847 resultados para Martingale representation theorem


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Since the 1980s, huge efforts have been made to utilise renewable energy sources to generate electric power. One of the interesting issues about embedded generators is the question of optimal placement and sizing of the embedded generators. This paper reports an investigation of impact of the integration of embedded generators on the overall performances of the distribution networks in the steady state, using theorem of superposition. Set of distribution system indices is proposed to observe performances of the distribution networks with embedded generators. Results obtained from the case study using IEEE test network are presented and discussed.

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The objective of this paper is to show an alternative methodology to estimate per unit length parameters of a line segment of a transmission line. With this methodology the line segment parameters can be obtained starting from the phase currents and voltages in receiving and sending end of the line segment. If the line segment is represented as being one or more π circuits whose frequency dependent parameters are considered lumped, its impedance and admittance can be easily expressed as functions of the currents and voltages at the sending and receiving end. Because we are supposing that voltages and currents at the sending and receiving end of the line segment (in frequency domain) are known, it is possible to obtains its impedance and admittance and consequently its per unit length longitudinal and transversal parameters. The procedure will be applied to estimate the longitudinal and transversal parameters of a small segment of a single-phase line that is already built. © 2006 IEEE.

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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.

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The rise in boiling point of grapefruit juice was experimentally measured at soluble solids concentrations in the range of 9.3-60.6 °Brix and pressures between °6.0 × 103 and 9.0 × 104 Pa. Different approaches to represent experimental data, including the Dhring's rule, the Antoine equation and empirical models proposed in the literature were tested. In the range of 9.3-29.0 °Brix, the rise in boiling point was nearly independent of pressure, varying only with juice concentration. Considerable deviations of this behavior began to occur at concentrations higher than 29.0 °Brix. Experimental data could be best predicted by adjusting an empirical model, which consisted of a single equation that takes into account the dependence of rise in boiling point on pressure and concentration. © SAGE Publications 2007.

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The phases of a transmission line are tightly coupled due to mutual impedances and admittances of the line. One way to accomplish the calculations of currents and voltages in multi-phase lines consists in representing them in modal domain, where its n coupled phases are represented by their n propagation modes. The separation line in their modes of propagation is through the use of a modal transformation matrix whose columns are eigenvectors associated with the parameters of the line. Usually, this matrix is achieved through numerical methods which does not allow the achievement of an analytical model for line developed directly in the phases domain. This work will show the modal transformation matrix of a hypothetical two-phase obtained with numerical and analytical procedures. It will be shown currents and voltage s at terminals of the line taking into account the use of modal transformation matrices obtained by using numerical and analytical procedures. © 2011 IEEE.

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In recent years quaternionic functions have been an intense and prosperous object of research, and important results were determined [1]-[6]. Some of these results are similar to well known cases in one complex variable, op. cit. [5], [6]. In this paper the hypercomplex expansion of a function in a power series as well as determination of a Liouville's type theorem have been investigated to the quaternionic functions. In this case, it is observed that the Liouville's type theorem is true for second order derivatives, which differs from its classical version. © 2011 Academic Publications, Ltd.

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Riemann surfaces, cohomology and homology groups, Cartan's spinors and triality, octonionic projective geometry, are all well supported by Complex Structures [1], [2], [3], [4]. Furthermore, in Theoretical Physics, mainly in General Relativity, Supersymmetry and Particle Physics, Complex Theory Plays a Key Role [5], [6], [7], [8]. In this context it is expected that generalizations of concepts and main results from the Classical Complex Theory, like conformal and quasiconformal mappings [9], [10] in both quaternionic and octonionic algebra, may be useful for other fields of research, as for graphical computing enviromment [11]. In this Note, following recent works by the autors [12], [13], the Cauchy Theorem will be extended for Octonions in an analogous way that it has recentely been made for quaternions [14]. Finally, will be given an octonionic treatment of the wave equation, which means a wave produced by a hyper-string with initial conditions similar to the one-dimensional case.

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This paper describes a computational model based on lumped elements for the mutual coupling between phases in transmission lines without the explicit use of modal transformation matrices. The self and mutual parameters and the coupling between phases are modeled using modal transformation techniques. The modal representation is developed from the intrinsic consideration of the modal transformation matrix and the resulting system of time-domain differential equations is described as state equations. Thus, a detailed profile ofthe currents and the voltages through the line can be easily calculated using numerical or analytical integration methods. However, the original contribution of the article is the proposal of a time-domain model without the successive phase/mode transformations and a practical implementation based on conventional electrical circuits, without the use of electromagnetic theory to model the coupling between phases. © 2003-2012 IEEE.

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Includes bibliography

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The structural stability of vector fields with impasse regular curves on S2 is studied and a version of Peixoto's Theorem is established. Moreover a global analysis of normal forms of the constrained systems. A(x).ẋ=F(x),x∈R3,A∈M(3),F:R3→R3 in the Poincaré ball (i.e. in the compactification of R3 with the sphere S2 of the infinity) is made. © 2013 Elsevier Masson SAS.

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Pós-graduação em Matemática - IBILCE

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In the present investigation we mapped the primary visual area of the South American diurnal rodent, Dasyprocta aguti, by standardized electrophysiological mapping techniques. In particular, we performed a series of mapping experiments of the visual streak in the primary visual cortex. We found that the representation of the visual streak in V1 is greatly expanded, the nasal 10 degrees of the visual streak representation occupies ten times more cortical area than equivalent areas in the central or temporal representation. Comparison of these data with those on the density of ganglion cells in the retina at corresponding locations in the visual field reveal a significant mismatch between these two variables. The nasal representation is greatly expanded along the horizontal meridian in V1 as compared to the central and temporal regions whereas the density of ganglion cells decreases with progression along the visual streak from central region towards the nasal or temporal visual field. A review of the available data reveals that all lateral-eyed mammals exhibit a similar mismatch between the retinal and cortical representation of the visual field, and this mismatches is greater in those species with well defined visual streaks such as rabbit and agouti.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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