Mathematical Optimization Applied to Thermal and Electrical Energy Systems

This Thesis aims at building and discussing mathematical models applications focused on Energy problems, both on the thermal and electrical side. The objective is to show how mathematical programming techniques developed within Operational Research can give useful answers in the Energy Sector, how they can provide tools to support decision making processes of Companies operating in the Energy production and distribution and how they can be successfully used to make simulations and sensitivity analyses to better understand the state of the art and convenience of a particular technology by comparing it with the available alternatives. The first part discusses the fundamental mathematical background followed by a comprehensive literature review about mathematical modelling in the Energy Sector. The second part presents mathematical models for the District Heating strategic network design and incremental network design. The objective is the selection of an optimal set of new users to be connected to an existing thermal network, maximizing revenues, minimizing infrastructure and operational costs and taking into account the main technical requirements of the real world application. Results on real and randomly generated benchmark networks are discussed with particular attention to instances characterized by big networks dimensions. The third part is devoted to the development of linear programming models for optimal battery operation in off-grid solar power schemes, with consideration of battery degradation. The key contribution of this work is the inclusion of battery degradation costs in the optimisation models. As available data on relating degradation costs to the nature of charge/discharge cycles are limited, we concentrate on investigating the sensitivity of operational patterns to the degradation cost structure. The objective is to investigate the combination of battery costs and performance at which such systems become economic. We also investigate how the system design should change when battery degradation is taken into account.

Computer simulations of slowly relaxing systems in external fields

Eine der offenen Fragen der aktuellen Physik ist das Verständnis von Systemen im Nichtgleichgewicht. Im Gegensatz zu der Gleichgewichtsphysik ist in diesem Bereich aktuell kein Formalismus bekannt der ein systematisches Beschreiben der unterschiedlichen Systeme ermöglicht. Um das Verständnis über diese Systeme zu vergrößern werden in dieser Arbeit zwei unterschiedliche Systeme studiert, die unter einem externen Feld ein starkes nichtlineares Verhalten zeigen. Hierbei handelt es sich zum einen um das Verhalten von Teilchen unter dem Einfluss einer extern angelegten Kraft und zum anderen um das Verhalten eines Systems in der Nähe des kritischen Punktes unter Scherung. Das Modellsystem in dem ersten Teil der Arbeit ist eine binäre Yukawa Mischung, die bei tiefen Temperaturen einen Glassübergang zeigt. Dies führt zu einer stark ansteigenden Relaxationszeit des Systems, so dass man auch bei kleinen Kräften relativ schnell ein nichtlineares Verhalten beobachtet. In Abhängigkeit der angelegten konstanten Kraft können in dieser Arbeit drei Regime, mit stark unterschiedlichem Teilchenverhalten, identifiziert werden. In dem zweiten Teil der Arbeit wird das Ising-Modell unter Scherung betrachtet. In der Nähe des kritischen Punkts kommt es in diesem Modell zu einer Beeinflussung der Fluktuationen in dem System durch das angelegte Scherfeld. Dies hat zur Folge, dass das System stark anisotrop wird und man zwei unterschiedliche Korrelationslängen vorfindet, die mit unterschiedlichen Exponenten divergieren. Infolgedessen lässt sich der normale isotrope Formalismus des "finite-size scaling" nicht mehr auf dieses System anwenden. In dieser Arbeit wird gezeigt, wie dieser auf den anisotropen Fall zu verallgemeinern ist und wie damit die kritischen Punkte, sowie die dazu gehörenden kritischen Exponenten berechnet werden können.

Mac protocols for linear wireless (sensor) networks

Wireless sensor networks (WSNs) consist of a large number of sensor nodes, characterized by low power constraint, limited transmission range and limited computational capabilities [1][2].The cost of these devices is constantly decreasing, making it possible to use a large number of sensor devices in a wide array of commercial, environmental, military, and healthcare fields. Some of these applications involve placing the sensors evenly spaced on a straight line for example in roads, bridges, tunnels, water catchments and water pipelines, city drainages, oil and gas pipelines etc., making a special class of these networks which we define as a Linear Wireless Network (LWN). In LWNs, data transmission happens hop by hop from the source to the destination, through a route composed of multiple relays. The peculiarity of the topology of LWNs, motivates the design of specialized protocols, taking advantage of the linearity of such networks, in order to increase reliability, communication efficiency, energy savings, network lifetime and to minimize the end-to-end delay [3]. In this thesis a novel contention based Medium Access Control (MAC) protocol called L-CSMA, specifically devised for LWNs is presented. The basic idea of L-CSMA is to assign different priorities to nodes based on their position along the line. The priority is assigned in terms of sensing duration, whereby nodes closer to the destination are assigned shorter sensing time compared to the rest of the nodes and hence higher priority. This mechanism speeds up the transmission of packets which are already in the path, making transmission flow more efficient. Using NS-3 simulator, the performance of L-CSMA in terms of packets success rate, that is, the percentage of packets that reach destination, and throughput are compared with that of IEEE 802.15.4 MAC protocol, de-facto standard for wireless sensor networks. In general, L-CSMA outperforms the IEEE 802.15.4 MAC protocol.

Novel algorithms for electronic structure based molecular dynamics with linear system-size scaling

Die vorliegende Arbeit behandelt die Entwicklung und Verbesserung von linear skalierenden Algorithmen für Elektronenstruktur basierte Molekulardynamik. Molekulardynamik ist eine Methode zur Computersimulation des komplexen Zusammenspiels zwischen Atomen und Molekülen bei endlicher Temperatur. Ein entscheidender Vorteil dieser Methode ist ihre hohe Genauigkeit und Vorhersagekraft. Allerdings verhindert der Rechenaufwand, welcher grundsätzlich kubisch mit der Anzahl der Atome skaliert, die Anwendung auf große Systeme und lange Zeitskalen. Ausgehend von einem neuen Formalismus, basierend auf dem großkanonischen Potential und einer Faktorisierung der Dichtematrix, wird die Diagonalisierung der entsprechenden Hamiltonmatrix vermieden. Dieser nutzt aus, dass die Hamilton- und die Dichtematrix aufgrund von Lokalisierung dünn besetzt sind. Das reduziert den Rechenaufwand so, dass er linear mit der Systemgröße skaliert. Um seine Effizienz zu demonstrieren, wird der daraus entstehende Algorithmus auf ein System mit flüssigem Methan angewandt, das extremem Druck (etwa 100 GPa) und extremer Temperatur (2000 - 8000 K) ausgesetzt ist. In der Simulation dissoziiert Methan bei Temperaturen oberhalb von 4000 K. Die Bildung von sp²-gebundenem polymerischen Kohlenstoff wird beobachtet. Die Simulationen liefern keinen Hinweis auf die Entstehung von Diamant und wirken sich daher auf die bisherigen Planetenmodelle von Neptun und Uranus aus. Da das Umgehen der Diagonalisierung der Hamiltonmatrix die Inversion von Matrizen mit sich bringt, wird zusätzlich das Problem behandelt, eine (inverse) p-te Wurzel einer gegebenen Matrix zu berechnen. Dies resultiert in einer neuen Formel für symmetrisch positiv definite Matrizen. Sie verallgemeinert die Newton-Schulz Iteration, Altmans Formel für beschränkte und nicht singuläre Operatoren und Newtons Methode zur Berechnung von Nullstellen von Funktionen. Der Nachweis wird erbracht, dass die Konvergenzordnung immer mindestens quadratisch ist und adaptives Anpassen eines Parameters q in allen Fällen zu besseren Ergebnissen führt.

Milk cortisol concentration in automatic milking systems compared with auto-tandem milking parlors

Milk cortisol concentration was determined under routine management conditions on 4 farms with an auto-tandem milking parlor and 8 farms with 1 of 2 automatic milking systems (AMS). One of the AMS was a partially forced (AMSp) system, and the other was a free cow traffic (AMSf) system. Milk samples were collected for all the cows on a given farm (20 to 54 cows) for at least 1 d. Behavioral observations were made during the milking process for a subset of 16 to 20 cows per farm. Milk cortisol concentration was evaluated by milking system, time of day, behavior during milking, daily milk yield, and somatic cell count using linear mixed-effects models. Milk cortisol did not differ between systems (AMSp: 1.15 +/- 0.07; AMSf: 1.02 +/- 0.12; auto-tandem parlor: 1.01 +/- 0.16 nmol/L). Cortisol concentrations were lower in evening than in morning milkings (1.01 +/- 0.12 vs. 1.24 +/- 0.13 nmol/L). The daily periodicity of cortisol concentration was characterized by an early morning peak and a late afternoon elevation in AMSp. A bimodal pattern was not evident in AMSf. Finally, milk cortisol decreased by a factor of 0.915 in milking parlors, by 0.998 in AMSp, and increased by a factor of 1.161 in AMSf for each unit of ln(somatic cell count/1,000). We conclude that milking cows in milking parlors or AMS does not result in relevant stress differences as measured by milk cortisol concentrations. The biological relevance of the difference regarding the daily periodicity of milk cortisol concentrations observed between the AMSp and AMSf needs further investigation.

Modeling multilevel sleep transitional data via Poisson log-linear multilevel models

This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.

Differences across health care systems in outcome and cost-utility of surgical and conservative treatment of chronic low back pain: a study protocol

BACKGROUND: There is little evidence on differences across health care systems in choice and outcome of the treatment of chronic low back pain (CLBP) with spinal surgery and conservative treatment as the main options. At least six randomised controlled trials comparing these two options have been performed; they show conflicting results without clear-cut evidence for superior effectiveness of any of the evaluated interventions and could not address whether treatment effect varied across patient subgroups. Cost-utility analyses display inconsistent results when comparing surgical and conservative treatment of CLBP. Due to its higher feasibility, we chose to conduct a prospective observational cohort study. METHODS: This study aims to examine if1. Differences across health care systems result in different treatment outcomes of surgical and conservative treatment of CLBP2. Patient characteristics (work-related, psychological factors, etc.) and co-interventions (physiotherapy, cognitive behavioural therapy, return-to-work programs, etc.) modify the outcome of treatment for CLBP3. Cost-utility in terms of quality-adjusted life years differs between surgical and conservative treatment of CLBP.This study will recruit 1000 patients from orthopaedic spine units, rehabilitation centres, and pain clinics in Switzerland and New Zealand. Effectiveness will be measured by the Oswestry Disability Index (ODI) at baseline and after six months. The change in ODI will be the primary endpoint of this study.Multiple linear regression models will be used, with the change in ODI from baseline to six months as the dependent variable and the type of health care system, type of treatment, patient characteristics, and co-interventions as independent variables. Interactions will be incorporated between type of treatment and different co-interventions and patient characteristics. Cost-utility will be measured with an index based on EQol-5D in combination with cost data. CONCLUSION: This study will provide evidence if differences across health care systems in the outcome of treatment of CLBP exist. It will classify patients with CLBP into different clinical subgroups and help to identify specific target groups who might benefit from specific surgical or conservative interventions. Furthermore, cost-utility differences will be identified for different groups of patients with CLBP. Main results of this study should be replicated in future studies on CLBP.

The effect of demand, tank parameters, and pumping stations on energy use in municipal drinking water distribution systems

Two of the indicators of the UN Millennium Development Goals ensuring environmental sustainability are energy use and per capita carbon dioxide emissions. The increasing urbanization and increasing world population may require increased energy use in order to transport enough safe drinking water to communities. In addition, the increase in water use would result in increased energy consumption, thereby resulting in increased green-house gas emissions that promote global climate change. The study of multiple Municipal Drinking Water Distribution Systems (MDWDSs) that relates various MDWDS aspects--system components and properties--to energy use is strongly desirable. The understanding of the relationship between system aspects and energy use aids in energy-efficient design. In this study, components of a MDWDS, and/or the characteristics associated with the component are termed as MDWDS aspects (hereafter--system aspects). There are many aspects of MDWDSs that affect the energy usage. Three system aspects (1) system-wide water demand, (2) storage tank parameters, and (3) pumping stations were analyzed in this study. The study involved seven MDWDSs to understand the relationship between the above-mentioned system aspects in relation with energy use. A MDWDSs model, EPANET 2.0, was utilized to analyze the seven systems. Six of the systems were real and one was a hypothetical system. The study presented here is unique in its statistical approach using seven municipal water distribution systems. The first system aspect studied was system-wide water demand. The analysis involved analyzing seven systems for the variation of water demand and its impact on energy use. To quantify the effects of water use reduction on energy use in a municipal water distribution system, the seven systems were modeled and the energy usage quantified for various amounts of water conservation. It was found that the effect of water conservation on energy use was linear for all seven systems and that all the average values of all the systems' energy use plotted on the same line with a high R 2 value. From this relationship, it can be ascertained that a 20% reduction in water demand results in approximately a 13% savings in energy use for all seven systems analyzed. This figure might hold true for many similar systems that are dominated by pumping and not gravity driven. The second system aspect analyzed was storage tank(s) parameters. Various tank parameters: (1) tank maximum water levels, (2) tank elevation, and (3) tank diameter were considered in this part of the study. MDWDSs use a significant amount of electrical energy for the pumping of water from low elevations (usually a source) to higher ones (usually storage tanks). The use of electrical energy has an effect on pollution emissions and, therefore, potential global climate change as well. Various values of these tank parameters were modeled on seven MDWDSs of various sizes using a network solver and the energy usage recorded. It was found that when averaged over all seven analyzed systems (1) the reduction of maximum tank water level by 50% results in a 2% energy reduction, (2) energy use for a change in tank elevation is system specific, and (2) a reduction of tank diameter of 50% results in approximately a 7% energy savings. The third system aspect analyzed in this study was pumping station parameters. A pumping station consists of one or more pumps. The seven systems were analyzed to understand the effect of the variation of pump horsepower and the number of booster stations on energy use. It was found that adding booster stations could save energy depending upon the system characteristics. For systems with flat topography, a single main pumping station was found to use less energy. In systems with a higher-elevation neighborhood, however, one or more booster pumps with a reduced main pumping station capacity used less energy. The energy savings for the seven systems was dependent on the number of boosters and ranged from 5% to 66% for the analyzed five systems with higher elevation neighborhoods (S3, S4, S5, S6, and S7). No energy savings was realized for the remaining two flat topography systems, S1, and S2. The present study analyzed and established the relationship between various system aspects and energy use in seven MDWDSs. This aids in estimating the amount of energy savings in MDWDSs. This energy savings would ultimately help reduce Greenhouse gases (GHGs) emissions including per capita CO 2 emissions thereby potentially lowering the global climate change effect. This will in turn contribute to meeting the MDG of ensuring environmental sustainability.

Setting Inventory Levels of CONWIP Flow Lines via Linear Programming

This paper treats the problem of setting the inventory level and optimizing the buffer allocation of closed-loop flow lines operating under the constant-work-in-process (CONWIP) protocol. We solve a very large but simple linear program that models an entire simulation run of a closed-loop flow line in discrete time to determine a production rate estimate of the system. This approach introduced in Helber, Schimmelpfeng, Stolletz, and Lagershausen (2011) for open flow lines with limited buffer capacities is extended to closed-loop CONWIP flow lines. Via this method, both the CONWIP level and the buffer allocation can be optimized simultaneously. The first part of a numerical study deals with the accuracy of the method. In the second part, we focus on the relationship between the CONWIP inventory level and the short-term profit. The accuracy of the method turns out to be best for such configurations that maximize production rate and/or short-term profit.

hp-dGFEM for Second-Order Elliptic Problems in Plyhedra II: Exponential Convergence

The goal of this paper is to establish exponential convergence of $hp$-version interior penalty (IP) discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems with homogeneous Dirichlet boundary conditions and piecewise analytic data in three-dimensional polyhedral domains. More precisely, we shall analyze the convergence of the $hp$-IP dG methods considered in [D. Schötzau, C. Schwab, T. P. Wihler, SIAM J. Numer. Anal., 51 (2013), pp. 1610--1633] based on axiparallel $\sigma$-geometric anisotropic meshes and $\bm{s}$-linear anisotropic polynomial degree distributions.

Scheduling in service systems: an application in the event-tourism industry

This paper deals with an event-bus tour booked by Bollywood film fans. During the tour, the participants visit selected locations of famous Bollywood films at various sites in Switzerland. Moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour; for organizational reasons, two or more buses cannot stay at the same location simultaneously. The planning problem is how to compute a feasible schedule for each bus such that the total waiting time (primary objective) and the total travel time (secondary objective) are minimized. We formulate this problem as a mixed-integer linear program, and we report on computational results obtained with the Gurobi solver.

Biomechanical evaluation of different angle-stable locking plate systems for mandibular surgery

PURPOSE To compare the initial stability and stability after fatigue of three different locking systems (Synthes(®), Stryker(®) and Medartis(®)) for mandibular fixation and reconstruction. METHOD Standard mandible locking plates with identical profile height (1,5 mm), comparable length and screws with identical diameter (2,0 mm) were used. Plates were fixed with six screws according a preparation protocol. Four point bending tests were then performed using artificial bone material to compare their initial stability and failure limit under realistic loading conditions. Loading of the plates was performed using of a servo hydraulic driven testing machine. The stiffness of the implant/bone construct was calculated using a linear regression on the experimental data included in a range of applied moment between 2 Nm and 6 Nm. RESULTS No statistical difference in the elastic stiffness was visible between the three types of plate. However, differences were observed between the systems concerning the maximal load supported. The Stryker and Synthes systems were able to support a significantly higher moment. CONCLUSION For clinical application all systems show good and reliable results. Practical aspects such as handling, possible angulation of screw fixation, possibility of screw/plate removal, etc. may favour one or the other plating system.

Materials properties from electron density distributions: Molecular magnetism and linear optical properties

The general goal of this thesis is correlating observable properties of organic and metal-organic materials with their ground-state electron density distribution. In a long-term view, we expect to develop empirical or semi-empirical approaches to predict materials properties from the electron density of their building blocks, thus allowing to rationally engineering molecular materials from their constituent subunits, such as their functional groups. In particular, we have focused on linear optical properties of naturally occurring amino acids and their organic and metal-organic derivatives, and on magnetic properties of metal-organic frameworks. For analysing the optical properties and the magnetic behaviour of the molecular or sub-molecular building blocks in materials, we mostly used the more traditional QTAIM partitioning scheme of the molecular or crystalline electron densities, however, we have also investigated a new approach, namely, X-ray Constrained Extremely Localized Molecular Orbitals (XC-ELMO), that can be used in future to extracted the electron densities of crystal subunits. With the purpose of rationally engineering linear optical materials, we have calculated atomic and functional group polarizabilities of amino acid molecules, their hydrogen-bonded aggregates and their metal-organic frameworks. This has enabled the identification of the most efficient functional groups, able to build-up larger electric susceptibilities in crystals, as well as the quantification of the role played by intermolecular interactions and coordinative bonds on modifying the polarizability of the isolated building blocks. Furthermore, we analysed the dependence of the polarizabilities on the one-electron basis set and the many-electron Hamiltonian. This is useful for selecting the most efficient level of theory to estimate susceptibilities of molecular-based materials. With the purpose of rationally design molecular magnetic materials, we have investigated the electron density distributions and the magnetism of two copper(II) pyrazine nitrate metal-organic polymers. High-resolution X-ray diffraction and DFT calculations were used to characterize the magnetic exchange pathways and to establish relationships between the electron densities and the exchange-coupling constants. Moreover, molecular orbital and spin-density analyses were employed to understand the role of different magnetic exchange mechanisms in determining the bulk magnetic behaviour of these materials. As anticipated, we have finally investigated a modified version of the X-ray constrained wavefunction technique, XC-ELMOs, that is not only a useful tool for determination and analysis of experimental electron densities, but also enables one to derive transferable molecular orbitals strictly localized on atoms, bonds or functional groups. In future, we expect to use XC-ELMOs to predict materials properties of large systems, currently challenging to calculate from first-principles, such as macromolecules or polymers. Here, we point out advantages, needs and pitfalls of the technique. This work fulfils, at least partially, the prerequisites to understand materials properties of organic and metal-organic materials from the perspective of the electron density distribution of their building blocks. Empirical or semi-empirical evaluation of optical or magnetic properties from a preconceived assembling of building blocks could be extremely important for rationally design new materials, a field where accurate but expensive first-principles calculations are generally not used. This research could impact the community in the fields of crystal engineering, supramolecular chemistry and, of course, electron density analysis.