University of Wisconsin

In this talk, we discuss two-dimensional Riemann problems in the framework of potential flow
equation and isentropic Euler system. We first review recent results on the existence, regularity and properties of
global self-similar solutions involving transonic shocks for several 2D Riemann problems in the
framework of potential flow equation. Examples include regular shock reflection, Prandtl reflection, and four-shocks
Riemann problem. The approach is to reduce the problem to a free boundary problem for a nonlinear elliptic equation
in self-similar coordinates. A well-known open problem is to extend these results to a compressible Euler system,
i.e. to understand the effects of vorticity. We show that for the isentropic Euler system, solutions have
low regularity, specifically velocity and density do not belong to the Sobolev space $H^1$ in self-similar coordinates.  
We further discuss the well-posedness of the transport equation for vorticity in the resulting low regularity setting.

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Most of the basic results on martingale problems extend to the setting in which the generator depends on a control.  The “control” could represent a random environment, or the generator could specify a classical stochastic control problem.  The equivalence between the martingale problem and forward equation (obtained by taking expectations of the martingales) provides the tools for extending linear programming methods introduced by Manne in the context of controlled finite Markov chains to general Markov stochastic control problems.  The controlled martingale problem can also be applied to the study of constrained Markov processes (e.g., reflecting diffusions), the boundary process being treated as a control.  The talk includes joint work with Richard Stockbridge and with Cristina Costantini. 

We discuss shock reflection problem for compressible gas dynamics, von Neumann conjectures on transition between regular and Mach reflections, and existence of regular reflection solutions for potential flow equation. Then we will talk about recent results on uniqueness and stability of regular reflection solutions for potential flow equation in a natural class of self-similar solutions. The approach is to reduce the shock reflection problem to a free boundary problem for a nonlinear elliptic equation, and prove uniqueness by a version of method of continuity. A property of solutions important for the proof of uniqueness is convexity of the free boundary. 

This talk is based on joint works with G.-Q. Chen and W. Xiang.

We discuss shock reflection problem for compressible gas dynamics, von Neumann conjectures on transition between regular and Mach reflections. Then we describe recent results on existence and uniqueness of regular reflection solutions for potential flow equation, and discuss some techniques involved in the proof. The approach is to reduce the shock reflection problem to a free boundary problem, and prove existence and uniqueness by a version of method of continuity. This involves apriori estimates of solutions in the elliptic region of the equation of mixed type, with ellipticity degenerating on some part of the boundary. For the proof of uniqueness, an important property of solutions is convexity of the free boundary. We will also discuss some open problems.

This talk is based on joint works with G.-Q. Chen and W. Xiang.

In the past few decades, power grids across the world have become dependent on markets that aim to efficiently match supply with demand at all times via a variety of pricing and auction mechanisms. These markets are based on models that capture interactions between producers, transmission and consumers. Energy producers typically maximize profits by optimally allocating and scheduling resources over time. A dynamic equilibrium aims to determine prices and dispatches that can be transmitted over the electricity grid to satisfy evolving consumer requirements for energy at different locations and times. Computation allows large scale practical implementations of socially optimal models to be solved as part of the market operation, and regulations can be imposed that aim to ensure competitive behaviour of market participants.

Questions remain that will be outlined in this presentation.

Firstly, the recent explosion in the use of renewable supply such as wind, solar and hydro has led to increased volatility in this system. We demonstrate how risk can impose significant costs on the system that are not modeled in the context of socially optimal power system markets and highlight the use of contracts to reduce or recover these costs. We also outline how battery storage can be used as an effective hedging instrument.

Secondly, how do we guarantee continued operation in rarely occuring situations and when failures occur and how do we price this robustness?

Thirdly, how do we guarantee appropriate participant behaviour? Specifically, is it possible for participants to develop strategies that move the system to operating points that are not socially optimal?

Fourthly, how do we ensure enough transmission (and generator) capacity in the long term, and how do we recover the costs of this enhanced infrastructure?
 

Economic dispatch is a critical part of electricity planning and 
operation. Enhancing the dispatch problem to improve its robustness 
in the face of equipment failures or other contingencies is standard 
practice, but extremely time intensive, leading to restrictions on 
the richness of scenarios considered. We model post-contingency 
corrective actions in the security-constrained economic dispatch 
and consider multiple stages of rescheduling to meet different 
security constraints. The resulting linear program is not solvable
by traditional LP methods due to its large size. We devise and 
implement a series of algorithmic enhancements based on the Benders'
decomposition method to ameliorate the computational difficulty.
In addition, we propose a set of online measures to diagnose
and correct infeasibility issues encountered in the solution process.

The overall solution approach is able to process the ``N-1'' 
contingency list in ten minutes for all large network cases
available for experiments. Extensions to the nonlinear setting will 
be discussed via a semidefinite relaxation.

I will present new results on local smooth embedding of Riemannian manifolds of dimension $n$ into Euclidean space of dimension $n(n+1)/2$.  This part of ac joint project with G-Q Chen ( OxPDE), Jeanne Clelland ( Colorado), Dehua Wang ( Pittsburgh), and Deane Yang ( Poly-NYU).

Beautiful results of Deligne-Illusie, Sabbah, and Ogus-Vologodsky show that certain modifications of the de Rham complex (either the usual one, or twisted versions of it that appear in the study of the cyclic homology of categories of matrix factorizations) are formal in positive characteristic. These are the crucial steps in proving algebraic analogues of the Hodge theorem (again, either in the ordinary setting or in the presence of a twisting). I will present these results along with a new approach to understanding them using derived intersection theory. This is joint work with Dima Arinkin and Marton Hablicsek.

We discuss shock reflection problem for compressible gas dynamics, and von Neumann conjectures on transition between regular and Mach reflections. Then we will talk about some recent results on existence, regularity and geometric properties of regular reflection solutions for potential flow equation. In particular, we discuss optimal regularity of solutions near sonic curve, and stability of the normal reflection soluiton. Open problems will also

be discussed. The talk will be based on the joint work with Gui-Qiang Chen, and with Myoungjean Bae.