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.

Dynamic equilibrium through reinforcement learning

Reinforcement Learning is an area of Machine Learning that deals with how an agent should take actions in an environment such as to maximize the notion of accumulated reward. This type of learning is inspired by the way humans learn and has led to the creation of various algorithms for reinforcement learning. These algorithms focus on the way in which an agent’s behaviour can be improved, assuming independence as to their surroundings. The current work studies the application of reinforcement learning methods to solve the inverted pendulum problem. The importance of the variability of the environment (factors that are external to the agent) on the execution of reinforcement learning agents is studied by using a model that seeks to obtain equilibrium (stability) through dynamism – a Cart-Pole system or inverted pendulum. We sought to improve the behaviour of the autonomous agents by changing the information passed to them, while maintaining the agent’s internal parameters constant (learning rate, discount factors, decay rate, etc.), instead of the classical approach of tuning the agent’s internal parameters. The influence of changes on the state set and the action set on an agent’s capability to solve the Cart-pole problem was studied. We have studied typical behaviour of reinforcement learning agents applied to the classic BOXES model and a new form of characterizing the environment was proposed using the notion of convergence towards a reference value. We demonstrate the gain in performance of this new method applied to a Q-Learning agent.

Simulação numérica do comportamento dinâmico de uma laje

Nesta dissertação pretende-se simular o comportamento dinâmico de uma laje de betão armado aplicando o Método de Elementos Finitos através da sua implementação no programa FreeFEM++. Este programa permite-nos a análise do modelo matemático tridimensional da Teoria da Elasticidade Linear, englobando a Equação de Equilíbrio, Equação de Compatibilidade e Relações Constitutivas. Tratando-se de um problema dinâmico é necessário recorrer a métodos numéricos de Integração Directa de modo a obter a resposta em termos de deslocamento ao longo do tempo. Para este trabalho escolhemos o Método de Newmark e o Método de Euler para a discretização temporal, um pela sua popularidade e o outro pela sua simplicidade de implementação. Os resultados obtidos pelo FreeFEM++ são validados através da comparação com resultados adquiridos a partir do SAP2000 e de Soluções Teóricas, quando possível.

Large area image sensing structures based on a-SiC : H: a dynamic characterization

In recent works large area hydrogenated amorphous silicon p-i-n structures with low conductivity doped layers were proposed as single element image sensors. The working principle of this type of sensor is based on the modulation, by the local illumination conditions, of the photocurrent generated by a light beam scanning the active area of the device. In order to evaluate the sensor capabilities is necessary to perform a response time characterization. This work focuses on the transient response of such sensor and on the influence of the carbon contents of the doped layers. In order to evaluate the response time a set of devices with different percentage of carbon incorporation in the doped layers is analyzed by measuring the scanner-induced photocurrent under different bias conditions.

Mathematical modeling of pressurized system behaviour with entrapped air

The presence of entrapped air in pressurized hydraulic systems is considered a critical condition for the infrastructure security, due to the transient pressure enhancement related with its dynamic behaviour, similar to non-linear spring action. A mathematical model for the assessment of hydraulic transients resulting from rapid pressurizations, under referred condition is presented. Water movement was modeled through the elastic column theory considering a moving liquid boundary and the entrapped air pocket as lumped gas mass, where the acoustic effects are negligible. The method of characteristics was used to obtain the numerical solution of the liquid flow. The resulting model is applied to an experimental set-up having entrapped air in the top of a vertical pipe section and the numerical results are analyzed.

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.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

Modelling a Rotating Shaft as an Elastically Restrained Bernoulli-Euler Beam

Industrial rotating machines may be exposed to severe dynamic excitations due to resonant working regimes. Dealing with the bending vibration, problem of a machine rotor, the shaft - and attached discs - can be simply modelled using the Bernoulli-Euler beam theory, as a continuous beam subjected to a specific set of boundary conditions. In this study, the authors recall Rayleigh's method to propose an iterative strategy, which allows for the determination of natural frequencies and mode shapes of continuous beams taking into account the effect of attached concentrated masses and rotational inertias, including different stiffness coefficients at the right and the left end sides. The algorithm starts with the exact solutions from Bernoulli-Euler's beam theory, which are then updated through Rayleigh's quotient parameters. Several loading cases are examined in comparison with the experimental data and examples are presented to illustrate the validity of the model and the accuracy of the obtained values.

Análise de risco em organizações: caso de estudo

Dissertação Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica no perfil de Manutenção e Produção

Projecto suspensão formula student

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

Between theory and practice – teaching maths to elementary school students in Poland

The development of children's school achievements in mathematics is one of the most important aims of education in Poland. The results of research concerning monitoring of school achievements in maths is not optimistic. We can observe low levels of children’s understanding of the merits of maths, self-developed strategies in solving problems and practical usage of maths skills. This article frames the discussion of this problem in its psychological and didactic context and analyses the causes as they relate to school practice in teaching maths

Microscopic Theory of Anchoring Transitions at the Surfaces of Pure Liquid-Crystals and their Mixtures .1. The Fowler Approximation

We have generalized earlier work on anchoring of nematic liquid crystals by Sullivan, and Sluckin and Poniewierski, in order to study transitions which may occur in binary mixtures of nematic liquid crystals as a function of composition. Microscopic expressions have been obtained for the anchoring energy of (i) a liquid crystal in contact with a solid aligning surface; (ii) a liquid crystal in contact with an immiscible isotropic medium; (iii) a liquid crystal mixture in contact with a solid aligning surface. For (iii), possible phase diagrams of anchoring angle versus dopant concentration have been calculated using a simple liquid crystal model. These exhibit some interesting features including re-entrant conical anchoring, for what are believed to be realistic values of the molecular parameters. A way of relaxing the most drastic approximation implicit in the above approach is also briefly discussed.

Simulation and theory of hybrid aligned liquid crystal films

We present a study of the effects of nanoconfinement on a system of hard Gaussian overlap particles interacting with planar substrates through the hard-needle-wall potential, extending earlier work by two of us [D. J. Cleaver and P. I. C. Teixeira, Chem. Phys. Lett. 338, 1 (2001)]. Here, we consider the case of hybrid films, where one of the substrates induces strongly homeotropic anchoring, while the other favors either weakly homeotropic or planar anchoring. These systems are investigated using both Monte Carlo simulation and density-functional theory, the latter implemented at the level of Onsager's second-virial approximation with Parsons-Lee rescaling. The orientational structure is found to change either continuously or discontinuously depending on substrate separation, in agreement with earlier predictions by others. The theory is seen to perform well in spite of its simplicity, predicting the positional and orientational structure seen in simulations even for small particle elongations.

Avaliação em tempo real de forças em cabos

Dissertação elaborada para a obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Estruturas