Modified Discrete PSO to Increase the Delivered Energy Probability in Distribution energy Systems

This paper proposes a PSO based approach to increase the probability of delivering power to any load point by identifying new investments in distribution energy systems. The statistical failure and repair data of distribution components is the main basis of the proposed methodology that uses a fuzzyprobabilistic modeling for the components outage parameters. The fuzzy membership functions of the outage parameters of each component are based on statistical records. A Modified Discrete PSO optimization model is developed in order to identify the adequate investments in distribution energy system components which allow increasing the probability of delivering power to any customer in the distribution system at the minimum possible cost for the system operator. To illustrate the application of the proposed methodology, the paper includes a case study that considers a 180 bus distribution network.

Discrete fractional order system vibrations

A theory of free vibrations of discrete fractional order (FO) systems with a finite number of degrees of freedom (dof) is developed. A FO system with a finite number of dof is defined by means of three matrices: mass inertia, system rigidity and FO elements. By adopting a matrix formulation, a mathematical description of FO discrete system free vibrations is determined in the form of coupled fractional order differential equations (FODE). The corresponding solutions in analytical form, for the special case of the matrix of FO properties elements, are determined and expressed as a polynomial series along time. For the eigen characteristic numbers, the system eigen main coordinates and the independent eigen FO modes are determined. A generalized function of visoelastic creep FO dissipation of energy and generalized forces of system with no ideal visoelastic creep FO dissipation of energy for generalized coordinates are formulated. Extended Lagrange FODE of second kind, for FO system dynamics, are also introduced. Two examples of FO chain systems are analyzed and the corresponding eigen characteristic numbers determined. It is shown that the oscillatory phenomena of a FO mechanical chain have analogies to electrical FO circuits. A FO electrical resistor is introduced and its constitutive voltage–current is formulated. Also a function of thermal energy FO dissipation of a FO electrical relation is discussed.

Automated Synthesis Procedure of RF Discrete Tuning Differential Capacitance Circuits

The paper presents a RFDSCA automated synthesis procedure. This algorithm determines several RFDSCA circuits from the top-level system specifications all with the same maximum performance. The genetic synthesis tool optimizes a fitness function proportional to the RFDSCA quality factor and uses the epsiv-concept and maximin sorting scheme to achieve a set of solutions well distributed along a non-dominated front. To confirm the results of the algorithm, three RFDSCAs were simulated in SpectreRF and one of them was implemented and tested. The design used a 0.25 mum BiCMOS process. All the results (synthesized, simulated and measured) are very close, which indicate that the genetic synthesis method is a very useful tool to design optimum performance RFDSCAs.

A score test for non-nested hypotheses with applications to discrete data models

This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper

The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.

Simulations for modelling of population balance equations of particulate processes using the discrete particle model (DPM)

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Numerical investigation of micro and macro mechanical behaviour of granular media via a discrete element approach

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware Implementations

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniques for maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables, and an approach for performing parallel addition of N input symbols.

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware : Implementations,Parallelization Prospectsand Possible Improvements

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniquesfor maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables,and an approach for performing parallel addition of N input symbols.

Verification of system properties of polynomial systems using discrete-time approximations and set-based analysis

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015

Global eriodicity and complete integrability of discrete dynamical systems

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Ataxia telangiectasia mutated (ATM) inhibition transforms human mammary gland epithelial cells.

Carriers of mutations in the cell cycle checkpoint protein kinase ataxia telangiectasia mutated (ATM), which represent 1-2% of the general population, have an increased risk of breast cancer. However, experimental evidence that ATM deficiency contributes to human breast carcinogenesis is lacking. We report here that in MCF-10A and MCF-12A cells, which are well established normal human mammary gland epithelial cell models, partial or almost complete stable ATM silencing or pharmacological inhibition resulted in cellular transformation, genomic instability, and formation of dysplastic lesions in NOD/SCID mice. These effects did not require the activity of exogenous DNA-damaging agents and were preceded by an unsuspected and striking increase in cell proliferation also observed in primary human mammary gland epithelial cells. Increased proliferation correlated with a dramatic, transient, and proteasome-dependent reduction of p21(WAF1/CIP1) and p27(KIP1) protein levels, whereas little or no effect was observed on p21(WAF1/CIP1) or p27(KIP1) mRNAs. p21(WAF1/CIP1) silencing also increased MCF-10A cell proliferation, thus identifying p21(WAF1/CIP1) down-regulation as a mediator of the proliferative effect of ATM inhibition. Our findings provide the first experimental evidence that ATM is a human breast tumor suppressor. In addition, they mirror the sensitivity of ATM tumor suppressor function and unveil a new mechanism by which ATM might prevent human breast tumorigenesis, namely a direct inhibitory effect on the basal proliferation of normal mammary epithelial cells.

The convenient calculation of some test statistics in models of discrete choice

The paper considers the use of artificial regression in calculating different types of score test when the log