Nonlinear optimization method for short-term hydro scheduling considering head-dependency

This paper is on the problem of short-term hydro scheduling, particularly concerning head-dependent reservoirs under competitive environment. We propose a new nonlinear optimization method to consider hydroelectric power generation as a function of water discharge and also of the head. Head-dependency is considered on short-term hydro scheduling in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems, providing a higher profit at a negligible additional computation time in comparison with a linear optimization method that ignores head-dependency.

A method to analyse the alignment of core values in collaborative networked organisations

Since collaborative networked organisations are usually formed by independent and heterogeneous entities, it is natural that each member holds his own set of values, and that conflicts among partners might emerge because of some misalignment of values. In contrast, it is often stated in literature that the alignment between the value systems of members involved in collaborative processes is a prerequisite for successful co-working. As a result, the issue of core value alignment in collaborative networks started to attract attention. However, methods to analyse such alignment are lacking mainly because the concept of 'alignment' in this context is still ill defined and shows a multifaceted nature. As a contribution to the area, this article introduces an approach based on causal models and graph theory for the analysis of core value alignment in collaborative networks. The potential application of the approach is then discussed in the virtual organisations' breeding environment context.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Model risk in the pricing of exotic options

The growth experimented in recent years in both the variety and volume of structured products implies that banks and other financial institutions have become increasingly exposed to model risk. In this article we focus on the model risk associated with the local volatility (LV) model and with the Variance Gamma (VG) model. The results show that the LV model performs better than the VG model in terms of its ability to match the market prices of European options. Nevertheless, both models are subject to significant pricing errors when compared with the stochastic volatility framework.

Pricing intraday dynamics across EUAS and CERS markets

The relative contribution of European Union Allowances (EUAs) and Certified Emission Reductions (CERs) to the price discovery of their common true value has been empirically studied using daily data with inconclusive results. In this paper, we study the short-run and long-run price dynamics between EUAs and CERs future contracts using intraday data. We report a bidirectional feedback causality relationship both in the short-run and in the long-run, with the EUA's market being the leader.

Matrix Converter-Based Unified Power-Flow Controllers: Advanced Direct Power Control Method

This paper presents a direct power control (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFCs). Matrix converters (MCs) allow the direct ac/ac power conversion without dc energy storage links; therefore, the MC-based UPFC (MC-UPFC) has reduced volume and cost, reduced capacitor power losses, together with higher reliability. Theoretical principles of direct power control (DPC) based on sliding mode control techniques are established for an MC-UPFC dynamic model including the input filter. As a result, line active and reactive power, together with ac supply reactive power, can be directly controlled by selecting an appropriate matrix converter switching state guaranteeing good steady-state and dynamic responses. Experimental results of DPC controllers for MC-UPFC show decoupled active and reactive power control, zero steady-state tracking error, and fast response times. Compared to an MC-UPFC using active and reactive power linear controllers based on a modified Venturini high-frequency PWM modulator, the experimental results of the advanced DPC-MC guarantee faster responses without overshoot and no steady-state error, presenting no cross-coupling in dynamic and steady-state responses.

Synthesis of optimization of [11C] Pittsburgh compound B by the captive solvent method

Mestrado em Medicina Nuclear.

Determination of chitin content in fungal cell wall: an alternative flow cytometric method

The conventional methods used to evaluate chitin content in fungi, such as biochemical assessment of glucosamine release after acid hydrolysis or epifluorescence microscopy, are low throughput, laborious, time-consuming, and cannot evaluate a large number of cells. We developed a flow cytometric assay, efficient, and fast, based on Calcofluor White staining to measure chitin content in yeast cells. A staining index was defined, its value was directly related to chitin amount and taking into consideration the different levels of autofluorecence. Twenty-two Candida spp. and four Cryptococcus neoformans clinical isolates with distinct susceptibility profiles to caspofungin were evaluated. Candida albicans clinical isolate SC5314, and isogenic strains with deletions in chitin synthase 3 (chs3Δ/chs3Δ) and genes encoding predicted Glycosyl Phosphatidyl Inositol (GPI)-anchored proteins (pga31Δ/Δ and pga62Δ/Δ), were used as controls. As expected, the wild-type strain displayed a significant higher chitin content (P < 0.001) than chs3Δ/chs3Δ and pga31Δ/Δ especially in the presence of caspofungin. Ca. parapsilosis, Ca. tropicalis, and Ca. albicans showed higher cell wall chitin content. Although no relationship between chitin content and antifungal drug susceptibility phenotype was found, an association was established between the paradoxical growth effect in the presence of high caspofungin concentrations and the chitin content. This novel flow cytometry protocol revealed to be a simple and reliable assay to estimate cell wall chitin content of fungi.

Novel method using a laser scanning cytometer for detection of Mycobacteria in clinical samples

In order to evaluate the capacity of laser scanning cytometry (LSC) to detect acid-fast bacilli directly on clinical samples, a comparison between Kinyoun-stained smears analyzed under light microscopy and propidium iodide-auramine-stained smears analyzed by LSC was performed. The results were compared with those for culture on BACTEC MGIT 960. LSC is a new, reliable methodology to detect Mycobacteria.

Determination of stresses around a cylindrical single pile caused by horizontal movements of soils with the finitive element method

This study was carried out with the aim of modeling in 2D, in plain strain, the movement of a soft cohesive soil around a pile, in order to enable the determination of stresses resulting along the pile, per unit length. The problem in study fits into the large deformations problem and can be due to landslide, be close of depth excavations, to be near of zones where big loads are applied in the soil, etc. In this study is used an constitutive Elasto-Plastic model with the failure criterion of Mohr-Coulomb to model the soil behavior. The analysis is developed considering the soil in undrained conditions. To the modeling is used the finite element program PLAXIS, which use the Updated Lagrangian - Finite Element Method (UL-FEM). In this work, special attention is given to the soil-pile interaction, where is presented with some detail the formulation of the interface elements and some studies for a better understand of his behavior. It is developed a 2-D model that simulates the effect of depth allowing the study of his influence in the stress distribution around the pile. The results obtained give an important base about how behaves the movement of the soil around a pile, about how work the finite element program PLAXIS and how is the stress distribution around the pile. The analysis demonstrate that the soil-structure interaction modeled with the UL-FEM and interface elements is more appropriate to small deformations problems.

Analysis of functionally graded sandwich plate structures with piezoelectric skins, using B-spline finite strip method

Functionally graded materials are composite materials wherein the composition of the constituent phases can vary in a smooth continuous way with a gradation which is function of its spatial coordinates. This characteristic proves to be an important issue as it can minimize abrupt variations of the material properties which are usually responsible for localized high values of stresses, and simultaneously providing an effective thermal barrier in specific applications. In the present work, it is studied the static and free vibration behaviour of functionally graded sandwich plate type structures, using B-spline finite strip element models based on different shear deformation theories. The effective properties of functionally graded materials are estimated according to Mori-Tanaka homogenization scheme. These sandwich structures can also consider the existence of outer skins of piezoelectric materials, thus achieving them adaptive characteristics. The performance of the models, are illustrated through a set of test cases. (C) 2012 Elsevier Ltd. All rights reserved.

Optimal design for active damping in sandwich structures using the Direct MultiSearch method

This paper addresses the problem of optimal positioning of surface bonded piezoelectric patches in sandwich plates with viscoelastic core and laminated face layers. The objective is to maximize a set of modal loss factors for a given frequency range using multiobjective topology optimization. Active damping is introduced through co-located negative velocity feedback control. The multiobjective topology optimization problem is solved using the Direct MultiSearch Method. An application to a simply supported sandwich plate is presented with results for the maximization of the first six modal loss factors. The influence of the finite element mesh is analyzed and the results are, to some extent, compared with those obtained using alternative single objective optimization. (C) 2013 Elsevier Ltd. All rights reserved.

Assesing multileaf collimator effect on the build-up region using Monte Carlo method

Previous Monte Carlo studies have investigated the multileaf collimator (MLC) contribution to the build-up region for fields in which the MLC leaves were fully blocking the openings defined by the collimation jaws. In the present work, we investigate the same effect but for symmetric and asymmetric MLC defined field sizes (2×2, 4×4, 10×10 and 3×7 cm2). A Varian 2100C/D accelerator with 120-leaf MLC is accurately modeled fora6MVphoton beam using the BEAMnrc/EGSnrc code. Our results indicate that particles scattered from accelerator head and MLC are responsible for the increase of about 7% on the surface dose when comparing 2×2 and 10×10 cm2 fields. We found that the MLC contribution to the total build-up dose is about 2% for the 2×2 cm2 field and less than 1% for the largest fields.

A New Method to Determine the Density and Water Absorption of Fine Recycled Aggregates

The construction industry keeps on demanding huge quantities of natural resources, mainly minerals for mortars and concrete production. The depletion of many quarries and environmental concerns about reducing the dumping of construction and demolition waste in quarries have led to an increase in the procuring and use of recycled aggregates from this type of waste. If they are to be incorporated in concrete and mortars it is essential to know their properties to guarantee the adequate performance of the end products, in both mechanical and durability-related terms. Existing regulated tests were developed for natural aggregates, however, and several problems arise when they are applied to recycled aggregates, especially fine recycled aggregates (FRA). This paper describes the main problems encountered with these tests and proposes an alternative method to determine the density and water absorption of FRA that removes them. The use of sodium hexametaphosphate solutions in the water absorption test has proven to improve its efficiency, minimizing cohesion between particles and helping to release entrained air.

Partial utility-driven scheduling for flexible SLA and pricing arbitration in clouds

Cloud SLAs compensate customers with credits when average availability drops below certain levels. This is too inflexible because consumers lose non-measurable amounts of performance being only compensated later, in next charging cycles. We propose to schedule virtual machines (VMs), driven by range-based non-linear reductions of utility, different for classes of users and across different ranges of resource allocations: partial utility. This customer-defined metric, allows providers transferring resources between VMs in meaningful and economically efficient ways. We define a comprehensive cost model incorporating partial utility given by clients to a certain level of degradation, when VMs are allocated in overcommitted environments (Public, Private, Community Clouds). CloudSim was extended to support our scheduling model. Several simulation scenarios with synthetic and real workloads are presented, using datacenters with different dimensions regarding the number of servers and computational capacity. We show the partial utility-driven driven scheduling allows more VMs to be allocated. It brings benefits to providers, regarding revenue and resource utilization, allowing for more revenue per resource allocated and scaling well with the size of datacenters when comparing with an utility-oblivious redistribution of resources. Regarding clients, their workloads’ execution time is also improved, by incorporating an SLA-based redistribution of their VM’s computational power.