A multi-objective genetic algorithm optimisation using variable speed pumps in water distribution systems

Due to its practical importance and inherent complexity, the optimisation of distribution networks for supplying drinking water has been the subject of extensive study for the past 30 years. The optimization is governed by sizing the pipes in the water distribution network (WDN) and / or optimises specific parts of the network such as pumps, tanks etc. or try to analyse and optimise the reliability of a WDN. In this thesis, the author has analysed two different WDNs (Anytown City and Cabrera city networks), trying to solve and optimise a multi-objective optimisation problem (MOOP). The main two objectives in both cases were the minimisation of Energy Cost (€) or Energy consumption (kWh), along with the total Number of pump switches (TNps) during a day. For this purpose, a decision support system generator for Multi-objective optimisation used. Its name is GANetXL and has been developed by the Center of Water System in the University of Exeter. GANetXL, works by calling the EPANET hydraulic solver, each time a hydraulic analysis has been fulfilled. The main algorithm used, was a second-generation algorithm for multi-objective optimisation called NSGA_II that gave us the Pareto fronts of each configuration. The first experiment that has been carried out was the network of Anytown city. It is a big network with a pump station of four fixed speed parallel pumps that are boosting the water dynamics. The main intervention was to change these pumps to new Variable speed driven pumps (VSDPs), by installing inverters capable to diverse their velocity during the day. Hence, it’s been achieved great Energy and cost savings along with minimisation in the number of pump switches. The results of the research are thoroughly illustrated in chapter 7, with comments and a variety of graphs and different configurations. The second experiment was about the network of Cabrera city. The smaller WDN had a unique FS pump in the system. The problem was the same as far as the optimisation process was concerned, thus, the minimisation of the energy consumption and in parallel the minimisation of TNps. The same optimisation tool has been used (GANetXL).The main scope was to carry out several and different experiments regarding a vast variety of configurations, using different pump (but this time keeping the FS mode), different tank levels, different pipe diameters and different emitters coefficient. All these different modes came up with a large number of results that were compared in the chapter 8. Concluding, it should be said that the optimisation of WDNs is a very interested field that has a vast space of options to deal with. This includes a large number of algorithms to choose from, different techniques and configurations to be made and different support system generators. The researcher has to be ready to “roam” between these choices, till a satisfactory result will convince him/her that has reached a good optimisation point.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Dynamics of Bora wind over the Adriatic sea: atmospheric water balance and role of air-sea fluxes and orography

The Bora wind is a mesoscale phenomenon which typically affects the Adriatic Sea basin for several days each year, especially during winter. The Bora wind has been studied for its intense outbreak across the Dinaric Alps. The properties of the Bora wind are widely discussed in the literature and scientific papers usually focus on the eastern Adriatic coast where strong turbulence and severe gust intensity are more pronounced. However, the impact of the Bora wind can be significant also over Italy, not only in terms of wind speed instensity. Depending on the synoptic pressure pattern (cyclonic or anticyclonic Bora) and on the season, heavy snowfall, severe storms, storm surges and floods can occur along the Adriatic coast and on the windward flanks of the Apennines. In the present work five Bora cases that occurred in recent years have been selected and their evolution has been simulated with the BOLAM-MOLOCH model set, developed at ISAC-CNR in Bologna. Each case study has been addressed by a control run and by several sensitivity tests, performed with the purpose of better understanding the role played by air-sea latent and sensible heat fluxes. The tests show that the removal of the fluxes induces modifications in the wind approching the coast and a decrease of the total precipitation amount predicted over Italy. In order to assess the role of heat fluxes, further analysis has been carried out: column integrated water vapour fluxes have been computed along the Italian coastline and an atmospheric water balance has been evaluated inside a box volume over the Adriatic Sea. The balance computation shows that, although latent heat flux produces a significant impact on the precipitation field, its contribution to the balance is relatively minor. The most significant and lasting case study, that of February 2012, has been studied in more detail in order to explain the impressive drop in the total precipitation amount simulated in the sensitivity tests with removed heat fluxes with respect to the CNTRL run. In these experiments relative humidity and potential temperature distribution over different cross-sections have been examined. With respect to the CNTRL run a drier and more stable boundary layer, characterised by a more pronounced wind shear at the lower levels, has been observed to establish above the Adriatic Sea. Finally, in order to demonstrate that also the interaction of the Bora flow with the Apennines plays a crucial role, sensitivity tests varying the orography height have been considered. The results of such sensitivity tests indicate that the propagation of the Bora wind over the Adriatic Sea, and in turn its meteorological impact over Italy, is influenced by both the large air-sea heat fluxes and the interaction with the Apennines that decelerate the upstream flow.

Dynamics of inorganic carbon and carbonate saturation in the Gulf of Cádiz (SW Spain)

The study of inorganic carbon chemistry of the coastal ocean is conducted in the Gulf of Cádiz (GoC). Here we describe observations obtained during 4 sampling cruises in March, June, September and November 2015. The primary data set consists of state-of-the-art measurements of the keystone parameters of the marine CO2 system: Total Alkalinity (TA), pH, dissolved inorganic carbon (DIC). We have then calculated aragonite and calcite saturation state. The distribution of inorganic carbon system parameters in the north eastern shelf of the Gulf of Cádiz showed temporal and spatial variability. River input, mixing, primary production, respiration and remineralization were factors that controlled such distributions. Data related to carbonate saturation of calcite and aragonite reveal the occurrence of a supersaturated water; in any case, both species increased with distance and decreased with depth. The carbon system parameters present a different behaviour close to the coast to offshore ad at deeper water. In this area six water masses are clearly identified by their different chemical properties: Surface Atlantic Water, North Atlantic Central Water (NACW) and Mediterranean Water (MOW). Moreover, with this work the measurement of calcium in seawater is optimize, allowing a better quantification for future work of the saturation state of CaCO3.