Some universal estimates for reversible Markov chains

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total variation norm are obtained using a novel identity relating the convergence to equilibrium of a reversible Markov chain to the increase in the entropy of its one-dimensional distributions. In addition, we propose a universal way of defining the ultrametric partition structure on the state space of such Markov chains. Finally, for chains reversible with respect to the uniform measure, we show how the global convergence to equilibrium can be controlled using the entropy accumulated by the chain.Comment: 21 pages, 1 figur

Uniform polynomial rates of convergence for a class of L\'evy-driven controlled SDEs arising in multiclass many-server queues

We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by $\alpha$-stable processes which arise as the limiting equations of multiclass queueing models in the Halfin-Whitt regime that have heavy-tailed arrival processes. When the safety staffing parameter is positive, we show that the SDEs are uniformly ergodic and enjoy a polynomial rate of convergence to the invariant probability measure in total variation, which is uniform over all stationary Markov controls resulting in a locally Lipschitz continuous drift. We also derive a matching lower bound on the rate of convergence (under no abandonment). On the other hand, when all abandonment rates are positive, we show that the SDEs are exponentially ergodic uniformly over the above-mentioned class of controls. Analogous results are obtained for L\'evy-driven SDEs arising from multiclass many-server queues under asymptotically negligible service interruptions. For these equations, we show that the aforementioned ergodic properties are uniform over all stationary Markov controls. We also extend a key functional central limit theorem concerning diffusion approximations so as to make it applicable to the models studied here

Self-Tuning Adaptive-Controller Using Online Frequency Identification

A real time adaptive controller was designed and tested successfully on a fourth order laboratory dynamic system which features very low structural damping and a noncolocated actuator sensor pair. The controller, implemented in a digital minicomputer, consists of a state estimator, a set of state feedback gains, and a frequency locked loop (FLL) for real time parameter identification. The FLL can detect the closed loop natural frequency of the system being controlled, calculate the mismatch between a plant parameter and its counterpart in the state estimator, and correct the estimator parameter in real time. The adaptation algorithm can correct the controller error and stabilize the system for more than 50% variation in the plant natural frequency, compared with a 10% stability margin in frequency variation for a fixed gain controller having the same performance at the nominal plant condition. After it has locked to the correct plant frequency, the adaptive controller works as well as the fixed gain controller does when there is no parameter mismatch. The very rapid convergence of this adaptive system is demonstrated experimentally, and can also be proven with simple root locus methods

The role of total wind in the vertical dynamics of ions in the E-region at high latitudes

International audienceA seasonally dependent total neutral wind model obtained from experimental data is used to evaluate the diurnal variation of the vertical ion velocity in the E-region at a high-latitude location (Tromsø), for each season, in the presence of an electric field with a typical diurnal variation for quiet auroral days. The diurnal variation and spatial locations of the vertical convergence of ions are analyzed and the effect of the total wind on the occurrence of sporadic E-layers is inferred. The results show that the structure of the wind is an important factor in controlling the vertical velocities of ions, favoring or hindering the sporadic E-layer formation. The ion convergence conditions are improved when the permanent wind is removed, which suggests that sporadic E-layers occur when the mean wind has small values, thus allowing the electric field and/or the semidiurnal tide to control the ion dynamics. We conclude that for quiet days the formation of the sporadic layers is initiated by the electric field, while their evolution and dynamics is controlled by the wind. We also find that the seasonal variation of the Es layers cannot be related to the seasonally dependent wind shear. Although we focus on sporadic E-layers, our results can be used in the analysis of other processes involving the vertical dynamics of ions in the E-region at high latitudes

Load flow calculation for droop-controlled islanded microgrids based on direct Newton-Raphson method with step size optimisation

Load flow calculation for droop-controlled islanded microgrids (IMGs) is different from that of transmission or distribution systems due to the absence of slack bus and the variation of frequency. Meanwhile considering the common three-phase imbalance condition in low-voltage systems, a load flow algorithm based on the direct Newton-Raphson (NR) method with step size optimisation for both three-phase balanced and unbalanced droop-controlled IMGs is proposed in this study. First, the steady-state models for balanced and unbalanced droop-controlled IMGs are established based on their operational mechanisms. Then taking frequency as one of the unknowns, the non-linear load flow equations are solved iteratively by the NR method. Generally, iterative load flow algorithms are faced with challenges of convergence performance, especially for unbalanced systems. To tackle this problem, a step-size-optimisation scheme is employed to improve the convergence performance for three-phase unbalanced IMGs. In each iteration, a multiplier is deduced from the sum of higher-order terms of Taylor expansion of the load flow equations. Then the step size is optimised by the multiplier, which can help smooth the iterative process and obtain the solutions. The proposed method is performed on several balanced and unbalanced IMGs. Numerical results demonstrate the correctness and effectiveness of the proposed algorithm