916 resultados para Options (Finance) -- Mathematical models


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The study of algorithms for active vibration control in flexible structures became an area of enormous interest for some researchers due to the innumerable requirements for better performance in mechanical systems, as for instance, aircrafts and aerospace structures. Intelligent systems, constituted for a base structure with sensors and actuators connected, are capable to guarantee the demanded conditions, through the application of diverse types of controllers. For the project of active controllers it is necessary, in general, to know a mathematical model that enable the representation in the space of states, preferential in modal coordinates to permit the truncation of the system and reduction in the order of the controllers. For practical applications of engineering, some mathematical models based in discrete-time systems cannot represent the physical problem, therefore, techniques of identification of system parameters must be used. The techniques of identification of parameters determine the unknown values through the manipulation of the input (disturbance) and output (response) signals of the system. Recently, some methods have been proposed to solve identification problems although, none of them can be considered as being universally appropriate to all the situations. This paper is addressed to an application of linear quadratic regulator controller in a structure where the damping, stiffness and mass matrices were identified through Chebyshev's polynomial functions.

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Among the positioning systems that compose GNSS (Global Navigation Satellite System), GPS has the capability of providing low, medium and high precision positioning data. However, GPS observables may be subject to many different types of errors. These systematic errors can degrade the accuracy of the positioning provided by GPS. These errors are mainly related to GPS satellite orbits, multipath, and atmospheric effects. In order to mitigate these errors, a semiparametric model and the penalized least squares technique were employed in this study. This is similar to changing the stochastical model, in which error functions are incorporated and the results are similar to those in which the functional model is changed instead. Using this method, it was shown that ambiguities and the estimation of station coordinates were more reliable and accurate than when employing a conventional least squares methodology.

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A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.

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An 8051-based microcontroller tester has been designed to reduce troubleshooting time of the Electro-Hydraulic Actuators (EHA) installed in fly-by-wire aircrafts. The tester algorithm first evaluates EHA pressure and position sensor signals to emit either a pass or fail message. The evaluation is based on predefined ranges of EHA pressure and position signals. Next, the instrument tests the EHA response capability - a way of dynamic response evaluation, again issuing a suitable response. The instrument proved to be reliable after being successfully evaluated in laboratory and in a real model test airplane. © 2007 IEEE.

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In this paper, we consider the propagation of water waves in a long-wave asymptotic regime, when the bottom topography is periodic on a short length scale. We perform a multiscale asymptotic analysis of the full potential theory model and of a family of reduced Boussinesq systems parametrized by a free parameter that is the depth at which the velocity is evaluated. We obtain explicit expressions for the coefficients of the resulting effective Korteweg-de Vries (KdV) equations. We show that it is possible to choose the free parameter of the reduced model so as to match the KdV limits of the full and reduced models. Hence the reduced model is optimal regarding the embedded linear weakly dispersive and weakly nonlinear characteristics of the underlying physical problem, which has a microstructure. We also discuss the impact of the rough bottom on the effective wave propagation. In particular, nonlinearity is enhanced and we can distinguish two regimes depending on the period of the bottom where the dispersion is either enhanced or reduced compared to the flat bottom case. © 2007 The American Physical Society.

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Motivated by rising drilling operation costs, the oil industry has shown a trend towards real-time measurements and control. In this scenario, drilling control becomes a challenging problem for the industry, especially due to the difficulty associated to parameters modeling. One of the drill-bit performance evaluators, the Rate of Penetration (ROP), has been used in the literature as a drilling control parameter. However, the relationships between the operational variables affecting the ROP are complex and not easily modeled. This work presents a neuro-genetic adaptive controller to treat this problem. It is based on the Auto-Regressive with Extra Input Signals model, or ARX model, to accomplish the system identification and on a Genetic Algorithm (GA) to provide a robust control for the ROP. Results of simulations run over a real offshore oil field data, consisted of seven wells drilled with equal diameter bits, are provided. © 2006 IEEE.

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The effect of the ionosphere on the signals of Global Navigation Satellite Systems (GNSS), such as the Global Positionig System (GPS) and the proposed European Galileo, is dependent on the ionospheric electron density, given by its Total Electron Content (TEC). Ionospheric time-varying density irregularities may cause scintillations, which are fluctuations in phase and amplitude of the signals. Scintillations occur more often at equatorial and high latitudes. They can degrade navigation and positioning accuracy and may cause loss of signal tracking, disrupting safety-critical applications, such as marine navigation and civil aviation. This paper addresses the results of initial research carried out on two fronts that are relevant to GNSS users if they are to counter ionospheric scintillations, i.e. forecasting and mitigating their effects. On the forecasting front, the dynamics of scintillation occurrence were analysed during the severe ionospheric storm that took place on the evening of 30 October 2003, using data from a network of GPS Ionospheric Scintillation and TEC Monitor (GISTM) receivers set up in Northern Europe. Previous results [1] indicated that GPS scintillations in that region can originate from ionospheric plasma structures from the American sector. In this paper we describe experiments that enabled confirmation of those findings. On the mitigation front we used the variance of the output error of the GPS receiver DLL (Delay Locked Loop) to modify the least squares stochastic model applied by an ordinary receiver to compute position. This error was modelled according to [2], as a function of the S4 amplitude scintillation index measured by the GISTM receivers. An improvement of up to 21% in relative positioning accuracy was achieved with this technnique.

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This paper presents an analyze of numeric conditioning of the Hessian matrix of Lagrangian of modified barrier function Lagrangian method (MBFL) and primal-dual logarithmic barrier method (PDLB), which are obtained in the process of solution of an optimal power flow problem (OPF). This analyze is done by a comparative study through the singular values decomposition (SVD) of those matrixes. In the MBLF method the inequality constraints are treated by the modified barrier and PDLB methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables and are perturbed by the barrier parameter. The first-order necessary conditions of the Lagrangian function are 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. The electric systems IEEE 14, 162 and 300 buses were used in the comparative analysis. ©2007 IEEE.

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In this paper, a method for solving the short term transmission network expansion planning problem is presented. This is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In order to And a solution of excellent quality for this problem, a constructive heuristic algorithm is presented in this paper. In each step of the algorithm, a sensitivity index is used to add a circuit (transmission line or transformer) or a capacitor bank (fixed or variable) to the system. This sensitivity index is obtained solving the problem considering the numbers of circuits and capacitors banks to be added (relaxed problem), as continuous variables. The relaxed problem is a large and complex nonlinear programming and was solved through a higher order interior point method. The paper shows results of several tests that were performed using three well-known electric energy systems in order to show the possibility and the advantages of using the AC model. ©2007 IEEE.

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The aim of this present work was to compare planialtimetric charts obtained from different risings using two different theodolite types, a total station, and a precision level, used as control. Using a total station, an area was marked with clear variations of relief, following a grid, with a distance of 20 meters among stakes. After that, the stakes were read by the total station and two theodolites of different precisions. The geometric leveling was done by a precision level. The data were input in the DataGeosis software and the numerical modelling of the land was made with mesh of maximum rigidity, generating planialtimetric representation for each rising. It was verified, through comparison of the four representations that little variations occur in relation to the control. The closest representation of the control was the planialtimetry based on the data from the total station, in which the representations obtained from the theodolites were identical among themselves. It was concluded that in the process of obtaining detailed planialtimetry of small areas, submitted to the grid, it was not necessary to use composed geometric leveling, reducing work to the exclusive use of a total station or conventional theodolite.

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Samples of paint (P), reused PET (PET-R) and paint/PET-R mixtures (PPET-R) were evaluated using DSC to verify their physical-chemical properties and thermal behavior. Films from paints and PPET-R are visually similar. It was possible to establish that the maximum amount of PET-R that can be added to paint without significantly altering its filming properties is 2%. The cure process (80-203°C) was identified through DSC curves. The kinetic parameters, activation energy (E a) and Arrhenius parameters (A) for the samples containing 0.5 to 1% of PET-R, were calculated using the Flynn-Wall-Ozawa isoconversional method. It was observed that for greater amounts of PET-R added, there is a decrease in the E a values for the cure process. A Kinetic compensation effect (KCE), represented by the equation InA=-2.70+0.31E a was observed for all the samples. The most suitable kinetic model to describe this cure process is the autocatalytic Šesták-Berggreen, model applied to heterogeneous systems. © 2007 Springer Science+Business Media, LLC.

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We present a search for direct CP violation in B±→J/ ψK±(π±) decays. The event sample is selected from 2.8fb-1 of pp̄ collisions recorded by D0 experiment in run II of the Fermilab Tevatron Collider. The charge asymmetry ACP(B+→J/ψK+)=+0.0075±0. 0061(stat)±0.0030(syst) is obtained using a sample of approximately 40000 B±→J/ψK± decays. The achieved precision is of the same level as the expected deviation predicted by some extensions of the standard model. We also measured the charge asymmetry ACP(B+→J/ψπ+)=-0. 09±0.08(stat)±0.03(syst). © 2008 The American Physical Society.

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In this paper, a mathematical model is derived via Lagrange's Equation for a shear building structure that acts as a foundation of a non-ideal direct current electric motor, controlled by a mass loose inside a circular carving. Non-ideal sources of vibrations of structures are those whose characteristics are coupled to the motion of the structure, not being a function of time only as in the ideal case. Thus, in this case, an additional equation of motion is written, related to the motor rotation, coupled to the equation describing the horizontal motion of the shear building. This kind of problem can lead to the so-called Sommerfeld effect: steady state frequencies of the motor will usually increase as more power (voltage) is given to it in a step-by-step fashion. When a resonance condition with the structure is reached, the better part of this energy is consumed to generate large amplitude vibrations of the foundation without sensible change of the motor frequency as before. If additional increase steps in voltage are made, one may reach a situation where the rotor will jump to higher rotation regimes, no steady states being stable in between. As a device of passive control of both large amplitude vibrations and the Sommerfeld effect, a scheme is proposed using a point mass free to bounce back and forth inside a circular carving in the suspended mass of the structure. Numerical simulations of the model are also presented Copyright © 2007 by ASME.

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We report a search for R-parity-violating production and decay of sneutrino particles in the eμ final state with 1.04±0.06fb-1 of data collected with the D0 detector at the Fermilab Tevatron Collider in 2002-2006. Good agreement between the data and the standard model prediction is observed. With no evidence for new physics, we set limits on the R-parity-violating couplings λ311′ and λ312 as a function of the sneutrino mass. © 2008 The American Physical Society.

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The aim of this paper is to study the cropping system as complex one, applying methods from theory of dynamic systems and from the control theory to the mathematical modeling of the biological pest control. The complex system can be described by different mathematical models. Based on three models of the pest control, the various scenarios have been simulated in order to obtain the pest control strategy only through natural enemies' introduction. © 2008 World Scientific Publishing Company.