An effortless hybrid method to solve economic load dispatch problem in power systems

This paper proposes a new approach and coding scheme for solving economic dispatch problems (ED) in power systems through an effortless hybrid method (EHM). This novel coding scheme can effectively prevent futile searching and also prevents obtaining infeasible solutions through the application of stochastic search methods, consequently dramatically improves search efficiency and solution quality. The dominant constraint of an economic dispatch problem is power balance. The operational constraints, such as generation limitations, ramp rate limits, prohibited operating zones (POZ), network loss are considered for practical operation. Firstly, in the EHM procedure, the output of generator is obtained with a lambda iteration method and without considering POZ and later in a genetic based algorithm this constraint is satisfied. To demonstrate its efficiency, feasibility and fastness, the EHM algorithm was applied to solve constrained ED problems of power systems with 6 and 15 units. The simulation results obtained from the EHM were compared to those achieved from previous literature in terms of solution quality and computational efficiency. Results reveal that the superiority of this method in both aspects of financial and CPU time. (C) 2011 Elsevier Ltd. All rights reserved.

Simulation and economic analysis of bovine sex selection

A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo (ET) and in vitro embryo production (IVP) in the proposed scenarios. Sex selection was compared through semen sexed using flow cytometry (C1) and density gradient centrifugation techniques (C2) in ET and IVP. Sensibility analyses were used to identify the adequate number of recipients for each scenario. This number was reinserted into the model to determine the biological and financial values that maximized ET and IVP using sexed semen (C1M and C2M). New scenarios showed that the density gradient technique minimized pregnancy cost based on the proposed scenarios. In addition, the adequate number of recipients (ET - C1M - 115 and C2M - 105)/(IVP - C1M - 145 and C2M - 140) per donor used was determined to minimize the pregnancy cost in all scenarios.

Modelagem da incerteza da distribuição espacial de fósforo e potássio do solo sob a cultura canavieira

Pós-graduação em Agronomia (Ciência do Solo) - FCAV

Markovian versus non-Markovian stochastic quantization of a complex-action model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Computer simulation of configurational properties of partially ionized polyelectrolytes

Monte Carlo simulation methods were used in order to study the conformational properties of partially ionized polyelectrolyte chains with Debye-Hückel screening in 1:1 electrolyte solution at room temperature. Configurational properties such as the distributions of probability for the square end to end distances, for the square radii of gyration and for the angles between polyion bonds were investigated as a function of the chain ionization and the salt concentration. © 1993.

A mesoscopic simulation method for electrolyte solutions

This thesis deals with the development of a novel simulation technique for macromolecules in electrolyte solutions, with the aim of a performance improvement over current molecular-dynamics based simulation methods. In solutions containing charged macromolecules and salt ions, it is the complex interplay of electrostatic interactions and hydrodynamics that determines the equilibrium and non-equilibrium behavior. However, the treatment of the solvent and dissolved ions makes up the major part of the computational effort. Thus an efficient modeling of both components is essential for the performance of a method. With the novel method we approach the solvent in a coarse-grained fashion and replace the explicit-ion description by a dynamic mean-field treatment. Hence we combine particle- and field-based descriptions in a hybrid method and thereby effectively solve the electrokinetic equations. The developed algorithm is tested extensively in terms of accuracy and performance, and suitable parameter sets are determined. As a first application we study charged polymer solutions (polyelectrolytes) in shear flow with focus on their viscoelastic properties. Here we also include semidilute solutions, which are computationally demanding. Secondly we study the electro-osmotic flow on superhydrophobic surfaces, where we perform a detailed comparison to theoretical predictions.

Monitoring of antiretroviral therapy and mortality in HIV programmes in Malawi, South Africa and Zambia: mathematical modelling study

OBJECTIVES Mortality in patients starting antiretroviral therapy (ART) is higher in Malawi and Zambia than in South Africa. We examined whether different monitoring of ART (viral load [VL] in South Africa and CD4 count in Malawi and Zambia) could explain this mortality difference. DESIGN Mathematical modelling study based on data from ART programmes. METHODS We used a stochastic simulation model to study the effect of VL monitoring on mortality over 5 years. In baseline scenario A all parameters were identical between strategies except for more timely and complete detection of treatment failure with VL monitoring. Additional scenarios introduced delays in switching to second-line ART (scenario B) or higher virologic failure rates (due to worse adherence) when monitoring was based on CD4 counts only (scenario C). Results are presented as relative risks (RR) with 95% prediction intervals and percent of observed mortality difference explained. RESULTS RRs comparing VL with CD4 cell count monitoring were 0.94 (0.74-1.03) in scenario A, 0.94 (0.77-1.02) with delayed switching (scenario B) and 0.80 (0.44-1.07) when assuming a 3-times higher rate of failure (scenario C). The observed mortality at 3 years was 10.9% in Malawi and Zambia and 8.6% in South Africa (absolute difference 2.3%). The percentage of the mortality difference explained by VL monitoring ranged from 4% (scenario A) to 32% (scenarios B and C combined, assuming a 3-times higher failure rate). Eleven percent was explained by non-HIV related mortality. CONCLUSIONS VL monitoring reduces mortality moderately when assuming improved adherence and decreased failure rates.

Ultracold Quantum Gases and Lattice Systems: Quantum Simulation of Lattice Gauge Theories

Abelian and non-Abelian gauge theories are of central importance in many areas of physics. In condensed matter physics, AbelianU(1) lattice gauge theories arise in the description of certain quantum spin liquids. In quantum information theory, Kitaev’s toric code is a Z(2) lattice gauge theory. In particle physics, Quantum Chromodynamics (QCD), the non-Abelian SU(3) gauge theory of the strong interactions between quarks and gluons, is nonperturbatively regularized on a lattice. Quantum link models extend the concept of lattice gauge theories beyond the Wilson formulation, and are well suited for both digital and analog quantum simulation using ultracold atomic gases in optical lattices. Since quantum simulators do not suffer from the notorious sign problem, they open the door to studies of the real-time evolution of strongly coupled quantum systems, which are impossible with classical simulation methods. A plethora of interesting lattice gauge theories suggests itself for quantum simulation, which should allow us to address very challenging problems, ranging from confinement and deconfinement, or chiral symmetry breaking and its restoration at finite baryon density, to color superconductivity and the real-time evolution of heavy-ion collisions, first in simpler model gauge theories and ultimately in QCD.

Reconstruction of a flash flood with large wood transport and its influence on hazard patterns in an ungauged mountain basin

The reconstruction of past flash floods in ungauged basins leads to a high level of uncertainty, which increases if other processes are involved such as the transport of large wood material. An important flash flood occurred in 1997 in Venero Claro (Central Spain), causing significant economic losses. The wood material clogged bridge sections, raising the water level upstream. The aim of this study was to reconstruct this event, analysing the influence of woody debris transport on the flood hazard pattern. Because the reach in question was affected by backwater effects due to bridge clogging, using only high water mark or palaeostage indicators may overestimate discharges, and so other methods are required to estimate peak flows. Therefore, the peak discharge was estimated (123 ± 18 m3 s–1) using indirect methods, but one-dimensional hydraulic simulation was also used to validate these indirect estimates through an iterative process (127 ± 33 m3 s–1) and reconstruct the bridge obstruction to obtain the blockage ratio during the 1997 event (~48%) and the bridge clogging curves. Rainfall–Runoff modelling with stochastic simulation of different rainfall field configurations also helped to confirm that a peak discharge greater than 150 m3 s–1 is very unlikely to occur and that the estimated discharge range is consistent with the estimated rainfall amount (233 ± 27 mm). It was observed that the backwater effect due to the obstruction (water level ~7 m) made the 1997 flood (~35-year return period) equivalent to the 50-year flood. This allowed the equivalent return period to be defined as the recurrence interval of an event of specified magnitude, which, where large woody debris is present, is equivalent in water depth and extent of flooded area to a more extreme event of greater magnitude. These results highlight the need to include obstruction phenomena in flood hazard analysis.

Cost and power analysis of linkage disequilibrium methods for locating genes influencing quantitative traits in humans

Linkage disequilibrium methods can be used to find genes influencing quantitative trait variation in humans. Linkage disequilibrium methods can require smaller sample sizes than linkage equilibrium methods, such as the variance component approach to find loci with a specific effect size. The increase in power is at the expense of requiring more markers to be typed to scan the entire genome. This thesis compares different linkage disequilibrium methods to determine which factors influence the power to detect disequilibrium. The costs of disequilibrium and equilibrium tests were compared to determine whether the savings in phenotyping costs when using disequilibrium methods outweigh the additional genotyping costs.^ Nine linkage disequilibrium tests were examined by simulation. Five tests involve selecting isolated unrelated individuals while four involved the selection of parent child trios (TDT). All nine tests were found to be able to identify disequilibrium with the correct significance level in Hardy-Weinberg populations. Increasing linked genetic variance and trait allele frequency were found to increase the power to detect disequilibrium, while increasing the number of generations and distance between marker and trait loci decreased the power to detect disequilibrium. Discordant sampling was used for several of the tests. It was found that the more stringent the sampling, the greater the power to detect disequilibrium in a sample of given size. The power to detect disequilibrium was not affected by the presence of polygenic effects.^ When the trait locus had more than two trait alleles, the power of the tests maximized to less than one. For the simulation methods used here, when there were more than two-trait alleles there was a probability equal to 1-heterozygosity of the marker locus that both trait alleles were in disequilibrium with the same marker allele, resulting in the marker being uninformative for disequilibrium.^ The five tests using isolated unrelated individuals were found to have excess error rates when there was disequilibrium due to population admixture. Increased error rates also resulted from increased unlinked major gene effects, discordant trait allele frequency, and increased disequilibrium. Polygenic effects did not affect the error rates. The TDT, Transmission Disequilibrium Test, based tests were not liable to any increase in error rates.^ For all sample ascertainment costs, for recent mutations ($<$100 generations) linkage disequilibrium tests were less expensive than the variance component test to carry out. Candidate gene scans saved even more money. The use of recently admixed populations also decreased the cost of performing a linkage disequilibrium test. ^

Estrategias innovadoras para la gestión del riesgo de sequía en sistemas ganaderos extensivos

La vulnerabilidad de los sistemas ganaderos de pastoreo pone en evidencia la necesidad de herramientas para evaluar y mitigar los efectos de la sequía. El avance en la teledetección ha despertado el interés por explotar potenciales aplicaciones, y está dando lugar a un intenso desarrollo de innovaciones en distintos campos. Una de estas áreas es la gestión del riesgo climático, en donde la utilización de índices de vegetación permite la evaluación de la sequía. En esta investigación, se analiza el impacto de la sequía y se evalúa el potencial de nuevas tecnologías como la teledetección para la gestión del riesgo de sequía en sistemas de ganadería extensiva. Para ello, se desarrollan tres aplicaciones: (i) evaluar el impacto económico de la sequía en una explotación ganadera extensiva de la dehesa de Andalucía, (ii) elaborar mapas de vulnerabilidad a la sequía en pastos de Chile y (iii) diseñar y evaluar el potencial de un seguro indexado para sequía en pastos en la región de Coquimbo en Chile. En la primera aplicación, se diseña un modelo dinámico y estocástico que integra aspectos climáticos, ecológicos, agronómicos y socioeconómicos para evaluar el riesgo de sequía. El modelo simula una explotación ganadera tipo de la dehesa de Andalucía para el período 1999-2010. El método de Análisis Histórico y la simulación de MonteCarlo se utilizan para identificar los principales factores de riesgo de la explotación, entre los que destacan, los periodos de inicios del verano e inicios de invierno. Los resultados muestran la existencia de un desfase temporal entre el riesgo climático y riesgo económico, teniendo este último un periodo de duración más extenso en el tiempo. También, revelan que la intensidad, frecuencia y duración son tres atributos cruciales que determinan el impacto económico de la sequía. La estrategia de reducción de la carga ganadera permite aminorar el riesgo, pero conlleva una disminución en el margen bruto de la explotación. La segunda aplicación está dedicada a la elaboración de mapas de vulnerabilidad a la sequia en pastos de Chile. Para ello, se propone y desarrolla un índice de riesgo económico (IRESP) sencillo de interpretar y replicable, que integra factores de riesgo y estrategias de adaptación para obtener una medida del Valor en Riesgo, es decir, la máxima pérdida esperada en un año con un nivel de significación del 5%.La representación espacial del IRESP pone en evidencia patrones espaciales y diferencias significativas en la vulnerabilidad a la sequía a lo largo de Chile. Además, refleja que la vulnerabilidad no siempre esta correlacionada con el riesgo climático y demuestra la importancia de considerar las estrategias de adaptación. Las medidas de autocorrelación espacial revelan que el riesgo sistémico es considerablemente mayor en el sur que en el resto de zonas. Los resultados demuestran que el IRESP transmite información pertinente y, que los mapas de vulnerabilidad pueden ser una herramienta útil en el diseño de políticas y toma de decisiones para la gestión del riesgo de sequía. La tercera aplicación evalúa el potencial de un seguro indexado para sequía en pastos en la región de Coquimbo en Chile. Para lo cual, se desarrolla un modelo estocástico para estimar la prima actuarialmente justa del seguro y se proponen y evalúan pautas alternativas para mejorar el diseño del contrato. Se aborda el riesgo base, el principal problema de los seguros indexados identificado en la literatura y, que está referido a la correlación imperfecta del índice con las pérdidas de la explotación. Para ello, se sigue un enfoque bayesiano que permite evaluar el impacto en el riesgo base de las pautas de diseño propuestas: i) una zonificación por clúster que considera aspectos espacio-temporales, ii) un período de garantía acotado a los ciclos fenológicos del pasto y iii) umbral de garantía. Los resultados muestran que tanto la zonificación como el periodo de garantía reducen el riesgo base considerablemente. Sin embargo, el umbral de garantía tiene un efecto ambiguo sobre el riesgo base. Por otra parte, la zonificación por clúster contribuye a aminorar el riesgo sistémico que enfrentan las aseguradoras. Estos resultados han puesto de manifiesto que un buen diseño de contrato puede tener un doble dividendo, por un lado aumentar su utilidad y, por otro, reducir el coste del seguro. Un diseño de contrato eficiente junto con los avances en la teledetección y un adecuado marco institucional son los pilares básicos para el buen funcionamiento de un programa de seguro. Las nuevas tecnologías ofrecen un importante potencial para la innovación en la gestión del riesgo climático. Los avances en este campo pueden proporcionar importantes beneficios sociales en los países en desarrollo y regiones vulnerables, donde las herramientas para gestionar eficazmente los riesgos sistémicos como la sequía pueden ser de gran ayuda para el desarrollo. The vulnerability of grazing livestock systems highlights the need for tools to assess and mitigate the adverse impact of drought. The recent and rapid progress in remote sensing has awakened an interest for tapping into potential applications, triggering intensive efforts to develop innovations in a number of spheres. One of these areas is climate risk management, where the use of vegetation indices facilitates assessment of drought. This research analyzes drought impacts and evaluates the potential of new technologies such as remote sensing to manage drought risk in extensive livestock systems. Three essays in drought risk management are developed to: (i) assess the economic impact of drought on a livestock farm in the Andalusian Dehesa, (ii) build drought vulnerability maps in Chilean grazing lands, and (iii) design and evaluate the potential of an index insurance policy to address the risk of drought in grazing lands in Coquimbo, Chile. In the first essay, a dynamic and stochastic farm model is designed combining climate, agronomic, socio-economic and ecological aspects to assess drought risk. The model is developed to simulate a representative livestock farm in the Dehesa of Andalusia for the time period 1999-2010. Burn analysis and MonteCarlo simulation methods are used to identify the significance of various risk sources at the farm. Most notably, early summer and early winter are identified as periods of peak risk. Moreover, there is a significant time lag between climate and economic risk and this later last longer than the former. It is shown that intensity, frequency and duration of the drought are three crucial attributes that shape the economic impact of drought. Sensitivity analysis is conducted to assess the sustainability of farm management strategies and demonstrates that lowering the stocking rate reduces farmer exposure to drought risk but entails a reduction in the expected gross margin. The second essay, mapping drought vulnerability in Chilean grazing lands, proposes and builds an index of economic risk (IRESP) that is replicable and simple to interpret. This methodology integrates risk factors and adaptation strategies to deliver information on Value at Risk, maximum expected losses at 5% significance level. Mapping IRESP provides evidence about spatial patterns and significant differences in drought vulnerability across Chilean grazing lands. Spatial autocorrelation measures reveal that systemic risk is considerably larger in the South as compared to Northern or Central Regions. Furthermore, it is shown that vulnerability is not necessarily correlated with climate risk and that adaptation strategies do matter. These results show that IRESP conveys relevant information and that vulnerability maps may be useful tools to assess policy design and decision-making in drought risk management. The third essay develops a stochastic model to estimate the actuarially fair premium and evaluates the potential of an indexed insurance policy to manage drought risk in Coquimbo, a relevant livestock farming region of Chile. Basis risk refers to the imperfect correlation of the index and farmer loses and is identified in the literature as a main limitation of index insurance. A Bayesian approach is proposed to assess the impact on basis risk of alternative guidelines in contract design: i) A cluster zoning that considers space-time aspects, ii) A guarantee period bounded to fit phenological cycles, and iii) the triggering index threshold. Results show that both the proposed zoning and guarantee period considerably reduces basis risk. However, the triggering index threshold has an ambiguous effect on basis risk. On the other hand, cluster zoning contributes to ameliorate systemic risk faced by the insurer. These results highlighted that adequate contract design is important and may result in double dividend. On the one hand, increasing farmers’ utility and, secondly, reducing the cost of insurance. An efficient contract design coupled with advances in remote sensing and an appropriate institutional framework are the basis for an efficient operation of an insurance program. The new technologies offer significant potential for innovation in climate risk managements. Progress in this field is capturing increasing attention and may provide important social gains in developing countries and vulnerable regions where the tools to efficiently manage systemic risks, such as drought, may be a means to foster development.

Student academic performance stochastic simulator based on the Monte Carlo method

In this paper, a computer-based tool is developed to analyze student performance along a given curriculum. The proposed software makes use of historical data to compute passing/failing probabilities and simulates future student academic performance based on stochastic programming methods (MonteCarlo) according to the specific university regulations. This allows to compute the academic performance rates for the specific subjects of the curriculum for each semester, as well as the overall rates (the set of subjects in the semester), which are the efficiency rate and the success rate. Additionally, we compute the rates for the Bachelors degree, which are the graduation rate measured as the percentage of students who finish as scheduled or taking an extra year and the efficiency rate (measured as the percentage of credits of the curriculum with respect to the credits really taken). In Spain, these metrics have been defined by the National Quality Evaluation and Accreditation Agency (ANECA). Moreover, the sensitivity of the performance metrics to some of the parameters of the simulator is analyzed using statistical tools (Design of Experiments). The simulator has been adapted to the curriculum characteristics of the Bachelor in Engineering Technologies at the Technical University of Madrid(UPM).

Post-­‐occupancy monitoring of two flats in Madrid: development and assessment of a mixed methods methodology

Recent research has shown large differences between the expected and the actual energy consumption in buildings. The differences have been attributed partially, to the assumptions made during the design phase of buildings when simulation methods are employed. More accurate occupancy profiles on building operation could help to carry out more precise building performance calculations. This study focuses on the post-occupancy evaluation of two apartments, one renovated and one non renovated, in Madrid within the same building complex. The aim of this paper is to present an application of the mixed-methods methodology (Creswell, 2007) to assess thermal comfort and occupancy practices used in the case studies, and to discuss the shortcomings and opportunities associated with it. The mixed-methods methodology offers strategies for integrating qualitative and quantitative methods to investigate complex phenomena. This approach is expected to contribute to the growing knowledge of occupants’ behaviour and building performance by explaining the differences observed between energy consumption and thermal comfort in relation to people’s saving and comfort practices and the related experiences, preferences and values.

Frog : design and simulation study of a mechanism which learns self preservative reactions to its environment.

"Contract no. US AEC AT (11-1)1469."

The small business executive decision simulation: administrator's manual

Appendix IB (p. 55-90): Operating manual.