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Conventionally, the dynamic state estimation of variables in power networks is performed based on the forecasting-aided model of bus voltages. This approach is effective in the stiff grids at the transmission level, where the bus voltages…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Bang L. H. Nguyen , Tuyen V. Vu , Thomas H. Ortmeyer , Tuan Ngo

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

Methodology · Statistics 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

This paper considers the economic dispatch problem for a network of power generators and customers. In particular, our aim is to minimize the total generation cost under the power supply-demand balance and the individual generation capacity…

Systems and Control · Computer Science 2021-01-11 Hyeonjun Yun , Hyungbo Shim , Hyo-Sung Ahn

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

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

This letter presents a technique to calculate the variance of algebraic variables of power system models represented as a set of stochastic differential-algebraic equations. The technique utilizes the solution of a Lyapunov equation and…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Muhammad Adeen , Federico Bizzarri , Davide del Giudice , Samuele Grillo , Daniele Linaro , Angelo Brambilla , Federico Milano

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

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

With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Zhongda Chu , Fei Teng

Combined heat and power systems facilitate efficient interactions between individual energy sectors for higher renewable energy accommodation. However, the feasibility of operational strategies is difficult to guarantee due to the presence…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Yibao Jiang , Can Wan , Audun Botterud , Yonghua Song , Zhao Yang Dong

Distributed algorithms can be efficiently used for solving economic dispatch problem (EDP) in power systems. To implement a distributed algorithm, a communication network is required, making the algorithm vulnerable to noise which may cause…

Systems and Control · Electrical Eng. & Systems 2021-11-18 Wenwen Wu , Shuai Liu , Shanying Zhu

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Mesoscale and Nanoscale Physics · Physics 2014-02-26 I. A. Khovanov , N. A. Khovanova

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

For robot swarms operating on complex missions in an uncertain environment, it is important that the decision-making algorithm considers both heterogeneity and uncertainty. This paper presents a stochastic programming framework for the…

Robotics · Computer Science 2020-10-23 Bo Fu , William Smith , Denise Rizzo , Matthew Castanier , Kira Barton

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We present a proximal algorithm that performs a variational recursion on the space of joint probability measures to propagate the stochastic uncertainties in power system dynamics over high dimensional state space. The proposed algorithm…

Optimization and Control · Mathematics 2022-08-26 Abhishek Halder , Kenneth F. Caluya , Pegah Ojaghi , Xinbo Geng
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