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Studies have shown that including perennial forages in cropping rotations can increase soil carbon (C) and lower nitrous oxide (N2O) emissions when compared to continuous annual cropping. Research is needed to evaluate the inclusion of a perennial forage in an annual crop rotation on net carbon dioxide (CO2) and N2O fluxes, natural and agronomic drivers of seasonal greenhouse gases (GHGs), and the possibility of using forages as a C sequestration-CO2 mitigation tool. A long-term field experiment site to determine GHG budgets for Red River Valley cropping systems in Manitoba, Canada was used. The site consisted of four plots with the same annual rotation management history. A perennial legume, alfalfa, was grown in 2008 and 2009 on two plots and spring wheat and industrial oilseed-rapeseed grown on the other two plots in 2008 and 2009, respectively. Nitrous oxide and CO2 fluxes were measured continuously using the flux gradient micrometeorological method. For the net study period, the perennial phase sequestered twice the atmospheric CO2 (2070 kg C ha-1) compared to the annual crops. The annual rotation emitted 3.5 times more N2O than the perennial legume phase. When accounting for harvest C removals and considering GHGs in CO2-equivalent (eq.), the perennial legume phase was a net sink of 5440 kg CO2-eq. ha-1 and the annual rotation was a net source of 4500 kg CO2-eq. ha-1 for the two year study period. Information gathered will help bridge missing data gaps in national emission trends and enhance development of Canadian GHG mitigation models.

Studies have shown that including perennial forages in cropping rotations can increase soil carbon (C) and lower nitrous oxide (N2O) emissions when compared to continuous annual cropping. Research is needed to evaluate the inclusion of a perennial forage in an annual crop rotation on net carbon dioxide (CO2) and N2O fluxes, natural and agronomic drivers of seasonal greenhouse gases (GHGs), and the possibility of using forages as a C sequestration-CO2 mitigation tool. A long-term field experiment site to determine GHG budgets for Red River Valley cropping systems in Manitoba, Canada was used. The site consisted of four plots with the same annual rotation management history. A perennial legume, alfalfa, was grown in 2008 and 2009 on two plots and spring wheat and industrial oilseed-rapeseed grown on the other two plots in 2008 and 2009, respectively. Nitrous oxide and CO2 fluxes were measured continuously using the flux gradient micrometeorological method. For the net study period, the perennial phase sequestered twice the atmospheric CO2 (2070 kg C ha-1) compared to the annual crops. The annual rotation emitted 3.5 times more N2O than the perennial legume phase. When accounting for harvest C removals and considering GHGs in CO2-equivalent (eq.), the perennial legume phase was a net sink of 5440 kg CO2-eq. ha-1 and the annual rotation was a net source of 4500 kg CO2-eq. ha-1 for the two year study period. Information gathered will help bridge missing data gaps in national emission trends and enhance development of Canadian GHG mitigation models.

The inverse problem in finance consists of determining the unknown parameters of the pricing equation from the values quoted from the market. We formulate the inverse problem as a minimization problem for an appropriate cost function to minimize the difference between the solution of the model and the market observations. Efficient gradient based optimization requires accurate gradient estimation of the cost function. In this thesis we highlight the adjoint method for computing gradients of the cost function in the context of gradient based optimization and show its importance. We derive the continuous adjoint equations with appropriate boundary conditions for three main option pricing models: the Black-Scholes model, the Heston's model and the jump diffusion model, for European type options. These adjoint equations can be used to compute the gradient of the cost function accurately for parameter estimation problems. The adjoint method allows efficient evaluation of the gradient of a cost function F(σ) with respect to parameters σ where F depends on σ indirectly, via an intermediate variable. Compared to the finite difference method and the sensitivity equation method, the adjoint equation method is very efficient in computing the gradient of the cost function. The sensitivity equations method requires solving a PDE corresponding to each parameter in the model to estimate the gradient of the cost function. The adjoint method requires solving a single adjoint equation once. Hence, for a large number of parameters in the model, the adjoint equation method is very efficient. Due to its nature, the adjoint equation has to be solved backward in time. The adjoint equation derived from the jump diffusion model is harder to solve due to its non local integral term. But algorithms that can be used to solve the Partial Integro-Differential Equation (PIDE) derived from jump diffusion model can be modified to solve the adjoint equation derived from the PIDE. / Ph. D.

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This paper was presented in WCSMO-9, Shizuoka.

This paper was presented at CJK-OSM 7, 18–21 June 2012, Huangshan, China.

Orientador: Maria Cristina Dias Tavares / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-25T10:45:44Z (GMT). No. of bitstreams: 1 Maciel_RenandePaula_M.pdf: 20862313 bytes, checksum: 8d33d7f791ddf8189e35795948116d81 (MD5) Previous issue date: 2013 / Resumo: Neste trabalho é proposto um método de otimização para maximizar a potência característica de linhas de transmissão constituída por condutores em feixe. O método iterativo, baseado na minimização pelo gradiente, altera, a cada passo, a posição dos condutores dada na silhueta da torre construindo uma nova configuração dos feixes. Tal configuração corresponde a uma pequena modificação dos feixes deslocando os condutores na direção que leva à máxima redução da função objetivo. São avaliadas a redução da impedância característica e a otimização do campo elétrico superficial. A primeira busca o aumento da potência característica atuando diretamente no caminho de máxima redução da impedância característica. A segunda atua na uniformização do campo elétrico superficial dos condutores, cujo valor limite representa a principal restrição eletromagnética frente à elevação da potência característica na concepção de linhas de transmissão. A última se mostrou predominante, resultando em linhas otimizadas com maior potência característica, porém, levando a feixes com dimensões mais elevadas / Abstract: This work presents an optimization method aiming to maximize the surge impedance loading of bundled transmission lines. The iterative method, based on gradient optimization, changes, on each step, the conductors position generating a new bundle configuration. Such configuration matches a small change on bundles geometry by shifting conductors on the direction that leads to the maximum reduction of the objective function. Both the reduction of natural impedance and the optimization of conductor¿s superficial electric field are evaluated. The former seeks the increase of surge impedance loading actuating directly on the maximal surge impedance reduction path. The second acts on the uniformization of conductor¿s superficial electric field, whose upper bound is the main electromagnetic restriction on the surge impedance loading increase when conceiving transmission lines. The last one was most effective, resulting in greatest natural power transmission lines, yet, leading to most expanded bundles / Mestrado / Energia Eletrica / Mestre em Engenharia Elétrica