An integrated design approach to power systems : from power flows to electricity markets

Power system is at the brink of change. Engineering needs, economic forces and environmental factors are the main drivers of this change. The vision is to build a smart electrical grid and a smarter market mechanism around it to fulfill mandates on clean energy. Looking at engineering and economic issues in isolation is no longer an option today; it needs an integrated design approach. In this thesis, I shall revisit some of the classical questions on the engineering operation of power systems that deals with the nonconvexity of power flow equations. Then I shall explore some issues of the interaction of these power flow equations on the electricity markets to address the fundamental issue of market power in a deregulated market environment. Finally, motivated by the emergence of new storage technologies, I present an interesting result on the investment decision problem of placing storage over a power network. The goal of this study is to demonstrate that modern optimization and game theory can provide unique insights into this complex system. Some of the ideas carry over to applications beyond power systems.

Cooperative and market-based solutions to pollution abatement problems

This work concerns itself with the possibility of solutions, both cooperative and market based, to pollution abatement problems. In particular, we are interested in pollutant emissions in Southern California and possible solutions to the abatement problems enumerated in the 1990 Clean Air Act. A tradable pollution permit program has been implemented to reduce emissions, creating property rights associated with various pollutants.

Before we discuss the performance of market-based solutions to LA's pollution woes, we consider the existence of cooperative solutions. In Chapter 2, we examine pollutant emissions as a trans boundary public bad. We show that for a class of environments in which pollution moves in a bi-directional, acyclic manner, there exists a sustainable coalition structure and associated levels of emissions. We do so via a new core concept, one more appropriate to modeling cooperative emissions agreements (and potential defection from them) than the standard definitions.

However, this leaves the question of implementing pollution abatement programs unanswered. While the existence of a cost-effective permit market equilibrium has long been understood, the implementation of such programs has been difficult. The design of Los Angeles' REgional CLean Air Incentives Market (RECLAIM) alleviated some of the implementation problems, and in part exacerbated them. For example, it created two overlapping cycles of permits and two zones of permits for different geographic regions. While these design features create a market that allows some measure of regulatory control, they establish a very difficult trading environment with the potential for inefficiency arising from the transactions costs enumerated above and the illiquidity induced by the myriad assets and relatively few participants in this market.

It was with these concerns in mind that the ACE market (Automated Credit Exchange) was designed. The ACE market utilizes an iterated combined-value call market (CV Market). Before discussing the performance of the RECLAIM program in general and the ACE mechanism in particular, we test experimentally whether a portfolio trading mechanism can overcome market illiquidity. Chapter 3 experimentally demonstrates the ability of a portfolio trading mechanism to overcome portfolio rebalancing problems, thereby inducing sufficient liquidity for markets to fully equilibrate.

With experimental evidence in hand, we consider the CV Market's performance in the real world. We find that as the allocation of permits reduces to the level of historical emissions, prices are increasing. As of April of this year, prices are roughly equal to the cost of the Best Available Control Technology (BACT). This took longer than expected, due both to tendencies to mis-report emissions under the old regime, and abatement technology advances encouraged by the program. Vve also find that the ACE market provides liquidity where needed to encourage long-term planning on behalf of polluting facilities.

Single cell proteomics microchip to profile immune function, with applications in stem cell biology, translational disease mechanism study and clinical therapeutics monitoring

In response to infection or tissue dysfunction, immune cells develop into highly heterogeneous repertoires with diverse functions. Capturing the full spectrum of these functions requires analysis of large numbers of effector molecules from single cells. However, currently only 3-5 functional proteins can be measured from single cells. We developed a single cell functional proteomics approach that integrates a microchip platform with multiplex cell purification. This approach can quantitate 20 proteins from >5,000 phenotypically pure single cells simultaneously. With a 1-million fold miniaturization, the system can detect down to ~100 molecules and requires only ~104 cells. Single cell functional proteomic analysis finds broad applications in basic, translational and clinical studies. In the three studies conducted, it yielded critical insights for understanding clinical cancer immunotherapy, inflammatory bowel disease (IBD) mechanism and hematopoietic stem cell (HSC) biology.

To study phenotypically defined cell populations, single cell barcode microchips were coupled with upstream multiplex cell purification based on up to 11 parameters. Statistical algorithms were developed to process and model the high dimensional readouts. This analysis evaluates rare cells and is versatile for various cells and proteins. (1) We conducted an immune monitoring study of a phase 2 cancer cellular immunotherapy clinical trial that used T-cell receptor (TCR) transgenic T cells as major therapeutics to treat metastatic melanoma. We evaluated the functional proteome of 4 antigen-specific, phenotypically defined T cell populations from peripheral blood of 3 patients across 8 time points. (2) Natural killer (NK) cells can play a protective role in chronic inflammation and their surface receptor – killer immunoglobulin-like receptor (KIR) – has been identified as a risk factor of IBD. We compared the functional behavior of NK cells that had differential KIR expressions. These NK cells were retrieved from the blood of 12 patients with different genetic backgrounds. (3) HSCs are the progenitors of immune cells and are thought to have no immediate functional capacity against pathogen. However, recent studies identified expression of Toll-like receptors (TLRs) on HSCs. We studied the functional capacity of HSCs upon TLR activation. The comparison of HSCs from wild-type mice against those from genetics knock-out mouse models elucidates the responding signaling pathway.

In all three cases, we observed profound functional heterogeneity within phenotypically defined cells. Polyfunctional cells that conduct multiple functions also produce those proteins in large amounts. They dominate the immune response. In the cancer immunotherapy, the strong cytotoxic and antitumor functions from transgenic TCR T cells contributed to a ~30% tumor reduction immediately after the therapy. However, this infused immune response disappeared within 2-3 weeks. Later on, some patients gained a second antitumor response, consisted of the emergence of endogenous antitumor cytotoxic T cells and their production of multiple antitumor functions. These patients showed more effective long-term tumor control. In the IBD mechanism study, we noticed that, compared with others, NK cells expressing KIR2DL3 receptor secreted a large array of effector proteins, such as TNF-α, CCLs and CXCLs. The functions from these cells regulated disease-contributing cells and protected host tissues. Their existence correlated with IBD disease susceptibility. In the HSC study, the HSCs exhibited functional capacity by producing TNF-α, IL-6 and GM-CSF. TLR stimulation activated the NF-κB signaling in HSCs. Single cell functional proteome contains rich information that is independent from the genome and transcriptome. In all three cases, functional proteomic evaluation uncovered critical biological insights that would not be resolved otherwise. The integrated single cell functional proteomic analysis constructed a detail kinetic picture of the immune response that took place during the clinical cancer immunotherapy. It revealed concrete functional evidence that connected genetics to IBD disease susceptibility. Further, it provided predictors that correlated with clinical responses and pathogenic outcomes.

Essays in mechanism design

This dissertation contains three essays on mechanism design. The common goal of these essays is to assist in the solution of different resource allocation problems where asymmetric information creates obstacles to the efficient allocation of resources. In each essay, we present a mechanism that satisfactorily solves the resource allocation problem and study some of its properties. In our first essay, ”Combinatorial Assignment under Dichotomous Preferences”, we present a class of problems akin to time scheduling without a pre-existing time grid, and propose a mechanism that is efficient, strategy-proof and envy-free. Our second essay, ”Monitoring Costs and the Management of Common-Pool Resources”, studies what can happen to an existing mechanism — the individual tradable quotas (ITQ) mechanism, also known as the cap-and-trade mechanism — when quota enforcement is imperfect and costly. Our third essay, ”Vessel Buyback”, coauthored with John O. Ledyard, presents an auction design that can be used to buy back excess capital in overcapitalized industries.

Exploration of new drug delivery pathways: I. Mechanism of folate uptake in cultured human cells. II. Role of nuclear localization signal peptides in the delivery of oligonucleotide into reconstituted nuclei

The roles of the folate receptor and an anion carrier in the uptake of 5- methyltetrahydrofolate (5-MeH_4folate) were studied in cultured human (KB) cells using radioactive 5-MeH_4folate. Binding of the 5-MeH_4folate was inhibited by folic acid, but not by probenecid, an anion carrier inhibitor. The internalization of 5-MeH_4folate was inhibited by low temperature, folic acid, probenecid and methotrexate. Prolonged incubation of cells in the presence of high concentrations of probenecid appeared to inhibit endocytosis of folatereceptors as well as the anion carrier. The V_(max) and K_M values for the carrier were 8.65 ± 0.55 pmol/min/mg cell protein and 3.74 ± 0.54µM, respectively. The transport of 5-MeH4folate was competitively inhibited by folic acid, probenecid and methotrexate. The carrier dissociation constants for folic acid, probenecid and methotreate were 641 µM, 2.23 mM and 13.8 µM, respectively. Kinetic analysis suggests that 5-MeH_4folate at physiological concentration is transported through an anion carrier with the characteristics of the reduced-folate carrier after 5-MeH_4folate is endocytosed by folate receptors in KB cells. Our data with KB cells suggest that folate receptors and probenecid-sensitive carriers work in tandem to transport 5-MeH_4folate to the cytoplasm of cells, based upon the assumption that 1 mM probenecid does not interfere with the acidification of the vesicle where the folate receptors are endocytosed.

Oligodeoxynucleotides designed to hybridize to specific mRNA sequences (antisense oligonucleotides) or double stranded DNA sequences have been used to inhibit the synthesis of a number of cellular and viral proteins (Crooke, S. T. (1993) FASEB J. 7, 533-539; Carter, G. and Lemoine, N. R. (1993) Br. J. Cacer 67, 869-876; Stein, C. A. and cohen, J. S. (1988) Cancer Res. 48, 2659-2668). However, the distribution of the delivered oligonucleotides in the cell, i.e., in the cytoplasm or in the nucleus has not been clearly defined. We studied the kinetics of oligonucleotide transport into the cell nucleus using reconstituted cell nuclei as a model system. We present evidences here that oligonucleotides can freely diffuse into reconstituted nuclei. Our results are consistent with the reports by Leonetti et al. (Proc. Natl. Acad. Sci. USA, Vol. 88, pp. 2702-2706, April 1991), which were published while we were carrying this research independently. We also investigated whether a synthetic nuclear localization signal (NLS) peptide of SV40 T antigen could be used for the nuclear targeting of oligonucleotides. We synthesized a nuclear localization signal peptide-conjugated oligonucleotide to see if a nuclear localization signal peptide can enhance the uptake of oligonucleotides into reconstituted nuclei of Xenopus. Uptake of the NLS peptide-conjugated oligonucleotide was comparable to the control oligonucleotide at similar concentrations, suggesting that the NLS signal peptide does not significantly enhance the nuclear accumulation of oligonucleotides. This result is probably due to the small size of the oligonucleotide.

Insights into the mechanism of human erythrocyte hexose transport : a transferred NOE study of glucose binding to GLUT1

This study examines binding of α- and β-D-glucose in their equilibrium mixture to the glucose transporter (GLUT1) in human erythrocyte membrane preparations by an ^1H NMR method, the transferred NOE (TRNOE). This method is shown theoretically and experimentally to be a sensitive probe of weak ligand-macromolecule interactions. The TRNOEs observed are shown to arise solely from glucose binding to GLUT1. Sites at both membrane faces contribute to the TRNOEs. Binding curves obtained are consistent with a homogeneous class of sugar sites, with an apparent K_D which varies (from ~30 mM to ~70 mM for both anomers) depending on the membrane preparation examined. Preparations with a higher proportion of the cytoplasmic membrane face exposed to bulk solution yield higher apparent KK_Ds. The glucose transport inhibitor cytochalasin B essentially eliminates the TRNOE. Nonlinearity was found in the dependence on sugar concentration of the apparent inhibition constant for cytochalasin B reversal of the TRNOE observed in the α anomer (and probably the β anomer); such nonlinearity implies the existence of ternary complexes of sugar, inhibitor and transporter. The inhibition results furthermore imply the presence of a class of relatively high-affinity (K_D < 2mM) sugar sites specific for the α anomer which do not contribute to NMR-observable binding. The presence of two classes of sugar-sensitive cytochalasin B sites is also indicated. These results are compared with predictions of the alternating conformer model of glucose transport. Variation of apparent K_D in the NMR-observable sites, the formation of ternary complexes and the presence of an anomer-specific site are shown to be inconsistent with this model. An alternate model is developed which reconciles these results with the known transport behavior of GLUT1. In this model, the transporter possesses (at minimum) three classes of sugar sites: (i) transport sites, which are alternately exposed to the cytoplasmic or the extracellular compartment, but never to both simultaneously, (ii) a class of sites (probably relatively low-affinity) which are confined to one compartment, and (iii) the high-affinity α anomer-specific sites, which are confined to the cytoplasmic compartment.

Neuronal mechanism of state control in Drosophila melanogaster

The changes in internal states, such as fear, hunger and sleep affect behavioral responses in animals. In most of the cases, these state-dependent influences are “pleiotropic”: one state affects multiple sensory modalities and behaviors; “scalable”: the strengths and choices of such modulations differ depending on the imminence of demands; and “persistent”: once the state is switched on the effects last even after the internal demands are off. These prominent features of state-control enable animals to adjust their behavioral responses depending on their internal demands. Here, we studied the neuronal mechanisms of state-controls by investigating energy-deprived state (hunger state) and social-deprived state of fruit flies, Drosophila melanogaster, as prototypic models. To approach these questions, we developed two novel methods: a genetically based method to map sites of neuromodulation in the brain and optogenetic tools in Drosophila.

These methods, and genetic perturbations, reveal that the effect of hunger to alter behavioral sensitivity to gustatory cues is mediate by two distinct neuromodulatory pathways. The neuropeptide F (NPF) – dopamine (DA) pathway increases sugar sensitivity under mild starvation, while the adipokinetic hormone (AKH)- short neuropeptide F (sNPF) pathway decreases bitter sensitivity under severe starvation. These two pathways are recruited under different levels of energy demands without any cross interaction. Effects of both of the pathways are mediated by modulation of the gustatory sensory neurons, which reinforce the concept that sensory neurons constitute an important locus for state-dependent control of behaviors. Our data suggests that multiple independent neuromodulatory pathways are underlying pleiotropic and scalable effects of the hunger state.

In addition, using optogenetic tool, we show that the neural control of male courtship song can be separated into probabilistic/biasing, and deterministic/command-like components. The former, but not the latter, neurons are subject to functional modulation by social experience, supporting the idea that they constitute a locus of state-dependent influence. Interestingly, moreover, brief activation of the former, but not the latter, neurons trigger persistent behavioral response for more than 10 min. Altogether, these findings and new tools described in this dissertation offer new entry points for future researchers to understand the neuronal mechanism of state control.

Molecular mechanism of sulfated carbohydrate recognition: structural and biochemical studies of the cysteine-rich domain of mannose receptor

Mannose receptor (MR) is widely expressed on macrophages, immature dendritic cells, and a variety of epithelial and endothelial cells. It is a 180 kD type I transmembrane receptor whose extracellular region consists of three parts: the amino-terminal cysteine-rich domain (Cys-MR); a fibronectin type II-like domain; and a series of eight tandem C-type lectin carbohydrate recognition domains (CRDs). Two portions of MR have distinct carbohydrate recognition properties: Cys-MR recognizes sulfated carbohydrates and the tandem CRD region binds terminal mannose, fucose, and N-acetyl-glucosamine (GlcNAc). The dual carbohydrate binding specificity allows MR to interact with sulfated and nonsulfated polysaccharide chains, and thereby facilitating the involvement of MR in immunological and physiological processes. The immunological functions of MR include antigen capturing (through binding non-sulfated carbohydrates) and antigen targeting (through binding sulfated carbohydrates), and the physiological roles include rapid clearance of circulatory luteinizing hormone (LH), which bears polysaccharide chains terminating with sulfated and non-sulfated carbohydrates.

We have crystallized and determined the X-ray structures of unliganded Cys-MR (2.0 Å) and Cys-MR complexed with different ligands, including Hepes (1.7 Å), 4SO_4-N-Acetylgalactosamine (4SO_4-GalNAc; 2.2 Å), 3SO_4-Lewis^x (2.2 Å), 3S04-Lewis^a (1.9 Å), and 6SO_4-GalNAc (2.5 Å). The overall structure of Cys-MR consists of 12 anti-parallel β-strands arranged in three lobes with approximate three fold internal symmetry. The structure contains three disulfide bonds, formed by the six cysteines in the Cys-MR sequence. The ligand-binding site is located in a neutral pocket within the third lobe, in which the sulfate group of ligand is buried. Our results show that optimal binding is achieved by a carbohydrate ligand with a sulfate group that anchors the ligand by forming numerous hydrogen bonds and a sugar ring that makes ring-stacking interactions with Trpll7 of CysMR. Using a fluorescence-based assay, we characterized the binding affinities between CysMR and its ligands, and rationalized the derived affinities based upon the crystal structures. These studies reveal the mechanism of sulfated carbohydrate recognition by Cys-MR and facilitate our understanding of the role of Cys-MR in MR recognition of its ligands.

Mechanism and applications of the photochemistry of Bis(η^5-cyclopentadienyl)titanacyclobutanes

The photochemically induced reductive elimination of cyclopropanes from bis(η⁵-cyclopentadienyl)titanacyclobutanes has been examined. Stereochemical labelling studies indicate that the cyclopropane is initially formed in a 6±1:1, ratio favoring retention of stereochemistry. The starting titanacyclobutane is isomerized during the course of the reaction. The isomerization of the starting material results from metal-carbon bond homolysis to yield a 1,4-biradical, which can either close to give the starting material or generate cyclopropane. The 1,4-biradical can be observed through a cyclopropyl carbinyl rearrangement employing 2-bis(η⁵- cyclopentadienyl)titana-5,5-dimethylbicyclo[2.1.0]pentane, to give the titanium alkylidene, 1-bis(η⁵-cyclopentadienyl)titana-3,3-dimethyl-1,4- pentadiene, which can be observed directly by NMR at low temperature.

The oxidation of titanacyclobutanes by chemical and electrochemical methods also yields cyclopropanes. Reduction of the metal center does not yield cyclopropanes. Depending on the oxidant, stereochemically labelled titanacyclobutanes yield cyclopropanes that are between 7:1 and 100:1 retention:isomerization. The fragmentation reaction resembles the photochemically induced reductive elimination. Both result from formal oxidation of a metal-carbon bond, which then results in very rapid formation of cyclopropane.

The titanocene generated photochemically reacts with a variety of substrates even at low temperature. Titanocene can be generated in a glass at 77 K. The titanocene can be trapped in noncoordinating solvents in high yield with bulky internal acetylenes to give monoacetylene adducts of titanocene. Less bulky acetylenes give the titanacyclopentadienes. The titanocene can be trapped with olefins to give less stable adducts, which appear by NMR analysis to be intermediate in structure between a titanacyclopropane and an η² olefin adduct of titanocene. Reaction of titanocene with butadiene gives a stable product, which appears to be the s-trans butadiene adduct of titanocene. It does not isomerize on heating. Titanocene reacts with epoxides to give titanocene-µ-oxo polymer and olefin. Stereochemically labelled epoxides and episulfides yield isomerized olefin upon deoxygenation by titanocene. The observations are rationalized as a result of a 1,4-biradical formed by stepwise insertion of titanocene into a carbon-oxygen bond.

I. The rate and mechanism of the vapor-phase reaction between water and parts-per-million concentrations of nitrogen dioxide. II. The rate and mechanism of the air oxidation of parts-per-million concentrations of nitric oxide in the presence of water vapor.

Part I

A study of the thermal reaction of water vapor and parts-per-million concentrations of nitrogen dioxide was carried out at ambient temperature and at atmospheric pressure. Nitric oxide and nitric acid vapor were the principal products. The initial rate of disappearance of nitrogen dioxide was first order with respect to water vapor and second order with respect to nitrogen dioxide. An initial third-order rate constant of 5.5 (± 0.29) x 10⁴ liter² mole^-2 sec^-1 was found at 25˚C. The rate of reaction decreased with increasing temperature. In the temperature range of 25˚C to 50˚C, an activation energy of -978 (± 20) calories was found.

The reaction did not go to completion. From measurements as the reaction approached equilibrium, the free energy of nitric acid vapor was calculated. This value was -18.58 (± 0.04) kilocalories at 25˚C.

The initial rate of reaction was unaffected by the presence of oxygen and was retarded by the presence of nitric oxide. There were no appreciable effects due to the surface of the reactor. Nitric oxide and nitrogen dioxide were monitored by gas chromatography during the reaction.

Part II

The air oxidation of nitric oxide, and the oxidation of nitric oxide in the presence of water vapor, were studied in a glass reactor at ambient temperatures and at atmospheric pressure. The concentration of nitric oxide was less than 100 parts-per-million. The concentration of nitrogen dioxide was monitored by gas chromatography during the reaction.

For the dry oxidation, the third-order rate constant was 1.46 (± 0.03) x 10⁴ liter² mole^-2 sec^-1 at 25˚C. The activation energy, obtained from measurements between 25˚C and 50˚C, was -1.197 (±0.02) kilocalories.

The presence of water vapor during the oxidation caused the formation of nitrous acid vapor when nitric oxide, nitrogen dioxide and water vapor combined. By measuring the difference between the concentrations of nitrogen dioxide during the wet and dry oxidations, the rate of formation of nitrous acid vapor was found. The third-order rate constant for the formation of nitrous acid vapor was equal to 1.5 (± 0.5) x 10⁵ liter² mole^-2 sec^-1 at 40˚C. The reaction rate did not change measurably when the temperature was increased to 50˚C. The formation of nitric acid vapor was prevented by keeping the concentration of nitrogen dioxide low.

Surface effects were appreciable for the wet tests. Below 35˚C, the rate of appearance of nitrogen dioxide increased with increasing surface. Above 40˚C, the effect of surface was small.

The rate and mechanism of the partial oxidation of acetaldehyde by PPM concentrations of nitrogen dioxide

The thermal reaction between nitrogen dioxide and acetaldehyde in the gas phase was investigated at room temperature and atmospheric pressure. The initial rate of disappearance of nitrogen dioxide was 1.00 ± 0.03 order with respect to nitrogen dioxide and 1.00 ± 0.07 order with respect to acetaldehyde. An initial second order rate constant of (8.596 ± 0.189) x 10^-3 1.mole^-1 sec^-1 was obtained at 22.0 ± 0.1 °C and a total pressure of one atmosphere. The activation energy of the reaction was 12,900 cal/mole in the temperature range between 22°C and 122°C.

The products of the reaction were nitric oxide, carbon dioxide, methyl nitrite, nitromethane and a trace amount of trans-dimeric nitrosomethane. The addition of nitric oxide increased the rate of formation of nitromethane and decreased the rate of formation of methyl nitrite. There were no measurable surface effects due to the addition of glass wool or glass beads to the reactor.

Reactants and products were analyzed by gas chromatography. A mechanism was proposed incorporating the principal features of the reaction.

A nonlinear systems model for the control mechanism of free fatty acid-glucose metabolosm in normal humans

A mathematical model is proposed in this thesis for the control mechanism of free fatty acid-glucose metabolism in healthy individuals under resting conditions. The objective is to explain in a consistent manner some clinical laboratory observations such as glucose, insulin and free fatty acid responses to intravenous injection of glucose, insulin, etc. Responses up to only about two hours from the beginning of infusion are considered. The model is an extension of the one for glucose homeostasis proposed by Charette, Kadish and Sridhar (Modeling and Control Aspects of Glucose Homeostasis. Mathematical Biosciences, 1969). It is based upon a systems approach and agrees with the current theories of glucose and free fatty acid metabolism. The description is in terms of ordinary differential equations. Validation of the model is based on clinical laboratory data available at the present time. Finally procedures are suggested for systematically identifying the parameters associated with the free fatty acid portion of the model.