Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

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.

Signal subspace identification in hyperspectral imagery

Terrestrial remote sensing imagery involves the acquisition of information from the Earth's surface without physical contact with the area under study. Among the remote sensing modalities, hyperspectral imaging has recently emerged as a powerful passive technology. This technology has been widely used in the fields of urban and regional planning, water resource management, environmental monitoring, food safety, counterfeit drugs detection, oil spill and other types of chemical contamination detection, biological hazards prevention, and target detection for military and security purposes [2-9]. Hyperspectral sensors sample the reflected solar radiation from the Earth surface in the portion of the spectrum extending from the visible region through the near-infrared and mid-infrared (wavelengths between 0.3 and 2.5 µm) in hundreds of narrow (of the order of 10 nm) contiguous bands [10]. This high spectral resolution can be used for object detection and for discriminating between different objects based on their spectral xharacteristics [6]. However, this huge spectral resolution yields large amounts of data to be processed. For example, the Airbone Visible/Infrared Imaging Spectrometer (AVIRIS) [11] collects a 512 (along track) X 614 (across track) X 224 (bands) X 12 (bits) data cube in 5 s, corresponding to about 140 MBs. Similar data collection ratios are achieved by other spectrometers [12]. Such huge data volumes put stringent requirements on communications, storage, and processing. The problem of signal sbspace identification of hyperspectral data represents a crucial first step in many hypersctral processing algorithms such as target detection, change detection, classification, and unmixing. The identification of this subspace enables a correct dimensionality reduction (DR) yelding gains in data storage and retrieval and in computational time and complexity. Additionally, DR may also improve algorithms performance since it reduce data dimensionality without losses in the useful signal components. The computation of statistical estimates is a relevant example of the advantages of DR, since the number of samples required to obtain accurate estimates increases drastically with the dimmensionality of the data (Hughes phnomenon) [13].

SAR calculation using FDTD simulations

The main intend of this work, is to determinate the Specific Absorption Rate (SAR) on human head tissues exposed to radiation caused by sources of 900 and 1800MHz, since those are the typical frequencies for mobile communications systems nowadays. In order to determinate the SAR, has been used the FDTD (Finite Difference Time Domain), which is a numeric method in time domain, obtained from the Maxwell equations in differential mode. In order to do this, a computational model from the human head in two dimensions made with cells of the smallest possible size was implemented, respecting the limits from computational processing. It was possible to verify the very good efficiency of the FDTD method in the resolution of those types of problems.

Sistemas de informação: message integration bus

O trabalho apresentado por este documento aborda os problemas que advêm da necessidade de integração de aplicações, desenvolvidas em diferentes instantes no tempo, por diferentes equipas de trabalho, que para enriquecer os processos de negócio necessitam de comunicar entre si. A integração das aplicações tem de ser feita de forma opaca para estas, sendo disponibilizada por uma peça de software genérica, robusta e sem custos para as equipas desenvolvimento, na altura da integração. Esta integração tem de permitir que as aplicações comuniquem utilizando os protocolos que desejarem. Este trabalho propõe um middleware orientado a mensagens como solução para o problema identificado. A solução apresentada por este trabalho disponibiliza a comunicação entre aplicações que utilizam diferentes protocolos, permite ainda o desacoplamento temporal, espacial e de sincronismo na comunicação das aplicações. A implementação da solução tem base num sistema publish/subscribe orientado ao conteúdo e tem de lidar com as maiores exigências computacionais que este tipo de sistema acarta, sendo que a utilização deste se justifica com o enriquecimento da semântica de subscrição de eventos. Esta implementação utiliza uma arquitectura semi-distribuída, com o objectivo de aumentar a escalabilidade do sistema. A utilização da arquitectura semi-distribuída implica que a implementação da solução tem de lidar com o encaminhamento de eventos e divulgação das subscrições, pelos vários servidores de eventos. A implementação da solução disponibiliza garantias de persistência, processamento transaccional e tolerância a falhas, assim como transformação de eventos entre os diversos protocolos. A extensibilidade da solução é conseguida à custa de um sistema de pluggins que permite a adição de suporte a novos protocolos de comunicação. Os protocolos suportados pela implementação final do trabalho são RestMS e TCP.

Computational evaluation of hydraulic system behaviour with entrapped air under rapid pressurization

The pressurization of hydraulic systems containing entrapped air is considered a critical condition for the infrastructure's security due to transient pressure variations often occurred. The objective of the present study is the computational evaluation of trends observed in variation of maximum surge pressure resulting from rapid pressurizations. The comparison of the results with those obtained in previous studies is also undertaken. A brief state of art in this domain is presented. This research work is applied to an experimental system having entrapped air in the top of a vertical pipe section. The evaluation is developed through the elastic model based on the method of characteristics, considering a moving liquid boundary, with the results being compared with those achieved with the rigid liquid column model.

Computational evaluation of hydraulic system behaviour with entrapped air under rapid pressurization

The pressurization of hydraulic systems containing entrapped air is considered a critical condition for the infrastructure's security due to transient pressure variations often occurred. The objective of the present study is the computational evaluation of trends observed in variation of maximum surge pressure resulting from rapid pressurizations. The comparison of the results with those obtained in previous studies is also undertaken. A brief state of art in this domain is presented. This research work is applied to an experimental system having entrapped air in the top of a vertical pipe section. The evaluation is developed through the elastic model based on the method of characteristics, considering a moving liquid boundary, with the results being compared with those achieved with the rigid liquid column model.

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.

Avaliação da dose absorvida na tiróide, em cintigrafias com 123I e Na99mTcO4 utilizando modelos biocinéticos e métodos de Monte Carlo

Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Área de especialização: Protecção contra Radiações

A checkpointing-enabled and resource-aware Java Virtual Machine for efficient and robust e-Science applications in grid environments

Object-oriented programming languages presently are the dominant paradigm of application development (e. g., Java,. NET). Lately, increasingly more Java applications have long (or very long) execution times and manipulate large amounts of data/information, gaining relevance in fields related with e-Science (with Grid and Cloud computing). Significant examples include Chemistry, Computational Biology and Bio-informatics, with many available Java-based APIs (e. g., Neobio). Often, when the execution of such an application is terminated abruptly because of a failure (regardless of the cause being a hardware of software fault, lack of available resources, etc.), all of its work already performed is simply lost, and when the application is later re-initiated, it has to restart all its work from scratch, wasting resources and time, while also being prone to another failure and may delay its completion with no deadline guarantees. Our proposed solution to address these issues is through incorporating mechanisms for checkpointing and migration in a JVM. These make applications more robust and flexible by being able to move to other nodes, without any intervention from the programmer. This article provides a solution to Java applications with long execution times, by extending a JVM (Jikes research virtual machine) with such mechanisms. Copyright (C) 2011 John Wiley & Sons, Ltd.

A Service Integration Platform for Collaborative Networks

Integrated manufacturing constitutes a complex system made of heterogeneous information and control subsystems. Those subsystems are not designed to the cooperation. Typically each subsystem automates specific processes, and establishes closed application domains, therefore it is very difficult to integrate it with other subsystems in order to respond to the needed process dynamics. Furthermore, to cope with ever growing marketcompetition and demands, it is necessary for manufacturing/enterprise systems to increase their responsiveness based on up-to-date knowledge and in-time data gathered from the diverse information and control systems. These have created new challenges for manufacturing sector, and even bigger challenges for collaborative manufacturing. The growing complexity of the information and communication technologies when coping with innovative business services based on collaborative contributions from multiple stakeholders, requires novel and multidisciplinary approaches. Service orientation is a strategic approach to deal with such complexity, and various stakeholders' information systems. Services or more precisely the autonomous computational agents implementing the services, provide an architectural pattern able to cope with the needs of integrated and distributed collaborative solutions. This paper proposes a service-oriented framework, aiming to support a virtual organizations breeding environment that is the basis for establishing short or long term goal-oriented virtual organizations. The notion of integrated business services, where customers receive some value developed through the contribution from a network of companies is a key element.

Real-time rheology of actively growing bacteria

The population growth of a Staphylococcus aureus culture, an active colloidal system of spherical cells, was followed by rheological measurements, under steady-state and oscillatory shear flows. We observed a rich viscoelastic behavior as a consequence of the bacteria activity, namely, of their multiplication and density-dependent aggregation properties. In the early stages of growth (lag and exponential phases), the viscosity increases by about a factor of 20, presenting several drops and full recoveries. This allows us to evoke the existence of a percolation phenomenon. Remarkably, as the bacteria reach their late phase of development, in which the population stabilizes, the viscosity returns close to its initial value. Most probably, this is caused by a change in the bacteria physiological activity and in particular, by the decrease of their adhesion properties. The viscous and elastic moduli exhibit power-law behaviors compatible with the "soft glassy materials" model, whose exponents are dependent on the bacteria growth stage. DOI: 10.1103/PhysRevE.87.030701.

Caracterização bidimensional de um canal rádio Wimax

Com o crescimento previsível e exponencial das redes de comunicações móveis motivado pela mobilidade, flexibilidade e também comodidade do utilizador levam a que este se torne na fatia mais importante do mundo das telecomunicações dos dias que correm. Assim é importante estudar e caracterizar canais rádio para as mais diversas gamas de frequências utilizadas nas mais variadas tecnologias. O objectivo principal desta dissertação de Mestrado é caracterizar um canal rádio para a tecnologia sem fios Worldwide Inter-operability for Microwave Access (Wimax para as frequências de 3,5 GHz e 5 GHz) actualmente vista pela comunidade científica como a tecnologia sem fios com maiores perspectivas de sucesso. Para tal, determinaram-se o Perfil de Atraso de Potência (PAP) e também a Potência em Função da Distância (PFD) recorrendo ao método computacional de simulação Finite-Difference Time-Domain (FDTD). De forma a estudar e caracterizar o canal rádio, em termos de desvanecimento relativo ao espalhamento de atraso, usaram-se dois métodos alternativos que têm como entrada o PAP. Para caracterizar o canal quanto ao desvanecimento baseado em espalhamento de Doppler, recorreu-se também a duas técnicas alternativas tendo como entrada o PFD. Em ambas as situações os dois métodos alternativos convergiram para os mesmos resultados. A caracterização é feita em dois cenários diferentes: um em que consideramos que a maioria dos obstáculos são condutores eléctricos perfeitos (CEP) e que passaremos a designar Cenário PEC, e um segundo cenário em que os obstáculos têm propriedades electromagnéticas diferentes, e que passará a ser designado por Cenário MIX. Em ambos os cenários de análise concluiu-se que o canal é plano, lento e sem ISI.

An Efficient Long Distance Echo Canceller

This paper describes an implementation of a long distance echo canceller, operating on full-duplex with hands-free and in real-time with a single Digital Signal Processor (DSP). The proposed solution is based on short length adaptive filters centered on the positions of the most significant echoes, which are tracked by time delay estimators, for which we use a new approach. To deal with double talking situations a speech detector is employed. The floating-point DSP TMS320C6713 from Texas Instruments is used with software written in C++, with compiler optimizations for fast execution. The resulting algorithm enables long distance echo cancellation with low computational requirements, suited for embbeded systems. It reaches greater echo return loss enhancement and shows faster convergence speed when compared to the conventional approach. The experimental results approach the CCITT G.165 recommendation levels.

Projecto de AVAC de um edifício com multiutilização

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica