889 resultados para Stochastic processes -- Mathematical models


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A combined methodology consisting of successive linear programming (SLP) and a simple genetic algorithm (SGA) solves the reactive planning problem. The problem is divided into operating and planning subproblems; the operating subproblem, which is a nonlinear, ill-conditioned and nonconvex problem, consists of determining the voltage control and the adjustment of reactive sources. The planning subproblem consists of obtaining the optimal reactive source expansion considering operational, economical and physical characteristics of the system. SLP solves the optimal reactive dispatch problem related to real variables, while SGA is used to determine the necessary adjustments of both the binary and discrete variables existing in the modelling problem. Once the set of candidate busbars has been defined, the program implemented gives the location and size of the reactive sources needed, if any, to maintain the operating and security constraints.

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The Bose-Einstein condensate of several types of trapped bosons at ultralow temperature was described using the coupled time dependent Gross-Pitaevskii equation. Both the stationary and time evolution problems were analyzed using this approach. The ground state stationary wave functions were found to be sharply peaked near the origin for attractive interatomic interaction for larger nonlinearity while for a repulsive interatomic interaction the wave function extends over a larger region of space.

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This paper presents the Benders decomposition technique and Branch and Bound algorithm used in the reactive power planning in electric energy systems. The Benders decomposition separates the planning problem into two subproblems: an investment subproblem (master) and the operation subproblem (slave), which are solved alternately. The operation subproblem is solved using a successive linear programming (SLP) algorithm while the investment subproblem, which is an integer linear programming (ILP) problem with discrete variables, is resolved using a Branch and Bound algorithm especially developed to resolve this type of problem.

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A branch and bound algorithm is proposed to solve the H2-norm model reduction problem and the H2-norm controller reduction problem, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through linear matrix inequalities formulations. Examples illustrate the results.

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In this paper we consider a three-dimensional heat diffusion model to explain the growth of oxide films which takes place when a laser beam is shined on and heats a metallic layer deposited on a glass substrate in a normal atmospheric environment. In particular, we apply this model to the experimental results obtained for the dependence of the oxide layer thickness on the laser density power for growth of TiO2 films grown on Ti-covered glass slides. We show that there is a very good agreement between the experimental results and the theoretical predictions from our proposed three-dimensional model, improving the results obtained with the one-dimensional heat diffusion model previously reported. Our theoretical results also show the occurrence of surface cooling between consecutive laser pulses, and that the oxide track surface profile closely follows the spatial laser profile indicating that heat diffusive effects can be neglected in the growth of oxide films by laser heating. © 2001 Elsevier Science B.V.

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This paper presents the theoretical and experimental results for oxide thin film growth on titanium films previously deposited over glass substrate. Ti films of thickness 0.1 μm were heated by Nd:YAG laser pulses in air. The oxide tracks were created by moving the samples with a constant speed of 2 mm/s, under the laser action. The micro-topographic analysis of the tracks was performed by a microprofiler. The results taken along a straight line perpendicular to the track axis revealed a Gaussian profile that closely matches the laser's spatial mode profile, indicating the effectiveness of the surface temperature gradient on the film's growth process. The sample's micro-Raman spectra showed two strong bands at 447 and 612 cm -1 associated with the TiO 2 structure. This is a strong indication that thermo-oxidation reactions took place at the Ti film surface that reached an estimated temperature of 1160 K just due to the action of the first pulse. The results obtained from the numerical integration of the analytical equation which describes the oxidation rate (Wagner equation) are in agreement with the experimental data for film thickness in the high laser intensity region. This shows the partial accuracy of the one-dimensional model adopted for describing the film growth rate. © 2001 Elsevier Science B.V.

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We develop an economic model for X̄ control charts having all design parameters varying in an adaptive way, that is, in real time considering current sample information. In the proposed model, each of the design parameters can assume two values as a function of the most recent process information. The cost function is derived and it provides a device for optimal selection of the design parameters. Through a numerical example one can foresee the savings that the developed model possibly provides. © 2001 Elsevier Science B.V. All rights reserved.

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In this study we consider the SIS epidemiological model (susceptible-infected-susceptible) in which the transmission and recuperation rates are considered fuzzy sets. The concepts of possibility measures and fuzzy expectancy value are used to obtain the basic reproduction value for infected groups with different viral charge.

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In this work it is introduced a new approach to calculate the density of liquids in terms of the energies of the acoustic signals. This method is compared to other methods in the time domain (peak-to-peak amplitudes) and frequency domain magnitudes at a single frequency. It is used a measurement cell based on a multiple reflection technique, and it is developed an acoustic model for the cell. Simulations and experiments using several liquids are presented, showing that the energy method a less sensitive to noise than the other techniques. The relative errors in the density are smaller than 0.2% when compared to the values measured with a pycnometer.

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This work shows a computational methodology for the determination of synchronous machines parameters using load rejection test data. By machine modeling one can obtain the quadrature parameters through a load rejection under an arbitrary reference, reducing the present difficulties. The proposed method is applied to a real machine.

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Natural scales determine the physics of quantum few-body systems with short-range interactions. Thus, the scaling limit is found when the ratio between the scattering length and the interaction range tends to infinity, while the ratio between the physical scales are kept fixed. From the formal point of view, the relation of the scaling limit and the renormalization aspects of a few-body model with a zero-range interaction, through the derivation of subtracted three-body T-matrix equations that are renormalization-group invariant.

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In this article we describe a feature extraction algorithm for pattern classification based on Bayesian Decision Boundaries and Pruning techniques. The proposed method is capable of optimizing MLP neural classifiers by retaining those neurons in the hidden layer that realy contribute to correct classification. Also in this article we proposed a method which defines a plausible number of neurons in the hidden layer based on the stem-and-leaf graphics of training samples. Experimental investigation reveals the efficiency of the proposed method. © 2002 IEEE.

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The criteria for the occurrence of roll wave phenomenon in the supercritical and turbulent Newtonian and non-Newtonian flows from the engineering point of view was analyzed. Imposing a constant discharge at the upstream of the canal and superposing a small perturbation, it was observed that roll waves can be developed more easily for small wave numbers and for high cohesions. Moreover, from the mathematical model used, it was demonstrated that the numerical viscosity was 10 times the physical viscosity.

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Water waves generated by landslides were long menace in certain localities and the study of this phenomenon were carried out at an accelerated rate in the last decades. Nevertheless, the phase of wave creation was found to be very complex. As such, a numerical model based on Boussinesq equations was used to describe water waves generated by local disturbance. This numerical model takes in account the vertical acceleration of the particles and considers higher orders derivate terms previously neglected by Boussinesq, so that in the generation zone, this model can support high relative amplitude of waves.

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A study was conducted on the dynamics of 2D and 3D Bose-Einstein condensates in the case when the scattering length in the Gross-Pitaevskii (GP) equation which contains constant (dc) and time-variable (ac) parts. Using the variational approximation (VA), simulating the GP equation directly, and applying the averaging procedure to the GP equation without the use of the VA, it was demonstrated that the ac component of the nonlinearity makes it possible to maintain the condensate in a stable self-confined state without external traps.