Composite auction method for suppressing unreasonable electricity price spikes in a competitive electricity market

The existence of undesirable electricity price spikes in a competitive electricity market requires an efficient auction mechanism. However, many of the existing auction mechanism have difficulties in suppressing such unreasonable price spikes effectively. A new auction mechanism is proposed to suppress effectively unreasonable price spikes in a competitive electricity market. It optimally combines system marginal price auction and pay as bid auction mechanisms. A threshold value is determined to activate the switching between the marginal price auction and the proposed composite auction. Basically when the system marginal price is higher than the threshold value, the composite auction for high price electricity market is activated. The winning electricity sellers will sell their electricity at the system marginal price or their own bid prices, depending on their rights of being paid at the system marginal price and their offers' impact on suppressing undesirable price spikes. Such economic stimuli discourage sellers from practising economic and physical withholdings. Multiple price caps are proposed to regulate strong market power. We also compare other auction mechanisms to highlight the characteristics of the proposed one. Numerical simulation using the proposed auction mechanism is given to illustrate the procedure of this new auction mechanism.

Measuring and predicting the dynamics of linear monodisperse entangled polymers in rapid flow through an abrupt contraction. A small angle neutron scattering study

Small-angle neutron scattering measurements on a series of monodisperse linear entangled polystyrene melts in nonlinear flow through an abrupt 4:1 contraction have been made. Clear signatures of melt deformation and subsequent relaxation can be observed in the scattering patterns, which were taken along the centerline. These data are compared with the predictions of a recently derived molecular theory. Two levels of molecular theory are used: a detailed equation describing the evolution of molecular structure over all length scales relevant to the scattering data and a simplified version of the model, which is suitable for finite element computations. The velocity field for the complex melt flow is computed using the simplified model and scattering predictions are made by feeding these flow histories into the detailed model. The modeling quantitatively captures the full scattering intensity patterns over a broad range of data with independent variation of position within the contraction geometry, bulk flow rate and melt molecular weight. The study provides a strong, quantitative validation of current theoretical ideas concerning the microscopic dynamics of entangled polymers which builds upon existing comparisons with nonlinear mechanical stress data. Furthermore, we are able to confirm the appreciable length scale dependence of relaxation in polymer melts and highlight some wider implications of this phenomenon.

Implementation of particle-scale rotation in the 3-d Lattice Solid Model

In this study, 3-D Lattice Solid Model (LSMearth or LSM) was extended by introducing particle-scale rotation. In the new model, for each 3-D particle, we introduce six degrees of freedom: Three for translational motion, and three for orientation. Six kinds of relative motions are permitted between two neighboring particles, and six interactions are transferred, i.e., radial, two shearing forces, twisting and two bending torques. By using quaternion algebra, relative rotation between two particles is decomposed into two sequence-independent rotations such that all interactions due to the relative motions between interactive rigid bodies can be uniquely decided. After incorporating this mechanism and introducing bond breaking under torsion and bending into the LSM, several tests on 2-D and 3-D rock failure under uni-axial compression are carried out. Compared with the simulations without the single particle rotational mechanism, the new simulation results match more closely experimental results of rock fracture and hence, are encouraging. Since more parameters are introduced, an approach for choosing the new parameters is presented.

The lattice solid model to simulate the physics of rocks and earthquakes: Incorporation of friction

The particle-based lattice solid model developed to study the physics of rocks and the nonlinear dynamics of earthquakes is refined by incorporating intrinsic friction between particles. The model provides a means for studying the causes of seismic wave attenuation, as well as frictional heat generation, fault zone evolution, and localisation phenomena. A modified velocity-Verlat scheme that allows friction to be precisely modelled is developed. This is a difficult computational problem given that a discontinuity must be accurately simulated by the numerical approach (i.e., the transition from static to dynamical frictional behaviour). This is achieved using a half time step integration scheme. At each half time step, a nonlinear system is solved to compute the static frictional forces and states of touching particle-pairs. Improved efficiency is achieved by adaptively adjusting the time step increment, depending on the particle velocities in the system. The total energy is calculated and verified to remain constant to a high precision during simulations. Numerical experiments show that the model can be applied to the study of earthquake dynamics, the stick-slip instability, heat generation, and fault zone evolution. Such experiments may lead to a conclusive resolution of the heat flow paradox and improved understanding of earthquake precursory phenomena and dynamics. (C) 1999 Academic Press.

WDM of solitons in dispersion managed transmission systems

This thesis investigates the physical behaviour of solitons in wavelength division multiplexed (WDM) systems with dispersion management in a wide range of dispersion regimes. Background material is presented to show how solitons propagate in optical fibres, and key problems associated with real systems are outlined. Problems due to collision induced frequency shifts are calculated using numerical simulation, and these results compared with analytical techniques where possible. Different two-step dispersion regimes, as well as the special cases of uniform and exponentially profiled systems, are identified and investigated. In shallow profile, the constituent second-order dispersions in the system are always close to the average soliton value. It is shown that collision-induced frequency shifts in WDM soliton transmission systems are reduced with increasing dispersion management. New resonances in the collision dynamics are illustrated, due to the relative motion induced by the dispersion map. Consideration of third-order dispersion is shown to modify the effects of collision-induced timing jitter and third-order compensation investigated. In all cases pseudo-phase-matched four-wave mixing was found to be insignificant compared to collision induced frequency shift in causing deterioration of data. It is also demonstrated that all these effects are additive with that of Gordon-Haus jitter.

All-optical processing using cross-phase modulation

The following thesis presents results obtained from both numerical simulation and laboratory experimentation (both of which were carried out by the author). When data is propagated along an optical transmission line some timing irregularities can occur such as timing jitter and phase wander. Traditionally these timing problems would have been corrected by converting the optical signal into the electrical domain and then compensating for the timing irregularity before converting the signal back into the optical domain. However, this thesis posses a potential solution to the problem by remaining completely in the optical domain, eliminating the need for electronics. This is desirable as not only does optical processing reduce the latency effect that their electronic counterpart have, it also holds the possibility of an increase in overall speed. A scheme was proposed which utilises the principle of wavelength conversion to dynamically convert timing irregularities (timing jitter and phase wander) into a change in wavelength (this occurs on a bit-by-bit level and so timing jitter and phase wander can be compensated for simultaneously). This was achieved by optically sampling a linearly chirped, locally generated clock source (the sampling function was achieved using a nonlinear optical loop mirror). The data, now with each bit or code word having a unique wavelength, is then propagated through a dispersion compensation module. The dispersion compensation effectively re-aligns the data in time and so thus, the timing irregularities are removed. The principle of operation was tested using computer simulation before being re-tested in a laboratory environment. A second stage was added to the device to create 3R regeneration. The second stage is used to simply convert the timing suppressed data back into a single wavelength. By controlling the relative timing displacement between stage one and stage two, the wavelength that is finally produced can be controlled.

Evolution of non-uniformly seeded warm clouds in idealized turbulent conditions

We present a mean-field model of cloud evolution that describes droplet growth due to condensation and collisions and droplet loss due to fallout. The model accounts for the effects of cloud turbulence both in a large-scale turbulent mixing and in a microphysical enhancement of condensation and collisions. The model allows for an effective numerical simulation by a scheme that is conservative in water mass and keeps accurate count of the number of droplets. We first study the homogeneous situation and determine how the rain-initiation time depends on the concentration of cloud condensation nuclei (CCN) and turbulence level. We then consider clouds with an inhomogeneous concentration of CCN and evaluate how the rain initiation time and the effective optical depth vary in space and time. We argue that over-seeding even a part of a cloud by small hygroscopic nuclei, one can substantially delay the onset and increase the amount of precipitation.

A preliminary study into emergent behaviours in a lattice of interacting nonlinear resonators and oscillators

Future sensor arrays will be composed of interacting nonlinear components with complex behaviours with no known analytic solutions. This paper provides a preliminary insight into the expected behaviour through numerical and analytical analysis. Specically, the complex behaviour of a periodically driven nonlinear Duffing resonator coupled elastically to a van der Pol oscillator is investigated as a building block in a 2D lattice of such units with local connectivity. An analytic treatment of the 2-device unit is provided through a two-time-scales approach and the stability of the complex dynamic motion is analysed. The pattern formation characteristics of a 2D lattice composed of these units coupled together through nearest neighbour interactions is analysed numerically for parameters appropriate to a physical realisation through MEMS devices. The emergent patterns of global and cluster synchronisation are investigated with respect to system parameters and lattice size.

Time-division-multiplexing using pulse position locking for 100 Gb/s applications

Recently, there is a great interest in pushing communication technologies to 100 Gb/s. However, there are still many challenges to perform high speed (> 40 Gb/s) clock and data recovery, and data time-division-multiplexing (TDM). Here, we propose and numerically analyze an asynchronous optical packet retimer using parabolic or sinusoidal phase modulation and linear dispersion. This scheme is named pulse position locking (PPL). Numerical simulation shows that this scheme can effectively resynchronize input signals with arbitrary delays to the local clock, and reduce input jitter. The scheme can also be applied to TDM 10 Gb/s and 40 Gb/s signals to over 100 Gb/s.

Impact of third-order fibre dispersion on the evolution of parabolic optical pulses

We develop a perturbation analysis that describes the effect of third-order dispersion on the similariton pulse solution of the nonlinear Schrodinger equation in a fibre gain medium. The theoretical model predicts with sufficient accuracy the pulse structural changes induced, which are observed through direct numerical simulations.

Parabolic optical pulses under the action of the third-order dispersion

Recent developments in nonlinear optics reveal an interesting class of pulses with a parabolic intensity profile in the energy-containing core and a linear frequency chirp that can propagate in a fiber with normal group-velocity dispersion. Parabolic pulses propagate in a stable selfsimilar manner, holding certain relations (scaling) between pulse power, width, and chirp parameter. In the additional presence of linear amplification, they enjoy the remarkable property of representing a common asymptotic state (or attractor) for arbitrary initial conditions. Analytically, self-similar (SS) parabolic pulses can be found as asymptotic, approximate solutions of the nonlinear Schr¨odinger equation (NLSE) with gain in the semi-classical (largeamplitude/small-dispersion) limit. By analogy with the well-known stable dynamics of solitary waves - solitons, these SS parabolic pulses have come to be known as similaritons. In practical fiber systems, inherent third-order dispersion (TOD) in the fiber always introduces a certain degree of asymmetry in the structure of the propagating pulse, eventually leading to pulse break-up. To date, there is no analytic theory of parabolic pulses under the action of TOD. Here, we develop aWKB perturbation analysis that describes the effect of weak TOD on the parabolic pulse solution of the NLSE in a fiber gain medium. The induced perturbation in phase and amplitude can be found to any order. The theoretical model predicts with sufficient accuracy the pulse structural changes induced by TOD, which are observed through direct numerical NLSE simulations.

Compensation of intra-channel nonlinear fibre impairments using simplified digital back-propagation algorithm

We investigate a digital back-propagation simplification method to enable computationally-efficient digital nonlinearity compensation for a coherently-detected 112 Gb/s polarization multiplexed quadrature phase shifted keying transmission over a 1,600 km link (20x80km) with no inline compensation. Through numerical simulation, we report up to 80% reduction in required back-propagation steps to perform nonlinear compensation, in comparison to the standard back-propagation algorithm. This method takes into account the correlation between adjacent symbols at a given instant using a weighted-average approach, and optimization of the position of nonlinear compensator stage to enable practical digital back-propagation.

"Magic" dispersion maps with distributed Raman amplification

We analyze pulse propagation in an optical fiber with a periodic dispersion map and distributed amplification. Using an asymptotic theory and a momentum method, we identify a family of dispersion management schemes that are advantageous for massive multichannel soliton transmission. For the case of two-step dispersion maps with distributed Raman amplification to compensate for the fiber loss, we find special schemes that have optimal (chirp-free) launch point locations that are independent of the fiber dispersion. Despite the variation of dispersion with wavelength due to the fiber dispersion slope, the transmission in several different channels can be optimized simultaneously using the same optimal launch point. The theoretical predictions are verified by direct numerical simulations. The obtained results are applied to a practical multichannel transmission system.

Evolution of optical pulses in fiber lines with lumped nonlinear devices as a mapping problem

We analyze the steady-state propagation of optical pulses in fiber transmission systems with lumped nonlinear optical devices (NODs) placed periodically in the line. For the first time to our knowledge, a theoretical model is developed to describe the transmission regime with a quasilinear pulse evolution along the transmission line and the point action of NODs. We formulate the mapping problem for pulse propagation in a unit cell of the line and show that in the particular application to nonlinear optical loop mirrors, the steady-state pulse characteristics predicted by the theory accurately reproduce the results of direct numerical simulations.

A perturbative analysis of dispersion-managed solitons

We study soliton solutions of the path-averaged propagation equation governing the transmission of dispersion-managed (DM) optical pulses in the (practical) limit when residual dispersion and nonlinearity only slightly affect the pulse dynamics over one compensation period. In the case of small dispersion map strengths, the averaged pulse dynamics is governed by a perturbed form of the nonlinear Schrödinger equation; applying a perturbation theory – elsewhere developed – based on inverse scattering theory, we derive an analytic expression for the envelope of the DM soliton. This expression correctly predicts the power enhancement arising from the dispersion management. Theoretical results are verified by direct numerical simulations.