Made available in DSpace on 2014-12-17T14:08:54Z (GMT). No. of bitstreams: 1 ItaloBS_DISSERT_Parcial.pdf: 1092449 bytes, checksum: 84033c6935995f4df8913ea7b715a8e5 (MD5) Previous issue date: 2014-01-16 / The study of complex systems has become a prestigious area of science, although relatively young . Its importance was demonstrated by the diversity of applications that several studies have already provided to various fields such as biology , economics and Climatology . In physics , the approach of complex systems is creating paradigms that influence markedly the new methods , bringing to Statistical Physics problems macroscopic level no longer restricted to classical studies such as those of thermodynamics . The present work aims to make a comparison and verification of statistical data on clusters of profiles Sonic ( DT ) , Gamma Ray ( GR ) , induction ( ILD ) , neutron ( NPHI ) and density ( RHOB ) to be physical measured quantities during exploratory drilling of fundamental importance to locate , identify and characterize oil reservoirs . Software were used : Statistica , Matlab R2006a , Origin 6.1 and Fortran for comparison and verification of the data profiles of oil wells ceded the field Namorado School by ANP ( National Petroleum Agency ) . It was possible to demonstrate the importance of the DFA method and that it proved quite satisfactory in that work, coming to the conclusion that the data H ( Hurst exponent ) produce spatial data with greater congestion . Therefore , we find that it is possible to find spatial pattern using the Hurst coefficient . The profiles of 56 wells have confirmed the existence of spatial patterns of Hurst exponents , ie parameter B. The profile does not directly assessed catalogs verification of geological lithology , but reveals a non-random spatial distribution / O estudo dos sistemas complexos tornou-se uma ?rea prestigiada da ci?ncia, apesar de ser relativamente jovem. Sua import?ncia foi comprovada pela diversidade de aplica??es que v?rios estudos j? proporcionaram para campos diversos como os da Biologia, Economia e Climatologia. Na F?sica, a abordagem dos sistemas complexos vem criando paradigmas que influenciam de forma marcante os novos m?todos, trazendo para a F?sica Estat?stica problemas de n?vel macrosc?pico n?o mais restritos a estudos cl?ssicos como os da Termodin?mica. O presente trabalho tem como objetivo fazer uma compara??o e verifica??o dos aglomerados estat?sticos de dados relativos aos perfis de S?nico (DT), Raio Gama (GR), Indu??o (ILD), Neutr?nico (NPHI) e Densidade (RHOB) por serem grandezas f?sicas medidas durante a perfura??o de po?os explorat?rios de fundamental import?ncia para localizar, identificar e caracterizar reservat?rios de petr?leo. Foram utilizados os softwares: Statistica, Matlab R2006a, Origin 6.1 e Fortran para a compara??o e verifica??o dos dados dos perfis de po?os de petr?leo da Escola Campo Namorado cedidos pela ANP (Ag?ncia nacional de petr?leo). Foi poss?vel evidenciar a import?ncia do m?todo DFA e que o mesmo mostrou-se bastante satisfat?rio no referido trabalho, chegando-se a conclus?o que os dados do H (expoente de Hurst) produzem dados espaciais com uma maior aglomera??o. Portanto, constatamos que ? poss?vel encontrar padr?o espacial usando o coeficiente de Hurst. Os perfis dos 56 po?os comprovaram a exist?ncia de padr?es espaciais dos expoentes de Hurst, ou seja, par?metro B. O perfil avaliado n?o cataloga diretamente a verifica??o da litologia geol?gica, mas revela a exist?ncia de uma distribui??o espacial n?o aleat?ria / 2024-12-31

A análise de textura é uma das mais básicas e famosas áreas de pesquisa em visão computacional. Ela é também de grande importância em muitas outras disciplinas, tais como ciências médicas e biológicas. Por exemplo, uma tarefa comum de análise de textura é a detecção de tecidos não saudáveis em imagens de Ressonância Magnética do pulmão. Nesta dissertação, nós propomos um método novo de caracterização de textura baseado nas medidas de complexidade tais como o expoente de Hurst, o expoente de Lyapunov e a complexidade de Lempel-Ziv. Estas medidas foram aplicadas sobre amostras de imagens no espaço de frequência. Três métodos de amostragem foram propostas, amostragem: radial, circular e por caminhadas determinísticas parcialmente auto- repulsivas (amostragem CDPA). Cada método de amostragem produz um vetor de características por medida de complexidade aplicada. Esse vetor contem um conjunto de descritores que descrevem a imagem processada. Portanto, cada imagem será representada por nove vetores de características (três medidas de complexidade e três métodos de amostragem), os quais serão comparados na tarefa de classificação de texturas. No final, concatenamos cada vetor de características conseguido calculando a complexidade de Lempel-Ziv em amostras radiais e circulares com os descritores obtidos através de técnicas de análise de textura tradicionais, tais como padrões binários locais (LBP), wavelets de Gabor (GW), matrizes de co-ocorrência en níveis de cinza (GLCM) e caminhadas determinísticas parcialmente auto-repulsivas em grafos (CDPAg). Este enfoque foi testado sobre três bancos de imagens: Brodatz, USPtex e UIUC, cada um com seus próprios desafios conhecidos. As taxas de acerto de todos os métodos tradicionais foram incrementadas com a concatenação de relativamente poucos descritores de Lempel-Ziv. Por exemplo, no caso do método LBP, o incremento foi de 84.25% a 89.09% com a concatenação de somente cinco descritores. De fato, simplesmente concatenando cinco descritores são suficientes para ver um incremento na taxa de acerto de todos os métodos tradicionais estudados. Por outro lado, a concatenação de un número excessivo de descritores de Lempel-Ziv (por exemplo mais de 40) geralmente não leva a melhora. Neste sentido, vendo os resultados semelhantes obtidos nos três bancos de imagens analisados, podemos concluir que o método proposto pode ser usado para incrementar as taxas de acerto em outras tarefas que envolvam classificação de texturas. Finalmente, com a amostragem CDPA também se obtém resultados significativos, que podem ser melhorados em trabalhos futuros. / Texture analysis is one of the basic and most popular computer vision research areas. It is also of importance in many other disciplines, such as medical sciences and biology. For example, non-healthy tissue detection in lung Magnetic Resonance images is a common texture analysis task. We proposed a novel method for texture characterization based on complexity measures such as Lyapunov exponent, Hurst exponent and Lempel-Ziv complexity. This measurements were applied over samples taken from images in the frequency domain. Three types of sampling methods were proposed: radial sampling, circular sampling and sampling by using partially self-avoiding deterministic walks (CDPA sampling). Each sampling method produce a feature vector which contains a set of descriptors that characterize the processed image. Then, each image will be represented by nine feature vectors which are means to be compared in texture classification tasks (three complexity measures over samples from three sampling methods). In the end, we combine each Lempel-Ziv feature vector from the circular and radial sampling with descriptors obtained through traditional image analysis techniques, such as Local Binary Patterns (LBP), Gabor Wavelets (GW), Gray Level Co-occurrence Matrix (GLCM) and Self-avoiding Deterministic Walks in graphs (CDPAg). This approach were tested in three datasets: Brodatz, USPtex and UIUC, each one with its own well-known challenges. All traditional methods success rates were increased by adding relatively few Lempel-Ziv descriptors. For example in the LBP case the increment went from 84.25% to 89.09% with the addition of only five descriptors. In fact, just adding five Lempel-Ziv descriptors are enough to see an increment in the success rate of every traditional method. However, adding too many Lempel-Ziv descriptors (for example more than 40) generally doesnt produce better results. In this sense, seeing the similar results we obtain in all three databases, we conclude that this approach may be used to increment the success rate in a lot of others texture classification tasks. Finally, the CDPA sampling also obtain very promising results that we can improve further on future works.

Let F : Kn &rarr; Kp be a polynomial map, where K = R or C. Motivated by the characterization of the integral closure of ideals in the ring On by means of analytic inequalities proven by Lejeune-Teissier [46], we define the set Sp(F) of special polynomials with respect to F. The set Sp(F) can be considered as a counterpart, in the context of polynomial maps Kn &rarr; Kp, of the notion of integral closure of ideals in the ring of analytic function germs (~&lceil;+. In this work, we are mainly interested in the determination of the convex region S0(F) formed by the exponents of the special monomials with respect to F. Let us fix a convenient Newton polyhedron &lceil; + ~&sube; Rn. We obtain an approximation to S0</sub (F) when F is strongly adapted to ~&sube; +, which is a condition expressed in terms of the faces of ~&lceil;+ and the principal parts at infinity of F. The local version of this problem has been studied by Bivià-Ausina [4] and Saia [71]. Our result about the estimation of S0(F) allows us to give a lower estimate for the Lojasiewicz exponent at infinity of a given polynomial map with compact zero set. As a consequence of our study of ojasiewicz exponents at infinity we have also obtained a result about the uniformity of the ojasiewicz exponent in deformations of polynomial maps Kn &rarr; Kp. Consequently we derive a result about the invariance of the global index of real polynomial maps Rn &rarr; Rn. As particular cases of the condition of F being adapted to ~&lceil;+ there appears the class of Newton non-degenerate polynomial maps at infinity and pre-weighted homogeneous maps. The first class of maps constitute a natural extension for maps of the Newton non-degeneracy condition introduced by Kouchnirenko for polynomial functions. We characterize the Newton non-degeneracy at infinity condition of a given polynomial map F : Kn &rarr; Kp in terms of the set S0((F, 1)), where (F, 1) : Kn &rarr; Kp+1 is the polynomial map whose last component function equals 1. Motivated by analogous problems in local algebra we also derive some results concerning the multiplicity of F. / Seja F :Kn &rarr; Kp uma aplicação polinomial, onde K = C ou K = R. Motivados pela caracterização do fecho integral de ideais no anel On por meio de desigualdades analíticas provadas por Lejeune-Teissier [46], definimos o conjunto Sp(F) de polinomios especiais com respeito a F. O conjunto Sp(F) pode ser considerado como um homólogo, no contexto das aplicações polinomiais Kn &rarr; Kp, da noção de fecho integral de ideais no anel de germes de funções analíticas (Kn 0) &rarr; K. Neste trabalho, estamos interessados principalmente na determinação da região convexa S0 (F) formado pelos expoentes dos monômios especiais com respeito a F. Fixado um poliedro de Newton conveniente ~&lceil; + ~&sube; Rn, é obtida uma aproximação de S0(F), quando F é fortemente adaptada a &lceil; + o qual é uma condição expressada em termos das faces de ~&lceil; + e as partes principais no infinito de F. A versão local deste problema foi estudado por Bivià-Ausina [4] e Saia [71]. Nosso resultado sobre a estimativa de S0(F) nos permite dar uma estimativa inferior para o expoente Lojasiewicz no infinito de uma aplicação polinomial Kn &rarr; Kp, com conjunto F-1(0) compacto. Como uma consequência do estudo dos expoentes de Lojasiewicz no infinito também foi obtido um resultado sobre a uniformidade do expoente Lojasiewicz em deformações de aplicações polinomiais Kn &rarr; Kp e consequentemente, um resultado sobre a invariância do índice global de aplicações polinomiais reais Rn &rarr; Rn. Como casos particulares da condição de F ser adaptada a ~&lceil; + aparecem a classe de aplicações polinomiais Newton não degeneradas e as aplicações polinomiais pre-quase homogêneas. A primeira classe de aplicações constitui uma extensão natural da condição Newton não-degeneração introduzida por Kouchnirenko para funções polinomiais. Caracterizamos a condição Newton não-degeneração para uma determinada aplicação polinomial F : Kn &rarr; Kp em termos do conjunto S0((F, 1)), onde (F, 1) : Kn &rarr; Kp+1 é a aplicação polinomial cuja última função componente é igual a 1. Motivados por problemas análogos em álgebra local, também obtivemos alguns resultados sobre a multiplicidade de F.

Este estudo se dedica a uma parte pouco conhecida dos trabalhos de Leonhard Euler (1707 - 1783) relacionado à música enquanto uma ciência matemática. Tais trabalhos mostram, em certo sentido, um lado pitagórico do pensador e também algumas contribuições do mesmo à teoria musical. O interesse deste matemático pelo assunto permeia várias obras e épocas de sua vida, mas neste trabalho focamos em três delas: um conjunto de nove cartas que compõem a obra Lettres a une princesse dAllemagne sur divers sujets de physique e de philosophie (1768) e dois artigos, Conjecture sur la raison de quelques dissonances generalement reçues dans la musique (1766) e De harmoniae veris principiis per speculum musicum repraesentatis (1774). Para possibilitar uma melhor compreensão desses textos, faremos uma revisão histórica do tratamento aritmético dado à música desde os tempos clássicos até o Renascimento com enfoque nas principais contribuições que levam à construção da escala da entonação pura ou justa, trabalhada por Euler nos originais estudados. Após a apresentação e análise desses trabalhos eulerianos, especialmente seus diagramas para representar sons e acordes e do seu expoente de um acorde para medir consonâncias, terminaremos essa dissertação refletindo sobre as implicações pedagógicas e históricas, bem como as potencialidades e limitações do uso de fontes originais de determinados mestres do pensamento matemático ocidental, nomeadamente o próprio Euler, na formação de matemáticos, professores e licenciados. / This present research takes a journey into a little know part of Leonhard Eulers works about music as a mathematical science. Those works show, at certain level, his Pythagorean thoughts and also his contributions to music theory. Eulers interest for this subject permeates many of his works through his lifetime (1707 - 1783), but here we focus on three of them: a set of nine letters from the book Lettres a une princesse dAllemagne sur divers sujets de physique e de philosophie (1768), and two articles, Conjecture sur la raison de quelques dissonances generalement reçues dans la musique (1766) and De harmoniae veris principiis per speculum musicum repraesentatis (1774). To allow a better understanding of his ideas, first we put on a historical review of the arithmetic treatment of music since the ancient Greece to the Renaissance Era pointing out the main contributions to the development of the pure just intonation scale, the one used by Euler on the works just mentioned. After presenting and analyzing these Eulers contributions, specially his diagrams to represent sounds and chords to the eyes and the concept of exponent of a chord to measure consonances, we conclude this dissertation thinking about the pedagogical and historical impact, and also the potential and limitations concerning the use of historical sources of the masters of mathematics, to the training of future mathematics and teachers.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-05-11T15:47:00Z No. of bitstreams: 1 samueloliveiradealmeida.pdf: 770018 bytes, checksum: 7270cb9d1478f3f95d8316be0a0c13aa (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-06-27T18:35:32Z (GMT) No. of bitstreams: 1 samueloliveiradealmeida.pdf: 770018 bytes, checksum: 7270cb9d1478f3f95d8316be0a0c13aa (MD5) / Made available in DSpace on 2016-06-27T18:35:32Z (GMT). No. of bitstreams: 1 samueloliveiradealmeida.pdf: 770018 bytes, checksum: 7270cb9d1478f3f95d8316be0a0c13aa (MD5) Previous issue date: 2013-04-05 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho estudamos a existência de soluções para problemas elípticos envolvendo o expoente crítico de Sobolev. Primeiramente, investigamos a existência de soluções para um problema superlinear do tipo Ambrosetti-Prodi com ressonância em 1, onde 1 é o primeiro autovalor de (−Δ,1 0 (Ω)). Além disso, estudamos resultados de multiplicidade para uma classe de equações elípticas críticas relacionadas com o problema de Brézis-Nirenberg, com condição de contorno de Neumann sobre a bola. / In this work we study the existence of solutions for elliptic problems involving critical Sobolev exponent. Firstly we investigate the existence of solutions for an Ambrosetti-Prodi type superlinear problem with resonance at 1 , where 1 is the first eigenvalue of (−Δ,1 0 (Ω)). Besides, we study multiplicity results for a class of critical elliptic equations related to the Brézis-Nirenberg problem with Neumann boundary condition on a ball.

Magister Scientiae - MSc / This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots) and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric Brownian motion time series should be characterised by the Hurst exponent of ½. A value of a Hurst exponent different from that would indicate the presence of long memory or fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added. / South Africa

An exponentially growing global population, power demands, pollution levels and, on the other hand, rapid advances in means of communication have made the public aware of the complex energy situation. The Kingdom of Saudi Arabia has vast open land, an abundance of fossil fuel, a small population but has always been among the front-runners where the development and utilisation of clean sources of energy are concerned. Several studies on wind, solar and geothermal sources of energy have been conducted in Saudi Arabia. Solar photovoltaic (pv) has been used for a long time in many applications such as cathodic protection, communication towers and remotely located oil field installations. Recently, a 2MW grid-connected pv power plant has been put online and much larger solar desalination plants are in planning stage. Wind resource assessment, hub height optimisation, grid-connected wind farm and hybrid power system design were conducted in this study using existing methods. Historical daily mean wind speed data measured at 8 to 12metres above ground level at national and international airports in the kingdom over a period of 37 years was used to obtain long-term annual and monthly mean wind speeds, annual mean wind speed trends, frequency distribution, Weibull parameters, wind speed maps, hub height optimisation and energy yield using an efficient modern wind turbine of 2.75MW rated power. A further detailed analysis (such as estimation of wind shear exponent, Weibull parameters at different heights, frequency distribution at different heights, energy yield and plant capacity factor and wind speed variation with height) was conducted using wind speed measurements made at 20, 30 and 40metres above ground level. As a first attempt, an empirical correlation was developed for the estimation of near-optimal hub height (HH = 142.035 * (α) + 40.33) as a function of local wind shear exponent (α) with a correlation coefficient of 97%. This correlation was developed using the energy yield from a wind turbine of 1 000kW rated power and wind speed and local exponent for seven locations in Saudi Arabia. A wind-pv-diesel hybrid power system was designed and specifications were made for a remotely located village, which is being fed 100% by diesel power generating units. The proposed system, if developed, will offset around 35% of the diesel load and therefore will result in decreased air pollution by almost the same amount. The developed wind speed maps, the frequency distributions and estimated local wind shear exponents for seven locations and energy yield will be of great help in defining the further line of action and policy-building towards wind power development and utilisation in the kingdom. The study also recommends conducting a wind measurement campaign using tall towers with wind measurements at more than one height and estimating the local wind shear exponents and developing a wind atlas for the kingdom. The study further states that a grid-connected wind farm of moderate capacity of 40MW should be developed using turbines of varying rated powers. The wind speed data was also analysed using wavelet transform and Fast Fourier Transform (FFT) to understand the fluctuation in wind speed time series for some of the stations. It is also recommended that policy-makers should take firm decision on the development of hybrid power systems for remotely located populations which are not yet connected with the grid. There are two challenges which need research: one is the effect of dust on the moving and structural elements of the wind turbines and the second is the effect of high prevailing temperatures on the performance and efficiency of the same. / Thesis (PhD)--University of Pretoria, 2012. / Mechanical and Aeronautical Engineering / PhD / Unrestricted

Diese Arbeit berichtet über die Planung und den Aufbau eines neuen Viskosimeters und über Viskositätsuntersuchungen einiger metallischer Systeme. Diese letzteren Messungen wurden mit einem vorhandenen Viskosimeter gemacht, in dem kein besseres Vakuum als 10^(-3)mbar und keine höhere Temperatur als 1430K erreicht werden kann. Das beste Vakuum und die maximale erreichbare Temperatur in dem neuen Viskosimeter sind 10^(-6)mbar bzw. 1870K. Diese beiden Grundbedingungen ermöglichen die Viskositätsmessung metallischer Systeme, die aktive Elemente wie Al, Mg und P enthalten oder/und einen höheren Schmelzpunkt besitzen. Mit dem Drei-Zonen-Ofen erlaubt die neue Apparatur auch ein schnelleres Homogenisieren der zu untersuchenden Schmelze, besonders der monotektischen Systeme. Der Einfluß der Temperatur des Torsionsdrahtes und der Anfangsphase der Schwingung auf die Genauigkeit der Viskostätsmessung wurden analysiert und entsprechende Verbesserungen vorgeschlagen. Die untersuchten Systeme sind das Zn-Pb basierte ternäre System, die monotektischen Systeme Ag-Te und Li-Na, das Verbindungssystem Sb-Zn, die halbleitenden Cd-Te Legierungen und Schaummaterialien ZACT und ZACM. / Viscosity of metallic melts and its precise measurement This thesis reports the design and the construction of a new oscillating cup viscometer and the viscosity investigation of several metallic systems. The measurements were carried out with an existing viscometer by which one could not get better vacuum than 10^(-3)mbar or higher temperature than 1430K. With the new apparatus the best vacuum of 10^(-6)mbar and the highest temperature of 1870K can be reached. These two basic conditions permit the measurement of systems which contain active elements such as Al, Mg and P and/or have very hight melting points. The construction of the three-zone furnace in the new viscometer allows the acceleration of the homogenising process, which is especially important for monotectic systems. The influences of the temperature of the torsion thread and the initial oscillating phase on the accuracy of viscosity measurement were analysed and the corresponding solutions were put forward. The investigated systems are the Zn-Pb based ternary system, the monotectic systems Ag-Te and Li-Na, the Sb-Zn system which contains compounds in the solid phases, the semiconducting Cd-Te alloys and the foaming materials ZACT and ZACM.

[ES] La naturaleza aleatoria que caracteriza algunos fenómenos en sistemas físicos reales (e.g., ingeniería, biología, economía, finanzas, epidemiología y otros) nos ha planteado el desafío de un cambio de paradigma del modelado matemático y el análisis de sistemas dinámicos, y a tratar los fenómenos aleatorios como variables aleatorias o procesos estocásticos. Este enfoque novedoso ha traído como consecuencia nuevas especificidades que la teoría clásica del modelado y análisis de sistemas dinámicos deterministas no ha podido cubrir. Afortunadamente, maravillosas contribuciones, realizadas sobre todo en el último siglo, desde el campo de las matemáticas por científicos como Kolmogorov, Langevin, Lévy, Itô, Stratonovich, sólo por nombrar algunos; han abierto las puertas para un estudio bien fundamentado de la dinámica de sistemas físicos perturbados por ruido. En la presente tesis se discute el uso de ecuaciones diferenciales algebraicas estocásticas (EDAEs) para el modelado de sistemas multifísicos en red afectados por perturbaciones estocásticas, así como la evaluación de su estabilidad asintótica a través de exponentes de Lyapunov (ELs). El estudio está enfocado en EDAEs d-index-1 y su reformulación como ecuaciones diferenciales estocásticas ordinarias (EDEs). Fundamentados en la teoría ergódica, es factible analizar los ELs a través de sistemas dinámicos aleatorios (SDAs) generados por EDEs subyacentes. Una vez garantizada la existencia de ELs bien definidas, hemos procedido al uso de técnicas de simulación numérica para determinar los ELs numéricamente. Hemos implementado métodos numéricos basados en descomposición QR discreta y continua para el cómputo de la matriz de solución fundamental y su uso en el cálculo de los ELs. Las características numéricas y computacionales más relevantes de ambos métodos se ilustran mediante pruebas numéricas. Toda esta investigación sobre el modelado de sistemas con EDAEs y evaluación de su estabilidad a través de ELs calculados numéricamente, tiene una interesante aplicación en ingeniería. Esta es la evaluación de la estabilidad dinámica de sistemas eléctricos de potencia. En el presente trabajo de investigación, implementamos nuestros métodos numéricos basados en descomposición QR para el test de estabilidad dinámica en dos modelos de sistemas eléctricos de potencia de una-máquina bus-infinito (OMBI) afectados por diferentes perturbaciones ruidosas. El análisis en pequeña-señal evidencia el potencial de las técnicas propuestas en aplicaciones de ingeniería. / [CA] La naturalesa aleatòria que caracteritza alguns fenòmens en sistemes físics reals (e.g., enginyeria, biologia, economia, finances, epidemiologia i uns altres) ens ha plantejat el desafiament d'un canvi de paradigma del modelatge matemàtic i l'anàlisi de sistemes dinàmics, i a tractar els fenòmens aleatoris com a variables aleatòries o processos estocàstics. Aquest enfocament nou ha portat com a conseqüència noves especificitats que la teoria clàssica del modelatge i anàlisi de sistemes dinàmics deterministes no ha pogut cobrir. Afortunadament, meravelloses contribucions, realitzades sobretot en l'últim segle, des del camp de les matemàtiques per científics com Kolmogorov, Langevin, Lévy, Itô, Stratonovich, només per nomenar alguns; han obert les portes per a un estudi ben fonamentat de la dinàmica de sistemes físics pertorbats per soroll. En la present tesi es discuteix l'ús d'equacions diferencials algebraiques estocàstiques (EDAEs) per al modelatge de sistemes multifísicos en xarxa afectats per pertorbacions estocàstiques, així com l'avaluació de la seua estabilitat asimptòtica a través d'exponents de Lyapunov (ELs). L'estudi està enfocat en EDAEs d-index-1 i la seua reformulació com a equacions diferencials estocàstiques ordinàries (EDEs). Fonamentats en la teoria ergòdica, és factible analitzar els ELs a través de sistemes dinàmics aleatoris (SDAs) generats per EDEs subjacents. Una vegada garantida l'existència d'ELs ben definides, hem procedit a l'ús de tècniques de simulació numèrica per a determinar els ELs numèricament. Hem implementat mètodes numèrics basats en descomposició QR discreta i contínua per al còmput de la matriu de solució fonamental i el seu ús en el càlcul dels ELs. Les característiques numèriques i computacionals més rellevants de tots dos mètodes s'illustren mitjançant proves numèriques. Tota aquesta investigació sobre el modelatge de sistemes amb EDAEs i avaluació de la seua estabilitat a través d'ELs calculats numèricament, té una interessant aplicació en enginyeria. Aquesta és l'avaluació de l'estabilitat dinàmica de sistemes elèctrics de potència. En el present treball de recerca, implementem els nostres mètodes numèrics basats en descomposició QR per al test d'estabilitat dinàmica en dos models de sistemes elèctrics de potència d'una-màquina bus-infinit (OMBI) afectats per diferents pertorbacions sorolloses. L'anàlisi en xicotet-senyal evidencia el potencial de les tècniques proposades en aplicacions d'enginyeria. / [EN] The random nature that characterizes some phenomena in the real-world physical systems (e.g., engineering, biology, economics, finance, epidemiology, and others) has posed the challenge of changing the modeling and analysis paradigm and treat these phenomena as random variables or stochastic processes. Consequently, this novel approach has brought new specificities that the classical theory of modeling and analysis for deterministic dynamical systems cannot cover. Fortunately, stunning contributions made overall in the last century from the mathematics field by scientists such as Kolmogorov, Langevin, Lévy, Itô, Stratonovich, to name a few; have opened avenues for a well-founded study of the dynamics in physical systems perturbed by noise. In the present thesis, we discuss stochastic differential-algebraic equations (SDAEs) for modeling multi-physical network systems under stochastic disturbances, and their asymptotic stability assessment via Lyapunov exponents (LEs). We focus on d-index-1 SDAEs and their reformulation as ordinary stochastic differential equations (SDEs). Supported by the ergodic theory, it is feasible to analyze the LEs via the random dynamical system (RDSs) generated by the underlying SDEs. Once the existence of well-defined LEs is guaranteed, we proceed to the use of numerical simulation techniques to determine the LEs numerically. Discrete and continuous QR decomposition-based numerical methods are implemented to compute the fundamental solution matrix and use it in the computation of the LEs. Important numerical and computational features of both methods are illustrated through numerical tests. All this investigation concerning systems modeling through SDAEs and their stability assessment via computed LEs finds an appealing engineering application in the dynamic stability assessment of power systems. In this research work, we implement our QR-based numerical methods for testing the dynamic stability in two types of single-machine infinite-bus (SMIB) power system models perturbed by different noisy disturbances. The analysis in small-signal evidences the potential of the proposed techniques in engineering applications. / Mi agradecimiento al estado ecuatoriano que, a través del Programa de Becas para el Fortalecimiento y Desarrollo del Talento Humano en Ciencia y Tecnología 2012 de la Secretaría Nacional de Educación Superior, Ciencia y Tecnología (SENESCYT), han financiado mis estudios de doctorado. / González Zumba, JA. (2020). Dynamic Modeling and Stability Analysis of Stochastic Multi-Physical Systems Applied to Electric Power Systems [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/158558 / TESIS

The wind power prediction plays a vital role in a wind power project both during the planning and operational phase of a project. A time series based wind power prediction model is introduced and the simulations are run for different case studies. The prediction model works based on the input from 1) nearby representative wind measuring station 2) Global average wind speed value from Meteorological Institute Uppsala University mesoscale model (MIUU) 3) Power curve of the wind turbine. The measured wind data is normalized to minimize the variation in the wind speed and multiplied with the MIUU to get a distributed wind speed. The distributed wind speed is then used to interpolate the wind power with the help of the power curve of the wind turbine. The interpolated wind power is then compared with the Actual Production Data (APD) to validate the prediction model. The simulation results show that the model works fairly predicting the Annual Energy Production (AEP) on monthly averages for all sites but the model could not follow the APD trend on all cases. The sensitivity analysis shows that the variation in production does not depend on ’the variation in roughness class’ nor ’the difference in distance between the measuring station and the wind farm’. The thesis has been concluded from the results that the model works fairly predicting the AEP for all cases within the variation bounds. The accuracy of the model has been validated only for monthly averages since the APD was available only on monthly averages. But the accuracy could be increased based on future work, to assess the Power law exponent (a) parameter for different terrain and validate the model for different time scales provided if the APD is available on different time scales.