Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Numerical simulation of plasmonic effects in amorphous silicon induced by embedded aluminium nanoparticles

This work reports a theoretical study aimed to identify the plasmonic resonance condition for a system formed by metallic nanoparticles embedded in an a-Si: H matrix. The study is based on a Tauc-Lorentz model for the electrical permittivity of a-Si: H and a Drude model for the metallic nanoparticles. It is calculated the The polarizability of an sphere and ellipsoidal shaped metal nanoparticles with radius of 20 nm. We also performed FDTD simulations of light propagation inside this structure reporting a comparison among the effects caused by a single nanoparticles of Aluminium, Silver and, as a comparison, an ideally perfectly conductor. The simulation results shows that is possible to obtain a plasmonic resonance in the red part of the spectrum (600-700 nm) when 20-30 nm radius Aluminium ellipsoids are embedded into a-Si: H.

Distributed, Agent-Based Intelligent System for Demand Response Program Simulation in Smart Grids

A distributed, agent-based intelligent system models and simulates a smart grid using physical players and computationally simulated agents. The proposed system can assess the impact of demand response programs.

Decision Support Concerning Demand Response Programs Design and Use – A Conceptual Framework and Simulation Tool

Demand response can play a very relevant role in the context of power systems with an intensive use of distributed energy resources, from which renewable intermittent sources are a significant part. More active consumers participation can help improving the system reliability and decrease or defer the required investments. Demand response adequate use and management is even more important in competitive electricity markets. However, experience shows difficulties to make demand response be adequately used in this context, showing the need of research work in this area. The most important difficulties seem to be caused by inadequate business models and by inadequate demand response programs management. This paper contributes to developing methodologies and a computational infrastructure able to provide the involved players with adequate decision support on demand response programs and contracts design and use. The presented work uses DemSi, a demand response simulator that has been developed by the authors to simulate demand response actions and programs, which includes realistic power system simulation. It includes an optimization module for the application of demand response programs and contracts using deterministic and metaheuristic approaches. The proposed methodology is an important improvement in the simulator while providing adequate tools for demand response programs adoption by the involved players. A machine learning method based on clustering and classification techniques, resulting in a rule base concerning DR programs and contracts use, is also used. A case study concerning the use of demand response in an incident situation is presented.

Adaptive learning in agents behaviour: A framework for electricity markets simulation

Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. This paper presents a methodology to provide decision support to electricity market negotiating players. This model allows integrating different strategic approaches for electricity market negotiations, and choosing the most appropriate one at each time, for each different negotiation context. This methodology is integrated in ALBidS (Adaptive Learning strategic Bidding System) – a multiagent system that provides decision support to MASCEM's negotiating agents so that they can properly achieve their goals. ALBidS uses artificial intelligence methodologies and data analysis algorithms to provide effective adaptive learning capabilities to such negotiating entities. The main contribution is provided by a methodology that combines several distinct strategies to build actions proposals, so that the best can be chosen at each time, depending on the context and simulation circumstances. The choosing process includes reinforcement learning algorithms, a mechanism for negotiating contexts analysis, a mechanism for the management of the efficiency/effectiveness balance of the system, and a mechanism for competitor players' profiles definition.

Simulation of a-Si PV system grid connected by boost and inverter

This paper is about a PV system connected to the electric grid by power electronic converters, using classical PI controller. The modelling for the converters emulates the association of a DC-DC boost with a two-level power inverter (TwLI) or three-level power inverter (ThLI) in order to follow the performance of a testing experimental system. Pulse width modulation (PWMo) by sliding mode control (SMCo) associated with space vector modulation (SVMo) is applied to the boost and the inverter. The PV system is described by the five parameters equivalent circuit. Parameter identification and simulation studies are performed for comparison with the testing experimental system.

Simulation of the velocity field in compound channel flow using different closure models

1st European IAHR Congress,6-4 May, Edinburg, Scotland

Geomorphic dam-break flows. Part II: numerical simulation

Proceedings of the Institution of Civil Engineers - Water Management 163 Issue WM6

Optimization studies through simulation of a methanol/water/glycerol distillation column

This paper presents an optimization study of a distillation column for methanol and aqueous glycerol separation in a biodiesel production plant. Considering the available physical data of the column configuration, a steady state model was built for the column using Aspen-HYSYS as process simulator. Several sensitivity analysis were performed in order to better understand the relation between the variables of the distillation process. With the information obtained by the simulator, it is possible to define the best range for some operational variables that maintain composition of the desired product under specifications and choose operational conditions to minimize energy consumptions.

Simulation of wave action on a moored container carrier inside Sines’ Harbour

The integrated numerical tool SWAMS (Simulation of Wave Action on Moored Ships) is used to simulate the behavior of a moored container carrier inside Sines’ Harbour. Wave, wind, currents, floating ship and moorings interaction is discussed. Several case scenarios are compared differing in the layout of the harbour and wind and wave conditions. The several harbour layouts correspond to proposed alternatives for the future expansion of Sines’ terminal XXI that include the extension of the East breakwater and of the quay. Additionally, the influence of wind on the behavior of the ship moored and the introduction of pre tensioning the mooring lines was analyzed. Hydrodynamic forces acting on the ship are determined using a modified version of the WAMIT model. This modified model utilizes the Haskind relations and the non-linear wave field inside the harbour obtained with finite element numerical model, BOUSS-WMH (Boussinesq Wave Model for Harbors) to get the wave forces on the ship. The time series of the moored ship motions and forces on moorings are obtained using BAS solver. © 2015 Taylor & Francis Group, London.

Simulation of a-Si PV system linked to the grid by DC boost and three-level inverter under cloud scope

This paper is about a PV system linked to the electric grid through power converters under cloud scope. The PV system is modeled by the five parameters equivalent circuit and a MPPT procedure is integrated into the modeling. The modeling for the converters models the association of a DC-DC boost with a three-level inverter. PI controllers are used with PWM by sliding mode control associated with space vector modulation controlling the booster and the inverter. A case study addresses a simulation to assess the performance of a PV system linked to the electric grid. Conclusions regarding the integration of the PV system into the electric grid are presented. © IFIP International Federation for Information Processing 2015.

Simulation of offshore wind system with three-level converters: HVDC power transmission in cloud scope

This paper is on a simulation for offshore wind systems in deep water under cloud scope. The system is equipped with a permanent magnet synchronous generator and a full-power three-level converter, converting the electric energy at variable frequency in one at constant frequency. The control strategies for the three-level are based on proportional integral controllers. The electric energy is injected through a HVDC transmission submarine cable into the grid. The drive train is modeled by a three-mass model taking into account the resistant stiffness torque, structure and tower in the deep water due to the moving surface elevation. Conclusions are taken on the influence of the moving surface on the energy conversion. © IFIP International Federation for Information Processing 2015.

Scenarios Generation for Multi-Agent simulation of Electricity Markets based on Intelligent Data Analysis

This document presents a tool able to automatically gather data provided by real energy markets and to generate scenarios, capture and improve market players’ profiles and strategies by using knowledge discovery processes in databases supported by artificial intelligence techniques, data mining algorithms and machine learning methods. It provides the means for generating scenarios with different dimensions and characteristics, ensuring the representation of real and adapted markets, and their participating entities. The scenarios generator module enhances the MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) simulator, endowing a more effective tool for decision support. The achievements from the implementation of the proposed module enables researchers and electricity markets’ participating entities to analyze data, create real scenarios and make experiments with them. On the other hand, applying knowledge discovery techniques to real data also allows the improvement of MASCEM agents’ profiles and strategies resulting in a better representation of real market players’ behavior. This work aims to improve the comprehension of electricity markets and the interactions among the involved entities through adequate multi-agent simulation.

Multi-Agent Based Smart Grid Management and Simulation: Situation Awareness and Learning in a Test Bed with Simulated and Real Installations and Players

The rising usage of distributed energy resources has been creating several problems in power systems operation. Virtual Power Players arise as a solution for the management of such resources. Additionally, approaching the main network as a series of subsystems gives birth to the concepts of smart grid and micro grid. Simulation, particularly based on multi-agent technology is suitable to model all these new and evolving concepts. MASGriP (Multi-Agent Smart Grid simulation Platform) is a system that was developed to allow deep studies of the mentioned concepts. This paper focuses on a laboratorial test bed which represents a house managed by a MASGriP player. This player is able to control a real installation, responding to requests sent by the system operators and reacting to observed events depending on the context.