Optimal power flow via interior-exterior method

This paper presents a new approach to the resolution of the Optimal Power Flow problem. In this approach the inequality constraints are treated by the Modified Barrier and Primal-Dual Logarithmic Barrier methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables, which are perturbed by the barrier parameter. A Lagrangian function is associated with the modified problem. The first-order necessary conditions are applied to the Lagrangian, generating a nonlinear system which is solved by Newton's method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reached. Numerical tests on the Brazilian CESP and South-Southeast systems and a comparative test indicated that the new approach efficiently resolves of the Optimal Power Flow problem. © 2007 IEEE.

On the determination of epsilon during discriminative GMM training

Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

Modelagem do escoamento ao longo de evaporadores de serpentina com tubos aletados

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

Análise numérica da ductilidade de vigas de concreto armado convencional e de alto desempenho

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

Modelo analítico para linhas de transmissão de energia elétrica: aplicação em linhas trifásicas com plano de simetria vertical

Pós-graduação em Engenharia Elétrica - FEIS

3D raytracing through homogeneous anisotropic media with smooth interfaces

O raio conectando dois pontos em um meio anisotrópico, homogêneo por partes e com variação lateral, é calculado utilizando-se técnicas de continuação em 3D. Se combinado com algoritmos para solução do problema de valor inicial, o método pode ser estendido para o cálculo de eventos qS₁ e qS₂. O algoritmo apresenta a mesma eficiência e robustez que implementações de técnicas de continuação em meios isotrópicos. Rotinas baseadas neste algoritmo têm várias aplicações de interesse. Primeiramente, na modelagem e inversão de parâmetros elásticos na presença de anisotropia. Em segundo lugar, as iterações de Newton-Raphson produzem atributos da frente de onda como vetor vagarosidade e a matrix hessiana do tempo de trânsito, quantidades que permitem determinar o espalhamento geométrico e aproximações de segunda ordem para o tempo de trânsito. Estes atributos permitem calcular as amplitudes ao longo do raio e investigar os efeitos da anisotropia no empilhamento CRS em modelos de velocidade simples.

Análise numérica de seções reforçadas de concreto armado considerando o estado inicial de tensões

O presente trabalho trata da formulação e da implementação computacional, em MATLAB^®, para a análise numérica de seções reforçadas de concreto armado, submetidas à flexão composta, considerando o estado de tensões anterior ao reforço. A referida análise se dá com a geração de diagramas de interação momento fletor esforço normal por dois métodos, quais sejam: a) varredura dos domínios de deformação da NBR6118/2003; b) determinação dos picos de diagramas momento fletor – esforço normal – curvatura. Em ambos os procedimentos utiliza-se o método numérico do ponto médio na integração do cálculo dos esforços resistentes, e o método de Newton Raphson para a obtenção de raízes é usado na determinação da deformação no eixo de referência da seção, durante a determinação dos diagramas momento fletor -esforço normal - curvatura. Preliminarmente, concluiu-se que a primeira das duas metodologias aplicadas é inviável. Posteriormente, com a confirmação da eficácia da segunda metodologia, foi possível expandir o escopo do trabalho de modo a permitir a análise de seções de formatos quaisquer executadas em várias etapas, considerando o estado de tensões inicial em cada uma das etapas. A implementação computacional referente a este trabalho se baseou no programa para análise numérica de seções SECLAB, desenvolvido pelo professor Remo Magalhães de Souza.

Modelo distribuído aplicado à análise de evaporadores do tipo tubo aletado

Pós-graduação em Engenharia Mecânica - FEIS

BEM modeling of saturated porous media susceptible to damage

This paper deals with the numerical analysis of saturated porous media, taking into account the damage phenomena on the solid skeleton. The porous media is taken into poro-elastic framework, in full-saturated condition, based on Biot's Theory. A scalar damage model is assumed for this analysis. An implicit boundary element method (BEM) formulation, based on time-independent fundamental solutions, is developed and implemented to couple the fluid flow and two-dimensional elastostatic problems. The integration over boundary elements is evaluated using a numerical Gauss procedure. A semi-analytical scheme for the case of triangular domain cells is followed to carry out the relevant domain integrals. The non-linear problem is solved by a Newton-Raphson procedure. Numerical examples are presented, in order to validate the implemented formulation and to illustrate its efficacy. (C) 2011 Elsevier Ltd. All rights reserved.

Effect of infill panels on the seismic response of a typical R.C. frame

Three structural typologies has been evaluated based on the nonlinear dynamic analysis (i.e. Newmark's methods for MDFs: average acceleration method with Modified Newton-Raphson iteration). Those structural typologies differ each other only for the infills presence and placement. In particular, with the term BARE FRAME: the model of the structure has two identical frames, arranged in parallel. This model constitutes the base for the generation of the other two typologies, through the addition of non-bearing walls. Whereas with the term INFILLED FRAME: the model is achieved by adding twelve infill panels, all placed in the same frame. Finally with the term PILOTIS: the model has been generated to represent structures where the first floor has no walls. Therefore the infills are positioned in only one frame in its three upper floors. All three models have been subjected to ten accelerograms using the software DRAIN 2000.

REGRESSION ANALYSIS FOR STANDARDIZED MORTALITY RATIOS WITH APPLICATION TO OCCUPATIONAL FOLLOW-UP STUDIES

Traditional comparison of standardized mortality ratios (SMRs) can be misleading if the age-specific mortality ratios are not homogeneous. For this reason, a regression model has been developed which incorporates the mortality ratio as a function of age. This model is then applied to mortality data from an occupational cohort study. The nature of the occupational data necessitates the investigation of mortality ratios which increase with age. These occupational data are used primarily to illustrate and develop the statistical methodology.^ The age-specific mortality ratio (MR) for the covariates of interest can be written as MR(,ij...m) = ((mu)(,ij...m)/(theta)(,ij...m)) = r(.)exp (Z('')(,ij...m)(beta)) where (mu)(,ij...m) and (theta)(,ij...m) denote the force of mortality in the study and chosen standard populations in the ij...m('th) stratum, respectively, r is the intercept, Z(,ij...m) is the vector of covariables associated with the i('th) age interval, and (beta) is a vector of regression coefficients associated with these covariables. A Newton-Raphson iterative procedure has been used for determining the maximum likelihood estimates of the regression coefficients.^ This model provides a statistical method for a logical and easily interpretable explanation of an occupational cohort mortality experience. Since it gives a reasonable fit to the mortality data, it can also be concluded that the model is fairly realistic. The traditional statistical method for the analysis of occupational cohort mortality data is to present a summary index such as the SMR under the assumption of constant (homogeneous) age-specific mortality ratios. Since the mortality ratios for occupational groups usually increase with age, the homogeneity assumption of the age-specific mortality ratios is often untenable. The traditional method of comparing SMRs under the homogeneity assumption is a special case of this model, without age as a covariate.^ This model also provides a statistical technique to evaluate the relative risk between two SMRs or a dose-response relationship among several SMRs. The model presented has application in the medical, demographic and epidemiologic areas. The methods developed in this thesis are suitable for future analyses of mortality or morbidity data when the age-specific mortality/morbidity experience is a function of age or when there is an interaction effect between confounding variables needs to be evaluated. ^

Análisis de elementos viga-columna en régimen no lineal con deformación por cortante

El hormigón estructural sigue siendo sin duda uno de los materiales más utilizados en construcción debido a su resistencia, rigidez y flexibilidad para diseñar estructuras. El cálculo de estructuras de hormigón, utilizando vigas y vigas-columna, es complejo debido a los fenómenos de acoplamiento entre esfuerzos y al comportamiento no lineal del material. Los modelos más empleados para su análisis son el de Bernoulli-Euler y el de Timoshenko, indicándose en la literatura la conveniencia de usar el segundo cuando la relación canto/luz no es pequeña o los elementos están fuertemente armados. El objetivo fundamental de esta tesis es el análisis de elementos viga y viga-columna en régimen no lineal con deformación por cortante, aplicando el concepto de Pieza Lineal Equivalente (PLE). Concepto éste que consiste básicamente en resolver el problema de una pieza en régimen no lineal, transformándolo en uno lineal equivalente, de modo que ambas piezas tengan la misma deformada y los mismos esfuerzos. Para ello, se hizo en primer lugar un estudio comparado de: las distintas propuestas que aplican la deformación por cortante, de los distintos modelos constitutivos y seccionales del hormigón estructural y de los métodos de cálculo no lineal aplicando el método de elementos finitos (MEF). Teniendo en cuenta que la resolución del problema no lineal se basa en la resolución de sucesivos problemas lineales empleando un proceso de homotopía, los problemas lineales de la viga y viga-columna de Timoshenko, se resuelven mediante MEF, utilizando soluciones nodalmente exactas (SNE) y acción repartida equivalente de cualquier orden. Se obtiene así, con muy pocos elementos finitos, una excelente aproximación de la solución, no sólo en los nodos sino en el interior de los elementos. Se introduce el concepto PLE para el análisis de una barra, de material no lineal, sometida a acciones axiales, y se extiende el mismo para el análisis no lineal de vigas y vigas-columna con deformación por cortante. Cabe señalar que para estos últimos, la solución de una pieza en régimen no lineal es igual a la de una en régimen lineal, cuyas rigideces son constantes a trozos, y donde además hay que añadir momentos y cargas puntuales ficticias en los nodos, así como, un momento distribuido ficticio en toda la pieza. Se han desarrollado dos métodos para el análisis: uno para problemas isostáticos y otro general, aplicable tanto a problemas isostáticos como hiperestáticos. El primero determina de entrada la PLE, realizándose a continuación el cálculo por MEF-SNE de dicha pieza, que ahora está en régimen lineal. El general utiliza una homotopía que transforma de manera iterativa, unas leyes constitutivas lineales en las leyes no lineales del material. Cuando se combina con el MEF, la pieza lineal equivalente y la solución del problema original quedan determinadas al final de todo el proceso. Si bien el método general es un procedimiento próximo al de Newton- Raphson, presenta sobre éste la ventaja de permitir visualizar las deformaciones de la pieza en régimen no lineal, de manera tanto cualitativa como cuantitativa, ya que es posible observar en cada paso del proceso la modificación de rigideces (a flexión y cortante) y asimismo la evolución de las acciones ficticias. Por otra parte, los resultados obtenidos comparados con los publicados en la literatura, indican que el concepto PLE ofrece una forma directa y eficiente para analizar con muy buena precisión los problemas asociados a vigas y vigas-columna en las que por su tipología los efectos del cortante no pueden ser despreciados. ABSTRACT The structural concrete clearly remains the most used material in construction due to its strength, rigidity and structural design flexibility. The calculation of concrete structures using beams and beam-column is complex as consequence of the coupling phenomena between stresses and of its nonlinear behaviour. The models most commonly used for analysis are the Bernoulli-Euler and Timoshenko. The second model is strongly recommended when the relationship thickness/span is not small or in case the elements are heavily reinforced. The main objective of this thesis is to analyse the beam and beam-column elements with shear deformation in nonlinear regime, applying the concept of Equivalent Linear Structural Element (ELSE). This concept is basically to solve the problem of a structural element in nonlinear regime, transforming it into an equivalent linear structural element, so that both elements have the same deformations and the same stresses. Firstly, a comparative study of the various proposals of applying shear deformation, of various constitutive and sectional models of structural concrete, and of the nonlinear calculation methods (using finite element methods) was carried out. Considering that the resolution of nonlinear problem is based on solving the successive linear problem, using homotopy process, the linear problem of Timoshenko beam and beam-columns is resolved by FEM, using the exact nodal solutions (ENS) and equivalent distributed load of any order. Thus, the accurate solution approximation can be obtained with very few finite elements for not only nodes, but also for inside of elements. The concept ELSE is introduced to analyse a bar of nonlinear material, subjected to axial forces. The same bar is then used for other nonlinear beam and beam-column analysis with shear deformation. It is noted that, for the last analyses, the solution of a structural element in nonlinear regime is equal to that of linear regime, in which the piecewise-stiffness is constant, the moments and fictitious point loads need to be added at nodes of each element, as well as the fictitious distributed moment on element. Two methods have been developed for analysis: one for isostatic problem and other more general, applicable for both isostatic and hiperstatic problem. The first method determines the ELSE, and then the calculation of this piece is performed by FEM-ENS that now is in linear regime. The general method uses the homotopy that transforms iteratively linear constitutive laws into nonlinear laws of material. When combined with FEM, the ELSE and the solution of the original problem are determined at the end of the whole process. The general method is well known as a procedure closed to Newton-Raphson procedure but presents an advantage that allows displaying deformations of the piece in nonlinear regime, in both qualitative and quantitative way. Since it is possible to observe the modification of stiffness (flexural and shear) in each step of process and also the evolution of the fictitious actions. Moreover, the results compared with those published in the literature indicate that the ELSE concept offers a direct and efficient way to analyze with very good accuracy the problems associated with beams and beams columns in which, by typology, the effects of shear cannot be neglected.

Simulación eficiente de mecanismos flexibles mediante formulaciones topológicas

El objetivo de esta Tesis es presentar un método eficiente para la evaluación de sistemas multi-cuerpo con elementos flexibles con pequeñas deformaciones, basado en métodos topológicos para la simulación de sistemas tan complejos como los que se utilizan en la práctica y en tiempo real o próximo al real. Se ha puesto un especial énfasis en la resolución eficiente de aquellos aspectos que conllevan mayor coste computacional, tales como la evaluación de las ecuaciones dinámicas y el cálculo de los términos de inercia. Las ecuaciones dinámicas se establecen en función de las variables independientes del sistema, y la integración de las mismas se realiza mediante formulaciones implícitas de index-3. Esta Tesis se articula en seis Capítulos. En el Capítulo 1 se realiza una revisión bibliográfica de la simulación de sistemas flexibles y los métodos más relevantes de integración de las ecuaciones diferenciales del movimiento. Asimismo, se presentan los objetivos de esta Tesis. En el Capítulo 2 se presenta un método semi-recursivo para la evaluación de las ecuaciones de los sistemas multi-cuerpo con elementos flexibles basado en formulaciones topológicas y síntesis modal. Esta Tesis determina la posición de cada punto del cuerpo flexible en función de un sistema de referencia flotante que se mueve con dicho cuerpo y de las amplitudes de ciertos modos de deformación calculados a partir de un mallado obtenido mediante el Método de Elementos Finitos. Se presta especial atención en las condiciones de contorno que se han de tener en cuenta a la hora de establecer las variables que definen la deformación del cuerpo flexible. El Capítulo 3 se centra en la evaluación de los términos de inercia de los sistemas flexibles que generalmente conllevan un alto coste computacional. Se presenta un método que permite el cálculo de dichos términos basado en el uso de 24 matrices constantes que pueden ser calculadas previamente al proceso de integración. Estas matrices permiten evaluar la matriz de masas y el vector de fuerzas de inercia dependientes de la velocidad sin que sea necesario evaluar la posición deformada de todos los puntos del cuerpo flexible. Se realiza un análisis pormenorizado de dichas matrices con el objetivo de optimizar su cálculo estableciendo aproximaciones que permitan reducir el número de dichos términos y optimizar aún más su evaluación. Se analizan dos posibles simplificaciones: la primera utiliza una discretización no-consistente basada en elementos finitos en los que se definen únicamente los desplazamientos axiales de los nodos; en la segunda propuesta se hace uso de una matriz de masas concentradas (Lumped Mass). Basándose en la formulación presentada, el Capítulo 4 aborda la integración eficiente de las ecuaciones dinámicas. Se presenta un método iterativo para la integración con fórmulas de index-3 basado en la proyección de las ecuaciones dinámicas según las variables independientes del sistema multi-cuerpo. El cálculo del residuo del sistema de ecuaciones no lineales que se ha de resolver de modo iterativo se realiza mediante un proceso recursivo muy eficiente que aprovecha la estructura topológica del sistema. Se analizan tres formas de evaluar la matriz tangente del citado sistema no lineal: evaluación aproximada, numérica y recursiva. El método de integración presentado permite el uso de distintas fórmulas. En esta Tesis se analizan la Regla Trapezoidal, la fórmula BDF de segundo orden y un método híbrido TR-BDF2. Para este último caso se presenta un algoritmo de paso variable. En el Capítulo 5 plantea la implementación del método propuesto en un programa general de simulación de mecanismos que permita la resolución de cualquier sistema multi-cuerpo definiéndolo mediante un fichero de datos. La implementación de este programa se ha realizado tanto en C++ como en Java. Se muestran los resultados de las formulaciones presentadas en esta Tesis mediante la simulación de cuatro ejemplos de distinta complejidad. Mediante análisis concretos se comparan la formulación presentada con otras existentes. También se analiza el efecto del lenguaje de programación utilizado en la implementación y los efectos de las posibles simplificaciones planteadas. Por último, el Capítulo 6 resume las principales conclusiones alcanzadas en la Tesis y las futuras líneas de investigación que con ella se abren. ABSTRACT This Thesis presents an efficient method for solving the forward dynamics of a multi-body sys-tem formed by rigid and flexible bodies with small strains for real-time simulation of real-life models. It is based on topological formulations. The presented work focuses on the efficient solution of the most time-consuming tasks of the simulation process, such as the numerical integration of the motion differential equations and in particular the evaluation of the inertia terms corresponding to the flexible bodies. The dynamic equations are formulated in terms of independent variables of the muti-body system, and they are integrated by means of implicit index-3 formulae. The Thesis is arranged in six chapters. Chapter 1 presents a review of the most relevant and recent contributions related to the modelization of flexible multi-body systems and the integration of the corresponding dynamic equations. The main objectives of the Thesis are also presented in detail. Chapter 2 presents a semi-recursive method for solving the equations of a multi-body system with flexible bodies based on topological formulations and modal synthesis. This Thesis uses the floating frame approach and the modal amplitudes to define the position of any point at the flexible body. These modal deformed shapes are obtained by means of the Finite Element Method. Particular attention has been taken to the boundary conditions used to define the deformation of the flexible bodies. Chapter 3 focuses on the evaluation of the inertia terms, which is usually a very time-consuming task. A new method based on the use of 24 constant matrices is presented. These matrices are evaluated during the set-up step, before the integration process. They allow the calculation of the inertia terms in terms of the position and orientation of the local coordinate system and the deformation variables, and there is no need to evaluate the position and velocities of all the nodes of the FEM mesh. A deep analysis of the inertia terms is performed in order to optimize the evaluation process, reducing both the terms used and the number of arithmetic operations. Two possible simplifications are presented: the first one uses a non-consistent approach in order to define the inertia terms respect to the Cartesian coordinates of the FEM mesh, rejecting those corresponding to the angular rotations; the second approach makes use of lumped mass matrices. Based on the previously presented formulation, Chapter 4 is focused on the numerical integration of the motion differential equations. A new predictor-corrector method based on index-3 formulae and on the use of multi-body independent variables is presented. The evaluation of the dynamic equations in a new time step needs the solution of a set on nonlinear equations by a Newton-Raphson iterative process. The computation of the corresponding residual vector is performed efficiently by taking advantage of the system’s topological structure. Three methods to compute the tangent matrix are presented: an approximated evaluation that considers only the most relevant terms, a numerical approach based on finite differences and a recursive method that uses the topological structure. The method presented for integrating the dynamic equations can use a variety of integration formulae. This Thesis analyses the use of the trapezoidal rule, the 2nd order BDF formula and the hybrid TR-BDF2 method. A variable-time step strategy is presented for the last one. Chapter 5 describes the implementation of the proposed method in a general purpose pro-gram for solving any multibody defined by a data file. This program is implemented both in C++ and Java. Four examples are used to check the validity of the formulation and to compare this method with other methods commonly used to solve the dynamic equations of multi-body systems containing flexible bodies. The efficiency of the programming methodology used and the effect of the possible simplifications proposed are also analyzed. Chapter 6 summarizes the main Conclusions obtained in this Thesis and the new lines of research that have been opened.

The programming language python in earth system simulations

-scale vary from a planetary scale and million years for convection problems to 100km and 10 years for fault systems simulations. Various techniques are in use to deal with the time dependency (e.g. Crank-Nicholson), with the non-linearity (e.g. Newton-Raphson) and weakly coupled equations (e.g. non-linear Gauss-Seidel). Besides these high-level solution algorithms discretization methods (e.g. finite element method (FEM), boundary element method (BEM)) are used to deal with spatial derivatives. Typically, large-scale, three dimensional meshes are required to resolve geometrical complexity (e.g. in the case of fault systems) or features in the solution (e.g. in mantel convection simulations). The modelling environment escript allows the rapid implementation of new physics as required for the development of simulation codes in earth sciences. Its main object is to provide a programming language, where the user can define new models and rapidly develop high-level solution algorithms. The current implementation is linked with the finite element package finley as a PDE solver. However, the design is open and other discretization technologies such as finite differences and boundary element methods could be included. escript is implemented as an extension of the interactive programming environment python (see www.python.org). Key concepts introduced are Data objects, which are holding values on nodes or elements of the finite element mesh, and linearPDE objects, which are defining linear partial differential equations to be solved by the underlying discretization technology. In this paper we will show the basic concepts of escript and will show how escript is used to implement a simulation code for interacting fault systems. We will show some results of large-scale, parallel simulations on an SGI Altix system. Acknowledgements: Project work is supported by Australian Commonwealth Government through the Australian Computational Earth Systems Simulator Major National Research Facility, Queensland State Government Smart State Research Facility Fund, The University of Queensland and SGI.

Range of validity of weakly non-linear theory in Rayleigh-Bénard problem

In this paper we examine the equilibrium states of finite amplitude flow in a horizontal fluid layer with differential heating between the two rigid boundaries. The solutions to the Navier-Stokes equations are obtained by means of a perturbation method for evaluating the Landau constants and through a Newton-Raphson iterative method that results from the Fourier expansion of the solutions that bifurcate above the linear stability threshold of infinitesimal disturbances. The results obtained from these two different methods of evaluating the convective flow are compared in the neighborhood of the critical Rayleigh number. We find that for small Prandtl numbers the discrepancy of the two methods is noticeable. © 2009 The Physical Society of Japan.