Mixed integer non linear programming and artificial neural network based approach to ancillary services dispatch in competitive electricity markets

Ancillary services represent a good business opportunity that must be considered by market players. This paper presents a new methodology for ancillary services market dispatch. The method considers the bids submitted to the market and includes a market clearing mechanism based on deterministic optimization. An Artificial Neural Network is used for day-ahead prediction of Regulation Down, regulation-up, Spin Reserve and Non-Spin Reserve requirements. Two test cases based on California Independent System Operator data concerning dispatch of Regulation Down, Regulation Up, Spin Reserve and Non-Spin Reserve services are included in this paper to illustrate the application of the proposed method: (1) dispatch considering simple bids; (2) dispatch considering complex bids.

Friction losses of Newtonian and non-Newtonian fluids flowing in laminar regime in a helical coil

This study aimed to carry out experimental work to determine, for Newtonian and non-Newtonian fluids, the friction factor (fc) with simultaneous heat transfer, at constant wall temperature as boundary condition, in fully developed laminar flow inside a vertical helical coil. The Newtonian fluids studied were aqueous solutions of glycerol, 25%, 36%, 43%, 59% and 78% (w/w). The non-Newtonian fluids were aqueous solutions of carboxymethylcellulose (CMC), a polymer, with concentrations of 0.2%, 0.3%, 0.4% and 0.6% (w/w) and aqueous solutions of xanthan gum (XG), another polymer, with concentrations of 0.1% and 0.2% (w/w). According to the rheological study done, the polymer solutions had shear-thinning behavior and different values of viscoelasticity. The helical coil used has an internal diameter, curvature ratio, length and pitch, respectively: 0.00483 m, 0.0263, 5.0 m and 11.34 mm. It was concluded that the friction factors, with simultaneous heat transfer, for Newtonian fluids can be calculated using expressions from literature for isothermal flows. The friction factors for CMC and XG solutions are similar to those for Newtonian fluids when the Dean number, based in a generalized Reynolds number, is less than 80. For Dean numbers higher than 80, the friction factors of the CMC solutions are lower those of the XG solutions and of the Newtonian fluids. In this range the friction factors decrease with the increase of the viscometric component of the solution and increase for increasing elastic component. The change of behavior at Dean number 80, for Newtonian and non-Newtonian fluids, is in accordance with the study of Ali [4]. There is a change of behavior at Dean number 80, for Newtonian and non-Newtonian fluids, which is in according to previous studies. The data also showed that the use of the bulk temperature or of the film temperature to calculate the physical properties of the fluid has a residual effect in the friction factor values.

Heat transfer coefficients from Newtonian and non-Newtonian fluids flowing in laminar regime in a helical coil

This study aimed to carry out experimental work to obtain, for Newtonian and non-Newtonian fluids, heat transfer coefficients, at constant wall temperature as boundary condition, in fully developed laminar flow inside a helical coil. The Newtonian fluids studied were aqueous solutions of glycerol, 25%, 36%, 43%, 59% and 78% (w/w) and the non-Newtonian fluids aqueous solutions of carboxymethylcellulose (CMC), a polymer, with concentrations 0.1%, 0.2%, 0.3%, 0.4% and 0.6% (w/w) and aqueous solutions of xanthan gum (XG), another polymer, with concentrations 0.1% and 0.2% (w/w). According to the rheological study performed, the polymer solutions had shear thinning behavior and different values of elasticity. The helical coil used has internal diameter, curvature ratio, length and pitch, respectively: 0.004575 m, 0.0263, 5.0 m and 11.34 mm. The Nusselt numbers for the CMC solutions are, on average, slightly higher than those for Newtonian fluids, for identical Prandtl and generalized Dean numbers. As outcome, the viscous component of the shear thinning polymer tends to potentiate the mixing effect of the Dean cells. The Nusselt numbers of the XG solutions are significant lower than those of the Newtonian solutions, for identical Prandtl and generalized Dean numbers. Therefore, the elastic component of the polymer tends to diminish the mixing effect of the Dean cells. A global correlation, for Nusselt number as a function of Péclet, generalized Dean and Weissenberg numbers for all Newtonian and non-Newtonian solutions studied, is presented.

Anti-tumoral effect of the non-nucleoside DNMT inhibitor RG108 in human prostate cancer cells

Background: Current therapeutic strategies for advanced prostate cancer (PCa) are largely ineffective. Because aberrant DNA methylation associated with inappropriate gene-silencing is a common feature of PCa, DNA methylation inhibitors might constitute an alternative therapy. In this study we aimed to evaluate the anti-cancer properties of RG108, a novel non-nucleoside inhibitor of DNA methyltransferases (DNMT), in PCa cell lines. Methods: The anti-tumoral impact of RG108 in LNCaP, 22Rv1, DU145 and PC-3 cell lines was assessed through standard cell viability, apoptosis and cell cycle assays. Likewise, DNMT activity, DNMT1 expression and global levels of DNA methylation were evaluated in the same cell lines. The effectiveness of DNA demethylation was further assessed through the determination of promoter methylation and transcript levels of GSTP1, APC and RAR-β2, by quantitative methylation-specific PCR and RT-PCR, respectively. Results: RG108 led to a significant dose and time dependent growth inhibition and apoptosis induction in LNCaP, 22Rv1 and DU145. LNCaP and 22Rv1 also displayed decreased DNMT activity, DNMT1 expression and global DNA methylation. Interestingly, chronic treatment with RG108 significantly decreased GSTP1, APC and RAR-β2 promoter hypermethylation levels, although mRNA re-expression was only attained GSTP1 and APC. Conclusions: RG108 is an effective tumor growth suppressor in most PCa cell lines tested. This effect is likely mediated by reversion of aberrant DNA methylation affecting cancer related-genes epigenetically silenced in PCa. However, additional mechanism might underlie the anti-tumor effects of RG108. In vivo studies are now mandatory to confirm these promising results and evaluate the potential of this compound for PCa therapy.

Non pre-emptive scheduling of messages on SMTV token-passing networks

Fieldbus communication networks aim to interconnect sensors, actuators and controllers within distributed computer-controlled systems. Therefore, they constitute the foundation upon which real-time applications are to be implemented. A specific class of fieldbus communication networks is based on a simplified version of token-passing protocols, where each station may transfer, at most, a single message per token visit (SMTV). In this paper, we establish an analogy between non-preemptive task scheduling in single processors and the scheduling of messages on SMTV token-passing networks. Moreover, we clearly show that concepts such as blocking and interference in non-preemptive task scheduling have their counterparts in the scheduling of messages on SMTV token-passing networks. Based on this task/message scheduling analogy, we provide pre-run-time schedulability conditions for supporting real-time messages with SMTV token-passing networks. We provide both utilisation-based and response time tests to perform the pre-run-time schedulability analysis of real-time messages on SMTV token-passing networks, considering RM/DM (rate monotonic/deadline monotonic) and EDF (earliest deadline first) priority assignment schemes

Simulação de processos de adsorção recorrendo ao Aspen Chromatography

As operações de separação por adsorção têm vindo a ganhar importância nos últimos anos, especialmente com o desenvolvimento de técnicas de simulação de leitos móveis em colunas, tal como a cromatografia de Leito Móvel Simulado (Simulated Moving Bed, SMB). Esta tecnologia foi desenvolvida no início dos anos 60 como método alternativo ao processo de Leito Móvel Verdadeiro (True Moving Bed, TMB), de modo a resolver vários dos problemas associados ao movimento da fase sólida, usuais nestes métodos de separação cromatográficos de contracorrente. A tecnologia de SMB tem sido amplamente utilizada em escala industrial principalmente nas indústrias petroquímica e de transformação de açúcares e, mais recentemente, na indústria farmacêutica e de química fina. Nas últimas décadas, o crescente interesse na tecnologia de SMB, fruto do alto rendimento e eficiente consumo de solvente, levou à formulação de diferentes modos de operação, ditos não convencionais, que conseguem unidades mais flexíveis, capazes de aumentar o desempenho de separação e alargar ainda mais a gama de aplicação da tecnologia. Um dos exemplos mais estudados e implementados é o caso do processo Varicol, no qual se procede a um movimento assíncrono de portas. Neste âmbito, o presente trabalho foca-se na simulação, análise e avaliação da tecnologia de SMB para dois casos de separação distintos: a separação de uma mistura de frutose-glucose e a separação de uma mistura racémica de pindolol. Para ambos os casos foram considerados e comparados dois modos de operação da unidade de SMB: o modo convencional e o modo Varicol. Desta forma, foi realizada a implementação e simulação de ambos os casos de separação no simulador de processos Aspen Chromatography, mediante a utilização de duas unidades de SMB distintas (SMB convencional e SMB Varicol). Para a separação da mistura frutose-glucose, no quediz respeito à modelização da unidade de SMB convencional, foram utilizadas duas abordagens: a de um leito móvel verdadeiro (modelo TMB) e a de um leito móvel simulado real (modelo SMB). Para a separação da mistura racémica de pindolol foi considerada apenas a modelização pelo modelo SMB. No caso da separação da mistura frutose-glucose, procedeu-se ainda à otimização de ambas as unidades de SMB convencional e Varicol, com o intuito do aumento das suas produtividades. A otimização foi realizada mediante a aplicação de um procedimento de planeamento experimental, onde as experiências foram planeadas, conduzidas e posteriormente analisadas através da análise de variância (ANOVA). A análise estatística permitiu selecionar os níveis dos fatores de controlo de modo a obter melhores resultados para ambas as unidades de SMB.

Response time analysis of slotted WiDom in noisy wireless channels

WiDom is a wireless prioritized medium access control protocol which offers very large number of priority levels. Hence, it brings the potential to employ non-preemptive static-priority scheduling and schedulability analysis for a wireless channel assuming that the overhead of WiDom is modeled properly. Recent research has created a new version of WiDom (we call it: Slotted WiDom) which offers lower overhead compared to the previous version. In this paper we propose a new schedulability analysis for slotted WiDom and extend it to work for message streams with release jitter. Furthermore, to provide an accurate timing analysis, we must include the effect of transmission faults on message latencies. Thus, in the proposed analysis we consider the existence of different noise sources and develop the analysis for the case where messages are transmitted under noisy wireless channels. Evaluation of the proposed analysis is done by testing the slotted WiDom in two different modes on a real test-bed. The results from the experiments provide a firm validation on our findings.

Preemption delay analysis for floating non-preemptive region scheduling

In real-time systems, there are two distinct trends for scheduling task sets on unicore systems: non-preemptive and preemptive scheduling. Non-preemptive scheduling is obviously not subject to any preemption delay but its schedulability may be quite poor, whereas fully preemptive scheduling is subject to preemption delay, but benefits from a higher flexibility in the scheduling decisions. The time-delay involved by task preemptions is a major source of pessimism in the analysis of the task Worst-Case Execution Time (WCET) in real-time systems. Preemptive scheduling policies including non-preemptive regions are a hybrid solution between non-preemptive and fully preemptive scheduling paradigms, which enables to conjugate both world's benefits. In this paper, we exploit the connection between the progression of a task in its operations, and the knowledge of the preemption delays as a function of its progression. The pessimism in the preemption delay estimation is then reduced in comparison to state of the art methods, due to the increase in information available in the analysis.

An improved preemption delay upper bound for floating non-preemptive region

In embedded systems, the timing behaviour of the control mechanisms are sometimes of critical importance for the operational safety. These high criticality systems require strict compliance with the offline predicted task execution time. The execution of a task when subject to preemption may vary significantly in comparison to its non-preemptive execution. Hence, when preemptive scheduling is required to operate the workload, preemption delay estimation is of paramount importance. In this paper a preemption delay estimation method for floating non-preemptive scheduling policies is presented. This work builds on [1], extending the model and optimising it considerably. The preemption delay function is subject to a major tightness improvement, considering the WCET analysis context. Moreover more information is provided as well in the form of an extrinsic cache misses function, which enables the method to provide a solution in situations where the non-preemptive regions sizes are small. Finally experimental results from the implementation of the proposed solutions in Heptane are provided for real benchmarks which validate the significance of this work.

Real-time scheduling with resource sharing on uniform multiprocessors

Consider the problem of scheduling a set of implicit-deadline sporadic tasks to meet all deadlines on a uniform multiprocessor platform where each task may access at most one of |R| shared resources and at most once by each job of that task. The resources have to be accessed in a mutually exclusive manner. We propose an algorithm, GIS-vpr, which offers the guarantee that if a task set is schedulable to meet deadlines by an optimal task assignment scheme that allows a task to migrate only when it accesses or releases a resource, then our algorithm also meets the deadlines with the same restriction on the task migration, if given processors 4 + 6|R| times as fast. The proposed algorithm, by design, limits the number of migrations per job to at most two. To the best of our knowledge, this is the first result for resource sharing on uniform multiprocessors with proven performance guarantee.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

The utilization bound of non-preemptive rate-monotonic scheduling in controller area networks is 25%

Consider a distributed computer system comprising many computer nodes, each interconnected with a controller area network (CAN) bus. We prove that if priorities to message streams are assigned using rate-monotonic (RM) and if the requested capacity of the CAN bus does not exceed 25% then all deadlines are met.

Broad-temperature range spectroscopy of the two-centre modular redox metalloprotein Desulfovibrio desulfuricans desulfoferrodoxin

Dalton Trans., 2003, 3328-3338

Competitive analysis of partitioned scheduling on uniform multiprocessors

Consider the problem of scheduling a set of sporadically arriving tasks on a uniform multiprocessor with the goal of meeting deadlines. A processor p has the speed Sp. Tasks can be preempted but they cannot migrate between processors. We propose an algorithm which can schedule all task sets that any other possible algorithm can schedule assuming that our algorithm is given processors that are three times faster.

Competitive analysis of static-priority partitioned scheduling on uniform multiprocessors

Consider the problem of scheduling a set of sporadically arriving tasks on a uniform multiprocessor with the goal of meeting deadlines. A processor p has the speed Sp. Tasks can be preempted but they cannot migrate between processors. On each processor, tasks are scheduled according to rate-monotonic. We propose an algorithm that can schedule all task sets that any other possible algorithm can schedule assuming that our algorithm is given processors that are √2 / √2−1 ≈ 3.41 times faster. No such guarantees are previously known for partitioned static-priority scheduling on uniform multiprocessors.