由于可再生能源和负荷的不确定性,电力系统潮流分析需要有效的工具。目前的多数研究都假设一组给定的概率密度函数(PDF:Probability Density Functions)建模不确定性,并开发参数概率潮流工具。为此,提出了一种非参数概率潮流分析方法确...由于可再生能源和负荷的不确定性,电力系统潮流分析需要有效的工具。目前的多数研究都假设一组给定的概率密度函数(PDF:Probability Density Functions)建模不确定性,并开发参数概率潮流工具。为此,提出了一种非参数概率潮流分析方法确定潮流输出的偏微分方程。该方法基于平均值一阶鞍点近似。对于n个随机变量系统,利用潮流计算建立一阶Taylor级数展开,然后采用鞍点近似确定期望输出变量的概率特性。所提出的非参数估计器在需要合理的计算量的同时,能提供精确的结果。此外,在不使用积分或微分算子的情况下,直接建立了潮流输出的概率分布函数和累积分布函数。在IEEE 14总线和IEEE 118总线测试系统上进行了测试,所得结果与其他方法相比,MVFOSPA(Mean Value First Order Saddle Point Approximation)比MCS(Monte Carlo Simulation)算法运行时间减少了12%,验证了MVFOSPA方法的有效性。展开更多
The appeal from municipalities, provinces and regions to financial derivative instruments is tied to the need of overcoming the situations in a state of urgency inherent in a balance. On average, one local Italian aut...The appeal from municipalities, provinces and regions to financial derivative instruments is tied to the need of overcoming the situations in a state of urgency inherent in a balance. On average, one local Italian authority in twenty has decided to underwrite a derivative product, giving life to a number of contracts that had a value of over 35 billion euro with an average value of 6.5 million for each contract until 2007. The boom of swaps has, since 2000 on, experienced a peak period from 2003 to the end of 2005, in which the Euribor rate touched a very low level, maintained itself for long periods at around 2% and fallen in some cases even under this value. Many of the contracts completed before 2006, which link the debt of local authorities to variable rates, but also many of those completed from 2006 onwards that moved debt onto fixed rate, which are now a source of loss for the balance of local authorities that have underwritten them. In the 2002-2008 period, the number of the stipulation of contracts local authorities reported to the Ministry of Economy and Finance is about 900, corresponding to more or less 150 per year, which affected 18 regions, 44 provinces, 532 municipalities and 4 mountain commtmities, for a total of 594 authorities. Therefore, the local authorities have approached the derivative instruments in an often approximate way without a real awareness, both for the conditions that were being negotiated and the effects that they would have produced in perspective. The purpose of this work is to highlight the consequences of the use of derivative instruments on the future management of local authorities.展开更多
Signals are often of random character since they cannot bear any information if they are predictable for any time t, they are usually modelled as stationary random processes .On the other hand, because of the inertia ...Signals are often of random character since they cannot bear any information if they are predictable for any time t, they are usually modelled as stationary random processes .On the other hand, because of the inertia of the measurement apparatus, measured sampled values obtained in practice may not be the precise value of the signal X(t) at time tk (k∈Z), but only local averages of X(t) near tk. In this paper, it is presented that a wide (or weak ) sense stationary stochastic process can be approximated by generalized sampling series with local average samples.展开更多
This paper describes the applicability of a stochastic model to the numerical experiments of thermal convection carried out under the condition of the northern part of Lake Biwa, Shiga Prefecture, Japan. It was shown ...This paper describes the applicability of a stochastic model to the numerical experiments of thermal convection carried out under the condition of the northern part of Lake Biwa, Shiga Prefecture, Japan. It was shown in the previous study that the temporal changes of vertical water temperature distributions during the cooling period between September and February can be reproduced by a simple 3D-CFD model. It was also pointed out that the spatial distributions of cooled water body sinking to the bottom due to water surface cooling represent similar features of forest gap distribution, which can be clarified by a stochastic model. The basic features of numerical experiments on thermal convection such as the spatial distribution of cooled water body are firstly shown with several cooling rates at water surface. Then, a stochastic model, which was originally introduced to explain forest gap dynamics, is shown with its MFA （mean field approximation） as first approximation of stochastic model. It is pointed out through the comparison of theoretical results by MFA with tuned model constants to numerical experiments that MFA with some refinement can be applicable to reproduce the basic features of simulated results to some extent, although further investigations are required to clarify the applicability of the model to more detailed mechanism of thermal convection such as size distribution of cooled water body, phase change of flow pattern, etc..展开更多
文摘由于可再生能源和负荷的不确定性,电力系统潮流分析需要有效的工具。目前的多数研究都假设一组给定的概率密度函数(PDF:Probability Density Functions)建模不确定性,并开发参数概率潮流工具。为此,提出了一种非参数概率潮流分析方法确定潮流输出的偏微分方程。该方法基于平均值一阶鞍点近似。对于n个随机变量系统,利用潮流计算建立一阶Taylor级数展开,然后采用鞍点近似确定期望输出变量的概率特性。所提出的非参数估计器在需要合理的计算量的同时,能提供精确的结果。此外,在不使用积分或微分算子的情况下,直接建立了潮流输出的概率分布函数和累积分布函数。在IEEE 14总线和IEEE 118总线测试系统上进行了测试,所得结果与其他方法相比,MVFOSPA(Mean Value First Order Saddle Point Approximation)比MCS(Monte Carlo Simulation)算法运行时间减少了12%,验证了MVFOSPA方法的有效性。
文摘The appeal from municipalities, provinces and regions to financial derivative instruments is tied to the need of overcoming the situations in a state of urgency inherent in a balance. On average, one local Italian authority in twenty has decided to underwrite a derivative product, giving life to a number of contracts that had a value of over 35 billion euro with an average value of 6.5 million for each contract until 2007. The boom of swaps has, since 2000 on, experienced a peak period from 2003 to the end of 2005, in which the Euribor rate touched a very low level, maintained itself for long periods at around 2% and fallen in some cases even under this value. Many of the contracts completed before 2006, which link the debt of local authorities to variable rates, but also many of those completed from 2006 onwards that moved debt onto fixed rate, which are now a source of loss for the balance of local authorities that have underwritten them. In the 2002-2008 period, the number of the stipulation of contracts local authorities reported to the Ministry of Economy and Finance is about 900, corresponding to more or less 150 per year, which affected 18 regions, 44 provinces, 532 municipalities and 4 mountain commtmities, for a total of 594 authorities. Therefore, the local authorities have approached the derivative instruments in an often approximate way without a real awareness, both for the conditions that were being negotiated and the effects that they would have produced in perspective. The purpose of this work is to highlight the consequences of the use of derivative instruments on the future management of local authorities.
基金National Natural Science Foundation of China (No60572113,No10501026) and Liuhui Center for Applied Mathematics
文摘Signals are often of random character since they cannot bear any information if they are predictable for any time t, they are usually modelled as stationary random processes .On the other hand, because of the inertia of the measurement apparatus, measured sampled values obtained in practice may not be the precise value of the signal X(t) at time tk (k∈Z), but only local averages of X(t) near tk. In this paper, it is presented that a wide (or weak ) sense stationary stochastic process can be approximated by generalized sampling series with local average samples.
文摘This paper describes the applicability of a stochastic model to the numerical experiments of thermal convection carried out under the condition of the northern part of Lake Biwa, Shiga Prefecture, Japan. It was shown in the previous study that the temporal changes of vertical water temperature distributions during the cooling period between September and February can be reproduced by a simple 3D-CFD model. It was also pointed out that the spatial distributions of cooled water body sinking to the bottom due to water surface cooling represent similar features of forest gap distribution, which can be clarified by a stochastic model. The basic features of numerical experiments on thermal convection such as the spatial distribution of cooled water body are firstly shown with several cooling rates at water surface. Then, a stochastic model, which was originally introduced to explain forest gap dynamics, is shown with its MFA （mean field approximation） as first approximation of stochastic model. It is pointed out through the comparison of theoretical results by MFA with tuned model constants to numerical experiments that MFA with some refinement can be applicable to reproduce the basic features of simulated results to some extent, although further investigations are required to clarify the applicability of the model to more detailed mechanism of thermal convection such as size distribution of cooled water body, phase change of flow pattern, etc..
