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At least 217 records · Page 12

Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective

A factorization perspective on problems of optimal causal estimation and optimal causal control of linear stochastic systems defined on an infinite-dimensional Hilbert space is presented. A separation principle is derived for the case in which the system input/output map is generated by an abstract evolution operator. The factorization formalism allows for an essentially algebraic approach to these problems.

Milman, Mark M.↗

A Distributionally Robust Optimization Framework for Stochastic Assessment of Power System Flexibility in Economic Dispatch

Given the complexity of power systems, particularly the high-dimensional variability of net loads, accurately depicting the entire operational range of net loads poses a challenge. To address this, recent methodologies have sought to gauge the maximum range of net load uncertainty across all buses. In this paper, we consider the stochastic nature of the net load and introduce a distributionally robust optimization framework that assesses system flexibility stochastically, accommodating a minimal extent of system violations. We verify the proposed method by solving the flexibility of the economic dispatch problem on four distinct IEEE standard test systems. Compared to traditional deterministic flexibility evaluations, our approach consistently yields less conservative flexibility outcomes.

distributionally robust optimization↗

A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure

In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stochastic dynamical system where first-principles electromechanical dynamics are excited by small Gaussian disturbances in demand and generation around a specified operating point. In this context, a single line failure is interpreted in a large deviation context as a first escape event across a surface in phase space defined by line security constraints. The resulting system of stochastic differential equations admits a transverse decomposition of the drift, which leads to considerable simplification in evaluating the quasipotential (rate function) and, consequently, computation of exit rates. Tractable expressions for the rate of transmission line failure in a restricted network are derived from large deviation theory arguments and validated against numerical simulations. Extensions to realistic settings are considered, and individual line failure models are aggregated into a Markov model of cascading failure inspired by chemical kinetics. Cascades are generated by traversing a graph composed of weighted edges representing transitions to degraded network topologies. Numerical results indicate that the Markov model can produce cascades with qualitative power-law properties similar to those observed in empirical cascades.

Kinetic Monte Carlo, rare events, Cascading Failur↗

State-space self-tuner for on-line adaptive control

Dynamic systems, such as flight vehicles, satellites and space stations, operating in real environments, constantly face parameter and/or structural variations owing to nonlinear behavior of actuators, failure of sensors, changes in operating conditions, disturbances acting on the system, etc. In the past three decades, adaptive control has been shown to be effective in dealing with dynamic systems in the presence of parameter uncertainties, structural perturbations, random disturbances and environmental variations. Among the existing adaptive control methodologies, the state-space self-tuning control methods, initially proposed by us, are shown to be effective in designing advanced adaptive controllers for multivariable systems. In our approaches, we have embedded the standard Kalman state-estimation algorithm into an online parameter estimation algorithm. Thus, the advanced state-feedback controllers can be easily established for digital adaptive control of continuous-time stochastic multivariable systems. A state-space self-tuner for a general multivariable stochastic system has been developed and successfully applied to the space station for on-line adaptive control. Also, a technique for multistage design of an optimal momentum management controller for the space station has been developed and reported in. Moreover, we have successfully developed various digital redesign techniques which can convert a continuous-time controller to an equivalent digital controller. As a result, the expensive and unreliable continuous-time controller can be implemented using low-cost and high performance microprocessors. Recently, we have developed a new hybrid state-space self tuner using a new dual-rate sampling scheme for on-line adaptive control of continuous-time uncertain systems.

Shieh, L. S.↗

Stochastic Kinetics of Nanocatalytic Systems

Catalytic reaction events occurring on the surface of a nanoparticle constitute a complex stochastic process. Although advances in modern single-molecule experiments enable direct measurements of individual catalytic turnover events occurring on a segment of a single nanoparticle, we do not yet know how to measure the number of catalytic sites in each segment or how the catalytic turnover counting statistics and the catalytic turnover time distribution are related to the microscopic dynamics of catalytic reactions. Here, we address these issues by presenting a stochastic kinetics for nanoparticle catalytic systems. We propose a new experimental measure of the number of catalytic sites in terms of the mean and variance of the catalytic event count. By considering three types of nanocatalytic systems, we investigate how the mean, the variance, and the distribution of the catalytic turnover time depend on the catalytic reaction dynamics, the heterogeneity of catalytic activity, and communication among catalytic sites. This work enables accurate quantitative analyses of single-molecule experiments for nanocatalytic systems and enzymes with multiple catalytic sites.

Statistical Physics↗

Applying generalized stochastic Petri nets to manufacturing systems containing nonexponential transition functions

Generalized stochastic Petri nets (GSPNs) are applied to flexible manufacturing systems (FMSs). Throughput subnets and s-transitions are presented. Two FMS examples containing nonexponential distributions which were analyzed in previous papers by queuing theory and probability theory, respectively, are treated using GSPNs developed using throughput subnets and s-transitions. The GSPN results agree with the previous results, and developing and analyzing the GSPN models are straightforward and relatively easy compared to other methodologies.

Watson, James F., III↗

Proactive Operations and Investment Planning via Stochastic Optimization to Enhance Power Systems’ Extreme Weather Resilience

We present scalable stochastic optimization approaches for improving power systems’ resilience to extreme weather events. We consider both proactive redispatch and transmission line hardening as alternatives for mitigating expected load shed due to extreme weather, resulting in large-scale stochastic linear programs (LPs) and mixed-integer linear programs (MILPs). We solve these stochastic optimization problems with progressive hedging (PH), a parallel, scenario-based decomposition algorithm. Our computational experiments indicate that our proposed method for enhancing power system resilience can provide high-quality solutions efficiently. With up to 128 scenarios on a 2,000-bus network, the operations (redispatch) and investment (hardening) resilience problems can be solved in approximately 6 min and 2 h of wall-clock time, respectively. Additionally, we solve the investment problems with up to 512 scenarios, demonstrating that the approach scales very well with the number of scenarios. Moreover, the method produces high quality solutions that result in statistically significant reductions in expected load shed. Our proposed approach can be augmented to incorporate a variety of other operational and investment resilience strategies, or a combination of such strategies.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗

Unified, Geometric Framework for Nonequilibrium Protocol Optimization

Controlling thermodynamic cycles to minimize the dissipated heat is a long-standing goal in thermodynamics, and more recently, a central challenge in stochastic thermodynamics for nanoscale systems. Here, we introduce a theoretical and computational framework for optimizing nonequilibrium control protocols that can transform a system between two distributions in a minimally dissipative fashion. These protocols optimally transport a system along paths through the space of probability distributions that minimize the dissipative cost of a transformation. Furthermore, we show that the thermodynamic metric—determined via a linear response approach—can be directly derived from the same objective function that is optimized in the optimal transport problem, thus providing a unified perspective on thermodynamic geometries. As a result, we investigate this unified geometric framework in two model systems and observe that our procedure for optimizing control protocols is robust beyond linear response.

36 MATERIALS SCIENCE↗

Stochastic Control Synthesis of Systems with Structured Uncertainty

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Padula, Sharon L.↗

Optimized attenuated interaction: Enabling stochastic Bethe–Salpeter spectra for large systems

We develop an improved stochastic formalism for the Bethe–Salpeter equation (BSE), based on an exact separation of the effective-interaction W into two parts, W = (W – vW) + vW, where the latter is formally any translationally invariant interaction, vW(r – r'). When optimizing the fit of the exchange kernel vW to W, using a stochastic sampling W, the difference W – vW becomes quite small. Then, in the main BSE routine, this small difference is stochastically sampled. Furthermore, the number of stochastic samples needed for an accurate spectrum is then largely independent of system size. While the method is formally cubic in scaling, the scaling prefactor is small due to the constant number of stochastic orbitals needed for sampling W.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic robustness of linear control systems

A simple numerical procedure for estimating the stochastic robustness of a linear, time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure admit alternate discriminants to be considered. Thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions also can be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗

Investigation of the Multiple Method Adaptive Control (MMAC) method for flight control systems

The stochastic adaptive control of the NASA F-8C digital-fly-by-wire aircraft using the multiple model adaptive control (MMAC) method is presented. The selection of the performance criteria for the lateral and the longitudinal dynamics, the design of the Kalman filters for different operating conditions, the identification algorithm associated with the MMAC method, the control system design, and simulation results obtained using the real time simulator of the F-8 aircraft at the NASA Langley Research Center are discussed.

Athans, M.↗

Stochastic Feedforward Control Technique

Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

Halyo, Nesim↗