From local to global importance measures of uncertainty propagation in composite structures

The influence of uncertainties of input parameters on output response of composite structures is investigated in this paper. In particular, the effects of deviations in mechanical properties, ply angles, ply thickness and on applied loads are studied. The uncertainty propagation and the importance measure of input parameters are analysed using three different approaches: a first-order local method, a Global Sensitivity Analysis (GSA) supported by a variance-based method and an extension of local variance to estimate the global variance over the domain of inputs. Sample results are shown for a shell composite laminated structure built with different composite systems including multi-materials. The importance measures of input parameters on structural response based on numerical results are established and discussed as a function of the anisotropy of composite materials. Needs for global variance methods are discussed by comparing the results obtained from different proposed methodologies. The objective of this paper is to contribute for the use of GSA techniques together with low expensive local importance measures.

An uncertainty and sensitivity analysis applied to the prioritisation of pharmaceuticals as surface water contaminants from wastewater treatment plant direct emissions

In this study, the concentration probability distributions of 82 pharmaceutical compounds detected in the effluents of 179 European wastewater treatment plants were computed and inserted into a multimedia fate model. The comparative ecotoxicological impact of the direct emission of these compounds from wastewater treatment plants on freshwater ecosystems, based on a potentially affected fraction (PAF) of species approach, was assessed to rank compounds based on priority. As many pharmaceuticals are acids or bases, the multimedia fate model accounts for regressions to estimate pH-dependent fate parameters. An uncertainty analysis was performed by means of Monte Carlo analysis, which included the uncertainty of fate and ecotoxicity model input variables, as well as the spatial variability of landscape characteristics on the European continental scale. Several pharmaceutical compounds were identified as being of greatest concern, including 7 analgesics/anti-inflammatories, 3 β-blockers, 3 psychiatric drugs, and 1 each of 6 other therapeutic classes. The fate and impact modelling relied extensively on estimated data, given that most of these compounds have little or no experimental fate or ecotoxicity data available, as well as a limited reported occurrence in effluents. The contribution of estimated model input variables to the variance of freshwater ecotoxicity impact, as well as the lack of experimental abiotic degradation data for most compounds, helped in establishing priorities for further testing. Generally, the effluent concentration and the ecotoxicity effect factor were the model input variables with the most significant effect on the uncertainty of output results.

Quality of Life Predictors and Normative Data

This study identifies predictors and normative data for quality of life (QOL) in a sample of Portuguese adults from general population. A cross-sectional correlational study was undertaken with two hundred and fifty-five (N = 255) individuals from Portuguese general population (mean age 43 years, range 25–84 years; 148 females, 107 males). Participants completed the European Portuguese version of the World Health Organization Quality of Life short-form instrument and the European Portuguese version of the Center for Epidemiologic Studies Depression Scale. Demographic information was also collected. Portuguese adults reported their QOL as good. The physical, psychological and environmental domains predicted 44 % of the variance of QOL. The strongest predictor was the physical domain and the weakest was social relationships. Age, educational level, socioeconomic status and emotional status were significantly correlated with QOL and explained 25 % of the variance of QOL. The strongest predictor of QOL was emotional status followed by education and age. QOL was significantly different according to: marital status; living place (mainland or islands); type of cohabitants; occupation; health. The sample of adults from general Portuguese population reported high levels of QOL. The life domain that better explained QOL was the physical domain. Among other variables, emotional status best predicted QOL. Further variables influenced overall QOL. These findings inform our understanding on adults from Portuguese general population QOL and can be helpful for researchers and practitioners using this assessment tool to compare their results with normative data

Quality of life predictors and normative data

Purpose: Identify predictors and normative data for quality of life (QOL) in a sample of Portuguese adults from general population Methods: A cross-sectional correlational study was undertaken with two hundred and fifty-five (N=255) individuals from Portuguese general population (mean age 43yrs, range 25-84yrs; 148 females, 107 males). Participants completed the European Portuguese version of the World Health Organization Quality of Life short-form instrument (WHOQOL-Bref) and the European Portuguese version of the Center for Epidemiologic Studies Depression Scale (CES-D). Demographic information was also collected. Results: Portuguese adults reported their QOL as good. The physical, psychological and environmental domains predicted 44% of the variance of QOL. The strongest predictor was the physical domain and the weakest was social relationships. Age, educational level, socioeconomic status and emotional status were significantly correlated with QOL and explained 25% of the variance of QOL. The strongest predictor of QOL was emotional status followed by education and age. QOL was significantly different according to: marital status; living place (mainland or islands); type of cohabitants; occupation; health. Conclusions: The sample of adults from general Portuguese population reported high levels of QOL. The life domain that better explained QOL was the physical domain. Among other variables, emotional status best predicted QOL. Further variables influenced overall QOL. These findings inform our understanding on adults from Portuguese general population QOL

A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets

This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

A long-term risk management tool for electricity markets using swarm intelligence

This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

Bertrand model under incomplete information

We consider a Bertrand duopoly model with unknown costs. The firms' aim is to choose the price of its product according to the well-known concept of Bayesian Nash equilibrium. The chooses are made simultaneously by both firms. In this paper, we suppose that each firm has two different technologies, and uses one of them according to a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that this game has exactly one Bayesian Nash equilibrium. We analyse the advantages, for firms and for consumers, of using the technology with highest production cost versus the one with cheapest production cost. We prove that the expected profit of each firm increases with the variance of its production costs. We also show that the expected price of each good increases with both expected production costs, being the effect of the expected production costs of the rival dominated by the effect of the own expected production costs.