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Um modelo linear com abafador de tendência dinâmico para previsão Bayesiana de séries temporaisSilva, Guilherme Santos 25 April 2014 (has links)
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Previous issue date: 2014-04-25 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / We investigated the performance of a dynamic linear model where the trend damping parameter has a time course given by a normal probability distribution. The objective is to determine if the inclusion of a dynamic evolution of the damping parameter improves the predictive performance of the model compared to existing polynomial models, in particular additive trend model Damped Holt. To evaluate this new proposal, we developed a simulation study and application on data from international competition M3, analyzing the performance of the model. They were simulated order polynomial series with two different observational values for variance and variance of the states of progress. The study results suggest that the proposed model can get a marginal predictive gain over existing polynomial models in much of the parameter space. With data from international competition M3, several series with different characteristics were analyzed. The predictive function K steps forward was evaluated after a period of adjustment of the model to the data. For the estimation of the parameters of existing models, we used the technique of multiprocess class I and to estimate the parameters of the new model was employed to minimize the measurement error SMAPE. The new model has all the evolution of the states in analytical way and any type of simulation is required for parameter estimation. The limitation for the new model emerges as the study parameter related to zero slope. In this case the model is considered inappropriate and further studies are needed to work around this problem. / Investigamos a performance de um modelo linear dinâmico onde o parâmetro de amortecimento da tendência possui uma evolução temporal dada por uma distribuição de probabilidade normal. O objetivo é determinar se a inclusão de uma dinâmica na evolução do parâmetro de amortecimento melhora a performance preditiva do modelo em relação aos modelos polinomiais existentes, em particular o modelo de tendência aditiva Damped Holt. Para avaliar esta nova proposta, foi desenvolvido um estudo de simulação e de aplicações em dados da competição internacional M3, analisando a performance do modelo. Foram simuladas séries polinomiais de ordem dois com diferentes valores para a variância observacional e variância de evolução dos estados. Os resultados do estudo sugerem que o novo modelo proposto consegue obter um ganho preditivo marginal em relação aos modelos polinomiais existentes em boa parte do espaço paramétrico. Com os dados da competição internacional M3, várias séries com diferentes características foram analisadas. A função preditiva K passos a frente foi avaliada após um período de ajuste do modelo aos dados. Para a estimação dos parâmetros dos modelos já existentes, foi empregada a técnica de multiprocesso classe I e para a estimação dos parâmetros do novo modelo foi empregada a minimização da medida de erro SMAPE. O novo modelo tem toda a evolução dos estados em forma analítica e nenhum tipo de simulação é necessária para a estimação dos parâmetros. A limitação para o novo modelo surge quanto o parâmetro de estudo referente a inclinação de zero. Neste caso o modelo é considerado inapropriado e novos estudos são necessários para contornar este problema.
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Dampening controllers via a Riccati equation approachHench, J. J., He, C., Kučera, V., Mehrmann, V. 30 October 1998 (has links) (PDF)
An algorithm is presented which computes a state feedback for a standard linear system which not only stabilizes, but also dampens the closed-loop system dynamics. In other words, a feedback gain vector is computed such that the eigenvalues of the closed-loop state matrix are within the region of the left half-plane where the magnitude of the real part of each eigenvalue is greater than the imaginary part. This may be accomplished by solving one periodic algebraic Riccati equation and one degenerate Riccati equation. The solution to these equations are computed using numerically robust algorithms. Finally, the periodic Riccati equation is unusual in that it produces one symmetric and one skew symmetric solution, and as a result two different state feedbacks. Both feedbacks dampen the system dynamics, but produce different closed-loop eigenvalues, giving the controller designer greater freedom in choosing a desired feedback.
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Some Aspects Of Surge Voltage Distribution In Transformers With Enhanced ResolutionSumangala, B V 07 1900 (has links) (PDF)
No description available.
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Smart physics with an oscillating beverage canKaps, Andreas, Stallmach, Frank 02 May 2023 (has links)
A digital learning-teaching environment is introduced in which
undergraduate students are challenged to connect the basic physical concepts
of oscillation, buoyancy and data analysis via an authentic experiment. The
damped oscillation of a cylindrical body swimming upright in water is
measured via the MEMS acceleration sensor of a wireless MCU SensorTag.
The data are recorded with the app phyphox on a smartphone or tablet. The
theoretical oscillation period and the experimentally determined periods
obtained via different data analysis roots are found to agree showing an
excellent theory-experiment interplay. The proposed experiment is suited for
the physics home lab e.g. under the current pandemic situation or for open
university courses as well as for physics lab courses.
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An earthquake response spectrum method for linear light secondary substructuresMuscolino, G., Palmeri, Alessandro January 2007 (has links)
Yes / Earthquake response spectrum is the most popular tool in the seismic analysis and design of
structures. In the case of combined primary-secondary (P-S) systems, the response of the supporting P
substructure is generally evaluated without considering the S substructure, which in turn is only required
to bear displacements and/or forces imposed by the P substructure (¿cascade¿ approach). In doing so,
however, dynamic interaction between the P and S components is neglected, and the seismic-induced
response of the S substructure may be heavily underestimated or overestimated. In this paper, a novel
CQC (Complete Quadratic Combination) rule is proposed for the seismic response of linear light S
substructures attached to linear P substructures. The proposed technique overcomes the drawbacks of the
cascade approach by including the effects of dynamic interaction and different damping in the
substructures directly in the cross-correlation coefficients. The computational effort is reduced by using
the eigenproperties of the decoupled substructures and only one earthquake response spectrum for a
reference value of the damping ratio.
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Characterization of Low Weber Number Post-Impact Drop-Spread Dynamics by a Damped Harmonic System ModelGande, Sandeep K. 26 September 2011 (has links)
No description available.
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Localization Induced Base Isolation In Fractionally And Hysteretically Damped Nonlinear SystemsMukherjee, Indrajit 11 1900 (has links)
This Thesis comprises of two parts containing similar studies of Nonlinear Localization induced Base Isolation of structural systems. The present method of base isolation,like other nonlinear vibration isolation methods, enjoys certain merits like capability of absorbing broad band vibrations, attenuating heavy shocks etc. The research in this thesis is an extension of this base isolation strategy first proposed by Vakakis and co-author. The strategy involves augmenting an appendage referred to as the secondary system with the main structural unit or the primary system, which we want to isolate from disturbances at the base. The primary system is coupled to the secondary system through a stiffness element. Both the primary and secondary systems have nonlinear dynamic behavior. It is seen that for certain choice of values of the coupling element, steady state vibration of very small magnitude is induced in the primary system. This result was established by considering a general discrete nonlinear system with viscous damping. Now it is a well known fact that viscous damping, though being widely used in literature as well as in practice doesn't turn out to be accurate enough to capture structural damping behaviors. Moreover, the actual damping mechanism if governed by some nonlinear function of the system variables, may influence the physics governing the nonlinear localization phenomenon in a manner rendering the present method not suitable for structural systems at the very outset. So in the present study we focus our attention in establishing the robustness and hence utility of the method by considering technically more defensible models of structural damping. These models efficiently capture certain complex phenomena which structures are known to exhibit. The occurrence of localization induced vibration isolation in structural systems in the presence of these damping models is taken as a proof of the efficacy of the method and its applicability to a wide range of situations. The present study establishes existence of localization through relevant analytical and numerical exercises.
In the first part of the thesis we take up the study of nonlinear localization induced base isolation of a three degrees of freedom system having cubic nonlinearities under sinusoidal base excitation. The damping forces in the system are hysteretic in nature. In the present setting this is captured by Bouc-Wen model of hysteresis. Bouc-Wen model is one of the most widely used phenomenological model of hysteresis to have a ready-to-use mathematical description of hysteretic patterns appearing in structural engineering systems. The nature of responses of the different degrees of freedom as excitation frequency varies is a better way of analyzing the performance of the vibration isolation system. We adopt this line of approach for the present study. Normally Harmonic Balance Method (HBM) serves this purpose very well but in the present case as the hysteretic variable is not explicitly related to the system variables, HBM cannot be straightway implemented. Moreover, the hysteretic variable is related to other state variables through a relation which contains non-smooth terms. As a result, Incremental Harmonic Balance (IHB) method is used to obtain amplitude frequency relationship of the system response. The stability analysis of the solution branches is done by using Floquet Theory. Direct numerical simulation is then made use of to support our results that are obtained from this approximate numeric-analytic estimate of the amplitudefrequency relationships of the system, which helps us to analyze the efficacy of this method of base isolation for a broad class of systems.
In the next part we consider a similar system where the damping forces in the system are described by functions of fractional derivative of the instantaneous displacements. Fractional Derivative based damping model has been found to be very effective in describing structural damping. We adopt half-order fractional derivative for our study, which can capture damping behavior of polymeric material very well. Typically linear and quadratic damping is considered separately as these are the two most relevant representations of structural damping. Under the assumption of smallness of certain system parameters and nonlinear terms an approximate estimate of the response at each degree of freedom of the system is obtained using Method of Multiple Scales. We then consider a situation where the nonlinear terms and certain other system parameters are no longer small. For the case where asymptotic methods are no longer valid, the assessment of performance of the vibration isolation system is made from amplitude-frequency relations. As a result, we take recourse to the Harmonic Balance Method in conjunction with arc length based continuation technique for obtaining the frequency amplitude plot for linear damping and Incremental Harmonic Balance method for quadratic damping, each of which is validated against results obtained from direct numerical simulation of the system.
It needs to be appreciated that base isolation obtained this way has no counterpart in the linear theory.
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Humanoid Arm Geometric ModelMulumbwa, Sebe Stanley January 2016 (has links)
The world is slowly moving into increased human-robot interaction where both humans and robots can co-exist in the same domain. For the robot to be able to operate effectively in a man’s designed environment, it becomes necessary to model the robot with human capabilities as humans are seen as more capable. Replicating human becomes a huge challenge due to numerous degrees-of-freedom (DOFs) that human possess resulting into too many variables and nonlinear equations. Other challenges do occur like singularities. In this thesis, the singularity challenge of a redundant humanoid arm is explored while maintaining a simple 7 DOF serial chain structure. As opposed to the 30 DOF human arm, a simpler 7 DOF humanoid arm is adopted and studied to eliminate the singularity challenges. The singularity problem mainly comes from the elbow and the spherical joints at the shoulder and wrist. A step-by-step review of available inverse kinematics techniques is made with more focus on the iterative Jacobian-based methods. A step-by-step approach is adopted so as to identify the source of singularities while using the iterative Jacobian-based techniques that are able to handle the nonlinearities of the equations. The Singular Value Filtering (SVF) technique coupled with Selectively Damped Least Squares (SDLS) is employed. Without any restrictions to the stretch of the arm or end-effector pose, the method demonstrates, in conjunction with Euler angle singularity avoidance method, the elimination of singularity problems. This is achieved with no adjustment to kinematic model of the manipulator.
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Path integral formulation of dissipative quantum dynamicsNovikov, Alexey 06 June 2005 (has links) (PDF)
In this thesis the path integral formalism is applied to the calculation
of the dynamics of dissipative quantum systems.
The time evolution of a system of bilinearly coupled bosonic modes is
treated using the real-time path integral technique in
coherent-state representation.
This method is applied to a damped harmonic oscillator
within the Caldeira-Leggett model.
In order to get the stationary
trajectories the corresponding Lagrangian function is diagonalized and
then the path integrals are evaluated by means of the stationary-phase
method. The time evolution of the
reduced density matrix in the basis of coherent states is given in simple
analytic form for weak system-bath coupling, i.e. the so-called
rotating-wave terms can be evaluated exactly but the non-rotating-wave
terms only in a perturbative manner. The validity range of the
rotating-wave approximation is discussed from the viewpoint of spectral
equations. In addition, it is shown that systems
without initial system-bath correlations can exhibit initial jumps in the
population dynamics even for rather weak dissipation. Only with initial
correlations the classical trajectories for the system coordinate can be
recovered.
The path integral formalism in a combined phase-space and coherent-state
representation is applied to the problem of curve-crossing dynamics. The
system of interest is described by two coupled one-dimensional harmonic
potential energy surfaces interacting with a heat bath.
The mapping approach is used to rewrite the
Lagrangian function of the electronic part of the system. Using the
Feynman-Vernon influence-functional method the bath is eliminated whereas
the non-Gaussian part of the path integral is treated using the
perturbation theory in the small coordinate shift between
potential energy surfaces.
The vibrational and the population dynamics is considered in a lowest order of the perturbation.
The dynamics of a
Gaussian wave packet is analyzed along a one-dimensional reaction
coordinate.
Also the damping rate of coherence in the electronic part of the relevant system
is evaluated within the ordinary and variational perturbation theory.
The analytic expressions for the rate functions are obtained in
the low and high temperature regimes.
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Determining the characteristic mass of DLA host haloes from 21cm fluctuationsPetrie, Stephen January 2010 (has links)
Absorption profiles are found in the observed spectra from quasars, and the most prominent of these are the Damped Lyman-alpha Absorbers (DLAs). They are caused by large collections of neutral hydrogen (HI) gas, which are thought to be housed in galaxies that lie along the line-of-sight to quasars. HI gas associated with DLAs contains most of the HI gas in the Universe during 2 < z < 5, and hence details about DLAs are important for understanding the history of star formation, as well as the formation and evolution of galaxies. Wyithe (2008) proposed a method of determining the characteristic mass of dark matter haloes that host DLAs. This involves generating an analytic power spectrum of the fluctuations in 21cm brightness temperature caused by the HI gas in the Universe. Calculating this analytic 21cm power spectrum requires a formalism for the HI mass weighted clustering bias of DLAs on both large and small scales. We include this DLA clustering bias by firstly generating an analytic galaxy power spectrum using the halo model of Peacock & Smith (2000), as well as including the occupation of haloes by galaxies -- using the Halo Occupation Distribution (HOD) weighting of Peacock (2003). This weighting is then adapted to account for the occupation of haloes by HI gas. / We then fit the analytic 21cm power spectrum generated using this formalism to a simulated 21cm power spectrum, with the characteristic mass of DLA host haloes being used as a fitting parameter. The DLA host halo mass is in turn dependent upon two parameters in our model: the minimum mass of haloes M_{min} included in our formalism, and the HI weighting index alpha_{HI}. The neutral hydrogen fraction is another parameter, which we can choose to be the same as that from our simulation volume. If we also choose a value for alpha_{HI} that is motivated by analysis of the dark matter and HI gas content of the haloes in the simulation, then we are able to fit the 21cm power spectrum at both large and small scales, with an M_{min} that is the same or similar to the lowest mass in the simulation's halo catalogue. This in turn gives a similar value for the DLA host halo mass that is known to be the case in the simulation. This demonstrates the viability of the Wyithe (2008) method for determining the DLA host halo mass using observations of 21cm fluctuations. However, degeneracies in the free parameters of our analytic formalism would hinder an accurate determination of the DLA host halo mass from actual future observations. This is due to the fact that the real space, spherically averaged 21cm power spectrum is used throughout this thesis. However, extending our analytic formalism to the redshift space, angular-dependent 21cm power spectrum should be capable of breaking the degeneracy between DLA host halo mass and neutral hydrogen fraction.
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