Hybrid wind-diesel power plant valuation and optimization using real option theory and dynamic programming

El sistema de energía eólica-diesel híbrido tiene un gran potencial en la prestación de suministro de energía a comunidades remotas. En comparación con los sistemas tradicionales de diesel, las plantas de energía híbridas ofrecen grandes ventajas tales como el suministro de capacidad de energía extra para "microgrids", reducción de los contaminantes y emisiones de gases de efecto invernadero, y la cobertura del riesgo de aumento inesperado del precio del combustible. El principal objetivo de la presente tesis es proporcionar nuevos conocimientos para la evaluación y optimización de los sistemas de energía híbrido eólico-diesel considerando las incertidumbres. Dado que la energía eólica es una variable estocástica, ésta no puede ser controlada ni predecirse con exactitud. La naturaleza incierta del viento como fuente de energía produce serios problemas tanto para la operación como para la evaluación del valor del sistema de energía eólica-diesel híbrido. Por un lado, la regulación de la potencia inyectada desde las turbinas de viento es una difícil tarea cuando opera el sistema híbrido. Por otro lado, el bene.cio económico de un sistema eólico-diesel híbrido se logra directamente a través de la energía entregada a la red de alimentación de la energía eólica. Consecuentemente, la incertidumbre de los recursos eólicos incrementa la dificultad de estimar los beneficios globales en la etapa de planificación. La principal preocupación del modelo tradicional determinista es no tener en cuenta la incertidumbre futura a la hora de tomar la decisión de operación. Con lo cual, no se prevé las acciones operativas flexibles en respuesta a los escenarios futuros. El análisis del rendimiento y simulación por ordenador en el Proyecto Eólico San Cristóbal demuestra que la incertidumbre sobre la energía eólica, las estrategias de control, almacenamiento de energía, y la curva de potencia de aerogeneradores tienen un impacto significativo sobre el rendimiento del sistema. En la presente tesis, se analiza la relación entre la teoría de valoración de opciones y el proceso de toma de decisiones. La opción real se desarrolla con un modelo y se presenta a través de ejemplos prácticos para evaluar el valor de los sistemas de energía eólica-diesel híbridos. Los resultados muestran que las opciones operacionales pueden aportar un valor adicional para el sistema de energía híbrida, cuando esta flexibilidad operativa se utiliza correctamente. Este marco se puede aplicar en la optimización de la operación a corto plazo teniendo en cuenta la naturaleza dependiente de la trayectoria de la política óptima de despacho, dadas las plausibles futuras realizaciones de la producción de energía eólica. En comparación con los métodos de valoración y optimización existentes, el resultado del caso de estudio numérico muestra que la política de operación resultante del modelo de optimización propuesto presenta una notable actuación en la reducción del con- sumo total de combustible del sistema eólico-diesel. Con el .n de tomar decisiones óptimas, los operadores de plantas de energía y los gestores de éstas no deben centrarse sólo en el resultado directo de cada acción operativa, tampoco deberían tomar decisiones deterministas. La forma correcta es gestionar dinámicamente el sistema de energía teniendo en cuenta el valor futuro condicionado en cada opción frente a la incertidumbre. ABSTRACT Hybrid wind-diesel power systems have a great potential in providing energy supply to remote communities. Compared with the traditional diesel systems, hybrid power plants are providing many advantages such as providing extra energy capacity to the micro-grid, reducing pollution and greenhouse-gas emissions, and hedging the risk of unexpected fuel price increases. This dissertation aims at providing novel insights for assessing and optimizing hybrid wind-diesel power systems considering the related uncertainties. Since wind power can neither be controlled nor accurately predicted, the energy harvested from a wind turbine may be considered a stochastic variable. This uncertain nature of wind energy source results in serious problems for both the operation and value assessment of the hybrid wind-diesel power system. On the one hand, regulating the uncertain power injected from wind turbines is a difficult task when operating the hybrid system. On the other hand, the economic profit of a hybrid wind-diesel system is achieved directly through the energy delivered to the power grid from the wind energy. Therefore, the uncertainty of wind resources has increased the difficulty in estimating the total benefits in the planning stage. The main concern of the traditional deterministic model is that it does not consider the future uncertainty when making the dispatch decision. Thus, it does not provide flexible operational actions in response to the uncertain future scenarios. Performance analysis and computer simulation on the San Cristobal Wind Project demonstrate that the wind power uncertainty, control strategies, energy storage, and the wind turbine power curve have a significant impact on the performance of the system. In this dissertation, the relationship between option pricing theory and decision making process is discussed. A real option model is developed and presented through practical examples for assessing the value of hybrid wind-diesel power systems. Results show that operational options can provide additional value to the hybrid power system when this operational flexibility is correctly utilized. This framework can be applied in optimizing short term dispatch decisions considering the path-dependent nature of the optimal dispatch policy, given the plausible future realizations of the wind power production. Comparing with the existing valuation and optimization methods, result from numerical example shows that the dispatch policy resulting from the proposed optimization model exhibits a remarkable performance in minimizing the total fuel consumption of the wind-diesel system. In order to make optimal decisions, power plant operators and managers should not just focus on the direct outcome of each operational action; neither should they make deterministic decisions. The correct way is to dynamically manage the power system by taking into consideration the conditional future value in each option in response to the uncertainty.

Binary metal oxides for composite ultrafiltration membranes

A new ultrafiltration membrane was developed by the incorporation of binary metal oxides inside polyethersulfone. Physico-chemical characterization of the binary metal oxides demonstrated that the presence of Ti in the TiO2?ZrO2 system results in an increase of the size of the oxides, and also their dispersity. The crystalline phases of the synthesized binary metal oxides were identified as srilankite and zirconium titanium oxide. The effect of the addition of ZrO2 can be expressed in terms of the inhibition of crystal growth of anocrystalline TiO2 during the synthesis process. For photocatalytic applications the band gap of the synthesized semiconductors was determined, confirming a gradual increase (blue shift) in the band gap as the amount of Zr loading increases. Distinct distributions of binary metal oxides were found along the permeation axis for the synthesized membranes. Particles with Ti are more uniformly dispersed throughout the membrane cross-section. The physico-chemical characterization of membranes showed a strong correlation between some key membrane properties and the spatial particle distribution in the membrane structure. The proximity of metal oxide fillers to the membrane surface determines the hydrophilicity and porosity of modified membranes. Membranes incorporating binary metal oxides were found to be promising candidates for wastewater treatment by ultrafiltration, considering the observed improvement influx and anti-fouling properties of doped membranes. Multi-run fouling tests of doped membranes confirmed the stability of permeation through membranes embedded with binary TiO2?ZrO2 particles.

Human-computer interaction based on visual hand-gesture recognition using volumetric spatiograms of local binary patterns

A more natural, intuitive, user-friendly, and less intrusive Human–Computer interface for controlling an application by executing hand gestures is presented. For this purpose, a robust vision-based hand-gesture recognition system has been developed, and a new database has been created to test it. The system is divided into three stages: detection, tracking, and recognition. The detection stage searches in every frame of a video sequence potential hand poses using a binary Support Vector Machine classifier and Local Binary Patterns as feature vectors. These detections are employed as input of a tracker to generate a spatio-temporal trajectory of hand poses. Finally, the recognition stage segments a spatio-temporal volume of data using the obtained trajectories, and compute a video descriptor called Volumetric Spatiograms of Local Binary Patterns (VS-LBP), which is delivered to a bank of SVM classifiers to perform the gesture recognition. The VS-LBP is a novel video descriptor that constitutes one of the most important contributions of the paper, which is able to provide much richer spatio-temporal information than other existing approaches in the state of the art with a manageable computational cost. Excellent results have been obtained outperforming other approaches of the state of the art.

A friendly online C compiler to improve programming skills based on student self-assessment

This paper presents an online C compiler designed so that students can program their practical assignments in Programming courses. What is really innovative is the self-assessment of the exercises based on black-box tests and train students’ skill to test software. Moreover, this tool lets instructors, not only proposing and classifying practical exercises, but also evaluating automatically the efforts dedicated and the results obtained by the students. The system has been applied to the 1st-year students at the Industrial Engineering specialization at the Universidad Politecnica de Madrid. Results show that the students obtained better academic performance, reducing the failure rate in the practical exam considerably with respect to previous years, in addition that an anonymous survey proved that students are satisfied with the system because they get instant feedback about their programs.

5-HT2A and 5-HT2C receptors as hypothalamic targets of developmental programming in male rats

Funding The research reported in this publication was supported by the Biotechnology and Biological Sciences Research Council (E007821/1 to M.S.M-G, R.L.C and E00797X/1; BB/K001418 /1 to L.K.H), the British Heart Foundation (FS/09/029/27902 to S.E.O.), the UK Medical Research Council Metabolic Diseases Unit (MC_UU_12012/4 to S.E.O and MC_UU_12012/1 to G.S.H.Y), the Wellcome Trust (WT081713 and WT098012 to L.K.H), the European Union (FP7-HEALTH-266408 Full4Health to G.S.H.Y) and the Helmholtz Alliance ICEMED to G.S.H.Y.

On the classification of binary shifts of finite commutant index

We provide a complete classification up to conjugacy of the binary shifts of finite commutant index on the hyperfinite II1, factor. There is a natural correspondence between the conjugacy classes of these shifts and polynomials over GF(2) satisfying a certain duality condition.

Extremely sensitive, background-free gene detection using binary probes and beta replicase.

We have developed a specific and sensitive nucleic acid amplification assay that is suitable for routine gene detection. The assay is based on a novel molecular genetic strategy in which two different RNA probes are hybridized to adjacent positions on a target nucleic acid and then ligated to form an amplifiable reporter RNA. The reporter RNA is then replicated up to a hundred billion-fold in a 30-min isothermal reaction that signals the presence of the target. The assay can detect fewer than 100 nucleic acid molecules; it provides quantitative results over a wide range of target concentrations and it employs a universal format that can detect any infectious agent.

Structure-activity relationships derived by machine learning: the use of atoms and their bond connectivities to predict mutagenicity by inductive logic programming.

We present a general approach to forming structure-activity relationships (SARs). This approach is based on representing chemical structure by atoms and their bond connectivities in combination with the inductive logic programming (ILP) algorithm PROGOL. Existing SAR methods describe chemical structure by using attributes which are general properties of an object. It is not possible to map chemical structure directly to attribute-based descriptions, as such descriptions have no internal organization. A more natural and general way to describe chemical structure is to use a relational description, where the internal construction of the description maps that of the object described. Our atom and bond connectivities representation is a relational description. ILP algorithms can form SARs with relational descriptions. We have tested the relational approach by investigating the SARs of 230 aromatic and heteroaromatic nitro compounds. These compounds had been split previously into two subsets, 188 compounds that were amenable to regression and 42 that were not. For the 188 compounds, a SAR was found that was as accurate as the best statistical or neural network-generated SARs. The PROGOL SAR has the advantages that it did not need the use of any indicator variables handcrafted by an expert, and the generated rules were easily comprehensible. For the 42 compounds, PROGOL formed a SAR that was significantly (P < 0.025) more accurate than linear regression, quadratic regression, and back-propagation. This SAR is based on an automatically generated structural alert for mutagenicity.

Simultaneous optical and X-ray observations of flares and rotational modulation on the RS CVn binary HR 1099 (V711 Tau) from the MUSICOS 1998 campaign

We present simultaneous and continuous observations of the Hα, Hβ, He I D_3, Na I D_1,D_2 doublet and the Ca II H&K lines for the RS CVn system HR 1099. The spectroscopic observations were obtained during the MUSICOS 1998 campaign involving several observatories and instruments, both echelle and long-slit spectrographs. During this campaign, HR 1099 was observed almost continuously for more than 8 orbits of 2^d.8. Two large optical flares were observed, both showing an increase in the emission of Hα, Ca II H K, Hβ and He I D_3 and a strong filling-in of the Na I D_1, D_2 doublet. Contemporary photometric observations were carried out with the robotic telescopes APT-80 of Catania and Phoenix-25 of Fairborn Observatories. Maps of the distribution of the spotted regions on the photosphere of the binary components were derived using the Maximum Entropy and Tikhonov photometric regularization criteria. Rotational modulation was observed in Hα and He I D_3 in anti-correlation with the photometric light curves. Both flares occurred at the same binary phase (0.85), suggesting that these events took place in the same active region. Simultaneous X-ray observations, performed by ASM on board RXTE, show several flare-like events, some of which correlate well with the observed optical flares. Rotational modulation in the X-ray light curve has been detected with minimum flux when the less active G5 V star was in front. A possible periodicity in the X-ray flare-like events was also found.

Desenvolvimento de estratégias de otimização contínua e discreta para problemas de fluxo de potência ótimo

O objetivo do presente trabalho é a investigação e o desenvolvimento de estratégias de otimização contínua e discreta para problemas de Fluxo de Potência Ótimo (FPO), onde existe a necessidade de se considerar as variáveis de controle associadas aos taps de transformadores em-fase e chaveamentos de bancos de capacitores e reatores shunt como variáveis discretas e existe a necessidade da limitação, e/ou até mesmo a minimização do número de ações de controle. Neste trabalho, o problema de FPO será abordado por meio de três estratégias. Na primeira proposta, o problema de FPO é modelado como um problema de Programação Não Linear com Variáveis Contínuas e Discretas (PNLCD) para a minimização de perdas ativas na transmissão; são propostas três abordagens utilizando funções de discretização para o tratamento das variáveis discretas. Na segunda proposta, considera-se que o problema de FPO, com os taps de transformadores discretos e bancos de capacitores e reatores shunts fixos, possui uma limitação no número de ações de controles; variáveis binárias associadas ao número de ações de controles são tratadas por uma função quadrática. Na terceira proposta, o problema de FPO é modelado como um problema de Otimização Multiobjetivo. O método da soma ponderada e o método ε-restrito são utilizados para modificar os problemas multiobjetivos propostos em problemas mono-objetivos. As variáveis binárias associadas às ações de controles são tratadas por duas funções, uma sigmoidal e uma polinomial. Para verificar a eficácia e a robustez dos modelos e algoritmos desenvolvidos serão realizados testes com os sistemas elétricos IEEE de 14, 30, 57, 118 e 300 barras. Todos os algoritmos e modelos foram implementados em General Algebraic Modeling System (GAMS) e os solvers CONOPT, IPOPT, KNITRO e DICOPT foram utilizados na resolução dos problemas. Os resultados obtidos confirmam que as estratégias de discretização são eficientes e as propostas de modelagem para variáveis binárias permitem encontrar soluções factíveis para os problemas envolvendo as ações de controles enquanto os solvers DICOPT e KNITRO utilizados para modelar variáveis binárias não encontram soluções.

Broadening the Scope of Ethnic Identity: A Social Sustainability Solution for Pan African Communities through Ethnically Relevant Educational Programming

This conceptual study explores ethnic identity development theory in order to argue that ethnic identity development education is a means of developing broad senses of community in the African Diaspora that expand beyond a tribal, local, familial level. This study suggests that the broadening of community understanding would contribute to establishing social sustainability on regional, national and international levels within the Pan African community. Establishing such social sustainability would have direct effects on the areas of economic and environmental sustainability. One of the goals of this project is to offer suggestions for ethnically relevant education that can develop social sustainability in several places throughout the Diaspora, such as in Nigeria where ethnic conflicts are a contemporary concern.

Correlation of the liquid–liquid equilibrium data for specific ternary systems with one or two partially miscible binary subsystems

This paper presents the results of a liquid–liquid equilibrium data correlation for 11 ternary systems which have not been previously fitted using the NRTL model or, when they have, the results presented in the literature are inconsistent with the experimental behavior of the system. These ternary systems include mixtures with one or two partially miscible pairs. During the correlation process, new restrictions were imposed on the values for the NRTL binary parameters to ensure correct prediction of the total or partial miscibility for the binary pairs involved. In addition, topological concepts related to the Gibbs stability test have been applied in order to validate the results in the whole range of compositions.

An algorithm to hide information in binary images

The objective of this paper is to develop a method to hide information inside a binary image. An algorithm to embed data in scanned text or figures is proposed, based on the detection of suitable pixels, which verify some conditions in order to be not detected. In broad terms, the algorithm locates those pixels placed at the contours of the figures or in those areas where some scattering of the two colors can be found. The hidden information is independent from the values of the pixels where this information is embedded. Notice that, depending on the sequence of bits to be hidden, around half of the used pixels to keep bits of data will not be modified. The other basic characteristic of the proposed scheme is that it is necessary to take into consideration the bits that are modified, in order to perform the recovering process of the information, which consists on recovering the sequence of bits placed in the proper positions. An application to banking sector is proposed for hidding some information in signatures.

Astrophysical parameters of LS 2883 and implications for the PSR B1259-63 gamma-ray binary

Only a few binary systems with compact objects display TeV emission. The physical properties of the companion stars represent basic input for understanding the physical mechanisms behind the particle acceleration, emission, and absorption processes in these so-called gamma-ray binaries. Here we present high-resolution and high signal-to-noise optical spectra of LS 2883, the Be star forming a gamma-ray binary with the young non-accreting pulsar PSR B1259-63, showing it to rotate faster and be significantly earlier and more luminous than previously thought. Analysis of the interstellar lines suggests that the system is located at the same distance as (and thus is likely a member of) Cen OB1. Taking the distance to the association, d = 2.3 kpc, and a color excess of E(B – V) = 0.85 for LS 2883 results in MV ≈ –4.4. Because of fast rotation, LS 2883 is oblate (R eq sime 9.7 R ☉ and R pole sime 8.1 R ☉) and presents a temperature gradient (T eq≈ 27,500 K, log g eq = 3.7; T pole≈ 34,000 K, log g pole = 4.1). If the star did not rotate, it would have parameters corresponding to a late O-type star. We estimate its luminosity at log(L */L ☉) sime 4.79 and its mass at M * ≈ 30 M ☉. The mass function then implies an inclination of the binary system i orb ≈ 23°, slightly smaller than previous estimates. We discuss the implications of these new astrophysical parameters of LS 2883 for the production of high-energy and very high-energy gamma rays in the PSR B1259-63/LS 2883 gamma-ray binary system. In particular, the stellar properties are very important for prediction of the line-like bulk Comptonization component from the unshocked ultrarelativistic pulsar wind.

A VLT/FLAMES survey for massive binaries in Westerlund 1. III. The WC9d binary W239 and implications for massive stellar evolution

Context. There is growing evidence that a treatment of binarity amongst OB stars is essential for a full theory of stellar evolution. However the binary properties of massive stars – frequency, mass ratio & orbital separation – are still poorly constrained. Aims. In order to address this shortcoming we have undertaken a multiepoch spectroscopic study of the stellar population of the young massive cluster Westerlund 1. In this paper we present an investigation into the nature of the dusty Wolf-Rayet star and candidate binary W239. Methods. To accomplish this we have utilised our spectroscopic data in conjunction with multi-year optical and near-IR photometric observations in order to search for binary signatures. Comparison of these data to synthetic non-LTE model atmosphere spectra were used to derive the fundamental properties of the WC9 primary. Results. We found W239 to have an orbital period of only ~5.05 days, making it one of the most compact WC binaries yet identified. Analysis of the long term near-IR lightcurve reveals a significant flare between 2004-6. We interpret this as evidence for a third massive stellar component in the system in a long period (>6 yr), eccentric orbit, with dust production occuring at periastron leading to the flare. The presence of a near-IR excess characteristic of hot (~1300 K) dust at every epoch is consistent with the expectation that the subset of persistent dust forming WC stars are short (<1 yr) period binaries, although confirmation will require further observations. Non-LTE model atmosphere analysis of the spectrum reveals the physical properties of the WC9 component to be fully consistent with other Galactic examples. Conclusions. The simultaneous presence of both short period Wolf-Rayet binaries and cool hypergiants within Wd 1 provides compelling evidence for a bifurcation in the post-Main Sequence evolution of massive stars due to binarity. Short period O+OB binaries will evolve directly to the Wolf-Rayet phase, either due to an episode of binary mediated mass loss – likely via case A mass transfer or a contact configuration – or via chemically homogenous evolution. Conversely, long period binaries and single stars will instead undergo a red loop across the HR diagram via a cool hypergiant phase. Future analysis of the full spectroscopic dataset for Wd 1 will constrain the proportion of massive stars experiencing each pathway; hence quantifying the importance of binarity in massive stellar evolution up to and beyond supernova and the resultant production of relativistic remnants.