Electricity markets modeling considering complex contracts and aggregators

All over the world, the liberalization of electricity markets, which follows different paradigms, has created new challenges for those involved in this sector. In order to respond to these challenges, electric power systems suffered a significant restructuring in its mode of operation and planning. This restructuring resulted in a considerable increase of the electric sector competitiveness. Particularly, the Ancillary Services (AS) market has been target of constant renovations in its operation mode as it is a targeted market for the trading of services, which have as main objective to ensure the operation of electric power systems with appropriate levels of stability, safety, quality, equity and competitiveness. In this way, with the increasing penetration of distributed energy resources including distributed generation, demand response, storage units and electric vehicles, it is essential to develop new smarter and hierarchical methods of operation of electric power systems. As these resources are mostly connected to the distribution network, it is important to consider the introduction of this kind of resources in AS delivery in order to achieve greater reliability and cost efficiency of electrical power systems operation. The main contribution of this work is the design and development of mechanisms and methodologies of AS market and for energy and AS joint market, considering different management entities of transmission and distribution networks. Several models developed in this work consider the most common AS in the liberalized market environment: Regulation Down; Regulation Up; Spinning Reserve and Non-Spinning Reserve. The presented models consider different rules and ways of operation, such as the division of market by network areas, which allows the congestion management of interconnections between areas; or the ancillary service cascading process, which allows the replacement of AS of superior quality by lower quality of AS, ensuring a better economic performance of the market. A major contribution of this work is the development an innovative methodology of market clearing process to be used in the energy and AS joint market, able to ensure viable and feasible solutions in markets, where there are technical constraints in the transmission network involving its division into areas or regions. The proposed method is based on the determination of Bialek topological factors and considers the contribution of the dispatch for all services of increase of generation (energy, Regulation Up, Spinning and Non-Spinning reserves) in network congestion. The use of Bialek factors in each iteration of the proposed methodology allows limiting the bids in the market while ensuring that the solution is feasible in any context of system operation. Another important contribution of this work is the model of the contribution of distributed energy resources in the ancillary services. In this way, a Virtual Power Player (VPP) is considered in order to aggregate, manage and interact with distributed energy resources. The VPP manages all the agents aggregated, being able to supply AS to the system operator, with the main purpose of participation in electricity market. In order to ensure their participation in the AS, the VPP should have a set of contracts with the agents that include a set of diversified and adapted rules to each kind of distributed resource. All methodologies developed and implemented in this work have been integrated into the MASCEM simulator, which is a simulator based on a multi-agent system that allows to study complex operation of electricity markets. In this way, the developed methodologies allow the simulator to cover more operation contexts of the present and future of the electricity market. In this way, this dissertation offers a huge contribution to the AS market simulation, based on models and mechanisms currently used in several real markets, as well as the introduction of innovative methodologies of market clearing process on the energy and AS joint market. This dissertation presents five case studies; each one consists of multiple scenarios. The first case study illustrates the application of AS market simulation considering several bids of market players. The energy and ancillary services joint market simulation is exposed in the second case study. In the third case study it is developed a comparison between the simulation of the joint market methodology, in which the player bids to the ancillary services is considered by network areas and a reference methodology. The fourth case study presents the simulation of joint market methodology based on Bialek topological distribution factors applied to transmission network with 7 buses managed by a TSO. The last case study presents a joint market model simulation which considers the aggregation of small players to a VPP, as well as complex contracts related to these entities. The case study comprises a distribution network with 33 buses managed by VPP, which comprises several kinds of distributed resources, such as photovoltaic, CHP, fuel cells, wind turbines, biomass, small hydro, municipal solid waste, demand response, and storage units.

Modeling of in-situ crystallization processes in the Permian mafic layered intrusion of Mont Collon (Dent Blanche nappe, western Alps)

The Mont Collon mafic complex is one of the best preserved examples of the Early Permian magmatism in the Central Alps, related to the intra-continental collapse of the Variscan belt. It mostly consists (> 95 vol.%) of ol+hy-nonnative plagioclase-wehrlites, olivine- and cpx-gabbros with cumulitic structures, crosscut by acid dikes. Pegmatitic gabbros, troctolites and anorthosites outcrop locally. A well-preserved cumulative, sequence is exposed in the Dents de Bertol area (center of intrusion). PT-calculations indicate that this layered magma chamber emplaced at mid-crustal levels at about 0.5 GPa and 1100 degrees C. The Mont Collon cumulitic rocks record little magmatic differentiation, as illustrated by the restricted range of clinopyroxene mg-number (Mg#(cpx)=83-89). Whole-rock incompatible trace-element contents (e.g. Nb, Zr, Ba) vary largely and without correlation with major-element composition. These features are characteristic of an in-situ crystallization process with variable amounts of interstitial liquid L trapped between the cumulus mineral phases. LA-ICPMS measurements show that trace-element distribution in the latter is homogeneous, pointing to subsolidus re-equilibration between crystals and interstitial melts. A quantitative modeling based on Langmuir's in-situ crystallization equation successfully duplicated the REE concentrations in cumulitic minerals of all rock facies of the intrusion. The calculated amounts of interstitial liquid L vary between 0 and 35% for degrees of differentiation F of 0 to 20%, relative to the least evolved facies of the intrusion. L values are well correlated with the modal proportions of interstitial amphibole and whole-rock incompatible trace-element concentrations (e.g. Zr, Nb) of the tested samples. However, the in-situ crystallization model reaches its limitations with rock containing high modal content of REE-bearing minerals (i.e. zircon), such as pegmatitic gabbros. Dikes of anorthositic composition, locally crosscutting the layered lithologies, evidence that the Mont Collon rocks evolved in open system with mixing of intercumulus liquids of different origins and possibly contrasting compositions. The proposed model is not able to resolve these complex open systems, but migrating liquids could be partly responsible for the observed dispersion of points in some correlation diagrams. Absence of significant differentiation with recurrent lithologies in the cumulitic pile of Dents de Bertol points to an efficiently convective magma chamber, with possible periodic replenishment, (c) 2005 Elsevier B.V. All rights reserved.

Modeling resting-state functional networks when the cortex falls asleep: local and global changes.

The transition from wakefulness to sleep represents the most conspicuous change in behavior and the level of consciousness occurring in the healthy brain. It is accompanied by similarly conspicuous changes in neural dynamics, traditionally exemplified by the change from "desynchronized" electroencephalogram activity in wake to globally synchronized slow wave activity of early sleep. However, unit and local field recordings indicate that the transition is more gradual than it might appear: On one hand, local slow waves already appear during wake; on the other hand, slow sleep waves are only rarely global. Studies with functional magnetic resonance imaging also reveal changes in resting-state functional connectivity (FC) between wake and slow wave sleep. However, it remains unclear how resting-state networks may change during this transition period. Here, we employ large-scale modeling of the human cortico-cortical anatomical connectivity to evaluate changes in resting-state FC when the model "falls asleep" due to the progressive decrease in arousal-promoting neuromodulation. When cholinergic neuromodulation is parametrically decreased, local slow waves appear, while the overall organization of resting-state networks does not change. Furthermore, we show that these local slow waves are structured macroscopically in networks that resemble the resting-state networks. In contrast, when the neuromodulator decrease further to very low levels, slow waves become global and resting-state networks merge into a single undifferentiated, broadly synchronized network.

Schistosoma mansoni major egg antigen Smp40: molecular modeling and potential immunoreactivity for anti-pathology vaccine development

The pathogenesis of Schistosoma mansoni infection is largely determined by host T-cell mediated immune responses such as the granulomatous response to tissue deposited eggs and subsequent fibrosis. The major egg antigens have a valuable role in desensitizing the CD4+ Th cells that mediate granuloma formation, which may prevent or ameliorate clinical signs of schistosomiasis.S. mansoni major egg antigen Smp40 was expressed and completely purified. It was found that the expressed Smp40 reacts specifically with anti-Smp40 monoclonal antibody in Western blotting. Three-dimensional structure was elucidated based on the similarity of Smp40 with the small heat shock protein coded in the protein database as 1SHS as a template in the molecular modeling. It was figured out that the C-terminal of the Smp40 protein (residues 130 onward) contains two alpha crystallin domains. The fold consists of eight beta strands sandwiched in two sheets forming Greek key. The purified Smp40 was used for in vitro stimulation of peripheral blood mononuclear cells from patients infected with S. mansoni using phytohemagglutinin mitogen as a positive control. The obtained results showed that there is no statistical difference in interferon-g, interleukin (IL)-4 and IL-13 levels obtained with Smp40 stimulation compared with the control group (P > 0.05 for each). On the other hand, there were significant differences after Smp40 stimulation in IL-5 (P = 0.006) and IL-10 levels (P < 0.001) compared with the control group. Gaining the knowledge by reviewing the literature, it was found that the overall pattern of cytokine profile obtained with Smp40 stimulation is reported to be associated with reduced collagen deposition, decreased fibrosis, and granuloma formation inhibition. This may reflect its future prospect as a leading anti-pathology schistosomal vaccine candidate.

Low Mannan-binding lectin serum levels are associated with complicated Crohn's disease and reactivity to oligomannan (ASCA).

OBJECTIVES: Mannan-binding lectin (MBL) acts as a pattern-recognition molecule directed against oligomannan, which is part of the cell wall of yeasts and various bacteria. We have previously shown an association between MBL deficiency and anti-Saccharomyces cerevisiae mannan antibody (ASCA) positivity. This study aims at evaluating whether MBL deficiency is associated with distinct Crohn's disease (CD) phenotypes. METHODS: Serum concentrations of MBL and ASCA were measured using ELISA (enzyme-linked immunosorbent assay) in 427 patients with CD, 70 with ulcerative colitis, and 76 healthy controls. CD phenotypes were grouped according to the Montreal Classification as follows: non-stricturing, non-penetrating (B1, n=182), stricturing (B2, n=113), penetrating (B3, n=67), and perianal disease (p, n=65). MBL was classified as deficient (<100 ng/ml), low (100-500 ng/ml), and normal (500 ng/ml). RESULTS: Mean MBL was lower in B2 and B3 CD patients (1,503+/-1,358 ng/ml) compared with that in B1 phenotypes (1,909+/-1,392 ng/ml, P=0.013). B2 and B3 patients more frequently had low or deficient MBL and ASCA positivity compared with B1 patients (P=0.004 and P<0.001). Mean MBL was lower in ASCA-positive CD patients (1,562+/-1,319 ng/ml) compared with that in ASCA-negative CD patients (1,871+/-1,320 ng/ml, P=0.038). In multivariate logistic regression modeling, low or deficient MBL was associated significantly with B1 (negative association), complicated disease (B2+B3), and ASCA. MBL levels did not correlate with disease duration. CONCLUSIONS: Low or deficient MBL serum levels are significantly associated with complicated (stricturing and penetrating) CD phenotypes but are negatively associated with the non-stricturing, non-penetrating group. Furthermore, CD patients with low or deficient MBL are significantly more often ASCA positive, possibly reflecting delayed clearance of oligomannan-containing microorganisms by the innate immune system in the absence of MBL.

Modeling stochasticity and robustness in gene regulatory networks.

MOTIVATION: Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. RESULTS: In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. AVAILABILITY: Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

Protocol for the modeling the epidemiologic transition study: a longitudinal observational study of energy balance and change in body weight, diabetes and cardiovascular disease risk.

ABSTRACT: BACKGROUND: The prevalence of obesity has increased in societies of all socio-cultural backgrounds. To date, guidelines set forward to prevent obesity have universally emphasized optimal levels of physical activity. However there are few empirical data to support the assertion that low levels of energy expenditure in activity is a causal factor in the current obesity epidemic are very limited. METHODS: The Modeling the Epidemiologic Transition Study (METS) is a cohort study designed to assess the association between physical activity levels and relative weight, weight gain and diabetes and cardiovascular disease risk in five population-based samples at different stages of economic development. Twenty-five hundred young adults, ages 25-45, were enrolled in the study; 500 from sites in Ghana, South Africa, Seychelles, Jamaica and the United States. At baseline, physical activity levels were assessed using accelerometry and a questionnaire in all participants and by doubly labeled water in a subsample of 75 per site. We assessed dietary intake using two separate 24-h recalls, body composition using bioelectrical impedance analysis, and health history, social and economic indicators by questionnaire. Blood pressure was measured and blood samples collected for measurement of lipids, glucose, insulin and adipokines. Full examination including physical activity using accelerometry, anthropometric data and fasting glucose will take place at 12 and 24 months. The distribution of the main variables and the associations between physical activity, independent of energy intake, glucose metabolism and anthropometric measures will be assessed using cross-section and longitudinal analysis within and between sites. DISCUSSION: METS will provide insight on the relative contribution of physical activity and diet to excess weight, age-related weight gain and incident glucose impairment in five populations' samples of young adults at different stages of economic development. These data should be useful for the development of empirically-based public health policy aimed at the prevention of obesity and associated chronic diseases.

Modeling the biophysical impacts of global change in mountain biosphere reserves

Mountains and mountain societies provide a wide range of goods and services to humanity, but they are particularly sensitive to the effects of global environmental change. Thus, the definition of appropriate management regimes that maintain the multiple functions of mountain regions in a time of greatly changing climatic, economic, and societal drivers constitutes a significant challenge. Management decisions must be based on a sound understanding of the future dynamics of these systems. The present article reviews the elements required for an integrated effort to project the impacts of global change on mountain regions, and recommends tools that can be used at 3 scientific levels (essential, improved, and optimum). The proposed strategy is evaluated with respect to UNESCO's network of Mountain Biosphere Reserves (MBRs), with the intention of implementing it in other mountain regions as well. First, methods for generating scenarios of key drivers of global change are reviewed, including land use/land cover and climate change. This is followed by a brief review of the models available for projecting the impacts of these scenarios on (1) cryospheric systems, (2) ecosystem structure and diversity, and (3) ecosystem functions such as carbon and water relations. Finally, the cross-cutting role of remote sensing techniques is evaluated with respect to both monitoring and modeling efforts. We conclude that a broad range of techniques is available for both scenario generation and impact assessments, many of which can be implemented without much capacity building across many or even most MBRs. However, to foster implementation of the proposed strategy, further efforts are required to establish partnerships between scientists and resource managers in mountain areas.

Genetic and genomic analysis modeling of germline c-MYC overexpression and cancer susceptibility

Background: Germline genetic variation is associated with the differential expression of many human genes. The phenotypic effects of this type of variation may be important when considering susceptibility to common genetic diseases. Three regions at 8q24 have recently been identified to independently confer risk of prostate cancer. Variation at 8q24 has also recently been associated with risk of breast and colorectal cancer. However, none of the risk variants map at or relatively close to known genes, with c-MYC mapping a few hundred kilobases distally. Results: This study identifies cis-regulators of germline c-MYC expression in immortalized lymphocytes of HapMap individuals. Quantitative analysis of c-MYC expression in normal prostate tissues suggests an association between overexpression and variants in Region 1 of prostate cancer risk. Somatic c-MYC overexpression correlates with prostate cancer progression and more aggressive tumor forms, which was also a pathological variable associated with Region 1. Expression profiling analysis and modeling of transcriptional regulatory networks predicts a functional association between MYC and the prostate tumor suppressor KLF6. Analysis of MYC/Myc-driven cell transformation and tumorigenesis substantiates a model in which MYC overexpression promotes transformation by down-regulating KLF6. In this model, a feedback loop through E-cadherin down-regulation causes further transactivation of c-MYC.Conclusion: This study proposes that variation at putative 8q24 cis-regulator(s) of transcription can significantly alter germline c-MYC expression levels and, thus, contribute to prostate cancer susceptibility by down-regulating the prostate tumor suppressor KLF6 gene.

Prediction of infant drug exposure through breastfeeding: population PK modeling and simulation of fluoxetine

BACKGROUND: Risks of significant infant drug exposurethrough breastmilk are poorly defined for many drugs, and largescalepopulation data are lacking. We used population pharmacokinetics(PK) modeling to predict fluoxetine exposure levels ofinfants via mother's milk in a simulated population of 1000 motherinfantpairs.METHODS: Using our original data on fluoxetine PK of 25breastfeeding women, a population PK model was developed withNONMEM and parameters, including milk concentrations, wereestimated. An exponential distribution model was used to account forindividual variation. Simulation random and distribution-constrainedassignment of doses, dosing time, feeding intervals and milk volumewas conducted to generate 1000 mother-infant pairs with characteristicssuch as the steady-state serum concentrations (Css) and infantdose relative to the maternal weight-adjusted dose (relative infantdose: RID). Full bioavailability and a conservative point estimate of1-month-old infant CYP2D6 activity to be 20% of the adult value(adjusted by weigth) according to a recent study, were assumed forinfant Css calculations.RESULTS: A linear 2-compartment model was selected as thebest model. Derived parameters, including milk-to-plasma ratios(mean: 0.66; SD: 0.34; range, 0 - 1.1) were consistent with the valuesreported in the literature. The estimated RID was below 10% in >95%of infants. The model predicted median infant-mother Css ratio was0.096 (range 0.035 - 0.25); literature reported mean was 0.07 (range0-0.59). Moreover, the predicted incidence of infant-mother Css ratioof >0.2 was less than 1%.CONCLUSION: Our in silico model prediction is consistent withclinical observations, suggesting that substantial systemic fluoxetineexposure in infants through human milk is rare, but further analysisshould include active metabolites. Our approach may be valid forother drugs. [supported by CIHR and Swiss National Science Foundation(SNSF)]

Macroeconomic modeling for monetary policy evaluation

We describe some of the main features of the recent vintage macroeconomic models used for monetary policy evaluation. We point to some of the key differences with respect to the earlier generation ofmacro models, and highlight the insights for policy that these new frameworks have to offer. Our discussion emphasizes two key aspects of the new models: the significant role of expectations of future policy actions in the monetary transmission mechanism, and the importance for the central bank of tracking of the flexible price equilibrium values of the natural levels of output and the real interest rate. We argue that both features have important implications for the conduct of monetary policy.

Physiologically based pharmacokinetic modeling of arsenic in the mouse

A remarkable feature of the carcinogenicity of inorganic arsenic is that while human exposures to high concentrations of inorganic arsenic in drinking water are associated with increases in skin, lung, and bladder cancer, inorganic arsenic has not typically caused tumors in standard laboratory animal test protocols. Inorganic arsenic administered for periods of up to 2 yr to various strains of laboratory mice, including the Swiss CD-1, Swiss CR:NIH(S), C57Bl/6p53(+/-), and C57Bl/6p53(+/+), has not resulted in significant increases in tumor incidence. However, Ng et al. (1999) have reported a 40% tumor incidence in C57Bl/6J mice exposed to arsenic in their drinking water throughout their lifetime, with no tumors reported in controls. In order to investigate the potential role of tissue dosimetry in differential susceptibility to arsenic carcinogenicity, a physiologically based pharmacokinetic (PBPK) model for inorganic arsenic in the rat, hamster, monkey, and human (Mann et al., 1996a, 1996b) was extended to describe the kinetics in the mouse. The PBPK model was parameterized in the mouse using published data from acute exposures of B6C3F1 mice to arsenate, arsenite, monomethylarsonic acid (MMA), and dimethylarsinic acid (DMA) and validated using data from acute exposures of C57Black mice. Predictions of the acute model were then compared with data from chronic exposures. There was no evidence of changes in the apparent volume of distribution or in the tissue-plasma concentration ratios between acute and chronic exposure that might support the possibility of inducible arsenite efflux. The PBPK model was also used to project tissue dosimetry in the C57Bl/6J study, in comparison with tissue levels in studies having shorter duration but higher arsenic treatment concentrations. The model evaluation indicates that pharmacokinetic factors do not provide an explanation for the difference in outcomes across the various mouse bioassays. Other possible explanations may relate to strain-specific differences, or to the different durations of dosing in each of the mouse studies, given the evidence that inorganic arsenic is likely to be active in the later stages of the carcinogenic process. [Authors]

Evaluation of occupational exposure: comparison of biological and environmental variabilities using physiologically based toxicokinetic modeling

PURPOSE: Few studies compare the variabilities that characterize environmental (EM) and biological monitoring (BM) data. Indeed, comparing their respective variabilities can help to identify the best strategy for evaluating occupational exposure. The objective of this study is to quantify the biological variability associated with 18 bio-indicators currently used in work environments. METHOD: Intra-individual (BV(intra)), inter-individual (BV(inter)), and total biological variability (BV(total)) were quantified using validated physiologically based toxicokinetic (PBTK) models coupled with Monte Carlo simulations. Two environmental exposure profiles with different levels of variability were considered (GSD of 1.5 and 2.0). RESULTS: PBTK models coupled with Monte Carlo simulations were successfully used to predict the biological variability of biological exposure indicators. The predicted values follow a lognormal distribution, characterized by GSD ranging from 1.1 to 2.3. Our results show that there is a link between biological variability and the half-life of bio-indicators, since BV(intra) and BV(total) both decrease as the biological indicator half-lives increase. BV(intra) is always lower than the variability in the air concentrations. On an individual basis, this means that the variability associated with the measurement of biological indicators is always lower than the variability characterizing airborne levels of contaminants. For a group of workers, BM is less variable than EM for bio-indicators with half-lives longer than 10-15 h. CONCLUSION: The variability data obtained in the present study can be useful in the development of BM strategies for exposure assessment and can be used to calculate the number of samples required for guiding industrial hygienists or medical doctors in decision-making.

Thermal modeling and management in ultrathin chip stack technology

This paper presents a thermal modeling for power management of a new three-dimensional (3-D) thinned dies stacking process. Besides the high concentration of power dissipating sources, which is the direct consequence of the very interesting integration efficiency increase, this new ultra-compact packaging technology can suffer of the poor thermal conductivity (about 700 times smaller than silicon one) of the benzocyclobutene (BCB) used as both adhesive and planarization layers in each level of the stack. Thermal simulation was conducted using three-dimensional (3-D) FEM tool to analyze the specific behaviors in such stacked structure and to optimize the design rules. This study first describes the heat transfer limitation through the vertical path by examining particularly the case of the high dissipating sources under small area. First results of characterization in transient regime by means of dedicated test device mounted in single level structure are presented. For the design optimization, the thermal draining capabilities of a copper grid or full copper plate embedded in the intermediate layer of stacked structure are evaluated as a function of the technological parameters and the physical properties. It is shown an interest for the transverse heat extraction under the buffer devices dissipating most the power and generally localized in the peripheral zone, and for the temperature uniformization, by heat spreading mechanism, in the localized regions where the attachment of the thin die is altered. Finally, all conclusions of this analysis are used for the quantitative projections of the thermal performance of a first demonstrator based on a three-levels stacking structure for space application.

Structural changes in latosols of the cerrado region: II - soil compressive behavior and modeling of additional compaction

Currently in Brazil, as in other parts of the world, the concern is great with the increase of degraded agricultural soil, which is mostly related to the occurrence of soil compaction. Although soil texture is recognized as a very important component in the soil compressive behaviors, there are few studies that quantify its influence on the structural changes of Latosols in the Brazilian Cerrado region. This study aimed to evaluate structural changes and the compressive behavior of Latosols in Rio Verde, Goiás, through the modeling of additional soil compaction. The study was carried out using five Latosols with very different textures, under different soil compaction levels. Water retention and soil compression curves, and bearing capacity models were determined from undisturbed samples collected on the B horizons. Results indicated that clayey and very clayey Latosols were more susceptible to compression than medium-textured soils. Soil compression curves at density values associate with edaphic functions were used to determine the beneficial pressure (σ b) , i.e., pressure with optimal water retention, and critical pressure (σcrMAC), i.e., pressure with macroporosity below critical levels. These pressure values were higher than the preconsolidation pressure (σp), and therefore characterized as additional compaction. Based on the compressive behavior of these Latosols, it can be concluded that the combined preconsolidation pressure, beneficial pressure and critical pressure allow a better understanding of compression processes of Latosols.