Search results for: Distributed model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8033

Search results for: Distributed model

7883 Distributed Coverage Control by Robot Networks in Unknown Environments Using a Modified EM Algorithm

Authors: Mohammadhosein Hasanbeig, Lacra Pavel

Abstract:

In this paper, we study a distributed control algorithm for the problem of unknown area coverage by a network of robots. The coverage objective is to locate a set of targets in the area and to minimize the robots’ energy consumption. The robots have no prior knowledge about the location and also about the number of the targets in the area. One efficient approach that can be used to relax the robots’ lack of knowledge is to incorporate an auxiliary learning algorithm into the control scheme. A learning algorithm actually allows the robots to explore and study the unknown environment and to eventually overcome their lack of knowledge. The control algorithm itself is modeled based on game theory where the network of the robots use their collective information to play a non-cooperative potential game. The algorithm is tested via simulations to verify its performance and adaptability.

Keywords: Distributed control, game theory, multi-agent learning, reinforcement learning.

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7882 A New Extended Group Mutual Exclusion Algorithm with Low Message Complexity in Distributed Systems

Authors: S. Dehghan, A.M. Rahmani

Abstract:

The group mutual exclusion (GME) problem is an interesting generalization of the mutual exclusion problem. In the group mutual exclusion, multiple processes can enter a critical section simultaneously if they belong to the same group. In the extended group mutual exclusion, each process is a member of multiple groups at the same time. As a result, after the process by selecting a group enter critical section, other processes can select the same group with its belonging group and can enter critical section at the moment, so that it avoids their unnecessary blocking. This paper presents a quorum-based distributed algorithm for the extended group mutual exclusion problem. The message complexity of our algorithm is O(4Q ) in the best case and O(5Q) in the worst case, where Q is a quorum size.

Keywords: Group Mutual Exclusion (GME), Extended GME, Distributed systems.

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7881 An Improved Greedy Routing Algorithm for Grid using Pheromone-Based Landmarks

Authors: Lada-On Lertsuwanakul, Herwig Unger

Abstract:

This paper objects to extend Jon Kleinberg-s research. He introduced the structure of small-world in a grid and shows with a greedy algorithm using only local information able to find route between source and target in delivery time O(log2n). His fundamental model for distributed system uses a two-dimensional grid with longrange random links added between any two node u and v with a probability proportional to distance d(u,v)-2. We propose with an additional information of the long link nearby, we can find the shorter path. We apply the ant colony system as a messenger distributed their pheromone, the long-link details, in surrounding area. The subsequence forwarding decision has more option to move to, select among local neighbors or send to node has long link closer to its target. Our experiment results sustain our approach, the average routing time by Color Pheromone faster than greedy method.

Keywords: Routing algorithm, Small-World network, Ant Colony Optimization, and Peer-to-peer System.

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7880 Stability Analysis of Impulsive BAM Fuzzy Cellular Neural Networks with Distributed Delays and Reaction-diffusion Terms

Authors: Xinhua Zhang, Kelin Li

Abstract:

In this paper, a class of impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms is formulated and investigated. By employing the delay differential inequality and inequality technique developed by Xu et al., some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Bi-directional associative memory, fuzzy cellular neuralnetworks, reaction-diffusion, delays, impulses, global exponentialstability.

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7879 Optimizing Hadoop Block Placement Policy and Cluster Blocks Distribution

Authors: Nchimbi Edward Pius, Liu Qin, Fion Yang, Zhu Hong Ming

Abstract:

The current Hadoop block placement policy do not fairly and evenly distributes replicas of blocks written to datanodes in a Hadoop cluster.

This paper presents a new solution that helps to keep the cluster in a balanced state while an HDFS client is writing data to a file in Hadoop cluster. The solution had been implemented, and test had been conducted to evaluate its contribution to Hadoop distributed file system.

It has been found that, the solution has lowered global execution time taken by Hadoop balancer to 22 percent. It also has been found that, Hadoop balancer respectively over replicate 1.75 and 3.3 percent of all re-distributed blocks in the modified and original Hadoop clusters.

The feature that keeps the cluster in a balanced state works as a core part to Hadoop system and not just as a utility like traditional balancer. This is one of the significant achievements and uniqueness of the solution developed during the course of this research work.

Keywords: Balancer, Datanode, Distributed file system, Hadoop, Replicas.

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7878 Fuzzy Logic Based Coordinated Voltage Control for Distribution Network with Distributed Generations

Authors: T. Juhana Hashim, A. Mohamed

Abstract:

This paper discusses the implementation of a fuzzy logic based coordinated voltage control for a distribution system connected with distributed generations (DGs). The connection of DGs has created a challenge for the distribution network operators to keep the voltage in the system within its acceptable limits. Intelligent centralized or coordinated voltage control schemes have proven to be more reliable due to its ability to provide more control and coordination with the communication with other network devices. In this work, voltage control using fuzzy logic by coordinating three methods of control, power factor control, on load tap changer and generation curtailment is implemented on a distribution network test system. The results show that the fuzzy logic based coordination is able to keep the voltage within its allowable limits. 

Keywords: Coordinated control, Distributed generation, Fuzzy logic, Voltage control.

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7877 Innovative Power Engineering in a Selected Rural Commune

Authors: Pawel Sowa, Joachim Bargiel

Abstract:

This paper presents modern solutions of distributed generation in rural communities aiming at the improvement of energy and environmental security, as well as power supply reliability to important customers (e.g. health care, sensitive consumer required continuity). Distributed sources are mainly gas and biogas cogeneration units, as well as wind and photovoltaic sources. Some examples of their applications in a selected Silesian community are given.

Keywords: Energy security, power supply reliability, power engineering, mini energy centers.

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7876 Conventional and Hybrid Network Energy Systems Optimization for Canadian Community

Authors: Mohamed Ghorab

Abstract:

Local generated and distributed system for thermal and electrical energy is sighted in the near future to reduce transmission losses instead of the centralized system. Distributed Energy Resources (DER) is designed at different sizes (small and medium) and it is incorporated in energy distribution between the hubs. The energy generated from each technology at each hub should meet the local energy demands. Economic and environmental enhancement can be achieved when there are interaction and energy exchange between the hubs. Network energy system and CO2 optimization between different six hubs presented Canadian community level are investigated in this study. Three different scenarios of technology systems are studied to meet both thermal and electrical demand loads for the six hubs. The conventional system is used as the first technology system and a reference case study. The conventional system includes boiler to provide the thermal energy, but the electrical energy is imported from the utility grid. The second technology system includes combined heat and power (CHP) system to meet the thermal demand loads and part of the electrical demand load. The third scenario has integration systems of CHP and Organic Rankine Cycle (ORC) where the thermal waste energy from the CHP system is used by ORC to generate electricity. General Algebraic Modeling System (GAMS) is used to model DER system optimization based on energy economics and CO2 emission analyses. The results are compared with the conventional energy system. The results show that scenarios 2 and 3 provide an annual total cost saving of 21.3% and 32.3 %, respectively compared to the conventional system (scenario 1). Additionally, Scenario 3 (CHP & ORC systems) provides 32.5% saving in CO2 emission compared to conventional system subsequent case 2 (CHP system) with a value of 9.3%.  

Keywords: Distributed energy resources, network energy system, optimization, microgeneration system.

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7875 Examination of Flood Runoff Reproductivity for Different Rainfall Sources in Central Vietnam

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

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7874 Design and Development of Pico-hydro Generation System for Energy Storage Using Consuming Water Distributed to Houses

Authors: H. Zainuddin, M. S. Yahaya, J. M. Lazi, M. F. M. Basar, Z. Ibrahim

Abstract:

This paper describes the design and development of pico-hydro generation system using consuming water distributed to houses. Water flow in the domestic pipes has kinetic energy that potential to generate electricity for energy storage purposes in addition to the routine activities such as laundry, cook and bathe. The inherent water pressure and flow inside the pipe from utility-s main tank that used for those usual activities is also used to rotate small scale hydro turbine to drive a generator for electrical power generation. Hence, this project is conducted to develop a small scale hydro generation system using consuming water distributed to houses as an alternative electrical energy source for residential use.

Keywords: Alternative Energy, Energy storage, Permanent Magnet DC Generator, Pico-Hydro Generation System.

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7873 Voltage Stability Margin-Based Approach for Placement of Distributed Generators in Power Systems

Authors: Oludamilare Bode Adewuyi, Yanxia Sun, Isaiah Gbadegesin Adebayo

Abstract:

Voltage stability analysis is crucial to the reliable and economic operation of power systems. The power system of developing nations is more susceptible to failures due to the continuously increasing load demand which is not matched with generation increase and efficient transmission infrastructures. Thus, most power systems are heavily stressed and the planning of extra generation from distributed generation sources needs to be efficiently done so as to ensure the security of the power system. In this paper, the performance of a relatively different approach using line voltage stability margin indicator, which has proven to have better accuracy, has been presented and compared with a conventional line voltage stability index for distributed generators (DGs) siting using the Nigerian 28 bus system. Critical Boundary Index (CBI) for voltage stability margin estimation was deployed to identify suitable locations for DG placement and the performance was compared with DG placement using Novel Line Stability Index (NLSI) approach. From the simulation results, both CBI and NLSI agreed greatly on suitable locations for DG on the test system; while CBI identified bus 18 as the most suitable at system overload, NLSI identified bus 8 to be the most suitable. Considering the effect of the DG placement at the selected buses on the voltage magnitude profile, the result shows that the DG placed on bus 18 identified by CBI improved the performance of the power system better.

Keywords: Voltage stability analysis, voltage collapse, voltage stability index, distributed generation.

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7872 Parallel and Distributed Mining of Association Rule on Knowledge Grid

Authors: U. Sakthi, R. Hemalatha, R. S. Bhuvaneswaran

Abstract:

In Virtual organization, Knowledge Discovery (KD) service contains distributed data resources and computing grid nodes. Computational grid is integrated with data grid to form Knowledge Grid, which implements Apriori algorithm for mining association rule on grid network. This paper describes development of parallel and distributed version of Apriori algorithm on Globus Toolkit using Message Passing Interface extended with Grid Services (MPICHG2). The creation of Knowledge Grid on top of data and computational grid is to support decision making in real time applications. In this paper, the case study describes design and implementation of local and global mining of frequent item sets. The experiments were conducted on different configurations of grid network and computation time was recorded for each operation. We analyzed our result with various grid configurations and it shows speedup of computation time is almost superlinear.

Keywords: Association rule, Grid computing, Knowledge grid, Mobility prediction.

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7871 Optimal Placement and Sizing of Distributed Generation in Microgrid for Power Loss Reduction and Voltage Profile Improvement

Authors: Ferinar Moaidi, Mahdi Moaidi

Abstract:

Environmental issues and the ever-increasing in demand of electrical energy make it necessary to have distributed generation (DG) resources in the power system. In this research, in order to realize the goals of reducing losses and improving the voltage profile in a microgrid, the allocation and sizing of DGs have been used. The proposed Genetic Algorithm (GA) is described from the array of artificial intelligence methods for solving the problem. The algorithm is implemented on the IEEE 33 buses network. This study is presented in two scenarios, primarily to illustrate the effect of location and determination of DGs has been done to reduce losses and improve the voltage profile. On the other hand, decisions made with the one-level assumptions of load are not universally accepted for all levels of load. Therefore, in this study, load modelling is performed and the results are presented for multi-levels load state.

Keywords: Distributed generation, genetic algorithm, microgrid, load modelling, loss reduction, voltage improvement.

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7870 A Consistency Protocol Multi-Layer for Replicas Management in Large Scale Systems

Authors: Ghalem Belalem, Yahya Slimani

Abstract:

Large scale systems such as computational Grid is a distributed computing infrastructure that can provide globally available network resources. The evolution of information processing systems in Data Grid is characterized by a strong decentralization of data in several fields whose objective is to ensure the availability and the reliability of the data in the reason to provide a fault tolerance and scalability, which cannot be possible only with the use of the techniques of replication. Unfortunately the use of these techniques has a height cost, because it is necessary to maintain consistency between the distributed data. Nevertheless, to agree to live with certain imperfections can improve the performance of the system by improving competition. In this paper, we propose a multi-layer protocol combining the pessimistic and optimistic approaches conceived for the data consistency maintenance in large scale systems. Our approach is based on a hierarchical representation model with tree layers, whose objective is with double vocation, because it initially makes it possible to reduce response times compared to completely pessimistic approach and it the second time to improve the quality of service compared to an optimistic approach.

Keywords: Data Grid, replication, consistency, optimistic approach, pessimistic approach.

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7869 Multi-Objective Fuzzy Model in Optimal Sitingand Sizing of DG for Loss Reduction

Authors: H. Shayeghi, B. Mohamadi

Abstract:

This paper presents a possibilistic (fuzzy) model in optimal siting and sizing of Distributed Generation (DG) for loss reduction and improve voltage profile in power distribution system. Multi-objective problem is developed in two phases. In the first one, the set of non-dominated planning solutions is obtained (with respect to the objective functions of fuzzy economic cost, and exposure) using genetic algorithm. In the second phase, one solution of the set of non-dominated solutions is selected as optimal solution, using a suitable max-min approach. This method can be determined operation-mode (PV or PQ) of DG. Because of considering load uncertainty in this paper, it can be obtained realistic results. The whole process of this method has been implemented in the MATLAB7 environment with technical and economic consideration for loss reduction and voltage profile improvement. Through numerical example the validity of the proposed method is verified.

Keywords: Fuzzy Power Flow, DG siting and sizing, LoadUncertainty, Multi-objective Possibilistic Model.

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7868 Model-Based Automotive Partitioning and Mapping for Embedded Multicore Systems

Authors: Robert H¨ottger, Lukas Krawczyk, Burkhard Igel

Abstract:

This paper introduces novel approaches to partitioning and mapping in terms of model-based embedded multicore system engineering and further discusses benefits, industrial relevance and features in common with existing approaches. In order to assess and evaluate results, both approaches have been applied to a real industrial application as well as to various prototypical demonstrative applications, that have been developed and implemented for different purposes. Evaluations show, that such applications improve significantly according to performance, energy efficiency, meeting timing constraints and covering maintaining issues by using the AMALTHEA platform and the implemented approaches. Furthermore, the model-based design provides an open, expandable, platform independent and scalable exchange format between OEMs, suppliers and developers on different levels. Our proposed mechanisms provide meaningful multicore system utilization since load balancing by means of partitioning and mapping is effectively performed with regard to the modeled systems including hardware, software, operating system, scheduling, constraints, configuration and more data.

Keywords: Partitioning, mapping, distributed systems, scheduling, embedded multicore systems, model-based, system analysis.

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7867 Composite Distributed Generation and Transmission Expansion Planning Considering Security

Authors: Amir Lotfi, Seyed Hamid Hosseini

Abstract:

During the recent past, due to the increase of electrical energy demand and governmental resources constraints in creating additional capacity in the generation, transmission, and distribution, privatization, and restructuring in electrical industry have been considered. So, in most of the countries, different parts of electrical industry like generation, transmission, and distribution have been separated in order to create competition. Considering these changes, environmental issues, energy growth, investment of private equity in energy generation units and difficulties of transmission lines expansion, distributed generation (DG) units have been used in power systems. Moreover, reduction in the need for transmission and distribution, the increase of reliability, improvement of power quality, and reduction of power loss have caused DG to be placed in power systems. On the other hand, considering low liquidity need, private investors tend to spend their money for DGs. In this project, the main goal is to offer an algorithm for planning and placing DGs in order to reduce the need for transmission and distribution network.

Keywords: Planning, transmission, distributed generation, power security, power systems.

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7866 Impact of Financial System’s Development on Economic Development: An Empirical Investigation

Authors: Vilma Deltuvaitė

Abstract:

Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.

Keywords: Banking sector, economic development, financial system’s development, stock market, private bond market.

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7865 Interactive Model Based On an Extended CPN

Authors: Shuzhen Yao, Fengjing Zhao, Jianwei He

Abstract:

The UML modeling of complex distributed systems often is a great challenge due to the large amount of parallel real-time operating components. In this paper the problems of verification of such systems are discussed. ECPN, an Extended Colored Petri Net is defined to formally describe state transitions of components and interactions among components. The relationship between sequence diagrams and Free Choice Petri Nets is investigated. Free Choice Petri Net theory helps verifying the liveness of sequence diagrams. By converting sequence diagrams to ECPNs and then comparing behaviors of sequence diagram ECPNs and statecharts, the consistency among models is analyzed. Finally, a verification process for an example model is demonstrated.

Keywords: Consistency, liveness, Petri Net, sequence diagram.

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7864 Optimal Distributed Generator Sizing and Placement by Analytical Method and PSO Algorithm Considering Optimal Reactive Power Dispatch

Authors: Kyaw Myo Lin, Pyone Lai Swe, Khine Zin Oo

Abstract:

In this paper, an approach combining analytical method for the distributed generator (DG) sizing and meta-heuristic search for the optimal location of DG has been presented. The optimal size of DG on each bus is estimated by the loss sensitivity factor method while the optimal sites are determined by Particle Swarm Optimization (PSO) based optimal reactive power dispatch for minimizing active power loss. To confirm the proposed approach, it has been tested on IEEE-30 bus test system. The adjustments of operating constraints and voltage profile improvements have also been observed. The obtained results show that the allocation of DGs results in a significant loss reduction with good voltage profiles and the combined approach is competent in keeping the system voltages within the acceptable limits.

Keywords: Analytical approach, distributed generations, optimal size, optimal location, optimal reactive power dispatch, particle swarm optimization algorithm.

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7863 The Feedback Control for Distributed Systems

Authors: Kamil Aida-zade, C. Ardil

Abstract:

We study the problem of synthesis of lumped sources control for the objects with distributed parameters on the basis of continuous observation of phase state at given points of object. In the proposed approach the phase state space (phase space) is beforehand somehow partitioned at observable points into given subsets (zones). The synthesizing control actions therewith are taken from the class of piecewise constant functions. The current values of control actions are determined by the subset of phase space that contains the aggregate of current states of object at the observable points (in these states control actions take constant values). In the paper such synthesized control actions are called zone control actions. A technique to obtain optimal values of zone control actions with the use of smooth optimization methods is given. With this aim, the formulas of objective functional gradient in the space of zone control actions are obtained.

Keywords: Feedback control, distributed systems, smooth optimization methods, lumped control synthesis.

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7862 A Survey of Model Comparison Strategies and Techniques in Model Driven Engineering

Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar

Abstract:

This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.

Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.

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7861 Multi-agent On-line Monitor for the Safety of Critical Systems

Authors: Amer A. Dheedan

Abstract:

Operational safety of critical systems, such as nuclear power plants, industrial chemical processes and means of transportation, is a major concern for system engineers and operators. A means to assure that is on-line safety monitors that deliver three safety tasks; fault detection and diagnosis, alarm annunciation and fault controlling. While current monitors deliver these tasks, benefits and limitations in their approaches have at the same time been highlighted. Drawing from those benefits, this paper develops a distributed monitor based on semi-independent agents, i.e. a multiagent system, and monitoring knowledge derived from a safety assessment model of the monitored system. Agents are deployed hierarchically and provided with knowledge portions and collaboration protocols to reason and integrate over the operational conditions of the components of the monitored system. The monitor aims to address limitations arising from the large-scale, complicated behaviour and distributed nature of monitored systems and deliver the aforementioned three monitoring tasks effectively.

Keywords: Alarm annunciation, fault controlling, fault detection and diagnosis

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7860 Evaluation on the Viability of Combined Heat and Power with Different Distributed Generation Technologies for Various Bindings in Japan

Authors: Yingjun Ruan, Qingrong Liu, Weiguo Zhou, Toshiyuki Watanabe

Abstract:

This paper has examined the energy consumption characteristics in six different buildings including apartments, offices, commercial buildings, hospitals, hotels and educational facilities. Then 5-hectare (50000m2) development site for respective building-s type has been assumed as case study to evaluate the introduction effect of Combined Heat and Power (CHP). All kinds of CHP systems with different distributed generation technologies including Gas Turbine (GT), Gas Engine (GE), Diesel Engine (DE), Solid Oxide Fuel Cell (SOFC) and Polymer Electrolyte Fuel Cell (PEFC), have been simulated by using HEATMAP, CHP system analysis software. And their primary energy utilization efficiency, energy saving ratio and CO2 reduction ratio have evaluated and compared respectively. The results can be summarized as follows: Various buildings have their special heat to power ratio characteristics. Matching the heat to power ratio demanded from an individual building with that supplied from a CHP system is very important. It is necessary to select a reasonable distributed generation technologies according to the load characteristics of various buildings. Distributed generation technologies with high energy generating efficiency and low heat to power ratio, like SOFC and PEFC is more reasonable selection for Building Combined Heat and Power (BCHP). CHP system is an attractive option for hotels, hospitals and apartments in Japan. The users can achieve high energy saving and environmental benefit by introducing a CHP systems. In others buildings, especially like commercial buildings and offices, the introduction of CHP system is unreasonable.

Keywords: Combined heat and power, distributed generation technologies, heat-tao-power ratio, energy saving ratio, CO2 reduction ratio

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7859 Estimating Shortest Circuit Path Length Complexity

Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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7858 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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7857 TTCN-3 Based Conformance Testing of a Node Monitoring Protocol for MANETs

Authors: Mallikarjun B. Channappagoudar, Pallapa Venkataram

Abstract:

As a node monitoring protocol, which is a part of network management, operates in distributed manner, conformance testing of such protocols is more tedious than testing a peer-to-peer protocol. Various works carried out to give the methodology to do conformance testing of distributed protocol. In this paper, we have presented a formal approach for conformance testing of a Node Monitoring Protocol, which uses both static and mobile agents, for MANETs. First, we use SDL to obtain MSCs, which represent the scenario descriptions by sequence diagrams, which in turn generate test sequences and test cases. Later, Testing and Test Control Notation Version-3 (TTCN-3) is used to execute test cases with respect to generated test sequences to know the conformance of protocol against the given specification. This approach shows, the effective conformance testing of the distributed protocols for the network with varying node density and complex behavior. Experimental results for the protocol scenario represent the effectiveness of the method used.

Keywords: Conformance Testing, FSM, Mobile agent, TTCN, Test sequence.

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7856 Distributed Generator Placement and Sizing in Unbalanced Radial Distribution System

Authors: J. B. V. Subrahmanyam, C. Radhakrishna

Abstract:

To minimize power losses, it is important to determine the location and size of local generators to be placed in unbalanced power distribution systems. On account of some inherent features of unbalanced distribution systems, such as radial structure, large number of nodes, a wide range of X/R ratios, the conventional techniques developed for the transmission systems generally fail on the determination of optimum size and location of distributed generators (DGs). This paper presents a simple method for investigating the problem of contemporaneously choosing best location and size of DG in three-phase unbalanced radial distribution system (URDS) for power loss minimization and to improve the voltage profile of the system. Best location of the DG is determined by using voltage index analysis and size of DG is computed by variational technique algorithm according to available standard size of DGs. This paper presents the results of simulations for 25-bus and IEEE 37- bus Unbalanced Radial Distribution system.

Keywords: Distributed generator, unbalanced radial distributionsystem, voltage index analysis, variational algorithm.

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7855 Modeling the Saltatory Conduction in Myelinated Axons by Order Reduction

Authors: Ruxandra Barbulescu, Daniel Ioan, Gabriela Ciuprina

Abstract:

The saltatory conduction is the way the action potential is transmitted along a myelinated axon. The potential diffuses along the myelinated compartments and it is regenerated in the Ranvier nodes due to the ion channels allowing the flow across the membrane. For an efficient simulation of populations of neurons, it is important to use reduced order models both for myelinated compartments and for Ranvier nodes and to have control over their accuracy and inner parameters. The paper presents a reduced order model of this neural system which allows an efficient simulation method for the saltatory conduction in myelinated axons. This model is obtained by concatenating reduced order linear models of 1D myelinated compartments and nonlinear 0D models of Ranvier nodes. The models for the myelinated compartments are selected from a series of spatially distributed models developed and hierarchized according to their modeling errors. The extracted model described by a nonlinear PDE of hyperbolic type is able to reproduce the saltatory conduction with acceptable accuracy and takes into account the finite propagation speed of potential. Finally, this model is again reduced in order to make it suitable for the inclusion in large-scale neural circuits.

Keywords: Saltatory conduction, action potential, myelinated compartments, nonlinear, Ranvier nodes, reduced order models, POD.

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7854 A Research on DC Voltage Offsets Generated by PWM-Controlled Inverters

Authors: Marios N. Moschakis

Abstract:

The increasing penetration of Distributed Generation and storage connected to the distribution network via PWM converters increases the possibility of a DC-component (offset) in voltage or current flowing into the grid. This occurs when even harmonics are present in the network voltage. DC-components can affect the operation and safety of several grid components. Therefore, an investigation of the way they are produced is important in order to take appropriate measures for their elimination. Further research on DC-components that appear on output voltage of converters is performed for different parameters of PWM technique and characteristics of even harmonics.

Keywords: Asymmetric even harmonics, DC-offsets, distributed generation, electric machine drive systems, power quality.

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