168 resultados para Reliability benefit reflective transmission pricing
Resumo:
The analysis of electromagnetic transients arising in EHV/UHV power networks gives necessary information about the possible stresses on the different network components, which will determine their proper design, limits of operation as well as their pertinent protection strategies. This paper describes the transient analysis of 765 kV EHV transmission system which is a typical expansion in Indian power grid system. Considering various conditions, switching transient and fault transient studies are carried out. A FORTRAN version of EMTP is developed, to study a practical example, then a comparison with the results available in the literature is made.
Resumo:
Since the end of second world war, extra high voltage ac transmission has seen its development. The distances between generating and load centres as well as the amount of power to be handled increased tremendously for last 50 years. The highest commercial voltage has increased to 765 kV in India and 1,200 kV in many other countries. The bulk power transmission has been mostly performed by overhead transmission lines. The dual task of mechanically supporting and electrically isolating the live phase conductors from the support tower is performed by string insulators. Whether in clean condition or under polluted conditions, the electrical stress distribution along the insulators governs the possible flashover, which is quite detrimental to the system. Hence the present investigation aims to study accurately, the field distribution for various types of porcelain/ceramic insulators (Normal and Antifog discs) used for high-voltage transmission. The surface charge simulation method is employed for the field computation. A comparison on normalised surface resistance, which is an indicator for the stress concentration under polluted condition, is also attempted.
Resumo:
The bulk of power transmission from the generating stations to the load centres is carried through overhead lines. The distances involved could span several hundreds of kilometres. To minimize line losses, power transmission over such long distances is carried out at high voltages (several hundreds of kV). A network of outdoor lines operating at different voltages has been found to be the most economical method of power delivery. The disc insulators perform dual task of mechanically supporting and electrically isolating the live phase conductors from the support tower. These insulators have to perform under various environmental conditions; hence the electrical stress distribution along the insulators governs the possible flashover, which is quite detrimental to the system. In view of this the present investigation aims to simulate the surface electric field stress on different types of porcelain/ceramic insulators; both normal and anti-fog type discs which are used for high voltage transmission/distribution systems are considered. The surface charge simulation method is employed for the field computation to simulate potential, electric field, surface and bulk/volume stress.
Resumo:
A Radio Frequency (RF) based digital data transmission scheme with 8 channel encoder/decoder ICs is proposed for surface electrode switching of a 16-electrode wireless Electrical Impedance Tomography (EIT) system. A RF based wireless digital data transmission module (WDDTM) is developed and the electrode switching of a EIT system is studied by analyzing the boundary data collected and the resistivity images of practical phantoms. An analog multiplexers based electrode switching module (ESM) is developed with analog multiplexers and switched with parallel digital data transmitted by a wireless transmitter/receiver (T-x/R-x) module working with radio frequency technology. Parallel digital bits are generated using NI USB 6251 card working in LabVIEW platform and sent to transmission module to transmit the digital data to the receiver end. The transmitter/receiver module developed is properly interfaced with the personal computer (PC) and practical phantoms through the ESM and USB based DAQ system respectively. It is observed that the digital bits required for multiplexer operation are sequentially generated by the digital output (D/O) ports of the DAQ card. Parallel to serial and serial to parallel conversion of digital data are suitably done by encoder and decoder ICs. Wireless digital data transmission module successfully transmitted and received the parallel data required for switching the current and voltage electrodes wirelessly. 1 mA, 50 kHz sinusoidal constant current is injected at the phantom boundary using common ground current injection protocol and the boundary potentials developed at the voltage electrodes are measured. Resistivity images of the practical phantoms are reconstructed from boundary data using EIDORS. Boundary data and the resistivity images reconstructed from the surface potentials are studied to assess the wireless digital data transmission system. Boundary data profiles of the practical phantom with different configurations show that the multiplexers are operating in the required sequence for common ground current injection protocol. The voltage peaks obtained at the proper positions in the boundary data profiles proved the sequential operation of multiplexers and successful wireless transmission of digital bits. Reconstructed images and their image parameters proved that the boundary data are successfully acquired by the DAQ system which in turn again indicates a sequential and proper operation of multiplexers as well as the successful wireless transmission of digital bits. Hence the developed RF based wireless digital data transmission module (WDDTM) is found suitable for transmitting digital bits required for electrode switching in wireless EIT data acquisition system. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes with multiple queues and multiple grades of service. We present a closed-loop multi-layered pricing scheme and propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. This is different from most adaptive pricing schemes in the literature that do not obtain a closed-loop state dependent pricing policy. The method that we propose finds optimal price levels that are functions of the queue lengths at individual queues. Further, we also propose a variant of the above scheme that assigns prices to incoming packets at each node according to a weighted average queue length at that node. This is done to reduce frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using both of our schemes over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our first scheme exhibits a throughput improvement in the range of 67-82% among all routes over the above scheme. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
We address the problem of pricing defaultable bonds in a Markov modulated market. Using Merton's structural approach we show that various types of defaultable bonds are combination of European type contingent claims. Thus pricing a defaultable bond is tantamount to pricing a contingent claim in a Markov modulated market. Since the market is incomplete, we use the method of quadratic hedging and minimal martingale measure to derive locally risk minimizing derivative prices, hedging strategies and the corresponding residual risks. The price of defaultable bonds are obtained as solutions to a system of PDEs with weak coupling subject to appropriate terminal and boundary conditions. We solve the system of PDEs numerically and carry out a numerical investigation for the defaultable bond prices. We compare their credit spreads with some of the existing models. We observe higher spreads in the Markov modulated market. We show how business cycles can be easily incorporated in the proposed framework. We demonstrate the impact on spreads of the inclusion of rare states that attempt to capture a tight liquidity situation. These states are characterized by low risk-free interest rate, high payout rate and high volatility.
Resumo:
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequences for the global economy has focused attention on regulation and pricing issues related to credit derivatives. Credit risk refers to the potential losses that can arise due to the changes in the credit quality of financial instruments. These changes could be due to changes in the ratings, market price (spread) or default on contractual obligations. Credit derivatives are financial instruments designed to mitigate the adverse impact that may arise due to credit risks. However, they also allow the investors to take up purely speculative positions. In this article we provide a succinct introduction to the notions of credit risk, the credit derivatives market and describe some of the important credit derivative products. There are two approaches to pricing credit derivatives, namely the structural and the reduced form or intensity-based models. A crucial aspect of the modelling that we touch upon briefly in this article is the problem of calibration of these models. We hope to convey through this article the challenges that are inherent in credit risk modelling, the elegant mathematics and concepts that underlie some of the models and the importance of understanding the limitations of the models.
Resumo:
The nucleation and growth of vanadium oxide nanotubes (VOx-NT) have been followed by a combination of numerous ex situ techniques. long the hydrothermal process. Intermediate solid phases extracted at different reaction times have been characterized by powder X-ray diffraction, scanning and transmission electron microscopy, electron spin resonance, and V-K edge :X-ray absorption near-edge structure spectroscopy. The supernatant vanadate solutions extracted during the hydrothermal treatment have been studied by liquid V-51 NMR and flame. spectroscopy. For short durations of the hydrothermal synthesis, the initial V2O5-surfactant intercalate. is progressively transformed into VOx-NT whose crystallization starts to be detected after a hydrothermal treatment of 24 h. Upon heating from 24 h to 7 days, VOx-NT are obtained in larger amount and with an improved crystallinity. The detection of soluble amines and cyclic metavanadate V4O12](4-) in the supernatant solution along the hydrothermal process suggests that VOx-NT result from a dissolution precipitation mechanism. Metavanadate species V4O12](4-) could behave as molecular precursors in the polymerization reactions leading to VOx-NT.
Resumo:
Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.
Resumo:
The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.
Resumo:
Surface electrode switching of 16-electrode wireless EIT is studied using a Radio Frequency (RF) based digital data transmission technique operating with 8 channel encoder/decoder ICs. An electrode switching module is developed the analog multiplexers and switched with 8-bit parallel digital data transferred by transmitter/receiver module developed with radio frequency technology. 8-bit parallel digital data collected from the receiver module are converted to 16-bit digital data by using binary adder circuits and then used for switching the electrodes in opposite current injection protocol. 8-bit parallel digital data are generated using NI USB 6251 DAQ card in LabVIEW software and sent to the transmission module which transmits the digital data bits to the receiver end. Receiver module supplies the parallel digital bits to the binary adder circuits and adder circuit outputs are fed to the multiplexers of the electrode switching module for surface electrode switching. 1 mA, 50 kHz sinusoidal constant current is injected at the phantom boundary using opposite current injection protocol. The boundary potentials developed at the voltage electrodes are measured and studied to assess the wireless data transmission.