An optimal under-frequency load shedding strategy considering distributed generators and load static characteristics

The well-established under-frequency load shedding (UFLS) is deemed to be the last of effective remedial measures against a severe frequency decline of a power system. With the ever-increasing size of power systems and the extensive penetration of distributed generators (DGs) in power systems, the problem of developing an optimal UFLS strategy is facing some new challenges. Given this background, an optimal UFLS strategy for a distribution system with DGs and load static characteristics taken into consideration is developed. Based on the frequency and the rate of change of frequency, the presented strategy consists of several basic rounds and a special round. In the basic round, the frequency emergency can be alleviated by quickly shedding some loads. In the special round, the frequency security can be maintained, and the operating parameters of the distribution system can be optimized by adjusting the output powers of DGs and some loads. The modified IEEE 37-node test feeder is employed to demonstrate the essential features of the developed optimal UFLS strategy in the MATLAB/SIMULINK environment.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

Numerical modelling and full scale testing of load bearing steel walls under real fires

Fire safety has become an important part in structural design due to the ever increasing loss of properties and lives during fires. Fire rating of load bearing wall systems made of Light gauge Steel Frames (LSF) is determined using fire tests based on the standard time-temperature curve given in ISO 834. However, modern residential buildings make use of thermoplastic materials, which mean considerably high fuel loads. Hence a detailed fire research study into the performance of load bearing LSF walls was undertaken using a series of realistic design fire curves developed based on Eurocode parametric curves and Barnett’s BFD curves. It included both full scale fire tests and numerical studies of LSF walls without any insulation, and the recently developed externally insulated composite panels. This paper presents the details of fire tests first, and then the numerical models of tested LSF wall studs. It shows that suitable finite element models can be developed to predict the fire rating of load bearing walls under real fire conditions. The paper also describes the structural and fire performances of externally insulated LSF walls in comparison to the non-insulated walls under real fires, and highlights the effects of standard and real fire curves on fire performance of LSF walls.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

Numerical methods for strong solutions of stochastic differential equations : an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.

Order conditions of stochastic Runge-Kutta methods by B-series

In this paper, general order conditions and a global convergence proof are given for stochastic Runge Kutta methods applied to stochastic ordinary differential equations ( SODEs) of Stratonovich type. This work generalizes the ideas of B-series as applied to deterministic ordinary differential equations (ODEs) to the stochastic case and allows a completely general formalism for constructing high order stochastic methods, either explicit or implicit. Some numerical results will be given to illustrate this theory.

Risk factors for moderate and severe microbial keratitis in daily wear contact lens users

Objective: To establish risk factors for moderate and severe microbial keratitis among daily contact lens (CL) wearers in Australia. Design: A prospective, 12-month, population-based, case-control study. Participants: New cases of moderate and severe microbial keratitis in daily wear CL users presenting in Australia over a 12-month period were identified through surveillance of all ophthalmic practitioners. Case detection was augmented by record audits at major ophthalmic centers. Controls were users of daily wear CLs in the community identified using a national telephone survey. Testing: Cases and controls were interviewed by telephone to determine subject demographics and CL wear history. Multiple binary logistic regression was used to determine independent risk factors and univariate population attributable risk percentage (PAR%) was estimated for each risk factor.; Main Outcome Measures: Independent risk factors, relative risk (with 95% confidence intervals [CIs]), and PAR%. Results: There were 90 eligible moderate and severe cases related to daily wear of CLs reported during the study period. We identified 1090 community controls using daily wear CLs. Independent risk factors for moderate and severe keratitis while adjusting for age, gender, and lens material type included poor storage case hygiene 6.4× (95% CI, 1.9-21.8; PAR, 49%), infrequent storage case replacement 5.4× (95% CI, 1.5-18.9; PAR, 27%), solution type 7.2× (95% CI, 2.3-22.5; PAR, 35%), occasional overnight lens use (<1 night per week) 6.5× (95% CI, 1.3-31.7; PAR, 23%), high socioeconomic status 4.1× (95% CI, 1.2-14.4; PAR, 31%), and smoking 3.7× (95% CI, 1.1-12.8; PAR, 31%). Conclusions: Moderate and severe microbial keratitis associated with daily use of CLs was independently associated with factors likely to cause contamination of CL storage cases (frequency of storage case replacement, hygiene, and solution type). Other factors included occasional overnight use of CLs, smoking, and socioeconomic class. Disease load may be considerably reduced by attention to modifiable risk factors related to CL storage case practice.

Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Adams-Type Methods for the Numerical Solution of Stochastic Ordinary Differential Equations

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively. (C) 2000 Elsevier Science B.V. All rights reserved.

University Student Depression Inventory (USDI) : confirmatory factor analysis and review of psychometric properties

Background: The 30-item USDI is a self-report measure that assesses depressive symptoms among university students. It consists of three correlated three factors: Lethargy, Cognitive-Emotional and Academic motivation. The current research used confirmatory factor analysis to asses construct validity and determine whether the original factor structure would be replicated in a different sample. Psychometric properties were also examined. Method: Participants were 1148 students (mean age 22.84 years, SD = 6.85) across all faculties from a large Australian metropolitan university. Students completed a questionnaire comprising of the USDI, the Depression Anxiety Stress Scale (DASS) and Life Satisfaction Scale (LSS). Results: The three correlated factor model was shown to be an acceptable fit to the data, indicating sound construct validity. Internal consistency of the scale was also demonstrated to be sound, with high Cronbach Alpha values. Temporal stability of the scale was also shown to be strong through test-retest analysis. Finally, concurrent and discriminant validity was examined with correlations between the USDI and DASS subscales as well as the LSS, with sound results contributing to further support the construct validity of the scale. Cut-off points were also developed to aid total score interpretation. Limitations: Response rates are unclear. In addition, the representativeness of the sample could be improved potentially through targeted recruitment (i.e. reviewing the online sample statistics during data collection, examining the representativeness trends and addressing particular faculties within the university that were underrepresented). Conclusions: The USDI provides a valid and reliable method of assessing depressive symptoms found among university students.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.