Search results for: equilibrium stochastic stability.

Authors: Burak Yildirim, Muhsin Tunay Gençoğlu

Abstract:

A microgrid (MG) is a small power grid composed of localized medium or low level power generation, storage systems, and loads. In this paper, the effects of a MG on power systems voltage stability are shown. The MG model, designed to demonstrate the effects of the MG, was applied to the IEEE 14 bus power system which is widely used in power system stability studies. Eigenvalue and modal analysis methods were used in simulation studies. In the study results, it is seen that MGs affect system voltage stability positively by increasing system voltage instability limit value for buses of a power system in which MG are placed.

Keywords: Eigenvalue analysis, microgrid, modal analysis, voltage stability.

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Authors: Abdulrahman Alsuhaibani, Martin Macken

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FACTS devices have great influence on the grid stability and power markets price. Recently, there is intent to integrate a large scale of renewable energy sources to the power system which in turn pushes the power system to operate closer to the security limits. This paper discusses the power system stability and reliability improvement that could be achieved by using FACTS. There is a comparison between FACTS devices to evaluate their performance for different functions. A case study has also been made about its effect on reducing generation cost and minimizing transmission losses which have good impact on efficient and economic operation of electricity markets.

Keywords: FACTS, grid stability, spot price, Optimal Power Flow.

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Authors: Felix Che Shu

Abstract:

We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.

Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.

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Authors: F. Rahimi Dehgolan, S. E. Khadem, S. Bab, M. Najafee

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Nowadays, using rotating systems like shafts and disks in industrial machines have been increased constantly. Dynamic stability is one of the most important factors in designing rotating systems. In this study, linear frequencies and stability of a coupled continuous flexible rotor-disk-blades system are studied. The Euler-Bernoulli beam theory is utilized to model the blade and shaft. The equations of motion are extracted using the extended Hamilton principle. The equations of motion have been simplified using the Coleman and complex transformations method. The natural frequencies of the linear part of the system are extracted, and the effects of various system parameters on the natural frequencies and decay rates (stability condition) are clarified. It can be seen that the centrifugal stiffening effect applied to the blades is the most important parameter for stability of the considered rotating system. This result highlights the importance of considering this stiffing effect in blades equation.

Keywords: Rotating shaft, flexible blades, centrifugal stiffening, stability.

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Authors: Reza Cheraghi Kootiani, Ariffin Bin Samsuri

Abstract:

To derive the fractional flow equation oil displacement will be assumed to take place under the so-called diffusive flow condition. The constraints are that fluid saturations at any point in the linear displacement path are uniformly distributed with respect to thickness; this allows the displacement to be described mathematically in one dimension. The simultaneous flow of oil and water can be modeled using thickness averaged relative permeability, along the centerline of the reservoir. The condition for fluid potential equilibrium is simply that of hydrostatic equilibrium for which the saturation distribution can be determined as a function of capillary pressure and therefore, height. That is the fluids are distributed in accordance with capillary-gravity equilibrium. This paper focused on the fraction flow of water versus cumulative oil recoveries using Buckley Leverett method. Several field cases have been developed to aid in analysis. Producing watercut (at surface conditions) will be compared with the cumulative oil recovery at breakthrough for the flowing fluid.

Keywords: Fractional Flow, Fluid Saturations, Permeability, Cumulative Oil Recoveries, Buckley Leverett Method.

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Authors: Weifeng Pan

Abstract:

The stability of a software system is one of the most important quality attributes affecting the maintenance effort. Many techniques have been proposed to support the analysis of software stability at the architecture, file, and class level of software systems, but little effort has been made for that at the feature (i.e., method and attribute) level. And the assumptions the existing techniques based on always do not meet the practice to a certain degree. Considering that, in this paper, we present a novel metric, Stability of Software (SoS), to measure the stability of object-oriented software systems by software change propagation analysis using a simulation way in software dependency networks at feature level. The approach is evaluated by case studies on eight open source Java programs using different software structures (one employs design patterns versus one does not) for the same object-oriented program. The results of the case studies validate the effectiveness of the proposed metric. The approach has been fully automated by a tool written in Java.

Keywords: Software stability, change propagation, design pattern, software maintenance, object-oriented (OO) software.

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Authors: Akbar Banitalebi, Mohd Ismail Abd Aziz, Rohanin Ahmad

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A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems.

Keywords: Optimal Control Problem, Constraints, Direct Methods, Stochastic Algorithm

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Authors: Jui-Pin Hung, Qiao-Wen Chang, Kung-Da Wu, Yong-Run Chen

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This study was aimed to investigate the machining stability of a spindle tool with different preloaded amount. To this end, the vibration tests were conducted on the spindle unit with different preload to assess the dynamic characteristics and machining stability of the milling machine. Current results demonstrate that the tool tip frequency response characteristics and the machining stabilities in X and Y direction are affected to change due to the different preload of spindle bearings. As found from the results, a high preloaded spindle tool shows higher limited cutting depth at mid position, while a spindle with low preload shows a higher limited depth. This indicates that the machining stability of a milling machine is affected to vary by the spindle unit when it was assembled with different bearing preload.

Keywords: Dynamic compliance, Bearing preload, Machining stability.

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Authors: Jui P. Hung, Yuan L. Lai, Hui T. You

Abstract:

Chatter vibration has been a troublesome problem for a machine tool toward the high precision and high speed machining. Essentially, the machining performance is determined by the dynamic characteristics of the machine tool structure and dynamics of cutting process, which can further be identified in terms of the stability lobe diagram. Therefore, realization on the machine tool dynamic behavior can help to enhance the cutting stability. To assess the dynamic characteristics and machining stability of a vertical milling system under the influence of a linear guide, this study developed a finite element model integrated the modeling of linear components with the implementation of contact stiffness at the rolling interface. Both the finite element simulations and experimental measurements reveal that the linear guide with different preload greatly affects the vibration behavior and milling stability of the vertical column spindle head system, which also clearly indicate that the predictions of the machining stability agree well with the cutting tests. It is believed that the proposed model can be successfully applied to evaluate the dynamics performance of machine tool systems of various configurations.

Keywords: Machining stability, Vertical milling machine, Linearguide, Contact stiffness.

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Authors: Kyaw Myo Lin, Wunna Swe, Pyone Lai Swe

Abstract:

This paper presents the coordinated controller design of static synchronous compensator (STATCOM) and power system stabilizers (PSSs) for power system stability improvement. Coordinated design problem of STATCOM-based controller with multiple PSSs is formulated as an optimization problem and optimal controller parameters are obtained using bacteria foraging optimization algorithm. By minimizing the proposed objective function, in which the speed deviations between generators are involved; stability performance of the system is improved. The nonlinear simulation results show that coordinated design of STATCOM-based controller and PSSs improve greatly the system damping oscillations and consequently stability improvement.

Keywords: Bacteria Foraging, Coordinated Design, Power System Stability, PSSs, STATCOM.

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Authors: S. Kamyabi, M. Salari, H. Shahabi

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One of the processes of slope that occurs every year in Iran and some parts of world and cause a lot of criminal and financial harms is called landslide. They are plenty of method to stability landslide in soil and rock slides. The use of the best method with the least cost and in the shortest time is important for researchers. In this research, determining the best method of stability is investigated by using of Decision Support systems. DSS is made for this purpose and was used (for Hasan Salaran area in Kurdistan). Field study data from topography, slope, geology, geometry of landslide and the related features was used. The related data entered decision making managements programs (DSS) (ALES).Analysis of mass stability indicated the instability potential at present. Research results show that surface and sub surface drainage the best method of stabilizing. Analysis of stability shows that acceptable increase in security coefficient is a consequence of drainage.

Keywords: Landslide, Decision Support systems, stability, Hasan Salaran landslide, Kurdistan province, Iran.

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Authors: A. R. Nezamabadi, M. Karami Khorramabadi

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This paper studies stability of homogeneous beams with piezoelectric layers subjected to axial load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on first order shear deformation beam theory. Applying the Hamilton's principle, the governing equation is established. The influences of applied voltage, dimensionless geometrical parameter and foundation coefficient on the stability of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Stability, Homogeneous beam- Piezoelectric layer

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Authors: Herti Utami, Sutijan, Roto, Wahyudi Budi Sediawan

Abstract:

α-Pinene is the main component of the most turpentine oils. The hydration of α-pinene with acid catalysts leads to a complex mixture of monoterpenes. In order to obtain more valuable products, the α-pinene in the turpentine can be hydrated in dilute mineral acid solutions to produce α-terpineol. The design of separation processes requires information on phase equilibrium and related thermodynamic properties. This paper reports the results of study on liquid-liquid equilibrium (LLE) of system containing α- pinene + water and α-terpineol + water. Binary LLE for α-pinene + water system, and α-terpineol + water systems were determined by experiment at 301K and atmospheric pressure. The two component mixture was stirred for about 30min, then the mixture was left for about 2h for complete phase separation. The composition of both phases was analyzed by using a Gas Chromatograph. The experimental data were correlated by considering both NRTL and UNIQUAC activity coefficient models. The LLE data for the system of α-pinene + water and α-terpineol + water were correlated successfully by the NRTL model. The experimental data were not satisfactorily fitted by the UNIQUAC model. The NRTL model (α =0.3) correlates the LLE data for the system of α-pinene + water at 301K with RMSD of 0.0404%. And the NRTL model (α =0.61) at 301K with RMSD of 0.0058 %. The NRTL model (α =0.3) correlates the LLE data for the system of α- terpineol + water at 301K with RMSD of 0.1487% and the NRTL model (α =0.6) at 301K with RMSD of 0.0032%, between the experimental and calculated mole fractions.

Keywords: α-Pinene, α-Terpineol, Liquid-liquid Equilibrium, NRTL model, UNIQUAC model

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Authors: Chundong Li, V. V. Neshchimenko, M. M. Mikhailov

Abstract:

The effect of the modification of ZnO powders by ZrO₂, Al₂O₃, TiO₂, SiO₂, CeO₂ and Y₂O₃ nanoparticles with a concentration of 1-30 wt % is investigated by diffuse reflectance spectra within the wavelength range 200 to 2500 nm before and after 100 keV proton and electron irradiation. It has been established that the introduction of nanoparticles ZrO₂, Al₂O₃ enhances the optical stability of the pigments under proton irradiation, but reduces it under electron irradiation. Modifying with TiO₂, SiO₂, CeO₂, Y₂O₃ nanopowders leads to decrease radiation stability in both types of irradiation. Samples modified by 5 wt. % of ZrO₂ nanoparticles have the highest stability of optical properties after proton exposure. The degradation of optical properties under electron irradiation is not high for this concentration of nanoparticles. A decrease in the absorption of pigments modified with nanoparticles proton exposure is determined by a decrease in the intensity of bands located in the UV and visible regions. After electron exposure the absorption bands have in the whole spectrum range.

Keywords: Irradiation, nanopowders, radiation stability, zinc oxide.

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

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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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Authors: Longqiao Zhou, Zixin Liu, Shu Lü

Abstract:

This paper addresses the robust stability problem of a class of delayed neutral Lur’e systems. Combined with the property of convex function and double integral Jensen inequality, a new tripe integral Lyapunov functional is constructed to derive some new stability criteria. Compared with some related results, the new criteria established in this paper are less conservative. Finally, two numerical examples are presented to illustrate the validity of the main results.

Keywords: Lur’e system, Convex function, Jensen integral inequality, Triple-integral method, Exponential stability.

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Authors: Inta Volodko, Valentina Koliskina

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Linear stability of wake-shear layers in two-phase shallow flows is analyzed in the present paper. Stability analysis is based on two-dimensional shallow water equations. It is assumed that the fluid contains uniformly distributed solid particles. No dynamic interaction between the carrier fluid and particles is expected in the initial moment. Linear stability curves are obtained for different values of the particle loading parameter, the velocity ratio and the velocity deficit. It is shown that the increase in the velocity ratio destabilizes the flow. The particle loading parameter has a stabilizing effect on the flow. The role of the velocity deficit is also destabilizing: the increase of the velocity deficit leads to less stable flow.

Keywords: Linear stability, Shallow flows, Wake-shear flows.

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Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement, environmental sustainability.

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Authors: Myeongjin Park, Ohmin Kwon, Juhyun Park, Sangmoon Lee

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This paper proposes improved delay-dependent stability conditions of the linear time-delay systems of neutral type. The proposed methods employ a suitable Lyapunov-Krasovskii’s functional and a new form of the augmented system. New delay-dependent stability criteria for the systems are established in terms of Linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical examples showed that the proposed method is effective and can provide less conservative results.

Keywords: Neutral systems, Time-delay, Stability, Lyapunovmethod, LMI.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Saktioto, F.D Ismail, P.P. Yupapin, J. Ali

Abstract:

The equilibrium process of plasma nitrogen species by chemical kinetic reactions along various pressures is successfully investigated. The equilibrium process is required in industrial application to obtain the stable condition when heating up the material for having homogenous reaction. Nitrogen species densities is modeled by a continuity equation and extended Arrhenius form. These equations are used to integrate the change of density over the time. The integration is to acquire density and the reaction rate of each reaction where temperature and time dependence are imposed. A comparison is made with global model within pressure range of 1- 100mTorr and the temperature of electron is set to be higher than other nitrogen species. The results shows that the chemical kinetic model only agrees for high pressure because of no power imposed; while the global model considers the external power along the pressure range then the electron and nitrogen species give highly quantity densities by factor of 3 to 5.

Keywords: chemical kinetic model, Arrhenius equation, nitrogen plasma, low pressure discharge

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Authors: Farshad Rahimpour, Ali Reza Baharvand

Abstract:

The phase diagrams and compositions of coexisting phases have been determined for aqueous two-phase systems containing poly(propylene glycol) with average molecular weight of 425 and sodium citrate at various pH of 3.93, 4.44, 4.6, 4.97, 5.1, 8.22. The effect of pH on the salting-out effect of poly (propylene glycol) by sodium citrate has been studied. It was found that, an increasing in pH caused the expansion of two-phase region. Increasing pH also increases the concentration of PPG in the PPGrich phase, while the salt-rich phase will be somewhat mole diluted.

Keywords: Aqueous two-phase system, Phase equilibrium, Biomolecules purification

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Authors: M. Ilyas, M. W. Siddiqi

Abstract:

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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Authors: Mansour A. Mohamed, George G. Karady, Ali M. Yousef

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This paper proposes transient angle stability agents to enhance power system stability. The proposed transient angle stability agents divided into two strategy agents. The first strategy agent is a prediction agent that will predict power system instability. According to the prediction agent-s output, the second strategy agent, which is a control agent, is automatically calculating the amount of active power reduction that can stabilize the system and initiating a control action. The control action considered is turbine fast valving. The proposed strategies are applied to a realistic power system, the IEEE 50- generator system. Results show that the proposed technique can be used on-line for power system instability prediction and control.

Keywords: Multi-agents, Fast Valving, Power System Transient Stability, Prediction methods,

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Authors: Oral Lacin, Turan Calban, Fatih Sevim, Taner Celik

Abstract:

In this study, Pb²⁺ uptake by the hydroxyapatite nanopowders (n-Hap) from aqueous solutions was investigated by using batch adsorption techniques. The adsorption equilibrium studies were carried out as a function of contact time, adsorbent dosage, pH, temperature, and initial Pb²⁺ concentration. The results showed that the equilibrium time of adsorption was achieved within 60 min, and the effective pH was selected to be 5 (natural pH). The maximum adsorption capacity of Pb²⁺ on n-Hap was found as 565 mg.g^-1. It is believed that the results obtained for adsorption may provide a background for the detailed mechanism investigations and the pilot and industrial scale applications.

Keywords: Nanopowders, hydroxyapatite, heavy metals, adsorption.

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Authors: Sourish Bhattacharya, Priyanka Singh

Abstract:

The process parameters, starch-water ratio (A, (w/v) %), pH of suspension (B), Temperature(C, °C) and Time (D, hrs.)., were optimized for the preparation of starch-lysine conjugate and studying their effect on stability of emulsions by calculating emulsion stability index using response surface methodology. The optimized conditions are pH 9.0, temperature 60oC, reaction time 6 hrs, starch:water ratio 1:2.5, having emulsion stability index was 0.72.

Keywords: Emulsion stability index, pH of suspension, Starch-water ratio, Temperature, Time.

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Authors: Idoko J. O., Nwajiaku I.

Abstract:

Unripe and ripe plantain were dried and milled into flour and used with wheat flour in biscuit production to determine the best plantain-wheat composite flour for biscuit production. The blends as follows: 100% wheat flour, 100% ripe plantain flour, 100% unripe plantain flour, 50% wheat flour and 50% ripe plantain flour and 50% wheat flour and 50% unripe plantain flour. The Biscuit samples were stored at ambient temperature for 8 weeks after which the equilibrium moisture content and water activity were determined. The sensory evaluation of the biscuit samples was also determined. The results of these analyses showed 100% unripe plantain flour as the most stable of the BISCUIT samples judging from its equilibrium moisture content level of 0.32% and water activity of 0.62. The sensory evaluation results showed Biscuit made from 150:50 ripe plantain and wheat flour as most generally accepted at 5% level of significance.

Keywords: Biscuit, equilibrium moisture content, performance, plantain, water activity.

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Authors: Xingyuan Qu, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria of neural networks (NNs) with two-additive time-varying delay compenents is investigated. The relationship between the time-varying delay and its lower and upper bounds is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some improved delay stability criteria for NNs with two-additive time-varying delay components are proposed. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

Keywords: Delay-dependent stability, time-varying delays, Lyapunov functional, linear matrix inequality (LMI).

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Authors: Sidhartha Panda, N.P.Padhy, R.N.Patel

Abstract:

This paper presents a procedure for modeling and tuning the parameters of Thyristor Controlled Series Compensation (TCSC) controller in a multi-machine power system to improve transient stability. First a simple transfer function model of TCSC controller for stability improvement is developed and the parameters of the proposed controller are optimally tuned. Genetic algorithm (GA) is employed for the optimization of the parameter-constrained nonlinear optimization problem implemented in a simulation environment. By minimizing an objective function in which the oscillatory rotor angle deviations of the generators are involved, transient stability performance of the system is improved. The proposed TCSC controller is tested on a multi-machine system and the simulation results are presented. The nonlinear simulation results validate the effectiveness of proposed approach for transient stability improvement in a multimachine power system installed with a TCSC. The simulation results also show that the proposed TCSC controller is also effective in damping low frequency oscillations.

Keywords: Genetic algorithm, TCSC, transient stability, multimachinepower system.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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