Analysis of outliers in electricity spot prices with exampleof New England and New Zealand markets

Electricity spot prices have always been a demanding data set for time series analysis, mostly because of the non-storability of electricity. This feature, making electric power unlike the other commodities, causes outstanding price spikes. Moreover, the last several years in financial world seem to show that ’spiky’ behaviour of time series is no longer an exception, but rather a regular phenomenon. The purpose of this paper is to seek patterns and relations within electricity price outliers and verify how they affect the overall statistics of the data. For the study techniques like classical Box-Jenkins approach, series DFT smoothing and GARCH models are used. The results obtained for two geographically different price series show that patterns in outliers’ occurrence are not straightforward. Additionally, there seems to be no rule that would predict the appearance of a spike from volatility, while the reverse effect is quite prominent. It is concluded that spikes cannot be predicted based only on the price series; probably some geographical and meteorological variables need to be included in modeling.

Studies of Eu- and Yb-induced Reconstructions on the Si(100) Surface

This thesis presents experimental studies of rare earth (RE) metal induced structures on Si(100) surfaces. Two divalent RE metal adsorbates, Eu and Yb, are investigated on nominally flat Si(100) and on vicinal, stepped Si(100) substrates. Several experimental methods have been applied, including scanning tunneling microscopy/spectroscopy (STM/STS), low energy electron diffraction (LEED), synchrotron radiation photoelectron spectroscopy (SR-PES), Auger electron spectroscopy (AES), thermal desorption spectroscopy (TDS), and work function change measurements (Δφ). Two stages can be distinguished in the initial growth of the RE/Si interface: the formation of a two-dimensional (2D) adsorbed layer at submonolayer coverage and the growth of a three-dimensional (3D) silicide phase at higher coverage. The 2D phase is studied for both adsorbates in order to discover whether they produce common reconstructions or reconstructions common to the other RE metals. For studies of the 3D phase Yb is chosen due to its ability to crystallize in a hexagonal AlB2 type lattice, which is the structure of RE silicide nanowires, therefore allowing for the possibility of the growth of one-dimensional (1D) wires. It is found that despite their similar electronic configuration, Eu and Yb do not form similar 2D reconstructions on Si(100). Instead, a wealth of 2D structures is observed and atomic models are proposed for the 2×3-type reconstructions. In addition, adsorbate induced modifications on surface morphology and orientational symmetry are observed. The formation of the Yb silicide phase follows the Stranski-Krastanov growth mode. Nanowires with the hexagonal lattice are observed on the flat Si(100) substrate, and moreover, an unexpectedly large variety of growth directions are revealed. On the vicinal substrate the growth of the silicide phase as 3D islands and wires depends drastically on the growth conditions. The conditions under which wires with high aspect ratio and single orientation parallel to the step edges can be formed are demonstrated.

CFD simulation of complex phenomena containing suspensions and flow throughporous media

There is an increasing reliance on computers to solve complex engineering problems. This is because computers, in addition to supporting the development and implementation of adequate and clear models, can especially minimize the financial support required. The ability of computers to perform complex calculations at high speed has enabled the creation of highly complex systems to model real-world phenomena. The complexity of the fluid dynamics problem makes it difficult or impossible to solve equations of an object in a flow exactly. Approximate solutions can be obtained by construction and measurement of prototypes placed in a flow, or by use of a numerical simulation. Since usage of prototypes can be prohibitively time-consuming and expensive, many have turned to simulations to provide insight during the engineering process. In this case the simulation setup and parameters can be altered much more easily than one could with a real-world experiment. The objective of this research work is to develop numerical models for different suspensions (fiber suspensions, blood flow through microvessels and branching geometries, and magnetic fluids), and also fluid flow through porous media. The models will have merit as a scientific tool and will also have practical application in industries. Most of the numerical simulations were done by the commercial software, Fluent, and user defined functions were added to apply a multiscale method and magnetic field. The results from simulation of fiber suspension can elucidate the physics behind the break up of a fiber floc, opening the possibility for developing a meaningful numerical model of the fiber flow. The simulation of blood movement from an arteriole through a venule via a capillary showed that the model based on VOF can successfully predict the deformation and flow of RBCs in an arteriole. Furthermore, the result corresponds to the experimental observation illustrates that the RBC is deformed during the movement. The concluding remarks presented, provide a correct methodology and a mathematical and numerical framework for the simulation of blood flows in branching. Analysis of ferrofluids simulations indicate that the magnetic Soret effect can be even higher than the conventional one and its strength depends on the strength of magnetic field, confirmed experimentally by Völker and Odenbach. It was also shown that when a magnetic field is perpendicular to the temperature gradient, there will be additional increase in the heat transfer compared to the cases where the magnetic field is parallel to the temperature gradient. In addition, the statistical evaluation (Taguchi technique) on magnetic fluids showed that the temperature and initial concentration of the magnetic phase exert the maximum and minimum contribution to the thermodiffusion, respectively. In the simulation of flow through porous media, dimensionless pressure drop was studied at different Reynolds numbers, based on pore permeability and interstitial fluid velocity. The obtained results agreed well with the correlation of Macdonald et al. (1979) for the range of actual flow Reynolds studied. Furthermore, calculated results for the dispersion coefficients in the cylinder geometry were found to be in agreement with those of Seymour and Callaghan.

Drag force and frictional resistances in vertically vibrated dense granular media

The objective of this thesis is to shed light on the vertical vibration of granular materials for potential interest in the power generation industry. The main focus is investigating the drag force and frictional resistance that influence the movement of a granular material (in the form of glass beads) contained in a vessel, which is subjected to sinusoidal oscillation. The thesis is divided into three parts: theoretical analysis, experiments and computer simulations. The theoretical part of this study presents the underlying physical phenomena of the vibration of granular materials. Experiments are designed to determine fundamental parameters that contribute to the behavior of vibrating granular media. Numerical simulations include the use of three different software applications: FLUENT, LS-DYNA and ANSYS Workbench. The goal of these simulations is to test theoretical and semiempirical models for granular materials in order to validate their compatibility with the experimental findings, to assist in predicting their behavior, and to estimate quantities that are hard to measure in laboratory.

The maximum voltage drop in an on-chip power distribution network: analysis of square, triangular and hexagonal power pad arrangements

A mathematical model of the voltage drop which arises in on-chip power distribution networks is used to compare the maximum voltage drop in the case of different geometric arrangements of the pads supplying power to the chip. These include the square or Manhattan power pad arrangement, which currently predominates, as well as equilateral triangular and hexagonal arrangements. In agreement with the findings in the literature and with physical and SPICE models, the equilateral triangular power pad arrangement is found to minimize the maximum voltage drop. This headline finding is a consequence of relatively simple formulas for the voltage drop, with explicit error bounds, which are established using complex analysis techniques, and elliptic functions in particular.

Minimization of the experimental workload for the prediction of pollutants propagation in rivers. Mathematical modelling and knowledge re-use

The present thesis in focused on the minimization of experimental efforts for the prediction of pollutant propagation in rivers by mathematical modelling and knowledge re-use. Mathematical modelling is based on the well known advection-dispersion equation, while the knowledge re-use approach employs the methods of case based reasoning, graphical analysis and text mining. The thesis contribution to the pollutant transport research field consists of: (1) analytical and numerical models for pollutant transport prediction; (2) two novel techniques which enable the use of variable parameters along rivers in analytical models; (3) models for the estimation of pollutant transport characteristic parameters (velocity, dispersion coefficient and nutrient transformation rates) as functions of water flow, channel characteristics and/or seasonality; (4) the graphical analysis method to be used for the identification of pollution sources along rivers; (5) a case based reasoning tool for the identification of crucial information related to the pollutant transport modelling; (6) and the application of a software tool for the reuse of information during pollutants transport modelling research. These support tools are applicable in the water quality research field and in practice as well, as they can be involved in multiple activities. The models are capable of predicting pollutant propagation along rivers in case of both ordinary pollution and accidents. They can also be applied for other similar rivers in modelling of pollutant transport in rivers with low availability of experimental data concerning concentration. This is because models for parameter estimation developed in the present thesis enable the calculation of transport characteristic parameters as functions of river hydraulic parameters and/or seasonality. The similarity between rivers is assessed using case based reasoning tools, and additional necessary information can be identified by using the software for the information reuse. Such systems represent support for users and open up possibilities for new modelling methods, monitoring facilities and for better river water quality management tools. They are useful also for the estimation of environmental impact of possible technological changes and can be applied in the pre-design stage or/and in the practical use of processes as well.

Moisture sorption isotherms and isosteric heat determination in Chilean papaya (Vasconcellea pubescens)

The moisture sorption isotherms of Chilean papaya were determined at 5, 20, and 45 ºC, over a relative humidity range of 10-95%. The GAB, BET, Oswin, Halsey, Henderson, Smith, Caurie and Iglesias-Chirife models were applied to the sorption experimental data. The goodness of fit of the mathematical models was statistically evaluated by means of the determination coefficient, mean relative percentage deviation, sum square error, root-mean-square error, and chi-square values. The GAB, Oswin and Halsey models were found to be the most suitable for the description of the sorption data. The sorption heats calculated using the Clausius-Clapeyron equation were 57.35 and 59.98 kJ·mol-1, for adsorption and desorption isotherms, respectively.

Cultural practices and genetic resistance as factors affecting soybean stem canker and plant yield in the Cerrado

Field experiments were conducted in the 1995-96 soybean (Glycine max) growing season to evaluate the effects of cultural practices and host genetic resistance on the intensity of soybean stem canker, caused by Diaporthe phaseolorum f.sp. meridionalis (Dpm). Experiments were conducted in a commercial field severely infected in the previous (1994-95) season. In one study, minimum tillage (MT) and no-tillage (NT) cropping systems were investigated for their effects on disease development and on plant yields in cvs. FT-Cristalina (susceptible) and FT-Seriema (moderately resistant). Another study evaluated the effects of plant densities (8, 15, 21 and 36 plants/m) on disease development in cvs. FT-Cristalina, FT-101 (moderately resistant) and FT-104 (resistant). Disease incidence and severity were consistently lower in NT than in MT, and plant yields were increased by 23% and 14% in the NT system for the susceptible and moderately resistant cultivars, respectively, compared to the yields in the MT system. The Gompertz and Logistic models described well the disease progress curves in all situations. For both susceptible and moderately resistant cultivars, disease severity increased proportionately to the increase in plant densities. At the end of the season, 100% of the plants of cv. FT-Cristalina were infected by Dpm, at all plant densities. Disease levels on cv. FT-101 were intermediate while only very low disease levels were recorded on cv. FT-104. There was a consistent negative correlation between stem canker severity and yield. Some practices demonstrated potential for direct application in disease control, and could be combined considering their additive effects.

Pulsatile Blood Flow Simulations in Computed Tomography(CT) Scan-Based and Idealized Geometries of Human Aorta

Blood flow in human aorta is an unsteady and complex phenomenon. The complex patterns are related to the geometrical features like curvature, bends, and branching and pulsatile nature of flow from left ventricle of heart. The aim of this work was to understand the effect of aorta geometry on the flow dynamics. To achieve this, 3D realistic and idealized models of descending aorta were reconstructed from Computed Tomography (CT) images of a female patient. The geometries were reconstructed using medical image processing code. The blood flow in aorta was assumed to be laminar and incompressible and the blood was assumed to be Newtonian fluid. A time dependent pulsatile and parabolic boundary condition was deployed at inlet. Steady and unsteady blood flow simulations were performed in real and idealized geometries of descending aorta using a Finite Volume Method (FVM) code. Analysis of Wall Shear Stress (WSS) distribution, pressure distribution, and axial velocity profiles were carried out in both geometries at steady and unsteady state conditions. The results obtained in thesis work reveal that the idealization of geometry underestimates the values of WSS especially near the region with sudden change of diameter. However, the resultant pressure and velocity in idealized geometry are close to those in real geometry

Effect of hydrodynamics on modelling, monitoring and control of crystallization

Crystallization is a purification method used to obtain crystalline product of a certain crystal size. It is one of the oldest industrial unit processes and commonly used in modern industry due to its good purification capability from rather impure solutions with reasonably low energy consumption. However, the process is extremely challenging to model and control because it involves inhomogeneous mixing and many simultaneous phenomena such as nucleation, crystal growth and agglomeration. All these phenomena are dependent on supersaturation, i.e. the difference between actual liquid phase concentration and solubility. Homogeneous mass and heat transfer in the crystallizer would greatly simplify modelling and control of crystallization processes, such conditions are, however, not the reality, especially in industrial scale processes. Consequently, the hydrodynamics of crystallizers, i.e. the combination of mixing, feed and product removal flows, and recycling of the suspension, needs to be thoroughly investigated. Understanding of hydrodynamics is important in crystallization, especially inlargerscale equipment where uniform flow conditions are difficult to attain. It is also important to understand different size scales of mixing; micro-, meso- and macromixing. Fast processes, like nucleation and chemical reactions, are typically highly dependent on micro- and mesomixing but macromixing, which equalizes the concentrations of all the species within the entire crystallizer, cannot be disregarded. This study investigates the influence of hydrodynamics on crystallization processes. Modelling of crystallizers with the mixed suspension mixed product removal (MSMPR) theory (ideal mixing), computational fluid dynamics (CFD), and a compartmental multiblock model is compared. The importance of proper verification of CFD and multiblock models is demonstrated. In addition, the influence of different hydrodynamic conditions on reactive crystallization process control is studied. Finally, the effect of extreme local supersaturation is studied using power ultrasound to initiate nucleation. The present work shows that mixing and chemical feeding conditions clearly affect induction time and cluster formation, nucleation, growth kinetics, and agglomeration. Consequently, the properties of crystalline end products, e.g. crystal size and crystal habit, can be influenced by management of mixing and feeding conditions. Impurities may have varying impacts on crystallization processes. As an example, manganese ions were shown to replace magnesium ions in the crystal lattice of magnesium sulphate heptahydrate, increasing the crystal growth rate significantly, whereas sodium ions showed no interaction at all. Modelling of continuous crystallization based on MSMPR theory showed that the model is feasible in a small laboratoryscale crystallizer, whereas in larger pilot- and industrial-scale crystallizers hydrodynamic effects should be taken into account. For that reason, CFD and multiblock modelling are shown to be effective tools for modelling crystallization with inhomogeneous mixing. The present work shows also that selection of the measurement point, or points in the case of multiprobe systems, is crucial when process analytical technology (PAT) is used to control larger scale crystallization. The thesis concludes by describing how control of local supersaturation by highly localized ultrasound was successfully applied to induce nucleation and to control polymorphism in reactive crystallization of L-glutamic acid.

Innovations of ageing and societal transition : Dynamics of change of the socio-technical regime of ageing

The purpose of this dissertation is to examine the dynamics of the socio-technical system in the field of ageing. The study stems from the notion that the ageing of the population as a powerful megatrend has wide societal effects, and is not just a matter for the social and health sector. The central topic in the study is change: not only the age structures and structures of society are changing, but also at the same time there is constant development, for instance, in technologies, infrastructures and cultural perceptions. The changing concept of innovation has widened the understanding of innovations related to ageing from medical and assistive technological innovations to service and social innovations, as well as systemic innovations at different levels, which means the intertwined and co-evolutionary change in technologies, structures, services and thinking models. By the same token, the perceptions of older people and old age are becoming more multi-faceted: old age is no longer equated to illnesses and decline, but visions of active ageing and a third age have emerged, which are framed by choices, opportunities, resources and consumption in later life. The research task in this study is to open up the processes and mechanisms of change in the field of ageing, which are studied as a complex, multi-level and interrelated socio-technical system. The question is about co-effective elements consisting of macro-level landscape changes, the existing socio-technical regime (the rule system, practices and structures) and bottom-up niche-innovations. Societal transitions do not account for the things inside the regime alone, or for the long-term changes in the landscape, nor for the radical innovations, but for the interplay between all these levels. The research problem is studied through five research articles, which offer micro-level case studies to macro-level phenomenon. Each of the articles focus on different aspects related to ageing and change, and utilise various datasets. The framework of this study leans on the studies of socio-technical systems and multi-level perspective on transitions mainly developed by Frank Geels. Essential factors in transition from one socio-technological regime to another are the co-evolutionary processes between landscape changes, regime level and experimental niches. Landscape level changes, like the ageing of the population, destabilise the regime in the forms of coming pressures. This destabilization offers windows for opportunity to niche-innovations outside or at fringe of the regime, which, through their breakthrough, accelerate the transition process. However, the change is not easy because of various kinds of lock-ins and inertia, which tend to maintain the stability of the regime. In this dissertation, a constructionist approach of society is applied leaning mainly to the ideas of Anthony Giddens’ theory of structuration, with the dual nature of structures. The change is taking place in the interplay between actors and structures: structures shape people’s practices, but at the same time these practices constitute and reproduce social systems. Technology and other material aspects, as part of socio-technical systems, and the use of them, also take part in the structuration process. The findings of the study point out that co-evolutionary and co-effective relationships between economic, cultural, technological and institutional fields, as well as relationships between landscape changes, changes in the local and regime-level practices and rule systems, are a very complex and multi-level dynamic socio-technical phenomenon. At the landscape level of ageing, which creates the pressures and triggers to the regime change, there are three remarkable megatrends: demographic change, changes in the global economy and the development of technologies. These exert pressures to the socio-technical regime, which as a rule system is experiencing changes in the form of new markets and consumer habits, new ways of perceiving ageing, new models of organising the health care and other services and as new ways of considering innovation and innovativeness. There are also inner dynamics in the relationships between these aspects within the regime. These are interrelated and coconstructed: the prevailing perceptions of ageing and innovation, for instance, reflect the ageing policies, innovation policies, societal structures, organising models, technology and scientific discussion, and vice versa. Technology is part of the inner dynamics of the sociotechnological regime. Physical properties of the artefacts set limitations and opportunities with regard to their functions and uses. The use of and discussion about technology, contributes producing and reproducing the perceptions of old age. For societal transition, micro-level changes are also needed, in form of niche-innovations, for instance new services, organisational models or new technologies, Regimes, as stabilitystriven systems, tend to generate incremental innovations, but radically new innovations are generated in experimental niches protected from ‘normal’ market selection. The windows of opportunity for radical novelties may be opened if the circumstances are favourable for instance by tensions in the socio-technical regime affected by landscape level changes. This dissertation indicates that a change is taking place, firstly, in the dynamic interactionbetween levels, as a result of purposive action and governance to some extent. Breaking the inertia and using the window of opportunity for change and innovation offered by dynamics between levels, presupposes the actors’ special capabilities and actions such as dynamic capabilities and distance management. Secondly, the change is taking place the socio-technological negotiations inside the regime: interaction between technological and social, which is embodied in the use of technology. The use of technology includes small-level contextual scripts that also participate in forming broader societal scripts (for instance defining old age at the society level), which in their turn affect the formation of policies for innovation and ageing. Thirdly, the change is taking place by the means of active formation of the multi-actor innovation networks, where the role of distance management is crucial to facilitate the communication between actors coming from different backgrounds as well as to help the niches born outside the regime to utilise the window of opportunity offered by regime destabilisation. This dissertation has both theoretical and practical contributions. This study participates in the discussion of action-oriented view on transition by opening up of the socio-technological, coevolutionary processes of the multi-faceted phenomenon of ageing, which has lacked systematic analyses. The focus of this study, however, is not on the large-scale coordination and governance, but rather on opening up the incremental elements and structuration processes, which contribute to the transition little by little, and which can be affected to. This increases the practical importance of this dissertation, by highlighting the importance of very tiny, everyday elements in the change processes in the long run.

EDTA- and DTPA-functionalized silica gel and chitosan adsorbents for the removal of heavy metals from aqueous solutions

Adsorbents functionalized with chelating agents are effective in removal of heavy metals from aqueous solutions. Important properties of such adsorbents are high binding affinity as well as regenerability. In this study, aminopolycarboxylic acid, EDTA and DTPA, were immobilized on the surface of silica gel, chitosan, and their hybrid materials to achieve chelating adsorbents for heavy metals such as Co(II), Ni(II), Cd(II), and Pb(II). New knowledge about the adsorption properties of EDTA- and DTPA-functionalizedadsorbents was obtained. Experimental work showed the effectiveness, regenerability, and stability of the studied adsorbents. Both advantages and disadvantages of the adsorbents were evaluated. For example, the EDTA-functionalized chitosan-silica hybrid materials combined the benefits of the silica gel and chitosan while at the same time diminishing their observed drawbacks. Modeling of adsorption kinetics and isotherms is an important step in design process. Therefore, several kinetic and isotherm models were introduced and applied in this work. Important aspects such as effect of error function, data range, initial guess values, and linearization were discussed and investigated. The selection of the most suitable model was conducted by comparing the experimental and simulated data as well as evaluating the correspondence between the theory behind the model and properties of the adsorbent. In addition, modeling of two-component data was conducted using various extended isotherms. Modeling results for both one- and twocomponent systems supported each other. Finally, application testing of EDTA- and DTPA-functionalized adsorbents was conducted. The most important result was the applicability of DTPA-functionalized silica gel and chitosan in the capturing of Co(II) from its aqueous EDTA-chelate. Moreover, these adsorbents were efficient in various solution matrices. In addition, separation of Ni(II) from Co(II) and Ni(II) and Pb(II) from Co(II) and Cd(II) was observed in two- and multimetal systems. Lastly, prior to their analysis, EDTA- and DTPA-functionalized silica gels were successfully used to preconcentrate metal ions from both pure and salty waters

Use data from permanent sampling points in growth and yield modeling

This study was carried to evaluate the efficiency of the Bitterlich method in growth and yield modeling of the even-aged Eucalyptus stands. 25 plots were setup in Eucalyptus grandis cropped under a high bole system in the Central Western Region of Minas Gerais, Brazil. The sampling points were setup in the center of each plot. The data of four annual mesurements were colleted and used to adjust the three model types using the age, the site index and the basal area as independent variables. The growths models were fitted for volume and mass of trees. The efficiency of the Bitterlich method was confirmed for generating the data for growth and yield modeling.

Modelling of combustion and sorbent reactions in three-dimensional flow environment of a circulating fluidized bed furnace

This thesis presents a three-dimensional, semi-empirical, steady state model for simulating the combustion, gasification, and formation of emissions in circulating fluidized bed (CFB) processes. In a large-scale CFB furnace, the local feeding of fuel, air, and other input materials, as well as the limited mixing rate of different reactants produce inhomogeneous process conditions. To simulate the real conditions, the furnace should be modelled three-dimensionally or the three-dimensional effects should be taken into account. The only available methods for simulating the large CFB furnaces three-dimensionally are semi-empirical models, which apply a relatively coarse calculation mesh and a combination of fundamental conservation equations, theoretical models and empirical correlations. The number of such models is extremely small. The main objective of this work was to achieve a model which can be applied to calculating industrial scale CFB boilers and which can simulate all the essential sub-phenomena: fluid dynamics, reactions, the attrition of particles, and heat transfer. The core of the work was to develop the model frame and the required sub-models for determining the combustion and sorbent reactions. The objective was reached, and the developed model was successfully used for studying various industrial scale CFB boilers combusting different types of fuel. The model for sorbent reactions, which includes the main reactions for calcitic limestones, was applied for studying the new possible phenomena occurring in the oxygen-fired combustion. The presented combustion and sorbent models and principles can be utilized in other model approaches as well, including other empirical and semi-empirical model approaches, and CFD based simulations. The main achievement is the overall model frame which can be utilized for the further development and testing of new sub-models and theories, and for concentrating the knowledge gathered from the experimental work carried out at bench scale, pilot scale and industrial scale apparatus, and from the computational work performed by other modelling methods.

Soil penetration resistance analysis by multivariate and geostatistical methods

The penetration resistance (PR) is a soil attribute that allows identifies areas with restrictions due to compaction, which results in mechanical impedance for root growth and reduced crop yield. The aim of this study was to characterize the PR of an agricultural soil by geostatistical and multivariate analysis. Sampling was done randomly in 90 points up to 0.60 m depth. It was determined spatial distribution models of PR, and defined areas with mechanical impedance for roots growth. The PR showed a random distribution to 0.55 and 0.60 m depth. PR in other depths analyzed showed spatial dependence, with adjustments to exponential and spherical models. The cluster analysis that considered sampling points allowed establishing areas with compaction problem identified in the maps by kriging interpolation. The analysis with main components identified three soil layers, where the middle layer showed the highest values of PR.