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ALFREDO VACCARO
ANTONIO PEPICIELLO
Elsevier
Radarweg 29, PO Box 211, 1000 AE Amsterdam, Netherlands
The Boulevard, Langford Lane, Kidlington, Oxford OX5 1GB, United Kingdom
50 Hampshire Street, 5th Floor, Cambridge, MA 02139, United States
Copyright © 2022 Elsevier Inc. All rights reserved.
ISBN: 978-0-323-90502-2
Preface xi
Acknowledgments xiii
vii
viii Contents
Index 145
In memory of my Father (Alfredo Vaccaro)
To my family (Antonio Pepiciello)
Preface
Alfredo Vaccaro
Acknowledgments
The Authors wish to thank Prof. Claudio A. Canizares who inspired our
research work. Special thanks go to Prof. Kankar Bhattacharya and Dr.
Juan Carlos Munoz for their valuable contributions in applying Affine
Arithmetic-based computing in voltage stability analysis, and Prof. Alberto
Berizzi for his useful insights about the relations between affine arithmetic
and robust optimization.
xiii
CHAPTER 1
Uncertainty management in
power systems
State of the art and enabling methodologies
respect to the problem solution. Robust design theory can also be used to
approximate OPF solutions in the presence of multiple uncertainty sources
[26].
Finally, approximate methods have their shortcomings as well. For ex-
ample two-point estimate methods are not feasible for analyzing large scale
systems, especially in the presence of a large number of random variables.
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[43] A. Vaccaro, C.A. Cañizares, D. Villacci, An affine arithmetic-based methodology for
reliable power flow analysis in the presence of data uncertainty, IEEE Transactions on
Power Systems 25 (2) (2010) 624–632.
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system considering network parameter uncertainty based on parametric interval linear
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[46] R. Bo, Q. Guo, H. Sun, W. Wu, B. Zhang, A non-iterative affine arithmetic method-
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[47] S. Wang, L. Han, P. Zhang, Affine arithmetic-based dc power flow for automatic
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CHAPTER 2
• Product:
X1 · X2 = [ min(x1,inf x2,inf , x1,inf x2,sup , x1,sup x2,inf , x1,sup x2,sup ),
(2.3)
max(x1,inf x2,inf , x1,inf x2,sup , x1,sup x2,inf , x1,sup x2,sup )]
• Division:
X1 /X2 = x1,inf , x1,sup · 1
x2,sup , x
1
2,inf
0 ∈/ x2,inf , x2,sup (2.4)
The resulting interval is much wider than the true range, and long com-
putation chains may lead to aberrant solutions. This phenomenon requires
adopting special computing techniques [10].
Finally, the “dependency problem” is another limiting aspect of interval
computation, which is a consequence of the definition of the difference
operator (2.2):
approach originates from IA, but it keeps track of correlations between the
uncertain variables. For this reason, the resulting bounds are much tighter
and the divergence of the solution intervals observed in IA can be avoided
or mitigated [11].
In AA, an uncertain variable x is represented by an affine form, which
is a first degree polynomial:
x̂ = x0 + x1 ε1 + x2 ε2 + ... + xp εp (2.7)
where x0 and xk are known real coefficients representing the central value
and the partial deviations of the affine form x̂, respectively.
The variables εk , called the noise symbols, are defined over the interval
[−1, 1]. The noise symbols represent independent uncertainty sources af-
fecting the problem variables, which can be induced by computation errors
or exogenous uncertain sources.
12 Affine Arithmetic-Based Methods for Uncertain Power System Analysis
p
rad(x̂) := |xk | (2.8)
k=1
p
x := x0 + |xk | (2.9)
k=1
p
x := x0 − |xk | (2.10)
k=1
|X | := [x, x] (2.11)
Operations on affine forms require the replacement of real operators
with their associated AA-based version. An affine operator (x̂, ŷ) can be
defined to map a generic function (x, y) to the affine domain. This allows
computing an affine form for ζ = (x, y), which is coherent with the input
affine forms (x̂, ŷ).
An useful feature of linear functions of affine forms, is that their affine
representation can be obtained by rearranging all the original noise symbols
into an affine form, as in the following equations:
λx̂ = (λx0 ) + (λx1 )ε1 + (λx2 )ε2 + ... + (λxp )εp (2.13)
this non-affine operator approximates the function (x̂, ŷ) reasonably well
over its domain:
n
n
n
x̂ ∗ ŷ = x0 y0 + (x0 yh + y0 xh )εh + (xh yj )εh εj (2.21)
h=1 h=1 j=1
n
n
n
n
(xh yj )εh εj ≤ |xh | |yj | = R(x̂)R(ŷ) (2.22)
h=1 j=1 h=1 j=1
where the R(.) is the radius of the affine form. Starting from this result,
a new noise symbol describing the approximation error can be defined as
follows:
n
x̂ ∗ ŷ = x0 y0 + (x0 yh + y0 xh )εh + R(x̂)R(ŷ)εk (2.23)
h=1
The solution of this equation requires computing the central value x0 and
the partial deviations x1 and x2 of the affine form x̂, which shares the same
primitive noise symbols of the known term ẑF , such that:
This problem can be solved by using the similarity operator between affine
forms defined in [13], as follows:
⎧
⎪
⎨ x0 = 4
2
This affine form represents the solution of the uncertain problem. By ap-
plying the multiplication operator between affine forms, it follows that:
where the term U is the affine approximation error, which can be consid-
ered as the equivalent of the rounding error derived by using floating-point
numbers to approximate real numbers. The same paradigm can be general-
ized to solve uncertain programming problems as described in [13].
These results can be applied to solve non-linear system of uncertain
equations and constrained uncertain optimization problems, where the un-
certain equations are represented by the multiplication of affine forms. The
solution of this class of problems is extremely useful in robust power system
analysis, since the power flow equations, the system constraints, and the
cost functions can be properly expressed by products. A more effective so-
lution of this problem can be obtained by considering the following robust
definition:
n
n
x̂ ∗ ŷ = x0 y0 + x0 yh + y0 xh + (xh yj )εj εh (2.29)
h=1 j=1
n
x̂ŷ = ẑF = zF0 + zFh εh (2.30)
h=1
where ẑF is a fixed affine form, while x̂ and ŷ are the unknown terms.
To solve this problem the original uncertain equation is recast by explicitly
considering the effect of the ‘second order’ noise symbols introduced by
the product operator, as follows:
n
n
x̂ ∗ ŷ = x0 y0 + x0 yh + y0 xh + xh yj εj εh = ẑF (2.31)
h=1 j=1
Hence, by matching the central values and the partial deviations of the two
affine forms, we obtain the following system of equations:
x0 y0 = zF0
(2.32)
x0 yh + y0 xh + nj=1 xh yj εj = zFh ∀h ∈ [1, n]
where the term nj=1 xh yj εj allows to explicitly quantify the effect of the
approximation error on each partial deviation.
This is a fundamental result since it allows quantifying a priori the effect
of the approximation error on the solution sets, demonstrating that, for this
class of problems, each partial deviation is not a number but an uncertain
variable, and more precisely it is an affine form sharing the same primitive
noise symbols of the fixed affine form. A further, and more useful, result
deriving by this mathematical formulation is that it is possible to reliably
satisfy the uncertain equations (2.32), by considering the worst case bounds
Elements of reliable computing 17
n
Uh = ± xh yj ∀h ∈ [1, n] (2.33)
j=1
To assess the benefits of the proposed formalization let’s consider again the
problem formalized in (2.24), which can be recast as follows:
⎧
⎪
⎨ x0 = 4
2
In order to assess the robustness of this solution, let’s compute the corre-
sponding bounds:
which, as expected, match the bounds of the fixed affine form ẑF . On the
contrary, if we compute the bounds of the solution (2.27), we obtain:
where yr are the real numbers describing the deterministic control vari-
ables, which can be fixed independently from the input data uncertainties
(e.g. the voltage magnitude of a generator equipped with an Automatic
Voltage Regulator), and x̂s are the affine forms describing the uncertain
state variables, which become uncertain due to the effects of the input data
uncertainties (e.g. the voltage magnitude at the load buses).
A robust solution of this problem can be found by minimizing the affine
cost function, satisfying both the equality and inequality constraints for all
the possible instances of the exogenous uncertainties and for the worst case
of the endogenous uncertainties. The overall problem can be formalized by
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Other documents randomly have
different content
“1865.
“Miss Davies has asked me to meet Miss Clough of
Ambleside (who drew up a plan for co-operation among
teachers), Miss Bostock, and other educational ladies. I
cannot help feeling that our new friend, to whom I am so
devoted and grateful, has had greatly to do with my position
lately. It is almost indefinable, but it would seem as if he had
set a stamp on me, so to speak. Certainly the Cambridge
Examination did something—introduced me to him, for
example—but it is only since Christmas that so many little
courtesies have been paid me, officially, I mean. Only one
other person so helped me.”
“Aug. 23.
“I am sorry to tell you that Dr. Hodgson is very ill. He has
had to come to our place, as really he could not be left. I am
now writing for an English doctor. If necessary, I must
telegraph to Mrs. Hodgson, or, if possible, must return with
him to London, telegraphing for her to meet him. It is very
sad. He thinks it is some heart affection, but no one can tell
till the doctor has been.”
“Aug. 24.
“Dr. H. is so ill that it is feared he will die.
“I have telegrammed to Mrs. Hodgson, but she cannot get
here till to-night at the earliest. I have been praying most
earnestly that he may live to see her. His lungs are
congested, and he breathes just as our father used to do.
“I have now been with him thirty hours, but a most kind
and experienced teacher, Mr. Harris, a friend of Miss
Haddon’s, is chief nurse.”
“Meran,
“Sept. 20, 1880.
“My dear Miss Buss,
“It was only yesterday that we heard, from Miss
Brough, of the death of Miss Chessar, and I write in both our
names to express our deep and affectionate sympathy with
you in this second, and, I fear, even heavier loss, coming so
soon after Dr. Hodgson’s death. Our own sense of loss is very
heavy; though we knew her so little in private life, she had
inspired us with real and warm personal regard, besides
admiration for her remarkable powers. We are anxious that a
fitting obituary notice should appear in the Journal, if it is not
already done, and have written to Miss Brough to get it
done. Will you help her to do full justice to your common
friend? And please, whenever you have a moment’s leisure,
let us hear how you are yourself.
“It grieves us to hear how your sorely needed holiday has
been turned into a day of sadness and mourning by these
two deaths. Dr. Hodgson’s must have been such a terrible
shock, and from its circumstances have brought upon you so
much to try you, in addition to the personal loss. We women
have lost in him a friend such as we shall not see again, and
he was one of the few left in this dull generation who could
fight with wit as well as earnestness, and had always a good
story to clinch an argument.
“I cannot hear of all the good work going on without a
pang at being so unable to join in any of it, and all my
idleness and care of my useless self has not brought me any
nearer, that I can see or feel, towards ever joining in it
again!... We go to Florence and then to Rome, where I hope
we shall see you in the Christmas holidays. With love from us
both, ever, dear Miss Buss,
“Your affectionate
“Maria G. Grey.”
“Your letter made us very sad. The loss of two such friends
as Dr. Hodgson and Miss Chessar coming upon you under
such circumstances, and so close together, was enough to
break you down utterly, but, as you do not mention your
health, we trust it did not suffer. We cannot help hoping that
the distressing effect will have worn away enough to let your
old elasticity of spirits and love of Rome restore you, and
that we may yet have the pleasure of welcoming you here at
Christmas.”
“How true is what you say of the terrible void in one’s life
from the loss of early friends, but, believe me, dear Miss
Buss, later friendships may become very close and dear, and
you are far indeed from having overpast the age for making
them. Those to whom mental sympathy has always been the
strong, if not the strongest, link in friendship, have in this
case a great advantage over others, because, while we
outlive other and lighter needs of our nature, the need for
mental companionship never is lost, and this enjoyment can
never cease to give, after close affection, the truest zest to
life. It is therefore never too late to meet with it, though we
become slower in discerning it when it exists. But you have
not reached that point, and with the full vigour of mental
faculty you are ready to seize the full enjoyment of what
responds to your own nature. In hours of sorrow we are so
apt to feel the burden of years that we acquiesce too readily
in the privations they seem to bring.
“I hope your quiet holiday-time spent with your old friend
will send you back strengthened and hopeful to your work. I
cannot express how much we feel your goodness in having
added to it the guidance of this new school (the Maria Grey
Training School) through its difficult early years. Mrs. Grey
joins in love, and says she will write another day.
“Ever affectionately yours,
“Emily A. Shirreff.”
REST.
“September, 1872.
“It is simply sickening to think of the crowds who come to
me, and I have been so ailing in health that I have only
managed to get along at all by sitting with Berlin woolwork in
the evening, going to no meetings, and getting to bed at ten
o’clock. Also, though to tell you this is dreadful, I have got
through this week only on champagne twice a day, with
doses of iron!
“The champagne has, I trust, done its work and set me
up, so I hope to go on without any more until next time! My
throat has been affected without intermission this term, and
the sleepless nights have almost driven me to opiates or to a
doctor. But I think I am better, and the holidays are coming
near.
“This is the history of every term, however, and the
question will arise, how long such a strain can be borne? I do
my best to keep in health, but over-strained nature will have
her way sometimes. This is perhaps a new light on my inner
life. But, my dear Annie, remember every one thinks I am a
proper person on whom to make claims....”
“March, 1873.
“... I hope you have not been thinking harshly of me for
not answering your note or calling, but if you have, you must
in imagination take my place, which is at all times fit to be
occupied by ten ordinary women, but which, at the end of
the school year, with all the examinations and prizes, is large
enough for twenty.”
“December 9, 1873.
“I am going to bed now (eight o’clock), and hope to be
better for a night’s rest.
“Here I am again a prisoner in my room! A sore throat is
the main cause....
“But I am generally out of sorts. I am learning that I
cannot do as I used, and that body will dominate mind and
will.
“I fear you are no better. You had my news? It seems to
me quite foolish for me to be ill and unable to do my work
when the path became suddenly clear, and all so quiet too!...
“Dearest Annie, my love to you. Lately I have often
seemed to want you, but I have never been so long and so
completely broken down—except there was organic disease,
when I had fever—as I have this term, and therefore unable
to go to you.
“There is a lecture at the College of Preceptors to-morrow
night, on ‘English as a Means of Philological Instruction,’ by
Dr. Morris—the Morris. 7.30. Could you go? If so, could you
join me here a few minutes before seven? Only Miss Fawcett
is going.
“I am better in myself, but cannot yet stand upright or
walk about. Patience is teaching me a great lesson, and I
hope I am learning it, in part, at least.
“... I really think there have never been so many petty
worries crowded together.
“It is all very well for men to say ‘never mind.’ However,
what is to be will be, and strength comes with the need.
“I am much better in health. Why, do you think? I went on
Saturday to my uncle’s perfectly quiet house, and out of the
48 hours slept 25!—2½ hours each afternoon, and 10 hours
each night.
“I am feeling so much better to-day—I slept well last
night. But one of the distressing signs of over-work is
disturbed and light sleep, and my brain is so constantly at
work in day-time that I need deep sleep. So cause and effect
act and react.
“My heart has been wrung too by Mr. Payne’s death. Life
seems so full of anguish as one gets older, that at times I
seem to have no power of being bright and cheerful.”
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