947 resultados para Dynamic Energy Budget


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La necesidad de desarrollar técnicas para predecir la respuesta vibroacústica de estructuras espaciales lia ido ganando importancia en los últimos años. Las técnicas numéricas existentes en la actualidad son capaces de predecir de forma fiable el comportamiento vibroacústico de sistemas con altas o bajas densidades modales. Sin embargo, ambos rangos no siempre solapan lo que hace que sea necesario el desarrollo de métodos específicos para este rango, conocido como densidad modal media. Es en este rango, conocido también como media frecuencia, donde se centra la presente Tesis doctoral, debido a la carencia de métodos específicos para el cálculo de la respuesta vibroacústica. Para las estructuras estudiadas en este trabajo, los mencionados rangos de baja y alta densidad modal se corresponden, en general, con los rangos de baja y alta frecuencia, respectivamente. Los métodos numéricos que permiten obtener la respuesta vibroacústica para estos rangos de frecuencia están bien especificados. Para el rango de baja frecuencia se emplean técnicas deterministas, como el método de los Elementos Finitos, mientras que, para el rango de alta frecuencia las técnicas estadísticas son más utilizadas, como el Análisis Estadístico de la Energía. En el rango de medias frecuencias ninguno de estos métodos numéricos puede ser usado con suficiente precisión y, como consecuencia -a falta de propuestas más específicas- se han desarrollado métodos híbridos que combinan el uso de métodos de baja y alta frecuencia, intentando que cada uno supla las deficiencias del otro en este rango medio. Este trabajo propone dos soluciones diferentes para resolver el problema de la media frecuencia. El primero de ellos, denominado SHFL (del inglés Subsystem based High Frequency Limit procedure), propone un procedimiento multihíbrido en el cuál cada subestructura del sistema completo se modela empleando una técnica numérica diferente, dependiendo del rango de frecuencias de estudio. Con este propósito se introduce el concepto de límite de alta frecuencia de una subestructura, que marca el límite a partir del cual dicha subestructura tiene una densidad modal lo suficientemente alta como para ser modelada utilizando Análisis Estadístico de la Energía. Si la frecuencia de análisis es menor que el límite de alta frecuencia de la subestructura, ésta se modela utilizando Elementos Finitos. Mediante este método, el rango de media frecuencia se puede definir de una forma precisa, estando comprendido entre el menor y el mayor de los límites de alta frecuencia de las subestructuras que componen el sistema completo. Los resultados obtenidos mediante la aplicación de este método evidencian una mejora en la continuidad de la respuesta vibroacústica, mostrando una transición suave entre los rangos de baja y alta frecuencia. El segundo método propuesto se denomina HS-CMS (del inglés Hybrid Substructuring method based on Component Mode Synthesis). Este método se basa en la clasificación de la base modal de las subestructuras en conjuntos de modos globales (que afectan a todo o a varias partes del sistema) o locales (que afectan a una única subestructura), utilizando un método de Síntesis Modal de Componentes. De este modo es posible situar espacialmente los modos del sistema completo y estudiar el comportamiento del mismo desde el punto de vista de las subestructuras. De nuevo se emplea el concepto de límite de alta frecuencia de una subestructura para realizar la clasificación global/local de los modos en la misma. Mediante dicha clasificación se derivan las ecuaciones globales del movimiento, gobernadas por los modos globales, y en las que la influencia del conjunto de modos locales se introduce mediante modificaciones en las mismas (en su matriz dinámica de rigidez y en el vector de fuerzas). Las ecuaciones locales se resuelven empleando Análisis Estadístico de Energías. Sin embargo, este último será un modelo híbrido, en el cual se introduce la potencia adicional aportada por la presencia de los modos globales. El método ha sido probado para el cálculo de la respuesta de estructuras sometidas tanto a cargas estructurales como acústicas. Ambos métodos han sido probados inicialmente en estructuras sencillas para establecer las bases e hipótesis de aplicación. Posteriormente, se han aplicado a estructuras espaciales, como satélites y reflectores de antenas, mostrando buenos resultados, como se concluye de la comparación de las simulaciones y los datos experimentales medidos en ensayos, tanto estructurales como acústicos. Este trabajo abre un amplio campo de investigación a partir del cual es posible obtener metodologías precisas y eficientes para reproducir el comportamiento vibroacústico de sistemas en el rango de la media frecuencia. ABSTRACT Over the last years an increasing need of novel prediction techniques for vibroacoustic analysis of space structures has arisen. Current numerical techniques arc able to predict with enough accuracy the vibro-acoustic behaviour of systems with low and high modal densities. However, space structures are, in general, very complex and they present a range of frequencies in which a mixed behaviour exist. In such cases, the full system is composed of some sub-structures which has low modal density, while others present high modal density. This frequency range is known as the mid-frequency range and to develop methods for accurately describe the vibro-acoustic response in this frequency range is the scope of this dissertation. For the structures under study, the aforementioned low and high modal densities correspond with the low and high frequency ranges, respectively. For the low frequency range, deterministic techniques as the Finite Element Method (FEM) are used while, for the high frequency range statistical techniques, as the Statistical Energy Analysis (SEA), arc considered as more appropriate. In the mid-frequency range, where a mixed vibro-acoustic behaviour is expected, any of these numerical method can not be used with enough confidence level. As a consequence, it is usual to obtain an undetermined gap between low and high frequencies in the vibro-acoustic response function. This dissertation proposes two different solutions to the mid-frequency range problem. The first one, named as The Subsystem based High Frequency Limit (SHFL) procedure, proposes a multi-hybrid procedure in which each sub-structure of the full system is modelled with the appropriate modelling technique, depending on the frequency of study. With this purpose, the concept of high frequency limit of a sub-structure is introduced, marking out the limit above which a substructure has enough modal density to be modelled by SEA. For a certain analysis frequency, if it is lower than the high frequency limit of the sub-structure, the sub-structure is modelled through FEM and, if the frequency of analysis is higher than the high frequency limit, the sub-structure is modelled by SEA. The procedure leads to a number of hybrid models required to cover the medium frequency range, which is defined as the frequency range between the lowest substructure high frequency limit and the highest one. Using this procedure, the mid-frequency range can be define specifically so that, as a consequence, an improvement in the continuity of the vibro-acoustic response function is achieved, closing the undetermined gap between the low and high frequency ranges. The second proposed mid-frequency solution is the Hybrid Sub-structuring method based on Component Mode Synthesis (HS-CMS). The method adopts a partition scheme based on classifying the system modal basis into global and local sets of modes. This classification is performed by using a Component Mode Synthesis, in particular a Craig-Bampton transformation, in order to express the system modal base into the modal bases associated with each sub-structure. Then, each sub-structure modal base is classified into global and local set, fist ones associated with the long wavelength motion and second ones with the short wavelength motion. The high frequency limit of each sub-structure is used as frequency frontier between both sets of modes. From this classification, the equations of motion associated with global modes are derived, which include the interaction of local modes by means of corrections in the dynamic stiffness matrix and the force vector of the global problem. The local equations of motion are solved through SEA, where again interactions with global modes arc included through the inclusion of an additional input power into the SEA model. The method has been tested for the calculation of the response function of structures subjected to structural and acoustic loads. Both methods have been firstly tested in simple structures to establish their basis and main characteristics. Methods are also verified in space structures, as satellites and antenna reflectors, providing good results as it is concluded from the comparison with experimental results obtained in both, acoustic and structural load tests. This dissertation opens a wide field of research through which further studies could be performed to obtain efficient and accurate methodologies to appropriately reproduce the vibro-acoustic behaviour of complex systems in the mid-frequency range.

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The computational and cooling power demands of enterprise servers are increasing at an unsustainable rate. Understanding the relationship between computational power, temperature, leakage, and cooling power is crucial to enable energy-efficient operation at the server and data center levels. This paper develops empirical models to estimate the contributions of static and dynamic power consumption in enterprise servers for a wide range of workloads, and analyzes the interactions between temperature, leakage, and cooling power for various workload allocation policies. We propose a cooling management policy that minimizes the server energy consumption by setting the optimum fan speed during runtime. Our experimental results on a presently shipping enterprise server demonstrate that including leakage awareness in workload and cooling management provides additional energy savings without any impact on performance.

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En esta tesis se investiga la interacción entre un fluido viscoso y un cuerpo sólido en presencia de una superficie libre. El problema se expresa teóricamente poniendo especial atención a los aspectos de conservación de energía y de la interacción del fluido con el cuerpo. El problema se considera 2D y monofásico, y un desarrollo matemático permite una descomposición de los términos disipativos en términos relacionados con la superficie libre y términos relacionados con la enstrofía. El modelo numérico utilizado en la tesis se basa en el método sin malla Smoothed Particle Hydrodynamics (SPH). De manera análoga a lo que se hace a nivel continuo, las propiedades de conservación se estudian en la tesis con el sistema discreto de partículas. Se tratan también las condiciones de contorno de un cuerpo que se mueve en un flujo viscoso, implementadas con el método ghost-fluid. Se ha desarrollado un algoritmo explícito de interacción fluido / cuerpo. Se han documentado algunos casos de modo detallado con el objetivo de comprobar la capacidad del modelo para reproducir correctamente la disipación de energía y el movimiento del cuerpo. En particular se ha investigado la atenuación de una onda estacionaria, comparando la simulación numérica con predicciones teóricas. Se han realizado otras pruebas para monitorizar la disipación de energía para flujos más violentos que implican la fragmentación de la superficie libre. La cantidad de energía disipada con los diferentes términos se ha evaluado en los casos estudiados con el modelo numérico. Se han realizado otras pruebas numéricas para verificar la técnica de modelización de la interacción fluido / cuerpo, concretamente las fuerzas ejercidas por las olas en cuerpos con formas simples, y el equilibrio de un cuerpo flotante con una forma compleja. Una vez que el modelo numérico ha sido validado, se han realizado simulaciones numéricas para obtener una comprensión más completa de la física implicada en casos (casi) realistas sobre los había aspectos que no se conocían suficientemente. En primer lugar se ha estudiado el el flujo alrededor de un cilindro bajo la superficie libre. El estudio se ha realizado con un número de Reynolds moderado, para un rango de inmersiones del cilindro y números de Froude. La solución numérica permite una investigación de los patrones complejos que se producen. La estela del cilindro interactúa con la superficie libre. Se han identificado algunos inestabilidades características. El segundo estudio se ha realizado sobre el problema de sloshing, tanto experimentalmente como numéricamente. El análisis se restringe a aguas poco profundas y con oscilación horizontal, pero se ha estudiado un gran número de condiciones, lo que lleva a una comprensión bastante completa de los sistemas de onda involucradas. La última parte de la tesis trata también sobre un problema de sloshing pero esta vez el tanque está oscilando con rotación y hay acoplamiento con un sistema mecánico. El sistema se llama pendulum-TLD (Tuned Liquid Damper - con líquido amortiguador). Este tipo de sistema se utiliza normalmente para la amortiguación de las estructuras civiles. El análisis se ha realizado analíticamente, numéricamente y experimentalmente utilizando líquidos con viscosidades diferentes, centrándose en características no lineales y mecanismos de disipación. ABSTRA C T The subject of the present thesis is the interaction between a viscous fluid and a solid body in the presence of a free surface. The problem is expressed first theoretically with a particular focus on the energy conservation and the fluid-body interaction. The problem is considered 2D and monophasic, and some mathematical development allows for a decomposition of the energy dissipation into terms related to the Free Surface and others related to the enstrophy. The numerical model used on the thesis is based on Smoothed Particle Hydrodynamics (SPH): a computational method that works by dividing the fluid into particles. Analogously to what is done at continuum level, the conservation properties are studied on the discrete system of particles. Additionally the boundary conditions for a moving body in a viscous flow are treated and discussed using the ghost-fluid method. An explicit algorithm for handling fluid-body coupling is also developed. Following these theoretical developments on the numerical model, some test cases are devised in order to test the ability of the model to correctly reproduce the energy dissipation and the motion of the body. The attenuation of a standing wave is used to compare what is numerically simulated to what is theoretically predicted. Further tests are done in order to monitor the energy dissipation in case of more violent flows involving the fragmentation of the free-surface. The amount of energy dissipated with the different terms is assessed with the numerical model. Other numerical tests are performed in order to test the fluid/body interaction method: forces exerted by waves on simple shapes, and equilibrium of a floating body with a complex shape. Once the numerical model has been validated, numerical tests are performed in order to get a more complete understanding of the physics involved in (almost) realistic cases. First a study is performed on the flow passing a cylinder under the free surface. The study is performed at moderate Reynolds numbers, for various cylinder submergences, and various Froude numbers. The capacity of the numerical solver allows for an investigation of the complex patterns which occur. The wake from the cylinder interacts with the free surface, and some characteristical flow mechanisms are identified. The second study is done on the sloshing problem, both experimentally and numerically. The analysis is restrained to shallow water and horizontal excitation, but a large number of conditions are studied, leading to quite a complete understanding of the wave systems involved. The last part of the thesis still involves a sloshing problem but this time the tank is rolling and there is coupling with a mechanical system. The system is named pendulum-TLD (Tuned Liquid Damper). This kind of system is normally used for damping of civil structures. The analysis is then performed analytically, numerically and experimentally for using liquids with different viscosities, focusing on non-linear features and dissipation mechanisms.

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La industria de la energía eólica marina ha crecido de forma significativa durante los últimos 15 años, y se espera que siga creciendo durante los siguientes. La construcción de torres en aguas cada vez más profundas y el aumento en potencia y tamaño de las turbinas han creado la necesidad de diseñar estructuras de soporte cada vez más fiables y optimizadas, lo que requiere un profundo conocimiento de su comportamiento. Este trabajo se centra en la respuesta dinámica de una turbina marina con cimentación tipo monopilote y sobre la que actúa la fuerza del viento. Se han realizado cálculos con distintas propiedades del suelo para cubrir un rango de rigideces que va desde una arena muy suelta a una muy densa. De este modo se ha analizado la influencia que tiene la rigidez del suelo en el comportamiento de la estructura. Se han llevado a cabo análisis estáticos y dinámicos en un modelo de elementos finitos implementado en Abaqus. El desplazamiento en la cabeza de la torre y la tensión en su base se han obtenido en función de la rigidez del suelo, y con ellos se ha calculado la amplificación dinámica producida cuando la frecuencia natural del sistema suelo‐cimentación torre se aproxima a la frecuencia de la carga. Dos diferentes enfoques a la hora de modelizar el suelo se han comparado: uno utilizando elementos continuos y otro utilizando muelles elásticos no lineales. Por último, un análisis de fiabilidad se ha llevado a cabo con un modelo analítico para calcular la probabilidad de resonancia del sistema, en el que se han considerado las propiedades de rigidez del suelo como variables aleatorias. Offshore wind energy industry has experienced a significant growth over the past 15 years, and it is expected to continue its growth in the coming years. The expansion to increasingly deep waters and the rise in power and size of the turbines have led to a need for more reliable and optimized support designs, which requires an extensive knowledge of the behaviour of these structures. This work focuses on the dynamic response of an offshore wind turbine founded on a monopile and subjected to wind loading. Different soil properties have been considered in order to cover the range of stiffness from a very loose to a very dense sand. In this way, the influence of stiffness on the structure behaviour has been assessed. Static and dynamic analyses have been carried out by means of a finite element model implemented in Abaqus. Head displacement and stress at the tower base have been obtained as functions of soil stiffness, and they have been used to calculate the dynamic amplification that is produced when the natural frequency of the system soil‐foundation‐tower approaches the load frequency. Two different approaches of soil modelling have been compared: soil modelled as a continuum and soil simulated with non linear elastic springs. Finally, a reliability analysis to assess the probability of resonance has been performed with an analytical model, in which soil stiffness properties are considered as stochastic variables.

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Present research is framed within the project MODIFICA (MODelo predictivo - edIFIcios - Isla de Calor urbanA) aimed at developing a predictive model for dwelling energy performance under the urban heat island effect in order to implement it in the evaluation of real energy demand and consumption of dwellings as well as in the selection of energy retrofitting strategies. It is funded by Programa de I+D+i orientada a los retos de la sociedad 'Retos Investigación' 2013. Despite great advances on building energy performance have been achieved during the last years, available climate data is derived from weather stations placed in the outskirts of the city. Hence, urban heat island effect is not considered in energy simulations, which implies an important lack of accuracy. Since 1980's several international studies have been conducted on the urban heat island (UHI) phenomena, which modifies the atmospheric conditions of the urban centres due to urban agglomeration [1][2][3][4]. In the particular case of Madrid, multiple maps haven been generated using different methodologies during the last two decades [5][6][7]. These maps allow us to study the UHI phenomena from a wide perspective, offering however an static representation of it. Consequently a dynamic model for Madrid UHI is proposed, in order to evaluate it in a continuous way, and to be able to integrate it in building energy simulations.

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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.

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Esta investigación se enmarca dentro del proyecto MODIFICA (modelo predictivo - Edificios - Isla de Calor Urbano), financiado por el Programa de I + D + i Orientada a los Retos de la sociedad 'Retos Investigación' de 2013. Está dirigido a desarrollar un modelo predictivo de eficiencia energética para viviendas, bajo el efecto de isla de calor urbano (AUS) con el fin de ponerla en práctica en la evaluación de la demanda de energía real y el consumo en las viviendas. A pesar de los grandes avances que se han logrado durante los últimos años en el rendimiento energético de edificios, los archivos de tiempo utilizados en la construcción de simulaciones de energía se derivan generalmente de estaciones meteorológicas situadas en las afueras de la ciudad. Por lo tanto, el efecto de la Isla de Calor Urbano (ICU) no se considera en estos cálculos, lo que implica una importante falta de precisión. Centrado en explorar cómo incluir los fenómenos ICU, el presente trabajo recopila y analiza la dinámica por hora de la temperatura en diferentes lugares dentro de la ciudad de Madrid. Abstract This research is framed within the project MODIFICA (Predictive model - Buildings - Urban Heat Island), funded by Programa de I+D+i orientada a los retos de la sociedad 'Retos Investigación' 2013. It is aimed at developing a predictive model for dwelling energy performance under the Urban Heat Island (UHI) effect in order to implement it in the evaluation of real energy demand and consumption in dwellings. Despite great advances on building energy performance have been achieved during the last years, weather files used in building energy simulations are usually derived from weather stations placed in the outskirts of the city. Hence, Urban Heat Island (UHI) effect is not considered in this calculations, which implies an important lack of accuracy. Focused on exploring how to include the UHI phenomena, the present paper compiles and analyses the hourly dynamics of temperature in different locations within the city of Madrid.

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Over the last few years, the Data Center market has increased exponentially and this tendency continues today. As a direct consequence of this trend, the industry is pushing the development and implementation of different new technologies that would improve the energy consumption efficiency of data centers. An adaptive dashboard would allow the user to monitor the most important parameters of a data center in real time. For that reason, monitoring companies work with IoT big data filtering tools and cloud computing systems to handle the amounts of data obtained from the sensors placed in a data center.Analyzing the market trends in this field we can affirm that the study of predictive algorithms has become an essential area for competitive IT companies. Complex algorithms are used to forecast risk situations based on historical data and warn the user in case of danger. Considering that several different users will interact with this dashboard from IT experts or maintenance staff to accounting managers, it is vital to personalize it automatically. Following that line of though, the dashboard should only show relevant metrics to the user in different formats like overlapped maps or representative graphs among others. These maps will show all the information needed in a visual and easy-to-evaluate way. To sum up, this dashboard will allow the user to visualize and control a wide range of variables. Monitoring essential factors such as average temperature, gradients or hotspots as well as energy and power consumption and savings by rack or building would allow the client to understand how his equipment is behaving, helping him to optimize the energy consumption and efficiency of the racks. It also would help him to prevent possible damages in the equipment with predictive high-tech algorithms.

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Dynamic importance weighting is proposed as a Monte Carlo method that has the capability to sample relevant parts of the configuration space even in the presence of many steep energy minima. The method relies on an additional dynamic variable (the importance weight) to help the system overcome steep barriers. A non-Metropolis theory is developed for the construction of such weighted samplers. Algorithms based on this method are designed for simulation and global optimization tasks arising from multimodal sampling, neural network training, and the traveling salesman problem. Numerical tests on these problems confirm the effectiveness of the method.

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We report single-molecule measurements on the folding and unfolding conformational equilibrium distributions and dynamics of a disulfide crosslinked version of the two-stranded coiled coil from GCN4. The peptide has a fluorescent donor and acceptor at the N termini of its two chains and a Cys disulfide near its C terminus. Thus, folding brings the two N termini of the two chains close together, resulting in an enhancement of fluorescent resonant energy transfer. End-to-end distance distributions have thus been characterized under conditions where the peptide is nearly fully folded (0 M urea), unfolded (7.4 M urea), and in dynamic exchange between folded and unfolded states (3.0 M urea). The distributions have been compared for the peptide freely diffusing in solution and deposited onto aminopropyl silanized glass. As the urea concentration is increased, the mean end-to-end distance shifts to longer distances both in free solution and on the modified surface. The widths of these distributions indicate that the molecules are undergoing millisecond conformational fluctuations. Under all three conditions, these fluctuations gave nonexponential correlations on 1- to 100-ms time scale. A component of the correlation decay that was sensitive to the concentration of urea corresponded to that measured by bulk relaxation kinetics. The trajectories provided effective intramolecular diffusion coefficients as a function of the end-to-end distances for the folded and unfolded states. Single-molecule folding studies provide information concerning the distributions of conformational states in the folded, unfolded, and dynamically interconverting states.

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A transition as a function of increasing temperature from harmonic to anharmonic dynamics has been observed in globular proteins by using spectroscopic, scattering, and computer simulation techniques. We present here results of a dynamic neutron scattering analysis of the solvent dependence of the picosecond-time scale dynamic transition behavior of solutions of a simple single-subunit enzyme, xylanase. The protein is examined in powder form, in D2O, and in four two-component perdeuterated single-phase cryosolvents in which it is active and stable. The scattering profiles of the mixed solvent systems in the absence of protein are also determined. The general features of the dynamic transition behavior of the protein solutions follow those of the solvents. The dynamic transition in all of the mixed cryosolvent–protein systems is much more gradual than in pure D2O, consistent with a distribution of energy barriers. The differences between the dynamic behaviors of the various cryosolvent protein solutions themselves are remarkably small. The results are consistent with a picture in which the picosecond-time scale atomic dynamics respond strongly to melting of pure water solvent but are relatively invariant in cryosolvents of differing compositions and melting points.

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We extend the sensitivity of fluorescence resonance energy transfer (FRET) to the single molecule level by measuring energy transfer between a single donor fluorophore and a single acceptor fluorophore. Near-field scanning optical microscopy (NSOM) is used to obtain simultaneous dual color images and emission spectra from donor and acceptor fluorophores linked by a short DNA molecule. Photodestruction dynamics of the donor or acceptor are used to determine the presence and efficiency of energy transfer. The classical equations used to measure energy transfer on ensembles of fluorophores are modified for single-molecule measurements. In contrast to ensemble measurements, dynamic events on a molecular scale are observable in single pair FRET measurements because they are not canceled out by random averaging. Monitoring conformational changes, such as rotations and distance changes on a nanometer scale, within single biological macromolecules, may be possible with single pair FRET.

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There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock in one physical, biological or financial asset on the subsequent volatility or co-volatility of another physical, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial aspect of constructing optimal dynamic hedging strategies. The paper tests and calculates spillover effects among natural gas spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and ICE (UK), as well as ETF data of natural gas companies from the stock markets in the USA and UK. The empirical results show that there are significant spillover effects in natural gas spot, futures and ETF markets for both USA and UK. Such a result suggests that both natural gas futures and ETF products within and beyond the country might be considered when constructing optimal dynamic hedging strategies for natural gas spot prices.

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The agricultural and energy industries are closely related, both biologically and financially. The paper discusses the relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two industries. The interaction and covolatility spillovers or the delayed effect of a returns shock in one asset on the subsequent volatility or covolatility in another asset, between the energy and agricultural industries is the primary emphasis of the paper. Although there has already been significant research on biofuel and biofuel-related crops, much of the previous research has sought to find a relationship among commodity prices. Only a few published papers have been concerned with volatility spillovers. However, it must be emphasized that there have been numerous technical errors in the theoretical and empirical research, which needs to be corrected. The paper not only considers futures prices as a widely-used hedging instrument, but also takes an interesting new hedging instrument, ETF, into account. ETF is regarded as index futures when investors manage their portfolios, so it is possible to calculate an optimal dynamic hedging ratio. This is a very useful and interesting application for the estimation and testing of volatility spillovers. In the empirical analysis, multivariate conditional volatility diagonal BEKK models are estimated for comparing patterns of covolatility spillovers. The paper provides a new way of analyzing and describing the patterns of covolatility spillovers, which should be useful for the future empirical analysis of estimating and testing covolatility spillover effects.