Structural response and dynamics of fluid-structure-control interaction in wind turbine blades

Reducing the uncertainties related to blade dynamics by the improvement of the quality of numerical simulations of the fluid structure interaction process is a key for a breakthrough in wind-turbine technology. A fundamental step in that direction is the implementation of aeroelastic models capable of capturing the complex features of innovative prototype blades, so they can be tested at realistic full-scale conditions with a reasonable computational cost. We make use of a code based on a combination of two advanced numerical models implemented in a parallel HPC supercomputer platform: First, a model of the structural response of heterogeneous composite blades, based on a variation of the dimensional reduction technique proposed by Hodges and Yu. This technique has the capacity of reducing the geometrical complexity of the blade section into a stiffness matrix for an equivalent beam. The reduced 1-D strain energy is equivalent to the actual 3-D strain energy in an asymptotic sense, allowing accurate modeling of the blade structure as a 1-D finite-element problem. This substantially reduces the computational effort required to model the structural dynamics at each time step. Second, a novel aerodynamic model based on an advanced implementation of the BEM(Blade ElementMomentum) Theory; where all velocities and forces are re-projected through orthogonal matrices into the instantaneous deformed configuration to fully include the effects of large displacements and rotation of the airfoil sections into the computation of aerodynamic forces. This allows the aerodynamic model to take into account the effects of the complex flexo-torsional deformation that can be captured by the more sophisticated structural model mentioned above. In this thesis we have successfully developed a powerful computational tool for the aeroelastic analysis of wind-turbine blades. Due to the particular features mentioned above in terms of a full representation of the combined modes of deformation of the blade as a complex structural part and their effects on the aerodynamic loads, it constitutes a substantial advancement ahead the state-of-the-art aeroelastic models currently available, like the FAST-Aerodyn suite. In this thesis, we also include the results of several experiments on the NREL-5MW blade, which is widely accepted today as a benchmark blade, together with some modifications intended to explore the capacities of the new code in terms of capturing features on blade-dynamic behavior, which are normally overlooked by the existing aeroelastic models.

Price risk management in the copper market using commodity derivatives and options strategies

Metals price risk management is a key issue related to financial risk in metal markets because of uncertainty of commodity price fluctuation, exchange rate, interest rate changes and huge price risk either to metals’ producers or consumers. Thus, it has been taken into account by all participants in metal markets including metals’ producers, consumers, merchants, banks, investment funds, speculators, traders and so on. Managing price risk provides stable income for both metals’ producers and consumers, so it increases the chance that a firm will invest in attractive projects. The purpose of this research is to evaluate risk management strategies in the copper market. The main tools and strategies of price risk management are hedging and other derivatives such as futures contracts, swaps and options contracts. Hedging is a transaction designed to reduce or eliminate price risk. Derivatives are financial instruments, whose returns are derived from other financial instruments and they are commonly used for managing financial risks. Although derivatives have been around in some form for centuries, their growth has accelerated rapidly during the last 20 years. Nowadays, they are widely used by financial institutions, corporations, professional investors, and individuals. This project is focused on the over-the-counter (OTC) market and its products such as exotic options, particularly Asian options. The first part of the project is a description of basic derivatives and risk management strategies. In addition, this part discusses basic concepts of spot and futures (forward) markets, benefits and costs of risk management and risks and rewards of positions in the derivative markets. The second part considers valuations of commodity derivatives. In this part, the options pricing model DerivaGem is applied to Asian call and put options on London Metal Exchange (LME) copper because it is important to understand how Asian options are valued and to compare theoretical values of the options with their market observed values. Predicting future trends of copper prices is important and would be essential to manage market price risk successfully. Therefore, the third part is a discussion about econometric commodity models. Based on this literature review, the fourth part of the project reports the construction and testing of an econometric model designed to forecast the monthly average price of copper on the LME. More specifically, this part aims at showing how LME copper prices can be explained by means of a simultaneous equation structural model (two-stage least squares regression) connecting supply and demand variables. A simultaneous econometric model for the copper industry is built: {█(Q_t^D=e^((-5.0485))∙P_((t-1))^((-0.1868) )∙〖GDP〗_t^((1.7151) )∙e^((0.0158)∙〖IP〗_t ) @Q_t^S=e^((-3.0785))∙P_((t-1))^((0.5960))∙T_t^((0.1408))∙P_(OIL(t))^((-0.1559))∙〖USDI〗_t^((1.2432))∙〖LIBOR〗_((t-6))^((-0.0561))@Q_t^D=Q_t^S )┤ P_((t-1))^CU=e^((-2.5165))∙〖GDP〗_t^((2.1910))∙e^((0.0202)∙〖IP〗_t )∙T_t^((-0.1799))∙P_(OIL(t))^((0.1991))∙〖USDI〗_t^((-1.5881))∙〖LIBOR〗_((t-6))^((0.0717) Where, Q_t^D and Q_t^Sare world demand for and supply of copper at time t respectively. P(t-1) is the lagged price of copper, which is the focus of the analysis in this part. GDPt is world gross domestic product at time t, which represents aggregate economic activity. In addition, industrial production should be considered here, so the global industrial production growth that is noted as IPt is included in the model. Tt is the time variable, which is a useful proxy for technological change. A proxy variable for the cost of energy in producing copper is the price of oil at time t, which is noted as POIL(t ) . USDIt is the U.S. dollar index variable at time t, which is an important variable for explaining the copper supply and copper prices. At last, LIBOR(t-6) is the 6-month lagged 1-year London Inter bank offering rate of interest. Although, the model can be applicable for different base metals' industries, the omitted exogenous variables such as the price of substitute or a combined variable related to the price of substitutes have not been considered in this study. Based on this econometric model and using a Monte-Carlo simulation analysis, the probabilities that the monthly average copper prices in 2006 and 2007 will be greater than specific strike price of an option are defined. The final part evaluates risk management strategies including options strategies, metal swaps and simple options in relation to the simulation results. The basic options strategies such as bull spreads, bear spreads and butterfly spreads, which are created by using both call and put options in 2006 and 2007 are evaluated. Consequently, each risk management strategy in 2006 and 2007 is analyzed based on the day of data and the price prediction model. As a result, applications stemming from this project include valuing Asian options, developing a copper price prediction model, forecasting and planning, and decision making for price risk management in the copper market.

COMPUTATIONAL ANALYSIS OF THE AEROELASTIC DYNAMICS OF A WIND TURBINE BLADE WITH VARIABLE-SPEED STALL CONTROL

The accuracy of simulating the aerodynamics and structural properties of the blades is crucial in the wind-turbine technology. Hence the models used to implement these features need to be very precise and their level of detailing needs to be high. With the variety of blade designs being developed the models should be versatile enough to adapt to the changes required by every design. We are going to implement a combination of numerical models which are associated with the structural and the aerodynamic part of the simulation using the computational power of a parallel HPC cluster. The structural part models the heterogeneous internal structure of the beam based on a novel implementation of the Generalized Timoshenko Beam Model Technique.. Using this technique the 3-D structure of the blade is reduced into a 1-D beam which is asymptotically equivalent. This reduces the computational cost of the model without compromising its accuracy. This structural model interacts with the Flow model which is a modified version of the Blade Element Momentum Theory. The modified version of the BEM accounts for the large deflections of the blade and also considers the pre-defined structure of the blade. The coning, sweeping of the blade, tilt of the nacelle and the twist of the sections along the blade length are all computed by the model which aren’t considered in the classical BEM theory. Each of these two models provides feedback to the other and the interactive computations lead to more accurate outputs. We successfully implemented the computational models to analyze and simulate the structural and aerodynamic aspects of the blades. The interactive nature of these models and their ability to recompute data using the feedback from each other makes this code more efficient than the commercial codes available. In this thesis we start off with the verification of these models by testing it on the well-known benchmark blade for the NREL-5MW Reference Wind Turbine, an alternative fixed-speed stall-controlled blade design proposed by Delft University, and a novel alternative design that we proposed for a variable-speed stall-controlled turbine, which offers the potential for more uniform power control and improved annual energy production.. To optimize the power output of the stall-controlled blade we modify the existing designs and study their behavior using the aforementioned aero elastic model.

MODEL UPDATING AND STRUCTURAL HEALTH MONITORING OF HORIZONTAL AXIS WIND TURBINES VIA ADVANCED SPINNING FINITE ELEMENTS AND STOCHASTIC SUBSPACE IDENTIFICATION METHODS

Wind energy has been one of the most growing sectors of the nation’s renewable energy portfolio for the past decade, and the same tendency is being projected for the upcoming years given the aggressive governmental policies for the reduction of fossil fuel dependency. Great technological expectation and outstanding commercial penetration has shown the so called Horizontal Axis Wind Turbines (HAWT) technologies. Given its great acceptance, size evolution of wind turbines over time has increased exponentially. However, safety and economical concerns have emerged as a result of the newly design tendencies for massive scale wind turbine structures presenting high slenderness ratios and complex shapes, typically located in remote areas (e.g. offshore wind farms). In this regard, safety operation requires not only having first-hand information regarding actual structural dynamic conditions under aerodynamic action, but also a deep understanding of the environmental factors in which these multibody rotating structures operate. Given the cyclo-stochastic patterns of the wind loading exerting pressure on a HAWT, a probabilistic framework is appropriate to characterize the risk of failure in terms of resistance and serviceability conditions, at any given time. Furthermore, sources of uncertainty such as material imperfections, buffeting and flutter, aeroelastic damping, gyroscopic effects, turbulence, among others, have pleaded for the use of a more sophisticated mathematical framework that could properly handle all these sources of indetermination. The attainable modeling complexity that arises as a result of these characterizations demands a data-driven experimental validation methodology to calibrate and corroborate the model. For this aim, System Identification (SI) techniques offer a spectrum of well-established numerical methods appropriated for stationary, deterministic, and data-driven numerical schemes, capable of predicting actual dynamic states (eigenrealizations) of traditional time-invariant dynamic systems. As a consequence, it is proposed a modified data-driven SI metric based on the so called Subspace Realization Theory, now adapted for stochastic non-stationary and timevarying systems, as is the case of HAWT’s complex aerodynamics. Simultaneously, this investigation explores the characterization of the turbine loading and response envelopes for critical failure modes of the structural components the wind turbine is made of. In the long run, both aerodynamic framework (theoretical model) and system identification (experimental model) will be merged in a numerical engine formulated as a search algorithm for model updating, also known as Adaptive Simulated Annealing (ASA) process. This iterative engine is based on a set of function minimizations computed by a metric called Modal Assurance Criterion (MAC). In summary, the Thesis is composed of four major parts: (1) development of an analytical aerodynamic framework that predicts interacted wind-structure stochastic loads on wind turbine components; (2) development of a novel tapered-swept-corved Spinning Finite Element (SFE) that includes dampedgyroscopic effects and axial-flexural-torsional coupling; (3) a novel data-driven structural health monitoring (SHM) algorithm via stochastic subspace identification methods; and (4) a numerical search (optimization) engine based on ASA and MAC capable of updating the SFE aerodynamic model.