Curso de matematica para economistas - Capitulo IV : otimização estatica

Os autores objetivam, com este trabalho preliminar, bem como com aqueles que lhe darão continuidade, na sequência de composição de um livro de matemática para economistas, registrar as suas experiências ao longo dos últimos anos ministrando cadeiras de matemática nos cursos de pós-graduação em economia da Fundação Getúlio Vargas, da UFF (Universidade Federal Fluminense) e da PUC-RJ. Reveste-se de constante repetição em tais cursos a discussão sobre que pontos abordar, bem como com qual grau de profundidade, e em que ordem. É neste sentido que os autores esperam, com a sequência didática que aqui se inicia, trazer alguma contribuição para o assunto. A parte teórica relativa à demonstração do Teorema de Kuhn Tucker aqui apresentada transcreve, com a aquiescência do autor, textos selecionados de "Análise Convexa do Rn." de Mario Henrique Simonsen.

Um modelo matemático baseado em wavelets para análise do método térmico de recuperação de óleo pesado aplicando irradiação eletromagnética

This work proposes a model to investigate the use of a cylindrical antenna used in the thermal method of recovering through electromagnetic radiation of high-viscosity oil. The antenna has a simple geometry, adapted dipole type, and it can be modelled by using Maxwell s equation. The wavelet transforms are used as basis functions and applied in conjunction with the method of moments to obtain the current distribution in the antenna. The electric field, power and temperature distribution are carefully calculated for the analysis of the antenna as electromagnetic heating. The energy performance is analyzed based on thermo-fluid dynamic simulations at field scale, and through the adaptation in the Steam Thermal and Advanced Processes Reservoir Simulator (STARS) by Computer Modelling Group (CMG). The model proposed and the numerical results obtained are stable and presented good agreement with the results reported in the specialized literature

Classificação de distúrbios na rede elétrica usando redes neurais e wavelets

Post dispatch analysis of signals obtained from digital disturbances registers provide important information to identify and classify disturbances in systems, looking for a more efficient management of the supply. In order to enhance the task of identifying and classifying the disturbances - providing an automatic assessment - techniques of digital signal processing can be helpful. The Wavelet Transform has become a very efficient tool for the analysis of voltage or current signals, obtained immediately after disturbance s occurrences in the network. This work presents a methodology based on the Discrete Wavelet Transform to implement this process. It uses a comparison between distribution curves of signals energy, with and without disturbance. This is done for different resolution levels of its decomposition in order to obtain descriptors that permit its classification, using artificial neural networks

GPS Satellite Kinematic Relative Positioning: Analyzing and Improving the Functional Mathematical Model Using Wavelets

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

Mathematical tests about the existence and applications of PPS-wavelets in function approximation problems

Neural networks and wavelet transform have been recently seen as attractive tools for developing eficient solutions for many real world problems in function approximation. Function approximation is a very important task in environments where computation has to be based on extracting information from data samples in real world processes. So, mathematical model is a very important tool to guarantee the development of the neural network area. In this article we will introduce one series of mathematical demonstrations that guarantee the wavelets properties for the PPS functions. As application, we will show the use of PPS-wavelets in pattern recognition problems of handwritten digit through function approximation techniques.

Estudo da transformada rápida wavelet e sua conexão com banco de filtros

In this work we presented an exhibition of the mathematical theory of orthogonal compact support wavelets in the context of multiresoluction analysis. These are particularly attractive wavelets because they lead to a stable and very efficient algorithm, that is Fast Transform Wavelet (FWT). One of our objectives is to develop efficient algorithms for calculating the coefficients wavelet (FWT) through the pyramid algorithm of Mallat and to discuss his connection with filters Banks. We also studied the concept of multiresoluction analysis, that is the context in that wavelets can be understood and built naturally, taking an important step in the change from the Mathematical universe (Continuous Domain) for the Universe of the representation (Discret Domain)

Application of wavelets to the evaluation of phantom images for mammography quality control

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Microcalcification Border Characterization Using Wavelets on Digital Mammograms

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Harmonics filtering and detection of disturbances using wavelets

Traditional mathematical tools, like Fourier Analysis, have proven to be efficient when analyzing steady-state distortions; however, the growing utilization of electronically controlled loads and the generation of a new dynamics in industrial environments signals have suggested the need of a powerful tool to perform the analysis of non-stationary distortions, overcoming limitations of frequency techniques. Wavelet Theory provides a new approach to harmonic analysis, focusing the decomposition of a signal into non-sinusoidal components, which are translated and scaled in time, generating a time-frequency basis. The correct choice of the waveshape to be used in decomposition is very important and discussed in this work. A brief theoretical introduction on Wavelet Transform is presented and some cases (practical and simulated) are discussed. Distortions commonly found in industrial environments, such as the current waveform of a Switched-Mode Power Supply and the input phase voltage waveform of motor fed by inverter are analyzed using Wavelet Theory. Applications such as extracting the fundamental frequency of a non-sinusoidal current signal, or using the ability of compact representation to detect non-repetitive disturbances are presented.

Multipath reduction from GPS double differences using wavelets: How far can we go?

Wavelets are being extensively used in Geodetic applications. In this paper, the Multi-Resolution Analysis (MRA) using wavelets is applied to pseudorange and carrier phase GPS double differences (DDs) in order to reduce multipath effects. The wavelets were already applied to GPS carrier phase DDs, but some questions remain: How good can be the results, and are all multipath effects reduced? The answers to these questions are discussed in this paper. Thus, the wavelet transform is used to decompose the DD signals, splitting them in lower resolution components. After the decomposition process, the wavelet shrinkage is performed by thresholding to eliminate the components relative to multipath effects. Then, the DD observation can be reconstructed. This new DD signal is used to perform the baseline processing. The daily multipath repeatability was verified. With the application of the proposed approach, the results showed that the reliability of the ambiguity resolution and accuracy of the results improved when compared with the standard procedure. Furthermore, the method showed to be very efficient computationally, because, it is not noticed, at practical level, difference in the time span between the processing with and without application of the proposed method. However, only the high frequency multipath was eliminated.

GPS ambiguity resolution and validation under multipath effects: Improvements using wavelets

Integer carrier phase ambiguity resolution is the key to rapid and high-precision global navigation satellite system (GNSS) positioning and navigation. As important as the integer ambiguity estimation, it is the validation of the solution, because, even when one uses an optimal, or close to optimal, integer ambiguity estimator, unacceptable integer solution can still be obtained. This can happen, for example, when the data are degraded by multipath effects, which affect the real-valued float ambiguity solution, conducting to an incorrect integer (fixed) ambiguity solution. Thus, it is important to use a statistic test that has a correct theoretical and probabilistic base, which has became possible by using the Ratio Test Integer Aperture (RTIA) estimator. The properties and underlying concept of this statistic test are shortly described. An experiment was performed using data with and without multipath. Reflector objects were placed surrounding the receiver antenna aiming to cause multipath. A method based on multiresolution analysis by wavelet transform is used to reduce the multipath of the GPS double difference (DDs) observations. So, the objective of this paper is to compare the ambiguity resolution and validation using data from these two situations: data with multipath and with multipath reduced by wavelets. Additionally, the accuracy of the estimated coordinates is also assessed by comparing with the ground truth coordinates, which were estimated using data without multipath effects. The success and fail probabilities of the RTIA were, in general, coherent and showed the efficiency and the reliability of this statistic test. After multipath mitigation, ambiguity resolution becomes more reliable and the coordinates more precise. © Springer-Verlag Berlin Heidelberg 2007.

Oropharyngeal dysphagia identification using wavelets and optimum path forest

The swallowing disturbers are defined as oropharyngeal dysphagia when present specifies signals and symptoms that are characterized for alterations in any phases of swallowing. Early diagnosis is crucial for the prognosis of patients with dysphagia and the potential to diagnose dysphagia in a noninvasive manner by assessing the sounds of swallowing is a highly attractive option for the dysphagia clinician. This study proposes a new framework for oropharyngeal dysphagia identification, having two main contributions: a new set of features extract from swallowing signal by discrete wavelet transform and the dysphagia classification by a novel pattern classifier called OPF. We also employed the well known SVM algorithm in the dysphagia identification task, for comparison purposes. We performed the experiments in two sub-signals: the first was the moment of the maximal peak (MP) of the signal and the second is the swallowing apnea period (SAP). The OPF final accuracy obtained were 85.2% and 80.2% for the analyzed signals MP and SAP, respectively, outperforming the SVM results. ©2008 IEEE.