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In this work we are interested in the (ill-posed) inverse problem for absolute permeability characterization that arises in predictive modeling of porous media flows. We consider a Bayesian statistical framework with a preconditioned Markov…

Numerical Analysis · Mathematics 2021-07-20 Alsadig Ali , Abdullah Al-Mamun , Felipe Pereira , Arunasalam Rahunanthan

Probabilistic optimal power flow (POPF) is an important analytical tool to ensure the secure and economic operation of power systems. POPF needs to solve enormous nonlinear and nonconvex optimization problems. The huge computational burden…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Yan Yang , Juan Yu , Zhifang Yang , Mingxu Xiang , Ren Liu

This work proposes a novel method for scaling multi-timestep security-constrained optimal power flow in large power grids. The challenge arises from dealing with millions of variables and constraints, including binary variables and…

Optimization and Control · Mathematics 2023-11-28 Hussein Sharadga , Javad Mohammadi , Constance Crozier , Kyri Baker

This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…

Optimization and Control · Mathematics 2025-08-26 Pengfei Liu

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang

Probabilistic power flow (PPF) analysis is critical to power system operation and planning. PPF aims at obtaining probabilistic descriptions of the state of the system with stochastic power injections (e.g., renewable power generation and…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Kejun Chen , Yu Zhang

A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

Fluid Dynamics · Physics 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

The probabilistic power flow (PPF) problem is essential to quantifying the distribution of the nodal voltages due to uncertain injections. The conventional PPF problem considers a fixed topology, and the solutions to such a PPF problem are…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Sel Ly , Kapil Chauhan , Anshuman Singh , Hung Dinh Nguyen

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

Numerical Analysis · Mathematics 2015-06-18 Yalchin Efendiev , Bangti Jin , Michael Presho , Xiaosi Tan

Effective power flow (PF) modeling critically affects the solution accuracy and computational complexity of large-scale grid optimization problems. Especially for grid optimization involving flexible topology to enhance resilience,…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Young-ho Cho , Hao Zhu

Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…

Computational Physics · Physics 2026-02-12 Tobias Hülser , Sebastian Matera

Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Accurate and reliable electricity load forecasts are becoming increasingly important as the share of intermittent resources in the system increases. Distribution System Operators (DSOs) are called to accurately forecast their production and…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Pål Forr Austnes , Celia García-Pareja , Fabio Nobile , Mario Paolone

To analyze large sets of grid states, e.g. when evaluating the impact from the uncertainties of the renewable generation with probabilistic Monte Carlo simulation or in stationary time series simulation, large number of power flow…

Computational Engineering, Finance, and Science · Computer Science 2021-04-29 Zhenqi Wang , Sebastian Wende-von Berg , Martin Braun

A fundamental challenge in computer analysis of power flow is the rigorous understanding of the impact of different loading levels on the solutions of the power flow equation. This letter presents a comprehensive study of possible numerical…

Signal Processing · Electrical Eng. & Systems 2019-09-06 Dan Wu , Bin Wang , Kai Sun , Le Xie

Modern state and parameter estimations in power systems consist of two stages: the outer problem of minimizing the mismatch between network observation and prediction over the network parameters, and the inner problem of predicting the…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Laurent Pagnier , Michael Chertkov

The operating conditions of the power system have become more complex and changeable. This paper proposes a probabilistic load flow based on the cumulant method (PLF-CM) for the voltage sourced converter high voltage direct current…

Systems and Control · Electrical Eng. & Systems 2022-02-17 Yinfeng Sun , Dapeng Xia , Zichun Gao , Zhenhao Wang , Guoqing Li , Weihua Lu , Xueguang Wu , Yang Li

In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

Numerical Analysis · Mathematics 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

Recent investigations have established the physical relevance of spatially-localized instability mechanisms in fluid dynamics and their potential for technological innovations in flow control. In this letter, we show that the mathematical…

Fluid Dynamics · Physics 2024-11-11 Talha Mushtaq , Maziar S. Hemati