Ancillary services dispatch using linear programming and genetic algorithm approaches

Electricity market players operating in a liberalized environment requires access to an adequate decision support tool, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services represent a good negotiation opportunity that must be considered by market players. For this, decision support tools must include ancillary market simulation. This paper proposes two different methods (Linear Programming and Genetic Algorithm approaches) for ancillary services dispatch. The methodologies are implemented in MASCEM, a multi-agent based electricity market simulator. A test case concerning the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is included in this paper.

Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution

OBJECTIVE To analyze the association between concentrations of air pollutants and admissions for respiratory causes in children. METHODS Ecological time series study. Daily figures for hospital admissions of children aged < 6, and daily concentrations of air pollutants (PM10, SO2, NO2, O3 and CO) were analyzed in the Região da Grande Vitória, ES, Southeastern Brazil, from January 2005 to December 2010. For statistical analysis, two techniques were combined: Poisson regression with generalized additive models and principal model component analysis. Those analysis techniques complemented each other and provided more significant estimates in the estimation of relative risk. The models were adjusted for temporal trend, seasonality, day of the week, meteorological factors and autocorrelation. In the final adjustment of the model, it was necessary to include models of the Autoregressive Moving Average Models (p, q) type in the residuals in order to eliminate the autocorrelation structures present in the components. RESULTS For every 10:49 μg/m3 increase (interquartile range) in levels of the pollutant PM10 there was a 3.0% increase in the relative risk estimated using the generalized additive model analysis of main components-seasonal autoregressive – while in the usual generalized additive model, the estimate was 2.0%. CONCLUSIONS Compared to the usual generalized additive model, in general, the proposed aspect of generalized additive model − principal component analysis, showed better results in estimating relative risk and quality of fit.

Métodos de penalidade exacta para resolução de problemas de optimização não linear

In this work we present a classification of some of the existing Penalty Methods (denominated the Exact Penalty Methods) and describe some of its limitations and estimated. With these methods we can solve problems of optimization with continuous, discrete and mixing constrains, without requiring continuity, differentiability or convexity. The boarding consists of transforming the original problem, in a sequence of problems without constrains, derivate of the initial, making possible its resolution for the methods known for this type of problems. Thus, the Penalty Methods can be used as the first step for the resolution of constrained problems for methods typically used in by unconstrained problems. The work finishes discussing a new class of Penalty Methods, for nonlinear optimization, that adjust the penalty parameter dynamically.

Root locus of fractional linear systems

In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.

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

Numerical methods and tangible interfaces for pollutant dispersion simulation

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Evaluation of two sweeping methods for estimating the number of immature Aedes aegypti (Diptera: Culicidae) in large containers

Introduction Here, we evaluated sweeping methods used to estimate the number of immature Aedes aegypti in large containers. Methods III/IV instars and pupae at a 9:1 ratio were placed in three types of containers with, each one with three different water levels. Two sweeping methods were tested: water-surface sweeping and five-sweep netting. The data were analyzed using linear regression. Results The five-sweep netting technique was more suitable for drums and water-tanks, while the water-surface sweeping method provided the best results for swimming pools. Conclusions Both sweeping methods are useful tools in epidemiological surveillance programs for the control of Aedes aegypti.

A linear algebra approach to OLAP

Inspired by the relational algebra of data processing, this paper addresses the foundations of data analytical processing from a linear algebra perspective. The paper investigates, in particular, how aggregation operations such as cross tabulations and data cubes essential to quantitative analysis of data can be expressed solely in terms of matrix multiplication, transposition and the Khatri–Rao variant of the Kronecker product. The approach offers a basis for deriving an algebraic theory of data consolidation, handling the quantitative as well as qualitative sides of data science in a natural, elegant and typed way. It also shows potential for parallel analytical processing, as the parallelization theory of such matrix operations is well acknowledged.

Numerical methods in multibody system dynamics

"Series: Solid mechanics and its applications, vol. 226"

Correlation between turbidimetric and nephelometric methods of measuring C-reactive protein in patients with unstable angina or non-ST elevation acute myocardial infarction

OBJECTIVE: To evaluate the performance of the turbidimetric method of C-reactive protein (CRP) as a measure of low-grade inflammation in patients admitted with non-ST elevation acute coronary syndromes (ACS). METHODS: Serum samples obtained at hospital arrival from 68 patients (66±11 years, 40 men), admitted with unstable angina or non-ST elevation acute myocardial infarction were used to measure CRP by the methods of nephelometry and turbidimetry. RESULTS: The medians of C-reactive protein by the turbidimetric and nephelometric methods were 0.5 mg/dL and 0.47 mg/dL, respectively. A strong linear association existed between the 2 methods, according to the regression coefficient (b=0.75; 95% C.I.=0.70-0.80) and correlation coefficient (r=0.96; P<0.001). The mean difference between the nephelometric and turbidimetric CRP was 0.02 ± 0.91 mg/dL, and 100% agreement between the methods in the detection of high CRP was observed. CONCLUSION: In patients with non-ST elevation ACS, CRP values obtained by turbidimetry show a strong linear association with the method of nephelometry and perfect agreement in the detection of high CRP.

Correlation of wear in vivo and six laboratory wear methods.

OBJECTIVE: We examined the correlation between clinical wear rates of restorative materials and enamel (TRAC Research Foundation, Provo, USA) and the results of six laboratory test methods (ACTA, Alabama (generalized, localized), Ivoclar (vertical, volumetric), Munich, OHSU (abrasion, attrition), Zurich). METHODS: Individual clinical wear data were available from clinical trials that were conducted by TRAC Research Foundation (formerly CRA) together with general practitioners. For each of the n=28 materials (21 composite resins for intra-coronal restorations [20 direct and 1 indirect], 5 resin materials for crowns, 1 amalgam, enamel) a minimum of 30 restorations had been placed in posterior teeth, mainly molars. The recall intervals were up to 5 years with the majority of materials (n=27) being monitored, however, only for up to 2 years. For the laboratory data, the databases MEDLINE and IADR abstracts were searched for wear data on materials which were also clinically tested by TRAC Research Foundation. Only those data for which the same test parameters (e.g. number of cycles, loading force, type of antagonist) had been published were included in the study. A different quantity of data was available for each laboratory method: Ivoclar (n=22), Zurich (n=20), Alabama (n=17), OHSU and ACTA (n=12), Munich (n=7). The clinical results were summed up in an index and a linear mixed model was fitted to the log wear measurements including the following factors: material, time (0.5, 1, 2 and 3 years), tooth (premolar/molar) and gender (male/female) as fixed effects, and patient as random effect. Relative ranks were created for each material and method; the same was performed with the clinical results. RESULTS: The mean age of the subjects was 40 (±12) years. The materials had been mostly applied in molars (81%) and 95% of the intracoronal restorations were Class II restorations. The mean number of individual wear data per material was 25 (range 14-42). The mean coefficient of variation of clinical wear data was 53%. The only significant correlation was reached by OHSU (abrasion) with a Spearman r of 0.86 (p=0.001). Zurich, ACTA, Alabama generalized wear and Ivoclar (volume) had correlation coefficients between 0.3 and 0.4. For Zurich, Alabama generalized wear and Munich, the correlation coefficient improved if only composites for direct use were taken into consideration. The combination of different laboratory methods did not significantly improve the correlation. SIGNIFICANCE: The clinical wear of composite resins is mainly dependent on differences between patients and less on the differences between materials. Laboratory methods to test conventional resins for wear are therefore less important, especially since most of them do not reflect the clinical wear.

Stabilized Petrov-Galerkin methods for the convection-diffusion-reaction and the Helmholtz equations

We present two new stabilized high-resolution numerical methods for the convection–diffusion–reaction (CDR) and the Helmholtz equations respectively. The work embarks upon a priori analysis of some consistency recovery procedures for some stabilization methods belonging to the Petrov–Galerkin framework. It was found that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not feasible when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov–Galerkin (HRPG) method for the 1D CDR problem. The problem is studied from a fresh point of view, including practical implications on the formulation of the maximum principle, M-Matrices theory, monotonicity and total variation diminishing (TVD) finite volume schemes. The current method is next in line to earlier methods that may be viewed as an upwinding plus a discontinuity-capturing operator. Finally, some remarks are made on the extension of the HRPG method to multidimensions. Next, we present a new numerical scheme for the Helmholtz equation resulting in quasi-exact solutions. The focus is on the approximation of the solution to the Helmholtz equation in the interior of the domain using compact stencils. Piecewise linear/bilinear polynomial interpolation are considered on a structured mesh/grid. The only a priori requirement is to provide a mesh/grid resolution of at least eight elements per wavelength. No stabilization parameters are involved in the definition of the scheme. The scheme consists of taking the average of the equation stencils obtained by the standard Galerkin finite element method and the classical finite difference method. Dispersion analysis in 1D and 2D illustrate the quasi-exact properties of this scheme. Finally, some remarks are made on the extension of the scheme to unstructured meshes by designing a method within the Petrov–Galerkin framework.

Comparison between Two Methods for Diagnosis of Trichinellosis: Trichinoscopy and Artificial Digestion

Two direct methods for the diagnosis of trichinellosis were compared: trichinoscopy and artificial digestion. Muscles from 17 wistar rats, orally infected with 500 Trichinella spiralis encysted larvae were examined. From each of the following muscles: diaphragm, tongue, masseters, intercostals, triceps brachialis and cuadriceps femoralis, 648,440 larvae from 1 g samples were recovered. The linear correlation between trichinoscopy and artificial digestion was very high and significant (r=0.94, p< 0.0001), showing that both methods for the detection of muscular larvae did not differ significantly. In both methods, significant differences were found in the distribution of larvae per gramme of muscle

Local-global splitting for spatiotemporal-adaptive multiscale methods

We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.

A subspace correction method for discontinuous Galerkin discretizations of linear elasticity equations

We study preconditioning techniques for discontinuous Galerkin discretizations of isotropic linear elasticity problems in primal (displacement) formulation. We propose subspace correction methods based on a splitting of the vector valued piecewise linear discontinuous finite element space, that are optimal with respect to the mesh size and the Lamé parameters. The pure displacement, the mixed and the traction free problems are discussed in detail. We present a convergence analysis of the proposed preconditioners and include numerical examples that validate the theory and assess the performance of the preconditioners.