Illustrative Application of the 2^nd-Order Adjoint Sensitivity Analysis Methodology to a Paradigm Linear Evolution/Transmission Model: Point-Detector Response

This work illustrates the application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2nd-CASAM) to a mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response is the value of the model’s state function (particle concentration or particle flux) at a point in phase-space, which would simulate a pointwise measurement of the respective state function. This paradigm model admits exact closed-form expressions for all of the 1st- and 2nd-order response sensitivities to the model’s uncertain parameters and domain boundaries. These closed-form expressions can be used to verify the numerical results of production and/or commercial software, e.g., particle transport codes. Furthermore, this paradigm model comprises many uncertain parameters which have relative sensitivities of identical magnitudes. Therefore, this paradigm model could serve as a stringent benchmark for inter-comparing the performances of all deterministic and statistical sensitivity analysis methods, including the 2nd-CASAM.

Illustrative Application of the 2^nd-Order Adjoint Sensitivity Analysis Methodology to a Paradigm Linear Evolution/Transmission Model: Reaction-Rate Detector Response

This work continues the illustrative application of the “Second Order Comprehensive Adjoint Sensitivity Analysis Methodology” (2nd-CASAM) to a benchmark mathematical model that can simulate the evolution and/or transmission of particles in a heterogeneous medium. The model response considered in this work is a reaction-rate detector response, which provides the average interactions of particles with the respective detector or, alternatively, the time-average of the concentration of a mixture of substances in a medium. The definition of this model response includes both uncertain boundary points of the benchmark, thereby providing both direct and indirect contributions to the response sensitivities stemming from the boundaries. The exact expressions for the 1st- and 2nd-order response sensitivities to the boundary and model parameters obtained in this work can serve as stringent benchmarks for inter-comparing the performances of all (deterministic and statistical) sensitivity analysis methods.

A benchmark city for seismic resilience assessment

The concept of seismic resilience has received significant attention from academia and industry during the last two decades. Different frameworks have been proposed for seismic resilience assessment of engineering systems at different scales(e.g., buildings, bridges, communities, and cities). Testbeds including Centerville virtual community(CVC), Memphis testbed(MTB), and the virtual city of Turin, Italy(VC-TI) have been developed during the last decade. However, the resilience assessment results of Chinese cities still require calibration based on a unified evaluation model. Therefore, a geographic information system(GIS)-based benchmark model of a medium-sized city located in the southeastern coastal region of China was developed. The benchmark city can be used to compare existing assessment frameworks and calibrate the assessment results. The demographics, site conditions, and potential hazard exposure of the benchmark city, as well as land use and building inventory are described in this paper. Data of lifeline systems are provided, including power, transportation, water, drainage, and natural gas distribution networks, as well as the locations of hospitals, emergency shelters, and schools. Data from past earthquakes and the literature were obtained to develop seismic fragility models, consequence models, and recovery models, which can be used as basic data or calibration data in the resilience assessment process. To demonstrate the completeness of the data included in the benchmark city, a case study on the accessibility of emergency rescue after earthquakes was conducted, and the preliminary results were discussed. The ultimate goal of this benchmark city is to provide a platform for calibrating resilience assessment results and to facilitate the development of resilient cities in China.

Mitigating Subsynchronous Resonance Torques Using Dynamic Braking Resistor

Series compensation has proven to increase stability in transmission of electric power. On the other hand insertion of series capacitor results in severe subsynchronous torques. The subsynchronous torque leads to generator-turbine shaft damage. Mitigation of subsynchronous transient torques is achieved through resistor bank connected to generator terminals. The insertion of resistor bank is controlled by fuzzy logic controller. The proposed controller has been tested on IEEE First Benchmark Model and it proved to have good damping for the torsional torques.

Modification of the activated sludge model for chemical dosage

Full-scale experiments have been carried out to adapt the activated sludge model ASM2d to include the influence of metal dosage （Fe^3＋ and Al^3＋） for phosphorus removal. Phosphorus removal rates, nitrification rates, as well as pH and sludge settling performance, were evaluated as functions of the metal dosages. Furthermore, models relating certain parameters to the dosage of chemicals have been derived. Corresponding parameters in the ASM2d and the secondary settler models, included in the Benchmark Simulation Model No 1 （BSM1）, have been modified to take the metal influence into consideration. Based on the effluent limits and penalty policy of China, an equivalent evaluation method was derived for the total cost assessment. A large number of 300-day steady-state and 14-day open-loop dynamic simulations were performed to demonstrate the difference in behavior between the original and the modified BSM1. The results show that 1） both in low and high mole concentrations, Fe^3＋ addition results in a higher phosphorus removal rate than Al^3＋; 2） the sludge settling velocity will increase due to the metal addition; 3） the respiration rate of the activated sludge is decreased more by the dosage of Al^3＋ than Fe^3＋; 4） the inhibition of Al^3＋ on the nitrification rate is stronger than that of Fe^3＋; 5） the total operating cost will reach the minimum point for smaller dosages of Fe^3＋, but always increase with Al^3＋ addition.

ASSET-LIABILITY MANAGEMENT UNDER BENCHMARK AND MEAN-VARIANCE CRITERIA IN A JUMP DIFFUSION MARKET

This paper investigates continuous-time asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Specifically, the authors consider one risk-free asset, one risky asset and one liability, where the risky asset＇s price is governed by an exponential Levy process, the liability evolves according to a Levy process, and there exists a correlation between the risky asset and the liability. Two models are established. One is the benchmark model and the other is the mean-variance model. The benchmark model is solved by employing the stochastic dynamic programming and its results are extended to the mean-variance model by adopting the duality theory. Closed-form solutions of the two models are derived.