Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Detect and pointing algorithm's performance for a planar smart antenna array: a review

An adaptive antenna array combines the signal of each element, using some constraints to produce the radiation pattern of the antenna, while maximizing the performance of the system. Direction of arrival (DOA) algorithms are applied to determine the directions of impinging signals, whereas beamforming techniques are employed to determine the appropriate weights for the array elements, to create the desired pattern. In this paper, a detailed analysis of both categories of algorithms is made, when a planar antenna array is used. Several simulation results show that it is possible to point an antenna array in a desired direction based on the DOA estimation and on the beamforming algorithms. A comparison of the performance in terms of runtime and accuracy of the used algorithms is made. These characteristics are dependent on the SNR of the incoming signal.

Numerical simulation of plasmonic effects in amorphous silicon induced by embedded aluminium nanoparticles

This work reports a theoretical study aimed to identify the plasmonic resonance condition for a system formed by metallic nanoparticles embedded in an a-Si: H matrix. The study is based on a Tauc-Lorentz model for the electrical permittivity of a-Si: H and a Drude model for the metallic nanoparticles. It is calculated the The polarizability of an sphere and ellipsoidal shaped metal nanoparticles with radius of 20 nm. We also performed FDTD simulations of light propagation inside this structure reporting a comparison among the effects caused by a single nanoparticles of Aluminium, Silver and, as a comparison, an ideally perfectly conductor. The simulation results shows that is possible to obtain a plasmonic resonance in the red part of the spectrum (600-700 nm) when 20-30 nm radius Aluminium ellipsoids are embedded into a-Si: H.

Distributed, Agent-Based Intelligent System for Demand Response Program Simulation in Smart Grids

A distributed, agent-based intelligent system models and simulates a smart grid using physical players and computationally simulated agents. The proposed system can assess the impact of demand response programs.

Adaptive learning in agents behaviour: A framework for electricity markets simulation

Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. This paper presents a methodology to provide decision support to electricity market negotiating players. This model allows integrating different strategic approaches for electricity market negotiations, and choosing the most appropriate one at each time, for each different negotiation context. This methodology is integrated in ALBidS (Adaptive Learning strategic Bidding System) – a multiagent system that provides decision support to MASCEM's negotiating agents so that they can properly achieve their goals. ALBidS uses artificial intelligence methodologies and data analysis algorithms to provide effective adaptive learning capabilities to such negotiating entities. The main contribution is provided by a methodology that combines several distinct strategies to build actions proposals, so that the best can be chosen at each time, depending on the context and simulation circumstances. The choosing process includes reinforcement learning algorithms, a mechanism for negotiating contexts analysis, a mechanism for the management of the efficiency/effectiveness balance of the system, and a mechanism for competitor players' profiles definition.

Electrochemical response of 70Co-30Ni highly branched 3D-dendritic structures for charge storage electrodes

A 70Co-30Ni dendritic alloy was produced on stainless steel by pulse electrodeposition in the cathodic domain, and oxidized by potential cycling. X-ray diffraction (XRD) identified the presence of two phases and scanning electron microscopy (SEM) evidenced an open 3D highly branched dendritic morphology. After potential cycling in 1 M KOH, SEM and X-ray photoelectron spectroscopy (XPS) revealed, respectively, the presence of thin nanoplates, composed of Co and Ni oxi-hydroxides and hydroxides over the original dendritic film. Cyclic voltammetry tests showd the presence of redox peaks assigned to the oxidation and reduction of Ni and Co centres in the surface film. Charge/discharge measurements revealed capacity values of 121 mAh g(1) at 1 mA cm(2). The capacity retention under 8000 cycles was above 70%, stating the good reversibility of these redox materials and its suitability to be used as charge storage electrodes. Electrochemical impedance spectroscopy (EIS) spectra, taken under different applied bias, showed that the capacitance increased when the electrode was fully oxidized and decreased when the electrode was reduced, reflecting different states-of-charge of the electrode. (C) 2015 Elsevier Ltd. All rights reserved.

Simulation of a-Si PV system grid connected by boost and inverter

This paper is about a PV system connected to the electric grid by power electronic converters, using classical PI controller. The modelling for the converters emulates the association of a DC-DC boost with a two-level power inverter (TwLI) or three-level power inverter (ThLI) in order to follow the performance of a testing experimental system. Pulse width modulation (PWMo) by sliding mode control (SMCo) associated with space vector modulation (SVMo) is applied to the boost and the inverter. The PV system is described by the five parameters equivalent circuit. Parameter identification and simulation studies are performed for comparison with the testing experimental system.

Visible range plasmonic effect produced by aluminium nanoparticles embedded in amorphous silicon

We present results, obtained by means of an analytic study and a numerical simulation, about the resonant condition necessary to produce a Localized Surface Plasmonic Resonance (LSPR) effect at the surface of metal nanospheres embedded in an amorphous silicon matrix. The study is based on a Lorentz dispersive model for a-Si:H permittivity and a Drude model for the metals. Considering the absorption spectra of a-Si:H, the best choice for the metal nanoparticles appears to be aluminium, indium or magnesium. No difference has been observed when considering a-SiC:H. Finite-difference time-domain (FDTD) simulation of an Al nanosphere embedded into an amorphous silicon matrix shows an increased scattering radius and the presence of LSPR induced by the metal/semiconductor interaction under green light (560 nm) illumination. Further results include the effect of the nanoparticles shape (nano-ellipsoids) in controlling the wavelength suitable to produce LSPR. It has been shown that is possible to produce LSPR in the red part of the visible spectrum (the most critical for a-Si:H solar cells applications in terms of light absorption enhancement) with aluminium nano-ellipsoids. As an additional results we may conclude that the double Lorentz-Lorenz model for the optical functions of a-Si:H is numerically stable in 3D simulations and can be used safely in the FDTD algorithm. A further simulation study is directed to determine an optimal spatial distribution of Al nanoparticles, with variable shapes, capable to enhance light absorption in the red part of the visible spectrum, exploiting light trapping and plasmonic effects. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Modelação do comportamento dinâmico de sistemas barragem-fundação-albufeira: análise sísmica de uma barragem de abóbadas múltiplas

Trabalho Final de Mestrado elaborado no Laboratório Nacional de Engenharia Civil (LNEC) para a obtenção do grau de Mestre em Engenharia Civil pelo Instituto Superior de Engenharia de Lisboa no âmbito do protocolo de cooperação entre o ISEL e o LNEC

Simulation of the velocity field in compound channel flow using different closure models

1st European IAHR Congress,6-4 May, Edinburg, Scotland

Geomorphic dam-break flows. Part II: numerical simulation

Proceedings of the Institution of Civil Engineers - Water Management 163 Issue WM6

Optimization studies through simulation of a methanol/water/glycerol distillation column

This paper presents an optimization study of a distillation column for methanol and aqueous glycerol separation in a biodiesel production plant. Considering the available physical data of the column configuration, a steady state model was built for the column using Aspen-HYSYS as process simulator. Several sensitivity analysis were performed in order to better understand the relation between the variables of the distillation process. With the information obtained by the simulator, it is possible to define the best range for some operational variables that maintain composition of the desired product under specifications and choose operational conditions to minimize energy consumptions.

Simulation of wave action on a moored container carrier inside Sines’ Harbour

The integrated numerical tool SWAMS (Simulation of Wave Action on Moored Ships) is used to simulate the behavior of a moored container carrier inside Sines’ Harbour. Wave, wind, currents, floating ship and moorings interaction is discussed. Several case scenarios are compared differing in the layout of the harbour and wind and wave conditions. The several harbour layouts correspond to proposed alternatives for the future expansion of Sines’ terminal XXI that include the extension of the East breakwater and of the quay. Additionally, the influence of wind on the behavior of the ship moored and the introduction of pre tensioning the mooring lines was analyzed. Hydrodynamic forces acting on the ship are determined using a modified version of the WAMIT model. This modified model utilizes the Haskind relations and the non-linear wave field inside the harbour obtained with finite element numerical model, BOUSS-WMH (Boussinesq Wave Model for Harbors) to get the wave forces on the ship. The time series of the moored ship motions and forces on moorings are obtained using BAS solver. © 2015 Taylor & Francis Group, London.

Processing and characterization of 3D dense chitosan pieces, for orthopedic applications, by adding plasticizers

In this work, plasticizer agents were incorporated in a chitosan based formulation, as a strategy to improve the fragile structure of chitosan based-materials. Three different plasticizers: ethylene glycol, glycerol and sorbitol, were blended with chitosan to prepare 3D dense chitosan specimens. The properties of the obtained structures were assessed for mechanical, microstructural, physical and biocompatibility behavior. The results obtained revealed that from the different specimens prepared, the blend of chitosan with glycerol has superior mechanical properties and good biological behavior, making this chitosan based formulation a good candidate to improve robust chitosan structures for the construction of bioabsorbable orthopedic implants.