[pt] O problema do relacionamento de entidades refere-se à questão de explorar uma base de conhecimento, representada como um grafo RDF, para descobrir e entender como duas entidades estão conectadas. Esta questão pode ser resolvida implementando-se uma estratégia de busca de caminhos que combina uma medida de similaridade de entidades, um limite para o grau das entidades, e um limite de expansão para reduzir o espaço de busca de caminhos, e uma medida de ranqueamento de caminhos para ordenar os caminhos relevantes entre um determinado par de entidades no grafo RDF. Esta tese inicialmente apresenta um framework, chamado CoEPinKB, juntamente com uma implementação, para experimentar estratégias de busca de caminhos. O framework apresenta como pontos de flexibilização a medida de similaridade entre entidades, o limite máximo do grau das entidades, o limite de expansão, a medida de classificação de caminhos, e a base de conhecimento. Em seguida, a tese apresenta uma avaliação de desempenho de nove estratégias de busca de caminhos usando um benchmark envolvendo dois domínios de entretenimento sobre o OpenLink Virtuoso SPARQL protocol endpoint da DBpedia. Por fim, a tese apresenta o DCoEPinKB, uma versão distribuída do framework baseado em Apache Spark, que suporta a avaliação empírica de estratégias de busca de caminhos, e apresenta uma avaliação de seis estratégias de busca de caminhos em dois domínios de entretenimento sobre dados reais coletados da DBpedia. Os resultados fornecem intuições sobre o desempenho das estratégias de busca de caminhos e sugerem que a implementação do framework, instanciado com o par de medidas de melhor desempenho, pode ser usado, por exemplo, para expandir os resultados dos motores de busca em bases de conhecimento para incluir entidades relacionadas. / [en] The entity relatedness problem refers to the question of exploring a knowledge base, represented as an RDF graph, to discover and understand how two entities are connected. This question can be addressed by implementing a path search strategy that combines an entity similarity measure with an entity degree limit and an expansion limit to reduce the path search space and a path ranking measure to order the relevant paths between a given pair of entities in the RDF graph. This thesis first introduces a framework, called CoEPinKB, together with an implementation, to experiment with path search strategies. The framework features as hot spots the entity similarity measure, the entity degree limit, the expansion limit, the path ranking measure, and the knowledge base. The thesis moves on to present a performance evaluation of nine path search strategies using a benchmark from two entertainment domains over the OpenLink Virtuoso SPARQL protocol endpoint of the DBpedia. The thesis then introduces DCoEPinKB, a distributed version of the framework based on Apache Spark, that supports the empirical evaluation of path search strategies, and presents an evaluation of six path search strategies over two entertainment domains over real-data collected from DBpedia. The results provide insights about the performance of the path search strategies and suggest that the framework implementation, instantiated with the best performing pair of measures, can be used, for example, to expand the results of search engines over knowledge bases to include related entities.

[pt] As condições hidrológicas desfavoráveis vivenciadas entre 2014 e 2019 levaram ao esgotamento dos principais sistemas de reservatórios no Brasil, causando um aumento na geração de energia proveniente de usinas térmicas. Todavia, uma parte relevante da geração térmica verificada foi comandada por entidades governamentais de forma heterodoxa (fora do mérito econômico calculado pelos modelos de otimização), baseada principalmente na percepção de risco tácita. Apesar do senso comum de que o armazenamento dos reservatórios está intrinsecamente ligado à segurança do sistema, as métricas utilizadas até o momento não conseguiram computar as reais necessidades do sistema em termos de energia armazenada mínima nas usinas hidrelétricas. Ao final de 2019, o ONS propôs um novo método para avaliar a necessidade de despacho térmico adicional, chamado Curva Referencial de Armazenamento (CREF). No entanto, este método considera hipóteses muito específicas de afluências e geração térmica, e com base em seu processo iterativo de tentativa e erro, pode resultar em resultados sub-ótimos para o cálculo dos armazenamentos mínimos necessários. Este trabalho propõe um novo método para avaliar a segurança do fornecimento de energia em sistemas predominantemente hidroelétricos. Este método é uma evolução do método CREF, e é baseado no desenvolvimento de um modelo de otimização que calcula os níveis mínimos de segurança para operação de usinas hidrelétricas em cada mês, a partir de uma simulação recursiva de séries históricas de afluências de 1931 a 2018. Além disso, com base nos resultados da simulação, foram sugeridas curvas de referência para o monitoramento contínuo da operação dos reservatórios, com o objetivo de subsidiar decisões de órgãos do Governo Brasileiro sobre o despacho heterodoxo de geração térmica. Espera-se que o monitoramento das curvas de referência propostas represente um critério mais robusto para decisões sobre geração térmica fora-do-mérito no Sistema Elétrico Brasileiro. / [en] Unfavorable hydrological conditions experienced from 2014 to 2019 led to the depletion of main reservoir systems in Brazil, causing an increase of thermal energy dispatch. However, an important share of the observed thermal generation was out of economic merit, commanded by government entities which risk perception relies mainly on experts tacit knowledge. Despite the common sense that storage in reservoirs is intrinsically linked to system security, the metrics employed so far failed to compute the system s real needs in terms of required stored energy in hydroelectric plants. By the end of 2019, ONS proposed a new method to assess the need for additional thermal dispatch the Referential Storage Curve (CREF - Curva Referencial de Armazenamento). However, it fails as a reference for the security of energy supply since it considers very specific assumptions of rivers inflows and thermal generation. Besides, based on its iterative trial and error process, it can result in sub-optimal results of minimum storage levels. This work proposes a new method to evaluate the security of power supply in systems with predominance of hydroelectricity. This method is intended to be an evolution to the CREF method, and it is based on the development of an optimization model that computes the minimum secure levels for hydroelectric plants operation in each month, from a recursive simulation of historical inflow series from 1931 to 2018. In addition, based on the simulation results, reference curves were suggested for the continuous monitoring of the reservoirs operation, with the purpose of subsidizing Brazilian government entities decisions on unorthodox thermal generation dispatch. The monitoring of the proposed reference curves is expected to represent a more robust criterion for decisions on out-of-merit thermal generation in Brazilian power system.

Climate change results to more extreme and frequent flood events that induce extra risk to flood protection structures such as levees. Thus, estimation of the probability of levee failure is of utmost importance when it comes to structural safety and flood risk assessment. This master thesis focuses on the estimation of the probability of levee failure owing to backward erosion at the foundation of the levee. For the estimation of the probability of failure three breach models of different complexity were developed and site-specified data were used from the Paglia river area and an assessment of the results followed. Besides the breach models, a 2-D hydraulic model was also built where breach scenarios were used to assess the associated flood risk. The results showed that the complexity of the breach model plays significant role to the estimated probability of failure. The simplest model estimated the lowest probability, while the complex the highest. Consequently, the associated to the complex model flood risk was higher than the other two. / Klimatförändringarna är ett allmänt problem som bland annat resulterar i ökad risk för extrema hydrologiska händelser. Av dessa extrema händelser är översvämningar bland de mest förekommande. För att tackla problemen med översvämningsriskerna används skyddsvallar som en av de vanligaste anläggningarna bland olika översvämningsskydd. Vid ett tillräckligt högt flöde kan dock den ökade belastningen på skyddsvallen orsaka att skyddsvallen havererar. En skyddsvall kan haverera på grund av flera fysikaliska fenomen, varav de vanligaste är inre erosion, otillräcklig släntstabilitet samt överspolning. Risken för att en skyddsvall havererar, det vill säga brottrisken, kan beräknas med olika metoder. Sannolikhetsbaserade metoder har nyligen växt fram som ett allt viktigare tillvägagångssätt. Det här examensarbetet handlar om brottsannolikhetsberäkningar för skyddsvallar i syfte att kartlägga översvämningsrisker. Arbetet fokuserar på fenomenet med inre erosion i skyddsvallars grundläggning. Det praktiska exemplet i examensarbetet studerar nybyggda skyddsvallar utmed den italienska floden Paglia längs en flodsträcka om 4,5 km mellan städerna Ciconia och Orvieto Scalo i regionen Umbria i centrala Italien. Ur ett hydrogeologiskt perspektiv karaktäriseras regionen av fint jordmaterial, med inslag av slutna akviferer. Sannolikhetsberäkningar med hjälp av ramverket för Monte Carlo-analys genomfördes för tre olika modeller för att beskriva inre erosion i skyddsvallarna till följd av ett 200-årsflöde. De tre olika numeriska modellerna kännetecknades av olika grad av komplexitet. Den enklaste modellen baserades på en metod av Mazzoleni et al. (2015) och tog endast hänsyn till skyddsvallens porositet. Den mellankomplexa modellen var baserad på metoden ifrån Khilar et al. (1985). Den mest komplexa modellen var tidsberoende och baserades på metoderna från Sellmeijer et al. (2011) och Scheuermann (2005), för att ta hänsyn till de två ömsesidigt beroende fenomenen bakåterosion, så kallad ”piping” och läckage, så kallat ”seepage”, vilka tillsammans ger upphov till inre erosion. Resultaten visar att graden av komplexitet i den numeriska modellen spelar en viktig roll när det gäller brottsannolikheten för skyddsvallars grundläggning. Den enklaste modellen beräknade en lägre brottsannolikhet än de andra två modellerna, och den mest komplexa modellen beräknade högst brottsannolikhet av de tre modellerna. Vidare visar resultaten på att några parametrar har en stor inverkan på brottsannolikheten. Dessa är bland annat partikeldiametern som påverkar skjuvhållfastheten i materialet, permeabiliteten, jordlagrets tjocklek under skyddsvallen samt strömningsvaraktigheten. Parametern strömningsvaraktighet kan endast beaktas i tidsberoende modeller, vilket är en av fördelarna med den mest komplexa modellen i denna studie. Förutom de numeriska brottsannolikhetsmodellerna byggdes en tvådimensionell hydraulisk modell upp för att kartlägga de resulterande översvämningsriskerna. Tre olika haveriscenarier studerades för att representera de tre brottsannolikhetsmodellerna. Dock visade det sig att den enklaste av de tre modellerna beräknade så låg brottsannolikhet att det inte var meningsfullt att studera de resulterande översvämningsriskerna enligt den enklaste brottsannolikhetsmodellen i den hydrauliska modellen. Av de två mer komplexa brottsannolikhetsmodellerna visade det sig att den mest komplexa av de två gav mer omfattande haverier i skyddsvallarna och dessutom haverier i flera av skyddsvallarna. Vidare gav den mest komplexa modellen upphov till högst vattennivåer bakom de havererade skyddsvallarna. Slutligen kan det nämnas att staden Scalo Orvieto är utsatt för en högre översvämningsrisk än staden Ciconia enligt resultaten i denna studie.

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In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. This method of formulation is crucial for pricing financial instruments since it enables consideration of market imperfections and computations in high dimensions. We conduct numerical experiments of the pricing and hedging problems, where there is a higher interest rate for borrowing than lending, using the least squares Monte Carlo and deep neural network methods. Moreover, based on the experiment results, we point out which method to chooseover the other depending on the the problem at hand.

Modern numerical ordinary differential equation initial-value problem (ODE-IVP) solvers compute a piecewise polynomial approximate solution to the mathematical problem. Evaluating the mathematical problem at this approximate solution defines the defect. Corless and Corliss proposed rigorous defect control of numerical ODE-IVP. This thesis automates rigorous defect control for explicit, first-order, nonlinear ODE-IVP. Defect control is residual-based backward error analysis for ODE, a special case of Wilkinson's backward error analysis. This thesis describes a complete software implementation of the Corless and Corliss algorithm and extensive numerical studies. Basic time-stepping software is adapted to defect control and implemented. Advances in software developed for validated computing applications and advances in programming languages supporting operator overloading enable the computation of a tight rigorous enclosure of the defect evaluated at the approximate solution with Taylor models. Rigorously bounding a norm of the defect, the Corless and Corliss algorithm controls to mathematical certainty the norm of the defect to be less than a user specified tolerance over the integration interval. The validated computing software used in this thesis happens to compute a rigorous supremum norm. The defect of an approximate solution to the mathematical problem is associated with a new problem, the perturbed reference problem. This approximate solution is often the product of a numerical procedure. Nonetheless, it solves exactly the new problem including all errors. Defect control accepts the approximate solution whenever the sup-norm of the defect is less than a user specified tolerance. A user must be satisfied that the new problem is an acceptable model. / Thesis / Master of Science (MSc) / Many processes in our daily lives evolve in time, even the weather. Scientists want to predict the future makeup of the process. To do so they build models to model physical reality. Scientists design algorithms to solve these models, and the algorithm implemented in this project was designed over 25 years ago. Recent advances in mathematics and software enabled this algorithm to be implemented. Scientific software implements mathematical algorithms, and sometimes there is more than one software solution to apply to the model. The software tools developed in this project enable scientists to objectively compare solution techniques. There are two forces at play; models and software solutions. This project build software to automate the construction of the exact solution of a nearby model. That's cool.

We present results that span three interconnected domains. Initially, our analysis is centred on Backward Stochastic Differential Equations (BSDEs) featuring time-delayed generators. Subsequently, we direct our interest towards Mean Field Games (MFGs) incorporating absorption aspects, with a focus on the corresponding Master Equation within a confined domain under the imposition of Dirichlet boundary conditions. The investigation culminates in exploring pertinent Machine Learning methodologies applied to financial and economic decision-making processes.

Transforming the aging electric grid to a smart grid is an active area of research in industry and the government. One of the main objectives of the smart grid is to improve the efficiency of power generation, transmission and distribution and also to improve the stability and the reliability of the grid. In order to achieve this, various processes involved in power generation, transmission, and distribution should be armed with advanced sensor technologies, computing, communication and networking capabilities to an unprecedented level. These high speed data transfer and computational abilities aid power system engineers to obtain wide area measurements, achieve better control of power system operations and improve the reliability of power supply and the efficiency of different power grid operations. In the process of making the grid smarter, problems existing in traditional grid applications can be identified and solutions have to be developed to fix the identified issues. In this dissertation, two problems that aid power system engineers to meet the above mentioned smart grid's objective are researched. One problem is related to the distribution-side smart grid and the other one is a part of the transmission-side smart grid. Advanced Metering Infrastructure (AMI) is one of the important distribution-side smart grid applications. AMI is a technology where smart meters are installed at customer site which gives the utilities the ability to monitor and collect information related to the amount of electricity, water, and gas consumed by the user. Many recent research studies suggested the use of 3G cellular CDMA2000 for AMI network as it provides an advanced and cost effective solution for smart grid communications. Taking into account both technical and non-technical factors such as extended lifetime, security, availability and control of the solution, Alliander, an electric utility in Netherlands deployed a private 3G CDMA2000 network for smart metering. Although 3G CDMA2000 satisfies the requirements of smart grid applications, an analysis on the use of the current state of the art 3G CDMA2000 for smart grid applications indicates that its usage results in high percentage of control overhead, high latency and high power consumption for data transfer. As a part of this dissertation, we proposed FLEX-MAC - a new Medium Access Control (MAC) protocol that reduces the latency and overhead in smart meter data collection when compared to 3G CDMA2000 MAC. As mentioned above the second problem studied in this dissertation is related to the transmission-side grid. Power grid transmission and sub-transmission lines are generally protected by distance relays. After a thorough analysis of U.S. historical blackouts, North American Electric Reliability Council (NERC) has concluded that the hidden failure induced tripping of distance relays is responsible for 70% of the U.S. blackouts. As a part of this dissertation, agent based distance relaying protection scheme is proposed to improve the robustness of distance relays to hidden failures and thus reduce the probability of blackouts. This dissertation has two major contributions. First, a hierarchically distributed non-intrusive Agent Aided Distance Relaying Protection Scheme (AADRPS) is proposed to improve the robustness of distance relays to hidden failures. The problem of adapting the proposed AADRPS to a larger power system network consisting of thousands of buses is modeled as an integer linear programming multiple facility location optimization problem. Distance relaying protection scheme is a real time system and has stringent timing requirements. Therefore, in order to verify if the proposed AADRPS meets the timing requirements or not and also to check for deadlocks, verification models based on UPPAAL real time model checker are provided in this dissertation. So, the entire framework consisting of AADRPS that aids in increasing the robustness of distance relays and reducing the possibility of blackouts, the multiple facility location optimization models and the UPPAAL real time model checker verification models form one of the major contributions of this dissertation. The second contribution is related to the MAC layer of AMI networks. In this dissertation, FLEX-MAC - a novel and flexible MAC protocol is proposed to reduce the overhead and latency in smart meter data collection. The novelty of the FLEX-MAC lies in its ability to change the mode of operation based on the type of the data being collected in a smart meter network. FLEX-MAC employs Frame and Channel Reserved (FCR) MAC or Frame Reserved and Random Channel (FRRC) MAC for scheduled data collection. Power outage data in an AMI network is considered as a random data . In a densely populated area, during an outage, a large number of smart meters attempt to report the outage, which significantly increases the Random Access CHannel (RACH) load. In order to reduce the RACH traffic during an outage, this dissertation proposes a Time Hierarchical Scheme (THS). Also, in order to minimize the total time to collect the power outage data, a Backward Recursive Dynamic Programming (BRDP) approach is proposed to adapt the transmission rate of smart meters reporting an outage. Both the Optimal Transmission Rate Adaption and Time Hierarchical Scheme form the basis of OTRA-THS MAC which is employed by FLEX-MAC for random data collection. Additionally, in this work, Markov chain models are presented for evaluating the performance of FCR and FRRC MACs in terms of average throughput and delay. Also, another Markov model is presented to find the mean time to absorption or mean time to collect power outage data of OTRA-TH MAC during an outage. / Ph. D.

El caos distribucional fue introducido por Schweizer y Smítal en [SS94] a partir de la noción de caos de Li-Yorke con el fín de implicar la entropía topológica positiva para aplicaciones del intervalo compacto en sí mismo. El caos distribucional para operadores fue estudiado por primera vez en [Opr06] y fue analizado en el contexto lineal de dimensión infinita en [MGOP09]. El concepto de caos distribucional para un operador (semigrupo) consiste en la existencia de un conjunto no numerable y un numero real positivo ¿ tal que para dos elementos distintos cualesquiera del conjunto no numerable, tanto la densidad superior del conjunto de iteraciones (tiempos) en las cuales la diferencia entre las órbitas de dichos elementos es mayor que ¿, como la densidad superior del conjunto de iteraciones (tiempos) en las cuales dicha diferencia es tan pequeña como se quiera, es igual a uno. Esta tesis est'a dividida en seis capítulos. En el primero, hacemos un resumen del estado actual de la teoría de la din'amica caótica para C0-semigrupos de operadores lineales. En el segundo capítulo, mostramos la equivalencia entre el caos distribucional de un C0-semigrupo y el caos distribucional de cada uno de sus operadores no triviales. Tambi'en caracterizamos el caos distribucional de un C0-semigrupo en t'erminos de la existencia de un vector distribucionalmente irregular. La noción de hiperciclicidad de un operador (semigrupo) consiste en la existencia de un elemento cuya órbita por el operador (semigrupo) sea densa. Si adem'as el conjunto de puntos periódicos es denso, diremos que el operador (semigrupo) es caótico en el sentido de Devaney. Una de las herramientas mas útiles para comprobar si un operador es hipercíclico es el Criterio de Hiperciclicidad, enunciado inicialmente por Kitai en 1982. En [BBMGP11], Bermúdez, Bonilla, Martínez-Gim'enez y Peris presentan elCriterio para Caos Distribucional (CDC en ingl'es) para operadores. Enunciamos y probamos una versión del CDC para C0-semigrupos. En el contexto de C0-semigrupos, Desch, Schappacher y Webb tambi'en estudiaron en [DSW97] la hiperciclicidad y el caos de Devaney para C0-semigrupos, dando un criterio para caos de Devaney basado en el espectro del generador in¿nitesimal del C0- semigrupo. En el tercer capítulo, establecemos un criterio de existencia de una variedad distribucionalmente irregular densa (DDIM en sus siglas en ingl'es) en t'erminos del espectro del generador in¿nitesimal del C0-semigrupo. En el Capítulo 4, se dan algunas condiciones su¿cientes para que el C0-semigrupo de traslación en espacios L p ponderados sea distribucionalmente caótico en función de la función peso admisible. Ademas, establecemos una analogía completa entre el estudio del caos distribucional para el C0-semigrupo de traslación y para los operadores de desplazamiento hacia atras o ¿backward shifts¿ en espacios ponderados de sucesiones. El capítulo quinto está dedicado al estudio de la existencia de C0-semigrupos para los cuales todo vector no nulo es un vector distribucionalmente irregular. Tambi'en damos un ejemplo de uno de dichos C0-semigrupos que además no es hipercíclico. En el Capítulo 6, el criterio DDIM se aplica a varios ejemplos de C0-semigrupos. Algunos de ellos siendo los semigrupos de solución de ecuaciones en derivadas parciales, como la ecuación hiperbólica de transferencia de calor o la ecuación de von Foerster-Lasota y otros son la solución de un sistema in¿nito de ecuaciones diferenciales ordinarias usado para modelizar la dinámica de una población de c'elulas bajo proliferación y maduración simultáneas. / Barrachina Civera, X. (2013). Distributional chaos of C0-semigroups of operators [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/28241 / Premios Extraordinarios de tesis doctorales

In recent years, photovoltaic (PV) power production have seen an increase and the PV power systems are often located in the distribution grids close to the consumers. Since the distributions grids rarely are designed for power production, investigation of its effects is needed. It is seen in this thesis that PV power production will cause voltages to rise, potentially to levels exceeding the limits that grid owners have to abide by. A model of a distribution grid is developed in MathWorks MATLAB. The model contains a transformer, cables, households, energy storage systems (ESS:s) and photovoltaic power systems. The system is simulated by implementing a numerical Forward Backward Sweep Method, solving for powers, currents and voltages in the grid. PV power systems are added in different configurations along with different configurations of ESS:s. The results are analysed, primarily concerning voltages and voltage limits. It is concluded that addition of PV power production in the distribution grid affects voltages, more or less depending on where in the grid the systems are placed and what peak power they have. It is also concluded that having energy storage systems in the grid, changing the power factor of the inverter for the PV systems or lowering the transformer secondary-side voltage can bring the voltages down. / På senare tid har det skett en ökning i antalet solcellsanläggningar som installeras i elnätet och dessa är ofta placerade i distributionsnäten nära hushållen. Eftersom distributionsnäten sällan är dimensionerade för produktion så behöver man utreda effekten av det. I det här arbetet visas det att solcellsproduktion kommer att öka spänningen i elnätet, potentiellt så mycket att de gränser elnätsägarna måste hålla nätet inom överstigs. En modell över lågspänningsnätet skapas i MathWorks MATLAB. Modellen innehåller transformator, kablar, hushåll, energilager och solcellsanläggningar. Systemet simuleras med hjälp av en numerisk Forward Backward Sweep-lösare som beräknar effekter, strömmar och spänningar i elnätet. Solcellanläggningarna placeras ut i elnätet i olika konfigurationer tillsammans med olika konfigurationer av energilager. Resultaten från simuleringarna analyseras främst med avseende på spänningen i elnätet utifrån dess gränser. De slutsatser som dras i arbetet är att solcellsproduktion kommer att påverka spänningen, mycket beroende på var i elnätet anläggningarna placeras och storleken hos dem. Det visas också att energilager, justering av effektfaktor hos solcellsanläggningarna eller en spänningssänkning på transformatorns lågspänningssida kan få ner spänningen i elnätet. / <p>LiTH-ISY-EX--19/5194--SE</p>