Analysis of the Iberian Power Forward Price Formation

The price formation of the Iberian Energy Derivatives Market-the power futures market-starting in July 2006, is assessed until November 2011, through the evolution of the difference between forward and spot prices in the delivery period (“ex-post forward risk premium”) and the comparison with the forward generation costs from natural gas (“clean spark spread”). The premium tends to be positive in all existing mechanisms (futures, Over-the-Counter and auctions for catering part of the last resort supplies). Since year 2011, the values are smaller due to regulatorily recognized prices for coal power plants. The power futures are strongly correlated with European gas prices. The spreads built with prompt contracts tend also to be positive. The biggest ones are for the month contract, followed by the quarter contract and then by the year contract. Therefore, gas fired generation companies can maximize profits trading with contracts of shorter maturity.

An overview of the ciao multiparadigm language and program development environment and its design philosophy

We describe some of the novel aspects and motivations behind the design and implementation of the Ciao multiparadigm programming system. An important aspect of Ciao is that it provides the programmer with a large number of useful features from different programming paradigms and styles, and that the use of each of these features can be turned on and off at will for each program module. Thus, a given module may be using e.g. higher order functions and constraints, while another module may be using objects, predicates, and concurrency. Furthermore, the language is designed to be extensible in a simple and modular way. Another important aspect of Ciao is its programming environment, which provides a powerful preprocessor (with an associated assertion language) capable of statically finding non-trivial bugs, verifying that programs comply with specifications, and performing many types of program optimizations. Such optimizations produce code that is highly competitive with other dynamic languages or, when the highest levéis of optimization are used, even that of static languages, all while retaining the interactive development environment of a dynamic language. The environment also includes a powerful auto-documenter. The paper provides an informal overview of the language and program development environment. It aims at illustrating the design philosophy rather than at being exhaustive, which would be impossible in the format of a paper, pointing instead to the existing literature on the system.

Why Ciao? An overview of the ciao system's design philosophy

Our intention in this note is not to provide a listing of the many features of the Ciao system: this can be found in part for example in the brochures announcing upcoming versions, in the Ciao website, or in more feature-oriented descriptions such as. Instead in this document we would like to describe the objectives and reasoning followed in our design as well as the fundamental characteristics that in our opinion make Ciao quite unique and hopefully really useful to you as a Ciao user.

The theory of electrostatic probes in strong magnetic fields : Thesis submitted to the Faculty of The Graduate School of the University of Colorado for the Degree Doctor of Philosophy Department of Aerospace Engineering Science

A theory is developed of an electrostatic probe in a fully-ionized plasma in the presence of a strong magnetic field. The ratio of electron Larmor radius to probe transverse dimension is assumed to be small. Poisson's equation, together with kinetic equations for ions and electrons are considered. An asymptotic perturbation method of multiple scales is used by considering the characteristic lengths appearing in the problem. The leading behavior of the solution is found. The results obtained appear to apply to weaker fields also, agreeing with the solutions known in the limit of no magnetic field. The range of potentials for wich results are presented is limited. The basic effects produced by the field are a depletion of the plasma near the probe and a non-monotonic potential surrounding the probe. The ion saturation current is not changed but changes appear in both the floating potential Vf and the slope of the current-voltage diagram at Vf. The transition region extends beyond the space potential Vs,at wich point the current is largely reduced. The diagram does not have an exponential form in this region as commonly assumed. There exists saturation in electron collection. The extent to which the plasma is disturbed is determined. A cylindrical probe has no solution because of a logarithmic singularity at infinity. Extensions of the theory are considered.

Neurite, a finite difference large scale parallel program for the simulation of the electrical signal propagation in neurites under mechanical loading

With the growing body of research on traumatic brain injury and spinal cord injury, computational neuroscience has recently focused its modeling efforts on neuronal functional deficits following mechanical loading. However, in most of these efforts, cell damage is generally only characterized by purely mechanistic criteria, function of quantities such as stress, strain or their corresponding rates. The modeling of functional deficits in neurites as a consequence of macroscopic mechanical insults has been rarely explored. In particular, a quantitative mechanically based model of electrophysiological impairment in neuronal cells has only very recently been proposed (Jerusalem et al., 2013). In this paper, we present the implementation details of Neurite: the finite difference parallel program used in this reference. Following the application of a macroscopic strain at a given strain rate produced by a mechanical insult, Neurite is able to simulate the resulting neuronal electrical signal propagation, and thus the corresponding functional deficits. The simulation of the coupled mechanical and electrophysiological behaviors requires computational expensive calculations that increase in complexity as the network of the simulated cells grows. The solvers implemented in Neurite-explicit and implicit-were therefore parallelized using graphics processing units in order to reduce the burden of the simulation costs of large scale scenarios. Cable Theory and Hodgkin-Huxley models were implemented to account for the electrophysiological passive and active regions of a neurite, respectively, whereas a coupled mechanical model accounting for the neurite mechanical behavior within its surrounding medium was adopted as a link between lectrophysiology and mechanics (Jerusalem et al., 2013). This paper provides the details of the parallel implementation of Neurite, along with three different application examples: a long myelinated axon, a segmented dendritic tree, and a damaged axon. The capabilities of the program to deal with large scale scenarios, segmented neuronal structures, and functional deficits under mechanical loading are specifically highlighted.