67 research outputs found
Sixteen Years of Litigation under the Arkansas Civil Rights Act: Where We Have Been and Where We Are Going
Gestion optimale d’une ferme éolienne couplée à un dispositif de stockage
International audienceLes producteurs d' électricité doivent planifier leur production et s'y tenir sous peine de devoir payer des pénalités financières. Du fait du caractère aléatoire de leur production les producteurs utilisant des sources d' énergie renouvelable sont particulièrement sujets a ces pénalités. Nous étudions ici l'utilisation d'un dispositif de stockage permettant de stocker et restituer de l' énergie. Dans un premier temps nous d écrivons notre modèle de production et de stockage en temps continu. Nous en dérivons un problème de contrôle stochastique optimal. Puis nous construisons un schéma numérique permettant d'approcher le gain du producteur et la stratégie de stockage/d ́stockage optimale
Optimal operation of a wind farm equipped with a storage unit
Due to the fluctuations in their production, wind farm owners are subject to financial penalties. To limit these penalties the use of a storage device is studied. We define in this paper a large class of production/storage models in continuous time which verify the physical limits of the facility. In these models, the optimal operation of the storage device becomes an optimal stochastic control problem. We prove that this problem is equivalent to solving an Hamilton-Jacobi-Bellman PDE. Further, this PDE verifies the comparison principle and has thus a unique solution. Using a Semi-Lagrangian approach, we obtain an algorithm for this PDE. As the PDE verify the maximum principle, by using classical tools, we prove that this algorithm is convergent. Finally we present some numerical results
Semaine d'Etude Mathématiques et Entreprises 5 : Propriétés asymptotiques de processus à volatilité stochastique
Cet article est une synthèse de notre travail de recherche durant la cinquième SEME (Semaine d'Etudes pour les Mathématiques en Entreprise) à l'Ecole des Mines de Nancy. Durant cette semaine, nous avons étudié une alternative au modèle de Black-Scholes: le modèle GARCH(1,1). Ce modèle est suffisamment simple pour être implémenté sur un ordinateur de bureau classique, et suffisamment proche du modèle de Black-Scholes pour ne pas dérouter les personnes habituées à ce dernier. Dans un premier temps, nous passons en revue différents résultats connus pour le modèle GARCH. En particulier, nous montrons que, sous certaines hypothèses, et contrairement au modèle de Black-Scholes, dans le modèle GARCH la distribution des rendements est à queue épaisse, similaire à celle d'une loi de puissance. Ensuite, nous illustrons à l'aide de simulations le comportement asymptotique de la distribution des rendements et nous proposons une méthode pour estimer le paramètre de la loi de puissance associée. Enfin, nous nous intéressons au phénomène de volatility clustering et à la durée des périodes de forte volatilité
Second-generation colon capsule endoscopy compared with colonoscopy
Colon capsule endoscopy (CCE) represents a noninvasive technology
that allows visualization of the colon without requiring sedation and air
insufflation. A second-generation colon capsule endoscopy system (PillCam Colon
2) (CCE-2) was developed to increase sensitivity for colorectal polyp detection
compared with the first-generation system. OBJECTIVE: To assess the feasibility,
accuracy, and safety of CCE-2 in a head-to-head comparison with colonoscopy.
DESIGN AND SETTING: Prospective, multicenter trial including 8 European sites.
PATIENTS: This study involved 117 patients (mean age 60 years). Data from 109
patients were analyzed. INTERVENTION: CCE-2 was prospectively compared with
conventional colonoscopy as the criterion standard for the detection of
colorectal polyps that are >/=6 mm or masses in a cohort of patients at average
or increased risk of colorectal neoplasia. Colonoscopy was independently
performed within 10 hours after capsule ingestion or on the next day. MAIN
OUTCOME MEASUREMENTS: CCE-2 sensitivity and specificity for detecting patients
with polyps >/=6 mm and >/=10 mm were assessed. Capsule-positive but
colonoscopy-negative cases were counted as false positive. Capsule excretion
rate, level of bowel preparation, and rate of adverse events also were assessed.
RESULTS: Per-patient CCE-2 sensitivity for polyps >/=6 mm and >/=10 mm was 84%
and 88%, with specificities of 64% and 95%, respectively. All 3 invasive
carcinomas were detected by CCE-2. The capsule excretion rate was 88% within 10
hours. Overall colon cleanliness for CCE-2 was adequate in 81% of patients.
LIMITATIONS: Not unblinding the CCE-2 results at colonoscopy; heterogenous
patient population; nonconsecutive patients. CONCLUSION: In this European,
multicenter study, CCE-2 appeared to have a high sensitivity for the detection of
clinically relevant polypoid lesions, and it might be considered an adequate tool
for colorectal imaging
Latitudinal gradients in Atlantic reef fish communities: trophic structure and spatial use patterns
Optimal Operation of a Wind Farm equipped with a Storage Unit
viscosity solution, comparison principle
Sixteen Years of Litigation under the Arkansas Civil Rights Act: Where We Have Been and Where We Are Going
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