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The integration of massive offshore wind into hybrid AC-HVDC grids demands robust DC voltage regulation, yet conventional fixed-gain droop controllers struggle under severe stochastic volatility. This paper bridges the gap between…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Hongjin Du , Aleksandra Lekić

Wind energy is the leading non-hydro renewable technology. Increasing reliability is a key factor in reducing the downtime of high-power wind turbines installed in remote off-shore places, where maintenance is costly and less reactive.…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Alessio Dallabona , Mogens Blanke , Henrik C. Pedersen , Dimitrios Papageorgiou

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

Climate change has led to an increase in the frequency and severity of extreme weather events, posing significant challenges for power distribution systems. In response, this work presents a planning approach in order to enhance the…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Ahmad Bin Afzal , Nabil Mohammed , Shehab Ahmed , Charalambos Konstantinou

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

In this manuscript we continue the thread of [M. Chertkov, F. Pan, M. Stepanov, Predicting Failures in Power Grids: The Case of Static Overloads, IEEE Smart Grid 2011] and suggest a new algorithm discovering most probable extreme stochastic…

Systems and Control · Computer Science 2011-09-08 Michael Chertkov , Mikhail Stepanov , Feng Pan , Ross Baldick

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly

Within the last few years, the trend towards more distributed, renewable energy sources has led to major changes and challenges in the electricity sector. To ensure a stable electricity distribution in this changing environment, we propose…

Systems and Control · Electrical Eng. & Systems 2023-07-12 Jens Hönen , Johann L. Hurink , Bert Zwart

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

Optimization and Control · Mathematics 2024-04-22 Ethan LoCicero , Amy Strong , Leila Bridgeman

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…

Probability · Mathematics 2014-10-14 Ankita Jain , Ilya Timofeyev , Eric Vanden-Eijnden

Short-term probabilistic wind power forecasting can provide critical quantified uncertainty information of wind generation for power system operation and control. As the complicated characteristics of wind power prediction error, it would…

Machine Learning · Computer Science 2017-02-14 You Lin , Ming Yang , Can Wan , Jianhui Wang , Yonghua Song

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

Machine Learning · Computer Science 2026-04-08 Matteo Bosso , Giovanni Franzese , Kushal Swamy , Maarten Theulings , Alejandro M. Aragón , Farbod Alijani

The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…

Dynamical Systems · Mathematics 2025-10-20 A. J. Roberts

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic…

Robotics · Computer Science 2026-04-16 Hrishikesh Sathyanarayan , Ian Abraham

Owing to their inherently interpretable structure, decision trees are commonly used in applications where interpretability is essential. Recent work has focused on improving various aspects of decision trees, including their predictive…

Machine Learning · Statistics 2023-05-30 Dimitris Bertsimas , Vassilis Digalakis

We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…

Neurons and Cognition · Quantitative Biology 2026-02-10 Ahmed ElGazzar , Marcel van Gerven

In this paper we consider distributed adaptive stabilization for uncertain multivariable linear systems with a time-varying diagonal matrix gain. We show that uncertain multivariable linear systems are stabilizable by diagonal matrix high…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zhiyong Sun , Anders Rantzer , Zhongkui Li , Anders Robertsson