992 resultados para jump telegraph model


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We present measurements of the non-linear oscillations of a portal frame foundation for a non-ideal motor. We consider a three-time redundant structure with two columns, clamped in their bases and a horizontal beam. An electrical unbalanced motor is mounted at mid span of the beam. Two non-linear phenomena are studied: a) mode saturation and energy transfer between modes; b) interaction between high amplitude motions of the structure and the rotation regime of a real limited power motor. The dynamic characteristics of the structure were chosen to have one-to-two internal resonance between the anti-symmetrical mode (sway motions) and the first symmetrical mode natural frequencies. As the excitation frequency reaches near resonance conditions with the 2nd natural frequency, the amplitude of this mode grows up to a certain level and then it saturates. The surplus energy pumped into the system is transferred to the sway mode, which experiences a sudden increase in its amplitude. Energy is transformed from low amplitude high frequency motion into high amplitude low frequency motion. Such a transformation is potentially dangerous.We consider the fact that real motors, such as the one used in this study, have limited power output. In this case, this energy source is said to be non-ideal, in contrast to the ideal source whose amplitude and frequency are independent of the motion of the structure. Our experimental research detected the Sommerfeld Effect: as the motor accelerates to reach near resonant conditions, a considerable part of its output energy is consumed to generate large amplitude motions of the structure and not to increase its own angular speed. For certain parameters of the system, the motor can get stuck at resonance not having enough power to reach higher rotation regimes. If some more power is available, jump phenomena may occur from near resonance to considerably higher motor speed regimes, no stable motions being possible between these two.

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A boundary element method (BEM) formulation to predict the behavior of solids exhibiting displacement (strong) discontinuity is presented. In this formulation, the effects of the displacement jump of a discontinuity interface embedded in an internal cell are reproduced by an equivalent strain field over the cell. To compute the stresses, this equivalent strain field is assumed as the inelastic part of the total strain. As a consequence, the non-linear BEM integral equations that result from the proposed approach are similar to those of the implicit BEM based on initial strains. Since discontinuity interfaces can be introduced inside the cell independently on the cell boundaries, the proposed BEM formulation, combined with a tracking scheme to trace the discontinuity path during the analysis, allows for arbitrary discontinuity propagation using a fixed mesh. A simple technique to track the crack path is outlined. This technique is based on the construction of a polygonal line formed by segments inside the cells, in which the assumed failure criterion is reached. Two experimental concrete fracture tests were analyzed to assess the performance of the proposed formulation.

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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.

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The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

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This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

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

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We analyze new results on a magnetically levitated body (a block including a magnet whose bottom pole is set in such a way as to repel the upper pole of a magnetic base) excited by a non-ideal energy source (an unbalanced electric motor of limited power supply). These new results are related to the jump phenomena and increase of power required of such sources near resonance are manifestations of a non-ideal system and they are referred as the Sommerfeld effect, which emulates an energy sink. In this work, we also discuss control strategies to be applied to this system, in resonance conditions, in order to decrease its vibration amplitude and avoiding this apparent energy sink.

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The purpose of this study was to assess the effect of training load regulation, using the CMJ at the beginning of the session, on the total plyometric training load and the vertical jump performance. 44 males were divided into 4 groups: No Regulation Group (nRG), Regulation Group (RG), Yoked Group (YG) and Control Group (CG). The nRG received 6 weeks of plyometric training, with no adjustment in training load. The RG underwent the same training; however, the training load was adjusted according to the CMJ performance at the beginning of each session. The adjustment made in RG was replicated for the volunteers from the corresponding quartile in the YG, with no consideration given to the YG participant's condition at the beginning of its session. At the end of the training, the CMJ and SJ performance of all of the participants was reassessed. The total training load was significantly lower (p=0.036; ES=0.82) in the RG and the YG (1905 +/- 37 jumps) compared to the nRG (1926 +/- 0 jumps). The enhancement in vertical jump performance was significant for the groups that underwent the training (p<0.001). Vertical jump performance, performed at the beginning of the session, as a tool to regulate the training load resulted in a decrease of the total training load, without decreasing the long-term effects on vertical jump performance.

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Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

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In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

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At head of title: "Repair, Evaluation, Maintenance, and Rehabilitation Research Program."

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"August 1973."

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We analyse the relation between local two-atom and total multi-atom entanglements in the Dicke system composed of a large number of atoms. We use concurrence as a measure of entanglement between two atoms in the multi-atom system, and the spin squeezing parameter as a measure of entanglement in the whole n-atom system. In addition, the influence of the squeezing phase and bandwidth on entanglement in the steady-state Dicke system is discussed. It is shown that the introduction of a squeezed field leads to a significant enhancement of entanglement between two atoms, and the entanglement increases with increasing degree of squeezing and bandwidth of the incident squeezed field. In the presence of a coherent field the entanglement exhibits a strong dependence on the relative phase between the squeezed and coherent fields, that can jump quite rapidly from unentangled to strongly entangled values when the phase changes from zero to pi. We find that the jump of the degree of entanglement is due to a flip of the spin squeezing from one quadrature component of the atomic spin to the other component when the phase changes from zero to pi. We also analyse the dependence of the entanglement on the number of atoms and find that, despite the reduction in the degree of entanglement between two atoms, a large entanglement is present in the whole n-atom system and the degree of entanglement increases as the number of atoms increases.

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This paper presents the results of a real bridge field experiment, carried out on a fiber reinforced polymer (FRP) pedestrian truss bridge of which nodes are reinforced with stainless steel plates. The aim of this paper is to identify the dynamic parameters of this bridge by using both conventional techniques and a model updating algorithm. In the field experiment, the bridge was instrumented with accelerometers at a number of locations on the bridge deck, recording both vertical and transverse vibrations. It was excited via jump tests at particular locations along its span and the resulting acceleration signals are used to identify dynamic parameters, such as the bridge mode shape, natural frequency and damping constant. Pedestrianinduced vibrations are also measured and utilized to identify dynamic parameters of the bridge. For a complete analysis of the bridge, a numerical model of the FRP bridge is created whose properties are calibrated utilizing a model updating algorithm. Comparable frequencies and mode shapes to those from the experiment were obtained by the FE models considering the reinforcement by increasing elastic modulus at every node of the bridge by stainless steel plate. Moreover, considering boundary conditions at both ends as fixed in the model resulted in modal properties comparable/similar to those from the experiment. This study also demonstrated that the effect of reinforcement and boundary conditions must be properly considered in an FE model to analyze real behavior of the FRP bridge.