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Fernando Paganini

Publications and source records attributed to Fernando Paganini.

10 recordsLinked to original sources

Stability Analysis and Data-driven Verification via Recurrent Lyapunov Functions

Lyapunov's direct method is a cornerstone of stability and control, but it hinges on finding a Lyapunov function, a task demanding ingenuity or computation. A key difficulty is that every sub-level set of the function must be forward invariant, coupling its geometry to the system's trajectories. We relax this by replacing invariance with recurrence: a set is recurrent if every trajectory starting in it returns within a finite time. This yields the notion of a Recurrent Lyapunov Function (RLF), whose sub-level sets need only be recurrent. We show that, under mild conditions, RLFs guarantee stability, and we introduce stronger notions yielding asymptotic and exponential stability. We also give norm-based converse theorems: under the corresponding stability conditions, any norm is an RLF for their practical versions. We then develop GPU-based algorithms that certify (practical) stability from trajectory data alone, without a Lyapunov function. Certifying stability up to an $\varepsilon$-neighborhood needs only $O(\log(1/\varepsilon))$ trajectory evaluations, with constants growing as the certified decay rate nears the true one, exposing an intrinsic performance-cost trade-off.

math.OC

Measure-valued fluid limits for partial service queues with correlated patience and service times

We consider a many-server queue where tasks with general patience and service times arrive as a renewal process. Contrary to the standard assumptions, we allow for preemption and abandonment during service, relevant in applications such as electric vehicle charging and anytime algorithms in cloud computing. Moreover, we do not assume independence of patience and service times, which has been a critical assumption in the literature. We describe the state of the system using a discrete measure on a two-dimensional orthant, such that the coordinates of its atoms represent the attained service and time in the system of tasks. Under mild assumptions, we derive the fluid limit as the number of servers approaches infinity and the arrival rate of tasks grows proportionally. The limit is given by a measure-valued integral transport equation that we solve explicitly when the initial condition is the null measure. We also prove that all solutions, regardless of the initial condition, converge to the same fixed point, which admits a closed-form expression. Our results focus on the preemptive Last-Come-First-Served (LCFS) policy, which has been identified as practically appealing in recent work.

math.PR

Dynamic load balancing for cloud systems under heterogeneous setup delays

We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for each job type controls the balance of load between pools, based on decentralized feedback. The system of rates and queues is modeled by a fluid differential equation system, and analyzed via convex optimization. A first, myopic policy is proposed, based on task delay-to-service. Under a simplified dynamic fluid queue model, we prove global convergence to an equilibrium point which minimizes the mean setup time; however queueing delays are incurred with this method. A second proposal is then developed based on proximal optimization, which explicitly models the setup queue and is proved to reach an optimal equilibrium, devoid of queueing delay. Results are demonstrated through a simulation example.

eess.SY

Optimal local storage policy based on stochastic intensities and its large scale behavior

In this paper, we analyze the optimal management of local memory systems, using the tools of stationary point processes. We provide a rigorous setting of the problem, building upon recent work, and characterize the optimal causal policy that maximizes the hit probability. We specialize the result for the case of renewal request processes and derive a suitable large scale limit as the catalog size N grows to infinity, when a fixed fraction c of items can be stored. We prove that in the limiting regime, the optimal policy amounts to comparing the stochastic intensity (observed hazard rate) of the process with a fixed threshold, defined by a quantile of an appropriate limit distribution, and derive asymptotic performance metrics, as well as sharp estimates for the pre-limit case. Moreover, we establish a connection with optimal timer based policies for the case of monotonic hazard rates. We also present detailed validation examples of our results, including some close form expressions for the miss probability that are compared to simulations. We also use these examples to exhibit the significant superiority of the optimal policy for the case of regular traffic patterns.

math.PR

Dynamics and Optimization in Spatially Distributed Electrical Vehicle Charging

We consider a spatially distributed demand for electrical vehicle recharging, that must be covered by a fixed set of charging stations. Arriving EVs receive feedback on transport times to each station, and waiting times at congested ones, based on which they make a selfish selection. This selection determines total arrival rates in station queues, which are represented by a fluid state; departure rates are modeled under the assumption that clients have a given sojourn time in the system. The resulting differential equation system is analyzed with tools of optimization. We characterize the equilibrium as the solution to a specific convex program, which has connections to optimal transport problems, and also with road traffic theory. In particular a price of anarchy appears with respect to a social planner's allocation. From a dynamical perspective, global convergence to equilibrium is established, with tools of Lagrange duality and Lyapunov theory. An extension of the model that makes customer demand elastic to observed delays is also presented, and analyzed with extensions of the optimization machinery. Simulations to illustrate the global behavior are presented, which also help validate the model beyond the fluid approximation.

math.OC

Quadratic approximate dynamic programming for scheduling water resources: a case study

We address the problem of scheduling water resources in a power system via approximate dynamic programming.To this goal, we model a finite horizon economic dispatch problemwith convex stage cost and affine dynamics, and consider aquadratic approximation of the value functions. Evaluating theachieved policy entails solving a quadratic program at each timestep, while value function fitting can be cast as a semidefiniteprogram. We test our proposed algorithm on a simplified versionof the Uruguayan power system, achieving a four percent costreduction with respect to the myopic policy

eess.SY

Accurate Reduced-Order Models for Heterogeneous Coherent Generators

We introduce a novel framework to approximate the aggregate frequency dynamics of coherent generators. By leveraging recent results on dynamics concentration of tightly connected networks, and frequency weighted balanced truncation, a hierarchy of reduced-order models is developed. This hierarchy provides increasing accuracy in the approximation of the aggregate system response, outperforming existing aggregation techniques.

eess.SY

Global analysis of synchronization performance for power systems: bridging the theory-practice gap

The issue of synchronization in the power grid is receiving renewed attention, as new energy sources with different dynamics enter the picture. Global metrics have been proposed to evaluate performance and analyzed under highly simplified assumptions. In this paper, we extend this approach to more realistic network scenarios and more closely connect it with metrics used in power engineering practice. In particular, our analysis covers networks with generators of heterogeneous ratings and richer dynamic models of machines. Under a suitable proportionality assumption in the parameters, we show that the step response of bus frequencies can be decomposed in two components. The first component is a {system-wide frequency} that captures the aggregate grid behavior, and the residual component represents the individual bus frequency deviations from the aggregate. Using this decomposition, we define --and compute in closed form-- several metrics that capture dynamic behaviors that are of relevance for power engineers. In particular, using the \emph{system frequency}, we define industry-style metrics (Nadir, RoCoF) that are evaluated through a representative machine. We further use the norm of the residual component to define a \emph{synchronization cost} that can appropriately quantify inter-area oscillations. Finally, we employ robustness analysis tools to evaluate deviations from our proportionality assumption. We show that the system frequency still captures the grid steady-state deviation, and becomes an accurate reduced-order model of the grid as the network connectivity grows. Simulation studies with practically relevant data are included to validate the theory and further illustrate the impact of network structure and parameters on synchronization. Our analysis gives conclusions of practical interest, sometimes challenging the conventional wisdom in the field.

eess.SY

Voltage Collapse Stabilization: A Game Theory Viewpoint

Voltage collapse is a type of blackout-inducing dynamic instability that occurs when the power demand exceeds the maximum power that can be transferred through the network. The traditional (preventive) approach to avoid voltage collapse is based on ensuring that the network never reaches its maximum capacity. However, such an approach leads to inefficiencies as it prevents operators to fully utilize the network resources and does not account for unprescribed events. To overcome this limitation, this paper seeks to initiate the study of voltage collapse stabilization. More precisely, for a DC network, we formulate the problem of voltage stability as a dynamic problem where each load seeks to achieve a constant power consumption by updating its conductance as the voltage changes. We show that such a system can be interpreted as a dynamic game, where each player (load) seeks to myopically maximize their utility, and where every stable power flow solution amounts to a Local Nash Equilibrium. Using this framework, we show that voltage collapse is equivalent to the non-existence of a Local Nash Equilibrium in the game and, as a result, it is caused by the lack of cooperation between loads. Finally, we propose a Voltage Collapse Stabilizer (VCS) controller that uses (flexible) loads that are willing to cooperate and provides a fair allocation of the curtailed demand. Our solution stabilizes voltage collapse even in the presence of non-cooperative loads. Numerical simulations validate several features of our controllers.

eess.SY

Global performance metrics for synchronization of heterogeneously rated power systems: The role of machine models and inertia

A recent trend in control of power systems has sought to quantify the synchronization dynamics in terms of a global performance metric, compute it under very simplified assumptions, and use it to gain insight on the role of system parameters, in particular, inertia. In this paper, we wish to extend this approach to more realistic scenarios, by incorporating the heterogeneity of machine ratings, more complete machine models, and also to more closely map it to classical power engineering notions such as Nadir, Rate of Change of Frequency (RoCoF), and inter-area oscillations. We consider the system response to a step change in power excitation, and define the system frequency as a weighted average of generator frequencies (with weights proportional to each machine's rating); we characterize Nadir and RoCoF by the $L_\infty$ norm of the system frequency and its derivative, respectively, and inter-areas oscillations by the $L_2$ norm of the error of the vector of bus frequencies w.r.t. the system frequency. For machine models where the dynamic parameters (inertia, damping, etc.) are proportional to rating, we analytically compute these norms and use them to show that the role of inertia is more nuanced than in the conventional wisdom. With the classical swing dynamics, inertia constant plays a secondary role in performance. It is only when the turbine dynamics are introduced that the benefits of inertia become more prominent.

math.OC