The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

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

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

Modifying the stochastic model to mitigate GPS systematic errors in relative positioning

The GPS observables are subject to several errors. Among them, the systematic ones have great impact, because they degrade the accuracy of the accomplished positioning. These errors are those related, mainly, to GPS satellites orbits, multipath and atmospheric effects. Lately, a method has been suggested to mitigate these errors: the semiparametric model and the penalised least squares technique (PLS). In this method, the errors are modeled as functions varying smoothly in time. It is like to change the stochastic model, in which the errors functions are incorporated, the results obtained are similar to those in which the functional model is changed. As a result, the ambiguities and the station coordinates are estimated with better reliability and accuracy than the conventional least square method (CLS). In general, the solution requires a shorter data interval, minimizing costs. The method performance was analyzed in two experiments, using data from single frequency receivers. The first one was accomplished with a short baseline, where the main error was the multipath. In the second experiment, a baseline of 102 km was used. In this case, the predominant errors were due to the ionosphere and troposphere refraction. In the first experiment, using 5 minutes of data collection, the largest coordinates discrepancies in relation to the ground truth reached 1.6 cm and 3.3 cm in h coordinate for PLS and the CLS, respectively, in the second one, also using 5 minutes of data, the discrepancies were 27 cm in h for the PLS and 175 cm in h for the CLS. In these tests, it was also possible to verify a considerable improvement in the ambiguities resolution using the PLS in relation to the CLS, with a reduced data collection time interval. © Springer-Verlag Berlin Heidelberg 2007.

The application of distributed virtual machines for enterprise computer management: A two-tier network file system for image provisioning and management

In order to simplify computer management, several system administrators are adopting advanced techniques to manage software configuration of enterprise computer networks, but the tight coupling between hardware and software makes every PC an individual managed entity, lowering the scalability and increasing the costs to manage hundreds or thousands of PCs. Virtualization is an established technology, however its use is been more focused on server consolidation and virtual desktop infrastructure, not for managing distributed computers over a network. This paper discusses the feasibility of the Distributed Virtual Machine Environment, a new approach for enterprise computer management that combines virtualization and distributed system architecture as the basis of the management architecture. © 2008 IEEE.

Optimal moment to change pressure regulator and sprayer kit on center pivot irrigation machines: a theoretical proposal

A theoretical model was developed in order to determine the optimal moment for substituting the sprayer and pressure regulator kit on a center pivot irrigation machine. The model is based on the hypothesis that pressure regulator and sprayer deterioration decrease irrigation uniformity. To compensate the deficit that happens at under irrigated areas, an increase on irrigation depth is required. The model considers: additional water consumption and energy costs, maintenance and labor costs, as well as yield losses associated with under or over irrigated areas. The sum of all these components is compared to buying and installing a new spray kit cost, allowing the farmer to decide the best moment to renovate the sprayer and pressure regulator kits on a center pivot irrigation machine based on economic criteria.

Optimal moment to change pressure regulator and sprayer kit on center pivot irrigation machines: application to a study case

A theoretical model developed by the authors for determining the optimal moment to substitute sprayer and pressure regulator kit on a center pivot irrigating potatoes and beans has been applied. The methodology compares the sum of the costs due to additional consumption of water and energy, maintenance and labor, as well as yield losses associated to areas with deficit or over irrigation to the costs due to buy and install a new sprinkling set on the pivot. The results showed that for a reduction of 3.07% of the Hermann and Hein’s Uniformity Coefficient (UCh), the substitution of the sprinkling module on the pivot is justified when potatoes and beans are cultivated.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

The impact of adding SBAS data on GPS data processing in southeast of Brazil: Preliminary result

Nowadays, L1 SBAS signals can be used in a combined GPS+SBAS data processing. However, such situation restricts the studies over short baselines. Besides of increasing the satellite availability, SBAS satellites orbit configuration is different from that of GPS. In order to analyze how these characteristics can impact GPS positioning in the southeast area of Brazil, experiments involving GPS-only and combined GPS+SBAS data were performed. Solutions using single point and relative positioning were computed to show the impact over satellite geometry, positioning accuracy and short baseline ambiguity resolution. Results showed that the inclusion of SBAS satellites can improve the accuracy of positioning. Nevertheless, the bad quality of the data broadcasted by these satellites limits their usage. © Springer-Verlag Berlin Heidelberg 2012.

Cooperative RNA Polymerase Molecules Behavior on a Stochastic Sequence-Dependent Model for Transcription Elongation

The transcription process is crucial to life and the enzyme RNA polymerase (RNAP) is the major component of the transcription machinery. The development of single-molecule techniques, such as magnetic and optical tweezers, atomic-force microscopy and single-molecule fluorescence, increased our understanding of the transcription process and complements traditional biochemical studies. Based on these studies, theoretical models have been proposed to explain and predict the kinetics of the RNAP during the polymerization, highlighting the results achieved by models based on the thermodynamic stability of the transcription elongation complex. However, experiments showed that if more than one RNAP initiates from the same promoter, the transcription behavior slightly changes and new phenomenona are observed. We proposed and implemented a theoretical model that considers collisions between RNAPs and predicts their cooperative behavior during multi-round transcription generalizing the Bai et al. stochastic sequence-dependent model. In our approach, collisions between elongating enzymes modify their transcription rate values. We performed the simulations in Mathematica® and compared the results of the single and the multiple-molecule transcription with experimental results and other theoretical models. Our multi-round approach can recover several expected behaviors, showing that the transcription process for the studied sequences can be accelerated up to 48% when collisions are allowed: the dwell times on pause sites are reduced as well as the distance that the RNAPs backtracked from backtracking sites. © 2013 Costa et al.

Time-frequency analysis combining wavelets and the envelope technique for fault identification in rotary machines

Nowadays the method based on demodulation by envelope finds wide application in industry as a technique for evaluation of bearings and other components in rotating machinery. In recent years the application of Wavelets for fault diagnosis in machinery has also obtained good development. This article demonstrates the effectiveness of the combined application of Wavelets and envelope technique (also known as HFRT High-Frequency Resonance Technique) to remove background noise from signals collected from defect bearings and identification of the characteristic frequencies of defects. A comparison of the results obtained with the isolated application of only one method against the combined technique is performed showing the increased capacity in detection of faults in rolling bearings. © (2013) Trans Tech Publications, Switzerland.

Ergodic crossover in partially self-avoiding stochastic walks

Consider a one-dimensional environment with N randomly distributed sites. An agent explores this random medium moving deterministically with a spatial memory μ. A crossover from local to global exploration occurs in one dimension at a well-defined memory value μ1=log2N. In its stochastic version, the dynamics is ruled by the memory and by temperature T, which affects the hopping displacement. This dynamics also shows a crossover in one dimension, obtained computationally, between exploration schemes, characterized yet by the trajectory size (Np) (aging effect). In this paper we provide an analytical approach considering the modified stochastic version where the parameter T plays the role of a maximum hopping distance. This modification allows us to obtain a general analytical expression for the crossover, as a function of the parameters μ, T, and Np. Differently from what has been proposed by previous studies, we find that the crossover occurs in any dimension d. These results have been validated by numerical experiments and may be of great value for fixing optimal parameters in search algorithms. © 2013 American Physical Society.

Procedimento híbrido envolvendo os métodos primal-dual de pontos interiores e branch and bound em problemas multiobjetivo de aproveitamento de resíduos de cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Improving face recognition with multispectral fusion and support vector machines

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)