916 resultados para Options (Finance) -- Mathematical models
Resumo:
The compaction rate, the relation between the density of the wood panel and the density of the wood used for producing the particles, is an indicator of the product's densification. Among the various types of wood panels, particleboards are widely employed in the lumber industry, mainly for the furniture production. This paper presents a study of the relation between the compaction rate and the properties of tensile strength perpendicular to surface, Modulus of Rupture (MOR) and Modulus of Elasticity (MOE) obtained from a static bending test, thickness swelling and water absorption (2 and 24 hours). These properties were calculated according to the Brazilian ABNT, NBR 14810 standard. Particleboards were produced using the species Pinus elliotti and adhesive ureaformaldehyde. The relation was established by a multiple linear regression, and the most appropriate statistical models were determined. The estimated models indicate statistically significant effects of water absorption in 2 hours and MOR in the particleboards' compaction rate.
Resumo:
Geographic Information Systems (GIS) integrate the technologies related to Geoprocessing, with the ability to manipulate georeferenced information through data storage, management and analysis. One of the GIS applications is the generation of Digital Elevation Models (DEM) as a result of rebuilding the elevation of a region using computation tools and artificial representation. This paper presents the DEM created from a point base in two computational frameworks with different structures (vector and raster), comparing the contour lines generated from these models with the original contour lines from analog cartographic base. It was observed that one of the generated models presented some discrepancies related to real space for both GIS structures. However, using constrained Delaunay's triangulation in raster GIS a digital elevation model was generated with contour lines quite close to the original ones, with satisfactory results. A 3-D terrain representation was also created offering a very useful tool for analysis.
Resumo:
A comparative study, with theoretical analysis and digital simulations, of two conditions based on LMI for the quadratic stability of nonlinear continuous-time dynamic systems, described by Takagi-Sugeno fuzzy models, are presented. This paper shows that the methods proposed by Teixeira et. al. in 2003 provide better or at least the same results of a recent method presented in the literature. © 2005 IEEE.
Resumo:
This work presents a branch-and-bound algorithm to solve the multi-stage transmission expansion planning problem. The well known transportation model is employed, nevertheless the algorithm can be extended to hybrid models or to more complex ones such as the DC model. Tests with a realistic power system were carried out in order to show the performance of the algorithm for the expansion plan executed for different time frames. © 2005 IEEE.
Resumo:
IEEE 1451 Standard is intended to address the smart transducer interfacing problematic in network environments. Usually, proprietary hardware and software is a very efficient solution to in planent the IEEE 1451 normative, although can be expensive and inflexible. In contrast, the use of open and standardized tools for implementing the IEEE 1451 normative is proposed in this paper. Tools such as Java and Phyton programming languages, Linux, programmable logic technology, Personal Computer resources and Ethernet architecture were integrated in order to constructa network node based on the IEEE 1451 standards. The node can be applied in systems based on the client-server communication model The evaluation of the employed tools and expermental results are presented. © 2005 IEEE.
Resumo:
This paper presents a mathematical model and a methodology to solve the transmission network expansion planning problem with security constraints in full competitive market, assuming that all generation programming plans present in the system operation are known. The methodology let us find an optimal transmission network expansion plan that allows the power system to operate adequately in each one of the generation programming plans specified in the full competitive market case, including a single contingency situation with generation rescheduling using the security (n-1) criterion. In this context, the centralized expansion planning with security constraints and the expansion planning in full competitive market are subsets of the proposal presented in this paper. The model provides a solution using a genetic algorithm designed to efficiently solve the reliable expansion planning in full competitive market. The results obtained for several known systems from the literature show the excellent performance of the proposed methodology.
Resumo:
The present experiment aimed to study the influence of point positioning in an irradiated field to produce a planialtimetric plant. A planialtimetric evaluation was carried out in a 14-acre experimental area with well-defined topographic variations. Planialtimetric maps were designed using manual procedures, Datageosis and Topoesalq. Datageosis built all the curves after numerical surface modeling. Topoesalq provided only height reports and the drawing of curves was done manually. The third method was a manual procedure. Because there were planialtimetry representation differences, longitudinal profiles were used in the sites where there was a great divergence among plants. When obtained profiles and plants were compared, it was verified that the one produced by Datageosis represented the relief plant better. Later, only the irradiated field points were evaluated and each point presented positioned readings before and after each relief map variation. The processing through the three methods resulted in significant plants of the local planialtimetry, according to the control profiles. It was concluded that the planning of the field procedure should be suitable to the posterior treatment method of obtained data in order to make a planialtimetric plant to accord to the evaluated local topography.
Resumo:
The glued-laminated lumber (glulam) technique is an efficient process for making rational use of wood. Fiber-Reinforced Polymers (FRPs) associated with glulam beams provide significant gains in terms of strength and stiffness, and also alter the mode of rupture of these structural elements. In this context, this paper presents a theoretical model for designing reinforced glulam beams. The model allows for the calculation of the bending moment, the hypothetical distribution of linear strains along the height of the beam, and considers the wood has a linear elastic fragile behavior in tension parallel to the fibers and bilinear in compression parallel to the fibers, initially elastic and subsequently inelastic, with a negative decline in the stress-strain diagram. The stiffness was calculated by the transformed section method. Twelve non-reinforced and fiberglass reinforced glulam beams were evaluated experimentally to validate the proposed theoretical model. The results obtained indicate good congruence between the experimental and theoretical values.
Resumo:
Response surface methodology was used to establish a relationship between total solids content, milk base, heat treatment temperature, and sample temperature, and consistency index, flow behaviour index, and apparent viscosity of plain stirred yogurts. Statistical treatments resulted in developments of mathematical models. All samples presented shear thinning fluid behaviour. The increase of the content of total solids (9.3-22.7 %) and milk base heat treatment temperature (81.6-98.4°C) resulted in a significant increase in consistency index and a decrease in flow behaviour index. Increase in the sample temperature (1.6-18.4°C) caused a decrease in consistency index and increase in flow behaviour index. Apparent viscosity was directly related to the content of total solids. Rheological properties of yogurt were highly dependent on the content of total solids in milk.
Resumo:
We present a simple mathematical model of a wind turbine supporting tower. Here, the wind excitation is considered to be a non-ideal power source. In such a consideration, there is interaction between the energy supply and the motion of the supporting structure. If power is not enough, the rotation of the generator may get stuck at a resonance frequency of the structure. This is a manifestation of the so-called Sommerfeld Effect. In this model, at first, only two degrees of freedom are considered, the horizontal motion of the upper tip of the tower, in the transverse direction to the wind, and the generator rotation. Next, we add another degree of freedom, the motion of a free rolling mass inside a chamber. Its impact with the walls of the chamber provides control of both the amplitude of the tower vibration and the width of the band of frequencies in which the Sommerfeld effect occur. Some numerical simulations are performed using the equations of motion of the models obtained via a Lagrangian approach.
Resumo:
We present a search for associated Higgs boson production in the process pp̄→WH→WWW*→l±νl′±ν′ +X in final states containing two like-sign isolated electrons or muons (e±e±, e±μ±, or μ±μ±). The search is based on D0 run II data samples corresponding to integrated luminosities of 360-380pb-1. No excess is observed over the predicted standard model background. We set 95% C.L. upper limits on σ(pp̄→WH) ×Br(H→WW*) between 3.2 and 2.8 pb for Higgs boson masses from 115 to 175 GeV. © 2006 The American Physical Society.
Resumo:
The purpose of this study was to identify and quantify the magnitude of the slow component of VO2 (SC) in children during running exercise, performed at heavy intensity domain (75%Δ), using two different mathematical models: a) three-exponential model and; b) ΔVO2 6-3 min. Eight healthy male children (11.92 ± 0.63 years; 44.06 ± 13.01 kg; 146.63 ± 7.25 cm; and sexual maturity levels 1 and 2), not trained, performed in different days the following tests: 1) incremental running treadmill test to determine the peak oxygen uptake (VO2peak) and the lactate threshold (LT); and 2) two transitions from baseline to 75%Δ [75%Δ = LT + 0.75 x (VO2 peak - LT)] for six minutes on treadmill. The SC was determined by two models: a) three-exponential model (Exp3); and b) the VO2 difference between the sixth and the third exercise minute (ΔVO2 6-3min). The SC was expressed as the absolute (ml/min) and percent contribution (%) to the total change in VO 2. The SC values determined by model Exp3 (129.69 ± 75.71 ml/min and 8.4 ± 2.92%) and ΔVO2 6-3 min (68.69 ± 102.54 ml/min and 3.6 ± 7.34%) were significantly different. So, the SC values in children during running exercise performed at heavy intensity domain (75%Δ) are dependent of the analysis model (Exp3 x ΔVO2 6-3 min).
Resumo:
In this paper a comparative analysis of the environmental impact caused by the use of natural gas and diesel in thermoelectric power plants utilizing combined cycle is performed. The objective is to apply a thermoeconomical analysis in order to compare the two proposed fuels. In this analysis, a new methodology that incorporates the economical engineering concept to the ecological efficiency once Cardu and Baica [1, 2], which evaluates, in general terms, the environmental impacts caused by CO2, SO2, NOx and Particulate Matter (PM), adopting as reference the air quality standards in vigour is employed. The thermoeconomic model herein proposed utilizes functional diagrams that allow the minimization the Exergetic Manufacturing Cost, which represents the cost of production of electricity incorporating the environmental impact effects to study the performance of the thermoelectric power plant [3,4], It follows that it is possible to determine the environmental impact caused by thermoelectric power plants and, under the ecological standpoint, the use of natural gas as a fuel is the best option compared to the use of the diesel, presenting ecological efficiency values of 0.944 and 0.914 respectively. From the Exergoeconomic point of view of, it was found out that the EMC (Exergetic Manufacturing Cost) is better when natural gas is used as fuel compared to the diesel fuel. Copyright © 2006 by ASME.
Resumo:
The objective of this paper is to show an alternative representation in time domain of a non-transposed three-phase transmission line decomposed in its exact modes by using two transformation matrices. The first matrix is Clarke's matrix that is real, frequency independent, easily represented in computational transient programs (EMTP) and separates the line into Quasi-modes α, β and zero. After that, Quasi-modes a and zero are decomposed into their exact modes by using a modal transformation matrix whose elements can be synthesized in time domain through standard curve-fitting techniques. The main advantage of this alternative representation is to reduce the processing time because a frequency dependent modal transformation matrix of a three-phase line has nine elements to be represented in time domain while a modal transformation matrix of a two-phase line has only four elements. This paper shows modal decomposition process and eigenvectors of a non-transposed three-phase line with a vertical symmetry plane whose nominal voltage is 440 kV and line length is 500 km. ©2006 IEEE.
Resumo:
The edges detection model by a non-linear anisotropic diffusion, consists in a mathematical model of smoothing based in Partial Differential Equation (PDE), alternative to the conventional low-pass filters. The smoothing model consists in a selective process, where homogeneous areas of the image are smoothed intensely in agreement with the temporal evolution applied to the model. The level of smoothing is related with the amount of undesired information contained in the image, i.e., the model is directly related with the optimal level of smoothing, eliminating the undesired information and keeping selectively the interest features for Cartography area. The model is primordial for cartographic applications, its function is to realize the image preprocessing without losing edges and other important details on the image, mainly airports tracks and paved roads. Experiments carried out with digital images showed that the methodology allows to obtain the features, e.g. airports tracks, with efficiency.