932 resultados para Stochastic simulation methods
Resumo:
The need for efficient, sustainable, and planned utilization of resources is ever more critical. In the U.S. alone, buildings consume 34.8 Quadrillion (1015) BTU of energy annually at a cost of $1.4 Trillion. Of this energy 58% is utilized for heating and air conditioning. Several building energy analysis tools have been developed to assess energy demands and lifecycle energy costs in buildings. Such analyses are also essential for an efficient HVAC design that overcomes the pitfalls of an under/over-designed system. DOE-2 is among the most widely known full building energy analysis models. It also constitutes the simulation engine of other prominent software such as eQUEST, EnergyPro, PowerDOE. Therefore, it is essential that DOE-2 energy simulations be characterized by high accuracy. Infiltration is an uncontrolled process through which outside air leaks into a building. Studies have estimated infiltration to account for up to 50% of a building’s energy demand. This, considered alongside the annual cost of buildings energy consumption, reveals the costs of air infiltration. It also stresses the need that prominent building energy simulation engines accurately account for its impact. In this research the relative accuracy of current air infiltration calculation methods is evaluated against an intricate Multiphysics Hygrothermal CFD building envelope analysis. The full-scale CFD analysis is based on a meticulous representation of cracking in building envelopes and on real-life conditions. The research found that even the most advanced current infiltration methods, including in DOE-2, are at up to 96.13% relative error versus CFD analysis. An Enhanced Model for Combined Heat and Air Infiltration Simulation was developed. The model resulted in 91.6% improvement in relative accuracy over current models. It reduces error versus CFD analysis to less than 4.5% while requiring less than 1% of the time required for such a complex hygrothermal analysis. The algorithm used in our model was demonstrated to be easy to integrate into DOE-2 and other engines as a standalone method for evaluating infiltration heat loads. This will vastly increase the accuracy of such simulation engines while maintaining their speed and ease of use characteristics that make them very widely used in building design.
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Every space launch increases the overall amount of space debris. Satellites have limited awareness of nearby objects that might pose a collision hazard. Astrometric, radiometric, and thermal models for the study of space debris in low-Earth orbit have been developed. This modeled approach proposes analysis methods that provide increased Local Area Awareness for satellites in low-Earth and geostationary orbit. Local Area Awareness is defined as the ability to detect, characterize, and extract useful information regarding resident space objects as they move through the space environment surrounding a spacecraft. The study of space debris is of critical importance to all space-faring nations. Characterization efforts are proposed using long-wave infrared sensors for space-based observations of debris objects in low-Earth orbit. Long-wave infrared sensors are commercially available and do not require solar illumination to be observed, as their received signal is temperature dependent. The characterization of debris objects through means of passive imaging techniques allows for further studies into the origination, specifications, and future trajectory of debris objects. Conclusions are made regarding the aforementioned thermal analysis as a function of debris orbit, geometry, orientation with respect to time, and material properties. Development of a thermal model permits the characterization of debris objects based upon their received long-wave infrared signals. Information regarding the material type, size, and tumble-rate of the observed debris objects are extracted. This investigation proposes the utilization of long-wave infrared radiometric models of typical debris to develop techniques for the detection and characterization of debris objects via signal analysis of unresolved imagery. Knowledge regarding the orbital type and semi-major axis of the observed debris object are extracted via astrometric analysis. This knowledge may aid in the constraint of the admissible region for the initial orbit determination process. The resultant orbital information is then fused with the radiometric characterization analysis enabling further characterization efforts of the observed debris object. This fused analysis, yielding orbital, material, and thermal properties, significantly increases a satellite’s Local Area Awareness via an intimate understanding of the debris environment surrounding the spacecraft.
Development of new scenario decomposition techniques for linear and nonlinear stochastic programming
Resumo:
Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.
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Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.
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The application of 3D grain-based modelling techniques is investigated in both small and large scale 3DEC models, in order to simulate brittle fracture processes in low-porosity crystalline rock. Mesh dependency in 3D grain-based models (GBMs) is examined through a number of cases to compare Voronoi and tetrahedral grain assemblages. Various methods are used in the generation of tessellations, each with a number of issues and advantages. A number of comparative UCS test simulations capture the distinct failure mechanisms, strength profiles, and progressive damage development using various Voronoi and tetrahedral GBMs. Relative calibration requirements are outlined to generate similar macro-strength and damage profiles for all the models. The results confirmed a number of inherent model behaviors that arise due to mesh dependency. In Voronoi models, inherent tensile failure mechanisms are produced by internal wedging and rotation of Voronoi grains. This results in a combined dependence on frictional and cohesive strength. In tetrahedral models, increased kinematic freedom of grains and an abundance of straight, connected failure pathways causes a preference for shear failure. This results in an inability to develop significant normal stresses causing cohesional strength dependence. In general, Voronoi models require high relative contact tensile strength values, with lower contact stiffness and contact cohesional strength compared to tetrahedral tessellations. Upscaling of 3D GBMs is investigated for both Voronoi and tetrahedral tessellations using a case study from the AECL’s Mine-by-Experiment at the Underground Research Laboratory. An upscaled tetrahedral model was able to reasonably simulate damage development in the roof forming a notch geometry by adjusting the cohesive strength. An upscaled Voronoi model underestimated the damage development in the roof and floor, and overestimated the damage in the side-walls. This was attributed to the discretization resolution limitations.
Resumo:
Myocardial fibrosis detected via delayed-enhanced magnetic resonance imaging (MRI) has been shown to be a strong indicator for ventricular tachycardia (VT) inducibility. However, little is known regarding how inducibility is affected by the details of the fibrosis extent, morphology, and border zone configuration. The objective of this article is to systematically study the arrhythmogenic effects of fibrosis geometry and extent, specifically on VT inducibility and maintenance. We present a set of methods for constructing patient-specific computational models of human ventricles using in vivo MRI data for patients suffering from hypertension, hypercholesterolemia, and chronic myocardial infarction. Additional synthesized models with morphologically varied extents of fibrosis and gray zone (GZ) distribution were derived to study the alterations in the arrhythmia induction and reentry patterns. Detailed electrophysiological simulations demonstrated that (1) VT morphology was highly dependent on the extent of fibrosis, which acts as a structural substrate, (2) reentry tended to be anchored to the fibrosis edges and showed transmural conduction of activations through narrow channels formed within fibrosis, and (3) increasing the extent of GZ within fibrosis tended to destabilize the structural reentry sites and aggravate the VT as compared to fibrotic regions of the same size and shape but with lower or no GZ. The approach and findings represent a significant step toward patient-specific cardiac modeling as a reliable tool for VT prediction and management of the patient. Sensitivities to approximation nuances in the modeling of structural pathology by image-based reconstruction techniques are also implicated.
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This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.
Resumo:
In the last decades, global food supply chains had to deal with the increasing awareness of the stakeholders and consumers about safety, quality, and sustainability. In order to address these new challenges for food supply chain systems, an integrated approach to design, control, and optimize product life cycle is required. Therefore, it is essential to introduce new models, methods, and decision-support platforms tailored to perishable products. This thesis aims to provide novel practice-ready decision-support models and methods to optimize the logistics of food items with an integrated and interdisciplinary approach. It proposes a comprehensive review of the main peculiarities of perishable products and the environmental stresses accelerating their quality decay. Then, it focuses on top-down strategies to optimize the supply chain system from the strategical to the operational decision level. Based on the criticality of the environmental conditions, the dissertation evaluates the main long-term logistics investment strategies to preserve products quality. Several models and methods are proposed to optimize the logistics decisions to enhance the sustainability of the supply chain system while guaranteeing adequate food preservation. The models and methods proposed in this dissertation promote a climate-driven approach integrating climate conditions and their consequences on the quality decay of products in innovative models supporting the logistics decisions. Given the uncertain nature of the environmental stresses affecting the product life cycle, an original stochastic model and solving method are proposed to support practitioners in controlling and optimizing the supply chain systems when facing uncertain scenarios. The application of the proposed decision-support methods to real case studies proved their effectiveness in increasing the sustainability of the perishable product life cycle. The dissertation also presents an industry application of a global food supply chain system, further demonstrating how the proposed models and tools can be integrated to provide significant savings and sustainability improvements.
Resumo:
The simulation of ultrafast photoinduced processes is a fundamental step towards the understanding of the underlying molecular mechanism and interpretation/prediction of experimental data. Performing a computer simulation of a complex photoinduced process is only possible introducing some approximations but, in order to obtain reliable results, the need to reduce the complexity must balance with the accuracy of the model, which should include all the relevant degrees of freedom and a quantitatively correct description of the electronic states involved in the process. This work presents new computational protocols and strategies for the parameterisation of accurate models for photochemical/photophysical processes based on state-of-the-art multiconfigurational wavefunction-based methods. The required ingredients for a dynamics simulation include potential energy surfaces (PESs) as well as electronic state couplings, which must be mapped across the wide range of geometries visited during the wavepacket/trajectory propagation. The developed procedures allow to obtain solid and extended databases reducing as much as possible the computational cost, thanks to, e.g., specific tuning of the level of theory for different PES regions and/or direct calculation of only the needed components of vectorial quantities (like gradients or nonadiabatic couplings). The presented approaches were applied to three case studies (azobenzene, pyrene, visual rhodopsin), all requiring an accurate parameterisation but for different reasons. The resulting models and simulations allowed to elucidate the mechanism and time scale of the internal conversion, reproducing or even predicting new transient experiments. The general applicability of the developed protocols to systems with different peculiarities and the possibility to parameterise different types of dynamics on an equal footing (classical vs purely quantum) prove that the developed procedures are flexible enough to be tailored for each specific system, and pave the way for exact quantum dynamics with multiple degrees of freedom.
Resumo:
Noise is constant presence in measurements. Its origin is related to the microscopic properties of matter. Since the seminal work of Brown in 1828, the study of stochastic processes has gained an increasing interest with the development of new mathematical and analytical tools. In the last decades, the central role that noise plays in chemical and physiological processes has become recognized. The dual role of noise as nuisance/resource pushes towards the development of new decomposition techniques that divide a signal into its deterministic and stochastic components. In this thesis I show how methods based on Singular Spectrum Analysis have the right properties to fulfil the previously mentioned requirement. During my work I applied SSA to different signals of interest in chemistry: I developed a novel iterative procedure for the denoising of powder X-ray diffractograms; I “denoised” bi-dimensional images from experiments of electrochemiluminescence imaging of micro-beads obtaining new insight on ECL mechanism. I also used Principal Component Analysis to investigate the relationship between brain electrophysiological signals and voice emission.
Resumo:
In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.
Resumo:
In recent years, vehicle acoustics have gained significant importance in new car development: increasingly advanced infotainment systems for spatial audio and sound enhancement algorithms have become the norm in modern vehicles. In the past, car manufacturers had to build numerous prototypes to study the sound behaviour inside the car cabin or the effect of new algorithms under development. Nowadays, advanced simulation techniques can reduce development costs and time. In this work, after selecting the reference test vehicle, a modern luxury sedan equipped with a high-end sound system, two independent tools were developed: a simulation tool created in the Comsol Multiphysics environment and an auralization tool developed in the Cycling ‘74 MAX environment. The simulation tool can calculate the impulse response and acoustic spectrum at a specific position inside the cockpit. Its input data are the vehicle’s geometry, acoustic absorption parameters of materials, the acoustic characteristics and position of loudspeakers, and the type and position of virtual microphones (or microphone arrays). The simulation tool can also provide binaural impulse responses thanks to Head Related Transfer Functions (HRTFs) and an innovative algorithm able to compute the HRTF at any distance and angle from the head. Impulse responses from simulations or acoustic measurements inside the car cabin are processed and fed into the auralization tool, enabling real-time interaction by applying filters, changing the channels gain or displaying the acoustic spectrum. Since the acoustic simulation of a vehicle involves multiple topics, the focus of this work has not only been the development of two tools but also the study and application of new techniques for acoustic characterization of the materials that compose the cockpit and the loudspeaker simulation. Specifically, three different methods have been applied for material characterization through the use of a pressure-velocity probe, a Laser Doppler Vibrometer (LDV), and a microphone array.
Resumo:
The aim of this clinical study was to determine the efficacy of Uncaria tomentosa (cat's claw) against denture stomatitis (DS). Fifty patients with DS were randomly assigned into 3 groups to receive 2% miconazole, placebo, or 2% U tomentosa gel. DS level was recorded immediately, after 1 week of treatment, and 1 week after treatment. The clinical effectiveness of each treatment was measured using Newton's criteria. Mycologic samples from palatal mucosa and prosthesis were obtained to determinate colony forming units per milliliter (CFU/mL) and fungal identification at each evaluation period. Candida species were identified with HiCrome Candida and API 20C AUX biochemical test. DS severity decreased in all groups (P < .05). A significant reduction in number of CFU/mL after 1 week (P < .05) was observed for all groups and remained after 14 days (P > .05). C albicans was the most prevalent microorganism before treatment, followed by C tropicalis, C glabrata, and C krusei, regardless of the group and time evaluated. U tomentosa gel had the same effect as 2% miconazole gel. U tomentosa gel is an effective topical adjuvant treatment for denture stomatitis.
Resumo:
Negative-ion mode electrospray ionization, ESI(-), with Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS) was coupled to a Partial Least Squares (PLS) regression and variable selection methods to estimate the total acid number (TAN) of Brazilian crude oil samples. Generally, ESI(-)-FT-ICR mass spectra present a power of resolution of ca. 500,000 and a mass accuracy less than 1 ppm, producing a data matrix containing over 5700 variables per sample. These variables correspond to heteroatom-containing species detected as deprotonated molecules, [M - H](-) ions, which are identified primarily as naphthenic acids, phenols and carbazole analog species. The TAN values for all samples ranged from 0.06 to 3.61 mg of KOH g(-1). To facilitate the spectral interpretation, three methods of variable selection were studied: variable importance in the projection (VIP), interval partial least squares (iPLS) and elimination of uninformative variables (UVE). The UVE method seems to be more appropriate for selecting important variables, reducing the dimension of the variables to 183 and producing a root mean square error of prediction of 0.32 mg of KOH g(-1). By reducing the size of the data, it was possible to relate the selected variables with their corresponding molecular formulas, thus identifying the main chemical species responsible for the TAN values.
Resumo:
What is the contribution of the provision, at no cost for users, of long acting reversible contraceptive methods (LARC; copper intrauterine device [IUD], the levonorgestrel-releasing intrauterine system [LNG-IUS], contraceptive implants and depot-medroxyprogesterone [DMPA] injection) towards the disability-adjusted life years (DALY) averted through a Brazilian university-based clinic established over 30 years ago. Over the last 10 years of evaluation, provision of LARC methods and DMPA by the clinic are estimated to have contributed to DALY averted by between 37 and 60 maternal deaths, 315-424 child mortalities, 634-853 combined maternal morbidity and mortality and child mortality, and 1056-1412 unsafe abortions averted. LARC methods are associated with a high contraceptive effectiveness when compared with contraceptive methods which need frequent attention; perhaps because LARC methods are independent of individual or couple compliance. However, in general previous studies have evaluated contraceptive methods during clinical studies over a short period of time, or not more than 10 years. Furthermore, information regarding the estimation of the DALY averted is scarce. We reviewed 50 004 medical charts from women who consulted for the first time looking for a contraceptive method over the period from 2 January 1980 through 31 December 2012. Women who consulted at the Department of Obstetrics and Gynaecology, University of Campinas, Brazil were new users and users switching contraceptive, including the copper IUD (n = 13 826), the LNG-IUS (n = 1525), implants (n = 277) and DMPA (n = 9387). Estimation of the DALY averted included maternal morbidity and mortality, child mortality and unsafe abortions averted. We obtained 29 416 contraceptive segments of use including 25 009 contraceptive segments of use from 20 821 new users or switchers to any LARC method or DMPA with at least 1 year of follow-up. The mean (± SD) age of the women at first consultation ranged from 25.3 ± 5.7 (range 12-47) years in the 1980s, to 31.9 ± 7.4 (range 16-50) years in 2010-2011. The most common contraceptive chosen at the first consultation was copper IUD (48.3, 74.5 and 64.7% in the 1980s, 1990s and 2000s, respectively). For an evaluation over 20 years, the cumulative pregnancy rates (SEM) were 0.4 (0.2), 2.8 (2.1), 4.0 (0.4) and 1.3 (0.4) for the LNG-IUS, the implants, copper IUD and DMPA, respectively and cumulative continuation rates (SEM) were 15.1 (3.7), 3.9 (1.4), 14.1 (0.6) and 7.3 (1.7) for the LNG-IUS, implants, copper IUD and DMPA, respectively (P < 0.001). Over the last 10 years of evaluation, the estimation of the contribution of the clinic through the provision of LARC methods and DMPA to DALY averted was 37-60 maternal deaths; between 315 and 424 child mortalities; combined maternal morbidity and mortality and child mortality of between 634 and 853, and 1056-1412 unsafe abortions averted. The main limitations are the number of women who never returned to the clinic (overall 14% among the four methods under evaluation); consequently the pregnancy rate could be different. Other limitations include the analysis of two kinds of copper IUD and two kinds of contraceptive implants as the same IUD or implant, and the low number of users of implants. In addition, the DALY calculation relies on a number of estimates, which may vary in different parts of the world. LARC methods and DMPA are highly effective and women who were well-counselled used these methods for a long time. The benefit of averting maternal morbidity and mortality, child mortality, and unsafe abortions is an example to health policy makers to implement more family planning programmes and to offer contraceptive methods, mainly LARC and DMPA, at no cost or at affordable cost for the underprivileged population. This study received partial financial support from the Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), grant # 2012/12810-4 and from the National Research Council (CNPq), grant #573747/2008-3. B.F.B., M.P.G., and V.M.C. were fellows from the scientific initiation programme from FAPESP. Since the year 2001, all the TCu380A IUD were donated by Injeflex, São Paulo, Brazil, and from the year 2006 all the LNG-IUS were donated by the International Contraceptive Access Foundation (ICA), Turku, Finland. Both donations are as unrestricted grants. The authors declare that there are no conflicts of interest associated with this study.