Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

A parametric differentiation version with finite-difference scheme applicable to a class of problems in boundary layer flow with massive blowing

A numerical procedure, based on the parametric differentiation and implicit finite difference scheme, has been developed for a class of problems in the boundary-layer theory for saddle-point regions. Here, the results are presented for the case of a three-dimensional stagnation-point flow with massive blowing. The method compares very well with other methods for particular cases (zero or small mass blowing). Results emphasize that the present numerical procedure is well suited for the solution of saddle-point flows with massive blowing, which could not be solved by other methods.

Conformal Field Theory Methods for Variants of Schramm-Loewner Evolutions

This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.

Nonsimilar incompressible laminar boundary layers with magnetic field.

The solution of the steady laminar incompressible nonsimilar magneto-hydrodynamic boundary layer flow and heat transfer problem with viscous dissipation for electrically conducting fluids over two-dimensional and axisymmetric bodies with pressure gradient and magnetic field has been presented. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The computations have been carried out for flow over a cylinder and a sphere. The results indicate that the magnetic field tends to delay or prevent separation. The heat transfer strongly depends on the viscous dissipation parameter. When the dissipation parameter is positive (i.e. when the temperature of the wall is greater than the freestream temperature) and exceeds a certain value, the hot wall ceases to be cooled by the stream of cooler air because the ‘heat cushion’ provided by the frictional heat prevents cooling whereas the effect of the magnetic field is to remove the ‘heat cushion’ so that the wall continues to be cooled. The results are found to be in good agreement with those of the local similarity and local nonsimilarity methods except near the point of separation, but they are in excellent agreement with those of the difference-differential technique even near the point of separation.

Nonsimilar laminar incompressible boundary layers with vectored mass transfer

The effect of vectored mass transfer on the flow and heat transfer of the steady laminar incompressible nonsimilar boundary layer with viscous dissipation for two-dimensional and axisymmetric porous bodies with pressure gradient has been studied. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The computations have been carried out for a cylinder and a sphere. The skin friction is strongly influenced by the vectored mass transfer, and the heat transfer both by the vectored mass transfer and dissipation parameter. It is observed that the vectored suction tends to delay the separation whereas the effect of the vectored injection is just the reverse. Our results agree with those of the local nonsimilarity, difference-differential and asymptotic methods but not with those of the local similarity method.

Avian diversification patterns across the K-Pg boundary: Influence of calibrations, datasets, and model misspecification

Birds represent the most diverse extant tetrapod clade, with ca. 10,000 extant species, and the timing of the crown avian radiation remains hotly debated. The fossil record supports a primarily Cenozoic radiation of crown birds, whereas molecular divergence dating analyses generally imply that this radiation was well underway during the Cretaceous. Furthermore, substantial differences have been noted between published divergence estimates. These have been variously attributed to clock model, calibration regime, and gene type. One underappreciated phenomenon is that disparity between fossil ages and molecular dates tends to be proportionally greater for shallower nodes in the avian Tree of Life. Here, we explore potential drivers of disparity in avian divergence dates through a set of analyses applying various calibration strategies and coding methods to a mitochondrial genome dataset and an 18-gene nuclear dataset, both sampled across 72 taxa. Our analyses support the occurrence of two deep divergences (i.e., the Palaeognathae/Neognathae split and the Galloanserae/Neoaves split) well within the Cretaceous, followed by a rapid radiation of Neoaves near the K-Pg boundary. However, 95% highest posterior density intervals for most basal divergences in Neoaves cross the boundary, and we emphasize that, barring unreasonably strict prior distributions, distinguishing between a rapid Early Paleocene radiation and a Late Cretaceous radiation may be beyond the resolving power of currently favored divergence dating methods. In contrast to recent observations for placental mammals, constraining all divergences within Neoaves to occur in the Cenozoic does not result in unreasonably high inferred substitution rates. Comparisons of nuclear DNA (nDNA) versus mitochondrial DNA (mtDNA) datasets and NT- versus RY-coded mitochondrial data reveal patterns of disparity that are consistent with substitution model misspecifications that result in tree compression/tree extension artifacts, which may explain some discordance between previous divergence estimates based on different sequence types. Comparisons of fully calibrated and nominally calibrated trees support a correlation between body mass and apparent dating error. Overall, our results are consistent with (but do not require) a Paleogene radiation for most major clades of crown birds.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Conformal Field Theory Methods for Variants of Schramm-Loewner Evolutions

This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Radiative interactions in boundary layers

A detailed description of radiative interactions in laminar compressible boundary layers for moderate Mach numbers is presented by way of asymptotic analysis and supporting solutions. The radiation field is described by the differential approximation. While the asymptotic analysis is valid for large N (the ratio of photon mean free path to molecular mean free path) and arbitrary Boltzmann number, Bo (the ratio of convective heat flux to radiation heat flux), the solutions are obtained for Bo [double less-than sign] 1, the case of strong radiative interactions. The asymptotic analysis shows the existence of an optically thin boundary layer for large N and all Bo. For Bo [double less-than sign] 1, two outer regions are observed — one optically thin (at short distances from the leading edge) and the other optically thick (at large distances from the leading edge). An interesting feature not pointed out in the previous literature is the existence of a wall layer at large distances from the leading edge where convective heat flux can be ignored to the leading order of approximation. The radiation field in all cases can be very well approximated by a one-dimensional description. The solutions have been constructed using the ideas of matched asymptotic expansions by approximate analytical procedures and numerical methods. It is shown that, to the leading order of approximation, the radiation slip method yields exactly the same result as the more complicated matching procedure. Both the cases of linear and nonlinear radiation have been considered, the former being of interest in developing approximate methods which are subsequently generalized to handle the nonlinear problem. Detailed results are presented for both cases.

Boundary layer swirling flow through a conical hydrocyclone

The paper deals with the flow and heat-transfer problem of a steady axisymmetric laminar incompressible boundary layer swirling flow of a fluid through a conical hydrocyclone. The implicit finitedifference scheme is used to solve the partial differential equations governing the flow. The effect of swirl is found to be more pronounced on the longitudinal skin friction than on the tangential skin friction and heat transfer. The skin friction and heat transfer increase with swirl or with longitudinal distance. Swirl also gives rise to velocity overshoot in the longitudinal velocity profiles and the magnitude of the velocity overshoot increases as the swirl parameter increases. The results are found to be in good agreement with those of the local nonsimilarity and momentum integral methods but they differ appreciably from those of the local similarity method except for the longitudinal skin friction which is fairly in good agreement with that of the local similarity method.Die Arbeit beschäftigt sich mit der Strömung und dem Wärmeübergang in einem konischen Zyklon unter der Voraussetzung stationärer, achsensymmetrischer, laminarer, inkompressibler Grenzschichtströmung. Ein implizites Differenzenverfahren wird benutzt, um die partiellen Differentialgleichungen zu lösen. Der Einfluß des Dralls ist besonders ausgeprägt auf die longitudinale Komponente der Oberflächenreibung, weniger dagegen bei der tangentialen Komponente und beim Wärmeübergang. Die Oberflächenreibung und der Wärmeübergang nehmen zu mit dem Drall, sowie mit dem longitudinalen Abstand. Der Drall erzeugt ein Überschießen der Geschwindigkeit in der longitudinalen Abstand. Der Drall erzeugt ein Überschießen der Geschwindigkeit in der Längsrichtung. Die Größe des Überschusses nimmt mit wachsendem Drallparameter zu. Die Resultate stimmen gut mit den Ergebnissen der Theorie der lokalen Nichtähnlichkeit und der Impulsintegralmethode überein. Dagegen weichen sie mit Ausnahme der longitudinalen Komponente der Oberflächenreibung beträchtlich von den Resultaten der Theorie der lokalen Ähnlichkeit ab.

Integral method for the calculation of incompressible two-dimensional transitional boundary layers

The method proposed here considers the mean flow in the transition zone as a linear combination of the laminar and turbulent boundary layer in proportions determined by the transitional intermittency, the component flows being calculated by approximate integral methods. The intermittency distribution adopted takes into account the possibility of subtransitions within the zone in the presence of strong pressure gradients. A new nondimensional spot formation rate, whose value depends on the pressure gradient, is utilized to estimate the extent of the transition zone. Onset location is determined by a correlation that takes into account freestream turbulence and facility-specific residual disturbances in test data. Extensive comparisons with available experimental results in strong pressure gradients show that the proposed method performs at least as well as differential models, in many cases better, and is always faster.

A hybrid technique of modeling of cracks using displacement discontinuity and direct boundary element method

A hybrid technique to model two dimensional fracture problems which makes use of displacement discontinuity and direct boundary element method is presented. Direct boundary element method is used to model the finite domain of the body, while displacement discontinuity elements are utilized to represent the cracks. Thus the advantages of the component methods are effectively combined. This method has been implemented in a computer program and numerical results which show the accuracy of the present method are presented. The cases of bodies containing edge cracks as well as multiple cracks are considered. A direct method and an iterative technique are described. The present hybrid method is most suitable for modeling problems invoking crack propagation.

Spectral asymptotics of the Helmholtz model in fluid-solid structures

A model representing the vibrations of a coupled fluid-solid structure is considered. This structure consists of a tube bundle immersed in a slightly compressible fluid. Assuming periodic distribution of tubes, this article describes the asymptotic nature of the vibration frequencies when the number of tubes is large. Our investigation shows that classical homogenization of the problem is not sufficient for this purpose. Indeed, our end result proves that the limit spectrum consists of three parts: the macro-part which comes from homogenization, the micro-part and the boundary layer part. The last two components are new. We describe in detail both macro- and micro-parts using the so-called Bloch wave homogenization method. Copyright (C) 1999 John Wiley & Sons, Ltd.

Modeling of concrete cracking-A hybrid technique of using displacement discontinuity element method and direct boundary element method

This paper presents a new approach by making use of a hybrid method of using the displacement discontinuity element method and direct boundary element method to model concrete cracking by incorporating fictitious crack model. Fracture mechanics approach is followed using the Hillerborg's fictitious crack model. A boundary element based substructure method and a hybrid technique of using displacement discontinuity element method and direct boundary element method are compared in this paper. In order to represent the process zone ahead of the crack, closing forces are assumed to act in such a way that they obey a linear normal stress-crack opening displacement law. Plain concrete beams with and without initial crack under three-point loading were analyzed by both the methods. The numerical results obtained were shown to agree well with the results from existing finite element method. The model is capable of reproducing the whole range of load-deflection response including strain-softening and snap-back behavior as illustrated in the numerical examples. (C) 2011 Elsevier Ltd. All rights reserved.