An experiment on the parameter uncertainty of hydrological models with different levels of complexity in a climate change context

La possibilité d’estimer l’impact du changement climatique en cours sur le comportement hydrologique des hydro-systèmes est une nécessité pour anticiper les adaptations inévitables et nécessaires que doivent envisager nos sociétés. Dans ce contexte, ce projet doctoral présente une étude sur l'évaluation de la sensibilité des projections hydrologiques futures à : (i) La non-robustesse de l’identification des paramètres des modèles hydrologiques, (ii) l’utilisation de plusieurs jeux de paramètres équifinaux et (iii) l’utilisation de différentes structures de modèles hydrologiques. Pour quantifier l’impact de la première source d’incertitude sur les sorties des modèles, quatre sous-périodes climatiquement contrastées sont tout d’abord identifiées au sein des chroniques observées. Les modèles sont calés sur chacune de ces quatre périodes et les sorties engendrées sont analysées en calage et en validation en suivant les quatre configurations du Different Splitsample Tests (Klemeš, 1986; Wilby, 2005; Seiller et al. (2012); Refsgaard et al. (2014)). Afin d’étudier la seconde source d’incertitude liée à la structure du modèle, l’équifinalité des jeux de paramètres est ensuite prise en compte en considérant pour chaque type de calage les sorties associées à des jeux de paramètres équifinaux. Enfin, pour évaluer la troisième source d'incertitude, cinq modèles hydrologiques de différents niveaux de complexité sont appliqués (GR4J, MORDOR, HSAMI, SWAT et HYDROTEL) sur le bassin versant québécois de la rivière Au Saumon. Les trois sources d'incertitude sont évaluées à la fois dans conditions climatiques observées passées et dans les conditions climatiques futures. Les résultats montrent que, en tenant compte de la méthode d'évaluation suivie dans ce doctorat, l'utilisation de différents niveaux de complexité des modèles hydrologiques est la principale source de variabilité dans les projections de débits dans des conditions climatiques futures. Ceci est suivi par le manque de robustesse de l'identification des paramètres. Les projections hydrologiques générées par un ensemble de jeux de paramètres équifinaux sont proches de celles associées au jeu de paramètres optimal. Par conséquent, plus d'efforts devraient être investis dans l'amélioration de la robustesse des modèles pour les études d'impact sur le changement climatique, notamment en développant les structures des modèles plus appropriés et en proposant des procédures de calage qui augmentent leur robustesse. Ces travaux permettent d’apporter une réponse détaillée sur notre capacité à réaliser un diagnostic des impacts des changements climatiques sur les ressources hydriques du bassin Au Saumon et de proposer une démarche méthodologique originale d’analyse pouvant être directement appliquée ou adaptée à d’autres contextes hydro-climatiques.The possibility to estimate the impact of climate change on the hydrological behavior of hydrosystems, the hydrological risks, and the associated resources is a necessity in order to anticipate the inevitable and necessary adaptations that must consider our societies. In this context, the doctoral project presents a study on the evaluation of the uncertainty of hydrological projections for the future climate when considering: (i) The non-robustness of hydrological model parameter identification, (ii) the use of several ensembles of equifinal parameter sets over a given calibration period and (iii) the use of different model structures for the hydrological model. To quantify the impact of the first source of uncertainty on the model outputs, four climatically contrasted sub-periods are first identified within the observed time series. The models are calibrated on each of these four periods, then generated outputs are analyzed on calibration and validation data. The calibration and validation tests were performed according to the configurations of four Different Split-sample Tests (Klemeš, 1986; Wilby, 2005; Seiller et al., 2012; Refsgaard et al., 2014). In order to study the second source of uncertainty related to the model structure, the equifinality of the parameter sets is taken into account by considering an ensemble of equifinal parameter sets for each sub-period calibration. Finally, to assess the third source of uncertainty, five hydrological models of different levels of complexity are applied (GR4J, MORDOR, HSAMI, SWAT, and HYDROTEL) on the watershed of the Au Saumon River (Québec, Canada).The three sources of uncertainty are assessed in the past observed period and in future climate conditions. Results show that, given the evaluation approach followed in this Ph.D. research, the use of different levels of complexity of hydrological models is the major source of variability in streamflow projections in future climate conditions for the five models tested. This is followed by the lack of robustness of parameter identification. The hydrological projections generated by an ensemble of equifinal parameter sets are close to those associated with the optimal set. Therefore, it seems that greater effort should be invested in improving the robustness of models for climate change impact studies, especially by developing more suitable model structures and proposing calibration procedures that increase their robustness. This work serves to provide a detailed response on our ability to make a diagnosis of the impacts of climate change on water resources of the Au Saumon watershed and proposes a novel methodological approach that can be directly applied or adapted to other hydro-climatic contexts

Calculation of Monte-Carlo Sensitivities for a portfolio of time coupled options and application to conventional power plants

Current European energy markets are significantly influenced by a strongly growing share of highly volatile renewable electricity generation, not only changing the absolute level and structure of electricity prices but also leading to an increased demand for conventional generation flexibility to compensate supply and demand variations. Standardised reserve energy products provide an established way to trade such flexibility, however imposing additional operational constraints on the involved generation portfolios. This enforces the ability of utilities to derive values and sensitivities of their asset portfolios subject to external reserve requirements in order to manage market price risks and perform state of the art portfolio optimisation. In this thesis we adopt the Proxy Simulation Scheme (PSS) method of Fries and Kampen (2007) – originally developed with a focus on fixed income markets – for the rolling intrinsic valuation of stylised power plants subject to complex technical constraints. Thereby we succeed to overcome well known numerical performance issues of standard Monte-Carlo approaches and are able to derive robust Monte-Carlo portfolio sensitivities with respect to the underlying price of electricity of both first and second order (∆ and Γ). We employ electricity prices that are affected by a strong photovoltaic production to take into account the current reality of energy markets in Europe. To our knowledge this application of the PSS methodology to energy related real option valuation has not been presented in academic literature before. Based on this approach we are able to analyse the impact of technical constraints including minimum up- and down-time and externally imposed reserve requirements on the risk profile of stand-alone power plant options in detail. We confirm the quality of our results via backtesting with a Delta-Gamma hedging framework and a Taylor series approach to replicate single step probability densities of option values via numerically derived sensitivities. Furthermore we evaluate and discuss a variety of power plant option portfolios including technically more flexible and inflexible portfolios as well as larger and smaller portfolios. Thereby we are able to analyse the impact of reserve requirements on different portfolios allowing us to provide a complete value and risk assessment of varying levels of reserve requirements in each portfolio context. Finally we compare portfolio results of simplified and numerically more cost efficient option dispatching rules with the full rolling intrinsic approach as applied otherwise throughout this thesis

Can we break the addiction to fossil energy? : Proceedings of the 7th Biennial International Workshop Advances in Energy Studies

Sponsored by Obra Social "la Caixa", Norwegian Ministry of Petroleum and Energy, Universitat Autònoma de Barcelona and LIPHE4 Scientific Association, Generalitat de Catalunya.From 1998 onwards, every other two years, the Biennial International Workshop "Advances in Energy Studies" (BIWAES) gathers experts in what can be called energy analysis to present and discuss advances, innovations and visions in energy and energy-related environmental and socioeconomic issues and models. Renowned energy experts and ecologists, such as H.T. Odum, James Kay, Charles Hall, Tim Allen, Vaclav Smil, Robert Herendeen, Jan Szargut, Joseph Tainter and Robert Ulanowicz among others, have discussed at the BIWAES the importance of energy in our society and ecosystems and the ways to better analyze and model their complex relationships. Previous editions of BIWAES have focused on energy flows in ecology and economy; analysis of the supply side; the ecological consequences of energy sources exploitation; and the role of renewable energy sources and new energy carriers. The present Book of Proceedings refers to the seventh Edition, which took place in the month of October 2010 in Barcelona and addressed society's addiction to fossil energy

World Multidisciplinary Civil Engineering- Architecture- Urban Planning symposium

We would like to express our sincere gratitude to all 900+ submissions by 600+ participants of WMCAUS 2018 from 60+ different countries all over the world for their interests and contributions in WMCAUS 2018. We wish you enjoy the World Multidisciplinary Civil Engineering-Architecture-Urban Planning Symposium – WMCAUS 2018 and have a pleasant stay in the city of romance Prague. We hope to see you again during next event WMCAUS 2019 which will be held in Prague (Czech Republic) approximately in the similar period