Modeling for control design of a multi-reach water canal

This article addresses the problem of obtaining reduced complexity models of multi-reach water delivery canals that are suitable for robust and linear parameter varying (LPV) control design. In the first stage, by applying a method known from the literature, a finite dimensional rational transfer function of a priori defined order is obtained for each canal reach by linearizing the Saint-Venant equations. Then, by using block diagrams algebra, these different models are combined with linearized gate models in order to obtain the overall canal model. In what concerns the control design objectives, this approach has the advantages of providing a model with prescribed order and to quantify the high frequency uncertainty due to model approximation. A case study with a 3-reach canal is presented, and the resulting model is compared with experimental data. © 2014 IEEE.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Cobertura de risco ou especulação? : Evidência da utilização de derivados pelas empresas portuguesas durante a recente crise financeira

Mestrado em Contabilidade

Assimetria na volatilidade dos principais índices bolsistas de Portugal, Irlanda, Itália, Grécia e Espanha : um estudo comparativo

Mestrado em Controlo de Gestão e dos Negócios

Contratos de futuros sobre taxas de juro : estudo de caso sobre a Euribor a 3 meses

Mestrado em Contabilidade e Análise Financeira

Modeling for control design of a multi-reach water canal

This article addresses the problem of obtaining reduced complexity models of multi-reach water delivery canals that are suitable for robust and linear parameter varying (LPV) control design. In the first stage, by applying a method known from the literature, a finite dimensional rational transfer function of a priori defined order is obtained for each canal reach by linearizing the Saint-Venant equations. Then, by using block diagrams algebra, these different models are combined with linearized gate models in order to obtain the overall canal model. In what concerns the control design objectives, this approach has the advantages of providing a model with prescribed order and to quantify the high frequency uncertainty due to model approximation. A case study with a 3-reach canal is presented, and the resulting model is compared with experimental data. © 2014 IEEE.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Density measurements of compressed dipropyl, dibutul, bis (2-ethylhexyl) adipates from (293 to 373K) at pressures up to about 68MPa

The article reports density measurements of dipropyl (DPA), dibutyl (DBA) and bis(2-ethylhexyl) (DEHA) adipates, using a vibrating U-tube densimeter, model DMA HP, from Anton Paar GmbH. The measurements were performed in the temperature range (293 to 373) K and at pressures up to about 68 MPa, except for DPA for which the upper limits were 363 K and 65 MPa, respectively. The density data for each liquid was correlated with the temperature and pressure using a modified Tait equation. The expanded uncertainty of the present density results is estimated as 0.2% at a 95% confidence level. No literature density data at pressures higher than 0.1 MPa could be found. DEHA literature data at atmospheric pressure agree with the correlation of the present measurements, in the corresponding temperature range, within +/- 0.11%. The isothermal compressibility and the isobaric thermal expansion were calculated by differentiation of the modified Tait correlation equation. These two parameters were also calculated for dimethyl adipate (DMA), from density data reported in a previous work. The uncertainties of isothermal compressibility and the isobaric thermal expansion are estimated to be less than +/- 1.7% and +/- 1.1%, respectively, at a 95% confidence level. Literature data of isothermal compressibility and isobaric thermal expansivity for DMA have an agreement within +/- 1% and +/- 2.4%, respectively, with results calculated in this work. (C) 2014 Elsevier B.V. All rights reserved.

Tris(2-Ethylhexyl) trimellitate (TOTM) a potential reference fluid for high viscosity. Part I: viscosity measurements at temperatures from (303 to 373)K and pressures up to 65MPa, using a novel vibrating-wire instrument

No literature data above atmospheric pressure could be found for the viscosity of TOTIVI. As a consequence, the present viscosity results could only be compared upon extrapolation of the vibrating wire data to 0.1 MPa. Independent viscosity measurements were performed, at atmospheric pressure, using an Ubbelohde capillary in order to compare with the vibrating wire results, extrapolated by means of the above mentioned correlation. The two data sets agree within +/- 1%, which is commensurate with the mutual uncertainty of the experimental methods. Comparisons of the literature data obtained at atmospheric pressure with the present extrapolated vibrating-wire viscosity measurements have shown an agreement within +/- 2% for temperatures up to 339 K and within +/- 3.3% for temperatures up to 368 K. (C) 2014 Elsevier B.V. All rights reserved.

Tris(2-Ethylhexyl) trimellitate (TOTM) a potential reference fluid for high viscosity. Part II: density measurements at temperatures from (293 to 373)K and pressures up to 85MPa

In Part I of the present work we describe the viscosity measurements performed on tris(2-ethylhexyl) trimellitate or 1,2,4-benzenetricarboxylic acid, tris(2-ethylhexyl) ester (TOTM) up to 65 MPa and at six temperatures from (303 to 373)K, using a new vibrating-wire instrument. The main aim is to contribute to the proposal of that liquid as a potential reference fluid for high viscosity, high pressure and high temperature. The present Part II is dedicated to report the density measurements of TOTM necessary, not only to compute the viscosity data presented in Part I, but also as complementary data for the mentioned proposal. The present density measurements were obtained using a vibrating U-tube densimeter, model DMA HP, using model DMA5000 as a reading unit, both instruments from Anton Paar GmbH. The measurements were performed along five isotherms from (293 to 373)K and at eleven different pressures up to 68 MPa. As far as the authors are aware, the viscosity and density results are the first, above atmospheric pressure, to be published for TOTM. Due to TOTM's high viscosity, its density data were corrected for the viscosity effect on the U-tube density measurements. This effect was estimated using two Newtonian viscosity standard liquids, 20 AW and 200 GW. The density data were correlated with temperature and pressure using a modified Tait equation. The expanded uncertainty of the present density results is estimated as +/- 0.2% at a 95% confidence level. Those results were correlated with temperature and pressure by a modified Tait equation, with deviations within +/- 0.25%. Furthermore, the isothermal compressibility, K-T, and the isobaric thermal expansivity, alpha(p), were obtained by derivation of the modified Tait equation used for correlating the density data. The corresponding uncertainties, at a 95% confidence level, are estimated to be less than +/- 1.5% and +/- 1.2%, respectively. No isobaric thermal expansivity and isothermal compressibility for TOTM were found in the literature. (C) 2014 Elsevier B.V. All rights reserved.

Evaluation of the influence of testing parameters on the melt flow index of thermoplastics

The main goals of the present work are the evaluation of the influence of several variables and test parameters on the melt flow index (MFI) of thermoplastics, and the determination of the uncertainty associated with the measurements. To evaluate the influence of test parameters on the measurement of MFI the design of experiments (DOE) approach has been used. The uncertainty has been calculated using a "bottom-up" approach given in the "Guide to the Expression of the Uncertainty of Measurement" (GUM). Since an analytical expression relating the output response (MFI) with input parameters does not exist, it has been necessary to build mathematical models by adjusting the experimental observations of the response variable in accordance with each input parameter. Subsequently, the determination of the uncertainty associated with the measurement of MFI has been performed by applying the law of propagation of uncertainty to the values of uncertainty of the input parameters. Finally, the activation energy (Ea) of the melt flow at around 200 degrees C and the respective uncertainty have also been determined.

A stochastic programming approach for the development of offering strategies for a wind power producer

A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.

Scheduling of a hydro producer considering head-dependency, price scenarios and risk-aversion

In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

Risco de crédito na banca face ao novo enquadramento normativo em contexto de crise : o caso do crédito a particulares

Mestrado em Auditoria

O Tratamento da Violência na Informação de Serviço Público: o Caso da RTP

Dissertação apresentada à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Audiovisual e Multimédia.