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This working paper presents a comprehensive study on the development and analysis of various electricity market models, focusing on continuous, discrete, and fractional-order approaches. The continuous model captures the ongoing interactions between power producers and consumers using differential equations, providing insights into long-term trends and steady-state behaviors. The discrete model, suitable for analyzing scenarios where market events occur at specific time intervals, incorporates memory effects to account for historical behaviors and decisions, offering a realistic representation of short-term market dynamics. The fractional-order model introduces fractional calculus to capture memory effects and hereditary properties, enhancing the model's realism and predictive capability by reflecting the influence of past states on current market behavior.

The paper revisits the concepts of instantaneous active and reactive powers and provides a novel definition for basic circuit elements based on quantities utilized in classical mechanics, such as absolute and relative velocity, momentum density, angular momentum and apparent forces. The discussion leverages from recent publications by the authors that interpret the voltage and current as velocities in generalized Lagrangian coordinates. The main result of the paper is a general and compact expression for the instantaneous active and reactive power of inductances, capacitances and resistances as a multivector proportional to the generalized kinetic energy and the geometric frequency multivector. Several numerical examples considering stationary and transient sinusoidal and non-sinusoidal conditions are discussed in the case study., Comment: 14 pages, 18 figures

This paper proposes a general framework to interpret the concept of Instantaneous Frequency (IF) in three-phase systems. The paper first recalls the conventional frequency-domain analysis based on the Fourier transform as well as the definition of IF which is based on the concept of analytic signals. The link between analytic signals and Clarke transform of three-phase voltages of an ac power system is also shown. Then the well-known five paradoxes of the IF are stated. In the second part of the paper, an approach based on a geometric interpretation of the frequency is proposed. This approach serves to revisit the five IF paradoxes and explain them through a common framework. The case study illustrates the features of the proposed framework based on a variety of examples and on a detailed model of the IEEE 39-bus system., Comment: 12

The paper provides a novel framework to study the accuracy and stability of numerical integration schemes when employed for the time domain simulation of power systems. A matrix pencil-based approach is adopted to evaluate the error between the dynamic modes of the power system and the modes of the approximated discrete-time system arising from the application of the numerical method. The proposed approach can provide meaningful insights on how different methods compare to each other when applied to a power system, while being general enough to be systematically utilized for, in principle, any numerical method. The framework is illustrated for a handful of well-known explicit and implicit methods, while simulation results are presented based on the WSCC 9-bus system, as well as on a 1, 479-bus dynamic model of the All-Island Irish Transmission System.

The paper discusses the relationships between electrical quantities, such as voltages, currents, and frequency, and geometrical ones, namely curvature and torsion. The proposed approach is based on the Frenet frame utilized in differential geometry and provides a general framework for the definition of the time derivative of electrical quantities in stationary as well as transient conditions. As a byproduct, the proposed approach unifies and generalizes the time- and phasor-domain frameworks. Other noteworthy results are a new interpretation of the link between frequency and the time derivatives of voltage and current; and a definition of the rate of change of frequency that includes the novel concept of "torsional frequency." Several numerical examples based on balanced, unbalanced, harmonically-distorted and transient voltages illustrate the findings of the paper.

A model for the spreading of online information or "memes" on multiplex networks is introduced and analyzed using branching-process methods. The model generalizes that of [Gleeson et al., Phys.Rev. X., 2016] in two ways. First, even for a monoplex (single-layer) network, the model is defined for any specific network defined by its adjacency matrix, instead of being restricted to an ensemble of random networks. Second, a multiplex version of the model is introduced to capture the behaviour of users who post information from one social media platform to another. In both cases the branching process analysis demonstrates that the dynamical system is, in the limit of low innovation, poised near a critical point, which is known to lead to heavy-tailed distributions of meme popularity similar to those observed in empirical data., Comment: 15 pages, 3 figures

The main objective of this article is to present Bayesian optimal control over a class of non-autonomous linear stochastic discrete time systems with disturbances belonging to a family of the one parameter uniform distributions. It is proved that the Bayes control for the Pareto priors is the solution of a linear system of algebraic equations. For the case that this linear system is singular, we apply optimization techniques to gain the Bayesian optimal control. These results are extended to generalized linear stochastic systems of difference equations and provide the Bayesian optimal control for the case where the coefficients of these type of systems are non-square matrices. The paper extends the results of the authors developed for system with disturbances belonging to the exponential family.

In this article, we study a boundary value problem of a class of singular linear discrete time systems whose coefficients are non-square constant matrices or square with a matrix pencil which has an identically zero determinant. By taking into consideration that the relevant pencil is singular, we provide necessary and sufficient conditions for existence and uniqueness of solutions. In addition, a formula is provided for the case of unique solutions and optimal solutions are studied for the cases of no solutions and infinite many solutions. Finally, based on a singular discrete time real dynamical system, numerical examples are given to justify our theory., Comment: 20 pages. arXiv admin note: substantial text overlap with arXiv:1501.05667 by other authors

In this article we propose a discrete lattice model to simulate the elastic, plastic and failure behaviour of isotropic materials. Focus is given on the mathematical derivation of the lattice elements, nodes and edges, in the presence of plastic deformations and damage, i.e. stiffness degradation. By using discrete calculus and introducing non-local potential for plasticity, a force-based approach, we provide a matrix formulation necessary for software implementation. The output is a non-linear system with allowance for elasticity, plasticity and damage in lattices. This is the key tool for explicit analysis of micro-crack generation and population growth in plastically deforming metals, leading to macroscopic degradation of their mechanical properties and fitness for service. An illustrative example, analysing a local region of a node, is given to demonstrate the system performance., Comment: 18 pages, 6 figures

Electrical power system calculations rely heavily on the $Y_{bus}$ matrix, which is the Laplacian matrix of the network under study, weighted by the complex-valued admittance of each branch. It is often useful to partition the $Y_{bus}$ into four submatrices, to separately quantify the connectivity between and among the load and generation nodes in the network. Simple manipulation of these submatrices gives the $F_{LG}$ matrix, which offers useful insights on how voltage deviations propagate through a power system and on how energy losses may be minimized. Various authors have observed that in practice the elements of $F_{LG}$ are real-valued and its rows sum close to one: the present paper explains and proves these properties., Comment: 9 pages, 1 figure

In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend a primal-dual Newton Conjugate Gradients (pdNCG) method for CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results are presented on CS problems which demonstrate the performance of pdNCG with the proposed preconditioner compared to state-of-the-art existing solvers., Comment: 31 pages, 36 figures, 7 tables. arXiv admin note: substantial text overlap with arXiv:1405.4146

In this paper we are interested in the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. CS problems of this type are convex with non-smooth and non-separable regularization term, therefore a specialized solver is required. We propose a primal-dual Newton Conjugate Gradients (pdNCG) method. We prove global convergence and fast local rate of convergence for pdNCG. Moreover, well-known properties of CS problems are exploited for the development of provably effective preconditioning techniques that speed-up the approximate solution of linear systems which arise. Numerical results are presented on CS problems which demonstrate the performance of pdNCG compared to a state-of-the-art existing solver., Comment: 26 pages, 22 figures