Modern Portfolio Theory Applied to Electricity Resource Planning

To meet electricity demand, electric utilities develop growth strategies for generation, transmission, and distributions systems. For a long time those strategies have been developed by applying least-cost methodology, in which the cheapest stand-alone resources are simply added, instead of analyzing complete portfolios. As a consequence, least-cost methodology is biased in favor of fossil fuel-based technologies, completely ignoring the benefits of adding non-fossil fuel technologies to generation portfolios, especially renewable energies. For this reason, this thesis introduces modern portfolio theory (MPT) to gain a more profound insight into a generation portfolio’s performance using generation cost and risk metrics. We discuss all necessary assumptions and modifications to this finance technique for its application within power systems planning, and we present a real case of analysis. Finally, the results of this thesis are summarized, pointing out the main benefits and the scope of this new tool in the context of electricity generation planning.

MOTION - A New On-line Model for Urban Traffic Signal Control.

This paper presents MOTION, a modular on-line model for urban traffic signal control. It consists of a network and a local level and builds on enhanced traffic state estimation. Special consideration is given to the prioritization of public transit. MOTION provides possibilities for the interaction with integrated urban management systems.

Semantic Mining based on graph theory and ontologies. Case Study: Cell Signaling Pathways

In this paper we use concepts from graph theory and cellular biology represented as ontologies, to carry out semantic mining tasks on signaling pathway networks. Specifically, the paper describes the semantic enrichment of signaling pathway networks. A cell signaling network describes the basic cellular activities and their interactions. The main contribution of this paper is in the signaling pathway research area, it proposes a new technique to analyze and understand how changes in these networks may affect the transmission and flow of information, which produce diseases such as cancer and diabetes. Our approach is based on three concepts from graph theory (modularity, clustering and centrality) frequently used on social networks analysis. Our approach consists into two phases: the first uses the graph theory concepts to determine the cellular groups in the network, which we will call them communities; the second uses ontologies for the semantic enrichment of the cellular communities. The measures used from the graph theory allow us to determine the set of cells that are close (for example, in a disease), and the main cells in each community. We analyze our approach in two cases: TGF-β and the Alzheimer Disease.

Measuring and improving production efficiency of paint filling and packing line

Tutkittu yritys on suomalainen maaleja ja lakkoja kansainvälisesti valmistava ja myyvä toimija. Yrityksessä otettiin vuonna 2010 käyttöön uudet tuotannon ja toimitusketjun tavoitteet ja suunnitelmat ja tämä tutkimus on osa tuota kokonaisvaltaista kehittämissuuntaa. Tutkimuksessa käsitellään tuotannon ja kunnossapidon tehokkuuden parantamis- ja mittaustyökalu OEE:tä ja tuotevaihtoaikojen pienentämiseen tarkoitettua SMED -työkalua. Työn teoriaosuus perustuu lähinnä akateemisiin julkaisuihin, mutta myös haastatteluihin, kirjoihin, internet sivuihin ja yhteen vuosikertomukseen. Empiriaosuudessa OEE:n käyttöönoton ongelmia ja onnistumista tutkittiin toistettavalla käyttäjäkyselyllä. OEE:n potentiaalia ja käyttöönottoa tutkittiin myös tarkastelemalla tuotanto- ja käytettävyysdataa, jota oli kerätty tuotantolinjalta. SMED:iä tutkittiin siihen perustuvan tietokoneohjelman avulla. SMED:iä tutkittiin teoreettisella tasolla, eikä sitä implementoitu vielä käytäntöön. Tutkimustuloksien mukaan OEE ja SMED sopivat hyvin esimerkkiyritykselle ja niissä on paljon potentiaalia. OEE ei ainoastaan paljasta käytettävyyshäviöiden määrää, mutta myös niiden rakenteen. OEE -tulosten avulla yritys voi suunnata rajalliset tuotannon ja kunnossapidon parantamisen resurssit oikeisiin paikkoihin. Työssä käsiteltävä tuotantolinja ei tuottanut mitään 56 % kaikesta suunnitellusta tuotantoajasta huhtikuussa 2016. Linjan pysähdyksistä ajallisesti 44 % johtui vaihto-, aloitus- tai lopetustöistä. Tuloksista voidaan päätellä, että käytettävyyshäviöt ovat vakava ongelma yrityksen tuotannontehokkuudessa ja vaihtotöiden vähentäminen on tärkeä kehityskohde. Vaihtoaikaa voitaisiin vähentää ~15 % yksinkertaisilla ja halvoilla SMED:illä löydetyillä muutoksilla työjärjestyksessä ja työkaluissa. Parannus olisi vielä suurempi kattavimmilla muutoksilla. SMED:in suurin potentiaali ei välttämättä ole vaihtoaikojen lyhentämisessä vaan niiden standardisoinnissa.

A novel methodology for simulating contact-line behavior in capillary-driven flows

Despite the wide swath of applications where multiphase fluid contact lines exist, there is still no consensus on an accurate and general simulation methodology. Most prior numerical work has imposed one of the many dynamic contact-angle theories at solid walls. Such approaches are inherently limited by the theory accuracy. In fact, when inertial effects are important, the contact angle may be history dependent and, thus, any single mathematical function is inappropriate. Given these limitations, the present work has two primary goals: 1) create a numerical framework that allows the contact angle to evolve naturally with appropriate contact-line physics and 2) develop equations and numerical methods such that contact-line simulations may be performed on coarse computational meshes.

Fluid flows affected by contact lines are dominated by capillary stresses and require accurate curvature calculations. The level set method was chosen to track the fluid interfaces because it is easy to calculate interface curvature accurately. Unfortunately, the level set reinitialization suffers from an ill-posed mathematical problem at contact lines: a ``blind spot'' exists. Standard techniques to handle this deficiency are shown to introduce parasitic velocity currents that artificially deform freely floating (non-prescribed) contact angles. As an alternative, a new relaxation equation reinitialization is proposed to remove these spurious velocity currents and its concept is further explored with level-set extension velocities.

To capture contact-line physics, two classical boundary conditions, the Navier-slip velocity boundary condition and a fixed contact angle, are implemented in direct numerical simulations (DNS). DNS are found to converge only if the slip length is well resolved by the computational mesh. Unfortunately, since the slip length is often very small compared to fluid structures, these simulations are not computationally feasible for large systems. To address the second goal, a new methodology is proposed which relies on the volumetric-filtered Navier-Stokes equations. Two unclosed terms, an average curvature and a viscous shear VS, are proposed to represent the missing microscale physics on a coarse mesh.

All of these components are then combined into a single framework and tested for a water droplet impacting a partially-wetting substrate. Very good agreement is found for the evolution of the contact diameter in time between the experimental measurements and the numerical simulation. Such comparison would not be possible with prior methods, since the Reynolds number Re and capillary number Ca are large. Furthermore, the experimentally approximated slip length ratio is well outside of the range currently achievable by DNS. This framework is a promising first step towards simulating complex physics in capillary-dominated flows at a reasonable computational expense.

Transmission Spectra of Rb 87 atoms near an Optical Nanofiber.

We present measurements of the transmission spectra of 87Rb atoms at 780 nm in the vicinity of a nanofiber. A uniform distribution of fixed atoms around a nanofiber should produce a spectrum that is broadened towards the red due to shifts from the van der Waals potential. If the atoms are free, this also produces an attractive force that accelerates them until they collide with the fiber which depletes the steady-state density of near-surface atoms. It is for this reason that measurements of the van der Waals interaction are sparse. We confirm this by measuring the spectrum cold atoms from a magneto-optical trap around the fiber, revealing a symmetric line shape with nearly the natural linewidth of the transition. When we use an auxiliary 750 nm laser we are able to controllably desorb a steady flux of atoms from the fiber that reside near the surface (less than 50 nm) long enough to feel the van der Walls interaction and produce an asymmetric spectrum. We quantify the spectral asymmetry as a function of 750 nm laser power and find a maximum. Our model, which that takes into account the change in the density distribution, qualitatively explains the observations. In the future this can be used as a tool to more comprehensively study atom-surface interactions.

The economics of credit markets: theory and evidence.

Doutoramento em Economia.

Ideological Complex Systems: Mathematical Theory

The goal of this article is to build an abstract mathematical theory rather than a computational one of the process of transmission of ideology. The basis of much of the argument is Patten's Environment Theory that characterizes a system with its double environment (input or stimulus and output or response) and the existing interactions among them. Ideological processes are semiotic processes, and if in Patten's theory, the two environments are physical, in this theory ideological processes are physical and semiotic, as are stimulus and response.

CHARACTERIZATION OF THE ATMOSPHERIC EFFECTS ON THE TRANSMISSION OF THERMAL RADIATION

Atmospheric scattering plays a crucial rule in degrading the performance of electro optical imaging systems operating in the visible and infra-red spectral bands, and hence limits the quality of the acquired images, either through reduction of contrast or increase of image blur. The exact nature of light scattering by atmospheric media is highly complex and depends on the types, orientations, sizes and distributions of particles constituting these media, as well as wavelengths, polarization states and directions of the propagating radiation. Here we follow the common approach for solving imaging and propagation problems by treating the propagating light through atmospheric media as composed of two main components: a direct (unscattered), and a scattered component. In this work we developed a detailed model of the effects of absorption and scattering by haze and fog atmospheric aerosols on the optical radiation propagating from the object plane to an imaging system, based on the classical theory of EM scattering. This detailed model is then used to compute the average point spread function (PSF) of an imaging system which properly accounts for the effects of the diffraction, scattering, and the appropriate optical power level of both the direct and the scattered radiation arriving at the pupil of the imaging system. Also, the calculated PSF, properly weighted for the energy contributions of the direct and scattered components is used, in combination with a radiometric model, to estimate the average number of the direct and scattered photons detected at the sensor plane, which are then used to calculate the image spectrum signal to- noise ratio (SNR) in the visible near infra-red (NIR) and mid infra-red (MIR) spectral wavelength bands. Reconstruction of images degraded by atmospheric scattering and measurement noise is then performed, up to the limit imposed by the noise effective cutoff spatial frequency of the image spectrum SNR. Key results of this research are as follows: A mathematical model based on Mie scattering theory for how scattering from aerosols affects the overall point spread function (PSF) of an imaging system was developed, coded in MATLAB, and demonstrated. This model along with radiometric theory was used to predict the limiting resolution of an imaging system as a function of the optics, scattering environment, and measurement noise. Finally, image reconstruction algorithms were developed and demonstrated which mitigate the effects of scattering-induced blurring to within the limits imposed by noise.

How can personal role engagement lead to increased engagement? The roles of meaningfulness and perceived line manager relations

There is an increasing need to understand the psychological processes that link personal development with employee engagement, particularly the boundary conditions at which these occur. The current study sought to meet this need by testing whether perceived opportunities for development are positively associated with job engagement indirectly through the experience of meaningfulness, and whether this indirect relationship is conditional on the level of perceived line manager relations. Questionnaire data was collected from 152 UK workers from a range of occupations and organizations. The results found support for all the hypotheses. In particular, the positive effects of perceived opportunities for development on job engagement (measured one month later) via meaningfulness were only significant for those who perceived that they had a good relationship with their line manager. Thus, there is a need for line managers to develop high quality relationships with their direct reports in order for development practices to translate into positive psychological outcomes. Engagement theory could be advanced by further understanding broaden-and-build and social exchange processes.

Matching theory based travel plan aware charging algorithms in V2G smart grid networks

The frequency, time and places of charging have large impact on the Quality of Experience (QoE) of EV drivers. It is critical to design effective EV charging scheduling system to improve the QoE of EV drivers. In order to improve EV charging QoE and utilization of CSs, we develop an innovative travel plan aware charging scheduling scheme for moving EVs to be charged at Charging Stations (CS). In the design of the proposed charging scheduling scheme for moving EVs, the travel routes of EVs and the utility of CSs are taken into consideration. The assignment of EVs to CSs is modeled as a two-sided many-to-one matching game with the objective of maximizing the system utility which reflects the satisfactory degrees of EVs and the profits of CSs. A Stable Matching Algorithm (SMA) is proposed to seek stable matching between charging EVs and CSs. Furthermore, an improved Learning based On-LiNe scheduling Algorithm (LONA) is proposed to be executed by each CS in a distributed manner. The performance gain of the average system utility by the SMA is up to 38.2% comparing to the Random Charging Scheduling (RCS) algorithm, and 4.67% comparing to Only utility of Electric Vehicle Concerned (OEVC) scheme. The effectiveness of the proposed SMA and LONA is also demonstrated by simulations in terms of the satisfactory ratio of charging EVs and the the convergence speed of iteration.

Safe operation of transmission system considering EV at distribution level

In this paper, the IEEE 14 bus test system is used in order to perform adequacy assessment of a transmission system when large scale integration of electric vehicles is considered at distribution levels. In this framework, the symmetric/constr ained fuzzy power flow (SFPF/CFPF) was proposed. The SFPF/CFPF models are suitable to quantify the adequacy of transmission network to satisfy “reasonable demands for the transmission of electricity” as defined, for instance, in the European Directive 2009/72/EC. In this framework, electric vehicles of different types will be treated as fuzzy loads configuring part of the “reasonable demands”. With this study, it is also intended to show how to evaluate the amount of EVs that can be safely accommodated to the grid meeting a certain adequacy level.

Unbounded solutions for functional problems on the half-line

This paper presents an existence and localization result of unbounded solutions for a second-order differential equation on the half-line with functional boundary conditions. By applying unbounded upper and lower solutions, Green's functions and Schauder fixed point theorem, the existence of at least one solution is shown for the above problem. One example and one application to an Emden-Fowler equation are shown to illustrate our results.

Essays in the Economics of the Family and Cultural Transmission

My research aims at identifying the role cultural-ethnic traits play in marriage choices and at uncovering the implications of marital sorting on consequent intra-household decisions. From different perspectives, this thesis focuses on intermarriages, within the Italian marriage market. In the first chapter, I explore the role of ethnic endogamy on marital instability. I document the existence of a positive differential in marital instability of interethnic marriages compared to homogeneous ones and I demonstrate that genetic and ethnolinguistic measures of cultural diversity are informative about the incidence of marital dissolution. The second chapter investigates a novel channel, which explains the differential in household stability and investments across family types: cultural socialization of children. I propose a marital matching model along cultural-ethnic lines, to study the process of family formation and intra-household decision making in a context where ethnic differences between spouses potentially matter both in terms of preferences and technologies for household production. The observed intermarriage, fertility, separation and socialization rates are in line with theoretical predictions and they are consistent with strong preferences of parents toward cultural socialization of children to their own ethnic identity. In the third chapter, I propose and estimate a marital matching model along ethnic lines. I argue that gains to intermarriage depend on both cultural preferences and legal status motives. Taking advantage of the exogenous EU enlargements to East European countries in 2004 and 2007, I show that gains to intermarriage of East European migrants significantly decrease in response to the acquisition of the legal status. The final chapter aims to understand whether judicial decisions respond to the ethnic identity of spouses and what incentives those judgments are guided, by looking at separation and divorce sentences. Studying the legal custody assignment of children, I document a significant differential interacting mothers’ ethnicities with the family type.

A multidisciplinary approach to the study of protein dynamics and signal transmission

Allostery is a phenomenon of fundamental importance in biology, allowing regulation of function and dynamic adaptability of enzymes and proteins. Despite the allosteric effect was first observed more than a century ago allostery remains a biophysical enigma, defined as the “second secret of life”. The challenge is mainly associated to the rather complex nature of the allosteric mechanisms, which manifests itself as the alteration of the biological function of a protein/enzyme (e.g. ligand/substrate binding at the active site) by binding of “other object” (“allos stereos” in Greek) at a site distant (> 1 nanometer) from the active site, namely the effector site. Thus, at the heart of allostery there is signal propagation from the effector to the active site through a dense protein matrix, with a fundamental challenge being represented by the elucidation of the physico-chemical interactions between amino acid residues allowing communicatio n between the two binding sites, i.e. the “allosteric pathways”. Here, we propose a multidisciplinary approach based on a combination of computational chemistry, involving molecular dynamics simulations of protein motions, (bio)physical analysis of allosteric systems, including multiple sequence alignments of known allosteric systems, and mathematical tools based on graph theory and machine learning that can greatly help understanding the complexity of dynamical interactions involved in the different allosteric systems. The project aims at developing robust and fast tools to identify unknown allosteric pathways. The characterization and predictions of such allosteric spots could elucidate and fully exploit the power of allosteric modulation in enzymes and DNA-protein complexes, with great potential applications in enzyme engineering and drug discovery.