可再生能源参与电力现货市场政策制定前,需度量可再生能源的市场风险。在可再生能源未深度参与电力现货背景下,直接采用传统方法对历史数据进行风险度量不可行。文章结合可再生能源有效出力和在险模型(Value at Risk,VaR)设计了可再生...可再生能源参与电力现货市场政策制定前,需度量可再生能源的市场风险。在可再生能源未深度参与电力现货背景下,直接采用传统方法对历史数据进行风险度量不可行。文章结合可再生能源有效出力和在险模型(Value at Risk,VaR)设计了可再生能源风险度量指标,通过风险场景匹配市场和机组出力数据。针对目前国内电力现货市场数据量少的问题,结合市场主体在电力现货市场中所能获得的数据进行市场因子筛选,通过Vine-Copula函数考虑多个市场因子间的相关性;改进了传统蒙特卡罗法收敛慢的缺陷,采用拟蒙特卡罗模拟法生成市场因子数据,根据拟合的映射关系生成电价水平数据。最后,文章基于南方(以广东起步)电力现货市场结算试运行的数据和海上风电与光伏的仿真出力,对所提出的模型进行算例分析,结果显示拟蒙特卡罗法收敛性更高,能满足模型中所有风险场景高频计算风险的需求。展开更多
基于可靠度的最优化设计能有效地处理岩土工程中存在的不确定性,在工程界和学界日益得到重视。然而,传统的基于可靠度的分析方法需要进行多次计算并不断重构计算模型,计算量巨大且难以实施。鉴于此,提出一个基于滑移线场理论的概率边坡...基于可靠度的最优化设计能有效地处理岩土工程中存在的不确定性,在工程界和学界日益得到重视。然而,传统的基于可靠度的分析方法需要进行多次计算并不断重构计算模型,计算量巨大且难以实施。鉴于此,提出一个基于滑移线场理论的概率边坡优化设计方法。该方法采用更加高效的拟蒙特卡罗模拟(quasi-Monte Carlo simulation,QMCS)来确定边坡的失效概率,在每次模拟过程中采用滑移线场理论来分析边坡的稳定性。为了更加高效的确定满足目标失效概率的设计坡角,提出一个简单而有效地二分搜索方法。以一个边坡为例设计了不同目标失效概率的坡角,并验证所提方法的有效性。结果表明:所提方法最多只需36.29 min就能得到满足目标失效概率的坡角。所提出的边坡概率优化设计方法避免了计算模型的反复重构,计算效率较好,可为基于可靠度边坡设计提供新的可选手段。展开更多
The objective is to develop an approach for the determination of the target reliability index for serviceability limit state(SLS) of single piles. This contributes to conducting the SLS reliability-based design(RBD) o...The objective is to develop an approach for the determination of the target reliability index for serviceability limit state(SLS) of single piles. This contributes to conducting the SLS reliability-based design(RBD) of piles. Based on a two-parameter,hyperbolic curve-fitting equation describing the load-settlement relation of piles, the SLS model factor is defined. Then, taking into account the uncertainties of load-settlement model, load and bearing capacity of piles, the formula for computing the SLS reliability index(βsls) is obtained using the mean value first order second moment(MVFOSM) method. Meanwhile, the limit state function for conducting the SLS reliability analysis by the Monte Carlo simulation(MCS) method is established. These two methods are finally applied to determine the SLS target reliability index. Herein, the limiting tolerable settlement(slt) is treated as a random variable. For illustration, four load test databases from South Africa are compiled again to conduct reliability analysis and present the recommended target reliability indices. The results indicate that the MVFOSM method overestimates βsls compared to that computed by the MCS method. Besides, both factor of safety(FS) and slt are key factors influencing βsls, so the combination of FS and βsls is welcome to be used for the SLS reliability analysis of piles when slt is determined. For smaller slt, pile types and soils conditions have significant influence on the SLS target reliability indices; for larger slt, slt is the major factor having influence on the SLS target reliability indices. This proves that slt is the most key parameter for the determination of the SLS target reliability index.展开更多
文摘可再生能源参与电力现货市场政策制定前,需度量可再生能源的市场风险。在可再生能源未深度参与电力现货背景下,直接采用传统方法对历史数据进行风险度量不可行。文章结合可再生能源有效出力和在险模型(Value at Risk,VaR)设计了可再生能源风险度量指标,通过风险场景匹配市场和机组出力数据。针对目前国内电力现货市场数据量少的问题,结合市场主体在电力现货市场中所能获得的数据进行市场因子筛选,通过Vine-Copula函数考虑多个市场因子间的相关性;改进了传统蒙特卡罗法收敛慢的缺陷,采用拟蒙特卡罗模拟法生成市场因子数据,根据拟合的映射关系生成电价水平数据。最后,文章基于南方(以广东起步)电力现货市场结算试运行的数据和海上风电与光伏的仿真出力,对所提出的模型进行算例分析,结果显示拟蒙特卡罗法收敛性更高,能满足模型中所有风险场景高频计算风险的需求。
文摘基于可靠度的最优化设计能有效地处理岩土工程中存在的不确定性,在工程界和学界日益得到重视。然而,传统的基于可靠度的分析方法需要进行多次计算并不断重构计算模型,计算量巨大且难以实施。鉴于此,提出一个基于滑移线场理论的概率边坡优化设计方法。该方法采用更加高效的拟蒙特卡罗模拟(quasi-Monte Carlo simulation,QMCS)来确定边坡的失效概率,在每次模拟过程中采用滑移线场理论来分析边坡的稳定性。为了更加高效的确定满足目标失效概率的设计坡角,提出一个简单而有效地二分搜索方法。以一个边坡为例设计了不同目标失效概率的坡角,并验证所提方法的有效性。结果表明:所提方法最多只需36.29 min就能得到满足目标失效概率的坡角。所提出的边坡概率优化设计方法避免了计算模型的反复重构,计算效率较好,可为基于可靠度边坡设计提供新的可选手段。
基金Projects(51278216,51308241)supported by the National Natural Science Foundation of ChinaProject(2013BS010)supported by the Funds of Henan University of Technology for High-level Talents,China
文摘The objective is to develop an approach for the determination of the target reliability index for serviceability limit state(SLS) of single piles. This contributes to conducting the SLS reliability-based design(RBD) of piles. Based on a two-parameter,hyperbolic curve-fitting equation describing the load-settlement relation of piles, the SLS model factor is defined. Then, taking into account the uncertainties of load-settlement model, load and bearing capacity of piles, the formula for computing the SLS reliability index(βsls) is obtained using the mean value first order second moment(MVFOSM) method. Meanwhile, the limit state function for conducting the SLS reliability analysis by the Monte Carlo simulation(MCS) method is established. These two methods are finally applied to determine the SLS target reliability index. Herein, the limiting tolerable settlement(slt) is treated as a random variable. For illustration, four load test databases from South Africa are compiled again to conduct reliability analysis and present the recommended target reliability indices. The results indicate that the MVFOSM method overestimates βsls compared to that computed by the MCS method. Besides, both factor of safety(FS) and slt are key factors influencing βsls, so the combination of FS and βsls is welcome to be used for the SLS reliability analysis of piles when slt is determined. For smaller slt, pile types and soils conditions have significant influence on the SLS target reliability indices; for larger slt, slt is the major factor having influence on the SLS target reliability indices. This proves that slt is the most key parameter for the determination of the SLS target reliability index.
