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An optimal trading problem in intraday electricity markets
No full textWe consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the clients minus the production from renewable energy. For a simple linear price impact model and a quadratic criterion, we explicitly obtain approximate optimal strategies in the intraday market and thermal power generation, and exhibit some remarkable properties of the trading rate. Furthermore, we study the case when there are jumps on the demand forecast and on the intraday price, typically due to error in the prediction of wind power generation. Finally, we solve the problem when taking into account delay constraints in thermal power production
Weak CCP bisimilarity with strong procedures
No full textInternational audienceConcurrent constraint programming (CCP) is a well-established model for concurrency that singles out the fundamental aspects of asynchronous systems whose agents (or processes) evolve by posting and querying (partial) information in a global medium. Bisimilarity is a standard behavioral equivalence in concurrency theory. However, only recently a well-behaved notion of bisimilarity for CCP, and a CCP partition refinement algorithm for deciding the strong version of this equivalence have been proposed. Weak bisimilarity is a central behavioral equivalence in process calculi and it is obtained from the strong case by taking into account only the actions that are observable in the system. Typically, the standard partition refinement can also be used for deciding weak bisimilarity simply by using Milner's reduction from weak to strong bisimilarity; a technique referred to as saturation. In this paper we demonstrate that, because of its involved labeled transitions, the above-mentioned saturation technique does not work for CCP. We give an alternative reduction from weak CCP bisimilarity to the strong one that allows us to use the CCP partition refinement algorithm for deciding this equivalence
Efficient Algorithms for Program Equivalence for Confluent Concurrent Constraint Programming
No full textInternational audienceConcurrent Constraint Programming (CCP) is a well-established declarative frame-work from concurrency theory. Its foundations and principles e.g., semantics, proof systems, axiomatizations, have been thoroughly studied for over the last two decades. In contrast, the development of algorithms and automatic verifica-tion procedures for CCP have hitherto been far too little considered. To the best of our knowledge there is only one existing verification algorithm for the standard notion of CCP program (observational) equivalence. In this paper we first show that this verification algorithm has an exponential-time complexity even for pro-grams from a representative sub-language of CCP; the summation-free fragment (CCP\+). We then significantly improve on the complexity of this algorithm by providing two alternative polynomial-time decision procedures for CCP\+ pro-gram equivalence. Each of these two procedures has an advantage over the other. One has a better time complexity. The other can be easily adapted for the ful
A linearized approach for the control of aerodynamic forces in flow past a square cylinder
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Insights into molecular plasticity in protein complexes from Trm9-Trm112 tRNA modifying enzyme crystal structure
No full textInternational audienceMost of the factors involved in translation (tRNA, rRNA and proteins) are subject to post-transcriptional and post-translational modifications, which participate in the fine-tuning and tight control of ribosome and protein synthesis processes. In eukaryotes, Trm112 acts as an obligate activating platform for at least four methyltransferases (MTase) involved in the modification of 18S rRNA (Bud23), tRNA (Trm9 and Trm11) and translation termination factor eRF1 (Mtq2). Trm112 is then at a nexus between ribosome synthesis and function. Here, we present a structure-function analysis of the Trm9-Trm112 complex, which is involved in the 5-methoxycarbonylmethyluridine (mcm 5 U) modification of the tRNA anticodon wobble position and hence promotes translational fidelity. We also compare the known crystal structures of various Trm112-MTase complexes, highlighting the structural plasticity allowing Trm112 to interact through a very similar mode with its MTase partners, although those share less than 20% sequence identity
Intermittent process analysis with scattering moments
No full textInternational audienceScattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and modulus nonlinearities, which preserves the variance. First- and second-order scattering moments are shown to characterize intermittency and self-similarity properties of multiscale processes. Scattering moments of Poisson processes, fractional Brownian motions, Lévy processes and multifractal random walks are shown to have characteristic decay. The Generalized Method of Simulated Moments is applied to scattering moments to estimate data generating models. Numerical applications are shown on financial time-series and on energy dissipation of turbulent flows
Full Abstraction for Signal Flow Graphs
No full textInternational audienceNetwork theory uses the string diagrammatic language of monoidalcategories to study graphical structures formally, eschewing specialisedtranslations into intermediate formalisms. Recently, therehas been a concerted research focus on developing a network theoreticapproach to signal flow graphs, which are classical structuresin control theory, signal processing and a cornerstone in the studyof feedback. In this approach, signal flow graphs are given a relationaldenotational semantics in terms of formal power series.Thus far, the operational behaviour of such signal flow graphshas only been discussed at an intuitive level. In this paper we equipthem with a structural operational semantics. As is typically thecase, the purely operational picture is too concrete – two graphsthat are denotationally equal may exhibit different operational behaviour.We classify the ways in which this can occur and showthat any graph can be realised – rewritten, using the graphical theory,into an executable form where the operational behavior and thedenotation coincides
Concurrency cannot be observed, asynchronously
No full textInternational audienceThe paper is devoted to an analysis of the concurrent features of asynchronous systems. A preliminary step is represented by the introduction of a non-interleaving extension of barbed equivalence. This notion is then exploited in order to prove that concurrency cannot be observed through asynchronous interactions, i.e., that the interleaving and concurrent versions of a suitable asynchronous weak equivalence actually coincide. The theory is validated on some case studies, related to nominal calculi (π-calculus) and visual specification formalisms (Petri nets). Additionally, we prove that a class of systems which is deemed (output-buffered) asynchronous, according to a characterization that was previously proposed in the literature, falls into our theory
The IVS data input to ITRF2014
No full text2015ivs..data....1N - GFZ Data Services, Helmoltz Centre, Potsdam, GermanyVery Long Baseline Interferometry (VLBI) is a primary space-geodetic technique for determining precise coordinates on the Earth, for monitoring the variable Earth rotation and orientation with highest precision, and for deriving many other parameters of the Earth system. The International VLBI Service for Geodesy and Astrometry (IVS, http://ivscc.gsfc.nasa.gov/) is a service of the International Association of Geodesy (IAG) and the International Astronomical Union (IAU). The datasets published here are the results of individual Very Long Baseline Interferometry (VLBI) sessions in the form of normal equations in SINEX 2.0 format (http://www.iers.org/IERS/EN/Organization/AnalysisCoordinator/SinexFormat/sinex.html, the SINEX 2.0 description is attached as pdf) provided by IVS as the input for the next release of the International Terrestrial Reference System (ITRF): ITRF2014. This is a new version of the ITRF2008 release (Bockmann et al., 2009). For each session/ file, the normal equation systems contain elements for the coordinate components of all stations having participated in the respective session as well as for the Earth orientation parameters (x-pole, y-pole, UT1 and its time derivatives plus offset to the IAU2006 precession-nutation components dX, dY (https://www.iau.org/static/resolutions/IAU2006_Resol1.pdf). The terrestrial part is free of datum. The data sets are the result of a weighted combination of the input of several IVS Analysis Centers. The IVS contribution for ITRF2014 is described in Bachmann et al (2015), Schuh and Behrend (2012) provide a general overview on the VLBI method, details on the internal data handling can be found at Behrend (2013)
Physics case for a polarised target for AFTER@LHC
No full text7 pages, 2 figures, 1 table, LaTeX. Proceedings of the XVIth International Workshop in Polarized Sources, Targets, and Polarimetry, PSTP2015, 14-18 September 2015, Bochum, GermanyInternational audienceWe review a number of ideas put forward in favour of the use of a polarised target along with the proposed idea of a fixed-target experiment using the LHC beams -- AFTER@LHC. A number of recent studies have shown that single transverse-spin asymmetries (STSAs) are large enough to be precisely measured in the region accessible with AFTER@LHC, in particular as regards the Drell-Yan process as well as single-pion, isolated-photon and jet production. AFTER@LHC with a polarised target would also be the ideal experimental set-up to measure the gluon Sivers effect via a number of original quarkonium STSA studies. We discuss first figures-of-merit based on simulations for AFTER@LHC with a polarised target