Search for Physics Beyond the Standard Model in Top Quark Production with Additional Leptons in the Context of Effective Field Theory

The dissertation presents a search for new physics impacting top quark productions within the framework of effective field theory (EFT). Potential new physics effects are parameterized in terms of 26 dimension-six EFT operators into the event yields of six distinct top production processes in the detector level. The analysis targets multilepton final states consisting of two leptons of the same charge, three leptons and four leptons. The events are further categorized and binned in terms of kinematic distributions in order to gain sensitivity to the new physics effects. A likelihood function is formulated based on the predicted distribution in each category, which is parameterized by 26 EFT parameters. The likelihood function is then fitted to the data obtained from 138 fb-1 of proton-proton collisions at a center of mass energy of 13 TeV collected by the CMS experiment from 2016 to 2018. Results are presented as the confidence intervals on the EFT parameters extracted from the likelihood fit. No significant deviation from the standard model (SM) prediction is observed. Advisor: Kenneth Bloo

Cournot oligopoly game-based local energy trading considering renewable energy uncertainty costs

Facilitated by advanced information and communication technologies (ICTs), local energy trading develops rapidly, playing an important role in the energy supply chain. Thus, it is essential to develop local trading models and strategies that can benefit participants, not only stimulating local balancing but also promoting renewable penetration. This paper proposes a new local energy trading decision-making model for suppliers by using the Cournot Oligopoly game, considering the uncertainty costs of renewable energy. Four types of representative energy providers are modelled, traditional thermal generation, wind power, photovoltaic (PV) power, and electricity storage. The revenue of these technologies is extensively formulated according to their operation cost, investment cost, and income from selling energy. The uncertainty cost of renewable generation is integrated into the trading, modelled as a penalty for potential energy shortage that is derived from output probability distribution function (PDF). This trading model is formulated as a non-cooperative Cournot oligopoly game to enable energy suppliers to maximize their profits through local trading considering price. The response of the customer to energy price variations, i.e. demand elasticity, is also included in the model. A unique Nash equilibrium (NE) and optimum strategies are derived by the proposed Optimal-Generation-Plan (OGP) Algorithm. As demonstrated in a typical local market, the proposed approach can effectively model and resolve multiple suppliers’ competition in local energy trading. It can work as a vehicle to facilitate the trading between various generation technologies and customers, realising local balancing and benefiting all market participants with enhanced revenue and reduced energy bills.</p

LMP-based Pricing for Energy Storage in Local Market to Facilitate PV Penetration

Increasing Photovoltaic (PV) penetration and low-carbon demand can potentially lead to two different flow peaks, generation, and load, within distribution networks. This will not only constrain PV penetration but also pose serious threats to network reliability. This paper uses energy storage (ES) to reduce system congestion cost caused by the two peaks by sending cost-reflective economic signals to affect ES operation in responding to network conditions. First, a new charging and discharging (C/D) strategy based on binary search method is designed for ES, which responds to system congestion cost over time. Then, a novel pricing method, based on locational marginal pricing (LMP), is designed for ES. The pricing model is derived by evaluating ES impact on the network power flows and congestions from the loss and congestion components in LMP. The impact is then converted into an hourly economic signal to reflect ES operation. The proposed ES C/D strategy and pricing methods are validated on a real local grid supply point area. Results show that the proposed LMP-based pricing is efficient to capture the feature of ES and provide signals for affecting its operation. This work can further increase network flexibility and the capability of networks to accommodate increasing PV penetration.</p

Network pricing for customer-operated energy storage in distribution networks

Network pricing is essential for electricity system operators to recover investment and operation costs from network users. Current pricing schemes are only for generation and demand that purely withdraws or injects power from/into the system. However, they cannot properly price energy storage (ES), which has the dual characteristics of injecting and withdrawing power. This paper develops a novel pricing scheme for ESs in distribution systems operated by customers to reflect their impact on network planning and operation. A novel charging and discharging methodology is designed for ESs to respond to time of use tariffs for maximising electricity cost savings. The long-term incremental cost for ES is designed based on future reinforcement horizon and short-term operation cost is quantified by system congestion. Then, a novel pricing scheme for ES is designed by integrating the two costs. The pricing signals can guide ES operation to benefit both distribution network operators and ES owners. The new methodology is demonstrated on a small system with an ES of different features and then on a practical Grid Supply Point (GSP) area.</p

Reliability-based Probabilistic Network Pricing with Demand Uncertainty

The future energy system embraces growing flexible demand and generation, which bring large-scale uncertainties and challenges to current deterministic network pricing methods. This paper proposes a novel reliability-based probabilistic network pricing method considering demand uncertainty. Network reliability performance, including probabilistic contingency power flow (PCPF) and tolerance loss of load (TLoL), are used to assess the impact of demand uncertainty on actual network investment cost, where PCPF is formulated by the combined cumulant and series expansion. The tail value at risk (TVaR) is used to generate analytical solutions to determine network reinforcement horizons. Then, final network charges are calculated based on the core of the Long-run incremental cost (LRIC) algorithm. A 15-bus system is employed to demonstrate the proposed method. Results indicate that the pricing signal is sensitive to both demand uncertainty and network reliability, incentivising demand to reduce uncertainties. This is the first-ever network pricing method that determines network investment costs considering both supply reliability and demand uncertainties. It can guide better sitting and sizing of future flexible demand in distribution systems to minimise investment costs and reduce network charges, thus enabling a more efficient system planning and cheaper integration.</p

Construction, analysis, ligation, and self-assembly of DNA triple crossover complexes

This paper extends the study and prototyping of unusual DNA motifs, unknown in nature, but founded on principles derived from biological structures. Artificially designed DNA complexes show promise as building blocks for the construction of useful nanoscale structures, devices, and computers. The DNA triple crossover (TX) complex described here extends the set of experimentally characterized building blocks. It consists of four oligonucleotides hybridized to form three double-stranded DNA helices lying in a plane and linked by strand exchange at four immobile crossover points. The topology selected for this TX molecule allows for the presence of reporter strands along the molecular diagonal that can be used to relate the inputs and outputs of DNA-based computation. Nucleotide sequence design for the synthetic strands was assisted by the application of algorithms that minimize possible alternative base-pairing structures. Synthetic oligonucleotides were purified, stoichiometric mixtures were annealed by slow cooling, and the resulting DNA structures were analyzed by nondenaturing gel electrophoresis and heat-induced unfolding. Ferguson analysis and hydroxyl radical autofootprinting provide strong evidence for the assembly of the strands to the target TX structure. Ligation of reporter strands has been demonstrated with this motif, as well as the self-assembly of hydrogen-bonded two-dimensional crystals in two different arrangements. Future applications of TX units include the construction of larger structures from multiple TX units, and DNA-based computation. In addition to the presence of reporter strands, potential advantages of TX units over other DNA structures include space for gaps in molecular arrays, larger spatial displacements in nanodevices, and the incorporation of well-structured out-of-plane components in two-dimensional arrays

Waiting Cost based Long-Run Network Investment Decision-making under Uncertainty

Traditional system investment decision is costly and hard to reverse. This is aggravated by uncertainties from flexible load and renewables (FLR), which impact the accuracy of network investment decisions and trigger a high asset risk. System operators have the incentive to postpone reinforcement, and &amp;#x2018;wait and see&amp;#x2019; whether the request of investment can be reduced or delayed with new information. This paper proposes a novel method to evaluate network investment horizon deferral based on the trade-off between waiting profit and waiting cost under FLR uncertainties. Although deferring investment leads to waiting cost, it is worthy to wait if the cost is smaller than the waiting profits. To capture the impact of FLR uncertainties on system investment, nodal uncertainties are converted into branch flow uncertainties. The waiting cost is quantified by the options&amp;#x0027; cost based on real options method and waiting profit is from asset present value reduction due to the deferral. Thus, by paying waiting cost, current investment cost can be reserved until uncertainties are reduced to an acceptable level. The waiting time is evaluated by Sharp ratio and expected return, determined by the waiting cost and uncertainty level. The results show that paying waiting cost is an economical way to reduce the impact of uncertainty.</p

Waiting Cost based Long-Run Network Investment Decision-making under Uncertainty

Traditional system investment decision is costly and hard to reverse. This is aggravated by uncertainties from flexible load and renewables (FLR), which impact the accuracy of network investment decisions and trigger a high asset risk. System operators have the incentive to postpone reinforcement, and &amp;#x2018;wait and see&amp;#x2019; whether the request of investment can be reduced or delayed with new information. This paper proposes a novel method to evaluate network investment horizon deferral based on the trade-off between waiting profit and waiting cost under FLR uncertainties. Although deferring investment leads to waiting cost, it is worthy to wait if the cost is smaller than the waiting profits. To capture the impact of FLR uncertainties on system investment, nodal uncertainties are converted into branch flow uncertainties. The waiting cost is quantified by the options&amp;#x0027; cost based on real options method and waiting profit is from asset present value reduction due to the deferral. Thus, by paying waiting cost, current investment cost can be reserved until uncertainties are reduced to an acceptable level. The waiting time is evaluated by Sharp ratio and expected return, determined by the waiting cost and uncertainty level. The results show that paying waiting cost is an economical way to reduce the impact of uncertainty.</p

Dynamic pricing for responsive demand to increase distribution network efficiency

This paper designs a novel dynamic tariff scheme for demand response (DR) by considering networks costs through balancing the trade-off between network investment costs and congestion costs. The objective is to actively engage customers in network planning and operation for reducing network costs and finally their electricity bills. System congestion costs are quantified according to generation and load curtailment by assessing their contribution to network congestion. Plus, network investment cost is quantified through examining the needed investment for resolving system congestion. Customers located at various might face the same energy signals but they are differentiated by network cost signals. Once customers conduct DR during system congested periods, the smaller savings from investment and congestion cost are considered as the economic singles for rewarding the response. The innovation is that the method translates network congestion/investment costs into tariffs, where current research is mainly focused on linking customer response to energy prices. A typical UK distribution network is utilised to illustrate the new approach and results show that derived economic signals can effectively benefit end customers for reducing system congestion costs and deferring required network investment.</p

Network Pricing with Investment Waiting Cost based on Real Options under Uncertainties

Existing capacity-based network pricing uses discounted cash flows to calculate costs, unable to reflect the uncertainties and flexibilities in distribution networks. Such shortcoming could distort the cost-reflectivity of pricing signals, particularly those for renewables and flexible technologies, causing more constraints and curtailment issues in networks. This paper proposes a new pricing method, Incremental Cost Network Pricing based on Real Options (ICOC), which can reflect network user uncertainties on network investment by using real options. Under this concept, network operators can delay investment for a certain period by paying waiting cost based on options value until more information is available, thus avoiding non-reversible investment due to uncertainties. The options cost will be levied on network users as i) rewards if they can provide flexibilities to the system; or ii) waiting costs if they present uncertainties to the system. The reward or cost is determined by a binomial tree pricing under a risk-neutral condition, which is added onto asset present value as the total cost to be recovered. Such cost is allocated to network users based on their nodal incremental costs. The proposed method is demonstrated on a practical network with different users, i) uncertain, ii) flexible; iii) certain and nonflexible.</p