Hybrid wind-diesel power plant valuation and optimization using real option theory and dynamic programming

El sistema de energía eólica-diesel híbrido tiene un gran potencial en la prestación de suministro de energía a comunidades remotas. En comparación con los sistemas tradicionales de diesel, las plantas de energía híbridas ofrecen grandes ventajas tales como el suministro de capacidad de energía extra para "microgrids", reducción de los contaminantes y emisiones de gases de efecto invernadero, y la cobertura del riesgo de aumento inesperado del precio del combustible. El principal objetivo de la presente tesis es proporcionar nuevos conocimientos para la evaluación y optimización de los sistemas de energía híbrido eólico-diesel considerando las incertidumbres. Dado que la energía eólica es una variable estocástica, ésta no puede ser controlada ni predecirse con exactitud. La naturaleza incierta del viento como fuente de energía produce serios problemas tanto para la operación como para la evaluación del valor del sistema de energía eólica-diesel híbrido. Por un lado, la regulación de la potencia inyectada desde las turbinas de viento es una difícil tarea cuando opera el sistema híbrido. Por otro lado, el bene.cio económico de un sistema eólico-diesel híbrido se logra directamente a través de la energía entregada a la red de alimentación de la energía eólica. Consecuentemente, la incertidumbre de los recursos eólicos incrementa la dificultad de estimar los beneficios globales en la etapa de planificación. La principal preocupación del modelo tradicional determinista es no tener en cuenta la incertidumbre futura a la hora de tomar la decisión de operación. Con lo cual, no se prevé las acciones operativas flexibles en respuesta a los escenarios futuros. El análisis del rendimiento y simulación por ordenador en el Proyecto Eólico San Cristóbal demuestra que la incertidumbre sobre la energía eólica, las estrategias de control, almacenamiento de energía, y la curva de potencia de aerogeneradores tienen un impacto significativo sobre el rendimiento del sistema. En la presente tesis, se analiza la relación entre la teoría de valoración de opciones y el proceso de toma de decisiones. La opción real se desarrolla con un modelo y se presenta a través de ejemplos prácticos para evaluar el valor de los sistemas de energía eólica-diesel híbridos. Los resultados muestran que las opciones operacionales pueden aportar un valor adicional para el sistema de energía híbrida, cuando esta flexibilidad operativa se utiliza correctamente. Este marco se puede aplicar en la optimización de la operación a corto plazo teniendo en cuenta la naturaleza dependiente de la trayectoria de la política óptima de despacho, dadas las plausibles futuras realizaciones de la producción de energía eólica. En comparación con los métodos de valoración y optimización existentes, el resultado del caso de estudio numérico muestra que la política de operación resultante del modelo de optimización propuesto presenta una notable actuación en la reducción del con- sumo total de combustible del sistema eólico-diesel. Con el .n de tomar decisiones óptimas, los operadores de plantas de energía y los gestores de éstas no deben centrarse sólo en el resultado directo de cada acción operativa, tampoco deberían tomar decisiones deterministas. La forma correcta es gestionar dinámicamente el sistema de energía teniendo en cuenta el valor futuro condicionado en cada opción frente a la incertidumbre. ABSTRACT Hybrid wind-diesel power systems have a great potential in providing energy supply to remote communities. Compared with the traditional diesel systems, hybrid power plants are providing many advantages such as providing extra energy capacity to the micro-grid, reducing pollution and greenhouse-gas emissions, and hedging the risk of unexpected fuel price increases. This dissertation aims at providing novel insights for assessing and optimizing hybrid wind-diesel power systems considering the related uncertainties. Since wind power can neither be controlled nor accurately predicted, the energy harvested from a wind turbine may be considered a stochastic variable. This uncertain nature of wind energy source results in serious problems for both the operation and value assessment of the hybrid wind-diesel power system. On the one hand, regulating the uncertain power injected from wind turbines is a difficult task when operating the hybrid system. On the other hand, the economic profit of a hybrid wind-diesel system is achieved directly through the energy delivered to the power grid from the wind energy. Therefore, the uncertainty of wind resources has increased the difficulty in estimating the total benefits in the planning stage. The main concern of the traditional deterministic model is that it does not consider the future uncertainty when making the dispatch decision. Thus, it does not provide flexible operational actions in response to the uncertain future scenarios. Performance analysis and computer simulation on the San Cristobal Wind Project demonstrate that the wind power uncertainty, control strategies, energy storage, and the wind turbine power curve have a significant impact on the performance of the system. In this dissertation, the relationship between option pricing theory and decision making process is discussed. A real option model is developed and presented through practical examples for assessing the value of hybrid wind-diesel power systems. Results show that operational options can provide additional value to the hybrid power system when this operational flexibility is correctly utilized. This framework can be applied in optimizing short term dispatch decisions considering the path-dependent nature of the optimal dispatch policy, given the plausible future realizations of the wind power production. Comparing with the existing valuation and optimization methods, result from numerical example shows that the dispatch policy resulting from the proposed optimization model exhibits a remarkable performance in minimizing the total fuel consumption of the wind-diesel system. In order to make optimal decisions, power plant operators and managers should not just focus on the direct outcome of each operational action; neither should they make deterministic decisions. The correct way is to dynamically manage the power system by taking into consideration the conditional future value in each option in response to the uncertainty.

Current Trends in LSP Research: Aims and Methods

Languages for Specific Languages (LSP) represent a dynamic approach both in research and practice and, as such, it is in constant evolution. It was earlier related to the use of English as an international language of communication in business and technology and thus designated as ESP (English for Specific Purposes). In Genre Analysis, Swales (1990) brought in new horizons with the notions of genre and discourse community. Thereafter, research on LSP learning and discourse have thrived over a large range of thematic contents and methods. Current Trends in LSP Research: Aims and Methods can be inserted in this latest streak

Static and dynamic lengths of neutrophil microvilli

Containing most of the L-selectin and P-selectin glycoprotein ligand-1 (PSGL-1) on their tips, microvilli are believed to promote the initial arrest of neutrophils on endothelium. At the rolling stage following arrest, the lifetimes of the involved molecular bonds depend on the pulling force imposed by the shear stress of blood flow. With two different methods, electron microscopy and micropipette manipulation, we have obtained two comparable neutrophil microvillus lengths, both ≈0.3 μm in average. We have found also that, under a pulling force, a microvillus can be extended (microvillus extension) or a long thin membrane cylinder (a tether) can be formed from it (tether formation). If the force is ≤34 pN (± 3 pN), the length of the microvillus will be extended; if the force is >61 pN (± 5 pN), a tether will be formed from the microvillus at a constant velocity, which depends linearly on the force. When the force is between 34 pN and 61 pN (transition zone), the degree of association between membrane and cytoskeleton in individual microvilli will dictate whether microvillus extension or tether formation occurs. When a microvillus is extended, it acts like a spring with a spring constant of ≈43 pN/μm. In contrast to a rigid or nonextendible microvillus, both microvillus extension and tether formation can decrease the pulling force imposed on the adhesive bonds, and thus prolonging the persistence of the bonds at high physiological shear stresses.

Dynamic mapping at the laminar level of odor-elicited responses in rat olfactory bulb by functional MRI

We have applied functional MRI (fMRI) based on blood oxygenation level-dependent (BOLD) image-contrast to map odor-elicited olfactory responses at the laminar level in the rat olfactory bulb (OB) elicited by iso-amyl acetate (10−2 dilution of saturated vapor) with spatial and temporal resolutions of 220×220×1,000 μm and 36 s. The laminar structure of the OB was clearly depicted by high-resolution in vivo anatomical MRI with spatial resolution of 110×110×1,000 μm. In repeated BOLD fMRI measurements, highly significant (P < 0.001) foci were located in the outer layers of both OBs. The occurrence of focal OB activity within a domain at the level of individual glomeruli or groups of glomeruli was corroborated on an intra- and inter-animal basis under anesthetized conditions with this noninvasive method. The dynamic studies demonstrated that the odor-elicited BOLD activations were highly reproducible on a time scale of minutes, whereas over tens of minutes the activations sometimes varied slowly. We found large BOLD signal (ΔS/S = 10–30%) arising from the olfactory nerve layer, which is devoid of synapses and composed of unmyelinated fibers and glial cells. Our results support previous studies with other methods showing that odors elicit activity within glomerular layer domains in the mammalian OB, and extend the analysis to shorter time periods at the level of individual glomeruli or groups of glomeruli. With further improvement, BOLD fMRI should be ideal for systematic analysis of the functional significance of individual glomeruli in olfactory information encoding and of spatiotemporal processing within the olfactory system.

Assessment and discrimination of odor stimuli in rat olfactory bulb by dynamic functional MRI

Dynamic blood oxygenation level-dependent functional MRI was applied at 7 T in the rat olfactory bulb (OB) with pulsed delivery of iso-amyl acetate (IAA) and limonene. Acquisition times for single-slice and whole OB data were 8 and 32 s, respectively, with spatial resolution of 220 × 220 × 250 μm. On an intrasubject basis, short IAA exposures of 0.6 min separated by 3.5-min intervals induced reproducible spatial activity patterns (SAPs) in the olfactory nerve layer, glomerular layer, and external plexiform layer. During long exposures (≈10 min), the initially dominant dorsal SAPs declined in intensity and area, whereas in some OB regions, the initially weak ventral/lateral SAPs increased first and then decreased. The SAPs of different concentrations were topologically similar, which implies that whereas an odor at various concentrations activates the same subsets of receptor cells, different concentrations are assessed and discriminated by variable magnitudes of laminarspecific activations. IAA and limonene reproducibly activated different subsets of receptor cells with some overlaps. Whereas qualitative topographical agreement was observed with results from other methods, the current dynamic blood oxygenation level-dependent functional MRI results can provide quantitative SAPs of the entire OB.

Determining departure times in dynamic and stochastic maritime routing and scheduling problem

In maritime transportation, decisions are made in a dynamic setting where many aspects of the future are uncertain. However, most academic literature on maritime transportation considers static and deterministic routing and scheduling problems. This work addresses a gap in the literature on dynamic and stochastic maritime routing and scheduling problems, by focusing on the scheduling of departure times. Five simple strategies for setting departure times are considered, as well as a more advanced strategy which involves solving a mixed integer mathematical programming problem. The latter strategy is significantly better than the other methods, while adding only a small computational effort.

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search.

Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.

Analysis of a metallic pedestrian bridge under dynamic human loads in pre and post reinforcement phases

The purpose of this work is to study the dynamic behavior of a pedestrian bridge in Alicante, Spain. It is a very slender footbridge with vertical and horizontal vibration problems during the passage of pedestrians. Accelerations have been recorded by accelerometers installed at various locations of the bridge. Two scenarios, in free vibration (after the passage of a certain number of pedestrians on the bridge) and forced vibration produced by a fixed number of pedestrians walking on the bridge at a certain speed and frequency. In each test, the effect on the comfort of the pedestrians, the natural frequencies of vibration, the mode shapes and damping factors have been estimated. It has been found that the acceleration levels are much higher than the allowable by the Spanish standards and this should be considered in the restoration of the footbridge.

Modeling and validation of the thermal behavior of buildings for the development of demand response methods

The representation of the thermal behaviour of the building is achieved through a relatively simple dynamic model that takes into account the effects due to the thermal mass of the building components. The model of a intra-floor apartment has been built in the Matlab-Simulink environment and considers the heat transmission through the external envelope, wall and windows, the internal thermal masses, (i.e. furniture, internal wall and floor slabs) and the sun gain due to opaque and see-through surfaces of the external envelope. The simulations results for the entire year have been compared and the model validated, with the one obtained with the dynamic building simulation software Energyplus.

PLANT MACROFOSSIL METHODS AND STUDIES | Treeline Studies

Macrofossil series from mountainous and polar areas such as the Alps, the Scandes, and the Rocky Mountains provide useful information about the late Quaternary course of treelines. Reconstructions of past treeline positions and compositions after the Ice Age can be used to infer paleoclimatic information or to study treeline ecosystem responses to (rapid) climatic change. Both approaches are illustrated by study cases. In addition to these paleoclimatic and paleoecological issues, macrofossil records can be used to validate dynamic treeline vegetation models. An example from the Alps shows the high potential of such a procedure towards applying forest-succession models for assessing future vegetation dynamics at treeline.

Changes Measurement in Biological Signals Based on Dynamic Time Warping Procedure on the Example of Repolarization Part of HeartbeatCycle

Master thesis discusses the analysis of changes in biological signals on time based on dynamic time warping algorithm (DTW). Special attention is paid to problems of tiny changes analysis incomplex nonstationary biological signals. Electrocardiographic (ECG) signals are used as an example inthis study; in particular, repolarization segments of heart beat cycles. The aim of the research is studyingthe possibility of applying DTW algorithm for the analysis of small changes in the repolarization segments of heart beat cycles. The research has the following tasks:- Studying repolarization segments of heart beat cycles, andmethods of their analysis;- Studying DTW algorithm and its modifications, finding the most appropriate modification for analyzing changes in biological signals;- Development of methods for analyzing the warping path(output parameter of DTW algorithm).

An iterative method for solving nonsymmetric linear systems with dynamic estimation of parameters /

Vita.

Is the association between late-life morbidity and disability attenuated over time? : Exploring the dynamic equilibrium of morbidity hypothesis

Context: There is evidence suggesting that the prevalence of disability in late life has declined over time while the prevalence of disabling chronic diseases has increased. The dynamic equilibrium of morbidity hypothesis suggests that these seemingly contradictory trends are due to the attenuation of the morbidity-disability link over time. The aim of this study was to empirically test this assumption.Methods: Data were drawn from three repeated cross-sections of SWEOLD, a population-based survey among the Swedish men and women ages 77 and older. Logistic regression models were fitted to assess the trends in the prevalence of Activities of Daily Living (ADL) disability, Instrumental ADL (IADL) disability, and selected groups of chronic conditions. The changes in the associations between chronic conditions and disabilities were examined in both multiplicative and additive models.Results: Between 1992 and 2011, the odds of ADL disability significantly declined among women whereas the odds of IADL disability significantly declined among men. During the same period, the prevalence of most chronic morbidities including multimorbidity went up. Significant attenuations of the morbidity-disability associations were found for cardiovascular diseases, metabolic disorders, poor lung function, psychological distress, and multimorbidity.Conclusion: In agreement with the dynamic equilibrium hypothesis, this study concludes that the associations between chronic conditions and disability among the Swedish older adults have largely waned over time.

Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing

Thesis (Ph.D.)--University of Washington, 2016-08

Design Expressions and Dynamic Evaluation of CFST Bridges Subjected to Seismic Hazards

Thesis (Ph.D.)--University of Washington, 2016-06