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A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

General Finance · Quantitative Finance 2011-10-20 Thomas R. Hurd , James P. Gleeson

Electric power networks are critical lifelines, and their disruption during earthquakes can lead to severe cascading failures and significantly hinder post-disaster recovery. Enhancing their seismic resilience requires identifying and…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Huangbin Liang , Beatriz Moya , Francisco Chinesta , Eleni Chatzi

Several aspects influence corrosive processes in RC structures, such as environmental conditions, structural geometry, and mechanical properties. Since these aspects present large randomnesses, probabilistic models allow a more accurate…

Numerical Analysis · Mathematics 2021-04-20 Karolinne O. Coelho , Edson D. Leonel , Julio Flórez-López

We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…

Numerical Analysis · Mathematics 2016-06-21 Daniel Elfverson , Fredrik Hellman , Axel Målqvist

Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…

Optimization and Control · Mathematics 2018-06-28 Ryan N. King , Matthew Reynolds , Devon Sigler , Wesley Jones

Large-scale power blackouts caused by cascading failure are inflicting enormous socioeconomic costs. We study the problem of cascading link failures in power networks modelled by random geometric graphs from a percolation-based viewpoint.…

Networking and Internet Architecture · Computer Science 2010-12-09 Hongda Xiao , Edmund Yeh

Recently, there has been a growing concern about the overload status of the power grid networks, and the increasing possibility of cascading failures. Many researchers have studied these networks to provide design guidelines for more robust…

Physics and Society · Physics 2012-12-27 Sakshi Pahwa , Caterina Scoglio , Noel Schulz

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

For large-scale power networks, the failure of particular transmission lines can offload power to other lines and cause self-protection trips to activate, instigating a cascade of line failures. In extreme cases, this can bring down the…

Physics and Society · Physics 2018-06-08 Charles Matthews , Bradly Stadie , Jonathan Weare , Mihai Anitescu , Christopher Demarco

This paper concerns the resilience of systems with wind power upon wind reduction by evaluating the potential of corrective actions, such as generation and load dispatch, on minimizing the effects of transmission line failures. Three…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Siyu Liu , Marija Ilic

Cascading failures triggered by trivial initial events are encountered in many complex systems. It is the interaction and coupling between components of the system that causes cascading failures. We propose a simple model to simulate…

Physics and Society · Physics 2014-01-07 Junjian Qi , Shengwei Mei

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

Cascading failures are one of the main reasons for blackouts in power transmission grids. The topology of a power grid, together with its operative state determine, for the most part, the robustness of the power grid against cascading…

Physics and Society · Physics 2015-06-18 Yakup Koç , Martijn Warnier , Piet Van Mieghem , Robert E. Kooij , Frances M. T. Brazier

As the share of renewables in the grid increases, the operation of power systems becomes more challenging. The present paper proposes a method to formulate and solve chance-constrained optimal power flow while explicitly considering the…

Systems and Control · Computer Science 2019-04-04 T. Mühlpfordt , L. Roald , V. Hagenmeyer , T. Faulwasser , S. Misra

The frequency stability of power systems is increasingly challenged by various types of disturbances. In particular, the increasing penetration of renewable energy sources is increasing the variability of power generation and at the same…

Systems and Control · Computer Science 2018-03-26 John Moriarty , Jure Vogrinc , Alessandro Zocca

In studies on complex network systems using graph theory, eigen-analysis is typically performed on an undirected graph model of the network. However, when analyzing cascading failures in a power system, the interactions among failures…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Zhenping Guo , Xiaowen Su , Kai Sun , Byungkwon Park , Srdjan Simunovic

Preventive control is a crucial strategy for power system operation against impending natural hazards, and its effectiveness fundamentally relies on the realism of scenario generation. While most existing studies employ sequential Monte…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Ziyue Li , Guanglun Zhang , Grant Ruan , Haiwang Zhong , Chongqing Kang

Blackouts in recent decades show an increasing prevalence of power outages due to extreme weather events such as hurricanes. Precisely assessing the spatiotemporal outages in distribution networks, the most vulnerable part of power systems,…

Systems and Control · Electrical Eng. & Systems 2024-01-22 Luo Xu , Ning Lin , Dazhi Xi , Kairui Feng , H. Vincent Poor

Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…

Optimization and Control · Mathematics 2017-01-25 Mahdi Mehrtash , Mahdi Raoofat , Mohammad Mohammadi , Mohammad Hossein Zakernejad

Cascading failures are a critical vulnerability of complex information or infrastructure networks. Here we investigate the properties of load-based cascading failures in real and synthetic spatially-embedded network structures, and propose…

Physics and Society · Physics 2017-09-21 Alaa Moussawi , Noemi Derzsy , Xin Lin , Boleslaw K. Szymanski , Gyorgy Korniss
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