arXiv subjects

Michael Chertkov

Publications and source records attributed to Michael Chertkov.

At least 145 records · Page 8Linked to original sources

arXiv2012

Distributed Control of Generation in a Transmission Grid with a High Penetration of Renewables

Deviations of grid frequency from the nominal frequency are an indicator of the global imbalance between genera- tion and load. Two types of control, a distributed propor- tional control and a centralized integral control, are cur- rently used to keep frequency deviations small. Although generation-load imbalance can be very localized, both controls primarily rely on frequency deviation as their in- put. The time scales of control require the outputs of the centralized integral control to be communicated to distant generators every few seconds. We reconsider this con- trol/communication architecture and suggest a hybrid ap- proach that utilizes parameterized feedback policies that can be implemented in a fully distributed manner because the inputs to these policies are local observables at each generator. Using an ensemble of forecasts of load and time-intermittent generation representative of possible fu- ture scenarios, we perform a centralized off-line stochas- tic optimization to select the generator-specific feedback parameters. These parameters need only be communi- cated to generators once per control period (60 minutes in our simulations). We show that inclusion of local power flows as feedback inputs is crucial and reduces frequency deviations by a factor of ten. We demonstrate our con- trol on a detailed transmission model of the Bonneville Power Administration (BPA). Our findings suggest that a smart automatic and distributed control, relying on ad- vanced off-line and system-wide computations commu- nicated to controlled generators infrequently, may be a viable control and communication architecture solution. This architecture is suitable for a future situation when generation-load imbalances are expected to grow because of increased penetration of time-intermittent generation.

eess.SY↗

arXiv2012

Learning Price-Elasticity of Smart Consumers in Power Distribution Systems

Demand Response is an emerging technology which will transform the power grid of tomorrow. It is revolutionary, not only because it will enable peak load shaving and will add resources to manage large distribution systems, but mainly because it will tap into an almost unexplored and extremely powerful pool of resources comprised of many small individual consumers on distribution grids. However, to utilize these resources effectively, the methods used to engage these resources must yield accurate and reliable control. A diversity of methods have been proposed to engage these new resources. As opposed to direct load control, many methods rely on consumers and/or loads responding to exogenous signals, typically in the form of energy pricing, originating from the utility or system operator. Here, we propose an open loop communication-lite method for estimating the price elasticity of many customers comprising a distribution system. We utilize a sparse linear regression method that relies on operator-controlled, inhomogeneous minor price variations, which will be fair to all the consumers. Our numerical experiments show that reliable estimation of individual and thus aggregated instantaneous elasticities is possible. We describe the limits of the reliable reconstruction as functions of the three key parameters of the system: (i) ratio of the number of communication slots (time units) per number of engaged consumers; (ii) level of sparsity (in consumer response); and (iii) signal-to-noise ratio.

cs.IT↗

arXiv2012

DistFlow ODE: Modeling, Analyzing and Controlling Long Distribution Feeder

We consider a linear feeder connecting multiple distributed loads and generators to the sub-station. Voltage is controlled directly at the sub-station, however, voltage down the line shifts up or down, in particular depending on if the feeder operates in the power export regime or power import regime. Starting from this finite element description of the feeder, assuming that the consumption/generation is distributed heterogeneously along the feeder, and following the asymptotic homogenization approach, we derive simple low-parametric ODE model of the feeder. We also explain how the homogeneous ODE modeling is generalized to account for other distributed effects, e.g. for inverter based and voltage dependent control of reactive power. The resulting system of the DistFlow-ODEs, relating homogenized voltage to flows of real and reactive power along the lines, admits computationally efficient analysis in terms of the minimal number of the feeder line "media" parameters, such as the ratio of the inductance-to-resistance densities. Exploring the space of the media and control parameters allows us to test and juxtapose different measures of the system performance, in particular expressed in terms of the voltage drop along the feeder, power import/export from the feeder line as the whole, power losses within the feeder, and critical (with respect to possible voltage collapse) length of the feeder. Our most surprising funding relates to performance of a feeder rich on PhotoVoltaic (PV) systems during a sunny day. We observe that if the feeder is sufficiently long the DistFlow-ODEs may have multiple stable solutions. The multiplicity may mean troubles for successful recovery of the feeder after a very short, few periods long, fault at the head of the line.

math.OC↗

arXiv2012

Synchronization in Complex Oscillator Networks and Smart Grids

The emergence of synchronization in a network of coupled oscillators is a fascinating topic in various scientific disciplines. A coupled oscillator network is characterized by a population of heterogeneous oscillators and a graph describing the interaction among them. It is known that a strongly coupled and sufficiently homogeneous network synchronizes, but the exact threshold from incoherence to synchrony is unknown. Here we present a novel, concise, and closed-form condition for synchronization of the fully nonlinear, non-equilibrium, and dynamic network. Our synchronization condition can be stated elegantly in terms of the network topology and parameters, or equivalently in terms of an intuitive, linear, and static auxiliary system. Our results significantly improve upon the existing conditions advocated thus far, they are provably exact for various interesting network topologies and parameters, they are statistically correct for almost all networks, and they can be applied equally to synchronization phenomena arising in physics and biology as well as in engineered oscillator networks such as electric power networks. We illustrate the validity, the accuracy, and the practical applicability of our results in complex networks scenarios and in smart grid applications.

math.OC↗

arXiv2012

Tail-Constraining Stochastic Linear-Quadratic Control: Large Deviation and Statistical Physics Approach

Standard definition of the stochastic Risk-Sensitive Linear-Quadratic (RS-LQ) control depends on the risk parameter, which is normally left to be set exogenously. We reconsider the classical approach and suggest two alternatives resolving the spurious freedom naturally. One approach consists in seeking for the minimum of the tail of the Probability Distribution Function (PDF) of the cost functional at some large fixed value. Another option suggests to minimize the expectation value of the cost functional under constraint on the value of the PDF tail. Under assumption of the resulting control stability, both problems are reduced to static optimizations over stationary control matrix. The solutions are illustrated on the examples of scalar and 1d chain (string) systems. Large Deviation self-similar asymptotic of the cost functional PDF is analyzed.

cond-mat.stat-mech↗

arXiv2011

Controlled Tripping of Overheated Lines Mitigates Power Outages

We study the evolution of fast blackout cascades in the model of the Polish (transmission) power grid (2700 nodes and 3504 transmission lines). The cascade is initiated by a sufficiently severe initial contingency tripping. It propagates via sequential trippings of many more overheated lines, islanding loads and generators and eventually arriving at a fixed point with the surviving part of the system being power-flow-balanced and the rest of the system being outaged. Utilizing an improved form of the quasi-static model for cascade propagation introduced in our earlier study (Statistical Classification of Cascading Failures in Power Grids, IEEE PES GM 2011), we analyze how the severity of the cascade depends on the order of tripping overheated lines. Our main observation is that the order of tripping has a tremendous effect on the size of the resulting outage. Finding the "best" tripping, defined as causing the least damage, constitutes a difficult dynamical optimization problem, whose solution is most likely computationally infeasible. Instead, here we study performance of a number of natural heuristics, resolving the next switching decision based on the current state of the grid. Overall, we conclude that controlled intentional tripping is advantageous in the situation of a fast developing extreme emergency, as it provides significant mitigation of the resulting damage.

physics.soc-ph↗

arXiv2011

Exact and Efficient Algorithm to Discover Extreme Stochastic Events in Wind Generation over Transmission Power Grids

In this manuscript we continue the thread of [M. Chertkov, F. Pan, M. Stepanov, Predicting Failures in Power Grids: The Case of Static Overloads, IEEE Smart Grid 2011] and suggest a new algorithm discovering most probable extreme stochastic events in static power grids associated with intermittent generation of wind turbines. The algorithm becomes EXACT and EFFICIENT (polynomial) in the case of the proportional (or other low parametric) control of standard generation, and log-concave probability distribution of the renewable generation, assumed known from the wind forecast. We illustrate the algorithm's ability to discover problematic extreme events on the example of the IEEE RTS-96 model of transmission with additions of 10%, 20% and 30% of renewable generation. We observe that the probability of failure may grow but it may also decrease with increase in renewable penetration, if the latter is sufficiently diversified and distributed.

eess.SY↗

arXiv2011

Polytope of Correct (Linear Programming) Decoding and Low-Weight Pseudo-Codewords

We analyze Linear Programming (LP) decoding of graphical binary codes operating over soft-output, symmetric and log-concave channels. We show that the error-surface, separating domain of the correct decoding from domain of the erroneous decoding, is a polytope. We formulate the problem of finding the lowest-weight pseudo-codeword as a non-convex optimization (maximization of a convex function) over a polytope, with the cost function defined by the channel and the polytope defined by the structure of the code. This formulation suggests new provably convergent heuristics for finding the lowest weight pseudo-codewords improving in quality upon previously discussed. The algorithm performance is tested on the example of the Tanner [155, 64, 20] code over the Additive White Gaussian Noise (AWGN) channel.

cs.IT↗

arXiv2011

Smart Finite State Devices: A Modeling Framework for Demand Response Technologies

We introduce and analyze Markov Decision Process (MDP) machines to model individual devices which are expected to participate in future demand-response markets on distribution grids. We differentiate devices into the following four types: (a) optional loads that can be shed, e.g. light dimming; (b) deferrable loads that can be delayed, e.g. dishwashers; (c) controllable loads with inertia, e.g. thermostatically-controlled loads, whose task is to maintain an auxiliary characteristic (temperature) within pre-defined margins; and (d) storage devices that can alternate between charging and generating. Our analysis of the devices seeks to find their optimal price-taking control strategy under a given stochastic model of the distribution market.

eess.SY↗

arXiv2011

Linear Programming based Detectors for Two-Dimensional Intersymbol Interference Channels

We present and study linear programming based detectors for two-dimensional intersymbol interference channels. Interesting instances of two-dimensional intersymbol interference channels are magnetic storage, optical storage and Wyner's cellular network model. We show that the optimal maximum a posteriori detection in such channels lends itself to a natural linear programming based sub-optimal detector. We call this the Pairwise linear program detector. Our experiments show that the Pairwise linear program detector performs poorly. We then propose two methods to strengthen our detector. These detectors are based on systematically enhancing the Pairwise linear program. The first one, the Block linear program detector adds higher order potential functions in an {\em exhaustive} manner, as constraints, to the Pairwise linear program detector. We show by experiments that the Block linear program detector has performance close to the optimal detector. We then develop another detector by {\em adaptively} adding frustrated cycles to the Pairwise linear program detector. Empirically, this detector also has performance close to the optimal one and turns out to be less complex then the Block linear program detector.

cs.IT↗

arXiv2010

Statistical Classification of Cascading Failures in Power Grids

We introduce a new microscopic model of the outages in transmission power grids. This model accounts for the automatic response of the grid to load fluctuations that take place on the scale of minutes, when the optimum power flow adjustments and load shedding controls are unavailable. We describe extreme events, initiated by load fluctuations, which cause cascading failures of loads, generators and lines. Our model is quasi-static in the causal, discrete time and sequential resolution of individual failures. The model, in its simplest realization based on the Directed Current description of the power flow problem, is tested on three standard IEEE systems consisting of 30, 39 and 118 buses. Our statistical analysis suggests a straightforward classification of cascading and islanding phases in terms of the ratios between average number of removed loads, generators and links. The analysis also demonstrates sensitivity to variations in line capacities. Future research challenges in modeling and control of cascading outages over real-world power networks are discussed.

physics.soc-ph↗

arXiv2010

Learning Planar Ising Models

Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models, which suggests the problem of seeking the best approximation to a collection of random variables within some tractable family of graphical models. In this paper, we focus our attention on the class of planar Ising models, for which inference is tractable using techniques of statistical physics [Kac and Ward; Kasteleyn]. Based on these techniques and recent methods for planarity testing and planar embedding [Chrobak and Payne], we propose a simple greedy algorithm for learning the best planar Ising model to approximate an arbitrary collection of binary random variables (possibly from sample data). Given the set of all pairwise correlations among variables, we select a planar graph and optimal planar Ising model defined on this graph to best approximate that set of correlations. We demonstrate our method in some simulations and for the application of modeling senate voting records.

stat.ML↗

arXiv2010

Planar Graphical Models which are Easy

We describe a rich family of binary variables statistical mechanics models on a given planar graph which are equivalent to Gaussian Grassmann Graphical models (free fermions) defined on the same graph. Calculation of the partition function (weighted counting) for such a model is easy (of polynomial complexity) as reducible to evaluation of a Pfaffian of a matrix of size equal to twice the number of edges in the graph. In particular, this approach touches upon Holographic Algorithms of Valiant and utilizes the Gauge Transformations discussed in our previous works.

cond-mat.stat-mech↗

arXiv2010

Predicting Failures in Power Grids: The Case of Static Overloads

Here we develop an approach to predict power grid weak points, and specifically to efficiently identify the most probable failure modes in static load distribution for a given power network. This approach is applied to two examples: Guam's power system and also the IEEE RTS-96 system, both modeled within the static Direct Current power flow model. Our algorithm is a power network adaption of the worst configuration heuristics, originally developed to study low probability events in physics and failures in error-correction. One finding is that, if the normal operational mode of the grid is sufficiently healthy, the failure modes, also called instantons, are sufficiently sparse, i.e. the failures are caused by load fluctuations at only a few buses. The technique is useful for discovering weak links which are saturated at the instantons. It can also identify generators working at the capacity and generators under capacity, thus providing predictive capability for improving the reliability of any power network.

math.OC↗

arXiv2010

A Majorization-Minimization Approach to Design of Power Transmission Networks

We propose an optimization approach to design cost-effective electrical power transmission networks. That is, we aim to select both the network structure and the line conductances (line sizes) so as to optimize the trade-off between network efficiency (low power dissipation within the transmission network) and the cost to build the network. We begin with a convex optimization method based on the paper ``Minimizing Effective Resistance of a Graph'' [Ghosh, Boyd \& Saberi]. We show that this (DC) resistive network method can be adapted to the context of AC power flow. However, that does not address the combinatorial aspect of selecting network structure. We approach this problem as selecting a subgraph within an over-complete network, posed as minimizing the (convex) network power dissipation plus a non-convex cost on line conductances that encourages sparse networks where many line conductances are set to zero. We develop a heuristic approach to solve this non-convex optimization problem using: (1) a continuation method to interpolate from the smooth, convex problem to the (non-smooth, non-convex) combinatorial problem, (2) the majorization-minimization algorithm to perform the necessary intermediate smooth but non-convex optimization steps. Ultimately, this involves solving a sequence of convex optimization problems in which we iteratively reweight a linear cost on line conductances to fit the actual non-convex cost. Several examples are presented which suggest that the overall method is a good heuristic for network design. We also consider how to obtain sparse networks that are still robust against failures of lines and/or generators.

math.OC↗

arXiv2010

Options for Control of Reactive Power by Distributed Photovoltaic Generators

High penetration levels of distributed photovoltaic(PV) generation on an electrical distribution circuit present several challenges and opportunities for distribution utilities. Rapidly varying irradiance conditions may cause voltage sags and swells that cannot be compensated by slowly responding utility equipment resulting in a degradation of power quality. Although not permitted under current standards for interconnection of distributed generation, fast-reacting, VAR-capable PV inverters may provide the necessary reactive power injection or consumption to maintain voltage regulation under difficult transient conditions. As side benefit, the control of reactive power injection at each PV inverter provides an opportunity and a new tool for distribution utilities to optimize the performance of distribution circuits, e.g. by minimizing thermal losses. We discuss and compare via simulation various design options for control systems to manage the reactive power generated by these inverters. An important design decision that weighs on the speed and quality of communication required is whether the control should be centralized or distributed (i.e. local). In general, we find that local control schemes are capable for maintaining voltage within acceptable bounds. We consider the benefits of choosing different local variables on which to control and how the control system can be continuously tuned between robust voltage control, suitable for daytime operation when circuit conditions can change rapidly, and loss minimization better suited for nighttime operation.

math-ph↗

arXiv2010

Non-Equilibrium Statistical Physics of Currents in Queuing Networks

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question ``What is the most likely way for large currents to accumulate over time in a network ?'', where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback.

cond-mat.stat-mech↗

arXiv2010

Belief Propagation and Loop Calculus for the Permanent of a Non-Negative Matrix

We consider computation of permanent of a positive $(N\times N)$ non-negative matrix, $P=(P_i^j|i,j=1,\cdots,N)$, or equivalently the problem of weighted counting of the perfect matchings over the complete bipartite graph $K_{N,N}$. The problem is known to be of likely exponential complexity. Stated as the partition function $Z$ of a graphical model, the problem allows exact Loop Calculus representation [Chertkov, Chernyak '06] in terms of an interior minimum of the Bethe Free Energy functional over non-integer doubly stochastic matrix of marginal beliefs, $β=(β_i^j|i,j=1,\cdots,N)$, also correspondent to a fixed point of the iterative message-passing algorithm of the Belief Propagation (BP) type. Our main result is an explicit expression of the exact partition function (permanent) in terms of the matrix of BP marginals, $β$, as $Z=\mbox{Perm}(P)=Z_{BP} \mbox{Perm}(β_i^j(1-β_i^j))/\prod_{i,j}(1-β_i^j)$, where $Z_{BP}$ is the BP expression for the permanent stated explicitly in terms if $β$. We give two derivations of the formula, a direct one based on the Bethe Free Energy and an alternative one combining the Ihara graph-$ζ$ function and the Loop Calculus approaches. Assuming that the matrix $β$ of the Belief Propagation marginals is calculated, we provide two lower bounds and one upper-bound to estimate the multiplicative term. Two complementary lower bounds are based on the Gurvits-van der Waerden theorem and on a relation between the modified permanent and determinant respectively.

cs.DS↗