Weekly Self-Scheduling, Forward Contracting, and Offering Strategy for a Producer

Within a weekly market horizon, this paper considers a power producer that sells its energy both in the pool and through weekly forward contracts. The paper provides a methodology that allows the producer to derive the self-scheduling of its production units, to select weekly forward contracts, and to obtain the offering strategy for Monday's pool. The proposed technique is based on stochastic programming and allows the producer to maximize its expected profit while controlling the risk of profit variability. A comprehensive case study is used to illustrate the characteristics of the proposed methodology. Appropriate conclusions are finally drawn.

ENERGY GENERATION EXPANSION PLANNING MODEL CONSIDERING EMISSIONS CONSTRAINTS

The generation expansion planning (GEP) problem consists in determining the type of technology, size, location and time at which new generation units must be integrated to the system, over a given planning horizon, to satisfy the forecasted energy demand. Over the past few years, due to an increasing awareness of environmental issues, different approaches to solve the GEP problem have included some sort of environmental policy, typically based on emission constraints. This paper presents a linear model in a dynamic version to solve the GEP problem. The main difference between the proposed model and most of the works presented in the specialized literature is the way the environmental policy is envisaged. Such policy includes: i) the taxation of CO(2) emissions, ii) an annual Emissions Reduction Rate (ERR) in the overall system, and iii) the gradual retirement of old inefficient generation plants. The proposed model is applied in an 11-region to design the most cost-effective and sustainable 10-technology US energy portfolio for the next 20 years.

On closed Einstein-de Sitter universes

We briefly summarize the idea of cosmological models with compact, flat spatial sections. It has been suggested that, because of the COBE satellite's maps of the microwave background, such models cannot be small in the sense of Ellis, and hence are no longer interesting. Here we use the method of cosmic crystallography by Lehoucq et al. to show that these models are physically meaningful even if the size of the spatial sections is of the same order of magnitude as the radius of the observational horizon. © 1998 Elsevier Science B.V.

Interaction of Hawking radiation with static sources outside a Schwarzschild black hole

We show that the response rate of (i) a static source interacting with Hawking radiation of a massless scalar field in Schwarzschild spacetime (with the Unruh vacuum) and that of (ii) a uniformly accelerated source with the same proper acceleration in Minkowski spacetime (with the Minkowski vacuum) are equal. We show that this equality will not hold if the Unruh vacuum is replaced by the Hartle-Hawking vacuum. It is verified that the source responds to the Hawking radiation near the horizon as if it were at rest in a thermal bath in Minkowski spacetime with the same temperature. It is also verified that the response rate in the Hartle-Hawking vacuum approaches that in Minkowski spacetime with the same temperature far away from the black hole. Finally, we compare our results with others in the literature.

Fine tuning in quintessence models with exponential potentials

We explore regions of parameter space in a simple exponential model of the form V = V0 e-λ(Q/Mp) that are allowed by observational constraints. We find that the level of fine tuning in these models is not different from more sophisticated models of dark energy. We study a transient regime where the parameter λ has to be less than √3 and the fixed point ΩQ = 1 has not been reached. All values of the parameter λ that lead to this transient regime are permitted. We also point out that this model can accelerate the universe today even for λ > √2, leading to a halt of the present acceleration of the universe in the future thus avoiding the horizon problem. We conclude that this model can not be discarded by current observations. © SISSA/ISAS 2002.

Energy and angular momentum of the gravitational field in the teleparallel geometry

The Hamiltonian formulation of the teleparallel equivalent of general relativity is considered. Definitions of energy, momentum and angular momentum of the gravitational field arise from the integral form of the constraint equations of the theory. In particular, the gravitational energy-momentum is given by the integral of scalar densities over a three-dimensional spacelike hypersurface. The definition for the gravitational energy is investigated in the context of the Kerr black hole. In the evaluation of the energy contained within the external event horizon of the Kerr black hole, we obtain a value strikingly close to the irreducible mass of the latter. The gravitational angular momentum is evaluated for the gravitational field of a thin, slowly rotating mass shell. © 2002 The American Physical Society.

Gravitational energy of Kerr and Kerr anti-de Sitter space-times in the teleparallel geometry

In the context of the hamiltonian formulation of the teleparallel equivalent of general relativity we compute the gravitational energy of Kerr and Kerr Anti-de Sitter (Kerr-AdS) space-times. The present calculation is carried out by means of an expression for the energy of the gravitational field that naturally arises from the integral form of the constraint equations of the formalism. In each case, the energy is exactly computed for finite and arbitrary spacelike two-spheres, without any restriction on the metric parameters. In particular, we evaluate the energy at the outer event horizon of the black holes. © SISSA/ISAS 2003.

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

Characterization and environmental interpretation of a floodplain Holocene paleosoil: Implications for paleohydrological reconstructions in the Upper Paraná River, Brazil

Alluvial paleosoil horizons from the 3 to 4 m high banks of the Paraná River were used to reconstruct the palaeoenvironmental history and palaeohydrological regime of the river. The bank consists of a Middle to Late Holocene sequence of sandy to silty clay layers of overbank deposits. The paleosoil horizon is located to a depth of 1.95 m from the top of the bank and is recognized as a guide horizon throughout the floodplain of the Upper Paraná River floodplain. Analyses of organic matter (δ13C and humic/fulvic acids), palynology (pollen and charcoal fragments), magnetic susceptibility, micromorphology, x-ray diffraction and 14C dating were conducted for samples from two representative profiles of the study area. Two phases were characterized in the history of the river: 1) An older phase, of stability in fluvial hydrology (stasis) with low frequency of floods, which produced conditions for soil development (14C 1700 ± 70 yr. BP). At this period, the predominance of herbaceous vegetation (determinated by pollen and δ13C analyses) suggests a climate less humid than the present one, and 2) A second phase, when climate changed to the present conditions of humidity (annual rain fall of 1600 rum) and characterized by the predominance of C3 plants. Under this new hydrological regime, the river developed an agradational floodplain, with a depositional sedimentary rate of 1.2 mm.y-1. © 2006 Gebrüder Borntraeger.

Born-infeld corrections to the entropy function of heterotic black holes

We use the black hole entropy function to study the effect of Born-Infeld terms on the entropy of extremal black holes in heterotic string theory in four dimensions. We find, that after adding a set of higher curvature terms to the effective action, attractor mechanism, works and Born-Infeld terms contribute to the stretching of near horizon geometry. In the α′ → 0 limit, the solutions of attractor equations for moduli, fields and the resulting entropy, are in conformity with the ones for standard two charge black holes.

Some implications of the cosmological constant to fundamental physics

In the presence of a cosmological constant, ordinary Poincaré special relativity is no longer valid and must be replaced by a de Sitter special relativity, in which Minkowski space is replaced by a de Sitter spacetime. In consequence, the ordinary notions of energy and momentum change, and will satisfy a different kinematic relation. Such a theory is a different kind of a doubly special relativity. Since the only difference between the Poincaré and the de Sitter groups is the replacement of translations by certain linear combinations of translations and proper conformal transformations, the net result of this change is ultimately the breakdown of ordinary translational invariance. From the experimental point of view, therefore, a de Sitter special relativity might be probed by looking for possible violations of translational invariance. If we assume the existence of a connection between the energy scale of an experiment and the local value of the cosmological constant, there would be changes in the kinematics of massive particles which could hopefully be detected in high-energy experiments. Furthermore, due to the presence of a horizon, the usual causal structure of spacetime would be significantly modified at the Planck scale. © 2007 American Institute of Physics.

Lot sizing and furnace scheduling in small foundries

A lot sizing and scheduling problem prevalent in small market-driven foundries is studied. There are two related decision levels: (1) the furnace scheduling of metal alloy production, and (2) moulding machine planning which specifies the type and size of production lots. A mixed integer programming (MIP) formulation of the problem is proposed, but is impractical to solve in reasonable computing time for non-small instances. As a result, a faster relax-and-fix (RF) approach is developed that can also be used on a rolling horizon basis where only immediate-term schedules are implemented. As well as a MIP method to solve the basic RF approach, three variants of a local search method are also developed and tested using instances based on the literature. Finally, foundry-based tests with a real-order book resulted in a very substantial reduction of delivery delays and finished inventory, better use of capacity, and much faster schedule definition compared to the foundry's own practice. © 2006 Elsevier Ltd. All rights reserved.

Caracterização das falhas de transferência na porção norte da Bacia de Santos a partir da integração de dados geológicos e geofísicos

Structures transverse/sub-transverse to the shoreline have been identified and characterized on the precambrian basement outcrop on the continent adjacent to the northern Santos Basin. These structures were analyzed from images of digital elevation model SRTM 90m by extracting NW-SE lineaments that intersect the NE-SW foliation. The lineaments were selected, classified into 48 segments that extend toward offshore, and correlated with basin structures. In the basin 25 2D seismic sections, 12 well logs and data from potential methods were interpreted, identifying the key stratigraphic levels and the major structures. Structural maps of each horizon were generated. Six transfer faults (FTs) were recognized and named FT-1 to FT-6, whose extensions correspond to continental lineaments named FC1 to FC6. The FTs are related to the basin deformation and evolution. In seismic sections, these faults have lateral slip in flower structures, displacement inversions from normal at the top to reverse at the base, abrupt changes in thickness or even disappearance of the seismic reflectors. The structural map of the Basement and Top of the Rift shows control of some depocenters by faults and displacements in some areas. The maps of potential methods indicate that there are pronounced anomaly shifts in some areas, associated with FTs. Some seismic sections indicate reactivation of FTs when they intersect horizons from the basement until the most recent layers. The 3D integration of data facilitated the observation of the FT extensions in the continent discontinuity.

Comparação de métodos para determinação da estabilidade de agregados por vias seca e úmida em diferentes sistemas de uso e manejo do solo

The purpose of the work is to evaluate the stability by dry and humid of theaggregate in different systems or the use and management in Argissolos: agricultural, pasture and torest utilization. This work was realized in agricultural property, in Anhumas city, SR Several analyses including percentage of the aggregate (by way of dry and humid); the weighted mean diameter of the aggregate calculation and statistic analysis. Conclusion: the organic matter content of the A horizon of the soil under forest is 64 % more than the soil under pasture and 79 % more than the soil under annual crop; the WMDA of the aggregate obtained by dry and humid ways of the horizon A and its mean value for the soil decrease in the following sequence: PVAd - forest > PVe -pasture > PVd - annual culture, respectively, with the following values: 1.33560 and 1.445496 (D), 2.81114 and 2.351380 (H); 0.66748 and 1.011830 (D); 2.79642 and 1.624250 (H); 0.32468 and 0.993775 (S), 1.25808 and 0.983135 mm (H); the two methods are equally sensitive to reveal the effect of the soil use and management; the organic matter provides additional stability to the aggregates submitted to humid sieving and clay to the dry sieving: the WMDA obtained by dry and humid ways are statistically different for the soil profiles.

A nonlinear model for the long-term hydro-thermal generation scheduling problem over multiple areas with transmission constraints

This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.