arXiv subjects

Anatoly Zlotnik

Publications and source records attributed to Anatoly Zlotnik.

At least 37 records · Page 2Linked to original sources

arXiv2024

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom (DoFs) where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for non-linear hyperbolic PDEs based on Burgers' and Euler's equations.

math.NA↗

arXiv2023

Transitions from Monotonicity to Chaos in Gas Mixture Dynamics in Pipeline Networks

The blending of hydrogen generated using clean energy into natural gas pipeline networks is proposed in order to utilize existing energy systems for their planned lifetimes while reducing their reliance on fossil fuels. We formulate a system of partial differential equations (PDEs) that govern the flow dynamics of mixtures of gases in pipeline networks under the influence of time-varying compressor and regulator control actions. The formulation is derived for general gas networks that can inject or withdraw arbitrary time-varying mixtures of gases into or from the network at arbitrarily specified nodes. The PDE formulation is discretized in space to form a nonlinear control system that is used to prove that homogeneous mixtures are well-behaved and heterogeneous mixtures may be ill-behaved in the sense of monotone-ordering of solutions. We use numerical simulations to compute interfaces in the parameter region of sinusoidal boundary conditions that delimit monotonic, periodic, and chaotic system responses. The interfaces suggest that any solution in the monotonic response region is not chaotic and will eventually approach a periodic orbit. The results are demonstrated using examples for a single pipeline and a small test network.

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arXiv2023

Optimal Control of Transient Flows in Pipeline Networks with Heterogeneous Mixtures of Hydrogen and Natural Gas

We formulate a control system model for the distributed flow of mixtures of highly heterogeneous gases through large-scale pipeline networks with time-varying injections of constituents, withdrawals, and control actions of compressors. This study is motivated by the proposed blending of clean hydrogen into natural gas pipelines as an interim means to reducing end use carbon emissions while utilizing existing infrastructure for its planned lifetime. We reformulate the partial differential equations for gas dynamics on pipelines and balance conditions at junctions using lumped elements to a sparse nonlinear differential algebraic equation system. Our key advance is modeling the mixing of constituents in time throughout the network, which requires doubling the state space needed for a single gas and increases numerical ill-conditioning. The reduced model is shown to be a consistent approximation of the original system, which we use as the dynamic constraints in a model-predictive optimal control problem for minimizing the energy expended by applying time-varying compressor operating profiles to guarantee time-varying delivery profiles subject to system pressure limits. The optimal control problem is implemented after time discretization using a nonlinear program, with validation of the results done using a transient simulation. We demonstrate the methodology for a small test network, and discuss scalability and potential applications.

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arXiv2023

Optimization of Hydrogen Blending in Natural Gas Networks for Carbon Emissions Reduction

We present an economic optimization problem for allocating the flow of natural gas and hydrogen blends through a large-scale transportation pipeline network. Physical flow of the gas mixture is modeled using a steady-state relation between pressure decrease and flow rate, which depends on mass concentration of the constituents as it varies by location in the network. The objective reflects the economic value provided by the system, accounting for delivered energy in withdrawn flows, the cost of natural gas and hydrogen injections, and avoided carbon emissions. The problem is solved subject to physical flow equations, nodal balance and mixing laws, and engineering inequality constraints. The desired energy delivery rate and minimum hydrogen concentration can be specified as upper and lower bound values, respectively, of inequality constraints, and we examine the sensitivity of the physical pressure and flow solution to these parameters for two test networks. The results confirm that increasing hydrogen concentration requires greater energy expended for compression to deliver the same energy content, and the formulation could be used for valuation of the resulting mitigation of carbon emissions.

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arXiv2022

Modeling and Optimization of Steady Flow of Natural Gas and Hydrogen Mixtures in Pipeline Networks

We extend the canonical problems of simulation and optimization of steady-state gas flows in pipeline networks with compressors to the transport of mixtures of highly heterogeneous gases injected throughout a network. Our study is motivated by proposed projects to blend hydrogen generated using clean energy into existing natural gas pipeline systems as part of efforts to reduce the reliance of energy systems on fossil fuels. Flow in a pipe is related to endpoint pressures by a basic Weymouth equation model, with an ideal gas equation of state, where the wave speed depends on the hydrogen concentration. At vertices, in addition to mass balance, we also consider mixing of incoming flows of varying hydrogen concentrations. The problems of interest are the heterogeneous gas flow simulation (HGFS), which determines system pressures and flows given fixed boundary conditions and compressor settings, as well as the heterogeneous gas flow optimization (HGFO), which extremizes an objective by determining optimal boundary conditions and compressor settings. We examine conditions for uniqueness of solutions to the HGFS, as well as compare and contrast mixed-integer and continuous nonlinear programming formulations for the HGFO. We develop computational methods to solve both problems, and examine their performance using four test networks of increasing complexity.

math.OC↗

arXiv2022

Numerical Solution of the Steady-State Network Flow Equations for a Non-Ideal Gas

We formulate a steady-state network flow problem for non-ideal gas that relates injection rates and nodal pressures in the network to flows in pipes. For this problem, we present and prove a theorem on uniqueness of generalized solution for a broad class of non-ideal pressure-density relations that satisfy a monotonicity property. Further, we develop a Newton-Raphson algorithm for numerical solution of the steady-state problem, which is made possible by a systematic non-dimensionalization of the equations. The developed algorithm has been extensively tested on benchmark instances and shown to converge robustly to a generalized solution. Previous results indicate that the steady-state network flow equations for an ideal gas are difficult to solve by the Newton-Raphson method because of its extreme sensitivity to the initial guess. In contrast, we find that non-dimensionalization of the steady-state problem is key to robust convergence of the Newton-Raphson method. We identify criteria based on the uniqueness of solutions under which the existence of a non-physical generalized solution found by a non-linear solver implies non-existence of a physical solution, i.e., infeasibility of the problem. Finally, we compare pressure and flow solutions based on ideal and non-ideal equations of state to demonstrate the need to apply the latter in practice. The solver developed in this article is open-source and is made available for both the academic and research communities as well as the industry.

eess.SY↗

arXiv2022

Stochastic Finite Volume Method for Uncertainty Quantification of Transient Flow in Gas Pipeline Networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach, and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. We demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

math.NA↗

arXiv2021

The Backpropagation Algorithm Implemented on Spiking Neuromorphic Hardware

The capabilities of natural neural systems have inspired new generations of machine learning algorithms as well as neuromorphic very large-scale integrated (VLSI) circuits capable of fast, low-power information processing. However, it has been argued that most modern machine learning algorithms are not neurophysiologically plausible. In particular, the workhorse of modern deep learning, the backpropagation algorithm, has proven difficult to translate to neuromorphic hardware. In this study, we present a neuromorphic, spiking backpropagation algorithm based on synfire-gated dynamical information coordination and processing, implemented on Intel's Loihi neuromorphic research processor. We demonstrate a proof-of-principle three-layer circuit that learns to classify digits from the MNIST dataset. To our knowledge, this is the first work to show a Spiking Neural Network (SNN) implementation of the backpropagation algorithm that is fully on-chip, without a computer in the loop. It is competitive in accuracy with off-chip trained SNNs and achieves an energy-delay product suitable for edge computing. This implementation shows a path for using in-memory, massively parallel neuromorphic processors for low-power, low-latency implementation of modern deep learning applications.

cs.NE↗

arXiv2021

Optimization of periodic input waveforms for global entrainment of weakly forced limit-cycle oscillators

We propose a general method for optimizing periodic input waveforms for global entrainment of weakly forced limit-cycle oscillators based on phase reduction and nonlinear programming. We derive averaged phase dynamics from the mathematical model of a limit-cycle oscillator driven by a weak periodic input and optimize the Fourier coefficients of the input waveform to maximize prescribed objective functions. In contrast to the optimization methods that rely on the calculus of variations, the proposed method can be applied to a wider class of optimization problems including global entrainment objectives. As an illustration, we consider two optimization problems, one for achieving fast global convergence of the oscillator to the entrained state and the other for realizing prescribed global phase distributions in a population of identical uncoupled noisy oscillators. We show that the proposed method can successfully yield optimal input waveforms to realize the desired states in both cases.

nlin.AO↗

arXiv2021

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

We formulate a nonlinear optimal control problem for intra-day operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy-Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal-dual interior point solver and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

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arXiv2021

Robust Gas Pipeline Network Expansion Planning to Support Power System Reliability

We examine the problem of optimal transport capacity expansion planning for a gas pipeline network to service the growing demand of gas-fired power plants that are increasingly used to provide base load, flexibility, and reserve generation for bulk electric system. The aim is to determine the minimal cost set of additional pipes and gas compressors that can be added to the network to provide the additional capacity to service future loads. This combinatorial optimization problem is initially formulated as a mixed-integer nonlinear program, which we then extend to account for the variability that is inherent to the demands of gas-fired electricity production and uncertainty in expected future loads. We consider here steady-state flow modeling while ensuring that the solution is feasible for all possible values of interval uncertainty in loads, which results in a challenging semi-infinite problem. We apply previously derived monotonicity properties that enable simplification of the problem to require constraint satisfaction in the two extremal scenarios only, and then formulate the robust gas pipeline network expansion planning problem using a mixed-integer second order cone formulation. We consider case studies on the Belgian network test case to examine the performance of the proposed approach.

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arXiv2020

Optimal Economic Operation of Liquid Petroleum Products Pipeline Systems

The majority of overland transport needs for crude petroleum and refined petroleum products are met using pipelines. Numerous studies have developed optimization methods for design of these systems in order to minimize construction costs while meeting capacity requirements. Here, we formulate problems to optimize the operations of existing single liquid commodity pipeline systems subject to physical flow and pump engineering constraints. The objectives are to maximize the economic value created for users of the system and to minimize operating costs. We present a general computational method for this class of continuous, non-convex nonlinear programs, and examine the use of pump operating settings and flow allocations as decision variables. The approach is applied to compute optimal operating regimes and perform engineering economic sensitivity analyses for a case study of a crude oil pipeline developed using publicly available data.

math.OC↗

arXiv2020

Data-driven Selection of Coarse-Grained Models of Coupled Oscillators

Systematic discovery of reduced-order closure models for multi-scale processes remains an important open problem in complex dynamical systems. Even when an effective lower-dimensional representation exists, reduced models are difficult to obtain using solely analytical methods. Rigorous methodologies for finding such coarse-grained representations of multi-scale phenomena would enable accelerated computational simulations and provide fundamental insights into the complex dynamics of interest. We focus on a heterogeneous population of oscillators of Kuramoto type as a canonical model of complex dynamics, and develop a data-driven approach for inferring its coarse-grained description. Our method is based on a numerical optimization of the coefficients in a general equation of motion informed by analytical derivations in the thermodynamic limit. We show that certain assumptions are required to obtain an autonomous coarse-grained equation of motion. However, optimizing coefficient values enables coarse-grained models with conceptually disparate functional forms, yet comparable quality of representation, to provide accurate reduced-order descriptions of the underlying system.

nlin.AO↗

arXiv2020

Natural Gas Maximal Load Delivery for Multi-contingency Analysis

As the use of renewable generation has increased, electric power systems have become increasingly reliant on natural gas-fired power plants as fast ramping sources for meeting fluctuating bulk power demands. This dependence has introduced new vulnerabilities to the power grid, including disruptions to gas transmission networks from natural and man-made disasters. To address the operational challenges arising from these disruptions, we consider the task of determining a feasible steady-state operating point for a damaged gas pipeline network while ensuring the maximal delivery of load. We formulate the mixed-integer nonconvex maximal load delivery (MLD) problem, which proves difficult to solve on large-scale networks. To address this challenge, we present a mixed-integer convex relaxation of the MLD problem and use it to determine bounds on the transport capacity of a gas pipeline system. To demonstrate the effectiveness of the relaxation, the exact and relaxed formulations are compared across a large number of randomized damage scenarios on nine natural gas pipeline network models ranging in size from 11 to 4197 junctions. A proof of concept application, which assumes network damage from a set of synthetically generated earthquakes, is also presented to demonstrate the utility of the proposed optimization-based capacity evaluation in the context of risk assessment for natural disasters. For all but the largest network, the relaxation-based method is found to be suitable for use in evaluating the impacts of multi-contingency network disruptions, often converging to the optimal solution of the relaxed formulation in less than ten seconds.

math.OC↗

arXiv2020

Monotonicity Properties of Physical Network Flows and Application to Robust Optimal Allocation

We derive conditions for monotonicity properties that characterize general flows of a commodity over a network, where the flow is described by potential and flow dynamics on the edges, as well as potential continuity and Kirchhoff-Neumann mass balance requirements at nodes. The transported commodity may be injected or withdrawn at any of the network nodes, and its movement throughout the network is controlled by nodal actuators. For a class of dissipative nonlinear parabolic partial differential equation (PDE) systems on networks, we derive conditions for monotonicity properties in steady-state flow, as well as for propagation of monotone ordering of states with respect to time-varying boundary condition parameters. In the latter case, initial conditions, as well as time-varying parameters in the coupling conditions at vertices, provide an initial boundary value problem (IBVP). We prove that ordering properties of the solution to the IBVP are preserved when the initial conditions and the parameters of the time-varying coupling law are appropriately ordered. Then, we prove that when monotone ordering is not preserved, the first crossing of solutions occurs at a network node. We consider the implications for robust optimization and optimal control formulations and real-time monitoring of uncertain dynamic flows on networks, and discuss application to subsonic compressible fluid flow with energy dissipation on physical networks. The main result and monitoring policy are demonstrated for gas pipeline test networks and a case study using data corresponding to a real working system. We propose applications of this general result to the control and monitoring of natural gas transmission networks.

math.OC↗

arXiv2020

An Uncertainty Management Framework for Integrated Gas-Electric Energy Systems

In many parts of the world, electric power systems have seen a significant shift towards generation from renewable energy and natural gas. Because of their ability to flexibly adjust power generation in real time, gas-fired power plants are frequently seen as the perfect partner for variable renewable generation. However, this reliance on gas generation increases interdependence and propagates uncertainty between power grids and gas pipelines, and brings coordination and uncertainty management challenges. To address these issues, we propose an uncertainty management framework for uncertain, but bounded gas consumption by gas-fired power plants. The admissible ranges are computed based on a joint optimization problem for the combined gas and electricity networks, which involves chance-constrained scheduling for the electric grid and a novel robust optimization formulation for the natural gas network. This formulation ensures feasibility of the integrated system with a high probability, while providing a tractable numerical formulation. A key advance with respect to existing methods is that our method is based on a physically accurate, validated model for transient gas pipeline flows. Our case study benchmarks our proposed formulation against methods that ignore how reserve activation impacts the fuel use of gas power plants, and only consider predetermined gas consumption. The results demonstrate the importance of considering uncertainty to avoid operating constraint violations and curtailment of gas to the generators.

eess.SY↗

arXiv2019

Optimal Control for Scheduling and Pricing Intra-day Natural Gas Transport on Pipeline Networks

We formulate an economic optimal control problem for transport of natural gas over a large-scale transmission pipeline network under transient flow conditions. The objective is to maximize economic welfare for users of the pipeline system, who provide time-dependent price and quantity bids to purchase or supply gas at metered locations on a system with time-varying injections, withdrawals, and control actions of compressors and regulators. Our formulation ensures that pipeline hydraulic limitations, compressor station constraints, operational factors, and pre-existing contracts for gas transport are satisfied. A pipeline is modeled as a metric graph with gas dynamics partial differential equations on edges and coupling conditions at the nodes. These dynamic constraints are reduced using lumped elements to a sparse nonlinear differential algebraic equation system. A highly efficient temporal discretization scheme for time-periodic formulations is introduced, which we extend to develop a rolling-horizon model-predictive control scheme. We apply the computational methodology to a pipeline system test network case study. In addition to the physical flow and compressor control solution, the optimization yields dual functions that we interpret as the time-dependent economic values of gas at each location in the network.

math.OC↗

arXiv2019

Dynamic State and Parameter Estimation for Natural Gas Networks using Real Pipeline System Data

We present a method for joint state and parameter estimation for natural gas networks where gas pressures and flows through a network of pipes depend on time-varying injections, withdrawals, and compression controls. The estimation is posed as an optimal control problem constrained by coupled partial differential equations on each pipe that describe space- and time-dependent density and mass flux. These are discretized and combined with nodal conditions to give dynamic constraints for posing the estimation as nonlinear least squares problems. We develop a rapid, scalable computational method for performing the estimation in the presence of measurement and process noise. Finally, we evaluate its effectiveness using a data set from a capacity planning model for an actual pipeline system and a month of time-series data from its supervisory control and data acquisition (SCADA) system.

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