STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

The actual status of the development of a Danish/Swedish system concept of a solar combisystem

At the beginning of 2003 the four year long research project REBUS on education, research, development and demonstration of competitive solar combisystems was launched. Research groups in Norway, Denmark, Sweden and Latvia are working together with partners from industry on innovative solutions for solar heating in the Nordic countries. Existing system concepts have been analyzed and based on the results new system designs have been developed. The proposed solutions have to fulfill country specific technical, sociological and cost requirements. Due to the similar demands on the systems in Denmark and Sweden it has been decided to develop a common system concept for both countries, which increases the market potential for the manufacturer. The focus of the development is on systems for the large number of rather well insulated existing single family houses. In close collaboration with the industrial partners a system concept has been developed that is characterized by its high compactness and flexibility. It allows the use of different types of boilers, heating distribution systems and a variable store and collector size. Two prototypes have been built, one for the Danish market with a gas boiler, and one for the Swedish market with a pellet boiler as auxiliary heater. After intensive testing and eventual further improvements at least two systems will be installed and monitored in demonstration houses. The systems have been modeled in TRNSYS and the simulation results will be used to further improve the system and evaluate the system performance.

Development of a ESES Solar Thermal Lab on Full Scale System

The main aim of this project is to develop an ESES lab on a full scale system. The solar combisystem used is available most of the time and is only used twice a year to carry out some technical courses. At the moment, there are no other laboratories about combisystems. The experiments were designed in a way to use the system to the most in order to help the students apply the theoretical knowledge in the solar thermal course as well as make them more familiar with solar systems components. The method adopted to reach this aim is to carry out several test sequences on the system, in order to help formulating at the end some educating experiments. A few tests were carried out at the beginning of the project just for the sake of understanding the system and figuring out if any additional measuring equipment is required. The level of these tests sequences was varying from a simple energy draw off or collector loop controller respond tests to more complicated tests, such as the use of the ‘collector’ heater to simulate the solar collector effect on the system. The tests results were compared and verified with the theoretical data wherever relevant. The results of the experiment about the use of the ‘collector’ heater instead of the collector were positively acceptable. Finally, the Lab guide was developed based on the results of these experiments and also the experience gotten while conducting them. The lab work covers the theories related to solar systems in general and combisystems in particular. 

Design and assessment of a large commercial Photovoltaic System in Barbados

One of the main aims of this thesis is to design an optimized commercial Photovoltaic (PV) system in Barbados from several variables such as racking type, module type and inverter type based on practicality, technical performance as well as financial returns to the client. Detailed simulations are done in PVSYST and financial models are used to compare different systems and their viability. Once the preeminent system is determined from a financial and performance perspective a detailed design is done using PVSYST and AutoCAD to design the most optimal PV system for the customer. In doing so, suitable engineering drawings are generated which are detailed enough for construction of the system. Detailed cost with quotes from relevant manufacturers, suppliers and estimators become instrumental in determining Balance of System Costs in addition to total project cost. The final simulated system is suggested with a PV capacity of 425kW and an inverter output of 300kW resulting in an array oversizing of 1.42. The PV system has a weighted Performance Ratio of 77 %, a specific yield of 1467 kWh/kWp and a projected annual production of 624 MWh/yr. This system is estimated to offset approximately 28 % of Carlton’s electrical load annually. Over the course of 20 years the PV system is projected to produce electricity at a cost of $0.201USD/kWh which is significantly lower than the $0.35 USD/kWh paid to the utility at the time of writing this thesis. Due to the high cost of electricity on the island, an attractive Feed-In-Tariff is not necessary to warrant the installation of a commercial System which over a lifetime which produces electricity at less than 60% of the cost to the user purchasing electricity from the utility. A simple payback period of 5.4 years, a return on investment of 17 % without incentives, in addition to an estimated diversion of 6840 barrels of oil or 2168 tonnes of CO2 further provides compelling justification for the installation of a commercial Photovoltaic System not only on Carlton A-1 Supermarket, but also island wide as well as regionally where most electricity supplies are from imported fossil fuels.

Dynamic whole system testing of combined renewable heating systems : the current state of the art

Objective: For the evaluation of the energetic performance of combined renewable heating systems that supply space heat and domestic hot water for single family houses, dynamic behaviour, component interactions, and control of the system play a crucial role and should be included in test methods. Methods: New dynamic whole system test methods were developed based on “hardware in the loop” concepts. Three similar approaches are described and their differences are discussed. The methods were applied for testing solar thermal systems in combination with fossil fuel boilers (heating oil and natural gas), biomass boilers, and/or heat pumps. Results: All three methods were able to show the performance of combined heating systems under transient operating conditions. The methods often detected unexpected behaviour of the tested system that cannot be detected based on steady state performance tests that are usually applied to single components. Conclusion: Further work will be needed to harmonize the different test methods in order to reach comparable results between the different laboratories. Practice implications: A harmonized approach for whole system tests may lead to new test standards and improve the accuracy of performance prediction as well as reduce the need for field tests.

A user guide to simple monitoring and sustainable operation of PV-diesel hybrid systems : Handbook for system users and operators

This report contains a suggestion for a simple monitoring and evaluation guideline for PV-diesel hybrid systems. It offers system users a way to better understand if their system is operated in a way that will make it last for a long time. It also gives suggestions on how to act if there are signs of unfavourable use or failure. The application of the guide requires little technical equipment, but daily manual measurements. For the most part, it can be managed by pen and paper, by people with no earlier experience of power systems.The guide is structured and expressed in a way that targets PV-diesel hybrid system users with no, or limited, earlier experience of power engineering. It is less detailed in terms of motivations for certain choices and limitations, but rich in details concerning calculations, evaluation procedures and maintenance routines. A more scientific description of the guide can be found in a related journal article.

Newly Automated System For Integrated Assessment Of The Conditions Of Underwater Gas Pipelines

An underwater gas pipeline is the portion of the pipeline that crosses a river beneath its bottom. Underwater gas pipelines are subject to increasing dangers as time goes by. An accident at an underwater gas pipeline can lead to technological and environmental disaster on the scale of an entire region. Therefore, timely troubleshooting of all underwater gas pipelines in order to prevent any potential accidents will remain a pressing task for the industry. The most important aspect of resolving this challenge is the quality of the automated system in question. Now the industry doesn't have any automated system that fully meets the needs of the experts working in the field maintaining underwater gas pipelines. Principle Aim of this Research: This work aims to develop a new system of automated monitoring which would simplify the process of evaluating the technical condition and decision making on planning and preventive maintenance and repair work on the underwater gas pipeline. Objectives: Creation a shared model for a new, automated system via IDEF3; Development of a new database system which would store all information about underwater gas pipelines; Development a new application that works with database servers, and provides an explanation of the results obtained from the server; Calculation of the values MTBF for specified pipelines based on quantitative data obtained from tests of this system. Conclusion: The new, automated system PodvodGazExpert has been developed for timely and qualitative determination of the physical conditions of underwater gas pipeline; The basis of the mathematical analysis of this new, automated system uses principal component analysis method; The process of determining the physical condition of an underwater gas pipeline with this new, automated system increases the MTBF by a factor of 8.18 above the existing system used today in the industry.

Um modelo de EIS - enterprise information system - que identifica características para comportamentos proativos na recuperação de informações

Este documento constitui uma dissertação de mestrado, requisito parcial para a obtenção do grau de Mestre em Administração pela Universidade Federal do Rio Grande do Sul. O tema da pesquisa é o relacionamento existente entre as características técnicas de um projeto de sistema de informação e apoio à decisão e os comportamentos dos usuários no seu uso. O objetivo é desenvolver e apresentar um modelo conceitual de EIS (“Enterprise Information Systems”), a partir da literatura, das tendências tecnológicas e de estudos de caso, que identifique características para comportamentos proativos dos usuários na recuperação de informações. Adotou-se o conceito de comportamento proativo na recuperação de informações como a combinação das categorias exploração de dados e busca focada. Entre os principais resultados, pode-se destacar a definição de categorias relacionadas com as características dos sistemas - flexibilidade, integração e apresentação - e de categorias relacionadas com os comportamentos dos usuários na recuperação de informações - exploração de dados e busca focada, bem como a apresentação de um modelo conceitual para sistemas EIS. Pode-se destacar também a exploração de novas técnicas para análise qualitativa de dados, realizada com o objetivo de buscar uma maior preservação do contexto nos estudos de caso.

O centro de pesquisas como agente de motivação realizadora no ensino tecnológico

Durante o longo período de experiências de magistério no ensino tecnológico de segundo e terceiro graus, o autor desta dissertação de mestrado vem aplicando uma metodologia que consiste em cativar os estudantes através de projetos inusitados, elaborados de conformidade com as habilitações específicas dos cursos, empregando-os como elemento motivador para realizar empreendimentos, paralelamente ao ensino curricular. Esse motivo, escolhido e planejado pedagogicamente, serve de estímulo para concentrar as atenções dos alunos na solução de problemas sócio-econômicos do país e da humanidade em geral, com o propósito de integrá-los no desenvolvimento científico e tecnológico, despertando o interesse pelo estudo e pela pesquisa, nas atividades dos projetos realizados por grupos de colegas de vocações afins. o projeto, caracterizado por um complexo cibernético ou biônico, tem a propriedade de efetivar a conjugação das diversas disciplinas, cujos conhecimentos são aplicados nessas oportunidades, ajudando os alunos a compreenderem melhor o sentido pragmático do conjunto curricular do seu curso. Atuando, de início, autodidatamente, mas orientado pelos princípios da Psicologia Educacional e mais tarde apoiado na Pedagogia de Dewey, o autor aprimorou sua metodologia nos trabalhos de Decroly, Kilpatrick, Skinner e Mc Clelland. A aplicação desse método de ensino suscitou a criaçao de um Centro de Pesquisas, integrado na organização escolar, através de uma de suas assessorias, sendo dirigido por um professor responsável e estruturado na forma de um setor onde se reunem as equipes de Planejamento Educacional e Pesquisa, Planejamento Técnico, Desenvolvimento de Atividades e Apoio, todas formadas por professores convidados, especialistas nos assuntos envolvidos pelos projetos. Este setor-ambiente, bem arquitetado,é instalado com recursos auxiliares didáticos e motivacionais, pequena biblioteca, museu, arquivo, uma pequena oficina de precisão, um laboratório para pesquisas tecnológicas e outro para tratamento fotográfico. Evidencia-se, assim, que o Centro de Pesquisas, como agente de motivação realizadora, atua na escola produzindo mudanças significativas no processo de ensino e consequentemente na formação dos alunos, pela sua metodologia e dinâmica das atividades a que estes se dedicam,manifestand sua capacidade de produzir, aplicando a criatividade aliada à sua aprendizagem, ao mesmo tempo valiosas para sua educação e para a sociedade. Fundamentado nos bons resultados obtidos com a aplicação dessa metodologia de ensino, o autor sugere a conveniência de serem implantados nas demais Escolas Técnicas e nos Centros Federais de Educação Tecnológica, centros ou núcleos de pesquisas semelhantes ao descrito nesta dissertação de mestrado.

Developing a monitoring and evaluation system for Instituto Palmas: a network of community development banks in Brazil

Bancos comunitários de desenvolvimento no Brasil são instituições únicas que operam de acordo com os princípios da economia solidária em função da inclusão financeira de comunidades carentes. O Instituto Palmas, a instituição que assessora e coordena a rede destes bancos, pediu à Universidade de São Paulo e à Universidade de Columbia em Nova York para desenvolver um conjunto de indicadores que pudesse demonstrar o impacto social e o desempenho institucional dos bancos. Esse relatório apresenta os indicadores, a metodologia utilizada na sua formação, e recomendações para sua utilização. Na medida em que resultados e impacto estão analisados através do uso desses indicadores, a rede dos bancos comunitários e outros interessados terão mais clareza sobre suas funções, seu desempenho, e suas áreas que precisam ser melhoradas para cumprir sua missão – superar a pobreza urbana através da economia solidária.

The Brazilian financial system and the green economy : alignment with sustainable development

Three studies were prepared and are presented in this document. The first, The Brazilian Financial Sector Institutional Context in the Transition to Sustainable Development looks at the legislation, regulation, and public policies aimed at socio-environmental themes related to the financial sector. The second study, Current Financing for the Green Economy in Brazil, provides an initial estimate of the financial assets already allocated to the green economy, as well as a methodological proposal for the survey and monitoring of the respective flow of assets. The third and final study looks at two important segments of the Brazilian economy and their process of transition to a greener economy: renewable energy and agriculture.

Fuel cell cogeneration system: a case of technoeconomic analysis

Fuel Cell is the emerging technology of cogeneration, and has been applied successfully in Japan, U.S.A. and some OECD countries. This system produces electric power by an electrolytic process, in which chemical substances (the most utilized substances are solid oxide, phosphoric acid and molten carbonate) absorb the components H-2 and O-2 of the combustion fuel. This technology allows the recovery of residual heat, available from 200 degrees C up to 1000 degrees C (depending on the electrochemical substance utilized), which can be used for the production of steam, hot or cold water, or hot or cold air, depending on the recuperation equipment used. This article presents some configurations of fuel cell cogeneration cycles and a study of the technical and economic feasibility for the installation of the cogeneration systems utilizing fuel cell, connected to an absorption refrigeration system for st building of the tertiary sector, subject to conditions in Brazil. (C) 1999 Elsevier B.V. Ltd. All rights reserved.

Ecological impacts from syngas burning in internal combustion engine: Technical and economic aspects

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Moradores crônicos de hospital psiquiátrico: um desafio à desinstitucionalização

The existence of chronic inhabitants in the psychiatric hospitals imposes a challenge to the Psychiatric Reform, that proposes things such as the gradual and progressive way to extinct mental institutions, once the permanence of the hospital in the system is only necessary because there is not a net of well structured substitute services capable of receiving that demand. This work considered relevant to deepen the knowledge about those people who passes their lives jailed by the walls of psychiatric hospitals and compose significant part of the world population. It also aimed to investigate the problem relative to the condition of being an inhabitant of a psychiatric hospital the Dr. João Machado Hospital (HJM), in the city of Natal/RN. The paper used different points of view (patients , families and professionals ) to define the profile of the inhabitants, to identify the possibility of insertion in substituting social equipment, to know the expectations of the inhabitants and their relatives regarding to the exit of the life shelter, to investigate the demands related to the net of cares social support for making feasible the discharge and to identify the difficulties that are involved in the exit of the chronic inhabitant of the hospital. There were defined three methodological phases: delineation of the identification, socio-economic and clinical profile of the inhabitants of the HJM; semi-structured interviews with professionals; and open interviews with inhabitants and family. It concluded that the psychiatric institutionalization contributes to the generation of chronic inhabitants in the psychiatric hospitals. Among the professionals, it was detached the defense of desospitalization, but an existence of devices of the asylum model. The relatives showed a resistance to participate in the care and the inhabitants exposed their desire to leave the hospital, as well like the wish of permanence. It was considered important: the construction of an extra-hospital net that enables to desinstitutionalization; the qualification of the technical; orientation to the family, stimulating its participation in the process of caring; give freedom to the individuals in mental suffering, enabling them to be ahead of their lives and express their desires and opinions; the implementation of an extended clinic that is capable of building new possibilities; and a subjectivity guided by the social enclosure