Composite auction method for suppressing unreasonable electricity price spikes in a competitive electricity market

The existence of undesirable electricity price spikes in a competitive electricity market requires an efficient auction mechanism. However, many of the existing auction mechanism have difficulties in suppressing such unreasonable price spikes effectively. A new auction mechanism is proposed to suppress effectively unreasonable price spikes in a competitive electricity market. It optimally combines system marginal price auction and pay as bid auction mechanisms. A threshold value is determined to activate the switching between the marginal price auction and the proposed composite auction. Basically when the system marginal price is higher than the threshold value, the composite auction for high price electricity market is activated. The winning electricity sellers will sell their electricity at the system marginal price or their own bid prices, depending on their rights of being paid at the system marginal price and their offers' impact on suppressing undesirable price spikes. Such economic stimuli discourage sellers from practising economic and physical withholdings. Multiple price caps are proposed to regulate strong market power. We also compare other auction mechanisms to highlight the characteristics of the proposed one. Numerical simulation using the proposed auction mechanism is given to illustrate the procedure of this new auction mechanism.

Numerical modeling of 11.1 T MRI of a human head using MoM/FDTD methods

In a recent study, severe distortions in the proton images of an excised, fixed, human brain in an 11.1 Tesla/40 cm MR instrument have been observed, and the effect modeled on phantom images using a finite difference time domain (FDTD) model. in the present study, we extend these simulations to that of a complete human head, employing a hybrid FDTD and method of moments (MoM) approach, which provides a validated method for simulating biological samples in coil structures. The effect of fixative on the image distortions is explored. importantly, temperature distributions within the head are also simulated using a bioheat method based on parameters derived from the electromagnetic simulations. The MoM/FDTD simulations confirm that the transverse magnetic field (B,) from a ReCav resonator exhibits good homogeneity in air but strong inhomogeneity when loaded with the head with or without fixative. The fixative serves to increase the distortions, but they are still significant for the in vivo simulations. The simulated signal intensity (SI) distribution within the sample confirm the distortions in the experimental images are caused by the complex interactions of the incident electromagnetic fields with tissue, which is heterogeneous in terms of conductivity and permittivity. The temperature distribution is likewise heterogeneous, raising concerns regarding hot spot generation in the sample that may exceed acceptable levels in future in vivo studies. As human imaging at 11.1 T is some time away, simulations are important in terms of predicting potential safety issues as well as evaluating practical concerns about the quality of images. Simulation on a whole human head at 11.1 T implies the wave behavior presents significant engineering challenges for ultra-high-field (UHF) MRI. Novel strategies will have to be employed in imaging technique and resonator design for UHF MRI to achieve the theoretical signal-to-noise ratio (SNR) improvements it offers over lower field systems. (C) 2005 Wiley Periodicals, Inc.

Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

Analysis of transient eddy currents in MRI using a cylindrical FDTD method

Most magnetic resonance imaging (MRI) spatial encoding techniques employ low-frequency pulsed magnetic field gradients that undesirably induce multiexponentially decaying eddy currents in nearby conducting structures of the MRI system. The eddy currents degrade the switching performance of the gradient system, distort the MRI image, and introduce thermal loads in the cryostat vessel and superconducting MRI components. Heating of superconducting magnets due to induced eddy currents is particularly problematic as it offsets the superconducting operating point, which can cause a system quench. A numerical characterization of transient eddy current effects is vital for their compensation/control and further advancement of the MRI technology as a whole. However, transient eddy current calculations are particularly computationally intensive. In large-scale problems, such as gradient switching in MRI, conventional finite-element method (FEM)-based routines impose very large computational loads during generation/solving of the system equations. Therefore, other computational alternatives need to be explored. This paper outlines a three-dimensional finite-difference time-domain (FDTD) method in cylindrical coordinates for the modeling of low-frequency transient eddy currents in MRI, as an extension to the recently proposed time-harmonic scheme. The weakly coupled Maxwell's equations are adapted to the low-frequency regime by downscaling the speed of light constant, which permits the use of larger FDTD time steps while maintaining the validity of the Courant-Friedrich-Levy stability condition. The principal hypothesis of this work is that the modified FDTD routine can be employed to analyze pulsed-gradient-induced, transient eddy currents in superconducting MRI system models. The hypothesis is supported through a verification of the numerical scheme on a canonical problem and by analyzing undesired temporal eddy current effects such as the B-0-shift caused by actively shielded symmetric/asymmetric transverse x-gradient head and unshielded z-gradient whole-body coils operating in proximity to a superconducting MRI magnet.

Three-body recombination of ultracold Bose gases using the truncated Wigner method

We apply the truncated Wigner method to the process of three-body recombination in ultracold Bose gases. We find that within the validity regime of the Wigner truncation for two-body scattering, three-body recombination can be treated using a set of coupled stochastic differential equations that include diffusion terms, and can be simulated using known numerical methods. As an example we investigate the behavior of a simple homogeneous Bose gas, finding a very slight increase of the loss rate compared to that obtained by using the standard method.

Characterisation of sea-water intrusion in the Pioneer Valley, Australia using hydrochemistry and three-dimensional numerical modelling

Sea-water intrusion is actively contaminating fresh groundwater reserves in the coastal aquifers of the Pioneer Valley,north-eastern Australia. A three-dimensional sea-water intrusion model has been developed using the MODHMS code to explore regional-scale processes and to aid assessment of management strategies for the system. A sea-water intrusion potential map, produced through analyses of the hydrochemistry, hydrology and hydrogeology, offsets model limitations by providing an alternative appraisal of susceptibility. Sea-water intrusion in the Pioneer Valley is not in equilibrium, and a potential exists for further landward shifts in the extent of saline groundwater. The model required consideration of tidal over-height (the additional hydraulic head at the coast produced by the action of tides), with over-height values in the range 0.5-0.9 m giving improved water-table predictions. The effect of the initial water-table condition dominated the sensitivity of the model to changes in the coastal hydraulic boundary condition. Several salination processes are probably occurring in the Pioneer Valley, rather than just simple landward sea-water advancement from modern sources of marine salts. The method of vertical discretisation (i.e. model-layer subdivision) was shown to introduce some errors in the prediction of watertable behaviour.

Evaluation of parameters effective in FRP shear strengthening of RC beams using FE method

Shear strengthening is required when an RC beam is found deficient in shear, or when its shear capacity falls below its flexural capacity after flexural strengthening. A recent technique for the shear strengthening of RC beams is to provide additional FRP web reinforcement, commonly in the form of bonded external FRP strips/sheets. Over the last few years, several experimental studies have been conducted on this new strengthening technique, which has established its effectiveness. While experimental methods of investigation are extremely useful in obtaining information about the composite behaviour of FRP and reinforced concrete, the use of numerical models such as the one presented in this paper helps in developing a good understanding of the behaviour at lower costs. In the study presented in this paper, ANSYS finite element program is used to examine the response of beams strengthened in shear by FRPs. The FE model is calibrated against test results performed at the University of Kentucky. Once validated, the model is used to examine the influence of fibre orientation, compressive strength of concrete, area of tensile and compressive reinforcements, and amount and distance between stirrups on the strength and ductility of FRP strengthened beam.

A unified friction description and its application to the simulation of frictional instability using the finite element method

This article first summarizes some available experimental results on the frictional behaviour of contact interfaces, and briefly recalls typical frictional experiments and relationships, which are applicable for rock mechanics, and then a unified description is obtained to describe the entire frictional behaviour. It is formulated based on the experimental results and applied with a stick and slip decomposition algorithm to describe the stick-slip instability phenomena, which can describe the effects observed in rock experiments without using the so-called state variable, thus avoiding related numerical difficulties. This has been implemented to our finite element code, which uses the node-to-point contact element strategy proposed by the authors to handle the frictional contact between multiple finite-deformation bodies with stick and finite frictional slip, and applied here to simulate the frictional behaviour of rocks to show its usefulness and efficiency.

Direct numerical simulation of turbulent flow and mass transfer around a rotating circular cylinder

Turbulent flow around a rotating circular cylinder has numerous applications including wall shear stress and mass-transfer measurement related to the corrosion studies. It is also of interest in the context of flow over convex surfaces where standard turbulence models perform poorly. The main purpose of this paper is to elucidate the basic turbulence mechanism around a rotating cylinder at low Reynolds numbers to provide a better understanding of flow fundamentals. Direct numerical simulation (DNS) has been performed in a reference frame rotating at constant angular velocity with the cylinder. The governing equations are discretized by using a finite-volume method. As for fully developed channel, pipe, and boundary layer flows, a laminar sublayer, buffer layer, and logarithmic outer region were observed. The level of mean velocity is lower in the buffer and outer regions but the logarithmic region still has a slope equal to the inverse of the von Karman constant. Instantaneous flow visualization revealed that the turbulence length scale typically decreases as the Reynolds number increases. Wavelet analysis provided some insight into the dependence of structural characteristics on wave number. The budget of the turbulent kinetic energy was computed and found to be similar to that in plane channel flow as well as in pipe and zero pressure gradient boundary layer flows. Coriolis effects show as an equivalent production for the azimuthal and radial velocity fluctuations leading to their ratio being lowered relative to similar nonrotating boundary layer flows.

The application of numerical modelling to the assessment of the potential for, and the detection of, spontaneous combustion in coal mines

Numerical modelling has been used to examine the relationship between the results of two commonly used methods of assessing the propensity of coal to spontaneous combustion, the R70 and Relative Ignition Temperature tests, and the likely behaviour in situ. The criticality of various parameters has been examined and a method of utilising critical self-heating parameters has been developed. This study shows that on their own, the laboratory test results do not provide a reliable guide to in situ behaviour but can be used in combination to considerably increase the ability to predict spontaneous combustion behaviour.

The Equilibrium Flux Method for the calculation of flows with non-equilbrium chemical reactions

The Equilibrium Flux Method [1] is a kinetic theory based finite volume method for calculating the flow of a compressible ideal gas. It is shown here that, in effect, the method solves the Euler equations with added pseudo-dissipative terms and that it is a natural upwinding scheme. The method can be easily modified so that the flow of a chemically reacting gas mixture can be calculated. Results from the method for a one-dimensional non-equilibrium reacting flow are shown to agree well with a conventional continuum solution. Results are also presented for the calculation of a plane two-dimensional flow, at hypersonic speed, of a dissociating gas around a blunt-nosed body.

A wavelet-based adaptive technique for adsorption problems involving steep gradients

A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.

Computationally efficient solution techniques for adsorption problems involving steep gradients in bidisperse particles

A piecewise uniform fitted mesh method turns out to be sufficient for the solution of a surprisingly wide variety of singularly perturbed problems involving steep gradients. The technique is applied to a model of adsorption in bidisperse solids for which two fitted mesh techniques, a fitted-mesh finite difference method (FMFDM) and fitted mesh collocation method (FMCM) are presented. A combination (FMCMD) of FMCM and the DASSL integration package is found to be most effective in solving the problems. Numerical solutions (FMFDM and FMCMD) were found to match the analytical solution when the adsorption isotherm is linear, even under conditions involving steep gradients for which global collocation fails. In particular, FMCMD is highly efficient for macropore diffusion control or micropore diffusion control. These techniques are simple and there is no limit on the range of the parameters. The techniques can be applied to a variety of adsorption and desorption problems in bidisperse solids with non-linear isotherm and for arbitrary particle geometry.

Towards realistic simulations of lava dome growth using the level set method

The level set method has been implemented in a computational volcanology context. New techniques are presented to solve the advection equation and the reinitialisation equation. These techniques are based upon an algorithm developed in the finite difference context, but are modified to take advantage of the robustness of the finite element method. The resulting algorithm is tested on a well documented Rayleigh–Taylor instability benchmark [19], and on an axisymmetric problem where the analytical solution is known. Finally, the algorithm is applied to a basic study of lava dome growth.