Optimal Reactive Power Planning Using Risk Analysis

In this paper, the optimal reactive power planning problem under risk is presented. The classical mixed-integer nonlinear model for reactive power planning is expanded into two stage stochastic model considering risk. This new model considers uncertainty on the demand load. The risk is quantified by a factor introduced into the objective function and is identified as the variance of the random variables. Finally numerical results illustrate the performance of the proposed model, that is applied to IEEE 30-bus test system to determine optimal amount and location for reactive power expansion.

Comportamento dinâmico de suspensão eletromecânica: análise da resposta devido ao amortecimento e à rigidez não linear

Pós-graduação em Engenharia Elétrica - FEB

Finishing precocity visual score and genetic associations with growth traits in Angus beef cattle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mineral requirements for growth and maintenance of F-1 Boer x Saanen male kids

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Anaerobic energy provision does not limit Wingate exercise performance in endurance-trained cyclists

[EN] The aim of this study was to evaluate the effects of severe acute hypoxia on exercise performance and metabolism during 30-s Wingate tests. Five endurance- (E) and five sprint- (S) trained track cyclists from the Spanish National Team performed 30-s Wingate tests in normoxia and hypoxia (inspired O(2) fraction = 0.10). Oxygen deficit was estimated from submaximal cycling economy tests by use of a nonlinear model. E cyclists showed higher maximal O(2) uptake than S (72 +/- 1 and 62 +/- 2 ml x kg(-1) x min(-1), P < 0.05). S cyclists achieved higher peak and mean power output, and 33% larger oxygen deficit than E (P < 0.05). During the Wingate test in normoxia, S relied more on anaerobic energy sources than E (P < 0.05); however, S showed a larger fatigue index in both conditions (P < 0.05). Compared with normoxia, hypoxia lowered O(2) uptake by 16% in E and S (P < 0.05). Peak power output, fatigue index, and exercise femoral vein blood lactate concentration were not altered by hypoxia in any group. Endurance cyclists, unlike S, maintained their mean power output in hypoxia by increasing their anaerobic energy production, as shown by 7% greater oxygen deficit and 11% higher postexercise lactate concentration. In conclusion, performance during 30-s Wingate tests in severe acute hypoxia is maintained or barely reduced owing to the enhancement of the anaerobic energy release. The effect of severe acute hypoxia on supramaximal exercise performance depends on training background.

Pushover analysis of an existing reinforced concrete bridge:Jamboree Road Overcrossing in Irvine, California

The work for the present thesis started in California, during my semester as an exchange student overseas. California is known worldwide for its seismicity and its effort in the earthquake engineering research field. For this reason, I immediately found interesting the Structural Dynamics Professor, Maria Q. Feng's proposal, to work on a pushover analysis of the existing Jamboree Road Overcrossing bridge. Concrete is a popular building material in California, and for the most part, it serves its functions well. However, concrete is inherently brittle and performs poorly during earthquakes if not reinforced properly. The San Fernando Earthquake of 1971 dramatically demonstrated this characteristic. Shortly thereafter, code writers revised the design provisions for new concrete buildings so to provide adequate ductility to resist strong ground shaking. There remain, nonetheless, millions of square feet of non-ductile concrete buildings in California. The purpose of this work is to perform a Pushover Analysis and compare the results with those of a Nonlinear Time-History Analysis of an existing bridge, located in Southern California. The analyses have been executed through the software OpenSees, the Open System for Earthquake Engineering Simulation. The bridge Jamboree Road Overcrossing is classified as a Standard Ordinary Bridge. In fact, the JRO is a typical three-span continuous cast-in-place prestressed post-tension box-girder. The total length of the bridge is 366 ft., and the height of the two bents are respectively 26,41 ft. and 28,41 ft.. Both the Pushover Analysis and the Nonlinear Time-History Analysis require the use of a model that takes into account for the nonlinearities of the system. In fact, in order to execute nonlinear analyses of highway bridges it is essential to incorporate an accurate model of the material behavior. It has been observed that, after the occurrence of destructive earthquakes, one of the most damaged elements on highway bridges is a column. To evaluate the performance of bridge columns during seismic events an adequate model of the column must be incorporated. Part of the work of the present thesis is, in fact, dedicated to the modeling of bents. Different types of nonlinear element have been studied and modeled, with emphasis on the plasticity zone length determination and location. Furthermore, different models for concrete and steel materials have been considered, and the selection of the parameters that define the constitutive laws of the different materials have been accurate. The work is structured into four chapters, to follow a brief overview of the content. The first chapter introduces the concepts related to capacity design, as the actual philosophy of seismic design. Furthermore, nonlinear analyses both static, pushover, and dynamic, time-history, are presented. The final paragraph concludes with a short description on how to determine the seismic demand at a specific site, according to the latest design criteria in California. The second chapter deals with the formulation of force-based finite elements and the issues regarding the objectivity of the response in nonlinear field. Both concentrated and distributed plasticity elements are discussed into detail. The third chapter presents the existing structure, the software used OpenSees, and the modeling assumptions and issues. The creation of the nonlinear model represents a central part in this work. Nonlinear material constitutive laws, for concrete and reinforcing steel, are discussed into detail; as well as the different scenarios employed in the columns modeling. Finally, the results of the pushover analysis are presented in chapter four. Capacity curves are examined for the different model scenarios used, and failure modes of concrete and steel are discussed. Capacity curve is converted into capacity spectrum and intersected with the design spectrum. In the last paragraph, the results of nonlinear time-history analyses are compared to those of pushover analysis.

Influence of cladding on robustness of multi-storey buildings

In this dissertation the influence of a precast concrete cladding system on structural robustness of a multi-storey steel-composite building is studied. The analysis follows the well-established framework developed at Imperial College London for the appraisal of robustness of multi-storey buildings. For this scope a simplified nonlinear model of a typical precast concrete façade-system is developed. Particular attention is given to the connection system between structural frame and panel, recognised as the driving component of the nonlinear behaviour of the façade-system. Only connections involved in the gravity load path are evaluated (bearing connections). Together with standard connection, a newly proposed system (Slotted Bearing Connection) is designed to achieve a more ductile behaviour of the panel-connection system. A parametric study involving the dimensions of panel-connection components is developed to search for an optimal configuration of the bearing connection. From the appraisal of structural robustness of the panelised frame it is found that the standard connection systems may reduce the robustness of a multi-storey frame due to a poor ductile behaviour while the newly proposed connection is able to guarantee an enhanced response to the panelised multi-storey frame thanks to a higher ductility.

Portfolio-optimization models for small investors

Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

Portfolio-optimization models for small investors

Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.

Dynamic response of hydro power plants for providing secondary regulation reserves considering elastic water column effects

In this paper, the dynamic response of a hydro power plant for providing secondary regulation reserve is studied in detail. Special emphasis is given to the elastic water column effects both in the penstock and the tailrace tunnel. For this purpose, a nonlinear model based on the analogy between mass and momentum conservation equations of a water conduit and those of wave propagation in transmission lines is used. The influence of the plant configuration and design parameters on the fulfilment of the Spanish Electrical System Operator requirements is analysed

The influence of the outer bath in the dynamics of axisymmetric liquid bridges

The main effects on the dynamics of a liquid bridge due to the presence of an outer liquid, as occur in experiments using the Plateau-tank technique, are considered. The one-dimensional nonlinear model developed here allows us to perform the computation of both breaking processes and oscillatory motions of slender liquid bridges, although in this paper only the results concerning breaking processes are reported. Additionally,the oscillatory motions are studied both experimentally and by using a new linear model. Results from both sources show good agreement

Огляд наукових досліджень в галузі вивчення напружено-деформованого стану трубобетонних конструкцій

The paper presents an analytical review of the literature, which reflects the results of national and foreign scientific researches aimed to studying the features of the composition and dosage of components of self compacting concrete as one of the most promising aggregate for modern composite structures. In addition, the results of numerical and experimental researches of stress-strain state of composite structures (concrete-filled tubes) under the influence of various power factors, have been considered. The description and features of existing analytical methods for the determination of the bearing capacity of the considered structures under compression and bendings, have been given. The analysis of deformation model of confined concrete in a composition of the composite structure, as well as non-linear models of steel works with their distinctive features, has been carried out. The main approaches to the finite element modeling of composite structures have been determined.

Evaluation of different models to describe egg and pupal development of Xyleborus fornicatus Eichh. (Coleoptera: Scolytidae), the shot-hole borer of tea in Sri Lanka

Abstract Development data of eggs and pupae of Xyleborus fornicatus Eichh. (Coleoptera: Scolytidae), the shot-hole borer of tea in Sri Lanka, at constant temperatures were used to evaluate a linear and seven nonlinear models for insect development. Model evaluation was based on fit to data (residual sum of squares and coefficient of determination or coefficient of nonlinear regression), number of measurable parameters, the biological value of the fitted coefficients and accuracy in the estimation of thresholds. Of the nonlinear models, the Lactin model fitted experimental data well and along with the linear model, can be used to describe the temperature-dependent development of this species.

Third-derivative filters predict edge locations in spatial vision

Edge detection is crucial in visual processing. Previous computational and psychophysical models have often used peaks in the gradient or zero-crossings in the 2nd derivative to signal edges. We tested these approaches using a stimulus that has no such features. Its luminance profile was a triangle wave, blurred by a rectangular function. Subjects marked the position and polarity of perceived edges. For all blur widths tested, observers marked edges at or near 3rd derivative maxima, even though these were not 1st derivative maxima or 2nd derivative zero-crossings, at any scale. These results are predicted by a new nonlinear model based on 3rd derivative filtering. As a critical test, we added a ramp of variable slope to the blurred triangle-wave luminance profile. The ramp has no effect on the (linear) 2nd or higher derivatives, but the nonlinear model predicts a shift from seeing two edges to seeing one edge as the ramp gradient increases. Results of two experiments confirmed such a shift, thus supporting the new model. [Supported by the Engineering and Physical Sciences Research Council].

Contrast discrimination with simultaneous monocular and dichoptic masks

In experiments reported elsewhere at this conference, we have revealed two striking results concerning binocular interactions in a masking paradigm. First, at low mask contrasts, a dichoptic masking grating produces a small facilitatory effect on the detection of a similar test grating. Second, the psychometric slope for dichoptic masking starts high (Weibull ß~4) at detection threshold, becomes low (ß~1.2) in the facilitatory region, and then unusually steep at high mask contrasts (ß~5.5). Neither of these results is consistent with Legge's (1984 Vision Research 24 385 - 394) model of binocular summation, but they are predicted by a two-stage gain control model in which interocular suppression precedes binocular summation. Here, we pose a further challenge for this model by using a 'twin-mask' paradigm (cf Foley, 1994 Journal of the Optical Society of America A 11 1710 - 1719). In 2AFC experiments, observers detected a patch of grating (1 cycle deg-1, 200 ms) presented to one eye in the presence of a pedestal in the same eye and a spatially identical mask in the other eye. The pedestal and mask contrasts varied independently, producing a two-dimensional masking space in which the orthogonal axes (10X10 contrasts) represent conventional dichoptic and monocular masking. The resulting surface (100 thresholds) confirmed and extended the observations above, and fixed the six parameters in the model, which fitted the data well. With no adjustment of parameters, the model described performance in a further experiment where mask and test were presented to both eyes. Moreover, in both model and data, binocular summation was greater than a factor of v2 at detection threshold. We conclude that this two-stage nonlinear model, with interocular suppression, gives a good account of early binocular processes in the perception of contrast. [Supported by EPSRC Grant Reference: GR/S74515/01]