916 resultados para Options (Finance) -- Mathematical models
Resumo:
This paper presents a mathematical model and a methodology to solve a transmission network expansion planning problem considering uncertainty in demand and generation. The methodology used to solve the problem, finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with uncertainty. The model presented results in an optimization problem that is solved using a specialized genetic algorithm. The results obtained for known systems from the literature show that cheaper plans can be found satisfying the uncertainty in demand and generation. ©2008 IEEE.
Resumo:
This paper presents a mathematical model and a methodology to solve a transmission network expansion planning problem considering open access. The methodology finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with multiples generation scenarios. The model presented is solved using a specialized genetic algorithm. The methodology is tested in a system from the literature. ©2008 IEEE.
Resumo:
Reliability is a key aspect in power system design and planning. Maintaining a reliable power system is a very important issue for their design and operation. Under the new competitive framework of the electricity sector, power systems find ever more and more strained to operate near their limits. Under this new scenario, it is crucial for the system operator to use tools that facilitate an energy dispatch that minimizes possible power cuts. This paper presents a mathematical model to calculate an energy dispatch that considers security constraints (single contingencies in transmission lines and transformers). The model involves pool markets and fixed bilateral contracts. Traditional methodologies that include security constraints are usually based in multistage dispatch processes. In this case, we propose a single-stage model that avoids the economic inefficiencies which result when conventional multi-stage dispatch approaches are applied. The proposed model includes an AC representation of the transport system and allows calculating the cost overruns incurred in due to reliability restrictions. We found that complying with fixed bilateral contracts, when they go above certain levels, might lead to congestion problems in transmission lines.
Resumo:
This paper presents a methodology to solve the transmission network expansion planning problem (TNEP) considering reliability and uncertainty in the demand. The proposed methodology provides an optimal expansion plan that allows the power system to operate adequately with an acceptable level of reliability and in an enviroment with uncertainness. The reliability criterion limits the expected value of the reliability index (LOLE - Loss Of Load Expectation) of the expanded system. The reliability is evaluated for the transmission system using an analytical technique based in enumeration. The mathematical model is solved, in a efficient way, using a specialized genetic algorithm of Chu-Beasley modified. Detailed results from an illustrative example are presented and discussed. © 2009 IEEE.
Resumo:
In this paper, a load transport system in platforms is considered. It is a transport device and is modelled as an inverted pendulum built on a car driven by a DC motor. The motion equations were obtained by Lagrange's equations. The mathematical model considers the interaction between the DC motor and the dynamic system. The dynamic system was analysed and a Swarm Control Design was developed to stabilize the model of this load transport system. ©2010 IEEE.
Resumo:
Multipulse rectifier topologies based on autoconnections, or differential connections, are more and more applied as interface stages between the mains and power converters. These topologies mitigate many low-order current harmonics in the utility, reducing the THD (total harmonic distortion) and increasing the power factor. This paper presents a mathematical model based on phasor diagrams, that results in a single expression able to unify all differential topologies connections (Delta and Wye), for both step-up or step-down autotransformers, for 12 and 18-pulse AC-DC converters. The proposed family of converters can be designed for any relationship between the input voltage and the load voltage. An immediate application would be the retrofit, i.e. to replace a conventional rectifier with poor quality of the processed energy by the 12 or 18 pulses rectifier with Wye or Delta-differential connection. The design procedure, simple and fast, is developed and tested for a prototype rating 6 kW and 250 V on the DC load © 2010 IEEE.
Resumo:
The ABE (acetone, butanol, ethanol) fermentation is characterized by its low productivity. In this paper, this issue is overcome with an innovative industrial process that employs the flash fermentation technology. The process consists of three interconnected units, as follows: fermentor, cell retention system (tangential microfiltration) and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The dynamic behaviour of the process is described by a nonlinear mathematical model with kinetic parameters determined experimentally. From simulations of the mathematical model the dynamic characteristics of the process were investigated. Analyzes of the open-loop dynamic behavior of the process, after step perturbations in the manipulated variables, determined the best control structures for the process. Copyright © 2010, AIDIC Servizi S.r.l.
Resumo:
Multipulse rectifier topologies based on auto-connections or differential connections, are more and more applied as interface stages between the mains and power converters. These topologies are becoming increasingly attractive not only for robustness, but to mitigate many low order current harmonics in the utility, reducing the total harmonic distortion of the line currents (THDi) and increasing the power factor requirements. Unlike isolated connections (delta-wye, zigzag, etc.), when the differential transformer is employed, most of the energy required by the load is directly conducted through the windings. Thus, only a small fraction of the kVA is processed by the magnetic core. This feature increases the power density of the converter. This paper presents a mathematical model based on phasor diagrams, which results in a single expression able to merge all differential connections (wye and delta), for both step-up and step-down rectifiers for 12 or 18 pulses. The proposed family of converters can be designed for any relationship between the line input voltage and the DC voltage, unlike the conventional phase-shift voltage connections. An immediate application would be the retrofit, i.e. to replace a conventional rectifier with poor quality of the processed energy by the 12 or 18-pulse rectifiers with Wye or Delta-differential connections, keeping the original values for the input and load voltages. The simple and fast design procedure is developed and tested for a prototype rating 6 kW and 400 V on DC load.
Resumo:
The phases of a transmission line are tightly coupled due to mutual impedances and admittances of the line. One way to accomplish the calculations of currents and voltages in multi-phase lines consists in representing them in modal domain, where its n coupled phases are represented by their n propagation modes. The separation line in their modes of propagation is through the use of a modal transformation matrix whose columns are eigenvectors associated with the parameters of the line. Usually, this matrix is achieved through numerical methods which does not allow the achievement of an analytical model for line developed directly in the phases domain. This work will show the modal transformation matrix of a hypothetical two-phase obtained with numerical and analytical procedures. It will be shown currents and voltage s at terminals of the line taking into account the use of modal transformation matrices obtained by using numerical and analytical procedures. © 2011 IEEE.
Resumo:
This paper presents a new methodology for solving the optimal VAr planning problem in multi-area electric power systems, using the Dantzig-Wolfe decomposition. The original multi-area problem is decomposed into subproblems (one for each area) and a master problem (coordinator). The solution of the VAr planning problem in each area is based on the application of successive linear programming, and the coordination scheme is based on the reactive power marginal costs in the border bus. The aim of the model is to provide coordinated mechanisms to carry out the VAr planning studies maximizing autonomy and confidentiality for each area, assuring global economy to the whole system. Using the mathematical model and computational implementation of the proposed methodology, numerical results are presented for two interconnected systems, each of them composed of three equal subsystems formed by IEEE30 and IEEE118 test systems. © 2011 IEEE.
Resumo:
Distributed Generators (DG) are generally modeled as PQ or PV buses in power flow studies. But in order to integrate DG units into the distribution systems and control the reactive power injection it is necessary to know the operation mode and the type of connection to the system. This paper presents a single-phase and a three-phase mathematical model to integrate DG in power flow calculations in distribution systems, especially suited for Smart Grid calculations. If the DG is in PV mode, each step of the power flow algorithm calculates the reactive power injection from the DG to the system to keep the voltage in the bus in a predefined level, if the DG is in PQ mode, the power injection is considered as a negative load. The method is tested on two well known test system, presenting single-phase results on 85 bus system, and three-phase results in the IEEE 34 bus test system. © 2011 IEEE.
Resumo:
This paper proposes a solution to improve the performance of the first order Early Error Sensing (EES) Adaptive Time Delay Tanlock Loops (ATDTL) presented in (Al-Zaabi, Al-Qutayri e Al-Araji, 2005), regarding to frequency estimation and tracking time. The EES-ATDTL are phaselocked-loops (PLL) used to hardware implementations, due to their simple structure. Fixed-points theorems are used to determine conditions for rapid convergence of the estimation process and a estimative of the frecuency input is obtained with a Gaussian filter that improves the gain adaptation. The mathematical models are the presented by (Al-Araji, Al-Qutayri e Al-Zaabi, 2006). Simulations have been performed to evaluate the theoretical results.
Resumo:
The purpose of this study was to estimate the varieties of coffee Arabic Catucáand Catuaí productivity, in Zona da Mata, Minas Gerais, through agrometeorological mathematical models, considering the spatial variability of productivity in the area. The samplings were georrefered building an irregular grid, totalizing 50 samplings per area. After that, geostatic analysis was made to quantify spatial dependence degree of the real values and the estimated productivity. According to the classification, the models superestimated the productivity for the two varieties.
Resumo:
Transmission expansion planning (TEP) is a non-convex optimization problem that can be solved via different heuristic algorithms. A variety of classical as well as heuristic algorithms in literature are addressed to solve TEP problem. In this paper a modified constructive heuristic algorithm (CHA) is proposed for solving such a crucial problem. Most of research papers handle TEP problem by linearization of the non-linear mathematical model while in this research TEP problem is solved via CHA using non-linear model. The proposed methodology is based upon Garver's algorithm capable of applying to a DC model. Simulation studies and tests results on the well known transmission network such as: Garver and IEEE 24-bus systems are carried out to show the significant performance as well as the effectiveness of the proposed algorithm. © 2011 IEEE.
Resumo:
In last decades, control of nonlinear dynamic systems became an important and interesting problem studied by many authors, what results the appearance of lots of works about this subject in the scientific literature. In this paper, an Atomic Force Microscope micro cantilever operating in tapping mode was modeled, and its behavior was studied using bifurcation diagrams, phase portraits, time history, Poincare maps and Lyapunov exponents. Chaos was detected in an interval of time; those phenomena undermine the achievement of accurate images by the sample surface. In the mathematical model, periodic and chaotic motion was obtained by changing parameters. To control the chaotic behavior of the system were implemented two control techniques. The SDRE control (State Dependent Riccati Equation) and Time-delayed feedback control. Simulation results show the feasibility of the bothmethods, for chaos control of an AFM system. Copyright © 2011 by ASME.