On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

Using crop simulation to generate genotype by environment interaction effects for sorghum in water-limited environments

Multi-environment trials (METs) used to evaluate breeding lines vary in the number of years that they sample. We used a cropping systems model to simulate the target population of environments (TPE) for 6 locations over 108 years for 54 'near-isolines' of sorghum in north-eastern Australia. For a single reference genotype, each of 547 trials was clustered into 1 of 3 'drought environment types' (DETs) based on a seasonal water stress index. Within sequential METs of 2 years duration, the frequencies of these drought patterns often differed substantially from those derived for the entire TPE. This was reflected in variation in the mean yield of the reference genotype. For the TPE and for 2-year METs, restricted maximum likelihood methods were used to estimate components of genotypic and genotype by environment variance. These also varied substantially, although not in direct correlation with frequency of occurrence of different DETs over a 2-year period. Combined analysis over different numbers of seasons demonstrated the expected improvement in the correlation between MET estimates of genotype performance and the overall genotype averages as the number of seasons in the MET was increased.

Simulation of the load-unload response ratio and critical sensitivity in the lattice solid model

The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.

Coupling Mechanical and Electrical Behavior in the Multi-scale Simulation of Polymer-based CNT Nanocomposites

A numeric model has been proposed to investigate the mechanical and electrical properties of a polymeric/carbon nanotube (CNT) composite material subjected to a deformation force. The reinforcing phase affects the behavior of the polymeric matrix and depends on the nanofiber aspect ratio and preferential orientation. The simulations show that the mechanical behavior of a computer generated material (CGM) depends on fiber length and initial orientation in the polymeric matrix. It is also shown how the conductivity of the polymer/CNT composite can be calculated for each time step of applied stress, effectively providing the ability to simulate and predict strain-dependent electrical behavior of CNT nanocomposites.

Virtual simulation of the postsurgical cosmetic outcome in patientswith pectus excavatum

Pectus excavatum is the most common congenital deformity of the anterior chest wall, in which several ribs and the sternum grow abnormally. Nowadays, the surgical correction is carried out in children and adults through Nuss technic. This technic has been shown to be safe with major drivers as cosmesis and the prevention of psychological problems and social stress. Nowadays, no application is known to predict the cosmetic outcome of the pectus excavatum surgical correction. Such tool could be used to help the surgeon and the patient in the moment of deciding the need for surgery correction. This work is a first step to predict postsurgical outcome in pectus excavatum surgery correction. Facing this goal, it was firstly determined a point cloud of the skin surface along the thoracic wall using Computed Tomography (before surgical correction) and the Polhemus FastSCAN (after the surgical correction). Then, a surface mesh was reconstructed from the two point clouds using a Radial Basis Function algorithm for further affine registration between the meshes. After registration, one studied the surgical correction influence area (SCIA) of the thoracic wall. This SCIA was used to train, test and validate artificial neural networks in order to predict the surgical outcome of pectus excavatum correction and to determine the degree of convergence of SCIA in different patients. Often, ANN did not converge to a satisfactory solution (each patient had its own deformity characteristics), thus invalidating the creation of a mathematical model capable of estimating, with satisfactory results, the postsurgical outcome

Simulation of defects in bubble clusters

Topological defects in foam, either isolated (disclinations and dislocations) or in pairs, affect the energy and stress, and play an important role in foam deformation. Surface Evolver simulations were performed on large finite clusters of bubbles. These allow us to evaluate the effect of the topology of the defects, and the distance between defects, on the energy and pressure of foam clusters of different sizes. The energy of such defects follows trends similar to known analytical results for a continuous medium.

Transport properties in microcrystalline silicon solar cells under AM1.5 illumination analysed by two-dimensional numerical simulation

Microcrystalline silicon is a two-phase material. Its composition can be interpreted as a series of grains of crystalline silicon imbedded in an amorphous silicon tissue, with a high concentration of dangling bonds in the transition regions. In this paper, results for the transport properties of a mu c-Si:H p-i-n junction obtained by means of two-dimensional numerical simulation are reported. The role played by the boundary regions between the crystalline grains and the amorphous matrix is taken into account and these regions are treated similar to a heterojunction interface. The device is analysed under AM1.5 illumination and the paper outlines the influence of the local electric field at the grain boundary transition regions on the internal electric configuration of the device and on the transport mechanism within the mu c-Si:H intrinsic layer.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

An integrated approach for distributed energy resource short term scheduling in smart grids considering realistic power system simulation

The large increase of distributed energy resources, including distributed generation, storage systems and demand response, especially in distribution networks, makes the management of the available resources a more complex and crucial process. With wind based generation gaining relevance, in terms of the generation mix, the fact that wind forecasting accuracy rapidly drops with the increase of the forecast anticipation time requires to undertake short-term and very short-term re-scheduling so the final implemented solution enables the lowest possible operation costs. This paper proposes a methodology for energy resource scheduling in smart grids, considering day ahead, hour ahead and five minutes ahead scheduling. The short-term scheduling, undertaken five minutes ahead, takes advantage of the high accuracy of the very-short term wind forecasting providing the user with more efficient scheduling solutions. The proposed method uses a Genetic Algorithm based approach for optimization that is able to cope with the hard execution time constraint of short-term scheduling. Realistic power system simulation, based on PSCAD , is used to validate the obtained solutions. The paper includes a case study with a 33 bus distribution network with high penetration of distributed energy resources implemented in PSCAD .

Virtual power producers simulation - negotiating renewable distributed generation in competitive electricity markets

Sustainable development concerns made renewable energy sources to be increasingly used for electricity distributed generation. However, this is mainly due to incentives or mandatory targets determined by energy policies as in European Union. Assuring a sustainable future requires distributed generation to be able to participate in competitive electricity markets. To get more negotiation power in the market and to get advantages of scale economy, distributed generators can be aggregated giving place to a new concept: the Virtual Power Producer (VPP). VPPs are multi-technology and multisite heterogeneous entities that should adopt organization and management methodologies so that they can make distributed generation a really profitable activity, able to participate in the market. This paper presents ViProd, a simulation tool that allows simulating VPPs operation, in the context of MASCEM, a multi-agent based eletricity market simulator.

A new wind farm in Santiago Island, cape verde - simulation and economic studies

Ensuring sustainable development conditions is presently world widely recognized as a critically important goal. This makes the use of electricity generation technologies based on renewable energy sources very relevant. Developing countries depend on an adequate availability of electrical energy to assure economic progress and are usually characterized by a high increase in electricity consumption. This makes sustainable development a huge challenge but it can also be taken as an opportunity, especially for countries which do not have fossil resources. This paper presents a study concerning the expansion of an already existent wind farm, located in Praia, the capital of Cape Verde Republic. The paper includes results from simulation studies that have been undertaken using PSCAD software and some economic considerations.

Simulation of the Magnetic Induction Vector of a Magnetic Core to be Used in FFC NMR Relaxometry

This paper is a contribution for the assessment and comparison of magnet properties based on magnetic field characteristics particularly concerning the magnetic induction uniformity in the air gaps. For this aim, a solver was developed and implemented to determine the magnetic field of a magnetic core to be used in Fast Field Cycling (FFC) Nuclear Magnetic Resonance (NMR) relaxometry. The electromagnetic field computation is based on a 2D finite-element method (FEM) using both the scalar and the vector potential formulation. Results for the magnetic field lines and the magnetic induction vector in the air gap are presented. The target magnetic induction is 0.2 T, which is a typical requirement of the FFC NMR technique, which can be achieved with a magnetic core based on permanent magnets or coils. In addition, this application requires high magnetic induction uniformity. To achieve this goal, a solution including superconducting pieces is analyzed. Results are compared with a different FEM program.

Demand response in future power systems management – a conceptual framework and simulation tool

Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia