Multi-level, Multi-stage and Stochastic Optimization Models for Energy Conservation in Buildings for Federal, State and Local Agencies

Energy Conservation Measure (ECM) project selection is made difficult given real-world constraints, limited resources to implement savings retrofits, various suppliers in the market and project financing alternatives. Many of these energy efficient retrofit projects should be viewed as a series of investments with annual returns for these traditionally risk-averse agencies. Given a list of ECMs available, federal, state and local agencies must determine how to implement projects at lowest costs. The most common methods of implementation planning are suboptimal relative to cost. Federal, state and local agencies can obtain greater returns on their energy conservation investment over traditional methods, regardless of the implementing organization. This dissertation outlines several approaches to improve the traditional energy conservations models. Any public buildings in regions with similar energy conservation goals in the United States or internationally can also benefit greatly from this research. Additionally, many private owners of buildings are under mandates to conserve energy e.g., Local Law 85 of the New York City Energy Conservation Code requires any building, public or private, to meet the most current energy code for any alteration or renovation. Thus, both public and private stakeholders can benefit from this research. The research in this dissertation advances and presents models that decision-makers can use to optimize the selection of ECM projects with respect to the total cost of implementation. A practical application of a two-level mathematical program with equilibrium constraints (MPEC) improves the current best practice for agencies concerned with making the most cost-effective selection leveraging energy services companies or utilities. The two-level model maximizes savings to the agency and profit to the energy services companies (Chapter 2). An additional model presented leverages a single congressional appropriation to implement ECM projects (Chapter 3). Returns from implemented ECM projects are used to fund additional ECM projects. In these cases, fluctuations in energy costs and uncertainty in the estimated savings severely influence ECM project selection and the amount of the appropriation requested. A risk aversion method proposed imposes a minimum on the number of “of projects completed in each stage. A comparative method using Conditional Value at Risk is analyzed. Time consistency was addressed in this chapter. This work demonstrates how a risk-based, stochastic, multi-stage model with binary decision variables at each stage provides a much more accurate estimate for planning than the agency’s traditional approach and deterministic models. Finally, in Chapter 4, a rolling-horizon model allows for subadditivity and superadditivity of the energy savings to simulate interactive effects between ECM projects. The approach makes use of inequalities (McCormick, 1976) to re-express constraints that involve the product of binary variables with an exact linearization (related to the convex hull of those constraints). This model additionally shows the benefits of learning between stages while remaining consistent with the single congressional appropriations framework.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Application of Three-Dimensional Discrete Element Face-to-Face Contact Model with Fissure Water Pressure to Stability Analysis of Landslide in Panluo Iron Mine

Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in the opencast mine, according to the actual state of landslide in Panluo iron mine where landslide happened in 1990 and was fathered in 1999. The calculation results show that fissure water pressure on the sliding surface is the main reason causing landslide and the local soft interlayer weakens the stability of slope. If the discrete element method adopts the same assumption as the limit equilibrium method, the results of two methods are in good agreement; while if the assumption is not adopted in the discrete element method, the critical phi numerically calculated is less than the one calculated by use of the limit equilibrium method for the same C. Thus, from an engineering point of view, the result from the discrete element model simulation is safer and has more widely application since the discrete element model takes into account the effect of rock mass structures.

A surface energy model and application to mechanical behavior analysis of single crystals at sub-micron scale

Size effects of mechanical behaviors of materials are referred to the variation of the mechanical behavior due to the sample sizes changing from macroscale to micro-/nanoscales. At the micro-/nanoscale, since sample has a relatively high specific surface area (SSA) (ratio of surface area to volume), the surface although it is often neglected at the macroscale, becomes prominent in governing the energy effect, although it is often neglected at the macroscale, becomes prominent in governing the mechanical behavior. In the present research, a continuum model considering the surface energy effect is developed through introducing the surface energy to total potential energy. Simultaneously, a corresponding finite element method is developed. The model is used to analyze the axial equilibrium strain problem for a Cu nanowire at the external loading-free state. As another application of the model, from dimensional analysis, the size effects of uniform compression tests on the microscale cylinder specimens for Ni and Au single crystals are analyzed and compared with experiments in literatures. (C) 2009 Elsevier B.V. All rights reserved.

Long range exhaustion-a mathematical model for the axisymmetric air flow of a local exhaust ventilation hood assisted by a turbulent radial jet

Abstract-Mathematical modelling techniques are used to predict the axisymmetric air flow pattern developed by a state-of-the-art Banged exhaust hood which is reinforced by a turbulent radial jet flow. The high Reynolds number modelling techniques adopted allow the complexity of determining the hood's air Bow to be reduced and provide a means of identifying and assessing the various parameters that control the air Bow. The mathematical model is formulated in terms of the Stokes steam function, ψ, and the governing equations of fluid motion are solved using finite-difference techniques. The injection flow of the exhaust hood is modelled as a turbulent radial jet and the entrained Bow is assumed to be an inviscid potential flow. Comparisons made between contours of constant air speed and centre-line air speeds deduced from the model and all the available experimental data show good agreement over a wide range of typical operating conditions. | Mathematical modelling techniques are used to predict the axisymmetric air flow pattern developed by a state-of-the-art flanged exhaust hood which is reinforced by a turbulent radial jet flow. The high Reynolds number modelling techniques adopted allow the complexity of determining the hood's air flow to be reduced and provide a means of identifying and assessing the various parameters that control the air flow. The mathematical model is formulated in terms of the Stokes steam function, Ψ, and the governing equations of fluid motion are solved using finite-difference techniques. The injection flow of the exhaust hood is modelled as a turbulent radial jet and the entrained flow is assumed to be an inviscid potential flow. Comparisons made between contours of constant air speed and centre-line air speeds deduced from the model and all the available experimental data show good agreement over a wide range of typical operating conditions.

Small Signal Equivalent Circuit Model and Modulation Properties of Vertical Cavity-Surface Emitting Lasers

Small signal equivalent circuit model and modulation properties of vertical cavity-surface emitting lasers (VCSEL's) are presented. The modulation properties both in analytic-equation calculation and in circuit model simulation are studied. The analytic-equation calculation of the modulation properties is calculated by using Mathcad program and the circuit model simulation is simulation is simulated by using Pspice program respectively. The results of calculation and the simulation are in good agreement with each other. Experiment is performed to testify the circuit model.

Study of the interaction of highly charged ions with SiO2 surface

Highly charged ions (HCIs) AO(q+)/Pbq+ are extracted from ECR source and impacted on solid surface Of SiO2 Sputtering yield as a function of incident angle is measured by multi-channel plate (MCP). The results have been fitted by a new formula. We proposed the cooperation model to explain the formula. The results demonstrate that the potential assisted kinetic sputtering yield increases with the charge state and potential sputtering (PS) could be induced by impact of HCIs. At larger incident angles, the sputtering yield is dominated by elastic collision between HCIs and material atoms. It is found that, smaller the incident angle, larger the contribution from the potential sputtering. (C) 2009 Elsevier B.V. All rights reserved.

Mean sea surface heights of the South and East China Seas from ocean circulation model and geodetic leveling

The mean sea surface heights (sea surface topography) of the South China, East China, Yellow and Bohai Seas are derived from an ocean general circulation model and surface air pressure. The circulation model covers the global oceans, with fine grid (1/6degrees) covering the East Asian marginal seas and coarse grid (31) covering the rest part of the global oceans. The result shows that the China 1985 National Altitude Datum is 24.7 cm above the me-an sea surface height of the world oceans. The mean sea surface in the coastal ocean adjacent to China is higher in the south than in the north. Intercomparison of the model results with the geodetic leveling measurements at 28 coastal tidal stations shows a standard deviation of 4.8 cm and a fitting coefficient of 95.3%. After correction through linear regression, the standard deviation is reduced to 4.5 cm. This indicates that the accuracy of model results is sufficient for practical application. Based on the model results, the mean sea surface heights for the study area with a resolution of 1/6 degree are given. This result also links the mean sea levels at islands with those on the mainland coast and gives the mean sea surface heights at tidal stations in the Taiwan Island, the Dongsha Islands, the Yisha Islands and the Nansha Islands relative to the China 1985 National Altitude Datum.

三维油藏数值模拟正反演算法研究

The dynamic prediction of complex reservoir development is one of the important research contents of dynamic analysis of oil and gas development. With the increase development of time, the permeabilities and porosities of reservoirs and the permeability of block reservoir at its boundaries are dynamically changing. How to track the dynamic change of permeability and porosity and make certain the permeability of block reservoir at its boundary is an important practical problem. To study developing dynamic prediction of complex reservoir, the key problem of research of dynamic prediction of complex reservoir development is realizing inversion of permeability and porosity. To realize the inversion, first of all, the fast forward and inverse method of 3-dimension reservoir simulation must be studied. Although the inversion has been widely applied to exploration and logging, it has not been applied to3-dimension reservoir simulation. Therefore, the study of fast forward and inverse method of 3-dimension reservoir simulation is a cutting-edge problem, takes on important realistic signification and application value. In this dissertation, 2-dimension and 3-dimension fluid equations in porous media are discretized by finite difference, obtaining finite difference equations to meet the inner boundary conditions by Peaceman's equations, giving successive over relaxation iteration of 3-dimension fluid equations in porous media and the dimensional analysis. Several equation-solving methods are compared in common use, analyzing its convergence and convergence rate. The alternating direction implicit procedure of 2-dimension has been turned into successive over relaxation iteration of alternating direction implicit procedure of 3-dimension fluid equations in porous media, which possesses the virtues of fast computing speed, needing small memory of computer, good adaptability for heterogeneous media and fast convergence rate. The geological model of channel-sandy reservoir has been generated with the help of stochastic simulation technique, whose cross sections of channel-sandy reservoir are parabolic shapes. This method makes the hard data commendably meet, very suit for geological modeling of containing complex boundary surface reservoir. To verify reliability of the method, theoretical solution and numerical solution are compared by simplifying model of 3-dimension fluid equations in porous media, whose results show that the only difference of the two pressure curves is that the numerical solution is lower than theoretical at the wellbore in the same space. It proves that using finite difference to solve fluid equations in porous media is reliable. As numerical examples of 3-dimension heterogeneous reservoir of the single-well and multi-well, the pressure distributions have been computed respectively, which show the pressure distributions there are clearly difference as difference of the permeabilities is greater than one order of magnitude, otherwise there are no clearly difference. As application, the pressure distribution of the channel-sandy reservoir have been computed, which indicates that the space distribution of pressure strongly relies on the direction of permeability, and is sensitive for space distributions of permeability. In this dissertation, the Peaceman's equations have been modified into solving vertical well problem and horizontal well problem simultaneously. In porous media, a 3D layer reservoir in which contain vertical wells and horizontal wells has been calculated with iteration. For channel-sandy reservoir in which there are also vertical wells and horizontal wells, a 3D transient heterogeneous fluid equation has been discretized. As an example, the space distribution of pressure has been calculated with iteration. The results of examples are accord with the fact, which shows the modification of Peaceman's equation is correct. The problem has been solved in the space where there are vertical and horizontal wells. In the dissertation, the nonuniform grid permeability integration equation upscaling method, the nonuniform grid 2D flow rate upscaling method and the nonuniform grid 3D flow rate upscaling method have been studied respectively. In those methods, they enhance computing speed greatly, but the computing speed of 3D flow rate upscaling method is faster than that of 2D flow rate upscaling method, and the precision of 3D flow rate upscaling method is better than that of 2D flow rate upscaling method. The results also show that the solutions of upscaling method are very approximating to that of fine grid blocks. In this paper, 4 methods of fast adaptive nonuniform grid upscaling method of 3D fluid equations in porous media have been put forward, and applied to calculate 3D heterogeneous reservoir and channel-sandy reservoir, whose computing results show that the solutions of nonuniform adaptive upscaling method of 3D heterogeneous fluid equations in porous media are very approximating to that of fine grid blocks in the regions the permeability or porosity being abnormity and very approximating to that of coarsen grid blocks in the other region, however, the computing speed of adaptive upscaling method is 100 times faster than that of fine grid block method. The formula of sensitivity coefficients are derived from initial boundary value problems of fluid equations in porous media by Green's reciprocity principle. The sensitivity coefficients of wellbore pressure to permeability parameters are given by Peaceman's equation and calculated by means of numerical calculation method of 3D transient anisotropic fluid equation in porous media and verified by direct method. The computing results are in excellent agreement with those obtained by the direct method, which shows feasibility of the method. In the dissertation, the calculating examples are also given for 3D reservoir, channel-sandy reservoir and 3D multi-well reservoir, whose numerical results indicate: around the well hole, the value of the sensitivity coefficients of permeability is very large, the value of the sensitivity coefficients of porosity is very large too, but the sensitivity coefficients of porosity is much less than the sensitivity coefficients of permeability, so that the effect of the sensitivity coefficients of permeability for inversion of reservoir parameters is much greater than that of the sensitivity coefficients of porosity. Because computing the sensitivity coefficients needs to call twice the program of reservoir simulation in one iteration, realizing inversion of reservoir parameters must be sustained by the fast forward method. Using the sensitivity coefficients of permeability and porosity, conditioned on observed valley erosion thickness in wells (hard data), the inversion of the permeabilities and porosities in the homogeneous reservoir, homogeneous reservoir only along the certain direction and block reservoir are implemented by Gauss-Newton method or conjugate gradient method respectively. The results of our examples are very approximating to the real data of permeability and porosity, but the convergence rate of conjugate gradient method is much faster than that of Gauss-Newton method.

A viscous froth model for dry foams in the Surface Evolver

Cox, S.J. (2005) A Viscous Froth Model for Dry Foams in the Surface Evolver. Coll. Surf. A 263:81-89. Sponsorship: Partial support from both the Ulysses France?Ireland Exchange Scheme and the European Space Agency, Contract 14308/00/NL/SH (AO-99-031) CCN 002 MAP Project AO-99-075.

Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

Part-whole relations between food webs and the validity of local food-web descriptions

This work analyzes the relationship between large food webs describing potential feeding relations between species and smaller sub-webs thereof describing relations actually realized in local communities of various sizes. Special attention is given to the relationships between patterns of phylogenetic correlations encountered in large webs and sub-webs. Based on the current theory of food-web topology as implemented in the matching model, it is shown that food webs are scale invariant in the following sense: given a large web described by the model, a smaller, randomly sampled sub-web thereof is described by the model as well. A stochastic analysis of model steady states reveals that such a change in scale goes along with a re-normalization of model parameters. Explicit formulae for the renormalized parameters are derived. Thus, the topology of food webs at all scales follows the same patterns, and these can be revealed by data and models referring to the local scale alone. As a by-product of the theory, a fast algorithm is derived which yields sample food webs from the exact steady state of the matching model for a high-dimensional trophic niche space in finite time. (C) 2008 Elsevier B.V. All rights reserved.

Predictions of large events on a spring-block model

We study the predictability of a theoretical model for earthquakes, using a pattern recognition algorithm similar to the CN and M8 algorithms known in seismology. The model, which is a stochastic spring-block model with both global correlation and local interaction, becomes more predictable as the strength of the global correlation or the local interaction is increased.

Stochastic ground motion simulation with geological site effects in damage asessment

Damage assessment of structures with a mechanical non linear model demands the representation of seismic action in terms of an accelerogram (dynamic analysis) or a response spectrum (pushover analysis). Stochastic ground motion simulation is largely used in regions where seismic strong-motion records are available in insufficient number. In this work we present a variation of the stochastic finite-fault method with dynamic corner frequency that includes the geological site effects. The method was implemented in a computer program named SIMULSIS that generate time series (accelerograms) and response spectra. The program was tested with the MW= 7.3 Landers earthquake (June 28, 1992) and managed to reproduce its effects. In the present work we used it to reproduce the effects of the 1980’s Azores earthquake (January 1, 1980) in several islands, with different possible local site conditions. In those places, the response spectra are presented and compared with the buildings damage observed.

A model study of oceanic mechanisms affecting Equatorial Pacific sea surface temperature during the 1997-98 El Niño

In this study, the processes affecting sea surface temperature variability over the 1992–98 period, encompassing the very strong 1997–98 El Niño event, are analyzed. A tropical Pacific Ocean general circulation model, forced by a combination of weekly ERS1–2 and TAO wind stresses, and climatological heat and freshwater fluxes, is first validated against observations. The model reproduces the main features of the tropical Pacific mean state, despite a weaker than observed thermal stratification, a 0.1 m s−1 too strong (weak) South Equatorial Current (North Equatorial Countercurrent), and a slight underestimate of the Equatorial Undercurrent. Good agreement is found between the model dynamic height and TOPEX/Poseidon sea level variability, with correlation/rms differences of 0.80/4.7 cm on average in the 10°N–10°S band. The model sea surface temperature variability is a bit weak, but reproduces the main features of interannual variability during the 1992–98 period. The model compares well with the TAO current variability at the equator, with correlation/rms differences of 0.81/0.23 m s−1 for surface currents. The model therefore reproduces well the observed interannual variability, with wind stress as the only interannually varying forcing. This good agreement with observations provides confidence in the comprehensive three-dimensional circulation and thermal structure of the model. A close examination of mixed layer heat balance is thus undertaken, contrasting the mean seasonal cycle of the 1993–96 period and the 1997–98 El Niño. In the eastern Pacific, cooling by exchanges with the subsurface (vertical advection, mixing, and entrainment), the atmospheric forcing, and the eddies (mainly the tropical instability waves) are the three main contributors to the heat budget. In the central–western Pacific, the zonal advection by low-frequency currents becomes the main contributor. Westerly wind bursts (in December 1996 and March and June 1997) were found to play a decisive role in the onset of the 1997–98 El Niño. They contributed to the early warming in the eastern Pacific because the downwelling Kelvin waves that they excited diminished subsurface cooling there. But it is mainly through eastward advection of the warm pool that they generated temperature anomalies in the central Pacific. The end of El Niño can be linked to the large-scale easterly anomalies that developed in the western Pacific and spread eastward, from the end of 1997 onward. In the far-western Pacific, because of the shallower than normal thermocline, these easterlies cooled the SST by vertical processes. In the central Pacific, easterlies pushed the warm pool back to the west. In the east, they led to a shallower thermocline, which ultimately allowed subsurface cooling to resume and to quickly cool the surface layer.