Probabilistic design optimization of horizontal axis wind turbine rotors

Considerable interest in renewable energy has increased in recent years due to the concerns raised over the environmental impact of conventional energy sources and their price volatility. In particular, wind power has enjoyed a dramatic global growth in installed capacity over the past few decades. Nowadays, the advancement of wind turbine industry represents a challenge for several engineering areas, including materials science, computer science, aerodynamics, analytical design and analysis methods, testing and monitoring, and power electronics. In particular, the technological improvement of wind turbines is currently tied to the use of advanced design methodologies, allowing the designers to develop new and more efficient design concepts. Integrating mathematical optimization techniques into the multidisciplinary design of wind turbines constitutes a promising way to enhance the profitability of these devices. In the literature, wind turbine design optimization is typically performed deterministically. Deterministic optimizations do not consider any degree of randomness affecting the inputs of the system under consideration, and result, therefore, in an unique set of outputs. However, given the stochastic nature of the wind and the uncertainties associated, for instance, with wind turbine operating conditions or geometric tolerances, deterministically optimized designs may be inefficient. Therefore, one of the ways to further improve the design of modern wind turbines is to take into account the aforementioned sources of uncertainty in the optimization process, achieving robust configurations with minimal performance sensitivity to factors causing variability. The research work presented in this thesis deals with the development of a novel integrated multidisciplinary design framework for the robust aeroservoelastic design optimization of multi-megawatt horizontal axis wind turbine (HAWT) rotors, accounting for the stochastic variability related to the input variables. The design system is based on a multidisciplinary analysis module integrating several simulations tools needed to characterize the aeroservoelastic behavior of wind turbines, and determine their economical performance by means of the levelized cost of energy (LCOE). The reported design framework is portable and modular in that any of its analysis modules can be replaced with counterparts of user-selected fidelity. The presented technology is applied to the design of a 5-MW HAWT rotor to be used at sites of wind power density class from 3 to 7, where the mean wind speed at 50 m above the ground ranges from 6.4 to 11.9 m/s. Assuming the mean wind speed to vary stochastically in such range, the rotor design is optimized by minimizing the mean and standard deviation of the LCOE. Airfoil shapes, spanwise distributions of blade chord and twist, internal structural layup and rotor speed are optimized concurrently, subject to an extensive set of structural and aeroelastic constraints. The effectiveness of the multidisciplinary and robust design framework is demonstrated by showing that the probabilistically designed turbine achieves more favorable probabilistic performance than those of the initial baseline turbine and a turbine designed deterministically.

Spectral graph theory with applications to quantum adiabatic optimization

In this dissertation I draw a connection between quantum adiabatic optimization, spectral graph theory, heat-diffusion, and sub-stochastic processes through the operators that govern these processes and their associated spectra. In particular, we study Hamiltonians which have recently become known as ``stoquastic'' or, equivalently, the generators of sub-stochastic processes. The operators corresponding to these Hamiltonians are of interest in all of the settings mentioned above. I predominantly explore the connection between the spectral gap of an operator, or the difference between the two lowest energies of that operator, and certain equilibrium behavior. In the context of adiabatic optimization, this corresponds to the likelihood of solving the optimization problem of interest. I will provide an instance of an optimization problem that is easy to solve classically, but leaves open the possibility to being difficult adiabatically. Aside from this concrete example, the work in this dissertation is predominantly mathematical and we focus on bounding the spectral gap. Our primary tool for doing this is spectral graph theory, which provides the most natural approach to this task by simply considering Dirichlet eigenvalues of subgraphs of host graphs. I will derive tight bounds for the gap of one-dimensional, hypercube, and general convex subgraphs. The techniques used will also adapt methods recently used by Andrews and Clutterbuck to prove the long-standing ``Fundamental Gap Conjecture''.

I. Quantal effects in biochemical cooperativity and a proposed mechanism for the differentiation of calcium signaling in synaptic plasticity. II. Evolutionary algorithms for the optimization of methods in computational chemistry

In Part 1 of this thesis, we propose that biochemical cooperativity is a fundamentally non-ideal process. We show quantal effects underlying biochemical cooperativity and highlight apparent ergodic breaking at small volumes. The apparent ergodic breaking manifests itself in a divergence of deterministic and stochastic models. We further predict that this divergence of deterministic and stochastic results is a failure of the deterministic methods rather than an issue of stochastic simulations.

Ergodic breaking at small volumes may allow these molecular complexes to function as switches to a greater degree than has previously been shown. We propose that this ergodic breaking is a phenomenon that the synapse might exploit to differentiate Ca$^{2+}$ signaling that would lead to either the strengthening or weakening of a synapse. Techniques such as lattice-based statistics and rule-based modeling are tools that allow us to directly confront this non-ideality. A natural next step to understanding the chemical physics that underlies these processes is to consider \textit{in silico} specifically atomistic simulation methods that might augment our modeling efforts.

In the second part of this thesis, we use evolutionary algorithms to optimize \textit{in silico} methods that might be used to describe biochemical processes at the subcellular and molecular levels. While we have applied evolutionary algorithms to several methods, this thesis will focus on the optimization of charge equilibration methods. Accurate charges are essential to understanding the electrostatic interactions that are involved in ligand binding, as frequently discussed in the first part of this thesis.

Risk management for mathematical optimization under uncertainty

We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree that can be a symmetric or a nonsymmetric one. The stochastic model is converted in a mixed 0-1 Deterministic Equivalent Model in compact representation. Due to the difficulty of the problem, the solution offered by the stochastic model has been traditionally obtained by optimizing the objective function expected value (i.e., mean) over the scenarios, usually, along a time horizon. This approach (so named risk neutral) has the inconvenience of providing a solution that ignores the variance of the objective value of the scenarios and, so, the occurrence of scenarios with an objective value below the expected one. Alternatively, we present several approaches for risk averse management, namely, a scenario immunization strategy, the optimization of the well known Value-at-Risk (VaR) and several variants of the Conditional Value-at-Risk strategies, the optimization of the expected mean minus the weighted probability of having a "bad" scenario to occur for the given solution provided by the model, the optimization of the objective function expected value subject to stochastic dominance constraints (SDC) for a set of profiles given by the pairs of threshold objective values and either bounds on the probability of not reaching the thresholds or the expected shortfall over them, and the optimization of a mixture of the VaR and SDC strategies.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

Bidding and Optimization Strategies for Wind-PV Systems in Electricity Markets Assisted by CPS

The variability in non-dispatchable power generation raises important challenges to the integration of renewable energy sources into the electricity power grid. This paper provides the coordinated trading of wind and photovoltaic energy assisted by a cyber-physical system for supporting management decisions to mitigate risks due to the wind and solar power variability, electricity prices, and financial penalties arising out the generation shortfall and surplus. The problem of wind-photovoltaic coordinated trading is formulated as a stochastic linear programming problem. The goal is to obtain the optimal bidding strategy that maximizes the total profit. The wind-photovoltaic coordinated operation is modelled and compared with the uncoordinated operation. A comparison of the models and relevant conclusions are drawn from an illustrative case study of the Iberian day-ahead electricity market.

Advanced decision-support methods for the design, control, and optimization of perishable products life cycle

In the last decades, global food supply chains had to deal with the increasing awareness of the stakeholders and consumers about safety, quality, and sustainability. In order to address these new challenges for food supply chain systems, an integrated approach to design, control, and optimize product life cycle is required. Therefore, it is essential to introduce new models, methods, and decision-support platforms tailored to perishable products. This thesis aims to provide novel practice-ready decision-support models and methods to optimize the logistics of food items with an integrated and interdisciplinary approach. It proposes a comprehensive review of the main peculiarities of perishable products and the environmental stresses accelerating their quality decay. Then, it focuses on top-down strategies to optimize the supply chain system from the strategical to the operational decision level. Based on the criticality of the environmental conditions, the dissertation evaluates the main long-term logistics investment strategies to preserve products quality. Several models and methods are proposed to optimize the logistics decisions to enhance the sustainability of the supply chain system while guaranteeing adequate food preservation. The models and methods proposed in this dissertation promote a climate-driven approach integrating climate conditions and their consequences on the quality decay of products in innovative models supporting the logistics decisions. Given the uncertain nature of the environmental stresses affecting the product life cycle, an original stochastic model and solving method are proposed to support practitioners in controlling and optimizing the supply chain systems when facing uncertain scenarios. The application of the proposed decision-support methods to real case studies proved their effectiveness in increasing the sustainability of the perishable product life cycle. The dissertation also presents an industry application of a global food supply chain system, further demonstrating how the proposed models and tools can be integrated to provide significant savings and sustainability improvements.

Distributed Large-scale Mixed-Integer Optimization with Application to Energy and Multi-robot Networks

Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.

Solid Lipid Nanoparticles For Hydrophilic Biotech Drugs: Optimization And Cell Viability Studies (caco-2 & Hepg-2 Cell Lines).

Insulin was used as model protein to developed innovative Solid Lipid Nanoparticles (SLNs) for the delivery of hydrophilic biotech drugs, with potential use in medicinal chemistry. SLNs were prepared by double emulsion with the purpose of promoting stability and enhancing the protein bioavailability. Softisan(®)100 was selected as solid lipid matrix. The surfactants (Tween(®)80, Span(®)80 and Lipoid(®)S75) and insulin were chosen applying a 2(2) factorial design with triplicate of central point, evaluating the influence of dependents variables as polydispersity index (PI), mean particle size (z-AVE), zeta potential (ZP) and encapsulation efficiency (EE) by factorial design using the ANOVA test. Therefore, thermodynamic stability, polymorphism and matrix crystallinity were checked by Differential Scanning Calorimetry (DSC) and Wide Angle X-ray Diffraction (WAXD), whereas the effect of toxicity of SLNs was check in HepG2 and Caco-2 cells. Results showed a mean particle size (z-AVE) width between 294.6 nm and 627.0 nm, a PI in the range of 0.425-0.750, ZP about -3 mV, and the EE between 38.39% and 81.20%. After tempering the bulk lipid (mimicking the end process of production), the lipid showed amorphous characteristics, with a melting point of ca. 30 °C. The toxicity of SLNs was evaluated in two distinct cell lines (HEPG-2 and Caco-2), showing to be dependent on the concentration of particles in HEPG-2 cells, while no toxicity in was reported in Caco-2 cells. SLNs were stable for 24 h in in vitro human serum albumin (HSA) solution. The resulting SLNs fabricated by double emulsion may provide a promising approach for administration of protein therapeutics and antigens.

Electrochemical Oxidation Of Landfill Leachate In A Flow Reactor: Optimization Using Response Surface Methodology.

Response surface methodology based on Box-Behnken (BBD) design was successfully applied to the optimization in the operating conditions of the electrochemical oxidation of sanitary landfill leachate aimed for making this method feasible for scale up. Landfill leachate was treated in continuous batch-recirculation system, where a dimensional stable anode (DSA(©)) coated with Ti/TiO2 and RuO2 film oxide were used. The effects of three variables, current density (milliampere per square centimeter), time of treatment (minutes), and supporting electrolyte dosage (moles per liter) upon the total organic carbon removal were evaluated. Optimized conditions were obtained for the highest desirability at 244.11 mA/cm(2), 41.78 min, and 0.07 mol/L of NaCl and 242.84 mA/cm(2), 37.07 min, and 0.07 mol/L of Na2SO4. Under the optimal conditions, 54.99 % of chemical oxygen demand (COD) and 71.07 ammonia nitrogen (NH3-N) removal was achieved with NaCl and 45.50 of COD and 62.13 NH3-N with Na2SO4. A new kinetic model predicted obtained from the relation between BBD and the kinetic model was suggested.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Spectral Region Optimization for Raman-Based Optical Biopsy of Inflammatory Lesions

Objective: The biochemical alterations between inflammatory fibrous hyperplasia (IFH) and normal tissues of buccal mucosa were probed by using the FT-Raman spectroscopy technique. The aim was to find the minimal set of Raman bands that would furnish the best discrimination. Background: Raman-based optical biopsy is a widely recognized potential technique for noninvasive real-time diagnosis. However, few studies had been devoted to the discrimination of very common subtle or early pathologic states as inflammatory processes that are always present on, for example, cancer lesion borders. Methods: Seventy spectra of IFH from 14 patients were compared with 30 spectra of normal tissues from six patients. The statistical analysis was performed with principal components analysis and soft independent modeling class analogy cross-validated, leave-one-out methods. Results: Bands close to 574, 1,100, 1,250 to 1,350, and 1,500 cm(-1) (mainly amino acids and collagen bands) showed the main intragroup variations that are due to the acanthosis process in the IFH epithelium. The 1,200 (C-C aromatic/DNA), 1,350 (CH(2) bending/collagen 1), and 1,730 cm(-1) (collagen III) regions presented the main intergroup variations. This finding was interpreted as originating in an extracellular matrix-degeneration process occurring in the inflammatory tissues. The statistical analysis results indicated that the best discrimination capability (sensitivity of 95% and specificity of 100%) was found by using the 530-580 cm(-1) spectral region. Conclusions: The existence of this narrow spectral window enabling normal and inflammatory diagnosis also had useful implications for an in vivo dispersive Raman setup for clinical applications.