arXiv subjects

Anatoly Zlotnik

Publications and source records attributed to Anatoly Zlotnik.

51 records · Page 3Linked to original sources

arXiv2019

An Adversarial Model for Attack Vector Vulnerability Analysis on Power and Gas Delivery Operations

Power systems often rely on natural gas pipeline networks to supply fuel for gas-fired generation. Market inefficiencies and a lack of formal coordination between the wholesale power and gas delivery infrastructures may magnify the broader impact of a cyber-attack on a natural gas pipeline. In this study we present a model that can be used to quantify the impact of cyber-attacks on electricity and gas delivery operations. We model activation of cyber-attack vectors that attempt to gain access to pipeline gas compressor controls using a continuous-time Markov chain over a state space based on the gas operator Industrial Control System firewall zone partition. Our approach evaluates the operating states and decision-making in the networks using physically realistic and operationally representative models. We summarize these models, the sequence of analyses used to quantify the impacts of a cyber-incident, and propose a Monte Carlo simulation approach to quantify the resulting effect on the reliability of the bulk power system by the increase in operational cost. The methodology is applied to a case study of interacting power, gas, and cyber test networks.

eess.SY↗

arXiv2018

State and Parameter Estimation for Natural Gas Pipeline Networks using Transient State Data

We formulate two estimation problems for pipeline systems in which measurements of compressible gas flow through a network of pipes is affected by time-varying injections, withdrawals, and compression. We consider a state estimation problem that is then extended to a joint state and parameter estimation problem that can be used for data assimilation. In both formulations, the flow dynamics are described on each pipe by space- and time-dependent density and mass flux that evolve according to a system of coupled partial differential equations, in which momentum dissipation is modelled using the Darcy-Wiesbach friction approximation. These dynamics are first spatially discretized to obtain a system of nonlinear ordinary differential equations on which state and parameter estimation formulations are given as nonlinear least squares problems. A rapid, scalable computational method for performing a nonlinear least squares estimation is developed. Extensive simulations and computational experiments on multiple pipeline test networks demonstrate the effectiveness of the formulations in obtaining state and parameter estimates in the presence of measurement and process noise.

eess.SY↗

arXiv2018

A Phase Model Approach for Thermostatically Controlled Load Demand Response

A significant portion of electricity consumed worldwide is used to power thermostatically controlled loads (TCLs) such as air conditioners, refrigerators, and water heaters. Because the short-term timing of operation of such systems is inconsequential as long as their long-run average power consumption is maintained, they are increasingly used in demand response (DR) programs to balance supply and demand on the power grid. Here, we present an \textit{ab initio} phase model for general TCLs, and use the concept to develop a continuous oscillator model of a TCL and compute its phase response to changes in temperature and applied power. This yields a simple control system model that can be used to evaluate control policies for modulating the power consumption of aggregated loads with parameter heterogeneity and stochastic drift. We demonstrate this concept by comparing simulations of ensembles of heterogeneous loads using the continuous state model and an established hybrid state model. The developed phase model approach is a novel means of evaluating DR provision using TCLs, and is instrumental in estimating the capacity of ancillary services or DR on different time scales. We further propose a novel phase response based open-loop control policy that effectively modulates the aggregate power of a heterogeneous TCL population while maintaining load diversity and minimizing power overshoots. This is demonstrated by low-error tracking of a regulation signal by filtering it into frequency bands and using TCL sub-ensembles with duty cycles in corresponding ranges. Control policies that can maintain a uniform distribution of power consumption by aggregated heterogeneous loads will enable distribution system management (DSM) approaches that maintain stability as well as power quality, and further allow more integration of renewable energy sources.

nlin.AO↗

arXiv2018

An explicit staggered-grid method for numerical simulation of large-scale natural gas pipeline networks

We present an explicit second order staggered finite difference (FD) discretization scheme for forward simulation of natural gas transport in pipeline networks. By construction, this discretization approach guarantees that the conservation of mass condition is satisfied exactly. The mathematical model is formulated in terms of density, pressure, and mass flux variables, and as a result permits the use of a general equation of state to define the relation between the gas density and pressure for a given temperature. In a single pipe, the model represents the dynamics of the density by propagation of a non-linear wave according to a variable wave speed. We derive compatibility conditions for linking domain boundary values to enable efficient, explicit simulation of gas flows propagating through a network with pressure changes created by gas compressors. We compare Kiuchi's implicit method and an explicit operator splitting method with our staggered grid method, and perform numerical experiments to validate the convergence order of the new method. In addition, we perform several computations to investigate the influence of non-ideal equation of state models and temperature effects into pipeline simulations with boundary conditions over various time and space scales.

eess.SP↗

arXiv2017

Stability of entrainment of a continuum of coupled oscillators

We examine the design of the entrainment process for an uncountably infinite collection of coupled phase oscillators that are all subject to the same periodic driving signal. In the absence of coupling, an appropriately designed input can result in each oscillator attaining the frequency of the driving signal, with a phase offset determined by its natural frequency. We consider a special case of interacting oscillators in which the coupling tends to destabilize the phase configuration to which the driving signal would send the collection in the absence of coupling. In this setting we derive stability results that characterize the trade-off between the effects of driving and coupling, and compare these results to the well-known Kuramoto model of a collection of free-running coupled oscillators.

nlin.AO↗

arXiv2016

Operator Splitting Method for Simulation of Dynamic Flows in Natural Gas Pipeline Networks

We develop an operator splitting method to simulate flows of isothermal compressible natural gas over transmission pipelines. The method solves a system of nonlinear hyperbolic partial differential equations (PDEs) of hydrodynamic type for mass flow and pressure on a metric graph, where turbulent losses of momentum are modeled by phenomenological Darcy-Weisbach friction. Mass flow balance is maintained through the boundary conditions at the network nodes, where natural gas is injected or withdrawn from the system. Gas flow through the network is controlled by compressors boosting pressure at the inlet of the adjoint pipe. Our operator splitting numerical scheme is unconditionally stable and it is second order accurate in space and time. The scheme is explicit, and it is formulated to work with general networks with loops. We test the scheme over range of regimes and network configurations, also comparing its performance with performance of two other state of the art implicit schemes.

physics.comp-ph↗

arXiv2016

Monotone Order Properties for Control of Nonlinear Parabolic PDE on Graphs

We derive conditions for the propagation of monotone ordering properties for a class of nonlinear parabolic partial differential equation (PDE) systems on metric graphs. For such systems, PDE equations with a general nonlinear dissipation term define evolution on each edge, and balance laws create Kirchhoff-Neumann boundary conditions at the vertices. Initial conditions, as well as time-varying parameters in the coupling conditions at vertices, provide an initial value problem (IVP). We first prove that ordering properties of the solution to the IVP are preserved when the initial conditions and time-varying coupling law parameters at vertices are appropriately ordered. In addition, we prove that when monotone ordering is not preserved, the first crossing of solutions occurs at a graph vertex. We consider the implications for robust optimal control formulations and real-time monitoring involving uncertain dynamic flows on networks, and discuss application to subsonic compressible fluid flow with energy dissipation on physical networks.

math.OC↗

arXiv2016

Monotonicity of Actuated Flows on Dissipative Transport Networks

We derive a monotonicity property for general, transient flows of a commodity transferred throughout a network, where the flow is characterized by density and mass flux dynamics on the edges with density continuity and mass balance conditions at the nodes. The dynamics on each edge are represented by a general system of partial differential equations that approximates subsonic compressible fluid flow with energy dissipation. The transferred commodity may be injected or withdrawn at any of the nodes, and is propelled throughout the network by nodally located compressors. These compressors are controllable actuators that provide a means to manipulate flows through the network, which we therefore consider as a control system. A canonical problem requires compressor control protocols to be chosen such that time-varying nodal commodity withdrawal profiles are delivered and the density remains within strict limits while an economic or operational cost objective is optimized. In this manuscript, we consider the situation where each nodal commodity withdrawal profile is uncertain, but is bounded within known maximum and minimum time-dependent limits. We introduce the monotone parameterized control system property, and prove that general dynamic dissipative network flows possess this characteristic under certain conditions. This property facilitates very efficient formulation of optimal control problems for such systems in which the solutions must be robust with respect to commodity withdrawal uncertainty. We discuss several applications in which such control problems arise and where monotonicity enables simplified characterization of system behavior.

math.OC↗

arXiv2015

Efficient Dynamic Compressor Optimization in Natural Gas Transmission Systems

The growing reliance of electric power systems on gas-fired generation to balance intermittent sources of renewable energy has increased the variation and volume of flows through natural gas transmission pipelines. Adapting pipeline operations to maintain efficiency and security under these new conditions requires optimization methods that account for transients and that can quickly compute solutions in reaction to generator re-dispatch. This paper presents an efficient scheme to minimize compression costs under dynamic conditions where deliveries to customers are described by time-dependent mass flow. The optimization scheme relies on a compact representation of gas flow physics, a trapezoidal discretization in time and space, and a two-stage approach to minimize energy costs and maximize smoothness. The resulting large-scale nonlinear programs are solved using a modern interior-point method. The proposed optimization scheme is validated against an integration of dynamic equations with adaptive time-stepping, as well as a recently proposed state-of-the-art optimal control method. The comparison shows that the solutions are feasible for the continuous problem and also practical from an operational standpoint. The results also indicate that our scheme provides at least an order of magnitude reduction in computation time relative to the state-of-the-art and scales to large gas transmission networks with more than 6000 kilometers of total pipeline.

math.OC↗

arXiv2015

Optimal Control of Transient Flow in Natural Gas Networks

We outline a new control system model for the distributed dynamics of compressible gas flow through large-scale pipeline networks with time-varying injections, withdrawals, and control actions of compressors and regulators. The gas dynamics PDE equations over the pipelines, together with boundary conditions at junctions, are reduced using lumped elements to a sparse nonlinear ODE system expressed in vector-matrix form using graph theoretic notation. This system, which we call the reduced network flow (RNF) model, is a consistent discretization of the PDE equations for gas flow. The RNF forms the dynamic constraints for optimal control problems for pipeline systems with known time-varying withdrawals and injections and gas pressure limits throughout the network. The objectives include economic transient compression (ETC) and minimum load shedding (MLS), which involve minimizing compression costs or, if that is infeasible, minimizing the unfulfilled deliveries, respectively. These continuous functional optimization problems are approximated using the Legendre-Gauss-Lobatto (LGL) pseudospectral collocation scheme to yield a family of nonlinear programs, whose solutions approach the optima with finer discretization. Simulation and optimization of time-varying scenarios on an example natural gas transmission network demonstrate the gains in security and efficiency over methods that assume steady-state behavior.

math.OC↗

arXiv2014

Optimal Subharmonic Entrainment

For many natural and engineered systems, a central function or design goal is the synchronization of one or more rhythmic or oscillating processes to an external forcing signal, which may be periodic on a different time-scale from the actuated process. Such subharmonic synchrony, which is dynamically established when N control cycles occur for every M cycles of a forced oscillator, is referred to as N:M entrainment. In many applications, entrainment must be established in an optimal manner, for example by minimizing control energy or the transient time to phase locking. We present a theory for deriving inputs that establish subharmonic N:M entrainment of general nonlinear oscillators, or of collections of rhythmic dynamical units, while optimizing such objectives. Ordinary differential equation models of oscillating systems are reduced to phase variable representations, each of which consists of a natural frequency and phase response curve. Formal averaging and the calculus of variations are then applied to such reduced models in order to derive optimal subharmonic entrainment waveforms. The optimal entrainment of a canonical model for a spiking neuron is used to illustrate this approach, which is readily extended to arbitrary oscillating systems.

math.DS↗

arXiv2012

Optimal Entrainment of Neural Oscillator Ensembles

In this paper, we derive the minimum-energy periodic control that entrains an ensemble of structurally similar neural oscillators to a desired frequency. The state space representation of a nominal oscillator is reduced to a phase model by computing its limit cycle and phase response curve, from which the optimal control is derived by using formal averaging and the calculus of variations. We focus on the case of a 1:1 entrainment ratio, and introduce a numerical method for approximating the optimal controls. The method is applied to asymptotically control the spiking frequency of neural oscillators modeled using the Hodgkin-Huxley equations. This illustrates the optimality of entrainment controls derived using phase models when applied to the original state space system, which is a crucial requirement for using phase models in control synthesis for practical applications. The results of this work can be used to design low energy signals for deep brain stimulation therapies for neuropathologies, and can be generalized for optimal frequency control of large-scale complex oscillating systems with parameter uncertainty.

q-bio.NC↗

arXiv2012

Ensemble Control of Stochastic Linear Systems

In this paper, we consider the problem of steering a family of independent, structurally identical, finite-dimensional stochastic linear systems with variation in system parameters between initial and target states of interest by using an open-loop control function. Our exploration of this class of control problems, which falls under the rising subject of ensemble control, is motivated by pulse design problems in quantum control. Here we extend the concept of ensemble control to stochastic systems with additive diffusion and jump processes, which we model using Brownian motion and Poisson counters, respectively, and consider optimal steering problems. We derive a Fredholm integral equation that is used to solve for the optimal control, which minimizes both the mean square error (MSE) and the error in the mean of the terminal state. In addition, we present several example control problems for which optimal solutions are computed by numerically approximating the singular system of the associated Fredholm operator. We use Monte Carlo simulations to illustrate the performance of the resulting controls. Our work has immediate practical applications to the control of dynamical systems with additive noise and parameter dispersion, and also makes an important contribution to stochastic control theory.

math.OC↗

arXiv2011

Optimal Asymptotic Entrainment of Phase-Reduced Oscillators

We derive optimal periodic controls for entrainment of a self-driven oscillator to a desired frequency. The alternative objectives of minimizing power and maximizing frequency range of entrainment are considered. A state space representation of the oscillator is reduced to a linearized phase model, and the optimal periodic control is computed from the phase response curve using formal averaging and the calculus of variations. Computational methods are used to calculate the periodic orbit and the phase response curve, and a numerical method for approximating the optimal controls is introduced. Our method is applied to asymptotically control the period of spiking neural oscillators modeled using the Hodgkin-Huxley equations. This example illustrates the optimality of entrainment controls derived using phase models when applied to the original state space system.

nlin.CD↗

arXiv2011

Synthesis of Optimal Ensemble Controls for Linear Systems using the Singular Value Decomposition

An emerging and challenging area in mathematical control theory called Ensemble Control encompasses a class of problems that involves the guidance of an uncountably infinite collection of structurally identical dynamical systems, which are indexed by a parameter set, by applying the same open-loop control. The subject originates from the study of complex spin dynamics in Nuclear Magnetic Resonance (NMR) spectroscopy and imaging (MRI). A fundamental question concerns ensemble controllability, which determines the existence of controls that transfer the system between desired initial and target states. For ensembles of finite-dimensional time-varying linear systems, the necessary and sufficient controllability conditions and analytical optimal control laws have been shown to depend on the singular system of the operator characterizing the system dynamics. Because analytical solutions are available only in the simplest cases, there is a need to develop numerical methods for synthesizing these controls. We introduce a direct, accurate, and computationally efficient algorithm based on the singular value decomposition (SVD) that approximates ensemble controls of minimum norm for such systems. This method enables the application of ensemble control to engineering problems involving complex, time-varying, and high-dimensional linear dynamic systems.

math.OC↗