Search arXivSearch

arXiv · 1901.03304

Risk of Cascading Blackouts Given Correlated Component Outages

Abstract

Cascading blackouts typically occur when nearly simultaneous outages occur in k out of N components in a power system, triggering subsequent failures that propagate through the network and cause significant load shedding. While large cascades are rare, their impact can be catastrophic, so quantifying their risk is important for grid planning and operation. A common assumption in previous approaches to quantifying such risk is that the $k$ initiating component outages are statistically independent events. However, when triggered by a common exogenous cause, initiating outages may actually be correlated. Here, copula analysis is used to quantify the impact of correlation of initiating outages on the risk of cascading failure. The method is demonstrated on two test cases; a 2383-bus model of the Polish grid under varying load conditions and a synthetic 10,000-bus model based on the geography of the Western US. The large size of the Western US test case required development of new approaches for bounding an estimate of the total number of N-3 blackout-causing contingencies. The results suggest that both risk of cascading failure, and the relative contribution of higher order contingencies, increase as a function of spatial correlation in component failures.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Laurence A. Clarfeld, Paul D. H. Hines, Eric M. Hernandez, Margaret J. Eppstein. 2019-04-10. Risk of Cascading Blackouts Given Correlated Component Outages. https://arxiv.org/abs/1901.03304

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Cosm: Collective switched motion for sparse Ising optimization

We introduce Collective Switched Motion (Cosm), a heuristic optimization framework based on switched collective dynamics. Cosm compiles the objective into subobjectives that are activated sequentially, temporally separating competing local influences. The interplay of switching and local interactions among variables gives rise to collective search behavior, while a new correlated perturbation mechanism encourages coordinated cluster motion. Tests on tuned-hardness spin-glass benchmarks suggest more favorable algorithmic scaling than that reported for leading dynamical solvers. Cosm heuristically attains the certified optima of three of the largest Gset instances (G72, G77, G81), exceeding the previously reported heuristic solutions. On the large random-graph instances G61 and G70, a CPU implementation reliably attains the best-known solutions, reaching cuts of 5799 and 9595 with 99%-confidence times-to-target of 15 s and 2.4 s, respectively. On the heterogeneous-degree G64 instance, Cosm establishes a new best-known cut of 8753. Broadly, the results suggest an alternative approach to heuristic design in which local dynamics and orchestration mechanisms are carefully designed so that effective search emerges.

cs.CE

Decomposing Firm-Level Crisis Responses from Incomplete Market Signals: Evidence from China's IT Sector During COVID-19

Exogenous shocks generate heterogeneous behavioral responses across firms, yet event studies typically report only sector-level averages. This paper develops a multi-method approach combining causal identification (difference-in-differences with cluster-robust inference), unsupervised behavioral discovery (K-means trajectory clustering, Gaussian hidden Markov models), and cross-sectional resilience prediction (logistic regression with nested cross-validation) to decompose firm-level response heterogeneity from noisy market signals. We demonstrate the approach on 246 Chinese A-share IT firms (216 with complete data for all analyses) during the COVID-19 shock (January 2020), using 252 non-IT CSI 300 firms as controls. The return decline was market-wide, not IT-specific (DID p = 0.59); the IT-specific effect was elevated volatility (DID beta = 0.043, cluster-robust p < 0.001), with the effect surviving Benjamini-Hochberg correction in 13 of 30 alternative specifications. Unsupervised clustering produced three trajectory groups: fast recovery (36 companies, +29.7%), resilient/moderate (67 companies), and persistent drag (113 companies, -6.9%). Pre-crisis financial fundamentals showed only modest predictive power for resilience (nested CV AUC = 0.635, 95% CI: 0.558-0.711; permutation p = 0.016), consistent with the limited informativeness of publicly available signals for anticipating crisis outcomes. The combination of causal analysis, unsupervised learning, and prediction represents a reproducible framework which can be applied to crises in other market periods.

cs.CE

An Insurance Broker for Every Small Business: The Economics of Exceptional Care at Scale

Small-business owners need expert guidance on their own terms, across schedules, languages, and channels, but low premiums make exceptional, continuous human service uneconomic for much of the market. Combining public evidence, Kinro operational data, and an illustrative five-year service model, we show why traditional brokerage economics leave 35 million U.S. small businesses underserved. An AI-native brokerage can change those economics by performing and coordinating routine work continuously, while licensed professionals govern consequential exceptions and the brokerage remains accountable.

cs.CE