938 resultados para implied volatility function models


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The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.

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The airflow velocities and pressures are calculated from a three-dimensional model of the human larynx by using the finite element method. The laryngeal airflow is assumed to be incompressible, isothermal, steady, and created by fixed pressure drops. The influence of different laryngeal profiles (convergent, parallel, and divergent), glottal area, and dimensions of false vocal folds in the airflow are investigated. The results indicate that vertical and horizontal phase differences in the laryngeal tissue movements are influenced by the nonlinear pressure distribution across the glottal channel, and the glottal entrance shape influences the air pressure distribution inside the glottis. Additionally, the false vocal folds increase the glottal duct pressure drop by creating a new constricted channel in the larynx, and alter the airflow vortexes formed after the true vocal folds. (C) 2007 Elsevier Ltd. All rights reserved.

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The objective of this paper is to provide and verify simplified models that predict the longitudinal stresses that develop in C-section purlins in uplift. The paper begins with the simple case of flexural stress: where the force has to be applied at the shear center, or the section braced in both flanges. Restrictions on load application point and restraint of the flanges are removed until arriving at the more complex problem of bending when movement of the tension flange alone is restricted, as commonly found in purlin-sheeting systems. Winter`s model for predicting the longitudinal stresses developed due to direct torsion is reviewed, verified, and then extended to cover the case of a bending member with tension flange restraint. The developed longitudinal stresses from flexure and restrained torsion are used to assess the elastic stability behavior of typical purlin-sheeting systems. Finally, strength predictions of typical C-section purlins are provided for existing AISI methods and a newly proposed extension to the direct strength method that employs the predicted longitudinal stress distributions within the strength prediction. (C) 2009 Elsevier Ltd. All rights reserved.

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This study proposes a new PSOS-model based damage identification procedure using frequency domain data. The formulation of the objective function for the minimization problem is based on the Frequency Response Functions (FRFs) of the system. A novel strategy for the control of the Particle Swarm Optimization (PSO) parameters based on the Nelder-Mead algorithm (Simplex method) is presented; consequently, the convergence of the PSOS becomes independent of the heuristic constants and its stability and confidence are enhanced. The formulated hybrid method performs better in different benchmark functions than the Simulated Annealing (SA) and the basic PSO (PSO(b)). Two damage identification problems, taking into consideration the effects of noisy and incomplete data, were studied: first, a 10-bar truss and second, a cracked free-free beam, both modeled with finite elements. In these cases, the damage location and extent were successfully determined. Finally, a non-linear oscillator (Duffing oscillator) was identified by PSOS providing good results. (C) 2009 Elsevier Ltd. All rights reserved

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This communication proposes a simple way to introduce fibers into finite element modelling. This is a promising formulation to deal with fiber-reinforced composites by the finite element method (FEM), as it allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced into the pre-existent finite element numerical system to consider any distribution of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic is the reduced work required by the user to introduce fibers, avoiding `rebar` elements, node-by-node geometrical definitions or even complex mesh generation. An additional characteristic of the technique is the possibility of representing unbounded stresses at the end of fibers using a finite number of degrees of freedom. Further studies are required for non-linear applications in which localization may occur. Along the text the linear formulation is presented and the bounded connection between fibers and continuum is considered. Four examples are presented, including non-linear analysis, to validate and show the capabilities of the formulation. Copyright (c) 2007 John Wiley & Sons, Ltd.

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Multifunctional structures are pointed out as an important technology for the design of aircraft with volume, mass, and energy source limitations such as unmanned air vehicles (UAVs) and micro air vehicles (MAVs). In addition to its primary function of bearing aerodynamic loads, the wing/spar structure of an UAV or a MAV with embedded piezoceramics can provide an extra electrical energy source based on the concept of vibration energy harvesting to power small and wireless electronic components. Aeroelastic vibrations of a lifting surface can be converted into electricity using piezoelectric transduction. In this paper, frequency-domain piezoaeroelastic modeling and analysis of a canti-levered platelike wing with embedded piezoceramics is presented for energy harvesting. The electromechanical finite-element plate model is based on the thin-plate (Kirchhoff) assumptions while the unsteady aerodynamic model uses the doublet-lattice method. The electromechanical and aerodynamic models are combined to obtain the piezoaeroelastic equations, which are solved using a p-k scheme that accounts for the electromechanical coupling. The evolution of the aerodynamic damping and the frequency of each mode are obtained with changing airflow speed for a given electrical circuit. Expressions for piezoaeroelastically coupled frequency response functions (voltage, current, and electrical power as well the vibratory motion) are also defined by combining flow excitation with harmonic base excitation. Hence, piezoaeroelastic evolution can be investigated in frequency domain for different airflow speeds and electrical boundary conditions. [DOI:10.1115/1.4002785]

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Chloride attack in marine environments or in structures where deicing salts are used will not always show profiles with concentrations that decrease from the external surface to the interior of the concrete. Some profiles show an increase in chloride concentrations from when a peak is formed. This type of profile must be analyzed in a different way from the traditional model of Fick`s second law to generate more precise service life models. A model for forecasting the penetration of chloride ions as a function of time for profiles having formed a peak. To confirm the efficiency of this model, it is necessary to observe the behavior of a chloride profile with peak in a specific structure over a period of time. To achieve this, two chloride profiles with different ages (22 and 27 years) were extracted from the same structure. The profile obtained from the 22-year sample was used to estimate the chloride profile at 27 years using three models: a) the traditional model using Fick`s second law and extrapolating the value of C(S)-external surface chloride concentration; b) the traditional model using Fick`s second law and shifting the x-axis to the peak depth; c) the previously proposed model. The results from these models were compared with the actual profile measured in the 27-year sample and the results were analyzed. The model was presented with good precision for this study of case, requiring to be tested with other structures in use.

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A new cryptographic hash function Whirlwind is presented. We give the full specification and explain the design rationale. We show how the hash function can be implemented efficiently in software and give first performance numbers. A detailed analysis of the security against state-of-the-art cryptanalysis methods is also provided. In comparison to the algorithms submitted to the SHA-3 competition, Whirlwind takes recent developments in cryptanalysis into account by design. Even though software performance is not outstanding, it compares favourably with the 512-bit versions of SHA-3 candidates such as LANE or the original CubeHash proposal and is about on par with ECHO and MD6.

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This work deals with the determination of crack openings in 2D reinforced concrete structures using the Finite Element Method with a smeared rotating crack model or an embedded crack model In the smeared crack model, the strong discontinuity associated with the crack is spread throughout the finite element As is well known, the continuity of the displacement field assumed for these models is incompatible with the actual discontinuity However, this type of model has been used extensively due to the relative computational simplicity it provides by treating cracks in a continuum framework, as well as the reportedly good predictions of reinforced concrete members` structural behavior On the other hand, by enriching the displacement field within each finite element crossed by the crack path, the embedded crack model is able to describe the effects of actual discontinuities (cracks) This paper presents a comparative study of the abilities of these 2D models in predicting the mechanical behavior of reinforced concrete structures Structural responses are compared with experimental results from the literature, including crack patterns, crack openings and rebar stresses predicted by both models

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Void fraction sensors are important instruments not only for monitoring two-phase flow, but for furnishing an important parameter for obtaining flow map pattern and two-phase flow heat transfer coefficient as well. This work presents the experimental results obtained with the analysis of two axially spaced multiple-electrode impedance sensors tested in an upward air-water two-phase flow in a vertical tube for void fraction measurements. An electronic circuit was developed for signal generation and post-treatment of each sensor signal. By phase shifting the electrodes supplying the signal, it was possible to establish a rotating electric field sweeping across the test section. The fundamental principle of using a multiple-electrode configuration is based on reducing signal sensitivity to the non-uniform cross-section void fraction distribution problem. Static calibration curves were obtained for both sensors, and dynamic signal analyses for bubbly, slug, and turbulent churn flows were carried out. Flow parameters such as Taylor bubble velocity and length were obtained by using cross-correlation techniques. As an application of the void fraction tested, vertical flow pattern identification could be established by using the probability density function technique for void fractions ranging from 0% to nearly 70%.

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Sossego was the first Vale SAG mill operation to process copper-gold ore. It is located in the State of Para, southeastern Amazon region of Brazil. In the first three years of continuous operation, Vale investigated different alternatives for improving the circuit`s performance by investigating operating conditions, mainly focusing on the SAG mill. It was decided to further assess the performance of the comminution circuit as a function of ore characteristics. A comprehensive ore characterization program was then conducted, together with the calibration of mathematical models on the basis of surveys carried out at the industrial circuit. The simulator was then used to predict the throughput associated to each ore type, as well as to establish the optimized circuit configuration and tailored operating conditions. This paper describes in detail the main aspects of optimizing the industrial circuit performance, as well as the successful method for predicting the production as a function of ore characteristics and circuit configuration.

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Thermodynamic properties of bread dough (fusion enthalpy, apparent specific heat, initial freezing point and unfreezable water) were measured at temperatures from -40 degrees C to 35 degrees C using differential scanning calorimetry. The initial freezing point was also calculated based on the water activity of dough. The apparent specific heat varied as a function of temperature: specific heat in the freezing region varied from (1.7-23.1) J g(-1) degrees C(-1), and was constant at temperatures above freezing (2.7 J g(-1) degrees C(-1)). Unfreezable water content varied from (0.174-0.182) g/g of total product. Values of heat capacity as a function of temperature were correlated using thermodynamic models. A modification for low-moisture foodstuffs (such as bread dough) was successfully applied to the experimental data. (C) 2010 Elsevier Ltd. All rights reserved.

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Thermodynamic relations between the solubility of a protein and the solution pH are presented in this work. The hypotheses behind the development are that the protein chemical potential in liquid phase can be described by Henry`s law and that the solid-liquid equilibrium is established only between neutral molecules. The mathematical development results in an analytical expression of the solubility curve, as a function of the ionization equilibrium constants, the pH and the solubility at the isoelectric point. It is shown that the same equation can be obtained either by directly calculating the fraction of neutral protein molecules or by integrating the curve of the protein average charge. The methodology was successfully applied to the description of the solubility of porcine insulin as a function of pH at three different temperatures and of bovine beta-lactoglobulin at four different ionic strengths. (C) 2011 Elsevier B.V. All rights reserved.

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The ideal conditions for the operation of tandem cold mills are connected to a set of references generated by models and used by dynamic regulators. Aiming at the optimization of the friction and yield stress coefficients an adaptation algorithm is proposed in this paper. Experimental results obtained from an industrial cold rolling mill are presented. (C) 2008 Elsevier B.V. All rights reserved.

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This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.