979 resultados para Stochastic differential equation
Resumo:
In Bohmian mechanics, a version of quantum mechanics that ascribes world lines to electrons, we can meaningfully ask about an electron's instantaneous speed relative to a given inertial frame. Interestingly, according to the relativistic version of Bohmian mechanics using the Dirac equation, a massive particle's speed is less than or equal to the speed of light, but not necessarily less. That is, there are situations in which the particle actually reaches the speed of light-a very nonclassical behavior. That leads us to the question of whether such situations can be arranged experimentally. We prove a theorem, Theorem 5, implying that for generic initial wave functions the probability that the particle ever reaches the speed of light, even if at only one point in time, is zero. We conclude that the answer to the question is no. Since a trajectory reaches the speed of light whenever the quantum probability current (psi) over bar gamma(mu)psi is a lightlike 4-vector, our analysis concerns the current vector field of a generic wave function and may thus be of interest also independently of Bohmian mechanics. The fact that the current is never spacelike has been used to argue against the possibility of faster-than-light tunneling through a barrier, a somewhat similar question. Theorem 5, as well as a more general version provided by Theorem 6, are also interesting in their own right. They concern a certain property of a function psi : R(4) -> C(4) that is crucial to the question of reaching the speed of light, namely being transverse to a certain submanifold of C(4) along a given compact subset of space-time. While it follows from the known transversality theorem of differential topology that this property is generic among smooth functions psi : R(4) -> C(4), Theorem 5 asserts that it is also generic among smooth solutions of the Dirac equation. (C) 2010 American Institute of Physics. [doi:10.1063/1.3520529]
Resumo:
We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.
Resumo:
A novel flow-based strategy for implementing simultaneous determinations of different chemical species reacting with the same reagent(s) at different rates is proposed and applied to the spectrophotometric catalytic determination of iron and vanadium in Fe-V alloys. The method relies on the influence of Fe(II) and V(IV) on the rate of the iodide oxidation by Cr(VI) under acidic conditions, the Jones reducing agent is then needed Three different plugs of the sample are sequentially inserted into an acidic KI reagent carrier stream, and a confluent Cr(VI) solution is added downstream Overlap between the inserted plugs leads to a complex sample zone with several regions of maximal and minimal absorbance values. Measurements performed on these regions reveal the different degrees of reaction development and tend to be more precise Data are treated by multivariate calibration involving the PLS algorithm The proposed system is very simple and rugged Two latent variables carried out ca 95% of the analytical information and the results are in agreement with ICP-OES. (C) 2010 Elsevier B V. All rights reserved.
Resumo:
The power transformer is a piece of electrical equipment that needs continuous monitoring and fast protection since it is very expensive and an essential element for a power system to perform effectively. The most common protection technique used is the percentage differential logic, which provides discrimination between an internal fault and different operating conditions. Unfortunately, there are some operating conditions of power transformers that can affect the protection behavior and the power system stability. This paper proposes the development of a new algorithm to improve the differential protection performance by using fuzzy logic and Clarke`s transform. An electrical power system was modeled using Alternative Transients Program (ATP) software to obtain the operational conditions and fault situations needed to test the algorithm developed. The results were compared to a commercial relay for validation, showing the advantages of the new method.
Resumo:
It is well known that structures subjected to dynamic loads do not follow the usual similarity laws when the material is strain rate sensitive. As a consequence, it is not possible to use a scaled model to predict the prototype behaviour. In the present study, this problem is overcome by changing the impact velocity so that the model behaves exactly as the prototype. This exact solution is generated thanks to the use of an exponential constitutive law to infer the dynamic flow stress. Furthermore, it is shown that the adopted procedure does not rely on any previous knowledge of the structure response. Three analytical models are used to analyze the performance of the technique. It is shown that perfect similarity is achieved, regardless of the magnitude of the scaling factor. For the class of material used, the solution outlined has long been sought, inasmuch as it allows perfect similarity for strain rate sensitive structures subject to impact loads. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
In this work, a study on the role of the long-range term of excess Gibbs energy models in the modeling of aqueous systems containing polymers and salts is presented. Four different approaches on how to account for the presence of polymer in the long-range term were considered, and simulations were conducted considering aqueous solutions of three different salts. The analysis of water activity curves showed that, in all cases, a liquid-phase separation may be introduced by the sole presence of the polymer in the long-range term, regardless of how it is taken into account. The results lead to the conclusion that there is no single exact solution for this problem, and that any kind of approach may introduce inconsistencies.
Resumo:
Pitzer`s equation for the excess Gibbs energy of aqueous solutions of low-molecular electrolytes is extended to aqueous solutions of polyelectrolytes. The model retains the original form of Pitzer`s model (combining a long-range term, based on the Debye-Huckel equation, with a short-range term similar to the virial equation where the second osmotic virial coefficient depends on the ionic strength). The extension consists of two parts: at first, it is assumed that a constant fraction of the monomer units of the polyelectrolyte is dissociated, i.e., that fraction does not depend on the concentration of the polyelectrolyte, and at second, a modified expression for the ionic strength (wherein each charged monomer group is taken into account individually) is introduced. This modification is to account for the presence of charged polyelectrolyte chains, which cannot be regarded as punctual charges. The resulting equation was used to correlate osmotic coefficient data of aqueous solutions of a single polyelectrolyte as well as of binary mixtures of a single polyelectrolyte and a salt with low-molecular weight. It was additionally applied to correlate liquid-liquid equilibrium data of some aqueous two-phase systems that might form when a polyelectrolyte and another hydrophilic but neutral polymer are simultaneously dissolved in water. A good agreement between the experimental data and the correlation result is observed for all investigated systems. (c) 2008 Elsevier B.V. All rights reserved.
Resumo:
This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.
Resumo:
We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.
Resumo:
In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.
Resumo:
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP`s) taking values in a general Borel space and with compact action space depending on the state variable. In order to do that we first derive some important properties for a pseudo-Poisson equation associated to the problem. In the sequence it is shown that the convergence of the PIA to a solution satisfying the optimality equation holds under some classical hypotheses and that this optimal solution yields to an optimal control strategy for the average control problem for the continuous-time PDMP in a feedback form.
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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.
Resumo:
In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
Resumo:
A method based on a specific power-law relationship between the hydraulic head and the Boltzmann variable was recently presented. We generalized this relationship to a range of powers and extended the solution to include the saturated zone. As a result, the new solution satisfies the Bruce and Klute equation exactly.