967 resultados para Discrete Conditional Phase-type model


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Devido ao auge do crescimento industrial na Região Norte e, em especial, o Pólo Industrial de Manaus (PIM), são necessários obter ferramentas matemáticas que facilitem ao especialista tomar decisões sobre a seleção e dimensionamento dos filtros harmônicos que proporcionam neutralizar os efeitos prejudiciais dos harmônicos gerados pelas cargas não lineares da indústria e alcançar conformidade com os padrões das normas de qualidade de energia correspondentes. Além disso, como os filtros harmônicos passivos têm a capacidade de gerar potência reativa à rede, estes meios são eficazes compensadores de potência reativa e, portanto, podem conseguir uma economia significativa no faturamento de energia elétrica consumida por essas instalações industriais. Esta tese tem como objetivo geral desenvolver um método matemático e uma ferramenta computacional para a seleção da configuração e parâmetros do projeto de um conjunto de filtros harmônicos passivos para sistemas elétricos industriais. Nesta ótica, o problema de otimização da compensação de harmônicos por meio de filtros passivos foi formulado como um problema multiobjetivo que considera tanto os objetivos da redução da distorção harmônica como da efetividade econômica do projeto considerando as características das tarifas brasileiras. Todavia, a formulação apresentada considera as restrições relevantes impostas pelas normas brasileiras e estrangeiras. A solução computacional para este problema foi conseguida, usando o algoritmo genético NSGA-II que determina um conjunto de soluções ótimas de Pareto (Fronteira) que permitem ao projetista escolher as soluções mais adequadas para o problema. Por conseguinte, a ferramenta computacional desenvolvida tem várias novidades como: não só calcula os parâmetros que caracterizam os filtros, como também seleciona o tipo de configuração e o número de ramos do filtro em cada barra candidata de acordo com um conjunto de configurações pré-estabelecidas; têm implementada duas normas para a avaliação das restrições de qualidade de energia (Prodist-Módulo 8 e IEEE 519-92) que podem ser selecionadas pelo usuário; determina soluções com bons indicadores de desempenho para vários cenários característicos e não característicos do sistema que permitem a representação das as variações diárias da carga; das variações dos parâmetros do sistema e dos filtros; avalia o custo das contas de energia numa rede elétrica industrial que tem diferentes condições de operação (cenários característicos); e avalia o efeito econômico de filtros de harmônicos como compensadores de potência reativa. Para desenvolver a ferramenta computacional adequada desta tese, foi empregado um modelo trifásico em coordenadas de fase para redes de energia elétrica industriais e de serviços onde foram feitos vários programas utilizando várias ferramentas computacionais adicionais. Estas ferramentas compreendem um programa de varredura de freqüência, um programa do fluxo de harmônicos por injeção de correntes e um programa de fluxo de potência à freqüência fundamental. Os resultados positivos desta tese, a partir da análise de vários exemplos práticos, mostram as vantagens do método desenvolvido.

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We propose a stage-structured integrodifference model for blowflies' growth and dispersion taking into account the density dependence of fertility and survival rates and the non-overlap of generations. We assume a discrete-time, stage-structured, model. The spatial dynamics is introduced by means of a redistribution kernel. We treat one and two dimensional cases, the latter on the semi-plane, with a reflexive boundary. We analytically show that the upper bound for the invasion front speed is the same as in the one-dimensional case. Using laboratory data for fertility and survival parameters and dispersal data of a single generation from a capture-recapture experiment in South Africa, we obtain an estimate for the velocity of invasion of blowflies of the species Chrysomya albiceps. This model predicts a speed of invasion which was compared to actual observational data for the invasion of the focal species in the Neotropics. Good agreement was found between model and observations.

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In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

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Wave breaking is an important coastal process, influencing hydro-morphodynamic processes such as turbulence generation and wave energy dissipation, run-up on the beach and overtopping of coastal defence structures. During breaking, waves are complex mixtures of air and water (“white water”) whose properties affect velocity and pressure fields in the vicinity of the free surface and, depending on the breaker characteristics, different mechanisms for air entrainment are usually observed. Several laboratory experiments have been performed to investigate the role of air bubbles in the wave breaking process (Chanson & Cummings, 1994, among others) and in wave loading on vertical wall (Oumeraci et al., 2001; Peregrine et al., 2006, among others), showing that the air phase is not negligible since the turbulent energy dissipation involves air-water mixture. The recent advancement of numerical models has given valuable insights in the knowledge of wave transformation and interaction with coastal structures. Among these models, some solve the RANS equations coupled with a free-surface tracking algorithm and describe velocity, pressure, turbulence and vorticity fields (Lara et al. 2006 a-b, Clementi et al., 2007). The single-phase numerical model, in which the constitutive equations are solved only for the liquid phase, neglects effects induced by air movement and trapped air bubbles in water. Numerical approximations at the free surface may induce errors in predicting breaking point and wave height and moreover, entrapped air bubbles and water splash in air are not properly represented. The aim of the present thesis is to develop a new two-phase model called COBRAS2 (stands for Cornell Breaking waves And Structures 2 phases), that is the enhancement of the single-phase code COBRAS0, originally developed at Cornell University (Lin & Liu, 1998). In the first part of the work, both fluids are considered as incompressible, while the second part will treat air compressibility modelling. The mathematical formulation and the numerical resolution of the governing equations of COBRAS2 are derived and some model-experiment comparisons are shown. In particular, validation tests are performed in order to prove model stability and accuracy. The simulation of the rising of a large air bubble in an otherwise quiescent water pool reveals the model capability to reproduce the process physics in a realistic way. Analytical solutions for stationary and internal waves are compared with corresponding numerical results, in order to test processes involving wide range of density difference. Waves induced by dam-break in different scenarios (on dry and wet beds, as well as on a ramp) are studied, focusing on the role of air as the medium in which the water wave propagates and on the numerical representation of bubble dynamics. Simulations of solitary and regular waves, characterized by both spilling and plunging breakers, are analyzed with comparisons with experimental data and other numerical model in order to investigate air influence on wave breaking mechanisms and underline model capability and accuracy. Finally, modelling of air compressibility is included in the new developed model and is validated, revealing an accurate reproduction of processes. Some preliminary tests on wave impact on vertical walls are performed: since air flow modelling allows to have a more realistic reproduction of breaking wave propagation, the dependence of wave breaker shapes and aeration characteristics on impact pressure values is studied and, on the basis of a qualitative comparison with experimental observations, the numerical simulations achieve good results.

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The aim of the thesi is to formulate a suitable Item Response Theory (IRT) based model to measure HRQoL (as latent variable) using a mixed responses questionnaire and relaxing the hypothesis of normal distributed latent variable. The new model is a combination of two models already presented in literature, that is, a latent trait model for mixed responses and an IRT model for Skew Normal latent variable. It is developed in a Bayesian framework, a Markov chain Monte Carlo procedure is used to generate samples of the posterior distribution of the parameters of interest. The proposed model is test on a questionnaire composed by 5 discrete items and one continuous to measure HRQoL in children, the EQ-5D-Y questionnaire. A large sample of children collected in the schools was used. In comparison with a model for only discrete responses and a model for mixed responses and normal latent variable, the new model has better performances, in term of deviance information criterion (DIC), chain convergences times and precision of the estimates.

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The macroscopic properties of oily food dispersions, such as rheology, mechanical strength, sensory attributes (e.g. mouth feel, texture and even flavour release) and as well as engineering properties are strongly determined by their microstructure, that is considered a key parameter in the understanding of the foods behaviour . In particular the rheological properties of these matrices are largely influenced by their processing techniques, particle size distribution and composition of ingredients. During chocolate manufacturing, mixtures of sugar, cocoa and fat are heated, cooled, pressurized and refined. These steps not only affect particle size reduction, but also break agglomerates and distribute lipid and lecithin-coated particles through the continuous phase, this considerably modify the microstructure of final chocolate. The interactions between the suspended particles and the continuous phase provide information about the existing network and consequently can be associated to the properties and characteristics of the final dispersions. Moreover since the macroscopic properties of food materials, are strongly determined by their microstructure, the evaluation and study of the microstructural characteristics, can be very important for a through understanding of the food matrices characteristics and to get detailed information on their complexity. The aim of this study was investigate the influence of formulation and each process step on the microstructural properties of: chocolate type model systems, dark milk and white chocolate types, and cocoa creams. At the same time the relationships between microstructural changes and the resulting physico-chemical properties of: chocolate type dispersions model systems dark milk and white chocolate were investigated.

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Zusammenfassung rnrnIn dieser Arbeit wurden Untersuchungen an zwei verschiedenen multimeren Proteinkomplexen durchgeführt: Zum einen am Hämocyanin aus Homarus americanus mittels Röntgen-L-Kantenspektroskopie und zum anderen am α-Toxin aus Staphylococcus aureus, hinsichtlich der Interaktion an speziellen Raft-artigen Membranabschnitten, mittels AFM.rnFür das Hämocyanin aus Homarus americanus konnte ein neuer Aspekt bezüglich der Bindung von Sauerstoff aufgezeigt werden. Ein zuvor nicht in Betracht gezogener und diskutierter Einfluss von Wassermolekülen auf diesen Vorgang konnte mittels der Methode der Röntgen-L-Kantenspektroskopie dargestellt werden. Erstmals war es möglich die beiden verschiedenen Beladungszustände (Oxy-, Deoxy-Zustand) des Hämocyanin mittels dieser Methode in physiologisch ähnlicher Umgebung zu untersuchen. Vergleiche der erhaltenen L-Kanten-Spektren mit denen anorganischer Vergleichslösungen ließen auf eine Interaktion von Wassermolekülen mit den beiden Kupferatomen des aktiven Zentrums schließen. Dadurch wurde erstmals ein möglicher Einfluss des Wassers auf den Oxygenierungsprozess des Hämocyanins auf elektronischer Ebene aufgezeigt. Vergleichende Betrachtungen von Röntgenkristallstrukturen verschiedener Typ-3-Kupferproteine bestätigten, dass auch hier ein Einfluss von Wassermolekülen auf die aktiven Zentren möglich ist. Vorgeschlagen wird dabei, dass an Stelle der Überlappung der 3d-Orbitale des Kupfers mit den 2p-Orbitalen des Sauerstoffs, wie sie im sauerstoffbeladenen Zustand auftritt, im sauerstoffunbeladenen Zustand eine Wechselwirkung der 3d-Orbitale des Kupfers mit den LUMOS der Wassermoleküle möglich wird, und ein Elektronen- bzw. Ladungstransfer von den Kupfern auf die Wassermoleküle erfolgen kann. rnAFM-Untersuchungen hinsichtlich der Interaktion des α-Toxins aus Staphylococcus aureus mit oberflächenunterstützten Modellmembranen wiesen darauf hin, dass eine bevorzugte Anbindung und zumindest teilweise Integration der α-Toxine in Raft-artige Membranbereiche stattfindet. Für verschiedene ternäre Lipidsysteme konnten phasenseparierte Modellmembranen abgebildet und die unterschiedlichen Domänenformen zugeordnet werden. Der Anbindungsprozess der Toxine an diese oberflächenunterstützte Modellmembranen erfolgte dann wahrscheinlich vornehmlich an den speziellen Raft-artigen Domänen, wohingegen die Insertion der Poren vorrangig an den Grenzbereichen zwischen den Domänen auftrat. Mögliche Ursache dafür sind die räumlichen Besonderheiten dieser Grenzflächen. Membranen weisen an den Schnittstellen zwischen zwei Domänenformen eine erhöhte Unordnung auf, was sich u.a. in einer geringeren Packungsdichte der Phospholipide und dem erhöhten Freiheitsgrad ihrer Kopfgruppen bemerkbar macht. Außerdem kommt es auf Grund der Interaktion der beteiligten Membranbestandteile Sphingomyelin und Cholesterol untereinander zu einer speziellen Ausrichtung der Phosphocholin-Kopfgruppen und innerhalb der Raft-artigen Domänen zu einer erhöhten Packungsdichte der Phospholipide. Die in dieser Arbeit präsentierten Ergebnisse unterstützten demnach die in der Literatur postulierte Vermutung der bevorzugten Interaktion und Integration der Toxin-Moleküle mit Raft-artigen Membrandomänen. Die Insertion der Pore erfolgt aber wahrscheinlich bevorzugt an den Grenzbereichen zwischen den auftretenden Domänen.rn

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In this paper we propose the use of Discrete Cosine Transform Type-III (DCT3) for multicarrier modulation. There are two DCT3 (even and odd) and, for each of them, we derive the expressions for both prefix and suffix to be appended into each data symbol to be transmitted. Moreover, DCT3 are closely related to the corresponding inverse DCT Type-II even and odd. Furthermore, we give explicit expressions for the 1-tap per subcarrier equalizers that must be implemented at the receiver to perform the channel equalization in the frequency-domain. As a result, the proposed DCT3-based multicarrier modulator can be used as an alternative to DFT-based systems to perform Orthogonal Frequency-Division Multiplexing or Discrete Multitone Modulation

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Based on our needs, that is to say, through precise simulation of the impact phenomena that may occur inside a jet engine turbine with an explicit non-linear finite element code, four new material models are postulated. Each one of is calibrated for four high-performance alloys that can be encountered in a modern jet engine. A new uncoupled material model for high strain and ballistic is proposed. Based on a Johnson-Cook type model, the proposed formulation introduces the effect of the third deviatoric invariant by means of three different Lode angle dependent functions. The Lode dependent functions are added to both plasticity and failure models. The postulated model is calibrated for a 6061-T651 aluminium alloy with data taken from the literature. The fracture pattern predictability of the JCX material model is shown performing numerical simulations of various quasi-static and dynamic tests. As an extension of the above-mentioned model, a modification in the thermal softening behaviour due to phase transformation temperatures is developed (JCXt). Additionally, a Lode angle dependent flow stress is defined. Analysing the phase diagram and high temperature tests performed, phase transformation temperatures of the FV535 stainless steel are determined. The postulated material model constants for the FV535 stainless steel are calibrated. A coupled elastoplastic-damage material model for high strain and ballistic applications is presented (JCXd). A Lode angle dependent function is added to the equivalent plastic strain to failure definition of the Johnson-Cook failure criterion. The weakening in the elastic law and in the Johnson-Cook type constitutive relation implicitly introduces the Lode angle dependency in the elastoplastic behaviour. The material model is calibrated for precipitation hardened Inconel 718 nickel-base superalloy. The combination of a Lode angle dependent failure criterion with weakened constitutive equations is proven to predict fracture patterns of the mechanical tests performed and provide reliable results. A transversely isotropic material model for directionally solidified alloys is presented. The proposed yield function is based a single linear transformation of the stress tensor. The linear operator weighs the degree of anisotropy of the yield function. The elastic behaviour, as well as the hardening, are considered isotropic. To model the hardening, a Johnson-Cook type relation is adopted. A material vector is included in the model implementation. The failure is modelled with the Cockroft-Latham failure criterion. The material vector allows orienting the reference orientation in any other that the user may need. The model is calibrated for the MAR-M 247 directionally solidified nickel-base superalloy.

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Monte Carlo (MC) method can accurately compute the dose produced by medical linear accelerators. However, these calculations require a reliable description of the electron and/or photon beams delivering the dose, the phase space (PHSP), which is not usually available. A method to derive a phase space model from reference measurements that does not heavily rely on a detailed model of the accelerator head is presented. The iterative optimization process extracts the characteristics of the particle beams which best explains the reference dose measurements in water and air, given a set of constrains

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Topological frustration in an energetically unfrustrated off-lattice model of the helical protein fragment B of protein A from Staphylococcus aureus was investigated. This Gō-type model exhibited thermodynamic and kinetic signatures of a well-designed two-state folder with concurrent collapse and folding transitions and single exponential kinetics at the transition temperature. Topological frustration is determined in the absence of energetic frustration by the distribution of Fersht φ values. Topologically unfrustrated systems present a unimodal distribution sharply peaked at intermediate φ, whereas highly frustrated systems display a bimodal distribution peaked at low and high φ values. The distribution of φ values in protein A was determined both thermodynamically and kinetically. Both methods yielded a unimodal distribution centered at φ = 0.3 with tails extending to low and high φ values, indicating the presence of a small amount of topological frustration. The contacts with high φ values were located in the turn regions between helices I and II and II and III, intimating that these hairpins are in large part required in the transition state. Our results are in good agreement with all-atom simulations of protein A, as well as lattice simulations of a three- letter code 27-mer (which can be compared with a 60-residue helical protein). The relatively broad unimodal distribution of φ values obtained from the all-atom simulations and that from the minimalist model for the same native fold suggest that the structure of the transition state ensemble is determined mostly by the protein topology and not energetic frustration.

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This paper assesses the importance of fund flows in the performance evaluation of Australian international equity funds. Two concepts of fund flows are considered in the context of a conditional asset pricing model. The first measure is net fund flow relative to fund size and the second is net fund flow relative to sector flows. We find that incorporating a fund flow measure relative to the sector flow results in a reduction of measured perverse market timing. The results indicate that, at the individual fund level, cash flows are relevant in assessing management outcomes.