Relative cluster entropy for power-law correlated sequences

We propose an information-theoretical measure, the \textit{relative cluster entropy} $\mathcal{D_{C}}[P \| Q]$, to discriminate among cluster partitions characterised by probability distribution functions $P$ and $Q$. The measure is illustrated with the clusters generated by pairs of fractional Brownian motions with Hurst exponents $H_1$ and $H_2$ respectively. For subdiffusive, normal and superdiffusive sequences, the relative entropy sensibly depends on the difference between $H_1$ and $H_2$. By using the \textit{minimum relative entropy} principle, cluster sequences characterized by different correlation degrees are distinguished and the optimal Hurst exponent is selected. As a case study, real-world cluster partitions of market price series are compared to those obtained from fully uncorrelated sequences (simple Browniam motions) assumed as a model. The \textit{minimum relative cluster entropy} yields optimal Hurst exponents $H_1=0.55$, $H_1=0.57$, and $H_1=0.63$ respectively for the prices of DJIA, S\&P500, NASDAQ: a clear indication of non-markovianity. Finally, we derive the analytical expression of the relative cluster entropy and the outcomes are discussed for arbitrary pairs of power-laws probability distribution functions of continuous random variables

Analysis of Wind Turbine Wake Dynamics by a Gaussian-Core Vortex Lattice Technique

The development and deployment of the next generation of wind energy systems calls for simulation tools that model the entire wind farm while balancing accuracy and computational cost. A full-system wind farm simulation must consider the atmospheric inflow, the wakes and consequent response of the multiple turbines, and the implementation of the appropriate farm-collective control strategies that optimize the entire wind farm’s output. In this article, we present a novel vortex lattice model that enables the effective representation of the complex vortex wake dynamics of the turbines in a farm subject to transient inflow conditions. This work extends the capabilities of our multi-physics suite, CODEF, to include the capability to simulate the wakes and the high-fidelity aeroelastic response of multiple turbines in a wind farm. Herein, we compare the results of our GVLM technique with the LiDAR measurements obtained at Sandia National Laboratories’ SWiFT facility. The comparison shows remarkable similarities between the simulation and field measurements of the wake velocity. These similarities demonstrate our model’s capabilities in capturing the entire wake of a wind turbine at a significantly reduced computational cost as compared to other techniques

A novel correlation model for horizontal axis wind turbines operating at high-interference flow regimes

Driven by economics-of-scale factors, wind-turbine rotor sizes have increased formidably in recent years. Larger rotors with lighter blades of increased flexibility will experiment substantially higher levels of deformation. Future turbines will also incorporate advanced control strategies to widen the range of wind velocities over which energy is captured. These factors will extend turbine operational regimes, including flow states with high interference factors. In this paper we derive a new empirical relation to both improve and extend the range of Blade Element Momentum (BEM) models, when applied to high interference-factor regimes. In most BEM models, these flow regimes are modeled using empirical relations derived from experimental data. However, an empirical relation that best represents these flow states is still missing. The new relation presented in this paper is based on data from numerical experiments performed on an actuator disk model, and implemented in the context of a novel model of the BEM family called the DRD-BEM (Dynamic Rotor Deformation—BEM), recently introduced in Ponta, et al., 2016. A detailed description of the numerical experiments is presented, followed by DRD-BEM simulation results for the case of the benchmark NREL-5MW Reference Wind Turbine with this new polynomial curve incorporated

The role of monetary incentives: Bonus and/or stimulus

In this paper, the role of the monetary incentives in the employee performance is investigated in the context of Public Administration (PA). In particular, the distribution of monetary incentives among the employees based on the position held, is compared with a merit approach which tends to recognize and reward individual contributions. Starting from a questionnaire, the informal network, which ignores the vertical relation among supervisor and employees, is created and a Centrality Index, based on the employee connections, has been defined and used to proxy the performance of employees. The main goals of the paper are to understand if the two mechanisms of monetary incentive distribution affect the employee performance, to analyze the variables that influence the employee performance, and therefore to identify the role of monetary incentives. The linear regression methodology has been chosen as a tool of analysis. Results show that the distribution of monetary incentives according to merit criteria rewards the employee performance and has positive effects on the employee performance in the short term

Simulation of the Multi-Wake Evolution of Two Sandia National Labs/National Rotor Testbed Turbines Operating in a Tandem Layout

The future of wind power systems deployment is in the form of wind farms comprised of scores of such large turbines, most likely at offshore locations. Individual turbines have grown in span from a few tens of meters to today’s large turbines with rotor diameters that dwarf even the largest commercial aircraft. These massive dynamical systems present unique challenges at scales unparalleled in prior applications of wind science research. Fundamental to this effort is the understanding of the wind turbine wake and its evolution. Furthermore, the optimization of the entire wind farm depends on the evolution of the wakes of different turbines and their interactions within the wind farm. In this article, we use the capabilities of the Common ODE Framework (CODEF) model for the analysis of the effects of wake–rotor and wake-to-wake interactions between two turbines situated in a tandem layout fully and partially aligned with the incoming wind. These experiments were conducted in the context of a research project supported by the National Rotor Testbed (NRT) program of Sandia National Labs (SNL). Results are presented for a layout which emulates the turbine interspace and relative turbine emplacement found at SNL’s Scaled Wind Technologies Facility (SWiFT), located in Lubbock, Texas. The evolution of the twin-wake interaction generates a very rich series of secondary transitions in the vortex structure of the combined wake. These ultimately affect the wake’s axial velocity patterns, altering the position, number, intensity, and shape of localized velocity-deficit zones in the wake’s cross-section. This complex distribution of axial velocity patterns has the capacity to substantially affect the power output, peak loads, fatigue damage, and aeroelastic stability of turbines located in subsequent rows downstream on the farm

heterogeneous information based artificial stock market

In this paper, an information-based artificial stock market is considered. The market is populated by heterogeneous agents that are seen as nodes of a sparsely connected graph. Agents trade a risky asset in exchange for cash. Besides the amount of cash and assets owned, each agent is characterized by a sentiment. Moreover, agents share their sentiments by means of interactions that are identified by the graph. Interactions are unidirectional and are supplied with heterogeneous weights. The agent's trading decision is based on sentiment and, consequently, the stock price process depends on the propagation of information among the interacting agents, on budget constraints and on market feedback. A central market maker (clearing house mechanism) determines the price process at the intersection of the demand and supply curves. Both closed- and open-market conditions are considered. The results point out the validity of the proposed model of information exchange among agents and are helpful for understanding the role of information in real markets. Under closed market conditions, the interaction among agents' sentiments yields a price process that reproduces the main stylized facts of real markets, e.g. the fat tails of the returns distributions and the clustering of volatility. Within open-market conditions, i.e. with an external cash inflow that results in asset price inflation, also the unitary root stylized fact is reproduced by the artificial stock market. Finally, the effects of model parameters on the properties of the artificial stock market are also addressed