Unstable limit cycles in an electric power system and basin boundary of voltage collapse

It has been reported that a saddle node bifurcation or a blue sky bifurcation causes voltage collapse in an electric power system. In these references, computer simulations are carried out with the voltage magnitude of the generator bus terminal held constant. The generator model described by differential equations of internal flux linkages allows the voltage magnitude of the generator bus terminal to change. By using this model, we have carried out computer simulations of the power system to determine the cause of voltage collapse. It is a cyclic fold bifurcation of the stable limit cycle caused by an unstable limit cycle that leads to the voltage collapse. The involvement of complicated sequences of unstable limit cycles with cyclic fold bifurcations is confirmed, and the voltage collapse which is caused by perturbation for steady states is related to these unstable limit cycles. This is very interesting from the point of view of a nonlinear problem. From the point of view of a power system, the power system will fluctuate in practice even in normal operation, and may sometimes operate beyond the limit of its stability in recent year. It is very important in this situation that we clarify bifurcations of limit cycles on the power system.     

Some properties of the generalized Jacobian elliptic functions II

Generalized Jacobian elliptic functions play an important role in some bifurcation problems involving one-dimensional p-Laplacian. One of the goals of this paper is to investigate various kinds of concavity of these functions. Also, inequalities involving functions under discussion, and in particular Slater inequality is established. Transformations changing the variable and modulus are obtained.     

Controlling Hopf bifurcation and chaos in a small power system

For the power systems, the stabilization and tracking of voltage collapse trajectory, which involves severe nonlinear and nonstationary (unstable) features, is somewhat difficult to achieve. In this paper, we choose a widely used three-bus power system to be our case study. The study shows that the system experiences a Hopf bifurcation point (subcritical point) leads to chaos throughout period-doubling route. A model-based control strategy based on global state feedback linearization (GLC) is applied to the power system to control the chaotic behavior. The performance of GLC is compared with that for a nonlinear state feedback control.     

Solving variational inequality and fixed point problems by line searches and potential optimization

We introduce a general adaptive line search framework for solving fixed point and variational inequality problems. Our goals are to develop iterative schemes that (i) compute solutions when the underlying map satisfies properties weaker than contractiveness, for example, weaker forms of nonexpansiveness, (ii) are more efficient than the classical methods even when the underlying map is contractive, and (iii) unify and extend several convergence results from the fixed point and variational inequality literatures. To achieve these goals, we introduce and study joint compatibility conditions imposed upon the underlying map and the iterative step sizes at each iteration and consider line searches that optimize certain potential functions. As a special case, we introduce a modified steepest descent method for solving systems of equations that does not require a previous condition from the literature (the square of the Jacobian matrix is positive definite). Since the line searches we propose might be difficult to perform exactly, we also consider inexact line searches.Preparation of this paper was supported, in part, from the National Science Foundation NSF Grant 9634736-DMI, as well as the Singapore-MIT AllianceAcknowledgments.We are grateful to the associate editor and the referees for their insightful comments and suggestions that have helped us improve both the exposition and the content of this paper.     

Strange nonchaotic attractors in a fifth-order amplitude equation of Rayleigh–Bénard system near the codimension-two point

We consider a fifth-order amplitude equation for a codimension-two bifurcation point in the presence of a periodically modulated Rayleigh number. It is found, by analysis of Poincaré surfaces and a construction of the bifurcation diagram, that the system exhibits strange nonchaotic behaviour close to the codimension-two point. The Lyapunov exponents associated with these trajectories are calculated using a new method that exploits the underlying symplectic structure of Hamiltonian dynamics.     

Extrapolation methods for some singular fixed point sequences

A fixed point sequence is singular if the Jacobian matrix at the limit has 1 as an eigenvalue. The asymptotic behaviour of some singular fixed point sequences in one dimension are extended toN dimensions. Three algorithms extrapolating singular fixed point sequences inN dimensions are given. Using numerical examples three algorithms are tested and compared.     

Extension of the solution of nonlinear equations in the neighborhood of a bifurcation point

Using the method of continuous extension with respect to a parameter we develop a method of constructing the load trajectory of a structure having both limit points and bifurcation points. The method is applicable for the systems of nonlinear algebraic equations that describe the family of extremals that minimize the value of the total potential strain energy of the structure, and makes it possible to find all the branches of the load trajectory emanating from a bifurcation point and extend the solution along any of them. The method is based on the fact that the eigenvectors of the augmented Jacobian of the system of equations in the extended space of variables that correspond to zero eigenvalues on the main branch of the load trajectory are bifurcation vectors and form the active subspace of solutions of the equations of the extension. Meanwhile the other eigenvectors form the passive subspace that contains the extension vector with respect to the main branch of the load. As a result the entire process of computing the extension vector of the solution at any point of the load trajectory reduces to determining the eigenvectors of the augmented Jacobian of the original system of nonlinear algebraic equations, identifying them according as they belong to the active or passive subspace, and forming the extension vector of the solution using them and analytic relations Translated fromMatematychni Metody ta Fizyko-Mekhanichni Polya, Vol. 41, No. 1, 1998, pp. 35–46.     

Bifurcations and Stability Boundary of a Power System

A single-axis flux decay model including an excitation control model proposed in [12,14,16] isstudied.As the bifurcation parameter P_m (input power to the generator) varies,the system exhibits dynamicsemerging from static and dynamic bifurcations which link with system collapse.We show that the equilibriumpoint of the system undergoes three bifurcations:one saddle-node bifurcation and two Hopf bifurcations.Thestate variables dominating system collapse are different for different critical points,and the excitative controlmay play an important role in delaying system from collapsing.Simulations are presented to illustrate thedynamical behavior associated with the power system stability and collapse.Moreover,by computing the localquadratic approximation of the 5-dimensional stable manifold at an order 5 saddle point,an analytical expressionfor the approximate stability boundary is worked out.     

Neimark-Sacker bifurcation and chaos control in Hassell-Varley model

We investigate the complex behaviour of a modified Nicholson–Bailey model. The modification is proposed by Hassel and Varley taking into account that interaction between parasitoids is taken in such a way that the searching area per parasitoid is inversely proportional to the m-th power of the population density of parasitoids. Under certain parametric conditions the unique positive equilibrium point of system is locally asymptotically stable. Moreover, it is proved that system undergoes Neimark-Sacker bifurcation for small range of parameters by using standard mathematical techniques of bifurcation theory. In order to control Neimark-Sacker bifurcation, we apply simple feedback control strategy and pole-placement technique which is a modification of OGY method. Moreover, the hybrid control methodology is also implemented for chaos controlling. Numerical simulations are provided to illustrate theoretical discussion.     

A robust and informative method for solving large-scale power flow problems

Solving power flow problems is essential for the reliable and efficient operation of an electric power network. However, current software for solving these problems have questionable robustness due to the limitations of the solution methods used. These methods are typically based on the Newton–Raphson method combined with switching heuristics for handling generator reactive power limits and voltage regulation. Among the limitations are the requirement of a good initial solution estimate, the inability to handle near rank-deficient Jacobian matrices, and the convergence issues that may arise due to conflicts between the switching heuristics and the Newton–Raphson process. These limitations are addressed by reformulating the power flow problem and using robust optimization techniques. In particular, the problem is formulated as a constrained optimization problem in which the objective function incorporates prior knowledge about power flow solutions, and solved using an augmented Lagrangian algorithm. The prior information included in the objective adds convexity to the problem, guiding iterates towards physically meaningful solutions, and helps the algorithm handle near rank-deficient Jacobian matrices as well as poor initial solution estimates. To eliminate the negative effects of using switching heuristics, generator reactive power limits and voltage regulation are modeled with complementarity constraints, and these are handled using smooth approximations of the Fischer–Burmeister function. Furthermore, when no solution exists, the new method is able to provide sensitivity information that aids an operator on how best to alter the system. The proposed method has been extensively tested on real power flow networks of up to 58k buses.     

Exchange of Stabilities in Autonomous Systems—II. Vertical Bifurcation

In the theory of singularly perturbed initial-value problems, the principal assumption concerns a certain Jacobian matrix: all its eigenvalues should have negative real parts at each point of the reduced (or degenerate) path. If the reduced path contains a point of bifurcation, this assumption is violated. The simplest kind of bifurcation with exchange of stabilities involves just two smooth curves intersecting at a single point. The analysis of the singular perturbation theory in the case when bifurcation is present depends on whether or not both curves have finite slopes at the point of bifurcation. The case when both slopes are finite was treated in [1]; the case when the bifurcating curve has a vertical tangent is treated in the present paper.     

Maximal vectors and multi-objective optimization

Maximal vector andweak-maximal vector are the two basic notions underlying the various broader definitions (like efficiency, admissibility, vector maximum, noninferiority, Pareto's optimum, etc.) for optimal solutions of multi-objective optimization problems. Moreover, the understanding and characterization of maximal and weak-maximal vectors on the space of index vectors (vectors of values of the multiple objective functions) is fundamental and useful to the understanding and characterization of Pareto-optimal and weak-optimal solutions on the space of solutions.This paper is concerned with various characterizations of maximal and weak-maximal vectors in a general subset of the EuclideanN-space, and with necessary conditions for Pareto-optimal and weak-optimal solutions to a generalN-objective optimization problem having inequality, equality, and open-set constraints on then-space. A geometric method is described; the validity of scalarization by linear combination is studied, and weak conditioning by directional convexity is considered; local properties and a fundamental necessary condition are given. A necessary and sufficient condition for maximal vectors in a simplex or a polyhedral cone is derived. Necessary conditions for Pareto-optimal and weak-optimal solutions are given in terms of Lagrange multipliers, linearly independent gradients, Jacobian and Gramian matrices, and Jacobian determinants.Several advantages in approaching the multi-objective optimization problem in two steps (investigate optimal index vectors on the space of index vectors first, and study optimal solutions on the specific space of solutions next) are demonstrated in this paper.This work was supported by the National Science Foundation under Grant No. GK-32701.     

Mode Interaction at a Triple Zero Point of O(2) symmetric Nonlinear Systems with Two Parameters

§ 1.Introduction　Consider the nonlinear ODE with two parametersut+ g(u,λ,α) =0 (1 .1 )and its steady-state equationg(u,λ,α) =0 , (1 .2 )where g:U× R2 → U is a sufficiently smooth nonlinear mapping,and U a finitedimensional Hilbertspace.We remark thatitis easy to generalize ourresults to the casewhere g:U×R2→ V and U and V are infinite dimensional Hilbert spaces.So(1 .1 ) canbe e.g. a PDE. We assume that g is O(2 ) symmetric (equivalent,commutable) ,thatisγg(u,λ,α) =g(γu,…     

Computing a closest bifurcation instability in multidimensional parameter space

Summary Engineering and physical systems are often modeled as nonlinear differential equations with a vector λ of parameters and operated at a stable equilibrium. However, as the parameters λ vary from some nominal value λ₀, the stability of the equilibrium can be lost in a saddle-node or Hopf bifurcation. The spatial relation in parameter space of λ₀ to the critical set of parameters at which the stable equilibrium bifurcates determines the robustness of the system stability to parameter variations and is important in applications. We propose computing a parameter vector λ_* at which the stable equilibrium bifurcates which is locally closest in parameter space to the nominal parameters λ₀. Iterative and direct methods for computing these locally closest bifurcations are described. The methods are extensions of standard, one-parameter methods of computing bifurcations and are based on formulas for the normal vector to hypersurfaces of the bifurcation set. Conditions on the hypersurface curvature are given to ensure the local convergence of the iterative method and the regularity of solutions of the direct method. Formulas are derived for the curvature of the saddle node bifurcation set. The methods are extended to transcritical and pitchfork bifurcations and parametrized maps, and the sensitivity to λ₀ of the distance to a closest bifurcation is derived. The application of the methods is illustrated by computing the proximity to the closest voltage collapse instability of a simple electric power system.     

Some properties of the generalized Jacobian elliptic functions III

Generalized Jacobian elliptic functions play an important role in study of some bifurcation problems involving one-dimensional p-Laplacian. This paper deals with concavity and monotonicity of those functions. Also, inequalities involving functions discussion are established. In particular, Wilker-type and Van der Corput inequalities are derived.     

Periodic solutions preserved by nonstandard finite-difference schemes for the Lotka–Volterra system: a different approach

The Lotka–Volterra predator–prey system x′ = x ? xy, y′ = ? y+xy is a good differential equation system for testing numerical methods. This model gives rise to mutually periodic solutions surrounding the positive fixed point (1,1), provided the initial conditions are positive. Standard finite-difference methods produce solutions that spiral into or out of the positive fixed point. Previously, the author [Roeger, J. Diff. Equ. Appl. 12(9) (2006), pp. 937–948], generalized three different classes of nonstandard finite-difference methods that when applied to the predator–prey system produced periodic solutions. These methods preserve weighted area; they are symplectic with respect to a noncanonical structure and have the property that the computed points do not spiral. In this paper, we use a different approach. We apply the Jacobian matrix procedure to find a fourth class of nonstandard finite-difference methods. The Jacobian matrix method gives more general nonstandard methods that also produce periodic solutions for the predator–prey model. These methods also preserve the positivity property of the solutions.     

非线性颤振系统中既是超临界又是亚临界的Hopf分岔点研究

研究了二元机翼非线性颤振系统的Hopf分岔．应用中心流形定理将系统降维,并利用复数正规形方法得到了以气流速度为分岔参数的分岔方程．研究发现,分岔方程中一个系数不含分岔参数的一次幂,故使得分岔具有超临界和亚临界双重性质．用等效线性化法和增量谐波平衡法验证了所得结果．     

The use of phase portraits to visualize and investigate isolated singular points of complex functions

ABSTRACT

Undergraduate students usually study Laurent series in a standard course of Complex Analysis. One of the major applications of Laurent series is the classification of isolated singular points of complex functions. Although students are able to find series representations of functions, they may struggle to understand the meaning of the behaviour of the function near isolated singularities. In this paper, I briefly describe the method of domain colouring to create enhanced phase portraits to visualize and study isolated singularities of complex functions. Ultimately this method for plotting complex functions might help to enhance students' insight, in the spirit of learning by experimentation. By analysing the representations of singularities and the behaviour of the functions near their singularities, students can make conjectures and test them mathematically, which can help to create significant connections between visual representations, algebraic calculations and abstract mathematical concepts.     

Spectral Flow,Maslov Index and Bifurcation of Semi-Riemannian Geodesics

We give a functional analytical proof of the equalitybetween the Maslov index of a semi-Riemannian geodesicand the spectral flow of the path of self-adjointFredholm operators obtained from the index form. This fact, together with recent results on the bifurcation for critical points of strongly indefinite functionals imply that each nondegenerate and nonnull conjugate (or P-focal)point along a semi-Riemannian geodesic is a bifurcation point.In particular, the semi-Riemannian exponential map is notinjective in any neighborhood of a nondegenerate conjugate point,extending a classical Riemannian result originally due to Morse and Littauer.     

Complex dynamics of a discrete predator–prey model with the prey subject to the Allee effect

In this paper, complex dynamics of the discrete predator–prey model with the prey subject to the Allee effect are investigated in detail. Firstly, when the prey intrinsic growth rate is not large, the basins of attraction of the equilibrium points of the single population model are given. Secondly, rigorous results on the existence and stability of the equilibrium points of the model are derived, especially, by analyzing the higher order terms, we obtain that the non-hyperbolic extinction equilibrium point is locally asymptotically stable. The existences and bifurcation directions for the flip bifurcation, the Neimark–Sacker bifurcation and codimension-two bifurcations with 1:2 resonance are derived by using the center manifold theorem and the bifurcation theory. We derive that the model only exhibits a supercritical flip bifurcation and it is possible for the model to exhibit a supercritical or subcritical Neimark–Sacker bifurcation at the larger positive equilibrium point. Chaos in the sense of Marotto is proved by analytical methods. Finally, numerical simulations including bifurcation diagrams, phase portraits, sensitivity dependence on the initial values, Lyapunov exponents display new and rich dynamical behaviour. The analytic results and numerical simulations demonstrate that the Allee effect plays a very important role for dynamical behaviour.