arXiv subjects

Michael Chertkov

Publications and source records attributed to Michael Chertkov.

At least 73 records · Page 4Linked to original sources

arXiv2019

Inference and Sampling of $K_{33}$-free Ising Models

We call an Ising model tractable when it is possible to compute its partition function value (statistical inference) in polynomial time. The tractability also implies an ability to sample configurations of this model in polynomial time. The notion of tractability extends the basic case of planar zero-field Ising models. Our starting point is to describe algorithms for the basic case computing partition function and sampling efficiently. To derive the algorithms, we use an equivalent linear transition to perfect matching counting and sampling on an expanded dual graph. Then, we extend our tractable inference and sampling algorithms to models, whose triconnected components are either planar or graphs of $O(1)$ size. In particular, it results in a polynomial-time inference and sampling algorithms for $K_{33}$ (minor) free topologies of zero-field Ising models - a generalization of planar graphs with a potentially unbounded genus.

stat.CO↗

arXiv2019

Real-time Faulted Line Localization and PMU Placement in Power Systems through Convolutional Neural Networks

Diverse fault types, fast re-closures, and complicated transient states after a fault event make real-time fault location in power grids challenging. Existing localization techniques in this area rely on simplistic assumptions, such as static loads, or require much higher sampling rates or total measurement availability. This paper proposes a faulted line localization method based on a Convolutional Neural Network (CNN) classifier using bus voltages. Unlike prior data-driven methods, the proposed classifier is based on features with physical interpretations that improve the robustness of the location performance. The accuracy of our CNN based localization tool is demonstrably superior to other machine learning classifiers in the literature. To further improve the location performance, a joint phasor measurement units (PMU) placement strategy is proposed and validated against other methods. A significant aspect of our methodology is that under very low observability (7% of buses), the algorithm is still able to localize the faulted line to a small neighborhood with high probability. The performance of our scheme is validated through simulations of faults of various types in the IEEE 39-bus and 68-bus power systems under varying uncertain conditions, system observability, and measurement quality.

eess.SY↗

arXiv2019

Compressed Convolutional LSTM: An Efficient Deep Learning framework to Model High Fidelity 3D Turbulence

High-fidelity modeling of turbulent flows is one of the major challenges in computational physics, with diverse applications in engineering, earth sciences and astrophysics, among many others. The rising popularity of high-fidelity computational fluid dynamics (CFD) techniques like direct numerical simulation (DNS) and large eddy simulation (LES) have made significant inroads into the problem. However, they remain out of reach for many practical three-dimensional flows characterized by extremely large domains and transient phenomena. Therefore designing efficient and accurate data-driven generative approaches to model turbulence is a necessity. We propose a novel training approach for dimensionality reduction and spatio-temporal modeling of the three-dimensional dynamics of turbulence using a combination of Convolutional autoencoder and the Convolutional LSTM neural networks. The quality of the emulated turbulent fields is assessed with rigorous physics-based statistical tests, instead of visual assessments. The results show significant promise in the training methodology to generate physically consistent turbulent flows at a small fraction of the computing resources required for DNS.

physics.flu-dyn↗

arXiv2019

A Markov Process Approach to Ensemble Control of Smart Buildings

This paper describes a step-by-step procedure that converts a physical model of a building into a Markov Process that characterizes energy consumption of this and other similar buildings. Relative to existing thermo-physics-based building models, the proposed procedure reduces model complexity and depends on fewer parameters, while also maintaining accuracy and feasibility sufficient for system-level analyses. Furthermore, the proposed Markov Process approach makes it possible to leverage real-time data streams available from intelligent data acquisition systems, which are readily available in smart buildings, and merge it with physics-based and statistical models. Construction of the Markov Process naturally leads to a Markov Decision Process formulation, which describes optimal probabilistic control of a collection of similar buildings. The approach is illustrated using validated building data from Belgium.

eess.SY↗

arXiv2019

Learning a Generator Model from Terminal Bus Data

In this work we investigate approaches to reconstruct generator models from measurements available at the generator terminal bus using machine learning (ML) techniques. The goal is to develop an emulator which is trained online and is capable of fast predictive computations. The training is illustrated on synthetic data generated based on available open-source dynamical generator model. Two ML techniques were developed and tested: (a) standard vector auto-regressive (VAR) model; and (b) novel customized long short-term memory (LSTM) deep learning model. Trade-offs in reconstruction ability between computationally light but linear AR model and powerful but computationally demanding LSTM model are established and analyzed.

stat.ML↗

arXiv2018

Importance sampling the union of rare events with an application to power systems analysis

We consider importance sampling to estimate the probability $μ$ of a union of $J$ rare events $H_j$ defined by a random variable $\boldsymbol{x}$. The sampler we study has been used in spatial statistics, genomics and combinatorics going back at least to Karp and Luby (1983). It works by sampling one event at random, then sampling $\boldsymbol{x}$ conditionally on that event happening and it constructs an unbiased estimate of $μ$ by multiplying an inverse moment of the number of occuring events by the union bound. We prove some variance bounds for this sampler. For a sample size of $n$, it has a variance no larger than $μ(\barμ-μ)/n$ where $\barμ$ is the union bound. It also has a coefficient of variation no larger than $\sqrt{(J+J^{-1}-2)/(4n)}$ regardless of the overlap pattern among the $J$ events. Our motivating problem comes from power system reliability, where the phase differences between connected nodes have a joint Gaussian distribution and the $J$ rare events arise from unacceptably large phase differences. In the grid reliability problems even some events defined by $5772$ constraints in $326$ dimensions, with probability below $10^{-22}$, are estimated with a coefficient of variation of about $0.0024$ with only $n=10{,}000$ sample values.

stat.CO↗

arXiv2018

Learning from power system data stream: phasor-detective approach

Assuming access to synchronized stream of Phasor Measurement Unit (PMU) data over a significant portion of a power system interconnect, say controlled by an Independent System Operator (ISO), what can you extract about past, current and future state of the system? We have focused on answering this practical questions pragmatically - empowered with nothing but standard tools of data analysis, such as PCA, filtering and cross-correlation analysis. Quite surprisingly we have found that even during the quiet "no significant events" period this standard set of statistical tools allows the "phasor-detective" to extract from the data important hidden anomalies, such as problematic control loops at loads and wind farms, and mildly malfunctioning assets, such as transformers and generators. We also discuss and sketch future challenges a mature phasor-detective can possibly tackle by adding machine learning and physics modeling sophistication to the basic approach.

physics.data-an↗

arXiv2018

From Deep to Physics-Informed Learning of Turbulence: Diagnostics

We describe tests validating progress made toward acceleration and automation of hydrodynamic codes in the regime of developed turbulence by three Deep Learning (DL) Neural Network (NN) schemes trained on Direct Numerical Simulations of turbulence. Even the bare DL solutions, which do not take into account any physics of turbulence explicitly, are impressively good overall when it comes to qualitative description of important features of turbulence. However, the early tests have also uncovered some caveats of the DL approaches. We observe that the static DL scheme, implementing Convolutional GAN and trained on spatial snapshots of turbulence, fails to reproduce intermittency of turbulent fluctuations at small scales and details of the turbulence geometry at large scales. We show that the dynamic NN schemes, namely LAT-NET and Compressed Convolutional LSTM, trained on a temporal sequence of turbulence snapshots are capable to correct for the caveats of the static NN. We suggest a path forward towards improving reproducibility of the large-scale geometry of turbulence with NN.

physics.flu-dyn↗

arXiv2018

Optimal Load Ensemble Control in Chance-Constrained Optimal Power Flow

Distribution system operators (DSO) world-wide foresee a rapid roll-out of distributed energy resources. From the system perspective, their reliable and cost effective integration requires accounting for their physical properties in operating tools used by the DSO. This paper describes an approach to leverage the dispatch flexibility of thermostatically controlled loads (TCLs) for operating distribution systems with a high penetration level of photovoltaic resources. Each TCL ensemble is modeled using the Markov Decision Process (MDP). The MDP model is then integrated with the chance-constrained optimal power flow that accounts for the uncertainty of PV resources. Since the integrated optimization model cannot be solved efficiently by existing dynamic programming methods or off-the-shelf solvers, this paper proposes an iterative Spatio-Temporal Dual Decomposition algorithm (ST-D2). We demonstrate the usefulness of the proposed integrated optimization and ST-D2 algorithm on the IEEE 33-bus test system.

eess.SY↗

arXiv2018

Structure- & Physics- Preserving Reductions of Power Grid Models

The large size of multiscale, distribution and transmission, power grids hinder fast system-wide estimation and real-time control and optimization of operations. This paper studies graph reduction methods of power grids that are favorable for fast simulations and follow-up applications. While the classical Kron reduction has been successful in reduced order modeling of power grids with traditional, hierarchical design, the selection of reference nodes for the reduced model in a multiscale, distribution and transmission, network becomes ambiguous. In this work we extend the use of the iterative Kron reduction by utilizing the electric grid's graph topology for the selection of reference nodes, consistent with the design features of multiscale networks. Additionally, we propose further reductions by aggregation of coherent subnetworks of triangular meshes, based on the graph topology and network characteristics, in order to preserve currents and build another power-flow equivalent network. Our reductions are achieved through the use of iterative aggregation of sub-graphs that include general tree structures, lines, and triangles. Important features of our reduction algorithms include that: (i) the reductions are, either, equivalent to the Kron reduction, or otherwise produce a power-flow equivalent network; (ii) due to the former mentioned power-flow equivalence, the reduced network can model the dynamic of the swing equations for a lossless, inductive, steady state network; (iii) the algorithms efficiently utilize hash-tables to store the sequential reduction steps.

eess.SY↗

arXiv2018

Power of Ensemble Diversity and Randomization for Energy Aggregation

We study an ensemble of diverse (inhomogeneous) thermostatically controlled loads aggregated to provide the demand response (DR) services in a district-level energy system. Each load in the ensemble is assumed to be equipped with a random number generator switching heating/cooling on or off with a Poisson rate, $r$, when the load leaves the comfort zone. Ensemble diversity is modeled through inhomogeneity/disorder in the deterministic dynamics of loads. Approached from the standpoint of statistical physics, the ensemble represents a non-equilibrium system driven away from its natural steady state by the DR. The ability of the ensemble to recover by mixing faster to the steady state after its DR's use is advantageous. The trade-off between the level of the aggregator's control, commanding the devices to lower the rate $r$, and the phase-space-oscillatory deterministic dynamics is analyzed. We discover that there exists a critical value, $r_c$, corresponding to both the most efficient mixing and the bifurcation point where the ensemble transitions from the oscillatory relaxation at $r>r_c$ to the pure relaxation at $r<r_c$. Then, we study the effect of the load diversity, investigating four different disorder probability distributions (DPDs) ranging from the case of the Gaussian DPD to the case of the uniform with finite support DPD. Demonstrating resemblance to the similar question of the effectiveness of Landau damping in plasma physics, we show that stronger regularity of the DPD around its maximum results in faster mixing. Our theoretical analysis is supported by extensive numerical validation, which also allows us to access the effect of the ensemble's finite size.

eess.SY↗

arXiv2018

Topology Learning of Radial Dynamical Systems with Latent Nodes

In this article, we present a method to reconstruct the topology of a partially observed radial network of linear dynamical systems with bi-directional interactions. Our approach exploits the structure of the inverse power spectral density matrix and recovers edges involving nodes up to four hops away in the underlying topology. We then present an algorithm with provable guarantees, which eliminates the spurious links obtained and also identifies the location of the unobserved nodes in the inferred topology. The algorithm recovers the exact topology of the network by using only time-series of the states at the observed nodes. The effectiveness of the method developed is demonstrated by applying it on a typical distribution system of the electric grid.

eess.SY↗

arXiv2018

Belief Propagation Min-Sum Algorithm for Generalized Min-Cost Network Flow

Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful in practice, even though its empirical success, typically, lacks theoretical guarantees. This paper extends the short list of special cases where correctness and/or convergence of a Belief Propagation algorithm is proven. We generalize formulation of Min-Sum Network Flow problem by relaxing the flow conservation (balance) constraints and then proving that the Belief Propagation algorithm converges to the exact result.

stat.ML↗

arXiv2018

Topology Estimation using Graphical Models in Multi-Phase Power Distribution Grids

Distribution grid is the medium and low voltage part of a large power system. Structurally, the majority of distribution networks operate radially, such that energized lines form a collection of trees, i.e. forest, with a substation being at the root of any tree. The operational topology/forest may change from time to time, however tracking these changes, even though important for the distribution grid operation and control, is hindered by limited real-time monitoring. This paper develops a learning framework to reconstruct radial operational structure of the distribution grid from synchronized voltage measurements in the grid subject to the exogenous fluctuations in nodal power consumption. To detect operational lines our learning algorithm uses conditional independence tests for continuous random variables that is applicable to a wide class of probability distributions of the nodal consumption and Gaussian injections in particular. Moreover, our algorithm applies to the practical case of unbalanced three-phase power flow. Algorithm performance is validated on AC power flow simulations over IEEE distribution grid test cases.

eess.SY↗

arXiv2018

Bucket Renormalization for Approximate Inference

Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable, leading to extensive study of approximation methods. Iterative variational methods are a popular and successful family of approaches. However, even state of the art variational methods can return poor results or fail to converge on difficult instances. In this paper, we instead consider computing the partition function via sequential summation over variables. We develop robust approximate algorithms by combining ideas from mini-bucket elimination with tensor network and renormalization group methods from statistical physics. The resulting "convergence-free" methods show good empirical performance on both synthetic and real-world benchmark models, even for difficult instances.

stat.ML↗

arXiv2018

Optimal Ensemble Control of Loads in Distribution Grids with Network Constraints

Flexible loads, e.g. thermostatically controlled loads (TCLs), are technically feasible to participate in demand response (DR) programs. On the other hand, there is a number of challenges that need to be resolved before it can be implemented in practice en masse. First, individual TCLs must be aggregated and operated in sync to scale DR benefits. Second, the uncertainty of TCLs needs to be accounted for. Third, exercising the flexibility of TCLs needs to be coordinated with distribution system operations to avoid unnecessary power losses and compliance with power flow and voltage limits. This paper addresses these challenges. We propose a network-constrained, open-loop, stochastic optimal control formulation. The first part of this formulation represents ensembles of collocated TCLs modelled by an aggregated Markov Process (MP), where each MP state is associated with a given power consumption or production level. The second part extends MPs to a multi-period distribution power flow optimization. In this optimization, the control of TCL ensembles is regulated by transition probability matrices and physically enabled by local active and reactive power controls at TCL locations. The optimization is solved with a Spatio-Temporal Dual Decomposition (ST-D2) algorithm. The performance of the proposed formulation and algorithm is demonstrated on the IEEE 33-bus distribution model.

eess.SY↗

arXiv2018

Exact Topology and Parameter Estimation in Distribution Grids with Minimal Observability

Limited presence of nodal and line meters in distribution grids hinders their optimal operation and participation in real-time markets. In particular lack of real-time information on the grid topology and infrequently calibrated line parameters (impedances) adversely affect the accuracy of any operational power flow control. This paper suggests a novel algorithm for learning the topology of distribution grid and estimating impedances of the operational lines with minimal observational requirements - it provably reconstructs topology and impedances using voltage and injection measured only at the terminal (end-user) nodes of the distribution grid. All other (intermediate) nodes in the network may be unobserved/hidden. Furthermore no additional input (e.g., number of grid nodes, historical information on injections at hidden nodes) is needed for the learning to succeed. Performance of the algorithm is illustrated in numerical experiments on the IEEE and custom power distribution models.

eess.SY↗

arXiv2018

Chance-Constrained ADMM Approach for Decentralized Control of Distributed Energy Resources

Distribution systems are undergoing a dramatic transition from a passive circuit that routinely disseminates electric power among downstream nodes to the system with distributed energy resources. The distributed energy resources come in a variety of technologies and typically include photovoltaic (PV) arrays, thermostatically controlled loads, energy storage units. Often these resources are interfaced with the system via inverters that can adjust active and reactive power injections, thus supporting the operational performance of the system. This paper designs a control policy for such inverters using the local power flow measurements. The control actuates active and reactive power injections of the inverter-based distributed energy resources. This strategy is then incorporated into a chance-constrained, decentralized optimal power flow formulation to maintain voltage levels and power flows within their limits and to mitigate the volatility of (PV) resources.

eess.SY↗