Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

Effects of mould filling on evolution of the solid-liquid interface during solidification

This work presents a numerical analysis of simultaneous mould filling and phase change for solidification in a two-dimensional rectangular cavity. The role of residual flow strength and temperature gradients within the solidifying domain, caused by the filling process, on the evolution of solidification interface are investigated. An implicit volume of fluid (VOF)-based algorithm has been employed for simulating the free surface flows during the filling process, while the model for solidification is based on a fixed-grid enthalpy-based control volume approach. Solidification modeling is coupled with VOF through User Defined Functions developed in the commercial computational fluid dynamics (CFD) code FLUENT 6.3.26. Comparison between results of the conventional analysis without filling effect and those of the present analysis shows that the residual flow resulting from the filling process significantly influences the progress of the solidification interface. A parametric study is also performed with variables such as cooling rate, filling velocity and filling configuration, in order to investigate the coupled effects of the buoyancy-driven flow and the residual flow on the solidification behavior.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

A semi-analytical solution for multilayer diffusion in a composite medium consisting of a large number of layers

Diffusion in a composite slab consisting of a large number of layers provides an ideal prototype problem for developing and analysing two-scale modelling approaches for heterogeneous media. Numerous analytical techniques have been proposed for solving the transient diffusion equation in a one-dimensional composite slab consisting of an arbitrary number of layers. Most of these approaches, however, require the solution of a complex transcendental equation arising from a matrix determinant for the eigenvalues that is difficult to solve numerically for a large number of layers. To overcome this issue, in this paper, we present a semi-analytical method based on the Laplace transform and an orthogonal eigenfunction expansion. The proposed approach uses eigenvalues local to each layer that can be obtained either explicitly, or by solving simple transcendental equations. The semi-analytical solution is applicable to both perfect and imperfect contact at the interfaces between adjacent layers and either Dirichlet, Neumann or Robin boundary conditions at the ends of the slab. The solution approach is verified for several test cases and is shown to work well for a large number of layers. The work is concluded with an application to macroscopic modelling where the solution of a fine-scale multilayered medium consisting of two hundred layers is compared against an “up-scaled” variant of the same problem involving only ten layers.

Correlation of helicopter rotor aeroelastic response with HART-II wind tunnel test data

Purpose - This paper aims to validate a comprehensive aeroelastic analysis for a helicopter rotor with the higher harmonic control aeroacoustic rotor test (HART-II) wind tunnel test data. Design/methodology/approach - Aeroelastic analysis of helicopter rotor with elastic blades based on finite element method in space and time and capable of considering higher harmonic control inputs is carried out. Moderate deflection and coriolis nonlinearities are included in the analysis. The rotor aerodynamics are represented using free wake and unsteady aerodynamic models. Findings - Good correlation between analysis and HART-II wind tunnel test data is obtained for blade natural frequencies across a range of rotating speeds. The basic physics of the blade mode shapes are also well captured. In particular, the fundamental flap, lag and torsion modes compare very well. The blade response compares well with HART-II result and other high-fidelity aeroelastic code predictions for flap and torsion mode. For the lead-lag response, the present analysis prediction is somewhat better than other aeroelastic analyses. Research limitations/implications - Predicted blade response trend with higher harmonic pitch control agreed well with the wind tunnel test data, but usually contained a constant offset in the mean values of lead-lag and elastic torsion response. Improvements in the modeling of the aerodynamic environment around the rotor can help reduce this gap between the experimental and numerical results. Practical implications - Correlation of predicted aeroelastic response with wind tunnel test data is a vital step towards validating any helicopter aeroelastic analysis. Such efforts lend confidence in using the numerical analysis to understand the actual physical behavior of the helicopter system. Also, validated numerical analyses can take the place of time-consuming and expensive wind tunnel tests during the initial stage of the design process. Originality/value - While the basic physics appears to be well captured by the aeroelastic analysis, there is need for improvement in the aerodynamic modeling which appears to be the source of the gap between numerical predictions and HART-II wind tunnel experiments.

3-D Warping in Four-Bar Laminated Linkages

This paper deals with the evaluation of the component-laminate load-carrying capacity, i.e., to calculate the loads that cause the failure of the individual layers and the component-laminate as a whole in four-bar mechanism. The component-laminate load-carrying capacity is evaluated using the Tsai-Wu-Hahn failure criterion for various layups. The reserve factor of each ply in the component-laminate is calculated by using the maximum resultant force and the maximum resultant moment occurring at different time steps at the joints of the mechanism. Here, all component bars of the mechanism are made of fiber reinforced laminates and have thin rectangular cross-sections. They could, in general, be pre-twisted and/or possess initial curvature, either by design or by defect. They are linked to each other by means of revolute joints. We restrict ourselves to linear materials with small strains within each elastic body (beam). Each component of the mechanism is modeled as a beam based on geometrically nonlinear 3-D elasticity theory. The component problems are thus split into 2-D analyses of reference beam cross-sections and nonlinear 1-D analyses along the three beam reference curves. For the thin rectangular cross-sections considered here, the 2-D cross-sectional nonlinearity is also overwhelming. This can be perceived from the fact that such sections constitute a limiting case between thin-walled open and closed sections, thus inviting the nonlinear phenomena observed in both. The strong elastic couplings of anisotropic composite laminates complicate the model further. However, a powerful mathematical tool called the Variational Asymptotic Method (VAM) not only enables such a dimensional reduction, but also provides asymptotically correct analytical solutions to the nonlinear cross-sectional analysis. Such closed-form solutions are used here in conjunction with numerical techniques for the rest of the problem to predict more quickly and accurately than would otherwise be possible. Local 3-D stress, strain and displacement fields for representative sections in the component-bars are recovered, based on the stress resultants from the 1-D global beam analysis. A numerical example is presented which illustrates the failure of each component-laminate and the mechanism as a whole.

Modeling of a reacting nanofilm on a composite substrate

This article provides a detailed computational analysis of the reaction of dense nanofilms and the heat transfer characteristics on a composite substrate. Although traditional energetic compounds based on organic materials have similar energy per unit weight, non-organic material in nanofilm configuration offers much higher energy density and higher flame speed. The reaction of a multilayer thin film of aluminum and copper oxide has been studied by varying the substrate material and thicknesses. The numerical analysis of the thermal transport of the reacting film deposited on the substrate combined a hybrid approach in which a traditional two-dimensional black box theory was used in conjunction with the sandwich model to estimate the appropriate heat flux on the substrate accounting for the heat loss to the surroundings. A procedure to estimate this heat flux using stoichiometric calculations is provided. This work highlights two important findings. One is that there is very little difference in the temperature profiles between a single substrate of silica and a composite substrate of silicon silica. Secondly, with increase in substrate thickness, the quenching effect is progressively diminished at a given speed. These findings show that the composite substrate is effective and that the average speed and quenching of flames depend on the thickness of the silica substrate, and can be controlled by a careful choice of the substrate configuration. (C) 2011 Elsevier Ltd. All rights reserved.

Spin and charge density waves in the extended Hubbard model: A slave-boson approach

We use the extended Hubbard model to investigate the properties of the charge- and spin-density-wave phases in the presence of a nearest-neighbors repulsion term in the framework of the slave-boson technique. We show that, contrary to Hartree-Fock results, an instablity may occur for sufficiently high values of the Hubbard repulsion, both in the spin- and charge-density-wave phase, which makes the system discontinuously jump to a phase with a smaller or zero wave amplitude. The limits of applicability of our approach are discussed and our results are compared with previous numerical analysis. The phase diagram of the model at half-filling is determined.

Capacity Optimizing Hop Distance in a Mobile Ad Hoc Network with Power Control

In a dense multi-hop network of mobile nodes capable of applying adaptive power control, we consider the problem of finding the optimal hop distance that maximizes a certain throughput measure in bit-metres/sec, subject to average network power constraints. The mobility of nodes is restricted to a circular periphery area centered at the nominal location of nodes. We incorporate only randomly varying path-loss characteristics of channel gain due to the random motion of nodes, excluding any multi-path fading or shadowing effects. Computation of the throughput metric in such a scenario leads us to compute the probability density function of random distance between points in two circles. Using numerical analysis we discover that choosing the nearest node as next hop is not always optimal. Optimal throughput performance is also attained at non-trivial hop distances depending on the available average network power.

An interior penalty method for a sixth-order elliptic equation

We derive and study a C(0) interior penalty method for a sixth-order elliptic equation on polygonal domains. The method uses the cubic Lagrange finite-element space, which is simple to implement and is readily available in commercial software. After introducing some notation and preliminary results, we provide a detailed derivation of the method. We then prove the well-posedness of the method as well as derive quasi-optimal error estimates in the energy norm. The proof is based on replacing Galerkin orthogonality with a posteriori analysis techniques. Using this approach, we are able to obtain a Cea-like lemma with minimal regularity assumptions on the solution. Numerical experiments are presented that support the theoretical findings.

Amplitude death in complex networks induced by environment

We present a mechanism for amplitude death in coupled nonlinear dynamical systems on a complex network having interactions with a common environment like external system. We develop a general stability analysis that is valid for any network topology and obtain the threshold values of coupling constants for the onset of amplitude death. An important outcome of our study is a universal relation between the critical coupling strength and the largest nonzero eigenvalue of the coupling matrix. Our results are fully supported by the detailed numerical analysis for different network topologies.

Finite Element Method For A Nonlocal Problem Of Kirchhoff Type

The nonlocal term in the nonlinear equations of Kirchhoff type causes difficulties when the equation is solved numerically by using the Newton-Raphson method. This is because the Jacobian of the Newton-Raphson method is full. In this article, the finite element system is replaced by an equivalent system for which the Jacobian is sparse. We derive quasi-optimal error estimates for the finite element method and demonstrate the results with numerical experiments.

An operator-splitting Galerkin/SUPG finite element method for population balance equations : stability and convergence

We present a heterogeneous finite element method for the solution of a high-dimensional population balance equation, which depends both the physical and the internal property coordinates. The proposed scheme tackles the two main difficulties in the finite element solution of population balance equation: (i) spatial discretization with the standard finite elements, when the dimension of the equation is more than three, (ii) spurious oscillations in the solution induced by standard Galerkin approximation due to pure advection in the internal property coordinates. The key idea is to split the high-dimensional population balance equation into two low-dimensional equations, and discretize the low-dimensional equations separately. In the proposed splitting scheme, the shape of the physical domain can be arbitrary, and different discretizations can be applied to the low-dimensional equations. In particular, we discretize the physical and internal spaces with the standard Galerkin and Streamline Upwind Petrov Galerkin (SUPG) finite elements, respectively. The stability and error estimates of the Galerkin/SUPG finite element discretization of the population balance equation are derived. It is shown that a slightly more regularity, i.e. the mixed partial derivatives of the solution has to be bounded, is necessary for the optimal order of convergence. Numerical results are presented to support the analysis.