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In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Parikshit Pareek , Chuan Wang , Hung D. Nguyen

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…

Numerical Analysis · Mathematics 2025-03-19 Sohail Reddy

Probabilistic power flow (PPF) is essential for quantifying operational uncertainty in modern distribution systems with high penetration of renewable generation and flexible loads. Conventional PPF methods primarily rely on Monte Carlo (MC)…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Weijie Xia , James Ciyu Qin , Edgar Mauricio Salazar Duque , Hongjin Du , Peter Palensky , Giovanni Sansavini , Pedro P. Vergara

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

In this article, we consider elliptic diffusion problems with an anisotropic random diffusion coefficient. We model the notable direction in terms of a random vector field and derive regularity results for the solution's dependence on the…

Numerical Analysis · Mathematics 2016-07-20 Helmut Harbrecht , Michael Peters , Marc Schmidlin

We present a novel approach aimed at high-performance uncertainty quantification for time-dependent problems governed by partial differential equations. In particular, we consider input uncertainties described by a Karhunen-Loeeve expansion…

Computational Engineering, Finance, and Science · Computer Science 2021-02-05 Seif Ben Bader , Pietro Benedusi , Alessio Quaglino , Patrick Zulian , Rolf Krause

We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Lo\`eve expansion. The approximation…

Numerical Analysis · Mathematics 2023-07-19 Uta Seidler , Michael Griebel

We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

Numerical Analysis · Mathematics 2017-03-27 Sarah Osborn , Panayot Vassilevski , Umberto Villa

We consider elliptic diffusion problems with a random anisotropic diffusion coefficient, where, in a notable direction given by a random vector field, the diffusion strength differs from the diffusion strength perpendicular to this notable…

Numerical Analysis · Mathematics 2018-02-13 Helmut Harbrecht , Marc Schmidlin

Probabilistic load flow (PLF) calculation, as a fundamental tool to analyze transmission system behavior, has been studied for decades. Despite a variety of available methods, existing PLF approaches rarely take system control into account.…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Mengshuo Jia , Qianni Cao , Chen Shen , Gabriela Hug

In this paper, a novel non-intrusive probabilistic power flow (PPF) analysis method based on the low-rank approximation (LRA) is proposed, which can accurately and efficiently estimate the probabilistic characteristics (e.g., mean,…

Signal Processing · Electrical Eng. & Systems 2019-02-05 Hao Sheng , Xiaozhe Wang

The ever increasing penetration of plug-in hybrid electric vehicles in distribution systems has triggered the need for a more accurate and at the same time fast solution to probabilistic distribution power flow problem. In this paper a…

Signal Processing · Electrical Eng. & Systems 2017-10-31 Mohammadhadi Rouhani , Mohammad Mohammadi

The absence of formal performance guarantees in machine learning (ML) has limited its adoption for safety-critical power system applications, where confidence and interpretability are as vital as accuracy. In this work, we present a…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Parikshit Pareek , Sidhant Misra , Deepjyoti Deka

The recently proposed non-iterative load flow method, called the holomorphic embedding method, may encounter the precision issue, i.e. nontrivial round-off errors caused by the limit of digits used in computation when calculating the…

Systems and Control · Computer Science 2017-05-08 Bin Wang , Chengxi Liu , Kai Sun

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

Computational Engineering, Finance, and Science · Computer Science 2015-08-24 Cosmin Safta , Richard L. -Y. Chen , Habib N. Najm , Ali Pinar , Jean-Paul Watson

This paper is dedicated to enhancing the computational efficiency of traditional parallel-in-time methods for solving stochastic initial-value problems. The standard parareal algorithm often suffers from slow convergence when applied to…

Numerical Analysis · Mathematics 2025-10-31 Dou Dai , Qiuqi Li , Huailing Song

This paper introduces the first quantum computing framework for Stochastic Quantum Power Flow (SQPF) analysis in power systems. The proposed method leverages quantum states to encode power flow distributions, enabling the use of Quantum…

Quantum Physics · Physics 2025-01-13 Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges,…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Yijun Xu , Kiran Karra , Lamine Mili , Mert Korkali , Xiao Chen , Zhixiong Hu

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

We propose a novel $hp$-multilevel Monte Carlo method for the quantification of uncertainties in the compressible Navier-Stokes equations, using the Discontinuous Galerkin method as deterministic solver. The multilevel approach exploits…

Numerical Analysis · Mathematics 2020-08-25 A. Beck , J. Dürrwächter , T. Kuhn , F. Meyer , C. -D. Munz , C. Rohde
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