Optimal allocation strategies for the dark pool problem

We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial scenarios, while also improving on their results in the iid setup. The resulting algorithms are efficient, and perform well in simulations under stochastic and adversarial inputs.

An improved genetic algorithm and graph theory based method for optimal sectionalizer switch placement in distribution networks with DG

In this paper a new graph-theory and improved genetic algorithm based practical method is employed to solve the optimal sectionalizer switch placement problem. The proposed method determines the best locations of sectionalizer switching devices in distribution networks considering the effects of presence of distributed generation (DG) in fitness functions and other optimization constraints, providing the maximum number of costumers to be supplied by distributed generation sources in islanded distribution systems after possible faults. The proposed method is simulated and tested on several distribution test systems in both cases of with DG and non DG situations. The results of the simulations validate the proposed method for switch placement of the distribution network in the presence of distributed generation.

Free surface flow past topography : a beyond-all-orders approach

The problem of steady subcritical free surface flow past a submerged inclined step is considered. The asymptotic limit of small Froude number is treated, with particular emphasis on the effect that changing the angle of the step face has on the surface waves. As demonstrated by Chapman & Vanden-Broeck (2006), the divergence of a power series expansion in powers of the square of the Froude number is caused by singularities in the analytic continuation of the free surface; for an inclined step, these singularities may correspond to either the corners or stagnation points of the step, or both, depending on the angle of incline. Stokes lines emanate from these singularities, and exponentially small waves are switched on at the point the Stokes lines intersect with the free surface. Our results suggest that for a certain range of step angles, two wavetrains are switched on, but the exponentially subdominant one is switched on first, leading to an intermediate wavetrain not previously noted. We extend these ideas to the problem of flow over a submerged bump or trench, again with inclined sides. This time there may be two, three or four active Stokes lines, depending on the inclination angles. We demonstrate how to construct a base topography such that wave contributions from separate Stokes lines are of equal magnitude but opposite phase, thus cancelling out. Our asymptotic results are complemented by numerical solutions to the fully nonlinear equations.

Optimal sitting and sizing of distributed generators considering plug-in electric vehicles

Some uncertainties such as the stochastic input/output power of a plug-in electric vehicle due to its stochastic charging and discharging schedule, that of a wind unit and that of a photovoltaic generation source, volatile fuel prices and future uncertain load growth, all together could lead to some risks in determining the optimal siting and sizing of distributed generators (DGs) in distributed systems. Given this background, under the chance constrained programming (CCP) framework, a new method is presented to handle these uncertainties in the optimal sitting and sizing problem of DGs. First, a mathematical model of CCP is developed with the minimization of DGs investment cost, operational cost and maintenance cost as well as the network loss cost as the objective, security limitations as constraints, the sitting and sizing of DGs as optimization variables. Then, a Monte Carolo simulation embedded genetic algorithm approach is developed to solve the developed CCP model. Finally, the IEEE 37-node test feeder is employed to verify the feasibility and effectiveness of the developed model and method. This work is supported by an Australian Commonwealth Scientific and Industrial Research Organisation (CSIRO) Project on Intelligent Grids Under the Energy Transformed Flagship, and Project from Jiangxi Power Company.

Design of fixed order robust power oscillation damper for TCSC

This paper illustrates robust fixed order power oscillation damper design for mitigating power systems oscillations. From implementation and tuning point of view, such low and fixed structure is common practice for most practical applications, including power systems. However, conventional techniques of optimal and robust control theory cannot handle the constraint of fixed-order as it is, in general, impossible to ensure a target closed-loop transfer function by a controller of any given order. This paper deals with the problem of synthesizing or designing a feedback controller of dynamic order for a linear time-invariant plant for a fixed plant, as well as for an uncertain family of plants containing parameter uncertainty, so that stability, robust stability and robust performance are attained. The desired closed-loop specifications considered here are given in terms of a target performance vector representing a desired closed-loop design. The performance of the designed controller is validated through non-linear simulations for a range of contingencies.

Unit commitment in power systems with plug-in hybrid electric vehicles

With the continued development of renewable energy generation technologies and increasing pressure to combat the global effects of greenhouse warming, plug-in hybrid electric vehicles (PHEVs) have received worldwide attention, finding applications in North America and Europe. When a large number of PHEVs are introduced into a power system, there will be extensive impacts on power system planning and operation, as well as on electricity market development. It is therefore necessary to properly control PHEV charging and discharging behaviors. Given this background, a new unit commitment model and its solution method that takes into account the optimal PHEV charging and discharging controls is presented in this paper. A 10-unit and 24-hour unit commitment (UC) problem is employed to demonstrate the feasibility and efficiency of the developed method, and the impacts of the wide applications of PHEVs on the operating costs and the emission of the power system are studied. Case studies are also carried out to investigate the impacts of different PHEV penetration levels and different PHEV charging modes on the results of the UC problem. A 100-unit system is employed for further analysis on the impacts of PHEVs on the UC problem in a larger system application. Simulation results demonstrate that the employment of optimized PHEV charging and discharging modes is very helpful for smoothing the load curve profile and enhancing the ability of the power system to accommodate more PHEVs. Furthermore, an optimal Vehicle to Grid (V2G) discharging control provides economic and efficient backups and spinning reserves for the secure and economic operation of the power system

Excess power circulation in distribution networks containing distributed energy resources

The presence of large number of single-phase distributed energy resources (DERs) can cause severe power quality problems in distribution networks. The DERs can be installed in random locations. This may cause the generation in a particular phase exceeds the load demand in that phase. Therefore the excess power in that phase will be fed back to the transmission network. To avoid this problem, the paper proposes the use of distribution static compensator (DSTATCOM) that needs to be connected at the first bus following a substation. When operated properly, the DSTATCOM can facilitate a set of balanced current flow from the substation, even when excess power is generated by DERs. The proposals are validated through extensive digital computer simulation studies using PSCAD and MATLAB.

Optimal distribution network reinforcement considering load growth, line loss, and reliability

In this paper, a new comprehensive planning methodology is proposed for implementing distribution network reinforcement. The load growth, voltage profile, distribution line loss, and reliability are considered in this procedure. A time-segmentation technique is employed to reduce the computational load. Options considered range from supporting the load growth using the traditional approach of upgrading the conventional equipment in the distribution network, through to the use of dispatchable distributed generators (DDG). The objective function is composed of the construction cost, loss cost and reliability cost. As constraints, the bus voltages and the feeder currents should be maintained within the standard level. The DDG output power should not be less than a ratio of its rated power because of efficiency. A hybrid optimization method, called modified discrete particle swarm optimization, is employed to solve this nonlinear and discrete optimization problem. A comparison is performed between the optimized solution based on planning of capacitors along with tap-changing transformer and line upgrading and when DDGs are included in the optimization.

An optimal under-frequency load shedding strategy considering distributed generators and load static characteristics

The well-established under-frequency load shedding (UFLS) is deemed to be the last of effective remedial measures against a severe frequency decline of a power system. With the ever-increasing size of power systems and the extensive penetration of distributed generators (DGs) in power systems, the problem of developing an optimal UFLS strategy is facing some new challenges. Given this background, an optimal UFLS strategy for a distribution system with DGs and load static characteristics taken into consideration is developed. Based on the frequency and the rate of change of frequency, the presented strategy consists of several basic rounds and a special round. In the basic round, the frequency emergency can be alleviated by quickly shedding some loads. In the special round, the frequency security can be maintained, and the operating parameters of the distribution system can be optimized by adjusting the output powers of DGs and some loads. The modified IEEE 37-node test feeder is employed to demonstrate the essential features of the developed optimal UFLS strategy in the MATLAB/SIMULINK environment.

Non-Newtonian natural convection flow along an isothermal horizontal circular cylinder using modified power-law model

Laminar two-dimensional natural convection boundary-layer flow of non-Newtonian fluids along an isothermal horizontal circular cylinder has been studied using a modified power-law viscosity model. In this model, there are no unrealistic limits of zero or infinite viscosity. Therefore, the boundary-layer equations can be solved numerically by using marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning as well as shear thickening fluids in terms of the fluid velocity and temperature distributions, shear stresses and rate of heat transfer in terms of the local skin-friction and local Nusselt number respectively.

Improving power quality in low-voltage networks containing distributed energy resources

Severe power quality problems can arise when a large number of single-phase distributed energy resources (DERs) are connected to a low-voltage power distribution system. Due to the random location and size of DERs, it may so happen that a particular phase generates excess power than its load demand. In such an event, the excess power will be fed back to the distribution substation and will eventually find its way to the transmission network, causing undesirable voltage-current unbalance. As a solution to this problem, the article proposes the use of a distribution static compensator (DSTATCOM), which regulates voltage at the point of common coupling (PCC), thereby ensuring balanced current flow from and to the distribution substation. Additionally, this device can also support the distribution network in the absence of the utility connection, making the distribution system work as a microgrid. The proposals are validated through extensive digital computer simulation studies using PSCADTM

Distributed low-power image processing in wireless sensor networks for intelligent video surveillance applications

Distributed Wireless Smart Camera (DWSC) network is a special type of Wireless Sensor Network (WSN) that processes captured images in a distributed manner. While image processing on DWSCs sees a great potential for growth, with its applications possessing a vast practical application domain such as security surveillance and health care, it suffers from tremendous constraints. In addition to the limitations of conventional WSNs, image processing on DWSCs requires more computational power, bandwidth and energy that presents significant challenges for large scale deployments. This dissertation has developed a number of algorithms that are highly scalable, portable, energy efficient and performance efficient, with considerations of practical constraints imposed by the hardware and the nature of WSN. More specifically, these algorithms tackle the problems of multi-object tracking and localisation in distributed wireless smart camera net- works and optimal camera configuration determination. Addressing the first problem of multi-object tracking and localisation requires solving a large array of sub-problems. The sub-problems that are discussed in this dissertation are calibration of internal parameters, multi-camera calibration for localisation and object handover for tracking. These topics have been covered extensively in computer vision literatures, however new algorithms must be invented to accommodate the various constraints introduced and required by the DWSC platform. A technique has been developed for the automatic calibration of low-cost cameras which are assumed to be restricted in their freedom of movement to either pan or tilt movements. Camera internal parameters, including focal length, principal point, lens distortion parameter and the angle and axis of rotation, can be recovered from a minimum set of two images of the camera, provided that the axis of rotation between the two images goes through the camera's optical centre and is parallel to either the vertical (panning) or horizontal (tilting) axis of the image. For object localisation, a novel approach has been developed for the calibration of a network of non-overlapping DWSCs in terms of their ground plane homographies, which can then be used for localising objects. In the proposed approach, a robot travels through the camera network while updating its position in a global coordinate frame, which it broadcasts to the cameras. The cameras use this, along with the image plane location of the robot, to compute a mapping from their image planes to the global coordinate frame. This is combined with an occupancy map generated by the robot during the mapping process to localised objects moving within the network. In addition, to deal with the problem of object handover between DWSCs of non-overlapping fields of view, a highly-scalable, distributed protocol has been designed. Cameras that follow the proposed protocol transmit object descriptions to a selected set of neighbours that are determined using a predictive forwarding strategy. The received descriptions are then matched at the subsequent camera on the object's path using a probability maximisation process with locally generated descriptions. The second problem of camera placement emerges naturally when these pervasive devices are put into real use. The locations, orientations, lens types etc. of the cameras must be chosen in a way that the utility of the network is maximised (e.g. maximum coverage) while user requirements are met. To deal with this, a statistical formulation of the problem of determining optimal camera configurations has been introduced and a Trans-Dimensional Simulated Annealing (TDSA) algorithm has been proposed to effectively solve the problem.

Go with the flow : optimal AUV path planning in coastal environments

This paper describes a novel optimum path planning strategy for long duration AUV operations in environments with time-varying ocean currents. These currents can exceed the maximum achievable speed of the AUV, as well as temporally expose obstacles. In contrast to most other path planning strategies, paths have to be defined in time as well as space. The solution described here exploits ocean currents to achieve mission goals with minimal energy expenditure, or a tradeoff between mission time and required energy. The proposed algorithm uses a parallel swarm search as a means to reduce the susceptibility to large local minima on the complex cost surface. The performance of the optimisation algorithms is evaluated in simulation and experimentally with the Starbug AUV using a validated ocean model of Brisbane’s Moreton Bay.

Optimal distributed generation placement in radial distribution systems

Distributed generation (DG) resources are commonly used in the electric systems to obtain minimum line losses, as one of the benefits of DG, in radial distribution systems. Studies have shown the importance of appropriate selection of location and size of DGs. This paper proposes an analytical method for solving optimal distributed generation placement (ODGP) problem to minimize line losses in radial distribution systems using loss sensitivity factor (LSF) based on bus-injection to branch-current (BIBC) matrix. The proposed method is formulated and tested on 12 and 34 bus radial distribution systems. The classical grid search algorithm based on successive load flows is employed to validate the results. The main advantages of the proposed method as compared with the other conventional methods are the robustness and no need to calculate and invert large admittance or Jacobian matrices. Therefore, the simulation time and the amount of computer memory, required for processing data especially for the large systems, decreases.