Distributed optimization in power networks and general multi-agent systems

The dissertation studies the general area of complex networked systems that consist of interconnected and active heterogeneous components and usually operate in uncertain environments and with incomplete information. Problems associated with those systems are typically large-scale and computationally intractable, yet they are also very well-structured and have features that can be exploited by appropriate modeling and computational methods. The goal of this thesis is to develop foundational theories and tools to exploit those structures that can lead to computationally-efficient and distributed solutions, and apply them to improve systems operations and architecture.

Specifically, the thesis focuses on two concrete areas. The first one is to design distributed rules to manage distributed energy resources in the power network. The power network is undergoing a fundamental transformation. The future smart grid, especially on the distribution system, will be a large-scale network of distributed energy resources (DERs), each introducing random and rapid fluctuations in power supply, demand, voltage and frequency. These DERs provide a tremendous opportunity for sustainability, efficiency, and power reliability. However, there are daunting technical challenges in managing these DERs and optimizing their operation. The focus of this dissertation is to develop scalable, distributed, and real-time control and optimization to achieve system-wide efficiency, reliability, and robustness for the future power grid. In particular, we will present how to explore the power network structure to design efficient and distributed market and algorithms for the energy management. We will also show how to connect the algorithms with physical dynamics and existing control mechanisms for real-time control in power networks.

The second focus is to develop distributed optimization rules for general multi-agent engineering systems. A central goal in multiagent systems is to design local control laws for the individual agents to ensure that the emergent global behavior is desirable with respect to the given system level objective. Ideally, a system designer seeks to satisfy this goal while conditioning each agent’s control on the least amount of information possible. Our work focused on achieving this goal using the framework of game theory. In particular, we derived a systematic methodology for designing local agent objective functions that guarantees (i) an equivalence between the resulting game-theoretic equilibria and the system level design objective and (ii) that the resulting game possesses an inherent structure that can be exploited for distributed learning, e.g., potential games. The control design can then be completed by applying any distributed learning algorithm that guarantees convergence to the game-theoretic equilibrium. One main advantage of this game theoretic approach is that it provides a hierarchical decomposition between the decomposition of the systemic objective (game design) and the specific local decision rules (distributed learning algorithms). This decomposition provides the system designer with tremendous flexibility to meet the design objectives and constraints inherent in a broad class of multiagent systems. Furthermore, in many settings the resulting controllers will be inherently robust to a host of uncertainties including asynchronous clock rates, delays in information, and component failures.

Financial equilibrium, voting procedures, and coalition structures in allocational mechanisms

This thesis is comprised of three chapters, each of which is concerned with properties of allocational mechanisms which include voting procedures as part of their operation. The theme of interaction between economic and political forces recurs in the three chapters, as described below.

Chapter One demonstrates existence of a non-controlling interest shareholders' equilibrium for a stylized one-period stock market economy with fewer securities than states of the world. The economy has two decision mechanisms: Owners vote to change firms' production plans across states, fixing shareholdings; and individuals trade shares and the current production / consumption good, fixing production plans. A shareholders' equilibrium is a production plan profile, and a shares / current good allocation stable for both mechanisms. In equilibrium, no (Kramer direction-restricted) plan revision is supported by a share-weighted majority, and there exists no Pareto superior reallocation.

Chapter Two addresses efficient management of stationary-site, fixed-budget, partisan voter registration drives. Sufficient conditions obtain for unique optimal registrar deployment within contested districts. Each census tract is assigned an expected net plurality return to registration investment index, computed from estimates of registration, partisanship, and turnout. Optimum registration intensity is a logarithmic transformation of a tract's index. These conditions are tested using a merged data set including both census variables and Los Angeles County Registrar data from several 1984 Assembly registration drives. Marginal registration spending benefits, registrar compensation, and the general campaign problem are also discussed.

The last chapter considers social decision procedures at a higher level of abstraction. Chapter Three analyzes the structure of decisive coalition families, given a quasitransitive-valued social decision procedure satisfying the universal domain and ITA axioms. By identifying those alternatives X* ⊆ X on which the Pareto principle fails, imposition in the social ranking is characterized. Every coaliton is weakly decisive for X* over X~X*, and weakly antidecisive for X~X* over X*; therefore, alternatives in X~X* are never socially ranked above X*. Repeated filtering of alternatives causing Pareto failure shows states in X^n*~X^((n+1))* are never socially ranked above X^((n+1))*. Limiting results of iterated application of the *-operator are also discussed.

Nonstationary response of structures and its application to earthquake engineering

This thesis presents a simplified state-variable method to solve for the nonstationary response of linear MDOF systems subjected to a modulated stationary excitation in both time and frequency domains. The resulting covariance matrix and evolutionary spectral density matrix of the response may be expressed as a product of a constant system matrix and a time-dependent matrix, the latter can be explicitly evaluated for most envelopes currently prevailing in engineering. The stationary correlation matrix of the response may be found by taking the limit of the covariance response when a unit step envelope is used. The reliability analysis can then be performed based on the first two moments of the response obtained.

The method presented facilitates obtaining explicit solutions for general linear MDOF systems and is flexible enough to be applied to different stochastic models of excitation such as the stationary models, modulated stationary models, filtered stationary models, and filtered modulated stationary models and their stochastic equivalents including the random pulse train model, filtered shot noise, and some ARMA models in earthquake engineering. This approach may also be readily incorporated into finite element codes for random vibration analysis of linear structures.

A set of explicit solutions for the response of simple linear structures subjected to modulated white noise earthquake models with four different envelopes are presented as illustration. In addition, the method has been applied to three selected topics of interest in earthquake engineering, namely, nonstationary analysis of primary-secondary systems with classical or nonclassical dampings, soil layer response and related structural reliability analysis, and the effect of the vertical components on seismic performance of structures. For all the three cases, explicit solutions are obtained, dynamic characteristics of structures are investigated, and some suggestions are given for aseismic design of structures.

Dynamic response of structures with uncertain parameters

This thesis presents a technique for obtaining the response of linear structural systems with parameter uncertainties subjected to either deterministic or random excitation. The parameter uncertainties are modeled as random variables or random fields, and are assumed to be time-independent. The new method is an extension of the deterministic finite element method to the space of random functions.

First, the general formulation of the method is developed, in the case where the excitation is deterministic in time. Next, the application of this formulation to systems satisfying the one-dimensional wave equation with uncertainty in their physical properties is described. A particular physical conceptualization of this equation is chosen for study, and some engineering applications are discussed in both an earthquake ground motion and a structural context.

Finally, the formulation of the new method is extended to include cases where the excitation is random in time. Application of this formulation to the random response of a primary-secondary system is described. It is found that parameter uncertainties can have a strong effect on the system response characteristics.

Optimal design of building structures using genetic algorithms

A general framework for multi-criteria optimal design is presented which is well-suited for automated design of structural systems. A systematic computer-aided optimal design decision process is developed which allows the designer to rapidly evaluate and improve a proposed design by taking into account the major factors of interest related to different aspects such as design, construction, and operation.

The proposed optimal design process requires the selection of the most promising choice of design parameters taken from a large design space, based on an evaluation using specified criteria. The design parameters specify a particular design, and so they relate to member sizes, structural configuration, etc. The evaluation of the design uses performance parameters which may include structural response parameters, risks due to uncertain loads and modeling errors, construction and operating costs, etc. Preference functions are used to implement the design criteria in a "soft" form. These preference functions give a measure of the degree of satisfaction of each design criterion. The overall evaluation measure for a design is built up from the individual measures for each criterion through a preference combination rule. The goal of the optimal design process is to obtain a design that has the highest overall evaluation measure - an optimization problem.

Genetic algorithms are stochastic optimization methods that are based on evolutionary theory. They provide the exploration power necessary to explore high-dimensional search spaces to seek these optimal solutions. Two special genetic algorithms, hGA and vGA, are presented here for continuous and discrete optimization problems, respectively.

The methodology is demonstrated with several examples involving the design of truss and frame systems. These examples are solved by using the proposed hGA and vGA.

A multi-scale approach to shaping carbon nanotube structures for hollow microneedles

The concept of a carbon nanotube microneedle array is explored in this thesis from multiple perspectives including microneedle fabrication, physical aspects of transdermal delivery, and in vivo transdermal drug delivery experiments. Starting with standard techniques in carbon nanotube (CNT) fabrication, including catalyst patterning and chemical vapor deposition, vertically-aligned carbon nanotubes are utilized as a scaffold to define the shape of the hollow microneedle. Passive, scalable techniques based on capillary action and unique photolithographic methods are utilized to produce a CNT-polymer composite microneedle. Specific examples of CNT-polyimide and CNT-epoxy microneedles are investigated. Further analysis of the transport properties of polymer resins reveals general requirements for applying arbitrary polymers to the fabrication process.

The bottom-up fabrication approach embodied by vertically-aligned carbon nanotubes allows for more direct construction of complex high-aspect ratio features than standard top-down fabrication approaches, making microneedles an ideal application for CNTs. However, current vertically-aligned CNT fabrication techniques only allow for the production of extruded geometries with a constant cross-sectional area, such as cylinders. To rectify this limitation, isotropic oxygen etching is introduced as a novel fabrication technique to create true 3D CNT geometry. Oxygen etching is utilized to create a conical geometry from a cylindrical CNT structure as well as create complex shape transformations in other CNT geometries.

CNT-polymer composite microneedles are anchored onto a common polymer base less than 50 µm thick, which allows for the microneedles to be incorporated into multiple drug delivery platforms, including modified hypodermic syringes and silicone skin patches. Cylindrical microneedles are fabricated with 100 µm outer diameter and height of 200-250 µm with a central cavity, or lumen, diameter of 30 µm to facilitate liquid drug flow. In vitro delivery experiments in swine skin demonstrate the ability of the microneedles to successfully penetrate the skin and deliver aqueous solutions.

An in vivo study was performed to assess the ability of the CNT-polymer microneedles to deliver drugs transdermally. CNT-polymer microneedles are attached to a hand actuated silicone skin patch that holds a liquid reservoir of drugs. Fentanyl, a potent analgesic, was administered to New Zealand White Rabbits through 3 routes of delivery: topical patch, CNT-polymer microneedles, and subcutaneous hypodermic injection. Results demonstrate that the CNT-polymer microneedles have a similar onset of action as the topical patch. CNT-polymer microneedles were also vetted as a painless delivery approach compared to hypodermic injection. Comparative analysis with contemporary microneedle designs demonstrates that the delivery achieved through CNT-polymer microneedles is akin to current hollow microneedle architectures. The inherent advantage of applying a bottom-up fabrication approach alongside similar delivery performance to contemporary microneedle designs demonstrates that the CNT-polymer composite microneedle is a viable architecture in the emerging field of painless transdermal delivery.

Wave interactions in periodic structures and periodic dielectric waveguides

This work is concerned with a general analysis of wave interactions in periodic structures and particularly periodic thin film dielectric waveguides.

The electromagnetic wave propagation in an asymmetric dielectric waveguide with a periodically perturbed surface is analyzed in terms of a Floquet mode solution. First order approximate analytical expressions for the space harmonics are obtained. The solution is used to analyze various applications: (1) phase matched second harmonic generation in periodically perturbed optical waveguides; (2) grating couplers and thin film filters; (3) Bragg reflection devices; (4) the calculation of the traveling wave interaction impedance for solid state and vacuum tube optical traveling wave amplifiers which utilize periodic dielectric waveguides. Some of these applications are of interest in the field of integrated optics.

A special emphasis is put on the analysis of traveling wave interaction between electrons and electromagnetic waves in various operation regimes. Interactions with a finite temperature electron beam at the collision-dominated, collisionless, and quantum regimes are analyzed in detail assuming a one-dimensional model and longitudinal coupling.

The analysis is used to examine the possibility of solid state traveling wave devices (amplifiers, modulators), and some monolithic structures of these devices are suggested, designed to operate at the submillimeter-far infrared frequency regime. The estimates of attainable traveling wave interaction gain are quite low (on the order of a few inverse centimeters). However, the possibility of attaining net gain with different materials, structures and operation condition is not ruled out.

The developed model is used to discuss the possibility and the theoretical limitations of high frequency (optical) operation of vacuum electron beam tube; and the relation to other electron-electromagnetic wave interaction effects (Smith-Purcell and Cerenkov radiation and the free electron laser) are pointed out. Finally, the case where the periodic structure is the natural crystal lattice is briefly discussed. The longitudinal component of optical space harmonics in the crystal is calculated and found to be of the order of magnitude of the macroscopic wave, and some comments are made on the possibility of coherent bremsstrahlung and distributed feedback lasers in single crystals.

Normal structures and automorphism groups of t-designs

Combinatorial configurations known as t-designs are studied. These are pairs ˂B, ∏˃, where each element of B is a k-subset of ∏, and each t-design occurs in exactly λ elements of B, for some fixed integers k and λ. A theory of internal structure of t-designs is developed, and it is shown that any t-design can be decomposed in a natural fashion into a sequence of “simple” subdesigns. The theory is quite similar to the analysis of a group with respect to its normal subgroups, quotient groups, and homomorphisms. The analogous concepts of normal subdesigns, quotient designs, and design homomorphisms are all defined and used.

This structure theory is then applied to the class of t-designs whose automorphism groups are transitive on sets of t points. It is shown that if G is a permutation group transitive on sets of t letters and ф is any set of letters, then images of ф under G form a t-design whose parameters may be calculated from the group G. Such groups are discussed, especially for the case t = 2, and the normal structure of such designs is considered. Theorem 2.2.12 gives necessary and sufficient conditions for a t-design to be simple, purely in terms of the automorphism group of the design. Some constructions are given.

Finally, 2-designs with k = 3 and λ = 2 are considered in detail. These designs are first considered in general, with examples illustrating some of the configurations which can arise. Then an attempt is made to classify all such designs with an automorphism group transitive on pairs of points. Many cases are eliminated of reduced to combinations of Steiner triple systems. In the remaining cases, the simple designs are determined to consist of one infinite class and one exceptional case.

Selected topics in financial engineering: first-exit times and dependence structures of Marshall-Olkin Kind

146 p.

Variation saisonniere des structures hydrologique et dynamique du plateau continental ivoirien (VASPI I, II, III)

This data report contains all the meteorological, hydrological and dynamic data gathered during the VASPI cruises (I : from December 8th to December 13th 1982, II : from March 5th to March 9th 1983, and III : from October 6th to October 10th 1983) carried out along the continental shelf of Ivory Coast by the oceanographic ship "Andre NIZERY". These cruises, which represent a part of a coastal programme, are included in the more general scientific program FOCAL, whose main scientific objective is the study of the thermal context of the intertropical atlantic area.

Investigation of damping effects on statistical energy analysis of coupled structures

The effects of damping on energy sharing in coupled systems are investigated. The approach taken is to compute the forced response patterns of various idealised systems, and from these to calculate the parameters of Statistical Energy Analysis model for the systems using the matrix inversion approach [1]. It is shown that when SEA models are fitted by this procedure, the values of the coupling loss factors are significantly dependent on damping except when it is sufficiently high. For very lightly damped coupled systems, varying the damping causes the values of the coupling loss factor to vary in direct proportion to the internal loss factor. In the limit of zero damping, the coupling loss factors tend to zero. This is a view which contrasts strongly with 'classical' SEA, in which coupling loss factors are determined by the nature of the coupling between subsystems, independent of subsystem damping. One implication of the strong damping dependency is that equipartition of modal energy under low damping does not in general occur. This is contrary to the classical SEA prediction that equipartition of modal energy always occurs if the damping can be reduced to a sufficiently small value. It is demonstrated that the use of this classical assumption can lead to gross overestimates of subsystem energy ratios, especially in multi-subsystem structures. © 1996 Academic Press Limited.

The wave transmission coefficients and coupling loss factors of point connected structures

This analysis is concerned with the calculation of the elastic wave transmission coefficients and coupling loss factors between an arbitrary number of structural components that are coupled at a point. A general approach to the problem is presented and it is demonstrated that the resulting coupling loss factors satisfy reciprocity. A key aspect of the method is the consideration of cylindrical waves in two-dimensional components, and this builds upon recent results regarding the energetics of diffuse wavefields when expressed in cylindrical coordinates. Specific details of the method are given for beam and thin plate components, and a number of examples are presented. © 2002 Acoustical Society of America.

Diffusion and chemical reaction in the porous structures of solid oxide fuel cells

The Rolls-Royce Integrated-Planar Solid Oxide Fuel Cell (IP-SOFC) consists of ceramic modules which have electrochemical cells printed on the outer surfaces. The cathodes are the outermost layer of each cell and are supplied with oxygen from air flowing over the outside of the module. The anodes are in direct contact with the ceramic structure and are supplied with fuel from internal gas channels. Natural gas is reformed into hydrogen for use by the fuel cells in a separate reformer module of similar design except that the fuel cells are replaced by a reforming catalyst layer. The performance of the modules is intrinsically linked to the behaviour of the gas flows within their porous structures. Because the porous layers are very thin, a one-dimensional flow model provides a good representation of the flow property variations between fuel channel and fuel cell or reforming catalyst. The multi-component convective-diffusive flows are simulated using a new theory of flow in porous material, the Cylindrical Pore Interpolation Model. The effects of the catalysed methane reforming and water-gas shift chemical reactions are also considered using appropriate kinetic models. It is found that the shift reaction, which is catalysed by the anode material, has certain beneficial effects on the fuel cell module performance. In the reformer module it was found that the flow resistance of the porous support structure makes it difficult to sustain a high methane conversion rate. Although the analysis is based on IP-SOFC geometry, the modelling approach and general conclusions are applicable to other types of SOFC.

Local Frustration Determines Molecular and Macroscopic Helix Structures

The effect of displaying cytochromes from an amyloid fibre is modelled as perturbation of -strands in a bilayer of helical -sheets, thereby explaining the spiral morphology of decorated amyloid and the dynamic response of morphology to cytochrome conformation. The morphology of the modelled fibre, which consists of minimal energy assemblies of rigid building blocks containing two anisotropic interacting units, depends primarily on the rigid constraints between units rather than the soft interactions between them. The framework is a discrete version of the bilayered frustration principle that drives morphology in Bauhinia seedpods. We show that self-assembly of frustrated long range structures can occur if the building blocks themselves are internally frustrated, e.g. amyloid morphology is governed by the conformation of the misfolded protein nucleating the fibre. Our model supports the idea that any peptide sequence can form amyloid if bilayers can form first, albeit stabilised by additional material such as chaperones or cytochromes. Analysis of experimentally derived amyloid structures supports our conclusions and suggests a range of frustration effects, which natural amyloid fibres may exploit. From this viewpoint, amyloid appears as a molecular example of a more general universal bilayered frustration principle, which may have profound implications for materials design using fibrous systems. Our model provides quantitative guidance for such applications. The relevance to longer length scales was proved by designing the morphology of a series of macroscopic magnetic stacks. Finally, this work leads to the idea of mixing controlled morphologically defined species to generate higher-order assembly and complex functional behaviour. The systematic kinking of decorated fibres and the nested frustration of the Bauhinia seed pod are two outstanding examples.

The influence of 1D, meso- and crystal structures on charge transport and recombination in solid-state dye-sensitized solar cells

We have prepared single crystalline SnO2 and ZnO nanowires and polycrystalline TiO2 nanotubes (1D networks) as well as nanoparticle-based films (3D networks) from the same materials to be used as photoanodes for solid-state dye-sensitized solar cells. In general, superior photovoltaic performance can be achieved from devices based on 3-dimensional networks, mostly due to their higher short circuit currents. To further characterize the fabricated devices, the electronic properties of the different networks were measured via the transient photocurrent and photovoltage decay techniques. Nanowire-based devices exhibit extremely high, light independent electron transport rates while recombination dynamics remain unchanged. This indicates, contrary to expectations, a decoupling of transport and recombination dynamics. For typical nanoparticle-based photoanodes, the devices are usually considered electron-limited due to the poor electron transport through nanocrystalline titania networks. In the case of the nanowire-based devices, the system becomes limited by the organic hole transporter used. In the case of polycrystalline TiO2 nanotube-based devices, we observe lower transport rates and higher recombination dynamics than their nanoparticle-based counterparts, suggesting that in order to improve the electron transport properties of solid-state dye-sensitized solar cells, single crystalline structures should be used. These findings should aid future design of photoanodes based on nanowires or porous semiconductors with extended crystallinity to be used in dye-sensitized solar cells. © 2013 The Royal Society of Chemistry.