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Certifying power flow solvability is important for reliable power system operations under volatile operating conditions, but solving power flow equations repeatedly can be costly and may encounter convergence issues. In this paper, we…

Optimization and Control · Mathematics 2026-05-26 Puskar Neupane , Bai Cui

In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the…

Statistics Theory · Mathematics 2013-08-28 Andreas Hagemann

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

The linearization of a power flow (PF) model is an important approach for simplifying and accelerating the calculation of a power system's control, operation, and optimization. Traditional model-based methods derive linearized PF models by…

Systems and Control · Computer Science 2017-10-31 Yuxiao Liu , Ning Zhang , Yi Wang , Jingwei Yang , Chongqing Kang

Probabilistic circuits (PCs) represent a probability distribution as a computational graph. Enforcing structural properties on these graphs guarantees that several inference scenarios become tractable. Among these properties, structured…

Machine Learning · Computer Science 2020-09-03 Meihua Dang , Antonio Vergari , Guy Van den Broeck

We describe a new family of coupling designs, extending the basic principle of stratified randomization to experiments with continuous, constrained multivariate, text/image and other irregular treatment spaces. Our approach is to first…

Econometrics · Economics 2026-04-14 Max Cytrynbaum , Fredrik Sävje

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

This two-part paper details a theory of solvability for the power flow equations in lossless power networks. In Part I, we derive a new formulation of the lossless power flow equations, which we term the fixed-point power flow. The model is…

Optimization and Control · Mathematics 2017-09-21 John W. Simpson-Porco

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…

Strongly Correlated Electrons · Physics 2009-11-10 Tomo Munehisa , Yasuko Munehisa

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

The statistical tools of Complex Network Analysis are of great use to understand salient properties of complex systems, may these be natural or pertaining human engineered infrastructures. One of these that is receiving growing attention…

Physics and Society · Physics 2015-03-19 Giuliano Andrea Pagani , Marco Aiello

We study a type of port-Hamiltonian system, in which the controller or disturbance is not applied to the flow variables, but to the systems power, a scenario that appears in many practical applications. A suitable framework is provided to…

Systems and Control · Computer Science 2018-02-08 Pooya Monshizadeh , Juan E. Machado , Romeo Ortega , Arjan van der Schaft

Uncertainty in renewable energy generation has the potential to adversely impact the operation of electric networks. Numerous approaches to manage this impact have been proposed, ranging from stochastic and chance-constrained programming to…

Optimization and Control · Mathematics 2024-05-08 Álvaro Porras , Line Roald , Juan Miguel Morales , Salvador Pineda

To limit the probability of unacceptable worst-case linearization errors that might yield risks for power system operations, this letter proposes a robust data-driven linear power flow (RD-LPF) model. It is applicable to both transmission…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Yitong Liu , Zhengshuo Li , Junbo Zhao

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

This paper focuses on cascading line failures in the transmission system of the power grid. Recent large-scale power outages demonstrated the limitations of percolation- and epid- emic-based tools in modeling cascades. Hence, we study…

Systems and Control · Computer Science 2014-02-11 Saleh Soltan , Dorian Mazauric , Gil Zussman

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…

Quantitative Methods · Quantitative Biology 2019-12-12 Casper H. L. Beentjes , Ruth E. Baker

This paper concerns the potential of corrective actions, such as generation and load dispatch on minimizing the effects of transmission line failures in electric power systems. Three loss functions (grid-centric, consumer-centric, and…

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