Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Self-scheduling and bidding strategies of thermal units with stochastic emission constraints

This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.

Activation of effector immune cells promotes tumor stochastic extinction: A homotopy analysis approach

In this article we provide homotopy solutions of a cancer nonlinear model describing the dynamics of tumor cells in interaction with healthy and effector immune cells. We apply a semi-analytic technique for solving strongly nonlinear systems – the Step Homotopy Analysis Method (SHAM). This algorithm, based on a modification of the standard homotopy analysis method (HAM), allows to obtain a one-parameter family of explicit series solutions. By using the homotopy solutions, we first investigate the dynamical effect of the activation of the effector immune cells in the deterministic dynamics, showing that an increased activation makes the system to enter into chaotic dynamics via a period-doubling bifurcation scenario. Then, by adding demographic stochasticity into the homotopy solutions, we show, as a difference from the deterministic dynamics, that an increased activation of the immune cells facilitates cancer clearance involving tumor cells extinction and healthy cells persistence. Our results highlight the importance of therapies activating the effector immune cells at early stages of cancer progression.

Stochastic Framework for Strategic Decision-making of Load-serving Entities for Day-ahead Market

The deregulation of electricity markets has diversified the range of financial transaction modes between independent system operator (ISO), generation companies (GENCO) and load-serving entities (LSE) as the main interacting players of a day-ahead market (DAM). LSEs sell electricity to end-users and retail customers. The LSE that owns distributed generation (DG) or energy storage units can supply part of its serving loads when the nodal price of electricity rises. This opportunity stimulates them to have storage or generation facilities at the buses with higher locational marginal prices (LMP). The short-term advantage of this model is reducing the risk of financial losses for LSEs in DAMs and its long-term benefit for the LSEs and the whole system is market power mitigation by virtually increasing the price elasticity of demand. This model also enables the LSEs to manage the financial risks with a stochastic programming framework.

Stochastic Short-term Incentive-based Demand Response Scheduling of Load-serving Entities

In competitive electricity markets it is necessary for a profit-seeking load-serving entity (LSE) to optimally adjust the financial incentives offering the end users that buy electricity at regulated rates to reduce the consumption during high market prices. The LSE in this model manages the demand response (DR) by offering financial incentives to retail customers, in order to maximize its expected profit and reduce the risk of market power experience. The stochastic formulation is implemented into a test system where a number of loads are supplied through LSEs.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Análise de desempenho de algoritmos de otimização para extração de parâmetros em modelos semicondutores de potência

Apresenta-se nesta tese uma revisão da literatura sobre a modelação de semicondutores de potência baseada na física e posterior análise de desempenho de dois métodos estocásticos, Particle Swarm Optimizaton (PSO) e Simulated Annealing (SA), quando utilizado para identificação eficiente de parâmetros de modelos de dispositivos semicondutores de potência, baseado na física. O conhecimento dos valores destes parâmetros, para cada dispositivo, é fundamental para uma simulação precisa do comportamento dinâmico do semicondutor. Os parâmetros são extraídos passo-a-passo durante simulação transiente e desempenham um papel relevante. Uma outra abordagem interessante nesta tese relaciona-se com o facto de que nos últimos anos, os métodos de modelação para dispositivos de potência têm emergido, com alta precisão e baixo tempo de execução baseado na Equação de Difusão Ambipolar (EDA) para díodos de potência e implementação no MATLAB numa estratégia de optimização formal. A equação da EDA é resolvida numericamente sob várias condições de injeções e o modelo é desenvolvido e implementado como um subcircuito no simulador IsSpice. Larguras de camada de depleção, área total do dispositivo, nível de dopagem, entre outras, são alguns dos parâmetros extraídos do modelo. Extração de parâmetros é uma parte importante de desenvolvimento de modelo. O objectivo de extração de parâmetros e otimização é determinar tais valores de parâmetros de modelo de dispositivo que minimiza as diferenças entre um conjunto de características medidas e resultados obtidos pela simulação de modelo de dispositivo. Este processo de minimização é frequentemente chamado de ajuste de características de modelos para dados de medição. O algoritmo implementado, PSO é uma técnica de heurística de otimização promissora, eficiente e recentemente proposta por Kennedy e Eberhart, baseado no comportamento social. As técnicas propostas são encontradas para serem robustas e capazes de alcançar uma solução que é caracterizada para ser precisa e global. Comparada com algoritmo SA já realizada, o desempenho da técnica proposta tem sido testado utilizando dados experimentais para extrair parâmetros de dispositivos reais das características I-V medidas. Para validar o modelo, comparação entre resultados de modelo desenvolvido com um outro modelo já desenvolvido são apresentados.

Heparin-antivenom association: differential neutralization effectiveness in Bothrops atrox and Bothrops erythromelas envenoming

Heparin, in some regions of Brazil has been used in the treatment of bothropic accidents, but the data found in the literature are inconclusive about its effectiveness. The venoms of Bothrops atrox and of B. erythromelas were characterized according to their biological activities. The capacity of heparin in neutralizing these activities was tested with doses of 3 and 6 IU in isolated form and associated to Antibothropic Serum (ABS). It was verified that heparin, in doses of 3 and 6 IU, was not effective in neutralizing the desfibrinating and edema-forming activities of B. atrox venom and the hemorrhagic and coagulant actions of both venoms. Heparin diminished the effectiveness of the ABS in the neutralization of the hemorrhagic and edema-forming activities of the B. atrox venom. However, heparin in the 6 IU dose was capable of neutralize the edema-forming of the B. erythromelas and increase the effectiveness of the ABS. Heparin also neutralized the phospholipasic A2 activity of B. atrox (14.3%) and B. erythromelas (28.0%) venoms. For B. erythromelas venom, the associated treatment, heparin and ABS, was more effective in the neutralization of its lethal activity.

Efficient Legendre spectral tau algorithm for solving two-sided space-time Caputo fractional advection-dispersion equation

In this paper we present the operational matrices of the left Caputo fractional derivative, right Caputo fractional derivative and Riemann–Liouville fractional integral for shifted Legendre polynomials. We develop an accurate numerical algorithm to solve the two-sided space–time fractional advection–dispersion equation (FADE) based on a spectral shifted Legendre tau (SLT) method in combination with the derived shifted Legendre operational matrices. The fractional derivatives are described in the Caputo sense. We propose a spectral SLT method, both in temporal and spatial discretizations for the two-sided space–time FADE. This technique reduces the two-sided space–time FADE to a system of algebraic equations that simplifies the problem. Numerical results carried out to confirm the spectral accuracy and efficiency of the proposed algorithm. By selecting relatively few Legendre polynomial degrees, we are able to get very accurate approximations, demonstrating the utility of the new approach over other numerical methods.

Nonlinear Dynamics for Local Fractional Burgers Equation Arising in Fractal Flow

The local fractional Burgers’ equation (LFBE) is investigated from the point of view of local fractional conservation laws envisaging a nonlinear local fractional transport equation with a linear non-differentiable diffusion term. The local fractional derivative transformations and the LFBE conversion to a linear local fractional diffusion equation are analyzed.

Stochastic model of transcription initiation of closely spaced promoters in escherichia coli

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Automated Synthesis Procedure of RF Discrete Tuning Differential Capacitance Circuits

The paper presents a RFDSCA automated synthesis procedure. This algorithm determines several RFDSCA circuits from the top-level system specifications all with the same maximum performance. The genetic synthesis tool optimizes a fitness function proportional to the RFDSCA quality factor and uses the epsiv-concept and maximin sorting scheme to achieve a set of solutions well distributed along a non-dominated front. To confirm the results of the algorithm, three RFDSCAs were simulated in SpectreRF and one of them was implemented and tested. The design used a 0.25 mum BiCMOS process. All the results (synthesized, simulated and measured) are very close, which indicate that the genetic synthesis method is a very useful tool to design optimum performance RFDSCAs.

Clinical and Pathological Findings in Women with Fabry Disease

Introduction. Fabry disease is a rare metabolic disorder caused by the genetic deficiency of the lysosomal hydrolase alpha-galactosidase A, located on chromosome X. Females with the defective gene are more than carriers and can develop a wide range of symptoms. Nevertheless, disease symptoms generally occur later and are less severe in women than in men. The enzyme deficiency manifests as a glycosphingolipidosis with progressive accumulation of glycosphingolipids and deposit of inclusion bodies in lysosomes giving a myelinlike appearance. Patients and Methods. Records of renal biopsies performed on adults from 1st January 2008 to 31st August 2011, were retrospectively examined at the Renal Pathology Laboratory. We retrieved biopsies diagnosed with Fabry disease and reviewed clinical and laboratory data and pathology findings. Results. Four female patients with a mean age of 49.3±4.5 (44-55) years were identified. The mean proteinuria was 0.75±0.3 g/24h (0.4-1.2) and estimated glomerular filtration rate (CKD EPI equation) was 71±15.7 ml/min/1.73m2 (48-83). Three patients experienced extra-renal organ involvement (cerebrovascular, cardiac, dermatologic, ophthalmologic and thyroid) with distinct severity degrees. Leukocyte α-GAL A activity was below normal range in the four cases but plasma and urinary enzymatic activity was normal. Light microscopy showed predominant vacuolisation of the podocyte cytoplasm and darkly staining granular inclusions on paraffin and plastic-embedded semi-thin sections. Electron microscopy showed in three patients the characteristic myelin-like inclusions in the podocyte cytoplasm and also focal podocyte foot process effacement. In one case the inclusions were also present in parietal glomerular cells, endothelial cells of peritubular capillary and arterioles. Conclusion. Clinical signs and symptoms are varied and can be severe among heterozygous females with Fabry disease. Intracellular accumulation of glycosphingolipids is a characteristic histologic finding of Fabry nephropathy. Since this disease is a potentially treatable condition, its early identification is imperative. We should consider it in the differential diagnosis of any patient presenting with proteinuria and/or chronic kidney disease, especially if there is a family history of kidney disease.

Stochastic modelling of the reservoir lithological and petrophysical attributes. A case study of the Middle East carbonate reservoir

Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)