Related papers: Discontinuous Jump Behavior of the Energy Conversi…
We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…
Small quantum systems can now be continuously monitored experimentally which allows for the reconstruction of quantum trajectories. A peculiar feature of these trajectories is the emergence of jumps between the eigenstates of the observable…
Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…
Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths and heavy-tailed fluctuations characteristic of L\'evy…
In the last few years, the dynamical characterization of the power output of a wind turbine by means of a Langevin equation has been well established. For this approach, temporally highly resolved measurements of wind speed and power output…
We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change.…
Low-fidelity analytical models of turbine wakes have traditionally been used for wind farm planning, performance evaluation, and demonstrating the utility of advanced control algorithms in increasing the annual energy production. In…
The paper is devoted to a stochastic optimal control problem for a two scale, infinite dimensional, stochastic system. The state of the system consists of slow and fast component and its evolution is driven by both continuous Wiener noises…
The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…
In this paper, we investigate the optimal control problems for stochastic differential equations (SDEs in short) of mean-field type with jump processes. The control variable is allowed to enter into both diffusion and jump terms. This…
Wind turbines operating in the atmospheric boundary layer are constantly exposed to time-varying flow conditions. These disturbances often occur on similar time scales to wind-turbine controllers, which may interfere with wind-farm control…
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…
Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…
The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
The current study uses large eddy simulations to investigate the transient response of a utility-scale wind turbine wake to dynamic changes in atmospheric and operational conditions, as observed in previous field-scale measurements. Most…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
There is a history of simple forecast error growth models designed to capture the key properties of error growth in operational numerical weather prediction (NWP) models. We propose here such a scalar model that relies on the previous ones…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
This study has applied information thermodynamics to a bivariate linear stochastic differential equation (SDE) that describes a synchronization phenomenon of sea surface temperatures (SSTs) between the Gulf Stream and the Kuroshio Current,…