886 resultados para Finite-time stochastic stability
Resumo:
Phononische Kristalle sind strukturierte Materialien mit sich periodisch ändernden elastischen Moduln auf der Wellenlängenskala. Die Interaktion zwischen Schallwellen und periodischer Struktur erzeugt interessante Interferenzphänomene, und phononische Kristalle erschließen neue Funktionalitäten, die in unstrukturierter Materie unzugänglich sind. Hypersonische phononische Kristalle im Speziellen, die bei GHz Frequenzen arbeiten, haben Periodizitäten in der Größenordnung der Wellenlänge sichtbaren Lichts und zeigen daher die Wege auf, gleichzeitig Licht- und Schallausbreitung und -lokalisation zu kontrollieren, und dadurch die Realisierung neuartiger akusto-optischer Anordnungen. Bisher bekannte hypersonische phononische Kristalle basieren auf thermoplastischen Polymeren oder Epoxiden und haben nur eingeschränkte thermische und mechanische Stabilität und mechanischen Kontrast. Phononische Kristalle, die aus mit Flüssigkeit gefüllten zylindrischen Kanälen in harter Matrix bestehen, zeigen einen sehr hohen elastischen Kontrast und sind bislang noch unerforscht. In dieser Dissertation wird die experimentelle Untersuchung zweidimensionaler hypersonischer phononischer Kristalle mit hexagonaler Anordnung zylindrischer Nanoporen basierend auf der Selbstorganisation anodischen Aluminiumoxids (AAO) beschrieben. Dazu wird die Technik der hochauflösenden inelastischen Brillouin Lichtstreuung (BLS) verwendet. AAO ist ein vielsetiges Modellsystem für die Untersuchung reicher phononischer Phänomene im GHz-Bereich, die eng mit den sich in den Nanoporen befindlichen Flüssigkeiten und deren Interaktion mit der Porenwand verknüpft sind. Gerichteter Fluss elastischer Energie parallel und orthogonal zu der Kanalachse, Lokalisierung von Phononen und Beeinflussung der phononischen Bandstruktur bei gleichzeitig präziser Kontrolle des Volumenbruchs der Kanäle (Porosität) werden erörtert. Außerdem ermöglicht die thermische Stabilität von AAO ein temperaturabhängiges Schalten phononischer Eigenschaften infolge temperaturinduzierter Phasenübergänge in den Nanoporen. In monokristallinen zweidimensionalen phononischen AAO Kristallen unterscheiden sich die Dispersionsrelationen empfindlich entlang zweier hoch symmetrischer Richtungen in der Brillouinzone, abhängig davon, ob die Poren leer oder gefüllt sind. Alle experimentellen Dispersionsrelationen werden unter Zuhilfenahme theoretische Ergebnisse durch finite Elemente Analyse (FDTD) gedeutet. Die Zuordnung der Verschiebungsfelder der elastischen Wellen erklärt die Natur aller phononischen Moden.
Resumo:
Mit der Zielsetzung der vorliegenden Arbeit wurde die detailierten Analyse von Migrationsdynamiken epithelilaler Monolayer anhand zweier neuartiger in vitro Biosensoren verfolgt, der elektrischen Zell-Substrat Impedanz Spektroskopie (electrical cell-substrate impedance sensing, ECIS) sowie der Quarz Kristall Mikrowaage (quartz crystal microbalance, QCM). Beide Methoden erwiesen sich als sensitiv gegenüber der Zellmotilität und der Nanozytotoxizität.rnInnerhalb des ersten Projektes wurde ein Fingerprinting von Krebszellen anhand ihrer Motilitätsdynamiken und der daraus generierten elektrischen oder akkustischen Fluktuationen auf ECIS oder QCM Basis vorgenommen; diese Echtzeitsensoren wurdene mit Hilfe klassicher in vitro Boyden-Kammer Migrations- und Invasions-assays validiert. Fluktuationssignaturen, also Langzeitkorrelationen oder fraktale Selbstähnlichkeit aufgrund der kollektiven Zellbewegung, wurden über Varianz-, Fourier- sowie trendbereinigende Fluktuationsanalyse quantifiziert. Stochastische Langzeitgedächtnisphänomene erwiesen sich als maßgebliche Beiträge zur Antwort adhärenter Zellen auf den QCM und ECIS-Sensoren. Des weiteren wurde der Einfluss niedermolekularer Toxine auf die Zytoslelettdynamiken verfolgt: die Auswirkungen von Cytochalasin D, Phalloidin und Blebbistatin sowie Taxol, Nocodazol und Colchicin wurden dabei über die QCM und ECIS Fluktuationsanalyse erfasst.rnIn einem zweiten Projektschwerpunkt wurden Adhäsionsprozesse sowie Zell-Zell und Zell-Substrat Degradationsprozesse bei Nanopartikelgabe charackterisiert, um ein Maß für Nanozytotoxizität in Abhangigkeit der Form, Funktionalisierung Stabilität oder Ladung der Partikel zu erhalten.rnAls Schlussfolgerung ist zu nennen, dass die neuartigen Echtzeit-Biosensoren QCM und ECIS eine hohe Zellspezifität besitzen, auf Zytoskelettdynamiken reagieren sowie als sensitive Detektoren für die Zellvitalität fungieren können.
Resumo:
In this thesis, a strategy to model the behavior of fluids and their interaction with deformable bodies is proposed. The fluid domain is modeled by using the lattice Boltzmann method, thus analyzing the fluid dynamics by a mesoscopic point of view. It has been proved that the solution provided by this method is equivalent to solve the Navier-Stokes equations for an incompressible flow with a second-order accuracy. Slender elastic structures idealized through beam finite elements are used. Large displacements are accounted for by using the corotational formulation. Structural dynamics is computed by using the Time Discontinuous Galerkin method. Therefore, two different solution procedures are used, one for the fluid domain and the other for the structural part, respectively. These two solvers need to communicate and to transfer each other several information, i.e. stresses, velocities, displacements. In order to guarantee a continuous, effective, and mutual exchange of information, a coupling strategy, consisting of three different algorithms, has been developed and numerically tested. In particular, the effectiveness of the three algorithms is shown in terms of interface energy artificially produced by the approximate fulfilling of compatibility and equilibrium conditions at the fluid-structure interface. The proposed coupled approach is used in order to solve different fluid-structure interaction problems, i.e. cantilever beams immersed in a viscous fluid, the impact of the hull of the ship on the marine free-surface, blood flow in a deformable vessels, and even flapping wings simulating the take-off of a butterfly. The good results achieved in each application highlight the effectiveness of the proposed methodology and of the C++ developed software to successfully approach several two-dimensional fluid-structure interaction problems.
Resumo:
Die vorliegende Arbeit ist im Zuge des DFG Projektes Spätpleistozäne, holozäne und aktuelle Geomorphodynamik in abflusslosen Becken der Mongolischen Gobi´´ entstanden. Das Arbeitsgebiet befindet sich in der südlichen Mongolei im nördlichen Teil der Wüste Gobi. Neben einigen Teilen der Sahara (Heintzenberg, 2009), beispielsweise das Bodélé Becken des nördlichen Tschads (z.B. Washington et al., 2006a; Todd et al., 2006; Warren et al., 2007) wird Zentralasien als ein Hauptliefergebiet für Partikel in die globale Zirkulation der Atmosphäre gesehen (Goudie, 2009). Hauptaugenmerk liegt hierbei besonders auf den abflusslosen Becken und deren Sedimentablagerungen. Die, der Deflation ausgesetzten Flächen der Seebecken, sind hauptsächliche Quelle für Partikel die sich in Form von Staub respektive Sand ausbreiten. Im Hinblick auf geomorphologische Landschaftsentwicklung wurde der Zusammenhang von Beckensedimenten zu Hangdepositionen numerisch simuliert. Ein von Grunert and Lehmkuhl (2004) publiziertes Model, angelehnt an Ideen von Pye (1995) wird damit in Betracht gezogen. Die vorliegenden Untersuchungen modellieren Verbreitungsmechanismen auf regionaler Ebene ausgehend von einer größeren Anzahl an einzelnen punktuellen Standorten. Diese sind repräsentativ für die einzelnen geomorphologischen Systemglieder mit möglicherweise einer Beteiligung am Budget aeolischer Geomorphodynamik. Die Bodenbedeckung durch das charakteristische Steinpflaster der Gobi - Region, sowie unter anderem Korngrößenverteilungen der Oberflächensedimente wurden untersucht. Des Weiteren diente eine zehnjährige Zeitreihe (Jan 1998 bis Dez 2007) meteorologischer Daten als Grundlage zur Analyse der Bedingungen für äolische Geomorphodynamik. Die Daten stammen von 32 staatlichen mongolischen Wetterstationen aus der Region und Teile davon wurden für die Simulationen verwendet. Zusätzlich wurden atmosphärische Messungen zur Untersuchung der atmosphärischen Stabilität und ihrer tageszeitlichen Variabilität mit Mess-Drachenaufstiegen vorgenommen. Die Feldbefunde und auch die Ergebnisse der Laboruntersuchungen sowie der Datensatz meteorologischer Parameter dienten als Eingangsparameter für die Modellierungen. Emissionsraten der einzelnen Standorte und die Partikelverteilung im 3D Windfeld wurden modelliert um die Konvektivität der Beckensedimente und Hangdepositionen zu simulieren. Im Falle hoher mechanischer Turbulenz der bodennahen Luftschicht (mit einhergehender hoher Wind Reibungsgeschwindigkeit), wurde generell eine neutrale Stabilität festgestellt und die Simulationen von Partikelemission sowie deren Ausbreitung und Deposition unter neutraler Stabilitätsbedingung berechnet. Die Berechnung der Partikelemission wurde auf der Grundlage eines sehr vereinfachten missionsmodells in Anlehnung an bestehende Untersuchungen (Laurent et al., 2006; Darmenova et al., 2009; Shao and Dong, 2006; Alfaro, 2008) durchgeführt. Sowohl 3D Windfeldkalkulationen als auch unterschiedliche Ausbreitungsszenarien äolischer Sedimente wurden mit dem kommerziellen Programm LASAT® (Lagrange-Simulation von Aerosol-Transport) realisiert. Diesem liegt ein Langargischer Algorithmus zugrunde, mittels dessen die Verbreitung einzelner Partikel im Windfeld mit statistischer Wahrscheinlichkeit berechnet wird. Über Sedimentationsparameter kann damit ein Ausbreitungsmodell der Beckensedimente in Hinblick auf die Gebirgsfußflächen und -hänge generiert werden. Ein weiterer Teil der Untersuchungen beschäftigt sich mit der geochemischen Zusammensetzung der Oberflächensedimente. Diese Proxy sollte dazu dienen die simulierten Ausbreitungsrichtungen der Partikel aus unterschiedlichen Quellregionen nach zu verfolgen. Im Falle der Mongolischen Gobi zeigte sich eine weitestgehende Homogenität der Minerale und chemischen Elemente in den Sedimenten. Laser Bebohrungen einzelner Sandkörner zeigten nur sehr leichte Unterschiede in Abhängigkeit der Quellregionen. Die Spektren der Minerale und untersuchten Elemente deuten auf graitische Zusammensetzungen hin. Die, im Untersuchungsgebiet weit verbreiteten Alkali-Granite (Jahn et al., 2009) zeigten sich als hauptverantwortlich für die Sedimentproduktion im Untersuchungsgebiet. Neben diesen Mineral- und Elementbestimmungen wurde die Leichtmineralfraktion auf die Charakteristik des Quarzes hin untersucht. Dazu wurden Quarzgehalt, Kristallisation und das Elektronen-Spin-Resonanz Signal des E’1 - Centers in Sauerstoff Fehlstellungen des SiO2 Gitters bestimmt. Die Untersuchungen sind mit dem Methodenvorschlag von Sun et al. (2007) durchgeführt worden und sind prinzipiell gut geeignet um Herkunftsanalysenrndurchzuführen. Eine signifikante Zuordnung der einzelnen Quellgebiete ist jedoch auch in dieser Proxy nicht zu finden gewesen.
Resumo:
Environmental computer models are deterministic models devoted to predict several environmental phenomena such as air pollution or meteorological events. Numerical model output is given in terms of averages over grid cells, usually at high spatial and temporal resolution. However, these outputs are often biased with unknown calibration and not equipped with any information about the associated uncertainty. Conversely, data collected at monitoring stations is more accurate since they essentially provide the true levels. Due the leading role played by numerical models, it now important to compare model output with observations. Statistical methods developed to combine numerical model output and station data are usually referred to as data fusion. In this work, we first combine ozone monitoring data with ozone predictions from the Eta-CMAQ air quality model in order to forecast real-time current 8-hour average ozone level defined as the average of the previous four hours, current hour, and predictions for the next three hours. We propose a Bayesian downscaler model based on first differences with a flexible coefficient structure and an efficient computational strategy to fit model parameters. Model validation for the eastern United States shows consequential improvement of our fully inferential approach compared with the current real-time forecasting system. Furthermore, we consider the introduction of temperature data from a weather forecast model into the downscaler, showing improved real-time ozone predictions. Finally, we introduce a hierarchical model to obtain spatially varying uncertainty associated with numerical model output. We show how we can learn about such uncertainty through suitable stochastic data fusion modeling using some external validation data. We illustrate our Bayesian model by providing the uncertainty map associated with a temperature output over the northeastern United States.
Resumo:
The instability of river bank can result in considerable human and land losses. The Po river is the most important in Italy, characterized by main banks of significant and constantly increasing height. This study presents multilayer perceptron of artificial neural network (ANN) to construct prediction models for the stability analysis of river banks along the Po River, under various river and groundwater boundary conditions. For this aim, a number of networks of threshold logic unit are tested using different combinations of the input parameters. Factor of safety (FS), as an index of slope stability, is formulated in terms of several influencing geometrical and geotechnical parameters. In order to obtain a comprehensive geotechnical database, several cone penetration tests from the study site have been interpreted. The proposed models are developed upon stability analyses using finite element code over different representative sections of river embankments. For the validity verification, the ANN models are employed to predict the FS values of a part of the database beyond the calibration data domain. The results indicate that the proposed ANN models are effective tools for evaluating the slope stability. The ANN models notably outperform the derived multiple linear regression models.
Resumo:
A field of computational neuroscience develops mathematical models to describe neuronal systems. The aim is to better understand the nervous system. Historically, the integrate-and-fire model, developed by Lapique in 1907, was the first model describing a neuron. In 1952 Hodgkin and Huxley [8] described the so called Hodgkin-Huxley model in the article “A Quantitative Description of Membrane Current and Its Application to Conduction and Excitation in Nerve”. The Hodgkin-Huxley model is one of the most successful and widely-used biological neuron models. Based on experimental data from the squid giant axon, Hodgkin and Huxley developed their mathematical model as a four-dimensional system of first-order ordinary differential equations. One of these equations characterizes the membrane potential as a process in time, whereas the other three equations depict the opening and closing state of sodium and potassium ion channels. The membrane potential is proportional to the sum of ionic current flowing across the membrane and an externally applied current. For various types of external input the membrane potential behaves differently. This thesis considers the following three types of input: (i) Rinzel and Miller [15] calculated an interval of amplitudes for a constant applied current, where the membrane potential is repetitively spiking; (ii) Aihara, Matsumoto and Ikegaya [1] said that dependent on the amplitude and the frequency of a periodic applied current the membrane potential responds periodically; (iii) Izhikevich [12] stated that brief pulses of positive and negative current with different amplitudes and frequencies can lead to a periodic response of the membrane potential. In chapter 1 the Hodgkin-Huxley model is introduced according to Izhikevich [12]. Besides the definition of the model, several biological and physiological notes are made, and further concepts are described by examples. Moreover, the numerical methods to solve the equations of the Hodgkin-Huxley model are presented which were used for the computer simulations in chapter 2 and chapter 3. In chapter 2 the statements for the three different inputs (i), (ii) and (iii) will be verified, and periodic behavior for the inputs (ii) and (iii) will be investigated. In chapter 3 the inputs are embedded in an Ornstein-Uhlenbeck process to see the influence of noise on the results of chapter 2.
Resumo:
In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.
Resumo:
The aim of this thesis is the elucidation of structure-properties relationship of molecular semiconductors for electronic devices. This involves the use of a comprehensive set of simulation techniques, ranging from quantum-mechanical to numerical stochastic methods, and also the development of ad-hoc computational tools. In more detail, the research activity regarded two main topics: the study of electronic properties and structural behaviour of liquid crystalline (LC) materials based on functionalised oligo(p-phenyleneethynylene) (OPE), and the investigation on the electric field effect associated to OFET operation on pentacene thin film stability. In this dissertation, a novel family of substituted OPE liquid crystals with applications in stimuli-responsive materials is presented. In more detail, simulations can not only provide evidence for the characterization of the liquid crystalline phases of different OPEs, but elucidate the role of charge transfer states in donor-acceptor LCs containing an endohedral metallofullerene moiety. Such systems can be regarded as promising candidates for organic photovoltaics. Furthermore, exciton dynamics simulations are performed as a way to obtain additional information about the degree of order in OPE columnar phases. Finally, ab initio and molecular mechanics simulations are used to investigate the influence of an applied electric field on pentacene reactivity and stability. The reaction path of pentacene thermal dimerization in the presence of an external electric field is investigated; the results can be related to the fatigue effect observed in OFETs, that show significant performance degradation even in the absence of external agents. In addition to this, the effect of the gate voltage on a pentacene monolayer are simulated, and the results are then compared to X-ray diffraction measurements performed for the first time on operating OFETs.
Resumo:
The behaviour of a polymer depends strongly on the length- and time scale as well as on the temperature rnat which it is probed. In this work, I describe investigations of polymer surfaces using scanning probe rnmicroscopy with heatable probes. With these probes, surfaces can be heated within seconds down to rnmicroseconds. I introduce experiments for the local and fast determination of glass transition and melting rntemperatures. I developed a method which allows the determination of glass transition and melting rntemperatures on films with thicknesses below 100 nm: A background measurement on the substrate was rnperformed. The resulting curve was subtracted from the measurement on the polymer film. The rndifferential measurement on polystyrene films with thicknesses between 35 nm and 160 nm showed rncharacteristic signals at 95 ± 1 °C, in accordance with the glass transition of polystyrene. Pressing heated rnprobes into polymer films causes plastic deformation. Nanometer sized deformations are currently rninvestigated in novel concepts for high density data storage. A suitable medium for such a storage system rnhas to be easily indentable on one hand, but on the other hand it also has to be very stable towards rnsurface induced wear. For developing such a medium I investigated a new approach: A comparably soft rnmaterial, namely polystyrene, was protected with a thin but very hard layer made of plasma polymerized rnnorbornene. The resulting bilayered media were tested for surface stability and deformability. I showed rnthat the bilayered material combines the deformability of polystyrene with the surface stability of the rnplasma polymer, and that the material therefore is a very good storage medium. In addition we rninvestigated the glass transition temperature of polystyrene at timescales of 10 µs and found it to be rnapprox. 220 °C. The increase of this characteristic temperature of the polymer results from the short time rnat which the polymer was probed and reflects the well-known time-temperature superposition principle. rnHeatable probes were also used for the characterization of silverazide filled nanocapsules. The use of rnheatable probes allowed determining the decomposition temperature of the capsules from few rnnanograms of material. The measured decomposition temperatures ranged from 180 °C to 225 °C, in rnaccordance with literature values. The investigation of small amounts of sample was necessary due to the rnlimited availability of the material. Furthermore, investigating larger amounts of the capsules using rnconventional thermal gravimetric analysis could lead to contamination or even damage of the instrument. rnBesides the analysis of material parameters I used the heatable probes for the local thermal rndecomposition of pentacene precursor material in order to form nanoscale conductive structures. Here, rnthe thickness of the precursor layer was important for complete thermal decomposition. rnAnother aspect of my work was the investigation of redox active polymers - Poly-10-(4-vinylbenzyl)-10H-rnphenothiazine (PVBPT)- for data storage. Data is stored by changing the local conductivity of the material rnby applying a voltage between tip and surface. The generated structures were stable for more than 16 h. It rnwas shown that the presence of water is essential for succesfull patterning.
Resumo:
The uncertainties in the determination of the stratigraphic profile of natural soils is one of the main problems in geotechnics, in particular for landslide characterization and modeling. The study deals with a new approach in geotechnical modeling which relays on a stochastic generation of different soil layers distributions, following a boolean logic – the method has been thus called BoSG (Boolean Stochastic Generation). In this way, it is possible to randomize the presence of a specific material interdigitated in a uniform matrix. In the building of a geotechnical model it is generally common to discard some stratigraphic data in order to simplify the model itself, assuming that the significance of the results of the modeling procedure would not be affected. With the proposed technique it is possible to quantify the error associated with this simplification. Moreover, it could be used to determine the most significant zones where eventual further investigations and surveys would be more effective to build the geotechnical model of the slope. The commercial software FLAC was used for the 2D and 3D geotechnical model. The distribution of the materials was randomized through a specifically coded MatLab program that automatically generates text files, each of them representing a specific soil configuration. Besides, a routine was designed to automate the computation of FLAC with the different data files in order to maximize the sample number. The methodology is applied with reference to a simplified slope in 2D, a simplified slope in 3D and an actual landslide, namely the Mortisa mudslide (Cortina d’Ampezzo, BL, Italy). However, it could be extended to numerous different cases, especially for hydrogeological analysis and landslide stability assessment, in different geological and geomorphological contexts.
Resumo:
Minor components are of particular interest due to their antioxidant and biological properties. Various classes of lipophilic minor components (plant sterols (PS) and α-tocopherol) were selected as they are widely used in the food industry. A Fast GC-MS method for PS analysis in functional dairy products was set up. The analytical performance and significant reduction of the analysis time and consumables, demonstrated that Fast GC-MS could be suitable for the PS analysis in functional dairy products. Due to their chemical structure, PS can undergo oxidation, which could be greatly impacted by matrix nature/composition and thermal treatments. The oxidative stability of PS during microwave heating was evaluated. Two different model systems (PS alone and in combination) were heated up to 30 min at 1000 W. PS degraded faster when they were alone than in presence of TAG. The extent of PS degradation depends on both heating time and the surrounding medium, which can impact the quality and safety of the food product destined to microwave heating/cooking. Many minor lipid components are included in emulsion systems and can affect the rate of lipid oxidation. The oxidative stability of oil-in-water (O/W) emulsions containing PS esters, ω-3 FA and phenolic compounds, were evaluated after a 14-day storage at room temperature. Due to their surface active character, PS could be particularly prone to oxidation when they are incorporated in emulsions, as they are more exposed to water-soluble prooxidants. Finally, some minor lipophilic components may increase oxidative stability of food systems due to their antioxidant activity. á-tocopherol partitioning and antioxidant activity was determined in the presence of excess SDS in stripped soybean O/W emulsions. Results showed that surfactant micelles could play a key role as an antioxidant carrier, by potentially increasing the accessibility of hydrophobic antioxidant to the interface.
Resumo:
Shell structure is widely used in engineering area. The purpose of this dissertation is to show the behavior of a thin shell under external load, especially for long cylindrical shell under compressive load, I analyzed not only for linear elastic problem and also for buckling problem, and by using finite element analysis it shows that the imperfection of a cylinder could affect the critical load which means the buckling capability of this cylinder. For linear elastic problem, I compared the theoretical results with the results got from Straus7 and Abaqus, and the results are really close. For the buckling problem I did the same: compared the theoretical and Abaqus results, the error is less than 1%, but in reality, it’s not possible to reach the theoretical buckling capability due to the imperfection of the cylinder, so I put different imperfection for the cylinder in Abaqus, and found out that with the increasing of the percentage of imperfection, the buckling capability decreases, for example 10% imperfection could decrease 40% of the buckling capability, and the outcome meet the buckling behavior in reality.
Resumo:
A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.
Resumo:
Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.