Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

A proposal for the diagnosis of uncertain dynamic systems based on interval models

The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.

Automatic diagnosis of voltage disturbances in power distribution networks

This thesis proposes a framework for identifying the root-cause of a voltage disturbance, as well as, its source location (upstream/downstream) from the monitoring place. The framework works with three-phase voltage and current waveforms collected in radial distribution networks without distributed generation. Real-world and synthetic waveforms are used to test it. The framework involves features that are conceived based on electrical principles, and assuming some hypothesis on the analyzed phenomena. Features considered are based on waveforms and timestamp information. Multivariate analysis of variance and rule induction algorithms are applied to assess the amount of meaningful information explained by each feature, according to the root-cause of the disturbance and its source location. The obtained classification rates show that the proposed framework could be used for automatic diagnosis of voltage disturbances collected in radial distribution networks. Furthermore, the diagnostic results can be subsequently used for supporting power network operation, maintenance and planning.

Systolic random number generation for genetic algorithms

A parallel hardware random number generator for use with a VLSI genetic algorithm processing device is proposed. The design uses an systolic array of mixed congruential random number generators. The generators are constantly reseeded with the outputs of the proceeding generators to avoid significant biasing of the randomness of the array which would result in longer times for the algorithm to converge to a solution. 1 Introduction In recent years there has been a growing interest in developing hardware genetic algorithm devices [1, 2, 3]. A genetic algorithm (GA) is a stochastic search and optimization technique which attempts to capture the power of natural selection by evolving a population of candidate solutions by a process of selection and reproduction [4]. In keeping with the evolutionary analogy, the solutions are called chromosomes with each chromosome containing a number of genes. Chromosomes are commonly simple binary strings, the bits being the genes.

Recent oppositely directed trends in solar climate forcings and the global mean surface air temperature. II. Different reconstructions of the total solar irradiance variation and dependence on response time scale

We have previously placed the solar contribution to recent global warming in context using observations and without recourse to climate models. It was shown that all solar forcings of climate have declined since 1987. The present paper extends that analysis to include the effects of the various time constants with which the Earth’s climate system might react to solar forcing. The solar input waveform over the past 100 years is defined using observed and inferred galactic cosmic ray fluxes, valid for either a direct effect of cosmic rays on climate or an effect via their known correlation with total solar irradiance (TSI), or for a combination of the two. The implications, and the relative merits, of the various TSI composite data series are discussed and independent tests reveal that the PMOD composite used in our previous paper is the most realistic. Use of the ACRIM composite, which shows a rise in TSI over recent decades, is shown to be inconsistent with most published evidence for solar influences on pre-industrial climate. The conclusions of our previous paper, that solar forcing has declined over the past 20 years while surface air temperatures have continued to rise, are shown to apply for the full range of potential time constants for the climate response to the variations in the solar forcings.

Recent changes in solar outputs and the global mean surface temperature. III. Analysis of contributions to global mean air surface temperature rise

A multivariate fit to the variation in global mean surface air temperature anomaly over the past half century is presented. The fit procedure allows for the effect of response time on the waveform, amplitude and lag of each radiative forcing input, and each is allowed to have its own time constant. It is shown that the contribution of solar variability to the temperature trend since 1987 is small and downward; the best estimate is -1.3% and the 2sigma confidence level sets the uncertainty range of -0.7 to -1.9%. The result is the same if one quantifies the solar variation using galactic cosmic ray fluxes (for which the analysis can be extended back to 1953) or the most accurate total solar irradiance data composite. The rise in the global mean air surface temperatures is predominantly associated with a linear increase that represents the combined effects of changes in anthropogenic well-mixed greenhouse gases and aerosols, although, in recent decades, there is also a considerable contribution by a relative lack of major volcanic eruptions. The best estimate is that the anthropogenic factors contribute 75% of the rise since 1987, with an uncertainty range (set by the 2sigma confidence level using an AR(1) noise model) of 49–160%; thus, the uncertainty is large, but we can state that at least half of the temperature trend comes from the linear term and that this term could explain the entire rise. The results are consistent with the intergovernmental panel on climate change (IPCC) estimates of the changes in radiative forcing (given for 1961–1995) and are here combined with those estimates to find the response times, equilibrium climate sensitivities and pertinent heat capacities (i.e. the depth into the oceans to which a given radiative forcing variation penetrates) of the quasi-periodic (decadal-scale) input forcing variations. As shown by previous studies, the decadal-scale variations do not penetrate as deeply into the oceans as the longer term drifts and have shorter response times. Hence, conclusions about the response to century-scale forcing changes (and hence the associated equilibrium climate sensitivity and the temperature rise commitment) cannot be made from studies of the response to shorter period forcing changes.

Translating climate forecasts into agricultural terms: advances and challenges

Seasonal climate prediction offers the potential to anticipate variations in crop production early enough to adjust critical decisions. Until recently, interest in exploiting seasonal forecasts from dynamic climate models (e.g. general circulation models, GCMs) for applications that involve crop simulation models has been hampered by the difference in spatial and temporal scale of GCMs and crop models, and by the dynamic, nonlinear relationship between meteorological variables and crop response. Although GCMs simulate the atmosphere on a sub-daily time step, their coarse spatial resolution and resulting distortion of day-to-day variability limits the use of their daily output. Crop models have used daily GCM output with some success by either calibrating simulated yields or correcting the daily rainfall output of the GCM to approximate the statistical properties of historic observations. Stochastic weather generators are used to disaggregate seasonal forecasts either by adjusting input parameters in a manner that captures the predictable components of climate, or by constraining synthetic weather sequences to match predicted values. Predicting crop yields, simulated with historic weather data, as a statistical function of seasonal climatic predictors, eliminates the need for daily weather data conditioned on the forecast, but must often address poor statistical properties of the crop-climate relationship. Most of the work on using crop simulation with seasonal climate forecasts has employed historic analogs based on categorical ENSO indices. Other methods based on classification of predictors or weather types can provide daily weather inputs to crop models conditioned on forecasts. Advances in climate-based crop forecasting in the coming decade are likely to include more robust evaluation of the methods reviewed here, dynamically embedding crop models within climate models to account for crop influence on regional climate, enhanced use of remote sensing, and research in the emerging area of 'weather within climate'.

Translating climate forecasts into agricultural terms: advances and challenges

Seasonal climate prediction offers the potential to anticipate variations in crop production early enough to adjust critical decisions. Until recently, interest in exploiting seasonal forecasts from dynamic climate models (e.g. general circulation models, GCMs) for applications that involve crop simulation models has been hampered by the difference in spatial and temporal scale of GCMs and crop models, and by the dynamic, nonlinear relationship between meteorological variables and crop response. Although GCMs simulate the atmosphere on a sub-daily time step, their coarse spatial resolution and resulting distortion of day-to-day variability limits the use of their daily output. Crop models have used daily GCM output with some success by either calibrating simulated yields or correcting the daily rainfall output of the GCM to approximate the statistical properties of historic observations. Stochastic weather generators are used to disaggregate seasonal forecasts either by adjusting input parameters in a manner that captures the predictable components of climate, or by constraining synthetic weather sequences to match predicted values. Predicting crop yields, simulated with historic weather data, as a statistical function of seasonal climatic predictors, eliminates the need for daily weather data conditioned on the forecast, but must often address poor statistical properties of the crop-climate relationship. Most of the work on using crop simulation with seasonal climate forecasts has employed historic analogs based on categorical ENSO indices. Other methods based on classification of predictors or weather types can provide daily weather inputs to crop models conditioned on forecasts. Advances in climate-based crop forecasting in the coming decade are likely to include more robust evaluation of the methods reviewed here, dynamically embedding crop models within climate models to account for crop influence on regional climate, enhanced use of remote sensing, and research in the emerging area of 'weather within climate'.

Building synergies in development research: The application of the mosaic model to animal health research

Development research has responded to a number of charges over the past few decades. For example, when traditional research was accused of being 'top-down', the response was participatory research, linking the 'receptors' to the generators of research. As participatory processes were recognised as producing limited outcomes, the demand-led agenda was born. In response to the alleged failure of research to deliver its products, the 'joined-up' model, which links research with the private sector, has become popular. However, using examples from animal-health research, this article demonstrates that all the aforementioned approaches are seriously limited in their attempts to generate outputs to address the multi-faceted problems facing the poor. The article outlines a new approach to research: the Mosaic Model. By combining different knowledge forms, and focusing on existing gaps, the model aims to bridge basic and applied findings to enhance the efficiency and value of research, past, present, and future.

Reverberant auditory environments: the effects of multiple echoes on distraction by 'irrelevant' speech

Two experiments examine the effect on an immediate recall test of simulating a reverberant auditory environment in which auditory distracters in the form of speech are played to the participants (the 'irrelevant sound effect'). An echo-intensive environment simulated by the addition of reverberation to the speech reduced the extent of 'changes in state' in the irrelevant speech stream by smoothing the profile of the waveform. In both experiments, the reverberant auditory environment produced significantly smaller irrelevant sound distraction effects than an echo-free environment. Results are interpreted in terms of changing-state hypothesis, which states that acoustic content of irrelevant sound, rather than phonology or semantics, determines the extent of the irrelevant sound effect (ISE). Copyright (C) 2007 John Wiley & Sons, Ltd.

High signal to noise ratio THz spectroscopy with ASOPS and signal processing schemes for mapping and controlling molecular and bulk relaxation processes

Asynchronous Optical Sampling has the potential to improve signal to noise ratio in THz transient sperctrometry. The design of an inexpensive control scheme for synchronising two femtosecond pulse frequency comb generators at an offset frequency of 20 kHz is discussed. The suitability of a range of signal processing schemes adopted from the Systems Identification and Control Theory community for further processing recorded THz transients in the time and frequency domain are outlined. Finally, possibilities for femtosecond pulse shaping using genetic algorithms are mentioned.

An improved reliability Cuk based solar inverter with sliding mode control

Many photovoltaic inverter designs make use of a buck based switched mode power supply (SMPS) to produce a rectified sinusoidal waveform. This waveform is then unfolded by a low frequency switching structure to produce a fully sinusoidal waveform. The Cuk SMPS could offer advantages over the buck in such applications. Unfortunately the Cuk converter is considered to be difficult to control using classical methods. Correct closed loop design is essential for stable operation of Cuk converters. Due to these stability issues, Cuk converter based designs often require stiff low bandwidth control loops. In order to achieve this stable closed loop performance, traditional designs invariably need large, unreliable electrolytic capacitors. In this paper, an inverter with a sliding mode control approach is presented which enables the designer to make use of the Cuk converters advantages, while ameliorating control difficulties. This control method allows the selection of passive components based predominantly on ripple and reliability specifications while requiring only one state reference signal. This allows much smaller, more reliable non-electrolytic capacitors to be used. A prototype inverter has been constructed and results obtained which demonstrate the design flexibility of the Cuk topology when coupled with sliding mode control.

3D surface point and wireframe reconstruction from multiview photographic images

This paper describes a new method for reconstructing 3D surface points and a wireframe on the surface of a freeform object using a small number, e.g. 10, of 2D photographic images. The images are taken at different viewing directions by a perspective camera with full prior knowledge of the camera configurations. The reconstructed surface points are frontier points and the wireframe is a network of contour generators. Both of them are reconstructed by pairing apparent contours in the 2D images. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The unique pattern of the reconstructed points and contours may be used in 31) object recognition and measurement without computationally intensive full surface reconstruction. The results are obtained from both computer-generated and real objects. (C) 2007 Elsevier B.V. All rights reserved.

Optimal 3D surface reconstruction from a small number of conventional 2D X-ray images

This paper describes a method for reconstructing 3D frontier points, contour generators and surfaces of anatomical objects or smooth surfaces from a small number, e. g. 10, of conventional 2D X-ray images. The X-ray images are taken at different viewing directions with full prior knowledge of the X-ray source and sensor configurations. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the number of viewing directions is fixed and the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The technique may be used not only in medicine but also in industrial applications.

Blind channel estimation for multi-rate multicarrier DS/CDMA communications

Multi-rate multicarrier DS/CDMA is a potentially attractive multiple access method for future wireless communications networks that must support multimedia, and thus multi-rate, traffic. Several receiver structures exist for single-rate multicarrier systems, but little has been reported on multi-rate multicarrier systems. Considering that high-performance detection such as coherent demodulation needs the explicit knowledge of the channel, based on the finite-length chip waveform truncation, this paper proposes a subspace-based scheme for timing and channel estimation in multi-rate multicarrier DS/CDMA systems, which is applicable to both multicode and variable spreading factor systems. The performance of the proposed scheme for these two multi-rate systems is validated via numerical simulations. The effects of the finite-length chip waveform truncation on the performance of the proposed scheme is also analyzed theoretically.