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Load shedding is the last and most expensive control action against system collapse and blackout. Achievement of an efficient emergency control to stabilize the power system following severe disturbances, requires two key objectives. First,…

Optimization and Control · Mathematics 2016-11-30 Bakhtyar Hoseinzadeh , M. Hadi Amini , Claus Leth Bak

We propose a generic system model for a special category of interdependent networks, demand-supply networks, in which the demand and the supply nodes are associated with heterogeneous loads and resources, respectively. Our model sheds a…

Networking and Internet Architecture · Computer Science 2019-11-11 Seyyedali Hosseinalipour , Jiayu Mao , Do Young Eun , Huaiyu Dai

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

Despite high reliability, modern power systems with growing renewable penetration face an increasing risk of cascading outages. Real-time cascade mitigation requires fast, complex operational decisions under uncertainty. In this work, we…

Physics and Society · Physics 2025-06-11 Kai Zhou , Youbiao He , Chong Zhong , Yifu Wu

Today, electrical energy plays a significant and conspicuous role in contemporary economies; as a result, governments should place a high priority on maintaining the supply of electrical energy. In order to assess various topologies and…

Optimization and Control · Mathematics 2022-11-08 Farhad Samadi Gazijahani , Rasoul Esmaeilzadeh

The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…

Computational Finance · Quantitative Finance 2018-04-10 Daniele Petrone , Vito Latora

We study the evolution of fast blackout cascades in the model of the Polish (transmission) power grid (2700 nodes and 3504 transmission lines). The cascade is initiated by a sufficiently severe initial contingency tripping. It propagates…

Physics and Society · Physics 2011-10-07 René Pfitzner , Konstantin Turitsyn , Michael Chertkov

Considering the increasing penetration of renewable energy sources and electrical vehicles in utility distribution feeders, it is imperative to study the impacts of the resulting increasing uncertainty on the delivery capability of a…

Signal Processing · Electrical Eng. & Systems 2018-04-11 Hao Sheng , Xiaozhe Wang

A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the…

Risk Management · Quantitative Finance 2010-09-23 Magda Schiegl

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

As one important means of ensuring secure operation in a power system, the contingency selection and ranking methods need to be more rapid and accurate. A novel method-based least absolute shrinkage and selection operator (Lasso) algorithm…

Systems and Control · Computer Science 2018-08-27 Yahui Li , Yang Li , Yuanyuan Sun

Increased coupling between critical infrastructure networks, such as power and communication systems, will have important implications for the reliability and security of these systems. To understand the effects of power-communication…

Physics and Society · Physics 2015-06-24 Mert Korkali , Jason G. Veneman , Brian F. Tivnan , Paul D. H. Hines

Electrical power grids are vulnerable to cascading failures that can lead to large blackouts. Detection and prevention of cascading failures in power grids is impor- tant. Currently, grid operators mainly monitor the state (loading level)…

Physics and Society · Physics 2015-07-20 Martijn Warnier , Stefan Dulman , Yakup Koç , Eric Pauwels

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…

Physics and Society · Physics 2017-04-12 Thomas R. Hurd , James P. Gleeson , Sergey Melnik

During major power system disturbances, when multiple component outages occur in rapid succession, it becomes crucial to quickly identify the transmission interconnections that have limited power transfer capability. Understanding the…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Reetam Sen Biswas , Anamitra Pal , Trevor Werho , Vijay Vittal

Boson sampling is a promising candidate for quantum supremacy. It requires to sample from a complicated distribution, and is trusted to be intractable on classical computers. Among the various classical sampling methods, the Markov chain…

We investigate an approximate sampling scheme that can significantly reduce the cost scaling of variational Monte Carlo when it is employed to predict the energy differences associated with local chemical changes. Inspired by side-chaining…

Chemical Physics · Physics 2026-03-13 Sonja Bumann , Eric Neuscamman

Using the linearized DC power flow model, we study cascading failures and their spatial and temporal properties in the US Western Interconnect (USWI) power grid. We also introduce the preferential Degree And Distance Attachment (DADA)…

Physics and Society · Physics 2016-09-26 Russell Spiewak , Sergey V. Buldyrev , Yakir Forman , Saleh Soltan , Gil Zussman