Flujos informacionales en repositorios cooperativos : Consideraciones sobre algunas experiencias en instituciones académicas de América Latina

Este trabajo, de tipo descriptivo exploratorio, se propone efectuar un análisis de una serie de repositorios cooperativos pertenecientes a instituciones académicas de América Latina. Hace hincapié en la importancia de la cooperación como práctica de larga data en el ámbito de las bibliotecas, muchas de las cuales se han convertido en líderes o partícipes importantes tanto en la implementación como en el desarrollo de los repositorios en sus respectivas instituciones. Se toman en consideración los flujos informacionales que los atraviesan a fin de conocer cómo se delinean y desarrollan en el marco de instituciones académicas de cierta envergadura y complejidad, a través de un análisis de documentación. Se resaltan los modelos de flujos de información detectados en dichos repositorios cooperativos y cómo estos, desde su singularidad, favorecen la visibilidad y la difusión del conocimiento académico y científico existente en formato digital

Photosynthetic parameters, chlorophyll concentration, and diffuse attenuation coefficients in the Rhode River, Maryland (USA), 1990-2009

Parameters in the photosynthesis-irradiance (P-E) relationship of phytoplankton were measured at weekly to bi-weekly intervals for 20 yr at 6 stations on the Rhode River, Maryland (USA). Variability in the light-saturated photosynthetic rate, PBmax, was partitioned into interannual, seasonal, and spatial components. The seasonal component of the variance was greatest, followed by interannual and then spatial. Physiological models of PBmax based on balanced growth or photoacclimation predicted the overall mean and most of the range, but not individual observations, and failed to capture important features of the seasonal and interannual variability. PBmax correlated most strongly with temperature and the concentration of dissolved inorganic carbon (IC), with lesser correlations with chlorophyll a, diffuse attenuation coefficient, and a principal component of the species composition. In statistical models, temperature and IC correlated best with the seasonal pattern, but temperature peaked in late July, out of phase with PBmax, which peaked in September, coincident with the maximum in monthly averaged IC concentration. In contrast with the seasonal pattern, temperature did not contribute to interannual variation, which instead was governed by IC and the additional lesser correlates. Spatial variation was relatively weak and uncorrelated with ancillary measurements. The results demonstrate that both the overall distribution of PBmax and its relationship with environmental correlates may vary from year to year. Coefficients in empirical statistical models became stable after including 7 to 10 yr of data. The main correlates of PBmax are amenable to automated monitoring, so that future estimates of primary production might be made without labor-intensive incubations.

Numerical Error Prediction and its applications in CFD using tau-estimation

Nowadays, Computational Fluid Dynamics (CFD) solvers are widely used within the industry to model fluid flow phenomenons. Several fluid flow model equations have been employed in the last decades to simulate and predict forces acting, for example, on different aircraft configurations. Computational time and accuracy are strongly dependent on the fluid flow model equation and the spatial dimension of the problem considered. While simple models based on perfect flows, like panel methods or potential flow models can be very fast to solve, they usually suffer from a poor accuracy in order to simulate real flows (transonic, viscous). On the other hand, more complex models such as the full Navier- Stokes equations provide high fidelity predictions but at a much higher computational cost. Thus, a good compromise between accuracy and computational time has to be fixed for engineering applications. A discretisation technique widely used within the industry is the so-called Finite Volume approach on unstructured meshes. This technique spatially discretises the flow motion equations onto a set of elements which form a mesh, a discrete representation of the continuous domain. Using this approach, for a given flow model equation, the accuracy and computational time mainly depend on the distribution of nodes forming the mesh. Therefore, a good compromise between accuracy and computational time might be obtained by carefully defining the mesh. However, defining an optimal mesh for complex flows and geometries requires a very high level expertize in fluid mechanics and numerical analysis, and in most cases a simple guess of regions of the computational domain which might affect the most the accuracy is impossible. Thus, it is desirable to have an automatized remeshing tool, which is more flexible with unstructured meshes than its structured counterpart. However, adaptive methods currently in use still have an opened question: how to efficiently drive the adaptation ? Pioneering sensors based on flow features generally suffer from a lack of reliability, so in the last decade more effort has been made in developing numerical error-based sensors, like for instance the adjoint-based adaptation sensors. While very efficient at adapting meshes for a given functional output, the latter method is very expensive as it requires to solve a dual set of equations and computes the sensor on an embedded mesh. Therefore, it would be desirable to develop a more affordable numerical error estimation method. The current work aims at estimating the truncation error, which arises when discretising a partial differential equation. These are the higher order terms neglected in the construction of the numerical scheme. The truncation error provides very useful information as it is strongly related to the flow model equation and its discretisation. On one hand, it is a very reliable measure of the quality of the mesh, therefore very useful in order to drive a mesh adaptation procedure. On the other hand, it is strongly linked to the flow model equation, so that a careful estimation actually gives information on how well a given equation is solved, which may be useful in the context of _ -extrapolation or zonal modelling. The following work is organized as follows: Chap. 1 contains a short review of mesh adaptation techniques as well as numerical error prediction. In the first section, Sec. 1.1, the basic refinement strategies are reviewed and the main contribution to structured and unstructured mesh adaptation are presented. Sec. 1.2 introduces the definitions of errors encountered when solving Computational Fluid Dynamics problems and reviews the most common approaches to predict them. Chap. 2 is devoted to the mathematical formulation of truncation error estimation in the context of finite volume methodology, as well as a complete verification procedure. Several features are studied, such as the influence of grid non-uniformities, non-linearity, boundary conditions and non-converged numerical solutions. This verification part has been submitted and accepted for publication in the Journal of Computational Physics. Chap. 3 presents a mesh adaptation algorithm based on truncation error estimates and compares the results to a feature-based and an adjoint-based sensor (in collaboration with Jorge Ponsín, INTA). Two- and three-dimensional cases relevant for validation in the aeronautical industry are considered. This part has been submitted and accepted in the AIAA Journal. An extension to Reynolds Averaged Navier- Stokes equations is also included, where _ -estimation-based mesh adaptation and _ -extrapolation are applied to viscous wing profiles. The latter has been submitted in the Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering. Keywords: mesh adaptation, numerical error prediction, finite volume Hoy en día, la Dinámica de Fluidos Computacional (CFD) es ampliamente utilizada dentro de la industria para obtener información sobre fenómenos fluidos. La Dinámica de Fluidos Computacional considera distintas modelizaciones de las ecuaciones fluidas (Potencial, Euler, Navier-Stokes, etc) para simular y predecir las fuerzas que actúan, por ejemplo, sobre una configuración de aeronave. El tiempo de cálculo y la precisión en la solución depende en gran medida de los modelos utilizados, así como de la dimensión espacial del problema considerado. Mientras que modelos simples basados en flujos perfectos, como modelos de flujos potenciales, se pueden resolver rápidamente, por lo general aducen de una baja precisión a la hora de simular flujos reales (viscosos, transónicos, etc). Por otro lado, modelos más complejos tales como el conjunto de ecuaciones de Navier-Stokes proporcionan predicciones de alta fidelidad, a expensas de un coste computacional mucho más elevado. Por lo tanto, en términos de aplicaciones de ingeniería se debe fijar un buen compromiso entre precisión y tiempo de cálculo. Una técnica de discretización ampliamente utilizada en la industria es el método de los Volúmenes Finitos en mallas no estructuradas. Esta técnica discretiza espacialmente las ecuaciones del movimiento del flujo sobre un conjunto de elementos que forman una malla, una representación discreta del dominio continuo. Utilizando este enfoque, para una ecuación de flujo dado, la precisión y el tiempo computacional dependen principalmente de la distribución de los nodos que forman la malla. Por consiguiente, un buen compromiso entre precisión y tiempo de cálculo se podría obtener definiendo cuidadosamente la malla, concentrando sus elementos en aquellas zonas donde sea estrictamente necesario. Sin embargo, la definición de una malla óptima para corrientes y geometrías complejas requiere un nivel muy alto de experiencia en la mecánica de fluidos y el análisis numérico, así como un conocimiento previo de la solución. Aspecto que en la mayoría de los casos no está disponible. Por tanto, es deseable tener una herramienta que permita adaptar los elementos de malla de forma automática, acorde a la solución fluida (remallado). Esta herramienta es generalmente más flexible en mallas no estructuradas que con su homóloga estructurada. No obstante, los métodos de adaptación actualmente en uso todavía dejan una pregunta abierta: cómo conducir de manera eficiente la adaptación. Sensores pioneros basados en las características del flujo en general, adolecen de una falta de fiabilidad, por lo que en la última década se han realizado grandes esfuerzos en el desarrollo numérico de sensores basados en el error, como por ejemplo los sensores basados en el adjunto. A pesar de ser muy eficientes en la adaptación de mallas para un determinado funcional, este último método resulta muy costoso, pues requiere resolver un doble conjunto de ecuaciones: la solución y su adjunta. Por tanto, es deseable desarrollar un método numérico de estimación de error más asequible. El presente trabajo tiene como objetivo estimar el error local de truncación, que aparece cuando se discretiza una ecuación en derivadas parciales. Estos son los términos de orden superior olvidados en la construcción del esquema numérico. El error de truncación proporciona una información muy útil sobre la solución: es una medida muy fiable de la calidad de la malla, obteniendo información que permite llevar a cabo un procedimiento de adaptación de malla. Está fuertemente relacionado al modelo matemático fluido, de modo que una estimación precisa garantiza la idoneidad de dicho modelo en un campo fluido, lo que puede ser útil en el contexto de modelado zonal. Por último, permite mejorar la precisión de la solución resolviendo un nuevo sistema donde el error local actúa como término fuente (_ -extrapolación). El presenta trabajo se organiza de la siguiente manera: Cap. 1 contiene una breve reseña de las técnicas de adaptación de malla, así como de los métodos de predicción de los errores numéricos. En la primera sección, Sec. 1.1, se examinan las estrategias básicas de refinamiento y se presenta la principal contribución a la adaptación de malla estructurada y no estructurada. Sec 1.2 introduce las definiciones de los errores encontrados en la resolución de problemas de Dinámica Computacional de Fluidos y se examinan los enfoques más comunes para predecirlos. Cap. 2 está dedicado a la formulación matemática de la estimación del error de truncación en el contexto de la metodología de Volúmenes Finitos, así como a un procedimiento de verificación completo. Se estudian varias características que influyen en su estimación: la influencia de la falta de uniformidad de la malla, el efecto de las no linealidades del modelo matemático, diferentes condiciones de contorno y soluciones numéricas no convergidas. Esta parte de verificación ha sido presentada y aceptada para su publicación en el Journal of Computational Physics. Cap. 3 presenta un algoritmo de adaptación de malla basado en la estimación del error de truncación y compara los resultados con sensores de featured-based y adjointbased (en colaboración con Jorge Ponsín del INTA). Se consideran casos en dos y tres dimensiones, relevantes para la validación en la industria aeronáutica. Este trabajo ha sido presentado y aceptado en el AIAA Journal. También se incluye una extensión de estos métodos a las ecuaciones RANS (Reynolds Average Navier- Stokes), en donde adaptación de malla basada en _ y _ -extrapolación son aplicados a perfiles con viscosidad de alas. Este último trabajo se ha presentado en los Actas de la Institución de Ingenieros Mecánicos, Parte G: Journal of Aerospace Engineering. Palabras clave: adaptación de malla, predicción del error numérico, volúmenes finitos

Measurement of velocity in rotational flows using ultrasonic anemometry: the flowmeter

In this paper a previously developed theoretical model of the measurement process performed by a transit-time ultrasonic anemometer is applied to a fluid flowing through a circular section pipe. This model considers the influence of the shift of the acoustic pulse trajectory from straight propagation due to the flow on the measured speed. The aim of this work is to estimate the errors induced in the measured velocity by the shift of the acoustic pulse trajectory. Using different duct’s flow models, laminar and turbulent regimes have been analyzed. The results show that neglecting the effect of shift of the acoustic pulse trajectory leads to flow rate measurement underestimation.

Desarrollo de métodos numérico-interpretativos para la realización de ensayos de bombeo

Los ensayos de bombeo son, sin lugar a dudas, una de las pruebas más fiables y de mayor interés que se hacen en el medio físico. No son pruebas estrictamente puntuales, dado que el bombeo atrae flujo desde distancias lejanas al pozo, la prueba tiene una excelente representatividad espacial. Los métodos de interpretación mediante ensayos de bombeo se empezaron a plantear en la primera mitad del pasado siglo. Con los ensayos de bombeo se puede calcular la transmisividad y coeficiente de almacenamiento de las formaciones acuíferas y suministran información sobre el tipo de acuífero, la calidad constructiva del pozo de extracción, la existencia de barreras impermeable o bordes de recarga próximos, e incluso en algunas circunstancias permiten el cálculo del área de embalse subterráneo. Desde mediados del siglo 20 existe una eficaz y abundante gama de métodos analítico-interpretativos de ensayos de bombeo, tanto en régimen permanente como transitorio. Estos métodos son ampliamente conocidos y están muy experimentados a lo largo de muchos países, sin embargo, hoy día, podrían utilizarse modelos de flujo para la interpretación, logrando la misma fiabilidad e incluso mejores posibilidades de análisis. Muchos ensayos que no pueden interpretarse porque las configuraciones del medio son demasiado complejas y no están disponibles, o no es posible, el desarrollo de métodos analíticos, tienen buena adaptación y en ocasiones muy fácil solución haciendo uso de los métodos numéricos de simulación del flujo. En esta tesis se ha buscado una vía de interpretar ensayos de bombeo haciendo uso de modelos de simulación del flujo. Se utiliza el modelo universal MODFLOW del United States Geological Survey, en el cual se configura una celda de simulación y mallado particularmente adecuados para el problema a tratar, se valida con los métodos analíticos existentes. Con la célula convenientemente validada se simulan otros casos en los que no existen métodos analíticos desarrollados dada la complejidad del medio físico a tratar y se sacan las oportunas conclusiones. Por último se desarrolla un modelo específico y la correspondiente aplicación de uso general para la interpretación numérica de ensayos de bombeo tanto con las configuraciones normales como con configuraciones complejas del medio físico. ABSTRACT Pumping tests are, without doubt, one of the most reliable and most interesting tests done in the physical environment. They are not strictly anecdotal evidence, since pumping flow attracts from far distances to the well, the test has excellent spatial representation. Methods of interpretation by pumping tests began to arise in the first half of last century. With pumping tests, can be calculated transmissivity and storage coefficient of the aquifer formations, and provide information on the type of aquifer, the construction quality of the well, the existence of waterproof barriers or borders next recharge, and even in some circumstances allow calculating the area of underground reservoir. Since the mid-20th century there is effective and abundant range of analytical interpretative pumping tests, both in steady state and transient methods. These methods are very widely known and experienced over many countries, however, nowadays, may flow models used for interpretation, obtaining equally reliable or even better possibilities for analysis. Many trials cannot be interpreted as environmental settings are too complex and are not available, or not possible, the development of analytical methods, have good adaptation and sometimes very easily solved using numerical flow simulation methods. This thesis has sought a way to interpret pumping tests using flow simulation models. MODFLOW universal model of United States Geological Survey, in which a simulation cell and meshing particularly suitable for the problem to be treated, is validated with existing analytical methods used is set. With suitably validated cell other cases where there are no analytical methods developed given the complexity of the physical environment to try and draw appropriate conclusions are simulated. Finally, a specific model and the corresponding application commonly used for numerical interpretation of pumping tests both with normal settings as complex configurations of the physical environment is developed.

Análisis de las herramientas ORCC y Vivado HLS para la Síntesis de Modelos de Flujo de Datos RVC-CAL

En este Proyecto Fin de Grado se ha realizado un estudio de cómo generar, a partir de modelos de flujo de datos en RVC-CAL (Reconfigurable Video Coding – CAL Actor Language), modelos VHDL (Versatile Hardware Description Language) mediante Vivado HLS (Vivado High Level Synthesis), incluida en las herramientas disponibles en Vivado de Xilinx. Una vez conseguido el modelo VHDL resultante, la intención es que mediante las herramientas de Xilinx se programe en una FPGA (Field Programmable Gate Array) o el dispositivo Zynq también desarrollado por Xilinx. RVC-CAL es un lenguaje de flujo de datos que describe la funcionalidad de bloques funcionales, denominados actores. Las funcionalidades que desarrolla un actor se definen como acciones, las cuales pueden ser diferentes en un mismo actor. Los actores pueden comunicarse entre sí y formar una red de actores o network. Con Vivado HLS podemos obtener un diseño VHDL a partir de un modelo en lenguaje C. Por lo que la generación de modelos en VHDL a partir de otros en RVC-CAL, requiere una fase previa en la que los modelos en RVC-CAL serán compilados para conseguir su equivalente en lenguaje C. El compilador ORCC (Open RVC-CAL Compiler) es la herramienta que nos permite lograr diseños en lenguaje C partiendo de modelos en RVC-CAL. ORCC no crea directamente el código ejecutable, sino que genera un código fuente disponible para ser compilado por otra herramienta, en el caso de este proyecto, el compilador GCC (Gnu C Compiler) de Linux. En resumen en este proyecto nos encontramos con tres puntos de estudio bien diferenciados, los cuales son: 1. Partimos de modelos de flujo de datos en RVC-CAL, los cuales son compilados por ORCC para alcanzar su traducción en lenguaje C. 2. Una vez conseguidos los diseños equivalentes en lenguaje C, son sintetizados en Vivado HLS para conseguir los modelos en VHDL. 3. Los modelos VHDL resultantes serian manipulados por las herramientas de Xilinx para producir el bitstream que sea programado en una FPGA o en el dispositivo Zynq. En el estudio del segundo punto, nos encontramos con una serie de elementos conflictivos que afectan a la síntesis en Vivado HLS de los diseños en lenguaje C generados por ORCC. Estos elementos están relacionados con la manera que se encuentra estructurada la especificación en C generada por ORCC y que Vivado HLS no puede soportar en determinados momentos de la síntesis. De esta manera se ha propuesto una transformación “manual” de los diseños generados por ORCC que afecto lo menos posible a los modelos originales para poder realizar la síntesis con Vivado HLS y crear el fichero VHDL correcto. De esta forma este documento se estructura siguiendo el modelo de un trabajo de investigación. En primer lugar, se exponen las motivaciones y objetivos que apoyan y se esperan lograr en este trabajo. Seguidamente, se pone de manifiesto un análisis del estado del arte de los elementos necesarios para el desarrollo del mismo, proporcionando los conceptos básicos para la correcta comprensión y estudio del documento. Se realiza una descripción de los lenguajes RVC-CAL y VHDL, además de una introducción de las herramientas ORCC y Vivado, analizando las bondades y características principales de ambas. Una vez conocido el comportamiento de ambas herramientas, se describen las soluciones desarrolladas en nuestro estudio de la síntesis de modelos en RVC-CAL, poniéndose de manifiesto los puntos conflictivos anteriormente señalados que Vivado HLS no puede soportar en la síntesis de los diseños en lenguaje C generados por el compilador ORCC. A continuación se presentan las soluciones propuestas a estos errores acontecidos durante la síntesis, con las cuales se pretende alcanzar una especificación en C más óptima para una correcta síntesis en Vivado HLS y alcanzar de esta forma los modelos VHDL adecuados. Por último, como resultado final de este trabajo se extraen un conjunto de conclusiones sobre todos los análisis y desarrollos acontecidos en el mismo. Al mismo tiempo se proponen una serie de líneas futuras de trabajo con las que se podría continuar el estudio y completar la investigación desarrollada en este documento. ABSTRACT. In this Project it has made a study of how to generate, from data flow models in RVC-CAL (Reconfigurable Video Coding - Actor CAL Language), VHDL models (Versatile Hardware Description Language) by Vivado HLS (Vivado High Level Synthesis), included in the tools available in Vivado of Xilinx. Once achieved the resulting VHDL model, the intention is that by the Xilinx tools programmed in FPGA or Zynq device also developed by Xilinx. RVC-CAL is a dataflow language that describes the functionality of functional blocks, called actors. The functionalities developed by an actor are defined as actions, which may be different in the same actor. Actors can communicate with each other and form a network of actors. With Vivado HLS we can get a VHDL design from a model in C. So the generation of models in VHDL from others in RVC-CAL requires a preliminary phase in which the models RVC-CAL will be compiled to get its equivalent in C. The compiler ORCC (Open RVC-CAL Compiler) is the tool that allows us to achieve designs in C language models based on RVC-CAL. ORCC not directly create the executable code but generates an available source code to be compiled by another tool, in the case of this project, the GCC compiler (GNU C Compiler) of Linux. In short, in this project we find three well-defined points of study, which are: 1. We start from data flow models in RVC-CAL, which are compiled by ORCC to achieve its translation in C. 2. Once you realize the equivalent designs in C, they are synthesized in Vivado HLS for VHDL models. 3. The resulting models VHDL would be manipulated by Xilinx tools to produce the bitstream that is programmed into an FPGA or Zynq device. In the study of the second point, we find a number of conflicting elements that affect the synthesis Vivado HLS designs in C generated by ORCC. These elements are related to the way it is structured specification in C generated ORCC and Vivado HLS cannot hold at certain times of the synthesis. Thus it has proposed a "manual" transformation of designs generated by ORCC that affected as little as possible to the original in order to perform the synthesis Vivado HLS and create the correct file VHDL models. Thus this document is structured along the lines of a research. First, the motivations and objectives that support and hope to reach in this work are presented. Then it shows an analysis the state of the art of the elements necessary for its development, providing the basics for a correct understanding and study of the document. A description of the RVC-CAL and VHDL languages is made, in addition an introduction of the ORCC and Vivado tools, analyzing the advantages and main features of both. Once you know the behavior of both tools, the solutions developed in our study of the synthesis of RVC-CAL models, introducing the conflicting points mentioned above are described that Vivado HLS cannot stand in the synthesis of design in C language generated by ORCC compiler. Below the proposed solutions to these errors occurred during synthesis, with which it is intended to achieve optimum C specification for proper synthesis Vivado HLS and thus create the appropriate VHDL models are presented. Finally, as the end result of this work a set of conclusions on all analyzes and developments occurred in the same are removed. At the same time a series of future lines of work which could continue to study and complete the research developed in this document are proposed.

Quantifying ice-shelf basal melt and ice-stream dynamics using high-resolution DEM and GPS time series

Thesis (Ph.D.)--University of Washington, 2016-06

Use of computational fluid dynamics in the design of bubble column reactors

Investigations into the modelling techniques that depict the transport of discrete phases (gas bubbles or solid particles) and model biochemical reactions in a bubble column reactor are discussed here. The mixture model was used to calculate gas-liquid, solid-liquid and gasliquid-solid interactions. Multiphase flow is a difficult phenomenon to capture, particularly in bubble columns where the major driving force is caused by the injection of gas bubbles. The gas bubbles cause a large density difference to occur that results in transient multi-dimensional fluid motion. Standard design procedures do not account for the transient motion, due to the simplifying assumptions of steady plug flow. Computational fluid dynamics (CFD) can assist in expanding the understanding of complex flows in bubble columns by characterising the flow phenomena for many geometrical configurations. Therefore, CFD has a role in the education of chemical and biochemical engineers, providing the examples of flow phenomena that many engineers may not experience, even through experimentation. The performance of the mixture model was investigated for three domains (plane, rectangular and cylindrical) and three flow models (laminar, k-e turbulence and the Reynolds stresses). mThis investigation raised many questions about how gas-liquid interactions are captured numerically. To answer some of these questions the analogy between thermal convection in a cavity and gas-liquid flow in bubble columns was invoked. This involved modelling the buoyant motion of air in a narrow cavity for a number of turbulence schemes. The difference in density was caused by a temperature gradient that acted across the width of the cavity. Multiple vortices were obtained when the Reynolds stresses were utilised with the addition of a basic flow profile after each time step. To implement the three-phase models an alternative mixture model was developed and compared against a commercially available mixture model for three turbulence schemes. The scheme where just the Reynolds stresses model was employed, predicted the transient motion of the fluids quite well for both mixture models. Solid-liquid and then alternative formulations of gas-liquid-solid model were compared against one another. The alternative form of the mixture model was found to perform particularly well for both gas and solid phase transport when calculating two and three-phase flow. The improvement in the solutions obtained was a result of the inclusion of the Reynolds stresses model and differences in the mixture models employed. The differences between the alternative mixture models were found in the volume fraction equation (flux and deviatoric stress tensor terms) and the viscosity formulation for the mixture phase.

On the Equivalence of the Riemann-Liouville and the Caputo Fractional Order Derivatives in Modeling of Linear Viscoelastic Materials

Mathematics Subject Classification: 26A33

A geometriai Brown-mozgás feltevésének elfogadhatósága a reálopciók értékelésében (The acceptability of the assumption of geometric brownian motion in the valuation of real options)

A reálopciók a döntési rugalmasság megtestesítőiként jelen vannak a vállalatvezetők mindennapjaiban, és cégtől függően jelentős értéket képviselhetnek. Értékelésük a hagyományos diszkontált pénzáramlás módszerekkel csak korlátozottan lehetséges, ezért alternatívaként felmerül a pénzügyi opcióárazás módszertana, amelynek hagyományos változatai az alaptermék alakulásáról geometriai Brown-mozgást feltételeznek. A cikk ezt a feltevést veszi górcső alá a reálopciókra történő alkalmazás szempontjából, és megmutatja, hogy habár önkényesnek tűnhet, valójában nem pusztán egy matematikai szempontból kényelmes megoldás, hanem pénzügyileg is elfogadható feltétel. _______ Real options represent the fl exibility of decision-making, and are thus part of the everyday work of corporate executives, often having great value. Valuing them with the use of traditional Discounted Cash Flow models has limited relevance, therefore arises the alternative methodology of fi nancial option pricing, the traditional versions of which assume that the price of the underlying asset follows Geometric Brownian Motion. The paper examines this assumption from the aspect of real option valuation and shows that although it might seem arbitrary, it is not only a mathematically convenient choice, but also a fi nancially acceptable one.

Remote-Sensing Monitoring of Tide Propagation Through Coastal Wetlands

Tide propagation through coastal wetlands is a complex phenomenon affected by vegetation, channels, and tidal conditions. Generally, tidal flow is studied using stage (water level) observations, which provide good temporal resolution, but they are acquired in limited locations. Here, a remote-sensing technique, wetland InSAR (interferometric synthetic aperture radar), is used to detect tidal flow in vegetated coastal environments over broad spatial scales. The technique is applied to data sets acquired by three radar satellites over the western Everglades in south Florida. Interferometric analysis of the data shows that the greatest water-level changes occur along tidal channels, reflecting a high velocity gradient between fast horizontal flow in the channel and the slow flow propagation through the vegetation. The high-resolution observations indicate that the tidal flushing zone extends 2–3 km on both sides of tidal channels and can extend 3–4 km inland from the end of the channel. The InSAR observations can also serve as quantitative constraints for detailed coastal wetland flow models.

Real-time load-side control of electric power systems

Two trends are emerging from modern electric power systems: the growth of renewable (e.g., solar and wind) generation, and the integration of information technologies and advanced power electronics. The former introduces large, rapid, and random fluctuations in power supply, demand, frequency, and voltage, which become a major challenge for real-time operation of power systems. The latter creates a tremendous number of controllable intelligent endpoints such as smart buildings and appliances, electric vehicles, energy storage devices, and power electronic devices that can sense, compute, communicate, and actuate. Most of these endpoints are distributed on the load side of power systems, in contrast to traditional control resources such as centralized bulk generators. This thesis focuses on controlling power systems in real time, using these load side resources. Specifically, it studies two problems.

(1) Distributed load-side frequency control: We establish a mathematical framework to design distributed frequency control algorithms for flexible electric loads. In this framework, we formulate a category of optimization problems, called optimal load control (OLC), to incorporate the goals of frequency control, such as balancing power supply and demand, restoring frequency to its nominal value, restoring inter-area power flows, etc., in a way that minimizes total disutility for the loads to participate in frequency control by deviating from their nominal power usage. By exploiting distributed algorithms to solve OLC and analyzing convergence of these algorithms, we design distributed load-side controllers and prove stability of closed-loop power systems governed by these controllers. This general framework is adapted and applied to different types of power systems described by different models, or to achieve different levels of control goals under different operation scenarios. We first consider a dynamically coherent power system which can be equivalently modeled with a single synchronous machine. We then extend our framework to a multi-machine power network, where we consider primary and secondary frequency controls, linear and nonlinear power flow models, and the interactions between generator dynamics and load control.

(2) Two-timescale voltage control: The voltage of a power distribution system must be maintained closely around its nominal value in real time, even in the presence of highly volatile power supply or demand. For this purpose, we jointly control two types of reactive power sources: a capacitor operating at a slow timescale, and a power electronic device, such as a smart inverter or a D-STATCOM, operating at a fast timescale. Their control actions are solved from optimal power flow problems at two timescales. Specifically, the slow-timescale problem is a chance-constrained optimization, which minimizes power loss and regulates the voltage at the current time instant while limiting the probability of future voltage violations due to stochastic changes in power supply or demand. This control framework forms the basis of an optimal sizing problem, which determines the installation capacities of the control devices by minimizing the sum of power loss and capital cost. We develop computationally efficient heuristics to solve the optimal sizing problem and implement real-time control. Numerical experiments show that the proposed sizing and control schemes significantly improve the reliability of voltage control with a moderate increase in cost.

Metrics for solar wind prediction models: Comparison of empirical, hybrid, and physics-based schemes with 8 years of L1 observations

Space weather effects on technological systems originate with energy carried from the Sun to the terrestrial environment by the solar wind. In this study, we present results of modeling of solar corona-heliosphere processes to predict solar wind conditions at the L1 Lagrangian point upstream of Earth. In particular we calculate performance metrics for (1) empirical, (2) hybrid empirical/physics-based, and (3) full physics-based coupled corona-heliosphere models over an 8-year period (1995–2002). L1 measurements of the radial solar wind speed are the primary basis for validation of the coronal and heliosphere models studied, though other solar wind parameters are also considered. The models are from the Center for Integrated Space-Weather Modeling (CISM) which has developed a coupled model of the whole Sun-to-Earth system, from the solar photosphere to the terrestrial thermosphere. Simple point-by-point analysis techniques, such as mean-square-error and correlation coefficients, indicate that the empirical coronal-heliosphere model currently gives the best forecast of solar wind speed at 1 AU. A more detailed analysis shows that errors in the physics-based models are predominately the result of small timing offsets to solar wind structures and that the large-scale features of the solar wind are actually well modeled. We suggest that additional “tuning” of the coupling between the coronal and heliosphere models could lead to a significant improvement of their accuracy. Furthermore, we note that the physics-based models accurately capture dynamic effects at solar wind stream interaction regions, such as magnetic field compression, flow deflection, and density buildup, which the empirical scheme cannot.

On flow reversal boundaries and transpolar voltage in average models of high-latitude convection

The implications of polar cap expansions, contractions and movements for empirical models of high-latitude plasma convection are examined. Some of these models have been generated by directly averaging flow measurements from large numbers of satellite passes or radar scans; others have employed more complex means to combine data taken at different times into large-scale patterns of flow. In all cases, the models have implicitly adopted the assumption that the polar cap is in steady state: they have all characterized the ionospheric flow in terms of the prevailing conditions (e.g. the interplanetary magnetic field and/or some index of terrestrial magnetic activity) without allowance for their history. On long enough time scales, the polar cap is indeed in steady state but on time scales shorter than a few hours it is not and can oscillate in size and position. As a result, the method used to combine the data can influence the nature of the convection reversal boundary and the transpolar voltage in the derived model. This paper discusses a variety of effects due to time-dependence in relation to some ionospheric convection models which are widely applied. The effects are shown to be varied and to depend upon the procedure adopted to compile the model.

Film thickness measurement techniques applied to micro-scale two-phase flow systems

Recently semi-empirical models to estimate flow boiling heat transfer coefficient, saturated CHF and pressure drop in micro-scale channels have been proposed. Most of the models were developed based on elongated bubbles and annular flows in the view of the fact that these flow patterns are predominant in smaller channels. In these models, the liquid film thickness plays an important role and such a fact emphasizes that the accurate measurement of the liquid film thickness is a key point to validate them. On the other hand, several techniques have been successfully applied to measure liquid film thicknesses during condensation and evaporation under macro-scale conditions. However, although this subject has been targeted by several leading laboratories around the world, it seems that there is no conclusive result describing a successful technique capable of measuring dynamic liquid film thickness during evaporation inside micro-scale round channels. This work presents a comprehensive literature review of the methods used to measure liquid film thickness in macro- and micro-scale systems. The methods are described and the main difficulties related to their use in micro-scale systems are identified. Based on this discussion, the most promising methods to measure dynamic liquid film thickness in micro-scale channels are identified. (C) 2009 Elsevier Inc. All rights reserved.