149 resultados para Stochastic simulation algorithm


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Mestrado em Engenharia Electrotécnica e de Computadores

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Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia

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Electricity markets are complex environments with very particular characteristics. A critical issue regarding these specific characteristics concerns the constant changes they are subject to. This is a result of the electricity markets’ restructuring, which was performed so that the competitiveness could be increased, but it also had exponential implications in the increase of the complexity and unpredictability in those markets scope. The constant growth in markets unpredictability resulted in an amplified need for market intervenient entities in foreseeing market behaviour. The need for understanding the market mechanisms and how the involved players’ interaction affects the outcomes of the markets, contributed to the growth of usage of simulation tools. Multi-agent based software is particularly well fitted to analyze dynamic and adaptive systems with complex interactions among its constituents, such as electricity markets. This dissertation presents ALBidS – Adaptive Learning strategic Bidding System, a multiagent system created to provide decision support to market negotiating players. This system is integrated with the MASCEM electricity market simulator, so that its advantage in supporting a market player can be tested using cases based on real markets’ data. ALBidS considers several different methodologies based on very distinct approaches, to provide alternative suggestions of which are the best actions for the supported player to perform. The approach chosen as the players’ actual action is selected by the employment of reinforcement learning algorithms, which for each different situation, simulation circumstances and context, decides which proposed action is the one with higher possibility of achieving the most success. Some of the considered approaches are supported by a mechanism that creates profiles of competitor players. These profiles are built accordingly to their observed past actions and reactions when faced with specific situations, such as success and failure. The system’s context awareness and simulation circumstances analysis, both in terms of results performance and execution time adaptation, are complementary mechanisms, which endow ALBidS with further adaptation and learning capabilities.

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This thesis presents the Fuzzy Monte Carlo Model for Transmission Power Systems Reliability based studies (FMC-TRel) methodology, which is based on statistical failure and repair data of the transmission power system components and uses fuzzyprobabilistic modeling for system component outage parameters. Using statistical records allows developing the fuzzy membership functions of system component outage parameters. The proposed hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. A network contingency analysis to identify any overloading or voltage violation in the network is performed once obtained the system states. This is followed by a remedial action algorithm, based on Optimal Power Flow, to reschedule generations and alleviate constraint violations and, at the same time, to avoid any load curtailment, if possible, or, otherwise, to minimize the total load curtailment, for the states identified by the contingency analysis. For the system states that cause load curtailment, an optimization approach is applied to reduce the probability of occurrence of these states while minimizing the costs to achieve that reduction. This methodology is of most importance for supporting the transmission system operator decision making, namely in the identification of critical components and in the planning of future investments in the transmission power system. A case study based on Reliability Test System (RTS) 1996 IEEE 24 Bus is presented to illustrate with detail the application of the proposed methodology.

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Os direitos de transmissão (Transmission Rigths – TRs) correspondem, na sua essência, a contratos que conferem aos seus proprietários o direito de transmitir energia eléctrica, por um determinado caminho, a um preço fixo. Na actualidade vive-se uma era de liberalização dos mercados de energia eléctrica nos quais, no caso concreto dos mercados de TRs, os diversos agentes podem ceder os TRs que possuem a outros agentes desde que cumpram certos requisitos impostos pelo sistema na figura do seu operador de sistema (Independent System Operator – ISO). Neste sentido, o ISO oferece, aos diversos agentes do mercado, algumas ferramentas que lhes permite transaccionar, sob sua orientação, os seus respectivos TRs fazendo-se cumprir todos os requisitos indispensáveis para o efeito. A mais popular dessas ferramentas, nos principais mercados energético da actualidade, é o leilão. Com o presente trabalho de dissertação é pretendido apresentar-se um modelo para a resolução do problema inerente a um leilão de TRs em ambiente de mercado, neste caso concreto de direitos de transmissão financeiros de energia eléctrica (Financial Transmission Rigths – FTRs). Neste sentido foi desenvolvido um simulador informático (SIM_AuctFTR) que implementa um modelo para este tipo de problemas. Este trabalho foi estruturado essencialmente em três etapas com objectivos inerentes. Assim, numa primeira fase da realização deste trabalho, foi realizado um estudo de diversos conceitos e metodologias inerentes ao problema de leilão de FTRs em ambiente de mercado, suportado por uma sólida base bibliográfica. A segunda fase tratou-se do desenvolvimento do algoritmo da aplicação computacional que solucione um problema de um leilão de FTRs. O SIM_AuctFTR foi desenvolvido sobre o pressuposto da maximização dos rendimentos financeiros provenientes da atribuição dos FTRs propostos a leilão, tendo estes últimos de coabitar no sistema respeitando as restrições técnicas a que este são inerentes, mesmo na eventualidade da ocorrência de contingências de nível ‘n-1’. Por último, numa terceira fase, partindo da aplicação desenvolvida, foram realizados 4 casos de estudos com outras tantas redes eléctricas de forma a testar a robustez da ferramenta desenvolvida.

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Uma linha de pesquisa e desenvolvimento na área da robótica, que tem recebido atenção crescente nos últimos anos, é o desenvolvimento de robôs biologicamente inspirados. A ideia é adquirir conhecimento de seres biológicos, cuja evolução ocorreu ao longo de milhões de anos, e aproveitar o conhecimento assim adquirido para implementar a locomoção pelos mesmos métodos (ou pelo menos usar a inspiração biológica) nas máquinas que se constroem. Acredita-se que desta forma é possível desenvolver máquinas com capacidades semelhantes às dos seres biológicos em termos de capacidade e eficiência energética de locomoção. Uma forma de compreender melhor o funcionamento destes sistemas, sem a necessidade de desenvolver protótipos dispendiosos e com longos tempos de desenvolvimento é usar modelos de simulação. Com base nestas ideias, o objectivo deste trabalho passa por efectuar um estudo da biomecânica da santola (Maja brachydactyla), uma espécie de caranguejo comestível pertencente à família Majidae de artrópodes decápodes, usando a biblioteca de ferramentas SimMechanics da aplicação Matlab / Simulink. Esta tese descreve a anatomia e locomoção da santola, a sua modelação biomecânica e a simulação do seu movimento no ambiente Matlab / SimMechanics e SolidWorks.

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This study uses the process simulator ASPEN Plus and Life Cycle Assessment (LCA) to compare three process design alternatives for biodiesel production from waste vegetable oils that are: the conventional alkali-catalyzed process including a free fatty acids (FFAs) pre-treatment, the acid-catalyzed process, and the supercritical methanol process using propane as co-solvent. Results show that the supercritical methanol process using propane as co-solvent is the most environmentally favorable alternative. Its smaller steam consumption in comparison with the other process design alternatives leads to a lower contribution to the potential environmental impacts (PEI’s). The acid-catalyzed process generally shows the highest PEI’s, in particular due to the high energy requirements associated with methanol recovery operations.

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In almost all industrialized countries, the energy sector has suffered a severe restructuring that originated a greater complexity in market players’ interactions. The complexity that these changes brought made way for the creation of decision support tools that facilitate the study and understanding of these markets. MASCEM – “Multiagent Simulator for Competitive Electricity Markets” arose in this context providing a framework for evaluating new rules, new behaviour, and new participants in deregulated electricity markets. MASCEM uses game theory, machine learning techniques, scenario analysis and optimisation techniques to model market agents and to provide them with decision-support. ALBidS is a multiagent system created to provide decision support to market negotiating players. Fully integrated with MASCEM it considers several different methodologies based on very distinct approaches. The Six Thinking Hats is a powerful technique used to look at decisions from different perspectives. This tool’s goal is to force the thinker to move outside his habitual thinking style. It was developed to be used mainly at meetings in order to “run better meetings, make faster decisions”. This dissertation presents a study about the applicability of the Six Thinking Hats technique in Decision Support Systems, particularly with the multiagent paradigm like the MASCEM simulator. As such this work’s proposal is of a new agent, a meta-learner based on STH technique that organizes several different ALBidS’ strategies and combines the distinct answers into a single one that, expectedly, out-performs any of them.

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This paper is a contribution for the assessment and comparison of magnet properties based on magnetic field characteristics particularly concerning the magnetic induction uniformity in the air gaps. For this aim, a solver was developed and implemented to determine the magnetic field of a magnetic core to be used in Fast Field Cycling (FFC) Nuclear Magnetic Resonance (NMR) relaxometry. The electromagnetic field computation is based on a 2D finite-element method (FEM) using both the scalar and the vector potential formulation. Results for the magnetic field lines and the magnetic induction vector in the air gap are presented. The target magnetic induction is 0.2 T, which is a typical requirement of the FFC NMR technique, which can be achieved with a magnetic core based on permanent magnets or coils. In addition, this application requires high magnetic induction uniformity. To achieve this goal, a solution including superconducting pieces is analyzed. Results are compared with a different FEM program.

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In the proposed model, the independent system operator (ISO) provides the opportunity for maintenance outage rescheduling of generating units before each short-term (ST) time interval. Long-term (LT) scheduling for 1 or 2 years in advance is essential for the ISO and the generation companies (GENCOs) to decide their LT strategies; however, it is not possible to be exactly followed and requires slight adjustments. The Cournot-Nash equilibrium is used to characterize the decision-making procedure of an individual GENCO for ST intervals considering the effective coordination with LT plans. Random inputs, such as parameters of the demand function of loads, hourly demand during the following ST time interval and the expected generation pattern of the rivals, are included as scenarios in the stochastic mixed integer program defined to model the payoff-maximizing objective of a GENCO. Scenario reduction algorithms are used to deal with the computational burden. Two reliability test systems were chosen to illustrate the effectiveness of the proposed model for the ST decision-making process for future planned outages from the point of view of a GENCO.

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Although power-line communication (PLC) is not a new technology, its use to support communication with timing requirements is still the focus of ongoing research. Recently, a new infrastructure was presented, intended for communication using power lines from a central location to geographically dispersed nodes using inexpensive devices. This new infrastructure uses a two-level hierarchical power-line system, together with an IP-based network. Within this infrastructure, in order to provide end-toend communication through the two levels of the powerline system, it is necessary to fully understand the behaviour of the underlying network layers. The masterslave behaviour of the PLC MAC, together with the inherent dynamic topology of power-line networks are important issues that must be fully characterised. Therefore, in this paper we present a simulation model which is being used to study and characterise the behaviour of power-line communication.

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A number of characteristics are boosting the eagerness of extending Ethernet to also cover factory-floor distributed real-time applications. Full-duplex links, non-blocking and priority-based switching, bandwidth availability, just to mention a few, are characteristics upon which that eagerness is building up. But, will Ethernet technologies really manage to replace traditional Fieldbus networks? Ethernet technology, by itself, does not include features above the lower layers of the OSI communication model. In the past few years, it is particularly significant the considerable amount of work that has been devoted to the timing analysis of Ethernet-based technologies. It happens, however, that the majority of those works are restricted to the analysis of sub-sets of the overall computing and communication system, thus without addressing timeliness at a holistic level. To this end, we are addressing a few inter-linked research topics with the purpose of setting a framework for the development of tools suitable to extract temporal properties of Commercial-Off-The-Shelf (COTS) Ethernet-based factory-floor distributed systems. This framework is being applied to a specific COTS technology, Ethernet/IP. In this paper, we reason about the modelling and simulation of Ethernet/IP-based systems, and on the use of statistical analysis techniques to provide usable results. Discrete event simulation models of a distributed system can be a powerful tool for the timeliness evaluation of the overall system, but particular care must be taken with the results provided by traditional statistical analysis techniques.

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The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

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In the past few years, a significant amount of work has been devoted to the timing analysis of Ethernet-based technologies. However, none of these address the problem of timeliness evaluation at a holistic level. This paper describes a research framework embracing this objective. It is advocated that, simulation models can be a powerful tool, not only for timeliness evaluation, but also to enable the introduction of less pessimistic assumptions in an analytical response time approach, which, most often, are afflicted with simplifications leading to pessimistic assumptions and, therefore, delusive results. To this end, we address a few inter-linked research topics with the purpose of setting a framework for developing tools suitable to extract temporal properties of commercial-off-the-shelf (COTS) factory-floor communication systems.

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LLF (Least Laxity First) scheduling, which assigns a higher priority to a task with a smaller laxity, has been known as an optimal preemptive scheduling algorithm on a single processor platform. However, little work has been made to illuminate its characteristics upon multiprocessor platforms. In this paper, we identify the dynamics of laxity from the system’s viewpoint and translate the dynamics into LLF multiprocessor schedulability analysis. More specifically, we first characterize laxity properties under LLF scheduling, focusing on laxity dynamics associated with a deadline miss. These laxity dynamics describe a lower bound, which leads to the deadline miss, on the number of tasks of certain laxity values at certain time instants. This lower bound is significant because it represents invariants for highly dynamic system parameters (laxity values). Since the laxity of a task is dependent of the amount of interference of higher-priority tasks, we can then derive a set of conditions to check whether a given task system can go into the laxity dynamics towards a deadline miss. This way, to the author’s best knowledge, we propose the first LLF multiprocessor schedulability test based on its own laxity properties. We also develop an improved schedulability test that exploits slack values. We mathematically prove that the proposed LLF tests dominate the state-of-the-art EDZL tests. We also present simulation results to evaluate schedulability performance of both the original and improved LLF tests in a quantitative manner.