TCA Evaluation : Lab Measurements, Modelling and System Simulations

The study reported here is part of a large project for evaluation of the Thermo-Chemical Accumulator (TCA), a technology under development by the Swedish company ClimateWell AB. The studies concentrate on the use of the technology for comfort cooling. This report concentrates on measurements in the laboratory, modelling and system simulation. The TCA is a three-phase absorption heat pump that stores energy in the form of crystallised salt, in this case Lithium Chloride (LiCl) with water being the other substance. The process requires vacuum conditions as with standard absorption chillers using LiBr/water. Measurements were carried out in the laboratories at the Solar Energy Research Center SERC, at Högskolan Dalarna as well as at ClimateWell AB. The measurements at SERC were performed on a prototype version 7:1 and showed that this prototype had several problems resulting in poor and unreliable performance. The main results were that: there was significant corrosion leading to non-condensable gases that in turn caused very poor performance; unwanted crystallisation caused blockages as well as inconsistent behaviour; poor wetting of the heat exchangers resulted in relatively high temperature drops there. A measured thermal COP for cooling of 0.46 was found, which is significantly lower than the theoretical value. These findings resulted in a thorough redesign for the new prototype, called ClimateWell 10 (CW10), which was tested briefly by the authors at ClimateWell. The data collected here was not large, but enough to show that the machine worked consistently with no noticeable vacuum problems. It was also sufficient for identifying the main parameters in a simulation model developed for the TRNSYS simulation environment, but not enough to verify the model properly. This model was shown to be able to simulate the dynamic as well as static performance of the CW10, and was then used in a series of system simulations. A single system model was developed as the basis of the system simulations, consisting of a CW10 machine, 30 m2 flat plate solar collectors with backup boiler and an office with a design cooling load in Stockholm of 50 W/m2, resulting in a 7.5 kW design load for the 150 m2 floor area. Two base cases were defined based on this: one for Stockholm using a dry cooler with design cooling rate of 30 kW; one for Madrid with a cooling tower with design cooling rate of 34 kW. A number of parametric studies were performed based on these two base cases. These showed that the temperature lift is a limiting factor for cooling for higher ambient temperatures and for charging with fixed temperature source such as district heating. The simulated evacuated tube collector performs only marginally better than a good flat plate collector if considering the gross area, the margin being greater for larger solar fractions. For 30 m2 collector a solar faction of 49% and 67% were achieved for the Stockholm and Madrid base cases respectively. The average annual efficiency of the collector in Stockholm (12%) was much lower than that in Madrid (19%). The thermal COP was simulated to be approximately 0.70, but has not been possible to verify with measured data. The annual electrical COP was shown to be very dependent on the cooling load as a large proportion of electrical use is for components that are permanently on. For the cooling loads studied, the annual electrical COP ranged from 2.2 for a 2000 kWh cooling load to 18.0 for a 21000 kWh cooling load. There is however a potential to reduce the electricity consumption in the machine, which would improve these figures significantly. It was shown that a cooling tower is necessary for the Madrid climate, whereas a dry cooler is sufficient for Stockholm although a cooling tower does improve performance. The simulation study was very shallow and has shown a number of areas that are important to study in more depth. One such area is advanced control strategy, which is necessary to mitigate the weakness of the technology (low temperature lift for cooling) and to optimally use its strength (storage).

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Applied continuous modelling in the study of pyrotechnic shock propagation on Ariane 5

This paper deals with the theoretical method and the modelling problems on the analysis of the Pyrotechnic Shock Propagation in the Vehicle Equipment Bay Structure of the ARIANE 5 during the separation of the upper stage. This work has been developed under a contract with the Spanish Firm Construcciones Aeronáuticas S.A. From all the analysis and the studies it can be concluded that: 1.- The mathematical method used for the study of the pyrotechnic shock phenomena is very well suited for conducting parametric studies. 2.- A careful model of the structure should be developed taking into account the realistic stiffness and dissipation properties at the junctions. 3.- The load produced by the pyrotechnic device should be carefully calibrated to reach a good agreement between theoretical and test results. 4.- In any case with the adquired experience it can be said that with the modelling of continuous elements the order of magnitude of the accelerations can be predicted with the accuracy needed in practical applications.

Seismic modelling of bridges with semirigid connections

The need to modal semi-rigid behaviour of joints to analyze the seismic response of bridges arises when retrofitting devices such as cables or bolts are introduced in otherwise free joints or when the design takes advantage of the plastification of structural sections to impose energy dissipation though their ductile behaviour. The paper presents some preliminary results of a parametric study carried out using s1mplified computational models. Two instances where semirigid connection play a role in the seismic response of bridges have been discussed. The ongoing research from which this paper is extracted is intended to enhance understanding on the effectivness of various bridge retrofitting measures and to provide information that may be used to calibrate some ECS-2 rules. Finally, it is hoped that the development of reliable simplified techniques for nonlinear analysis will provide designers with useful tools to examine behavior and ultimately improve seismic safety in actual bridges.

Extracting energy from Vortex-Induced Vibrations: A parametric study

Here, Vortex-Induced Vibrations (VIVs) of a circular cylinder are analyzed as a potential source for energy harvesting. To this end, VIV is described by a one-degree-of-freedom model where fluid forces are introduced from experimental data from forced vibration tests. The influence of some influencing parameters, like the mass ratio m∗ or the mechanical damping ζ in the energy conversion factor is investigated. The analysis reveals that: (i) the maximum efficiency ηM is principally influenced by the mass-damping parameter m∗ζ and there is an optimum value of m∗ζ where ηM presents a maximum; (ii) the range of reduced velocities with significant efficiency is mainly governed by m∗, and (iii) it seems that encouraging high efficiency values can be achieved for high Reynolds numbers.

Exploratory modelling of grinding pressure within a compressed particle bed

With increasing industry interest in high pressure roll grinding (HPGR) technology, there is a strong incentive for improved understanding of the nature of grinding pressure that exists in the interior of a compressed particle bed. This corresponds to the crushing region of the HPGR. The relationship between applied pressure (stress) to the particle bed and induced pressure (stress) within particles and at contact points between particles is of particular interest. A detailed parametric investigation is beyond the scope of this exploratory paper. However, this exploratory investigation does suggest some interesting behaviour. The compressed particle bed within an 80 turn diameter piston has been modelled using Particle Flow Code for three dimensions. PFC3D is a discrete element code. The total number of simulated particles was 1225 and 2450 for two beds of different thickness. Particle diameters were uniformly distributed between 4 and 4.5 mm. The results of the simulations show that stress intensity within the simulated particle beds and within the observed particles increased with increase of the applied stress. The intensity of the average vertical stress in the selected particles tended to be comparable with the intensity of the pressure applied to the surface of particle bed and was only occasionally higher. However, the stress at contact points between particles could be several times higher. In a real crusher, such high stress amplification at contacts will quickly decrease due to local crushing and a resultant increase the size of the contact area. Therefore, its significance is likely to be relatively small in an industrial context. The modelling results also suggest that failure within the particle bed will progress from the crushing surface towards the depth of the bed. (c) 2006 Elsevier Ltd. All rights reserved.

Modelling photo-detectors in quantum optics

Photo-detection plays a fundamental role in experimental quantum optics and is of particular importance in the emerging field of linear optics quantum computing. Present theoretical treatment of photo-detectors is highly idealized and fails to consider many important physical effects. We present a physically motivated model for photo-detectors which accommodates for the effects of finite resolution, bandwidth and efficiency, as well as dark counts and dead-time. We apply our model to two simple well-known applications, which illustrates the significance of these characteristics.

Modelling nonlinear stochastic dynamics in financial time series

For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.

Parametric study of the behaviour of reinforced concrete columns in fire

The research is concerned with the application of the computer simulation technique to study the performance of reinforced concrete columns in a fire environment. The effect of three different concrete constitutive models incorporated in the computer simulation on the structural response of reinforced concrete columns exposed to fire is investigated. The material models differed mainly in respect to the formulation of the mechanical properties of concrete. The results from the simulation have clearly illustrated that a more realistic response of a reinforced concrete column exposed to fire is given by a constitutive model with transient creep or appropriate strain effect The assessment of the relative effect of the three concrete material models is considered from the analysis by adopting the approach of a parametric study, carried out using the results from a series of analyses on columns heated on three sides which produce substantial thermal gradients. Three different loading conditions were used on the column; axial loading and eccentric loading both to induce moments in the same sense and opposite sense to those induced by the thermal gradient. An axially loaded column heated on four sides was also considered. The computer modelling technique adopted separated the thermal and structural responses into two distinct computer programs. A finite element heat transfer analysis was used to determine the thermal response of the reinforced concrete columns when exposed to the ISO 834 furnace environment. The temperature distribution histories obtained were then used in conjunction with a structural response program. The effect of the occurrence of spalling on the structural behaviour of reinforced concrete column is also investigated. There is general recognition of the potential problems of spalling but no real investigation into what effect spalling has on the fire resistance of reinforced concrete members. In an attempt to address the situation, a method has been developed to model concrete columns exposed to fire which incorporates the effect of spalling. A total of 224 computer simulations were undertaken by varying the amounts of concrete lost during a specified period of exposure to fire. An array of six percentages of spalling were chosen for one range of simulation while a two stage progressive spalling regime was used for a second range. The quantification of the reduction in fire resistance of the columns against the amount of spalling, heating and loading patterns, and the time at which the concrete spalls appears to indicate that it is the amount of spalling which is the most significant variable in the reduction of fire resistance.

Computationsl modelling of dimethyl ether separation and steam reforming in fluidized bed reactors

This study presents a computational fluid dynamic (CFD) study of Dimethyl Ether (DME) gas adsorptive separation and steam reforming (DME-SR) in a large scale Circulating Fluidized Bed (CFB) reactor. The CFD model is based on Eulerian-Eulerian dispersed flow and solved using commercial software (ANSYS FLUENT). Hydrogen is currently receiving increasing interest as an alternative source of clean energy and has high potential applications, including the transportation sector and power generation. Computational fluid dynamic (CFD) modelling has attracted considerable recognition in the engineering sector consequently leading to using it as a tool for process design and optimisation in many industrial processes. In most cases, these processes are difficult or expensive to conduct in lab scale experiments. The CFD provides a cost effective methodology to gain detailed information up to the microscopic level. The main objectives in this project are to: (i) develop a predictive model using ANSYS FLUENT (CFD) commercial code to simulate the flow hydrodynamics, mass transfer, reactions and heat transfer in a large scale dual fluidized bed system for combined gas separation and steam reforming processes (ii) implement a suitable adsorption models in the CFD code, through a user defined function, to predict selective separation of a gas from a mixture (iii) develop a model for dimethyl ether steam reforming (DME-SR) to predict hydrogen production (iv) carry out detailed parametric analysis in order to establish ideal operating conditions for future industrial application. The project has originated from a real industrial case problem in collaboration with the industrial partner Dow Corning (UK) and jointly funded by the Engineering and Physical Research Council (UK) and Dow Corning. The research examined gas separation by adsorption in a bubbling bed, as part of a dual fluidized bed system. The adsorption process was simulated based on the kinetics derived from the experimental data produced as part of a separate PhD project completed under the same fund. The kinetic model was incorporated in FLUENT CFD tool as a pseudo-first order rate equation; some of the parameters for the pseudo-first order kinetics were obtained using MATLAB. The modelling of the DME adsorption in the designed bubbling bed was performed for the first time in this project and highlights the novelty in the investigations. The simulation results were analysed to provide understanding of the flow hydrodynamic, reactor design and optimum operating condition for efficient separation. Bubbling bed validation by estimation of bed expansion and the solid and gas distribution from simulation agreed well with trends seen in the literatures. Parametric analysis on the adsorption process demonstrated that increasing fluidizing velocity reduced adsorption of DME. This is as a result of reduction in the gas residence time which appears to have much effect compared to the solid residence time. The removal efficiency of DME from the bed was found to be more than 88%. Simulation of the DME-SR in FLUENT CFD was conducted using selected kinetics from literature and implemented in the model using an in-house developed user defined function. The validation of the kinetics was achieved by simulating a case to replicate an experimental study of a laboratory scale bubbling bed by Vicente et al [1]. Good agreement was achieved for the validation of the models, which was then applied in the DME-SR in the large scale riser section of the dual fluidized bed system. This is the first study to use the selected DME-SR kinetics in a circulating fluidized bed (CFB) system and for the geometry size proposed for the project. As a result, the simulation produced the first detailed data on the spatial variation and final gas product in such an industrial scale fluidized bed system. The simulation results provided insight in the flow hydrodynamic, reactor design and optimum operating condition. The solid and gas distribution in the CFB was observed to show good agreement with literatures. The parametric analysis showed that the increase in temperature and steam to DME molar ratio increased the production of hydrogen due to the increased DME conversions, whereas the increase in the space velocity has been found to have an adverse effect. Increasing temperature between 200 oC to 350 oC increased DME conversion from 47% to 99% while hydrogen yield increased substantially from 11% to 100%. The CO2 selectivity decreased from 100% to 91% due to the water gas shift reaction favouring CO at higher temperatures. The higher conversions observed as the temperature increased was reflected on the quantity of unreacted DME and methanol concentrations in the product gas, where both decreased to very low values of 0.27 mol% and 0.46 mol% respectively at 350 °C. Increasing the steam to DME molar ratio from 4 to 7.68 increased the DME conversion from 69% to 87%, while the hydrogen yield increased from 40% to 59%. The CO2 selectivity decreased from 100% to 97%. The decrease in the space velocity from 37104 ml/g/h to 15394 ml/g/h increased the DME conversion from 87% to 100% while increasing the hydrogen yield from 59% to 87%. The parametric analysis suggests an operating condition for maximum hydrogen yield is in the region of 300 oC temperatures and Steam/DME molar ratio of 5. The analysis of the industrial sponsor’s case for the given flow and composition of the gas to be treated suggests that 88% of DME can be adsorbed from the bubbling and consequently producing 224.4t/y of hydrogen in the riser section of the dual fluidized bed system. The process also produces 1458.4t/y of CO2 and 127.9t/y of CO as part of the product gas. The developed models and parametric analysis carried out in this study provided essential guideline for future design of DME-SR at industrial level and in particular this work has been of tremendous importance for the industrial collaborator in order to draw conclusions and plan for future potential implementation of the process at an industrial scale.

The effect of corruption on FDI:a parametric and non-parametric analysis

This paper analyses the effect of corruption on Multinational Enterprises' (MNEs) incentives to undertake FDI in a particular country. We contribute to the existing literature by modelling the relationship between corruption and FDI using both parametric and non-parametric methods. We report that the impact of corruption on FDI stock is different for the different quantiles of the FDI stock distribution. This is a characteristic that could not be captured in previous studies which used only parametric methods. After controlling for the location selection process of MNEs and other host country characteristics, the result from both parametric and non-parametric analyses offer some support for the ‘helping-hand’ role of corruption.

General and multiplicative non-parametric corporate performance models with interval ratio data

The increasing intensity of global competition has led organizations to utilize various types of performance measurement tools for improving the quality of their products and services. Data envelopment analysis (DEA) is a methodology for evaluating and measuring the relative efficiencies of a set of decision making units (DMUs) that use multiple inputs to produce multiple outputs. All the data in the conventional DEA with input and/or output ratios assumes the form of crisp numbers. However, the observed values of data in real-world problems are sometimes expressed as interval ratios. In this paper, we propose two new models: general and multiplicative non-parametric ratio models for DEA problems with interval data. The contributions of this paper are fourfold: (1) we consider input and output data expressed as interval ratios in DEA; (2) we address the gap in DEA literature for problems not suitable or difficult to model with crisp values; (3) we propose two new DEA models for evaluating the relative efficiencies of DMUs with interval ratios, and (4) we present a case study involving 20 banks with three interval ratios to demonstrate the applicability and efficacy of the proposed models where the traditional indicators are mostly financial ratios. © 2011 Elsevier Inc.