Avaliação de Projetos de Investimento com Opções Reais: Cálculo de Valor de Opção de Espera de uma Unidade Separadora de Propeno

O tema central deste trabalho é a avaliação do valor da opção real de espera do investimento em uma Unidade Separadora de Propeno, em comparação com uma análise estática de Valor Presente Líquido. Para isso, foi exposta a teoria de opções reais, os processos estocásticos para a estimação das suas principais variáveis de incerteza (preço de produto e insumo), bem como a descrição das ferramentas de simulação a serem utilizadas. Com os instrumentos expostos, pretendemos demonstrar aos responsáveis por projetos de investimento que as incertezas podem ser medidas, levando a maior flexibilidade na tomada de decisões. Os resultados obtidos apontam para o exercício imediato da opção pela abordagem de ativos contingentes e resultados divergentes na análise de ativos contingentes em função do diferencial de preços, em função da taxa de dividendos adotada. A influência dos valores da volatilidade e da taxa de dividendos nos resultados também foi avaliada, levando à conclusão de que o primeiro gera impactos maiores no valor da opção do que o segundo.

RST: Reuse through Speculation on Traces

In this thesis, we present a novel approach to combine both reuse and prediction of dynamic sequences of instructions called Reuse through Speculation on Traces (RST). Our technique allows the dynamic identification of instruction traces that are redundant or predictable, and the reuse (speculative or not) of these traces. RST addresses the issue, present on Dynamic Trace Memoization (DTM), of traces not being reused because some of their inputs are not ready for the reuse test. These traces were measured to be 69% of all reusable traces in previous studies. One of the main advantages of RST over just combining a value prediction technique with an unrelated reuse technique is that RST does not require extra tables to store the values to be predicted. Applying reuse and value prediction in unrelated mechanisms but at the same time may require a prohibitive amount of storage in tables. In RST, the values are already stored in the Trace Memoization Table, and there is no extra cost in reading them if compared with a non-speculative trace reuse technique. . The input context of each trace (the input values of all instructions in the trace) already stores the values for the reuse test, which may also be used for prediction. Our main contributions include: (i) a speculative trace reuse framework that can be adapted to different processor architectures; (ii) specification of the modifications in a superscalar, superpipelined processor in order to implement our mechanism; (iii) study of implementation issues related to this architecture; (iv) study of the performance limits of our technique; (v) a performance study of a realistic, constrained implementation of RST; and (vi) simulation tools that can be used in other studies which represent a superscalar, superpipelined processor in detail. In a constrained architecture with realistic confidence, our RST technique is able to achieve average speedups (harmonic means) of 1.29 over the baseline architecture without reuse and 1.09 over a non-speculative trace reuse technique (DTM).

Modos projetuais de simulação: uso de ferramentas de simulação térmica no processo projetual de arquitetura

This thesis aims to describe and demonstrate the developed concept to facilitate the use of thermal simulation tools during the building design process. Despite the impact of architectural elements on the performance of buildings, some influential decisions are frequently based solely on qualitative information. Even though such design support is adequate for most decisions, the designer will eventually have doubts concerning the performance of some design decisions. These situations will require some kind of additional knowledge to be properly approached. The concept of designerly ways of simulating focuses on the formulation and solution of design dilemmas, which are doubts about the design that cannot be fully understood nor solved without using quantitative information. The concept intends to combine the power of analysis from computer simulation tools with the capacity of synthesis from architects. Three types of simulation tools are considered: solar analysis, thermal/energy simulation and CFD. Design dilemmas are formulated and framed according to the architect s reflection process about performance aspects. Throughout the thesis, the problem is investigated in three fields: professional, technical and theoretical fields. This approach on distinct parts of the problem aimed to i) characterize different professional categories with regards to their design practice and use of tools, ii) investigate preceding researchers on the use of simulation tools and iii) draw analogies between the proposed concept, and some concepts developed or described in previous works about design theory. The proposed concept was tested in eight design dilemmas extracted from three case studies in the Netherlands. The three investigated processes are houses designed by Dutch architectural firms. Relevant information and criteria from each case study were obtained through interviews and conversations with the involved architects. The practical application, despite its success in the research context, allowed the identification of some applicability limitations of the concept, concerning the architects need to have technical knowledge and the actual evolution stage of simulation tools

Ensino e orientação para projeto de conversores CC-CC através de aplicativos em java

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Transient stability indices from a hybrid approach

This paper deals with hybrid method for transient stability analysis combining time domain simulation and a direct method. Nowadays, the step-by-step simulation is the best available tool for allowing the uses of detailed models and for providing reliable results. The main limitation of this approach involves the large time of computational simulations and the absence of stability margin. On the other hand, direct methods, that demand less CPU time, did not show ample reliability and applicability yet. The best way seems to be using hybrid solutions, in which a direct method is incorporated in a time domain simulation tool. This work has studied a direct method using the transient potential and kinetic energy of the critical machine only. In this paper the critical machine is identified by a fast and efficient method, and the proposal is new for using to get stability margins from hybrid approaches. Results from systems, like 16-machine, show stability indices to dynamic security assessment. © 2001 IEEE.

Power Electronics course: Analysis and evaluation of the educational software and the environment learning

This paper presents the analysis and evaluation of the Power Electronics course at So Paulo State University-UNESP-Campus of Ilha Solteira(SP)-Brazil, which includes the usage of interactive Java simulations tools and an educational software to aid the teaching of power electronic converters. This platform serves as an oriented course for the lectures and supplementary support for laboratory experiments in the power electronics courses. The simulation tools provide an interactive and dynamic way to visualize the power electronics converters behavior together with the educational software, which contemplates the theory and a list of subjects for circuit simulations. In order to verify the performance and the effectiveness of the proposed interactive educational platform, it is presented a statistical analysis considering the last three years. © 2011 IEEE.

Escalonamento de tarefas em ambiente de simulação de grid computacional

Pós-graduação em Ciência da Computação - IBILCE

Biblioteca de escalonamento de tarefas em grid computacional - LIBTS

The use of computational grid simulators is particularly important for studying the algorithms of task scheduling. Through the simulators it’s possible to assess and compare the performance of different algorithms in various scenarios. Despite the simulation tools provide basic features for simulation in distributed environments, they don’t offer internal policies of task scheduling, so that the implementation of the algorithms must be realized by the user himself. Therefore, this study aims to present the library of task scheduling LIBTS (LIBrary Tasks Scheduling) which is developed and adapted to the SimGrid simulator to provide the users with a tool to analyze the algorithms of task scheduling in the computational grid.

Modelagem e simulação de transferência de calor em leito de partículas estacionárias sujeito a agitação intermitente

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Partial discharge in power distribution electrical systems: pulse propagation models and detection optimization

Investigation on impulsive signals, originated from Partial Discharge (PD) phenomena, represents an effective tool for preventing electric failures in High Voltage (HV) and Medium Voltage (MV) systems. The determination of both sensors and instruments bandwidths is the key to achieve meaningful measurements, that is to say, obtaining the maximum Signal-To-Noise Ratio (SNR). The optimum bandwidth depends on the characteristics of the system under test, which can be often represented as a transmission line characterized by signal attenuation and dispersion phenomena. It is therefore necessary to develop both models and techniques which can characterize accurately the PD propagation mechanisms in each system and work out the frequency characteristics of the PD pulses at detection point, in order to design proper sensors able to carry out PD measurement on-line with maximum SNR. Analytical models will be devised in order to predict PD propagation in MV apparatuses. Furthermore, simulation tools will be used where complex geometries make analytical models to be unfeasible. In particular, PD propagation in MV cables, transformers and switchgears will be investigated, taking into account both irradiated and conducted signals associated to PD events, in order to design proper sensors.

Architectures and design patterns for functional design of logic control and diagnostics in industrial automation

Recently in most of the industrial automation process an ever increasing degree of automation has been observed. This increasing is motivated by the higher requirement of systems with great performance in terms of quality of products/services generated, productivity, efficiency and low costs in the design, realization and maintenance. This trend in the growth of complex automation systems is rapidly spreading over automated manufacturing systems (AMS), where the integration of the mechanical and electronic technology, typical of the Mechatronics, is merging with other technologies such as Informatics and the communication networks. An AMS is a very complex system that can be thought constituted by a set of flexible working stations, one or more transportation systems. To understand how this machine are important in our society let considerate that every day most of us use bottles of water or soda, buy product in box like food or cigarets and so on. Another important consideration from its complexity derive from the fact that the the consortium of machine producers has estimated around 350 types of manufacturing machine. A large number of manufacturing machine industry are presented in Italy and notably packaging machine industry,in particular a great concentration of this kind of industry is located in Bologna area; for this reason the Bologna area is called “packaging valley”. Usually, the various parts of the AMS interact among them in a concurrent and asynchronous way, and coordinate the parts of the machine to obtain a desiderated overall behaviour is an hard task. Often, this is the case in large scale systems, organized in a modular and distributed manner. Even if the success of a modern AMS from a functional and behavioural point of view is still to attribute to the design choices operated in the definition of the mechanical structure and electrical electronic architecture, the system that governs the control of the plant is becoming crucial, because of the large number of duties associated to it. Apart from the activity inherent to the automation of themachine cycles, the supervisory system is called to perform other main functions such as: emulating the behaviour of traditional mechanical members thus allowing a drastic constructive simplification of the machine and a crucial functional flexibility; dynamically adapting the control strategies according to the different productive needs and to the different operational scenarios; obtaining a high quality of the final product through the verification of the correctness of the processing; addressing the operator devoted to themachine to promptly and carefully take the actions devoted to establish or restore the optimal operating conditions; managing in real time information on diagnostics, as a support of the maintenance operations of the machine. The kind of facilities that designers can directly find on themarket, in terms of software component libraries provides in fact an adequate support as regard the implementation of either top-level or bottom-level functionalities, typically pertaining to the domains of user-friendly HMIs, closed-loop regulation and motion control, fieldbus-based interconnection of remote smart devices. What is still lacking is a reference framework comprising a comprehensive set of highly reusable logic control components that, focussing on the cross-cutting functionalities characterizing the automation domain, may help the designers in the process of modelling and structuring their applications according to the specific needs. Historically, the design and verification process for complex automated industrial systems is performed in empirical way, without a clear distinction between functional and technological-implementation concepts and without a systematic method to organically deal with the complete system. Traditionally, in the field of analog and digital control design and verification through formal and simulation tools have been adopted since a long time ago, at least for multivariable and/or nonlinear controllers for complex time-driven dynamics as in the fields of vehicles, aircrafts, robots, electric drives and complex power electronics equipments. Moving to the field of logic control, typical for industrial manufacturing automation, the design and verification process is approached in a completely different way, usually very “unstructured”. No clear distinction between functions and implementations, between functional architectures and technological architectures and platforms is considered. Probably this difference is due to the different “dynamical framework”of logic control with respect to analog/digital control. As a matter of facts, in logic control discrete-events dynamics replace time-driven dynamics; hence most of the formal and mathematical tools of analog/digital control cannot be directly migrated to logic control to enlighten the distinction between functions and implementations. In addition, in the common view of application technicians, logic control design is strictly connected to the adopted implementation technology (relays in the past, software nowadays), leading again to a deep confusion among functional view and technological view. In Industrial automation software engineering, concepts as modularity, encapsulation, composability and reusability are strongly emphasized and profitably realized in the so-calledobject-oriented methodologies. Industrial automation is receiving lately this approach, as testified by some IEC standards IEC 611313, IEC 61499 which have been considered in commercial products only recently. On the other hand, in the scientific and technical literature many contributions have been already proposed to establish a suitable modelling framework for industrial automation. During last years it was possible to note a considerable growth in the exploitation of innovative concepts and technologies from ICT world in industrial automation systems. For what concerns the logic control design, Model Based Design (MBD) is being imported in industrial automation from software engineering field. Another key-point in industrial automated systems is the growth of requirements in terms of availability, reliability and safety for technological systems. In other words, the control system should not only deal with the nominal behaviour, but should also deal with other important duties, such as diagnosis and faults isolations, recovery and safety management. Indeed, together with high performance, in complex systems fault occurrences increase. This is a consequence of the fact that, as it typically occurs in reliable mechatronic systems, in complex systems such as AMS, together with reliable mechanical elements, an increasing number of electronic devices are also present, that are more vulnerable by their own nature. The diagnosis problem and the faults isolation in a generic dynamical system consists in the design of an elaboration unit that, appropriately processing the inputs and outputs of the dynamical system, is also capable of detecting incipient faults on the plant devices, reconfiguring the control system so as to guarantee satisfactory performance. The designer should be able to formally verify the product, certifying that, in its final implementation, it will perform itsrequired function guarantying the desired level of reliability and safety; the next step is that of preventing faults and eventually reconfiguring the control system so that faults are tolerated. On this topic an important improvement to formal verification of logic control, fault diagnosis and fault tolerant control results derive from Discrete Event Systems theory. The aimof this work is to define a design pattern and a control architecture to help the designer of control logic in industrial automated systems. The work starts with a brief discussion on main characteristics and description of industrial automated systems on Chapter 1. In Chapter 2 a survey on the state of the software engineering paradigm applied to industrial automation is discussed. Chapter 3 presentes a architecture for industrial automated systems based on the new concept of Generalized Actuator showing its benefits, while in Chapter 4 this architecture is refined using a novel entity, the Generalized Device in order to have a better reusability and modularity of the control logic. In Chapter 5 a new approach will be present based on Discrete Event Systems for the problemof software formal verification and an active fault tolerant control architecture using online diagnostic. Finally conclusive remarks and some ideas on new directions to explore are given. In Appendix A are briefly reported some concepts and results about Discrete Event Systems which should help the reader in understanding some crucial points in chapter 5; while in Appendix B an overview on the experimental testbed of the Laboratory of Automation of University of Bologna, is reported to validated the approach presented in chapter 3, chapter 4 and chapter 5. In Appendix C some components model used in chapter 5 for formal verification are reported.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Design of an indirectly fired gas turbine integrated with an organic rankine cycle unit for combined heat and power production

In the last years, the European countries have paid increasing attention to renewable sources and greenhouse emissions. The Council of the European Union and the European Parliament have established ambitious targets for the next years. In this scenario, biomass plays a prominent role since its life cycle produces a zero net carbon dioxide emission. Additionally, biomass can ensure plant operation continuity thanks to its availability and storage ability. Several conventional systems running on biomass are available at the moment. Most of them are performant either in the large-scale or in the small power range. The absence of an efficient system on the small-middle scale inspired this thesis project. The object is an innovative plant based on a wet indirectly fired gas turbine (WIFGT) integrated with an organic Rankine cycle (ORC) unit for combined heat and power production. The WIFGT is a performant system in the small-middle power range; the ORC cycle is capable of giving value to low-temperature heat sources. Their integration is investigated in this thesis with the aim of carrying out a preliminary design of the components. The targeted plant output is around 200 kW in order not to need a wide cultivation area and to avoid biomass shipping. Existing in-house simulation tools are used: They are adapted to this purpose. Firstly the WIFGT + ORC model is built; Zero-dimensional models of heat exchangers, compressor, turbines, furnace, dryer and pump are used. Different fluids are selected but toluene and benzene turn out to be the most suitable. In the indirectly fired gas turbine a pressure ratio around 4 leads to the highest efficiency. From the thermodynamic analysis the system shows an electric efficiency of 38%, outdoing other conventional plants in the same power range. The combined plant is designed to recover thermal energy: Water is used as coolant in the condenser. It is heated from 60°C up to 90°C, ensuring the possibility of space heating. Mono-dimensional models are used to design the heat exchange equipment. Different types of heat exchangers are chosen depending on the working temperature. A finned-plate heat exchanger is selected for the WIFGT heat transfer equipment due to the high temperature, oxidizing and corrosive environment. A once-through boiler with finned tubes is chosen to vaporize the organic fluid in the ORC. A plate heat exchanger is chosen for the condenser and recuperator. A quasi-monodimensional model for single-stage axial turbine is implemented to design both the WIFGT and the ORC turbine. The system simulation after the components design shows an electric efficiency around 34% with a decrease by 10% compared to the zero-dimensional analysis. The work exhibits the system potentiality compared to the existing plants from both technical and economic point of view.

Time-domain modeling of high-frequency electromagnetic wave propagation, overhead wires, and earth

Prediction of radiated fields from transmission lines has not previously been studied from a panoptical power system perspective. The application of BPL technologies to overhead transmission lines would benefit greatly from an ability to simulate real power system environments, not limited to the transmission lines themselves. Presently circuitbased transmission line models used by EMTP-type programs utilize Carson’s formula for a waveguide parallel to an interface. This formula is not valid for calculations at high frequencies, considering effects of earth return currents. This thesis explains the challenges of developing such improved models, explores an approach to combining circuit-based and electromagnetics modeling to predict radiated fields from transmission lines, exposes inadequacies of simulation tools, and suggests methods of extending the validity of transmission line models into very high frequency ranges. Electromagnetics programs are commonly used to study radiated fields from transmission lines. However, an approach is proposed here which is also able to incorporate the components of a power system through the combined use of EMTP-type models. Carson’s formulas address the series impedance of electrical conductors above and parallel to the earth. These equations have been analyzed to show their inherent assumptions and what the implications are. Additionally, the lack of validity into higher frequencies has been demonstrated, showing the need to replace Carson’s formulas for these types of studies. This body of work leads to several conclusions about the relatively new study of BPL. Foremost, there is a gap in modeling capabilities which has been bridged through integration of circuit-based and electromagnetics modeling, allowing more realistic prediction of BPL performance and radiated fields. The proposed approach is limited in its scope of validity due to the formulas used by EMTP-type software. To extend the range of validity, a new set of equations must be identified and implemented in the approach. Several potential methods of implementation have been explored. Though an appropriate set of equations has not yet been identified, further research in this area will benefit from a clear depiction of the next important steps and how they can be accomplished. Prediction of radiated fields from transmission lines has not previously been studied from a panoptical power system perspective. The application of BPL technologies to overhead transmission lines would benefit greatly from an ability to simulate real power system environments, not limited to the transmission lines themselves. Presently circuitbased transmission line models used by EMTP-type programs utilize Carson’s formula for a waveguide parallel to an interface. This formula is not valid for calculations at high frequencies, considering effects of earth return currents. This thesis explains the challenges of developing such improved models, explores an approach to combining circuit-based and electromagnetics modeling to predict radiated fields from transmission lines, exposes inadequacies of simulation tools, and suggests methods of extending the validity of transmission line models into very high frequency ranges. Electromagnetics programs are commonly used to study radiated fields from transmission lines. However, an approach is proposed here which is also able to incorporate the components of a power system through the combined use of EMTP-type models. Carson’s formulas address the series impedance of electrical conductors above and parallel to the earth. These equations have been analyzed to show their inherent assumptions and what the implications are. Additionally, the lack of validity into higher frequencies has been demonstrated, showing the need to replace Carson’s formulas for these types of studies. This body of work leads to several conclusions about the relatively new study of BPL. Foremost, there is a gap in modeling capabilities which has been bridged through integration of circuit-based and electromagnetics modeling, allowing more realistic prediction of BPL performance and radiated fields. The proposed approach is limited in its scope of validity due to the formulas used by EMTP-type software. To extend the range of validity, a new set of equations must be identified and implemented in the approach. Several potential methods of implementation have been explored. Though an appropriate set of equations has not yet been identified, further research in this area will benefit from a clear depiction of the next important steps and how they can be accomplished.

Muffler characterization with implementation of the finite element method and experimental techniques

Determining how an exhaust system will perform acoustically before a prototype muffler is built can save the designer both a substantial amount of time and resources. In order to effectively use the simulation tools available it is important to understand what is the most effective tool for the intended purpose of analysis as well as how typical elements in an exhaust system affect muffler performance. An in-depth look at the available tools and their most beneficial uses are presented in this thesis. A full parametric study was conducted using the FEM method for typical muffler elements which was also correlated to experimental results. This thesis lays out the overall ground work on how to accurately predict sound pressure levels in the free field for an exhaust system with the engine properties included. The accuracy of the model is heavily dependent on the correct temperature profile of the model in addition to the accuracy of the source properties. These factors will be discussed in detail and methods for determining them will be presented. The secondary effects of mean flow, which affects both the acoustical wave propagation and the flow noise generation, will be discussed. Effective ways for predicting these secondary effects will be described. Experimental models will be tested on a flow rig that showcases these phenomena.