871 resultados para Investimentos - Administração - Modelos matemáticos


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As culturas do milho e da soja respondem pela maior parte da produção nacional de grãos, predominando o sistema de plantio direto. Para uma semeadura direta de qualidade, o bom aterramento do sulco é indispensável, pois garante um ambiente adequado às sementes. Neste sentido, é importante estimar a mobilização de solo promovida por uma haste sulcadora estreita durante esta operação. O modelo analítico existente visa representar a mobilização do solo no sistema de plantio convencional. Como consequência, há situações em que este não pode se aplicado, como no caso de hastes sulcadoras estreitas utilizadas em semeadoras de plantio direto. Nestas situações, o mecanismo de falha do solo pode se alterar, assumindo um comportamento não modelado na literatura. Essa pesquisa propõe um modelo fuzzy capaz de representar estas situações, aproveitando conhecimento da teoria de mecânica dos solos e da análise de resultados experimentais. No modelo proposto, parte das regras descrevem situações não abrangidas pelo modelo analítico, as quais foram formuladas a partir da estimativa das prováveis áreas de solo mobilizado. O modelo fuzzy foi testado com dados de experimentos conduzidos durante a pesquisa, em duas condições de granulometria de solo (arenoso e argiloso). O modelo proposto reproduziu as tendências observadas nos dados experimentais, mas superestimou os valores de área observados, sendo esse efeito bem mais intenso para os dados do experimento em solo arenoso. A superestimativa ocorreu devido à soma de diversos fatores. Um deles é a diferença entre as leituras experimentais, as quais consideram apenas o solo realmente movimentado, e a premissa do modelo analítico, que considera toda a área de solo incluindo aquela cisalhada, porém não mobilizada. Outro fator foi devido ao efeito do disco de corte da palha, que pré-cisalha o solo à frente da ferramenta. No ensaio em solo arenoso os valores observados de área de solo mobilizado foram menores que os esperados, intensificando o efeito de superestimativa do modelo fuzzy, sendo que este efeito não representa uma deficiência deste modelo.

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We present the first detailed numerical study in three dimensions of a first-order phase transition that remains first order in the presence of quenched disorder (specifically, the ferromagnetic-paramagnetic transition of the site-diluted four states Potts model). A tricritical point, which lies surprisingly near the pure-system limit and is studied by means of finite-size scaling, separates the first-order and second-order parts of the critical line. This investigation has been made possible by a new definition of the disorder average that avoids the diverging-variance probability distributions that plague the standard approach. Entropy, rather than free energy, is the basic object in this approach that exploits a recently introduced microcanonical Monte Carlo method.

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A unidade de coqueamento retardado é um processo térmico de conversão, utilizado pelas refinarias, para converter cargas residuais em produtos de baixo peso molecular e com alto valor agregado (gases, nafta e gasóleo) e coque verde de petróleo. Um pequeno aumento no rendimento líquido da unidade de coqueamento retardado proporciona benefícios económicos consideráveis, especialmente no destilado líquido. A concorrência no mercado, as restrições sobre as especificações do produto e gargalos operacionais exigem um melhor planejamento da produção. Portanto, o desenvolvimento de novas estratégias e modelos matemáticos, focados em melhores condições de operação do processo industrial e formulações de produtos, é essencial para alcançar melhores rendimentos e um acompanhamento mais preciso da qualidade do produto. Este trabalho tem como objetivo o desenvolvimento de modelo matemático do conjunto forno-reator do processo de coqueamento, a partir de informações obtidas em uma planta industrial. O modelo proposto é baseado na caracterização da carga e dos produtos em pseudocomponentes, modelos cinéticos de grupos e condições de equilíbrio liquido-vapor. Além disso, são discutidos os principais desafios para o desenvolver o modelo matemático do forno e do reator, bem como a caracterização rigorosa do resíduo de vácuo e dos produtos para determinar os parâmetros que afetam a morfologia do coque e a zona de reação no interior do reator de coque.

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We describe the hardwired implementation of algorithms for Monte Carlo simulations of a large class of spin models. We have implemented these algorithms as VHDL codes and we have mapped them onto a dedicated processor based on a large FPGA device. The measured performance on one such processor is comparable to O(100) carefully programmed high-end PCs: it turns out to be even better for some selected spin models. We describe here codes that we are currently executing on the IANUS massively parallel FPGA-based system.

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We present a detailed numerical study on the effects of adding quenched impurities to a three dimensional system which in the pure case undergoes a strong first order phase transition (specifically, the ferromagnetic/paramagnetic transition of the site-diluted four states Potts model). We can state that the transition remains first-order in the presence of quenched disorder (a small amount of it) but it turns out to be second order as more impurities are added. A tricritical point, which is studied by means of Finite-Size Scaling, separates the first-order and second-order parts of the critical line. The results were made possible by a new definition of the disorder average that avoids the diverging-variance probability distributions that arise using the standard methodology. We also made use of a recently proposed microcanonical Monte Carlo method in which entropy, instead of free energy, is the basic quantity.

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The ion Drift Kinetic Equation (DKE) which describes the ion coUisional transport is solved for the TJ-II device plasmas. This non-linear equation is computed by peribrming a mean field iterative calculation. In each step of the calculation, a Fokker-Planck equation is solved by means of the Langevin approach: one million particles are followed in a realistic TJ-II magnetic configuration, taking into account collisions and electric field. This allows to avoid the assumptions made in the usual neoclassical approach, namely considering radially narrow particle trajectories, diffusive transport, energy conservation and infinite parallel transport. As a consequence, global features of transport, not present in the customary neoclassical models, appear: non-diffusive transport and asymmetries on the magnetic surfaces.

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The phase diagram of soft spheres with size dispersion is studied by means of an optimized Monte Carlo algorithm which allows us to equilibrate below the kinetic glass transition for all size distributions. The system ubiquitously undergoes a first-order freezing transition. While for a small size dispersion the frozen phase has a crystalline structure, large density inhomogeneities appear in the highly disperse systems. Studying the interplay between the equilibrium phase diagram and the kinetic glass transition, we argue that the experimentally found terminal polydispersity of colloids is a purely kinetic phenomenon.

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A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm thermalizes well below the Mode Coupling temperature and outperforms other optimized Monte Carlo methods.

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We show numeric evidence that, at low enough temperatures, the potential energy density of a glass-forming liquid fluctuates over length scales much larger than the interaction range. We focus on the behavior of translationally invariant quantities. The growing correlation length is unveiled by studying the finite-size effects. In the thermodynamic limit, the specific heat and the relaxation time diverge as a power law. Both features point towards the existence of a critical point in the metastable supercooled liquid phase.

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Dedicated machines designed for specific computational algorithms can outperform conventional computers by several orders of magnitude. In this note we describe Ianus, a new generation FPGA based machine and its basic features: hardware integration and wide reprogrammability. Our goal is to build a machine that can fully exploit the performance potential of new generation FPGA devices. We also plan a software platform which simplifies its programming, in order to extend its intended range of application to a wide class of interesting and computationally demanding problems. The decision to develop a dedicated processor is a complex one, involving careful assessment of its performance lead, during its expected lifetime, over traditional computers, taking into account their performance increase, as predicted by Moore’s law. We discuss this point in detail.

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O propósito deste trabalho foi o desenvolvimento de um procedimento simulador de processo reproduzindo a etapa de destilação extrativa de uma unidade de extração de butadieno a partir de uma corrente de hidrocarbonetos na faixa de quatro átomos de carbono, através da adição do solvente n-metil-2- pirrolidona (NMP). Os resultados obtidos foram comparados e validados com dados de processo obtidos por uma unidade industrial de extração de butadieno. O aprofundamento nos conceitos do processo de separação através de uma ferramenta em simulador de processo capaz de predizer condições de operação permitiu avaliações de aumento de capacidade. A capacidade dos elementos internos dos equipamentos envolvidos na separação pode ser avaliada e a identificação do ponto inicial de engargalamento da unidade foi possível. O procedimento proposto também permite reduzir incertezas para identificação de novos pontos de engargalamento a partir de uma nova configuração dos elementos internos identificados como ineficientes com a elevação de carga processada.

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We report clear finite size effects in the specific heat and in the relaxation times of a model glass former at temperatures considerably smaller than the Mode Coupling transition. A crucial ingredient to reach this result is a new Monte Carlo algorithm which allows us to reduce the relaxation time by two order of magnitudes. These effects signal the existence of a large correlation length in static quantities.

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We introduce a general class of su(1|1) supersymmetric spin chains with long-range interactions which includes as particular cases the su(1|1) Inozemtsev (elliptic) and Haldane-Shastry chains, as well as the XX model. We show that this class of models can be fermionized with the help of the algebraic properties of the su(1|1) permutation operator and take advantage of this fact to analyze their quantum criticality when a chemical potential term is present in the Hamiltonian. We first study the low-energy excitations and the low-temperature behavior of the free energy, which coincides with that of a (1+1)-dimensional conformal field theory (CFT) with central charge c=1 when the chemical potential lies in the critical interval (0,E(π)), E(p) being the dispersion relation. We also analyze the von Neumann and Rényi ground state entanglement entropies, showing that they exhibit the logarithmic scaling with the size of the block of spins characteristic of a one-boson (1+1)-dimensional CFT. Our results thus show that the models under study are quantum critical when the chemical potential belongs to the critical interval, with central charge c=1. From the analysis of the fermion density at zero temperature, we also conclude that there is a quantum phase transition at both ends of the critical interval. This is further confirmed by the behavior of the fermion density at finite temperature, which is studied analytically (at low temperature), as well as numerically for the su(1|1) elliptic chain.

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We introduce a new class of generalized isotropic Lipkin–Meshkov–Glick models with su(m+1) spin and long-range non-constant interactions, whose non-degenerate ground state is a Dicke state of su(m+1) type. We evaluate in closed form the reduced density matrix of a block of Lspins when the whole system is in its ground state, and study the corresponding von Neumann and Rényi entanglement entropies in the thermodynamic limit. We show that both of these entropies scale as a log L when L tends to infinity, where the coefficient a is equal to (m  −  k)/2 in the ground state phase with k vanishing magnon densities. In particular, our results show that none of these generalized Lipkin–Meshkov–Glick models are critical, since when L-->∞ their Rényi entropy R_q becomes independent of the parameter q. We have also computed the Tsallis entanglement entropy of the ground state of these generalized su(m+1) Lipkin–Meshkov–Glick models, finding that it can be made extensive by an appropriate choice of its parameter only when m-k≥3. Finally, in the su(3) case we construct in detail the phase diagram of the ground state in parameter space, showing that it is determined in a simple way by the weights of the fundamental representation of su(3). This is also true in the su(m+1) case; for instance, we prove that the region for which all the magnon densities are non-vanishing is an (m  +  1)-simplex in R^m whose vertices are the weights of the fundamental representation of su(m+1).

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In this work we provide simple and precise parametrizations of the existing πK scattering data from threshold up to 1.6 GeV, which are constrained to satisfy forward dispersion relations as well as three additional threshold sum rules. We also provide phenomenological values of the threshold parameters and of the resonance poles that appear in elastic scattering.