Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2018-05-10T12:15:28Z No. of bitstreams: 1 alexandredasilvafernandes.pdf: 3326554 bytes, checksum: f4dfcfe70bde99c5ebe4501f03add83e (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2018-05-22T15:33:53Z (GMT) No. of bitstreams: 1 alexandredasilvafernandes.pdf: 3326554 bytes, checksum: f4dfcfe70bde99c5ebe4501f03add83e (MD5) / Made available in DSpace on 2018-05-22T15:33:53Z (GMT). No. of bitstreams: 1 alexandredasilvafernandes.pdf: 3326554 bytes, checksum: f4dfcfe70bde99c5ebe4501f03add83e (MD5) Previous issue date: 2018-02-20 / O planejamento da operação do Sistema Interligado Nacional constitui-se uma tarefa de alta complexidade, seja pela quantidade acentuada de usinas hidrelétricas e termelétricas distribuídas nos quatro submercados interligados, ou pelas características marcantes da operação das hidrelétricas, no que diz respeito às incertezas dos cenários hidrológicos futuros e aos acoplamentos espacial e temporal. O objetivo deste planejamento é a determinação de uma política ótima de despacho das usinas do sistema de modo a minimizar o valor esperado dos custos operativos no horizonte considerado. Uma importante restrição do problema é o suprimento da demanda de energia elétrica, dado pela diferença entre a carga efetiva de cada submercado e a geração das usinas não simuladas, esta última composta pela energias alternativas (eólica, solar, biomassa), pequenas centrais hidrelétricas, entre outros. Entretanto, a crescente penetração da geração renovável, aliada às incertezas das fontes naturais como eólica e solar (pois dependem de fatores climáticos e por isso são imprevisíveis), contribui com a necessidade de representação da demanda em diversos cenários para um correto despacho das usinas e uma operação do sistema mais confiável. Sabendo que os modelos oficiais atuais tratam apenas as incertezas oriundas dos cenários hidrológicos, devido à dificuldade de implementação e alocação de memória na consideração de outras incertezas na Programação Dinâmica Dual Estocástica, o trabalho desenvolvido nesta dissertação propõe metodologias que incluem os diversos cenários de demanda, além de representar com maior detalhe a geração das hidrelétricas. Além disso, são propostos algoritmos de representação analítica da Função de Custo Imediato em sistemas isolados e com múltiplas áreas na busca por uma redução das dimensões do problema tratado. Finalmente, são realizados testes em sistemas tutorias e os resultados são analisados para avaliar as performances computacionais das metodologias propostas. / The operation schedulling of Brazilian System constitutes a task of high complexity, either due to the large number of hydro and thermal plants distributed in the four interconnected submarkets, or due to the outstanding characteristics of the hydro plants, with respect to the uncertainties in the hydrological scenarios future and due to spatial and temporal couplings. The objective of this planning is the determination of an optimal dispatch policy of plants that minimizes the expected value of the operating costs in the considered horizon. An important constraint is the supply of demand, which is obtained by the difference between the effective load of each submarket and the generation of non-simulated plants, composed of renewable energies (wind, solar, biomass), small hydropower plants, and others. However, the growing penetration of renewable generation, coupled with the uncertainties of natural sources such as wind and solar (because they depend on climatic factors and are therefore unpredictable), contributes to the need to represent demand in different scenarios for a correct dispatch of the plants and a more reliable system operation. Knowing that the current official models deal only with the uncertainties arising from the hydrological scenarios, due to the difficulty of implementation and memory allocation in the consideration of other uncertainties in Stochastic Dual Dynamic Programming, this work proposes methodologies that include the several scenarios demand, besides representing in greater detail the generation of hydroelectric plants. In addition, algorithms are proposed for analytical representation of the Immediate Cost Function in isolated systems with multiple areas in the search for a reduction of the dimensions of the problem. Finally, tests are performed on tutorial systems and the results are analyzed to evaluate the computational performances of the proposed methodologies.

[pt] O objetivo desta dissertação é desenvolver uma metodologia para oferta estratégia de uma empresa geradora em ambiente de mercado com múltiplas usinas hidrelétricas, levando em consideração múltiplos estágios e a incerteza nas afluências, e ilustrar a aplicação da mesma em sistemas realistas. Mostra-se inicialmente que o problema de oferta estratégica pode ser formulado como uma recursão de programação dinâmica estocástica (PDE), onde as variáveis de estado são os níveis de armazenamento dos reservatórios no início de cada estágio e as afluências observadas nos estágios anteriores. Entretanto, a dificuldade computacional dos algoritmos de PDE restringe sua aplicação a sistemas com poucos reservatórios, limitando bastante a aplicação da técnica a sistemas realistas. Assim, a abordagem proposta nesta dissertação é estender a metodologia de programação dinâmica dual estocástica (PDDE), até então aplicada a problemas de minimização de custos, ao problema de otimização da oferta. Isto é feito através de dois passos principais: (i) Uso de uma estratégia de oferta por quantidade somente (análogo a um modelo de Cournot em problemas de equilíbrio econômico) e (ii) a recursão de PDDE, que por ser baseada numa aproximação por hiperplanos requer que o problema seja convexo, o que não ocorre necessariamente no caso da oferta estratégica. A abordagem proposta consiste em aproximar a cada estágio a função de benefício futuro (FBF) por sua envoltória côncava (concave hull). Com isso, a técnica de PDDE pode ser aplicada para resolver o problema de ofertas multi- estágio e estocástico de uma empresa hidroelétrica com múltiplas usinas. Exemplos e estudos de caso serão ilustrados com os sistemas reais da Romênia e El Salvador, ilustrando a aplicabilidade da metodologia proposta em estudos e análises de poder de mercado. / [en] The objective of this work is to present a methodology for the strategic bidding (or bid-based) problem of a hydropower based company, taking into account multiple hydro plants, time-coupling, multiple inflow scenarios and illustrate its application for real case studies. It is initially show that the bid-based dispatch for a hydro plant can be formulated as a stochastic dynamic programming (SDP) recursion scheme, where the state variables are the storage levels and the past inflows. As widely known, the computational effort of the SDP algorithms restricts its applications for systems with just a few reservoirs, which is not the case of the real world systems. Therefore, the approach proposed in this thesis is to extend the stochastic dual dynamic programming (SDDP) scheme, usually applied to cost minimization problems, to the strategic bidding problem. This is done through two main steps: (i) use of a quantity-only bidding scheme (similar to the Cournot model of economic equilibria); (ii) SDDP recursion, which is based on a linear approximation by piecewise linear segments and thus requires that the underlying problem to be convex. This is not necessarily observed in the strategic bidding problem. Thus, the proposed approach consists in approximating, at each stage, the future benefit function (FBF) by its concave hull, which then assures that the SDDP scheme can be applied to solve the multi-stage and stochastic strategic bidding problem of a company with a portfolio of several hydro plants. The proposed approach is illustrated with examples and case studies from real hydro systems from Rumania and El Savador, where market power analysis will be presented.

La caractérisation des circulations thermo-convectives dans les milieux naturels est particulièrement étudiée pour ses applications industrielles, notamment en géothermie. Cette caractérisation correspond à deux enjeux liés à (i) la détection des remontées hydrothermales et (ii) la quantification de l'énergie évacuée par le système actif. La méthodologie proposée par cette thèse comporte ainsi deux volets. Le premier volet vise la localisation des systèmes actifs par caractérisation géophysique de sub-surface. Les techniques de prospection mises en œuvre sont la tomographie de résistivité électrique (TRE), la mesure in situ de température et la mesure de polarisation spontanée (PS). L'objet étudié dans cette thèse est la remontée hydrothermale située au niveau de la limite supérieure de l'effondrement de Rina Grande, au sommet du volcan Stromboli. L'approche géophysique de sub-surface comprend une cartographie spatiale (à l’échelle métrique) en TRE, PS et température et un suivi temporel des signaux PS et thermique. La cartographie spatiale nous renseigne sur l'extension spatiale du système hydrothermal (TRE) et le caractère actif des circulations (PS et température). Le modèle de résistivité électrique a été amélioré en tenant compte de la topographie, issue d'un Modèle Numérique de Terrain généré par photogrammétrie. Le traitement des données de surveillance montre qu'une relation linéaire lie le signal thermique et le signal PS, une relation qui ne peut être purement thermo-électrique. Le jeu de données temporel met l'accent sur la dynamique du système convectif et notamment la probable dépendance de la vigueur du système convectif avec les variations saisonnières de température atmosphérique. Le second volet vise à quantifier l'énergie évacuée par des systèmes thermo-convectifs à l'aide d'une approche numérique. L'approche géophysique met en évidence le fait que les zones endommagées telles que des limites structurales favorisent la circulation des fluides hydrothermaux. Ceci s'explique par le fait que fractures, failles ouvertes, zones d'altération etc. changent à petite échelle la perméabilité du milieu. L'approche numérique est donc vouée à la simulation 3D de l'écoulement et du transfert de chaleur dans des milieux poreux fracturés. Le travail s'est basé sur un code d'écoulement en milieux poreux fracturé pré-existant. Ce code a été adapté afin de résoudre le problème thermique. L'étude théorique vise à quantifier l'influence des paramètres du réseau de fractures sur l'énergie dissipée. L'influence de la densité de fractures, de la transmissivité de fractures et l'anisotropie du réseau de fractures sont évaluées. L'étude compare également les flux de chaleur dégagés par des modèles où les fractures sont insérées de manière discrète avec des modèles homogènes et de même propriétés macroscopiques (approche effective). Les résultats montrent que la validité de l'approche effective est fortement dépendante des paramètres du réseau de fracture. / The characterization of thermo-convective circulations in natural environments is particularly studied especially for geothermal applications. This characterization corresponds to two issues related to (i) the detection of the hydrothermal flows(ii) the quantification of the energy discharged by the active system. The methodology proposed by this thesis thus comprises two parts. The first component aims at locating active systems with geophysical methods. The prospecting techniques used are electrical resistivity tomography (ERT), in situ temperature measurement and self potential (SP) measurements. The object studied in this thesis is the hydrothermal system located at the upper limit of the Rina Grande sector collapse, at the top of the Stromboli volcano. The sub-surface geophysical approach includes spatial (metric) mapping in ERT, SP and temperature, and monitoring of SP and thermal signals. Spatial mapping informs us about the spatial extension of the hydrothermal system (ERT) and the active character of the circulations (SP and temperature). The model of electrical resistivity has been improved taking into account the topography, resulting from a Digital Elevation Model generated by photogrammetry. The treatment of the monitoring data shows that a linear relationship links the thermal and the PS signals, a relationship that can not be entirely due to thermoelectric effect. The temporal dataset focuses on the dynamics of the convective system and in particular the probable dependence of the vigor of the convective system on seasonal variations in atmospheric temperature.The second part aims at quantifying the energy released by thermo-convective systemsusing a numerical approach. The geophysical approach highlights the fact that damaged areas such as structural boundaries favor the circulation of hydrothermal fluids. This is due to the fact that fractures, open faults, alteration zones, etc. change the permeability of the medium on a small scale. The numerical approach is therefore dedicated to the 3D simulation of the flow and heat transfer in fractured porous media. The work is based on a pre-existing code in fracturing porous media, able to solve the flow problem. This code has been adapted to solve the thermal problem also. The theoretical study aims to quantify the influence of fracture network parameters on the released energy. The influence of fracture density, fracture transmissivity and fracture network anisotropy are evaluated. The study also compares the heat fluxes generated by models where the fractures are discretely inserted with homogeneous models with the same macroscopic properties (effective approach). The results show that the validity of the effective approach is highly dependent on the parameters of the fracture network.

Algumas abordagens para o problema de Planejamento Ótimo da Operação de Sistemas Hidrotérmicos (POOSH) utilizam modelos estocásticos para representar as vazões afluentes dos reservatórios do sistema. Essas abordagens utilizam, em geral, técnicas de Programação Dinâmica Estocástica (PDE) para resolver o POOSH. Por outro lado, muitos autores têm defendido o uso dos modelos determinísticos ou, particularmente, a Programação Dinâmica Determinística (PDD) por representar de forma individualizada a interação entre as usinas hidroelétricas do sistema. Nesse contexto, esta dissertação tem por objetivo comparar o desempenho da solução do POOSH obtida via PDD com a solução obtida pela PDE, que emprega um modelo Markoviano periódico, com distribuição condicional Log-Normal Truncada para representar as vazões. Além disso, é realizada a análise com abordagem bayesiana, no modelo de vazões, para estimação dos parâmetros e previsões das vazões afluentes. Comparamos as performances simulando a operação das usinas hidroelétricas de Furnas e Sobradinho, considerando séries de vazões geradas artificialmente / Some approaches for problem of Optimal Operation Planning of Hydrothermal Systems (OOPHS) use stochastic models to represent the inflows in the reservoirs that compose the system. These approaches typically use the Stochastic Dynamic Programming (SDP) to solve the OOPHS. On the other hand, many authors defend the use of deterministic models and, particularly, the Deterministic Dynamic Programming (DDP) since it individually represents the interaction between the hydroelectric plants. In this context, this dissertation aims to compare the performance of the OOPHS solution obtained via DDP with the one given by SDP, which employs a periodic Markovian model with conditional Truncated Log-Normal distribution to represent the inflows. Furthermore, it is performed a bayesian approach analysis, in the inflow model, for estimating the parameters and forecasting the inflows. We have compared the performances of the DDP and SDP solutions by simulating the hydroelectric plants of Furnas and Sobradinho, employing artificially generated series

[pt] O objetivo do planejamento da operação hidrotérmica de médio e longo prazo é definir as metas para geração de cada hidroelétrica e termelétrica, a fim de atender à carga ao menor custo esperado de operação e respeitando as restrições operacionais. Algoritmos de Programação Dinâmica Estocástica (PDE) e de Programação Dinâmica Dual Estocástica (PDDE) têm sido amplamente aplicados para determinar uma política operativa ideal o despacho hidrotérmico. Em ambas as abordagens a estocasticidade das afluências é comumente produzida por modelos periódicos autoregressivos de lag p - PAR(p), cuja estimativa dos parâmetros é baseada nos dados históricos disponíveis. Como os estimadores são funções de fenômenos aleatórios, além da incerteza sobre as vazões, também há incerteza sobre os parâmetros estatísticos, o que não é capturado no modelo PAR (p) padrão. A existência de incerteza nos parâmetros significa que há um risco de que a política da operação hidrotérmica planejada não será a ótima. O objetivo desta tese é apresentar uma metodologia para incorporar a incerteza dos parâmetros do modelo PAR (p) no problema de programação estocástica hidrotérmica. São apresentados estudos de caso ilustrando o impacto da incerteza dos parâmetros nos custos operativos do sistema e como uma política operativa que incorpore esta incerteza pode reduzir este impacto. / [en] The objective of the medium and long-term hydrothermal scheduling problem is to define operational target for each power plant in order to meet the load at the lowest expected cost and respecting the operational constraints. Stochastic Dynamic Programming (SDP) and Stochastic Dual Dynamic Programming (SDDP) algorithms have been widely applied to determine the optimal operating policy for the hydrothermal dispatch. In both approaches, the stochasticity of the inflows is usually produced by periodic auto-regressive models - PAR (p), whose parameters are estimated based on available historical data. As the estimators are a function of random phenomena, besides the inflows uncertainty there is statistical parameter uncertainty, which is not captured in the standard PAR (p) model. The existence of uncertainty in the parameters means that there is a risk that the hydrothermal operating policy will not be optimal. This thesis presents a methodology to incorporate the PAR(p) parameter uncertainty into stochastic hydrothermal scheduling and to assess the resulting impact on the computation of a hydro operations policy. Case studies are presented illustrating the impact of parameter uncertainty in the system operating costs and how an operating policy that incorporates this uncertainty can reduce this impact.

[pt] Este trabalho propõe a inclusão de restrições probabilísticas como alternativa para inclusão de aversão ao risco no problema de planejamento de longo prazo da geração em sistemas hidrotérmicos, resolvido por programação dinâmica dual estocástica (PDDE). Propõe-se uma abordagem menos restritiva em comparação com métodos alternativos de aversão a risco já avaliados no sistema brasileiro, como a curva de aversão ao risco (CAR) ou a superfície de aversão a risco (SAR). Considera-se uma decomposição de Benders de dois estágios para o subproblema de cada nó da árvore de cenários da PDDE, onde o subproblema de segundo estágio é denominado CCP-SAR. O objetivo é obter uma política operativa que considere explicitamente o risco de não atendimento à demanda vários meses à frente, no subproblema CCP-SAR, com uma modelagem contínua das variáveis aleatórias associadas à energia natural afluente aos reservatórios, segundo uma distribuição normal multivariada. A região viável para a restrição probabilística é aproximada por planos cortantes, construídos a partir da técnica de bisseção e calculando-se os gradientes dessas restrições, usando o código de Genz. Na primeira parte deste trabalho resolve-se de forma iterativa o subproblema CCP-SAR, para um determinado vetor de armazenamentos iniciais para o sistema. Na segunda parte do trabalho constrói-se uma superfície de aversão a risco probabilística, varrendo-se um espectro de valores para o armazenamento inicial. / [en] This paper proposes the inclusion of chance constrained programming as an alternative to include risk aversion in the long-term power generation planning problem of hydrothermal systems, solved by stochastic dual dynamic programming (SDDP). It is proposed a less restrictive approach as compared to traditional methods of risk aversion that have been used in the Brazilian system, such as risk aversion curve (CAR) or risk aversion surface (SAR). A two-stage Benders decomposition subproblem is considered for each SDDP scenario, where the second stage subproblem is labeled CCP-SAR. The objective is to yield an operational policy that explicitly considers the risk of load curtailment several months ahead, while considering in the CCP-SAR subproblem a continuous multivariate normal distribution for the random variables related to energy inflows to the reservoirs. The feasible region for this chance constrained subproblem is outer approximated by linear cuts, using the bisection method which gradients were calculated using Genz s code. The first part of this dissertation solves the multi-stage deterministic CCP-SAR problem by an iterative procedure, for a given initial vector storage for the system. The second part presents the probabilistic risk aversion surface, for a range of values of initial storage.

Mid-ocean ridge hydrothermal systems are known to extend to deep levels of the oceanic crust, including the plutonic section, but little is known about the timing and nature of fluid-rock interactions at these levels. To investigate the temporal and spatial characteristics of hydrothermal alteration in the lower crust, this study investigates a suite of hydrothermally altered (<5 to >20% hydrous alteration) gabbroic rocks recovered from the Hess Deep Rift, where 1.2 Ma fast-spreading East Pacific Rise crust is well-exposed. These samples were altered to amphibole-dominated assemblages with chlorite-rich samples occurring in a restricted region of the field area. Hornfels, indicative of reheated, previously altered rocks, are clustered in the central part of the field area. The entire sample suite has elevated 87Sr/86Sr (mean: 0.70257±0.00007 (2σ), n=16) with respect to fresh rock (0.7024). Bulk rock 87Sr/86Sr is strongly correlated with percentage of hydrous alteration and weakly correlated with bulk rock Sr content. The distribution of Sr in igneous and metamorphic minerals suggests that greenshist-facies alteration assemblages (chlorite, actinolitic amphibole, albitic plagioclase) lose Sr to the fluid while amphibolite-facies secondary assemblages (secondary hornblende, anorthitic plagioclase) take up Sr. The temperature-dependent mobilization of Sr in hydrothermal systems has implications for the 87Sr/86Sr and ultimately fluid/rock ratio calculations based on the assessed 87Sr/86Sr systematics. Considering Sr behaviour, minimum fluid/rock ratios of ~1 were calculated for the plutonic section. Due to the large uncertainty regarding fluid Sr composition at depth and the sensitivity of fluid/rock ratio calculations on this parameter, a model combining the sheeted dike complex and the plutonic section to one hydrothermal system is introduced, yielding a fluid/rock ratio of 0.5. This value may be more realistic since the fluid composition entering and exiting the sheeted dike complex is better constrained. The regional distribution of hornfelsed material with elevated 87Sr/86Sr suggests that fluid ingress into the upper plutonics at Hess Deep occurred on-axis in a dynamic interface of a vertically migrating axial magma chamber (AMC) and the base of the hydrothermal system. / Graduate

Les cheminées et sédiments hydrothermaux actifs du Bassin de Guaymas (Mexique) hébergent diverses communautés microbiennes présentant différents métabolismes, y compris ceux impliqués dans les cycles biogéochimiques du soufre et du fer. Il est établi, que, dans ces écosystèmes dynamiques, les micro-organismes qui dépendent pour leur croissance des substrats présents dans leur environnement pourraient à leur tour, affecter localement la composition du fluide hydrothermal et la minéralogie des cheminées, la composition des sédiments, en favorisant la dissolution et/ou la précipitation de certaines phases minérales. Pour étudier ces interactions procaryotes-biotopes, et établir des liens entre la structure, l’activité et les signatures isotopiques des communautés microbiennes et les caractéristiques physico-chimiques des systèmes hydrothermaux du Bassin de Guaymas, une approche pluridisciplinaire mettant en oeuvre des techniques de microbiologie, de géochimie et d’isotopie, lors des cultures d’enrichissements en bioréacteur et des études de colonisation de substrats basaltiques a été réalisée. Ces travaux ont permis : 1) de caractériser la diversité des micro-organismes de différents compartiments de l’écosystème hydrothermal (cheminée et sédiments) du Bassin de Guaymas par des approches culturales et moléculaires ; 2) de décrypter le fonctionnement des cycles biogéochimiques du soufre et du fer en mettant en évidence la présence simultanée, à haute température et en anaérobiose, de micro-organismes sulfo-réducteurs, sulfato-réducteurs, sulfo-oxydants mais également ferri-réducteurs et ferro-oxydants ; et 3) de mieux comprendre les interactions procaryotes-minéraux-fluide en soulignant le rôle des microorganismes dans la modification des conditions environnementales, la formation de minéraux ainsi que leur rôle direct ou indirect dans les fractionnements des isotopes du Fer et Soufre. Ces études ont donc permis de montrer l’importance des interactions croisées entre les différents composantes : communautés microbiennes, le fluide (fluide hydrothermal, eaux interstitielles des sédiments, eau de mer) et les structures minérales des écosystèmes hydrothermaux. / Active hydrothermal chimney and sediments of the Guaymas Basin (Mexico) host various microbial communities with different metabolisms, including those involved in biogeochemical cycles of sulfur and iron. It is established that, in these dynamic ecosystems, microbial activity depends on the availability of substrates in their environment and that prokaryotes could, in return locally affect the composition of the hydrothermal fluid and mineralogical composition of the chimney or sediment, by mediating the dissolution and / or precipitation of some mineral phases. In order to study these prokaryotes-biotope interactions, and establish links between the structure, the activity and the isotopic signatures of microbial communities with the physico-chemical characteristics of hydrothermal systems of Guaymas Basin, a multidisciplinary approach based on the implementation of microbiology, geochemistry and isotope technics was performed using enrichment cultures in bioreactors and the study of the colonization of basaltic substrates. This work led to: 1) characterize the diversity of microorganisms in different hydrothermal compartments (chimney and sediments) of the Guaymas Basin using both cultural and molecular approaches; 2) to decrypt the functioning of sulfur and iron biogeochemical cycles, by highlighting the occurrence, at high temperature and anaerobic condition, of sulfur-reducing, sulfate-reducing, sulfur-oxidizing and also iron-reducing and iron-oxidizing prokaryotes ; and 3) to better understand the prokaryote-mineral-fluid interactions by pointing out the role of microorganisms in environmental condition changes, mineral precipitation and their direct or indirect role in iron and sulfur isotope fractionation. Thus these studies have demonstrated the importance of the cross-interactions between the different hydrothermal components: microbial communities, fluids (hydrothermal fluid, sediment pore water, sea water) and mineral structures.