Flood frequency analysis by a bivariate model based on copulas

La adecuada estimación de avenidas de diseño asociadas a altos periodos de retorno es necesaria para el diseño y gestión de estructuras hidráulicas como presas. En la práctica, la estimación de estos cuantiles se realiza normalmente a través de análisis de frecuencia univariados, basados en su mayoría en el estudio de caudales punta. Sin embargo, la naturaleza de las avenidas es multivariada, siendo esencial tener en cuenta características representativas de las avenidas, tales como caudal punta, volumen y duración del hidrograma, con el fin de llevar a cabo un análisis apropiado; especialmente cuando el caudal de entrada se transforma en un caudal de salida diferente durante el proceso de laminación en un embalse o llanura de inundación. Los análisis de frecuencia de avenidas multivariados han sido tradicionalmente llevados a cabo mediante el uso de distribuciones bivariadas estándar con el fin de modelar variables correlacionadas. Sin embargo, su uso conlleva limitaciones como la necesidad de usar el mismo tipo de distribuciones marginales para todas las variables y la existencia de una relación de dependencia lineal entre ellas. Recientemente, el uso de cópulas se ha extendido en hidrología debido a sus beneficios en relación al contexto multivariado, permitiendo superar los inconvenientes de las técnicas tradicionales. Una copula es una función que representa la estructura de dependencia de las variables de estudio, y permite obtener la distribución de frecuencia multivariada de dichas variables mediante sus distribuciones marginales, sin importar el tipo de distribución marginal utilizada. La estimación de periodos de retorno multivariados, y por lo tanto, de cuantiles multivariados, también se facilita debido a la manera en la que las cópulas están formuladas. La presente tesis doctoral busca proporcionar metodologías que mejoren las técnicas tradicionales usadas por profesionales para estimar cuantiles de avenida más adecuados para el diseño y la gestión de presas, así como para la evaluación del riesgo de avenida, mediante análisis de frecuencia de avenidas bivariados basados en cópulas. Las variables consideradas para ello son el caudal punta y el volumen del hidrograma. Con el objetivo de llevar a cabo un estudio completo, la presente investigación abarca: (i) el análisis de frecuencia de avenidas local bivariado centrado en examinar y comparar los periodos de retorno teóricos basados en la probabilidad natural de ocurrencia de una avenida, con el periodo de retorno asociado al riesgo de sobrevertido de la presa bajo análisis, con el fin de proporcionar cuantiles en una estación de aforo determinada; (ii) la extensión del enfoque local al regional, proporcionando un procedimiento completo para llevar a cabo un análisis de frecuencia de avenidas regional bivariado para proporcionar cuantiles en estaciones sin aforar o para mejorar la estimación de dichos cuantiles en estaciones aforadas; (iii) el uso de cópulas para investigar tendencias bivariadas en avenidas debido al aumento de los niveles de urbanización en una cuenca; y (iv) la extensión de series de avenida observadas mediante la combinación de los beneficios de un modelo basado en cópulas y de un modelo hidrometeorológico. Accurate design flood estimates associated with high return periods are necessary to design and manage hydraulic structures such as dams. In practice, the estimate of such quantiles is usually done via univariate flood frequency analyses, mostly based on the study of peak flows. Nevertheless, the nature of floods is multivariate, being essential to consider representative flood characteristics, such as flood peak, hydrograph volume and hydrograph duration to carry out an appropriate analysis; especially when the inflow peak is transformed into a different outflow peak during the routing process in a reservoir or floodplain. Multivariate flood frequency analyses have been traditionally performed by using standard bivariate distributions to model correlated variables, yet they entail some shortcomings such as the need of using the same kind of marginal distribution for all variables and the assumption of a linear dependence relation between them. Recently, the use of copulas has been extended in hydrology because of their benefits regarding dealing with the multivariate context, as they overcome the drawbacks of the traditional approach. A copula is a function that represents the dependence structure of the studied variables, and allows obtaining the multivariate frequency distribution of them by using their marginal distributions, regardless of the kind of marginal distributions considered. The estimate of multivariate return periods, and therefore multivariate quantiles, is also facilitated by the way in which copulas are formulated. The present doctoral thesis seeks to provide methodologies that improve traditional techniques used by practitioners, in order to estimate more appropriate flood quantiles for dam design, dam management and flood risk assessment, through bivariate flood frequency analyses based on the copula approach. The flood variables considered for that goal are peak flow and hydrograph volume. In order to accomplish a complete study, the present research addresses: (i) a bivariate local flood frequency analysis focused on examining and comparing theoretical return periods based on the natural probability of occurrence of a flood, with the return period associated with the risk of dam overtopping, to estimate quantiles at a given gauged site; (ii) the extension of the local to the regional approach, supplying a complete procedure for performing a bivariate regional flood frequency analysis to either estimate quantiles at ungauged sites or improve at-site estimates at gauged sites; (iii) the use of copulas to investigate bivariate flood trends due to increasing urbanisation levels in a catchment; and (iv) the extension of observed flood series by combining the benefits of a copula-based model and a hydro-meteorological model.

El problema del rozamiento en el análisis de estructuras de fábrica mediante modelos de sólidos rígidos

La evaluación de la seguridad de estructuras antiguas de fábrica es un problema abierto.El material es heterogéneo y anisótropo, el estado previo de tensiones difícil de conocer y las condiciones de contorno inciertas. A comienzos de los años 50 se demostró que el análisis límite era aplicable a este tipo de estructuras, considerándose desde entonces como una herramienta adecuada. En los casos en los que no se produce deslizamiento la aplicación de los teoremas del análisis límite estándar constituye una herramienta formidable por su simplicidad y robustez. No es necesario conocer el estado real de tensiones. Basta con encontrar cualquier solución de equilibrio, y que satisfaga las condiciones de límite del material, en la seguridad de que su carga será igual o inferior a la carga real de inicio de colapso. Además esta carga de inicio de colapso es única (teorema de la unicidad) y se puede obtener como el óptimo de uno cualquiera entre un par de programas matemáticos convexos duales. Sin embargo, cuando puedan existir mecanismos de inicio de colapso que impliquen deslizamientos, cualquier solución debe satisfacer tanto las restricciones estáticas como las cinemáticas, así como un tipo especial de restricciones disyuntivas que ligan las anteriores y que pueden plantearse como de complementariedad. En este último caso no está asegurada la existencia de una solución única, por lo que es necesaria la búsqueda de otros métodos para tratar la incertidumbre asociada a su multiplicidad. En los últimos años, la investigación se ha centrado en la búsqueda de un mínimo absoluto por debajo del cual el colapso sea imposible. Este método es fácil de plantear desde el punto de vista matemático, pero intratable computacionalmente, debido a las restricciones de complementariedad 0 y z 0 que no son ni convexas ni suaves. El problema de decisión resultante es de complejidad computacional No determinista Polinomial (NP)- completo y el problema de optimización global NP-difícil. A pesar de ello, obtener una solución (sin garantía de exito) es un problema asequible. La presente tesis propone resolver el problema mediante Programación Lineal Secuencial, aprovechando las especiales características de las restricciones de complementariedad, que escritas en forma bilineal son del tipo y z = 0; y 0; z 0 , y aprovechando que el error de complementariedad (en forma bilineal) es una función de penalización exacta. Pero cuando se trata de encontrar la peor solución, el problema de optimización global equivalente es intratable (NP-difícil). Además, en tanto no se demuestre la existencia de un principio de máximo o mínimo, existe la duda de que el esfuerzo empleado en aproximar este mínimo esté justificado. En el capítulo 5, se propone hallar la distribución de frecuencias del factor de carga, para todas las soluciones de inicio de colapso posibles, sobre un sencillo ejemplo. Para ello, se realiza un muestreo de soluciones mediante el método de Monte Carlo, utilizando como contraste un método exacto de computación de politopos. El objetivo final es plantear hasta que punto está justificada la busqueda del mínimo absoluto y proponer un método alternativo de evaluación de la seguridad basado en probabilidades. Las distribuciones de frecuencias, de los factores de carga correspondientes a las soluciones de inicio de colapso obtenidas para el caso estudiado, muestran que tanto el valor máximo como el mínimo de los factores de carga son muy infrecuentes, y tanto más, cuanto más perfecto y contínuo es el contacto. Los resultados obtenidos confirman el interés de desarrollar nuevos métodos probabilistas. En el capítulo 6, se propone un método de este tipo basado en la obtención de múltiples soluciones, desde puntos de partida aleatorios y calificando los resultados mediante la Estadística de Orden. El propósito es determinar la probabilidad de inicio de colapso para cada solución.El método se aplica (de acuerdo a la reducción de expectativas propuesta por la Optimización Ordinal) para obtener una solución que se encuentre en un porcentaje determinado de las peores. Finalmente, en el capítulo 7, se proponen métodos híbridos, incorporando metaheurísticas, para los casos en que la búsqueda del mínimo global esté justificada. Abstract Safety assessment of the historic masonry structures is an open problem. The material is heterogeneous and anisotropic, the previous state of stress is hard to know and the boundary conditions are uncertain. In the early 50's it was proven that limit analysis was applicable to this kind of structures, being considered a suitable tool since then. In cases where no slip occurs, the application of the standard limit analysis theorems constitutes an excellent tool due to its simplicity and robustness. It is enough find any equilibrium solution which satisfy the limit constraints of the material. As we are certain that this load will be equal to or less than the actual load of the onset of collapse, it is not necessary to know the actual stresses state. Furthermore this load for the onset of collapse is unique (uniqueness theorem), and it can be obtained as the optimal from any of two mathematical convex duals programs However, if the mechanisms of the onset of collapse involve sliding, any solution must satisfy both static and kinematic constraints, and also a special kind of disjunctive constraints linking the previous ones, which can be formulated as complementarity constraints. In the latter case, it is not guaranted the existence of a single solution, so it is necessary to look for other ways to treat the uncertainty associated with its multiplicity. In recent years, research has been focused on finding an absolute minimum below which collapse is impossible. This method is easy to set from a mathematical point of view, but computationally intractable. This is due to the complementarity constraints 0 y z 0 , which are neither convex nor smooth. The computational complexity of the resulting decision problem is "Not-deterministic Polynomialcomplete" (NP-complete), and the corresponding global optimization problem is NP-hard. However, obtaining a solution (success is not guaranteed) is an affordable problem. This thesis proposes solve that problem through Successive Linear Programming: taking advantage of the special characteristics of complementarity constraints, which written in bilinear form are y z = 0; y 0; z 0 ; and taking advantage of the fact that the complementarity error (bilinear form) is an exact penalty function. But when it comes to finding the worst solution, the (equivalent) global optimization problem is intractable (NP-hard). Furthermore, until a minimum or maximum principle is not demonstrated, it is questionable that the effort expended in approximating this minimum is justified. XIV In chapter 5, it is proposed find the frequency distribution of the load factor, for all possible solutions of the onset of collapse, on a simple example. For this purpose, a Monte Carlo sampling of solutions is performed using a contrast method "exact computation of polytopes". The ultimate goal is to determine to which extent the search of the global minimum is justified, and to propose an alternative approach to safety assessment based on probabilities. The frequency distributions for the case study show that both the maximum and the minimum load factors are very infrequent, especially when the contact gets more perfect and more continuous. The results indicates the interest of developing new probabilistic methods. In Chapter 6, is proposed a method based on multiple solutions obtained from random starting points, and qualifying the results through Order Statistics. The purpose is to determine the probability for each solution of the onset of collapse. The method is applied (according to expectations reduction given by the Ordinal Optimization) to obtain a solution that is in a certain percentage of the worst. Finally, in Chapter 7, hybrid methods incorporating metaheuristics are proposed for cases in which the search for the global minimum is justified.

Smoothing of PV power fluctuations by geographical dispersion

The quality and the reliability of the power generated by large grid-connected photovoltaic (PV) plants are negatively affected by the source characteristic variability. This paper deals with the smoothing of power fluctuations because of geographical dispersion of PV systems. The fluctuation frequency and the maximum fluctuation registered at a PV plant ensemble are analyzed to study these effects. We propose an empirical expression to compare the fluctuation attenuation because of both the size and the number of PV plants grouped. The convolution of single PV plants frequency distribution functions has turned out to be a successful tool to statistically describe the behavior of an ensemble of PV plants and determine their maximum output fluctuation. Our work is based on experimental 1-s data collected throughout 2009 from seven PV plants, 20 MWp in total, separated between 6 and 360 km.

Vector Boolean Functions: Applications in Symmetric Cryptography

Esta tesis establece los fundamentos teóricos y diseña una colección abierta de clases C++ denominada VBF (Vector Boolean Functions) para analizar funciones booleanas vectoriales (funciones que asocian un vector booleano a otro vector booleano) desde una perspectiva criptográfica. Esta nueva implementación emplea la librería NTL de Victor Shoup, incorporando nuevos módulos que complementan a las funciones de NTL, adecuándolas para el análisis criptográfico. La clase fundamental que representa una función booleana vectorial se puede inicializar de manera muy flexible mediante diferentes estructuras de datas tales como la Tabla de verdad, la Representación de traza y la Forma algebraica normal entre otras. De esta manera VBF permite evaluar los criterios criptográficos más relevantes de los algoritmos de cifra en bloque y de stream, así como funciones hash: por ejemplo, proporciona la no-linealidad, la distancia lineal, el grado algebraico, las estructuras lineales, la distribución de frecuencias de los valores absolutos del espectro Walsh o del espectro de autocorrelación, entre otros criterios. Adicionalmente, VBF puede llevar a cabo operaciones entre funciones booleanas vectoriales tales como la comprobación de igualdad, la composición, la inversión, la suma, la suma directa, el bricklayering (aplicación paralela de funciones booleanas vectoriales como la empleada en el algoritmo de cifra Rijndael), y la adición de funciones coordenada. La tesis también muestra el empleo de la librería VBF en dos aplicaciones prácticas. Por un lado, se han analizado las características más relevantes de los sistemas de cifra en bloque. Por otro lado, combinando VBF con algoritmos de optimización, se han diseñado funciones booleanas cuyas propiedades criptográficas son las mejores conocidas hasta la fecha. ABSTRACT This thesis develops the theoretical foundations and designs an open collection of C++ classes, called VBF, designed for analyzing vector Boolean functions (functions that map a Boolean vector to another Boolean vector) from a cryptographic perspective. This new implementation uses the NTL library from Victor Shoup, adding new modules which complement the existing ones making VBF better suited for cryptography. The fundamental class representing a vector Boolean function can be initialized in a flexible way via several alternative types of data structures such as Truth Table, Trace Representation, Algebraic Normal Form (ANF) among others. This way, VBF allows the evaluation of the most relevant cryptographic criteria for block and stream ciphers as well as for hash functions: for instance, it provides the nonlinearity, the linearity distance, the algebraic degree, the linear structures, the frequency distribution of the absolute values of the Walsh Spectrum or the Autocorrelation Spectrum, among others. In addition, VBF can perform operations such as equality testing, composition, inversion, sum, direct sum, bricklayering (parallel application of vector Boolean functions as employed in Rijndael cipher), and adding coordinate functions of two vector Boolean functions. This thesis also illustrates the use of VBF in two practical applications. On the one hand, the most relevant properties of the existing block ciphers have been analysed. On the other hand, by combining VBF with optimization algorithms, new Boolean functions have been designed which have the best known cryptographic properties up-to-date.

Application of active heat pulse method with fiber optic temperature sensing for estimation of wetting bulbs and water distribution in drip emitters.

Through the use of the Distributed Fiber Optic Temperature Measurement (DFOT) method, it is possible to measure the temperature in small intervals (on the order of centimeters) for long distances (on the order of kilometers) with a high temporal frequency and great accuracy. The heat pulse method consists of applying a known amount of heat to the soil and monitoring the temperature evolution, which is primarily dependent on the soil moisture content. The use of both methods, which is called the active heat pulse method with fiber optic temperature sensing (AHFO), allows accurate soil moisture content measurements. In order to experimentally study the wetting patterns, i.e. shape, size, and the water distribution, from a drip irrigation emitter, a soil column of 0.5 m of diameter and 0.6 m high was built. Inside the column, a fiber optic cable with a stainless steel sheath was placed forming three concentric helixes of diameters 0.2 m, 0.4 m and 0.6 m, leading to a 148 measurement point network. Before, during, and after the irrigation event, heat pulses were performed supplying electrical power of 20 W/m to the steel. The soil moisture content was measured with a capacitive sensor in one location at depths of 0.1 m, 0.2 m, 0.3 m and 0.4 m during the irrigation. It was also determined by the gravimetric method in several locations and depths before and right after the irrigation. The emitter bulb dimensions and shape evolution was satisfactorily measured during infiltration. Furthermore, some bulb's characteristics difficult to predict (e.g. preferential flow) were detected. The results point out that the AHFO is a useful tool to estimate the wetting pattern of drip irrigation emitters in soil columns and show a high potential for its use in the field.

Frequency and Intensity of drought events over Ebro River basin.

Lately, several researchers have pointed out that climate change is expected to increase temperatures and lower rainfall in Mediterranean regions, simultaneously increasing the intensity of extreme rainfall events. These changes could have consequences regarding rainfall regime, erosion, sediment transport and water quality, soil management, and new designs in diversion ditches. Climate change is expected to result in increasingly unpredictable and variable rainfall, in amount and timing, changing seasonal patterns and increasing the frequency of extreme weather events. Consequently, the evolution of frequency and intensity of drought periods is of most important as in agro-ecosystems many processes will be affected by them. Realising the complex and important consequences of an increasing frequency of extreme droughts at the Ebro River basin, our aim is to study the evolution of drought events at this site statistically, with emphasis on the occurrence and intensity of them. For this purpose, fourteen meteorological stations were selected based on the length of the rainfall series and the climatic classification to obtain a representative untreated dataset from the river basin. Daily rainfall series from 1957 to 2002 were obtained from each meteorological station and no-rain period frequency as the consecutive numbers of days were extracted. Based on this data, we study changes in the probability distribution in several sub-periods. Moreover we used the Standardized Precipitation Index (SPI) for identification of drought events in a year scale and then we use this index to fit log-linear models to the contingency tables between the SPI index and the sub-periods, this adjusted is carried out with the help of ANOVA inference.

Distributed Estimation of Distribution Algorithms for continuous optimization: how does the exchanged information influence their behavior?

One of the most promising areas in which probabilistic graphical models have shown an incipient activity is the field of heuristic optimization and, in particular, in Estimation of Distribution Algorithms. Due to their inherent parallelism, different research lines have been studied trying to improve Estimation of Distribution Algorithms from the point of view of execution time and/or accuracy. Among these proposals, we focus on the so-called distributed or island-based models. This approach defines several islands (algorithms instances) running independently and exchanging information with a given frequency. The information sent by the islands can be either a set of individuals or a probabilistic model. This paper presents a comparative study for a distributed univariate Estimation of Distribution Algorithm and a multivariate version, paying special attention to the comparison of two alternative methods for exchanging information, over a wide set of parameters and problems ? the standard benchmark developed for the IEEE Workshop on Evolutionary Algorithms and other Metaheuristics for Continuous Optimization Problems of the ISDA 2009 Conference. Several analyses from different points of view have been conducted to analyze both the influence of the parameters and the relationships between them including a characterization of the configurations according to their behavior on the proposed benchmark.