Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.

Polar Multiplicities and Euler obstruction of the stable types in weighted homogeneous map germs from C-n to C-3 n >= 3

In this article we show that for corank 1, quasi-homogeneous and finitely determined map germs f : (C-n, 0)-> (C-3, 0), n >= 3 one can obtain formulae for the polar multiplicities defined on the following stable types of f, f(Delta(f) and f(Sigma(n-2,1)(f), in terms of the weights and degrees of f. As a consequence we show how to compute the Euler obstruction of such stable types, also in terms of the weights and degrees of f.

Manganese(III) porphyrins: Catalytic activity and intermediate studies in homogeneous systems

We studied how solvent, stirring method, PhIO/MnP molar ratio, presence of water and axial ligand affect the catalytic activities of Mn(TPP)Cl, Mn(MNPP)Cl, Mn(TDCPP)Cl and Mn(TFPP)Cl in the oxidation of cyclohexane by PhIO. A study of the catalytic intermediates in the reaction between Mn(TPP)Cl or Mn(TDCPP)Cl and PhIO was also carried out by UV-Vis and EPR spectroscopies. The reaction of Mn(TPP)Cl with PhIO showed the formation of a mixture of species Mn-IV(OP+ and Mn-V(O)P as intermediates, which were confirmed by the deconvolution of the UV-Vis spectra. Addition of imidazole as cocatalyst favoured the formation of the intermediate species Mn-V(O)P, evidenced by the UV-Vis band at 408 nm. The corresponding EPR spectra gave evidence that in the presence of imidazole, Mn-IV(OP+ species are formed only in very low amounts. For Mn(TDCPP)Cl the dominating intermediate species is Mn-IV(OP+. Addition of imidazole to halogen-substituted MnP systems does not result in increase of the C-ol yields because very stable bis-imidazole-MnP complexes are formed. Anchoring of such MnP on imidazole propyl gel (IPG) results in better catalytic activity because in this case, the catalyst is mono-coordinated to the support and imidazole favours the formation of the intermediate species Mn-V(O)P.

Modelling frequency distributions of 5 minute-averaged solar radiation indexes using Beta probability functions

Five minute-averaged values of sky clearness, direct and diffuse indices, were used to model the frequency distributions of these variables in terms of optical air mass. From more than four years of solar radiation observations it was found that variations in the frequency distributions of the three indices of optical air mass for Botucatu, Brazil, are similar to those in other places, as published in the literature. The proposed models were obtained by linear combination of normalized Beta probability functions, using the observed distributions derived from three years of data. The versatility of these functions allows modelling of all three irradiance indexes to similar levels of accuracy. A comparison with the observed distributions obtained from one year of observations indicate that the models are able to reproduce the observed frequency distributions of all three indices at the 95% confidence level.

Homogeneous photodegradation of CI Reactive Blue 4 using a photo-Fenton process under artificial and solar irradiation

The oxidation of C.I. Reactive Blue 4 (RB4) by photo-Fenton process mediated by lerrioxalate was investigated under artificial and solar irradiation. The RB4 degradation in acidic medium (pH 2.5) was evaluated by the decrease in Total Organic Carbon (TOC) content and color, measured by the decrease in chromophore absorption band (600 nm). The influence of ferrioxalate and H2O2 concentrations on the dye degradation was studied and best results were obtained using 1.0 mM ferrioxalate and 10 nM of hydrogen peroxide. Under these experimental conditions, 80% of TOC and 100% of color removal were obtained for a 0.1 mM RB4 dye in 35 min of solar irradiation. (c) 2006 Elsevier Ltd. All rights reserved.

The gradually truncated Levy flight for systems with power-law distributions

Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Synthesis and properties of branched polyethylene/high-density polyethylene blends using a homogeneous binary catalyst system composed of early and late transition metal complexes

Branched polyethylene/high-density polyethylene blends (BPE/HDPE) with a wide range of molecular weights, melt flow indexes (MFI), and intrinsic viscosity were prepared using the homogeneous binary catalyst system composed by Ni(alpha-diimine)Cl-2 (1) (alpha-diimine = 1,4-bis(2,6-diisopropylphenyl)-acenaphthenediimine) and {Tp(Ms*)} TiCl3 (2) (Tp(Ms*)=hydridobis(3-mesitylpyrazol-1-yl)(5-mesityl-pyrazol-1-yl)) activated with MAO and/or TIBA in hexane at two different polymerization temperatures (30 and 55 degreesC) and by varying the nickel loading molar fraction (x(Ni)). At all Temperatures, a non-linear correlation between the x(Ni) and the productivity was observed, suggesting the occurrence of a synergistic effect between the nickel and the titanium catalyst precursors, which is more pronounced at 55 degreesC. The molecular weight of the BPE/HDPE blends considerably decreases with increasing Al/M molar ratio. The melt flow indexes (MFI) and intrinsic viscosities (eta) are strongly affected by x(Ni), but the melting temperatures are nearly constant, 132 +/- 3 degreesC. Dynamic mechanical thermal analysis (DMTA) shows the formation of different polymeric materials where the stiffness vanes according, to the x(Ni) and temperature used in the polymerization reaction. The surface morphology of the BPE/HDPE blends studied by scanning electron microscopy (SEM) revealed a low miscibility between the PE phases resulting in the formation of a sandwich structure after etching with o-xylene.

Factors which affect the catalytic activity of iron(III) meso tetrakis(2,6-dichlorophenyl)porphyrin chloride in homogeneous system

An optimization study of the reaction conditions of Fe(TDCPP)Cl when it is used as catalyst in the hydroxylation of cyclohexane by iodosylbenzene (PhIO) has been carried out, It was found that Fe(TDCPP)Cl follows the classical PhIO mechanism described for Fe(TPP)Cl, which involves the monomeric active species Fe-IV(O)P-+. (I). In the optimized condition ([Fe(TDCPP) = 3.0 X 10(-4) mol l(-1) in 1,2-dichloroethane (DCE); ultrasound stirring at 0 degrees C; PhIO/FeP molar ratio = 100), this FeP led to a yield of cyclohexanol (C-ol) of 96% and a turnover number of 96, Therefore, Fe(TDCPP)Cl may be considered a good biomimetic model and a very stable, resistant and selective catalyst, which yields C-ol as the sole product. DCE showed to be a better solvent than dichloromethane (DCM), 1 DCE:1 MeOH mixture or acetonitrile (ACN). Since the Fe-IV(O)P-+. is capable of abstracting hydrogen atom from DCM, MeOH or ACN, the solvent competes with the substrate. Presence of O-2 lowers the yield of C-ol, as it can further oxidize this alcohol to carboxylic acid in the presence of radicals, Presence of H2O also causes a decrease in the yield, since it converts the active species I into Fe-IV(OH)P, which cannot oxidize cyclohexane. Addition of excess imidazole or OH- to the system results in a decrease in the yield of C-ol, due to the formation of the hexacoordinated complexes Fe(TDCPP)Im(2)(+) (low-spin, beta(2) = 2.5 X 10(8) mol(-2) l(2)) and Fe(TDCPP)(OH)(2)(-) (high-spin, beta(2) = 6.3 X 10(7) mol(-2) l(2)), the formation of both Fe(TDCPP)Im(2)(+) and Fe(TDCPP)(OH)(2)(-) complexes were confirmed by EPR studies. The catalytic activities of Fe(TDCPP)C and Fe(TFPP)Cl were compared, the unusually high yields of C-ol with Fe(TFPP)Cl obtained when ultrasound, DCM and O-2 atmosphere were used, suggest that a parallel mechanism involving the mu-oxo dimer form, O-2 and radicals may also be occurring with this FeP, besides the PhIO mechanism.

Bayesian longitudinal data analysis with mixed models and thick-tailed distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.

Discrete coherent states and probability distributions in finite-dimensional spaces

Operator bases are discussed in connection with the construction of phase space representatives of operators in finite-dimensional spaces, and their properties are presented. It is also shown how these operator bases allow for the construction of a finite harmonic oscillator-like coherent state. Creation and annihilation operators for the Fock finite-dimensional space are discussed and their expressions in terms of the operator bases are explicitly written. The relevant finite-dimensional probability distributions are obtained and their limiting behavior for an infinite-dimensional space are calculated which agree with the well known results. (C) 1996 Academic Press, Inc.

SOME CONSEQUENCES OF A SYMMETRY IN STRONG DISTRIBUTIONS

Some polynomials and interpolatory quadrature rules associated with strong Stieltjes distributions are considered, especially when the distributions satisfy a Certain symmetric property. (C) 1995 Academic Press, Inc.

Multifractal characterization of saprolite particle-size distributions after topsoil removal

Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

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