Related papers: Towards High-Efficiency Cascading Outage Simulatio…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…
A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…
We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure…
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficient simulation technique that can be used to estimate various…
With the sharp increase of power demand, large-scale blackouts in power grids occur frequently around the world. Cascading failures are the main causes of network outages. Therefore, revealing the complicated cascade mechanism in grids is…
In the following paper we consider a simulation technique for stochastic trees. One of the most important areas in computational genetics is the calculation and subsequent maximization of the likelihood function associated to such models.…
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…
Existing or planned power grids need to evaluate survivability under extreme events, like a number of peak load overloading conditions, which could possibly cause system collapses (i.e. blackouts). For realistic extreme events that are…
When power grids are heavily stressed with a bulk power transfer, it is useful to have a fast indication of the increased stress when multiple line outages occur. Reducing the bulk power transfer when the outages are severe could forestall…
Reliability updating refers to a problem that integrates Bayesian updating technique with structural reliability analysis and cannot be directly solved by structural reliability methods (SRMs) when it involves equality information. The…
This paper studies the consequences of a human-initiated targeted attack on the national electric power system. We consider two kinds of attacks: ($i$) an attack by an adversary that uses a tactical weapon and destroys a large part of the…
There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…
In the event of large disturbances, the practice of controlled islanding is used as a last resort to prevent cascading outages. The application of the strategy at the right time is crucial to maintaining system security. A controlled…
This letter describes a direct method for computing the spatially averaged outage probability of a network with interferers located according to a point process and signals subject to fading. Unlike most common approaches, it does not…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
In recent years, sequential importance sampling (SIS) has been well developed for sampling contingency tables with linear constraints. In this paper, we apply SIS procedure to 2-dimensional Ising models, which give observations of 0-1…
Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a…
We study numerically the cascading failure problem by using artificially created scale-free networks and the real network structure of the power grid. The capacity for a vertex is assigned as a monotonically increasing function of the load…