Predictive Optimal Matrix Converter Control for a Dynamic Voltage Restorer with Flywheel Energy Storage

This paper presents a predictive optimal matrix converter controller for a flywheel energy storage system used as Dynamic Voltage Restorer (DVR). The flywheel energy storage device is based on a steel seamless tube mounted as a vertical axis flywheel to store kinetic energy. The motor/generator is a Permanent Magnet Synchronous Machine driven by the AC-AC Matrix Converter. The matrix control method uses a discrete-time model of the converter system to predict the expected values of the input and output currents for all the 27 possible vectors generated by the matrix converter. An optimal controller minimizes control errors using a weighted cost functional. The flywheel and control process was tested as a DVR to mitigate voltage sags and swells. Simulation results show that the DVR is able to compensate the critical load voltage without delays, voltage undershoots or overshoots, overcoming the input/output coupling of matrix converters.

Good deals in markets with frictions

This paper studies a portfolio choice problem such that the pricing rule may incorporate transaction costs and the risk measure is coherent and expectation bounded. We will prove the necessity of dealing with pricing rules such that there exists an essentially bounded stochastic discount factor, which must be also bounded from below by a strictly positive value. Otherwise good deals will be available to traders, i.e., depending on the selected risk measure, investors can build portfolios whose (risk, return) will be as close as desired to (−infinity, infinity) or (0, infinity). This pathologic property still holds for vector risk measures (i.e., if we minimize a vector valued function whose components are risk measures). It is worthwhile to point out that essentially bounded stochastic discount factors are not usual in financial literature. In particular, the most famous frictionless, complete and arbitrage free pricing models imply the existence of good deals for every coherent and expectation bounded (scalar or vector) measure of risk, and the incorporation of transaction costs will not guarantee the solution of this caveat.

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.

Simulation model for driving dynamics, energy use and power supply

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Avoiding healthy cells extinction in a cancer model

We consider a dynamical model of cancer growth including three interacting cell populations of tumor cells, healthy host cells and immune effector cells. For certain parameter choice, the dynamical system displays chaotic motion and by decreasing the response of the immune system to the tumor cells, a boundary crisis leading to transient chaotic dynamics is observed. This means that the system behaves chaotically for a finite amount of time until the unavoidable extinction of the healthy and immune cell populations occurs. Our main goal here is to apply a control method to avoid extinction. For that purpose, we apply the partial control method, which aims to control transient chaotic dynamics in the presence of external disturbances. As a result, we have succeeded to avoid the uncontrolled growth of tumor cells and the extinction of healthy tissue. The possibility of using this method compared to the frequently used therapies is discussed. (C) 2014 Elsevier Ltd. All rights reserved.

Scotogenic model for co-bimaximal mixing

We present a scotogenic model, i.e. a one-loop neutrino mass model with dark right-handed neutrino gauge singlets and one inert dark scalar gauge doublet eta, which has symmetries that lead to co-bimaximal mixing, i.e. to an atmospheric mixing angle theta(23) = 45 degrees and to a CP-violating phase delta = +/-pi/2, while the mixing angle theta(13) remains arbitrary. The symmetries consist of softly broken lepton numbers L-alpha (alpha = e, mu, tau), a non-standard CP symmetry, and three L-2 symmetries. We indicate two possibilities for extending the model to the quark sector. Since the model has, besides eta, three scalar gauge doublets, we perform a thorough discussion of its scalar sector. We demonstrate that it can accommodate a Standard Model-like scalar with mass 125 GeV, with all the other charged and neutral scalars having much higher masses.