compared in terms of changes on animals' rank, global fit and predictive ability. Model 1 included only polygenic effects, model 2 included only markers effects and model 3 included both polygenic and markers effects. Bayesian inference via Markov chain Monte Carlo methods performed by TM software was used to analyze the data for model comparison. Two different priors were adopted for markers effects in models 2 and 3, the first prior assumed was a uniform distribution (U) and, as a second prior, was assumed that markers effects were distributed as normal (N). Higher rank correlation coefficients were observed for models 3_U and 3_N, indicating a greater similarity of these models animals' rank and the rank based on the reference breeding values. Model 3_N presented a better global fit, as demonstrated by its low DIC. The best models in terms of predictive ability were models 1 and 3_N. Differences due prior assumed to markers effects in models 2 and 3 could be attributed to the better ability of normal prior in handle with collinear effects. The models 2_U and 2_N presented the worst performance, indicating that this small set of markers should not be used to genetically evaluate animals with no data, since its predictive ability is restricted. In conclusion, model 3_N presented a slight superiority when a reduce number of animals have phenotypic, genotypic and pedigree information. It could be attributed to the variation retained by markers and polygenic effects assumed together and the normal prior assumed to markers effects, that deals better with the collinearity between markers. (C) 2012 Elsevier B.V. All rights reserved.