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Achieving the flexibility from house heating, cooling, and ventilation systems (HVAC) has the potential to enable large-scale demand response by aggregating HVAC load adjustments across many homes. This demand response strategy helps…
This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis-Hastings type Markov kernels widely used in statistical sampling problems. Our approach allows us to derive new classes of kernels which…
Pumped storage hydro units (PSHU) are great sources of flexibility in power systems. This is especially valuable in modern systems with increasing shares of intermittent renewable resources. However, the flexibility from PSHUs, particularly…
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…
We propose a fluid-based topology optimization methodology for convective heat-transfer problems that can manage an extensive number of design variables, enabling the fine geometric features required for the next generation of…
We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). The algorithm extends Lightweight Metropolis-Hastings (LMH) by…
This work presents a scalable computational framework for optimal design under uncertainty with application to multi-material insulation components of building envelopes. The forward model consists of a multi-phase thermo-mechanical model…
We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…
Markov Chain Monte Carlo (MCMC) excels at sampling complex posteriors but traditionally lags behind nested sampling in accurate evidence estimation, which is crucial for model comparison in astrophysical problems. We introduce reddemcee, an…
We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…
In this study we investigate the heat load patterns in one building using multi-step forecasting model. We combine the Autoregressive models that use multiple eXogenous variables (ARX) with Seasonally adaptable Time of Week and Climate…
A finite difference numerical scheme is proposed and analyzed for the Cahn-Hilliard-Stokes system with Flory-Huggins energy functional. A convex splitting is applied to the chemical potential, which in turns leads to the implicit treatment…
This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…
Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…
In this paper, we use stochastic polynomial optimization to derive high-performance operating strategies for heating networks with uncertain or variable demand. The heat flow in district heating networks can be regulated by varying the…
This paper presents a distributed memory method for anisotropic mesh adaptation that is designed to avoid the use of collective communication and global synchronization techniques. In the presented method, meshing functionality is separated…
In 2018, Yang et al. introduced a novel and effective approach, using maximum distance separable (MDS) codes, to mitigate the impact of elasticity in cloud computing systems. This approach is referred to as coded elastic computing. Some…
Heating, ventilating, and air-conditioning (HVAC) systems consume a large amount of energy in residential houses and buildings. Effective energy management of HVAC is a cost-effective way to improve energy efficiency and reduce the energy…