910 resultados para symmetrical uncertainty


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We define a subgame perfect Nash equilibrium under Knightian uncertainty for two players, by means of a recursive backward induction procedure. We prove an extension of the Zermelo-von Neumann-Kuhn Theorem for games of perfect information, i. e., that the recursive procedure generates a Nash equilibrium under uncertainty (Dow and Werlang(1994)) of the whole game. We apply the notion for two well known games: the chain store and the centipede. On the one hand, we show that subgame perfection under Knightian uncertainty explains the chain store paradox in a one shot version. On the other hand, we show that subgame perfection under uncertainty does not account for the leaving behavior observed in the centipede game. This is in contrast to Dow, Orioli and Werlang(1996) where we explain by means of Nash equilibria under uncertainty (but not subgame perfect) the experiments of McKelvey and Palfrey(1992). Finally, we show that there may be nontrivial subgame perfect equilibria under uncertainty in more complex extensive form games, as in the case of the finitely repeated prisoner's dilemma, which accounts for cooperation in early stages of the game .

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This paper presents a method for calculating the power flow in distribution networks considering uncertainties in the distribution system. Active and reactive power are used as uncertain variables and probabilistically modeled through probability distribution functions. Uncertainty about the connection of the users with the different feeders is also considered. A Monte Carlo simulation is used to generate the possible load scenarios of the users. The results of the power flow considering uncertainty are the mean values and standard deviations of the variables of interest (voltages in all nodes, active and reactive power flows, etc.), giving the user valuable information about how the network will behave under uncertainty rather than the traditional fixed values at one point in time. The method is tested using real data from a primary feeder system, and results are presented considering uncertainty in demand and also in the connection. To demonstrate the usefulness of the approach, the results are then used in a probabilistic risk analysis to identify potential problems of undervoltage in distribution systems. (C) 2012 Elsevier Ltd. All rights reserved.

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This article shows a transmission line model for simulation of fast and slow transients, applied to symmetrical or asymmetrical configurations. A transmission line model is developed based on lumped elements representation and state-space techniques. The proposed methodology represents a practical procedure to model three-phase transmission lines directly in time domain, without the explicit or implicit use of inverse transforms. In three-phase representation, analysis modal techniques are applied to decouple the phases in their respective propagation modes, using a correction procedure to set a real and constant matrix for untransposed lines with or without vertical symmetry plane. The proposed methodology takes into account the frequency-dependent parameters of the line and in order to include this effect in the state matrices, a fitting procedure is applied. To verify the accuracy of the proposed state-space model in frequency domain, a simple methodology is described based on line distributed parameters and transfer function associated with input/output signals of the lumped parameters representation. In addition, this article proposes the use of a fast and robust integration procedure to solve the state equations, enabling transient and steady-state simulations. The results obtained by the proposed methodology are compared with several established transmission line models in EMTP, taking into account an asymmetrical three-phase transmission line. The principal contribution of the proposed methodology is to handle a steady fundamental signal mixed with fast and slow transients, including impulsive and oscillatory behavior, by a practical procedure applied directly in time domain for symmetrical or asymmetrical representations. (C) 2011 Elsevier Ltd. All rights reserved.

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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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In this paper, we consider a class of strong symmetric distributions, which we refer to as the strong c-symmetric distributions. We provide, as the main result of this paper, conditions satisfied by the recurrence relations of certain polynomials associated with these distributions.

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We show how symmetric orthogonal polynomials can be linked to polynomials associated with certain orthogonal L-polynomials. We provide some examples to illustrate the results obtained Finally as an application, we derive information regarding the orthogonal polynomials associated with the weight function (1 + kx(2))(1 - x(2))(-1/2), k > 0.

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A derivation from first principles is given of the energy-time uncertainty relation in quantum mechanics. A canonical transformation is made in classical mechanics to a new canonical momentum, which is energy E, and a new canonical coordinate T, which is called tempus, conjugate to the energy. Tempus T, the canonical coordinate conjugate to the energy, is conceptually different from the time t in which the system evolves. The Poisson bracket is a canonical invariant, so that energy and tempus satisfy the same Poisson bracket as do p and q. When the system is quantized, we find the energy-time uncertainty relation DELTAEDELTAT greater-than-or-equal-to HBAR/2. For a conservative system the average of the tempus operator T is the time t plus a constant. For a free particle and a particle acted on by a constant force, the tempus operators are constructed explicitly, and the energy-time uncertainty relation is explicitly verified.

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We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

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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.

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The objective of this letter is to propose an alternative modal representation of a nontransposed three-phase transmission line with a vertical symmetry plane by using two transformation matrices. Initially, Clarke's matrix is used to separate the line into components a, 0, and zero. Because a and zero components are not exact modes, they can be considered as being a two-phase line that will be decomposed in its exact modes by using a 2 x 2 modal transformation matrix. This letter will describe the characteristics of the two-phase line before mentioned. This modal representation is applied to decouple a nontransposed three-phase transmission line with a vertical symmetry plane whose nominal voltage is 440 kV.

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This paper enhances some concepts of the Instantaneous Complex Power Theory by analyzing the analytical expressions for voltages, currents and powers developed on a symmetrical RL three-phase system, during the transient caused by a sinusoidal voltage excitation. The powers delivered to an ideal inductor will be interpreted, allowing a deep insight in the power phenomenon by analyzing the voltages in each element of the circuit. The results can be applied to the understanding of non-linear systems subject to sinusoidal voltage excitation and distorted currents.

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The critical number of atoms for Bose-Einstein condensates with cylindrically symmetrical traps were calculated. The time evolution of the condensate was also studied at changing ground state. A conjecture on higher-order nonlinear effects was also discussed to determine its signal and strength. The results show that by exchanging frequencies, the geometry favors the condensation of larger number of particles.