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Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing…

Quantum Physics · Physics 2024-03-06 Huynh T. T. Tran , Hieu T. Nguyen , Long Thanh Vu , Samuel T. Ojetola

Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Huynh Trung Thanh Tran , Hieu T. Nguyen , Long T. Vu , Samuel T. Ojetola

This paper proposes a new semi-analytical approach for online time-domain power system simulation. The approach applies the differential transformation method (DTM) to the power system differential equation model to offline derive a…

Dynamical Systems · Mathematics 2018-02-13 Yang Liu , Kai Sun

The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations.…

Numerical Analysis · Mathematics 2020-05-19 Zhen-Chen Guo , Eric King-Wah Chu , Xin Liang , Wen-Wei Lin

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

Structural Equation Modeling (SEM) or Covariance Structure Analysis (CSA) is a versatile and powerful method in the social and behavioral sciences, providing a framework for modeling complex relationships, testing mediation, accounting for…

Applications · Statistics 2025-04-01 Bang Quan Zheng

This article proposes modifications of the Parareal algorithm for its application to higher index differential algebraic equations (DAEs). It is based on the idea of applying the algorithm to only the differential components of the equation…

Numerical Analysis · Mathematics 2022-10-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

Hybrid numerical-experimental testing is a standard approach for complex dynamical structures that are, on the one hand, not easy to model due to complexity and parameter uncertainty and, on the other hand, too expensive for full-scale…

Dynamical Systems · Mathematics 2020-03-24 Benjamin Unger

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…

Classical Analysis and ODEs · Mathematics 2011-09-20 Fabien Monfreda , Jean-Claude Yakoubsohn

Differential-algebraic equations (DAEs) arise naturally in constrained dynamical systems, but their algebraic constraints and hidden compatibility conditions make them more subtle than standard ordinary differential equations. This paper…

Quantum Physics · Physics 2026-05-20 Hsuan-Cheng Wu , Xiantao Li

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

We present a novel finite element analysis of inelastic structures containing Shape Memory Alloys (SMAs). Phenomenological constitutive models for SMAs lead to material nonlinearities, that require substantial computational effort to…

Computational Engineering, Finance, and Science · Computer Science 2022-01-05 Ziliang Kang , Daniel A. Tortorelli , Kai A. James

We apply the sample average approximation (SAA) method to risk-neutral optimization problems governed by nonlinear partial differential equations (PDEs) with random inputs. We analyze the consistency of the SAA optimal values and SAA…

Optimization and Control · Mathematics 2023-08-03 Johannes Milz

Solving high-dimensional partial differential equations (PDEs) is a critical challenge where modern data-driven solvers often lack reliability and rigorous error guarantees. We introduce Simulation-Calibrated Scientific Machine Learning…

Numerical Analysis · Mathematics 2025-12-25 Zexi Fan , Yan Sun , Shihao Yang , Yiping Lu

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single…

Mathematical Physics · Physics 2010-05-19 Roman Cherniha , Malte Henkel

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal…

Statistics Theory · Mathematics 2026-03-25 Anamitra Chaudhuri , Yang Ni , Anirban Bhattacharya