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Recently, to account for low-frequency market dynamics, several volatility models, employing high-frequency financial data, have been developed. However, in financial markets, we often observe that financial volatility processes depend on…

Applications · Statistics 2021-03-01 Dohyun Chun , Donggyu Kim

Operating modern power grids with stability guarantees is admittedly imperative. Classic stability methods are not well-suited for these dynamic systems as they involve centralized gathering of information and computation of the system's…

Systems and Control · Electrical Eng. & Systems 2020-03-18 Stefanos Baros , Andrey Bernstein , Nikos Hatziargyriou

Dynamic simulation plays a crucial role in power system transient stability analysis, but traditional numerical integration-based methods are time-consuming due to the small time step sizes. Other semi-analytical solution methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Kaiyang Huang , Yang Liu , Kai Sun , Feng Qiu

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

Systems and Control · Computer Science 2017-07-13 Zongjie Wang , Zhizhong Guo

The frequency constitutes a key state variable of electrical power grids. However, as the frequency is subject to several sources of fluctuations, ranging from renewable volatility to demand fluctuations and dispatch, it is strongly…

Adaptation and Self-Organizing Systems · Physics 2020-03-25 Mehrnaz Anvari , Leonardo Rydin Gorjão , Marc Timme , Dirk Witthaut , Benjamin Schäfer , Holger Kantz

This paper proposes a joint input and state dynamic estimation scheme for power networks in microgrids and active distribution systems with unknown inputs. The conventional dynamic state estimation of power networks in the transmission…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Bang L. H. Nguyen , Tuyen V. Vu , Joseph M. Guerrero , Mischael Steurer , Karl Schoder , Tuan Ngo

We present a method to design distributed generation and demand control schemes for primary frequency regulation in power networks that guarantee asymptotic stability and ensure fairness of allocation. We impose a passivity condition on net…

Optimization and Control · Mathematics 2016-02-10 Andreas Kasis , Eoin Devane , Ioannis Lestas

Stochastic feed-in of fluctuating renewable energies is steadily increasing in modern electricity grids and this becomes an important risk factor for maintaining power grid stability. Here we study the impact of wind power feed-in on the…

Adaptation and Self-Organizing Systems · Physics 2019-11-04 Matthias F. Wolff , Katrin Schmietendorf , Pedro G. Lind , Oliver Kamps , Joachim Peinke , Philipp Maass

With more and more distributed energy resources (DERs) deployed in Integrated Energy Systems (IESs), frequency stability challenges the pursuit of reliability and efficiency. This paper proposes a fully-distributed frequency control method…

Systems and Control · Electrical Eng. & Systems 2019-11-27 Xin Qin , Xuan Zhang , Xinwei Shen , Yinliang Xu , Mohammad Shahidehpour , Hongbin Sun

Although high-performance computing (HPC) systems have been scaled to meet the exponentially-growing demand for scientific computing, HPC performance variability remains a major challenge and has become a critical research topic in computer…

Applications · Statistics 2022-05-23 Li Xu , Yili Hong , Max D. Morris , Kirk W. Cameron

This paper describes a new approach to experimentally estimate the application schedulability for various processor frequencies. We use additional workload generated by an artificial high priority routine to simulate the frequency decrease…

Software Engineering · Computer Science 2007-05-23 Sampsa Fabritius , Raimondas Lencevicius , Edu Metz , Alexander Ran

Identifying the location of a disturbance and its magnitude is an important component for stable operation of power systems. We study the problem of localizing and estimating a disturbance in the interconnected power system. We take a…

Machine Learning · Computer Science 2018-06-06 Hyang-Won Lee , Jianan Zhang , Eytan Modiano

Incorporating renewable energy sources into modern power grids has significantly decreased system inertia, which has raised concerns about power system vulnerability to disturbances and frequency instability. The conventional methods for…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Negar Monir , Mahdieh S. Sadabadi , Sadegh Soudjani

Low-order frequency response models for power systems have a decades-long history in optimization and control problems such as unit commitment, economic dispatch, and wide-area control. With a few exceptions, these models are built upon the…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Marena Trujillo , Amir Sajadi , Bri-Mathias Hodge

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

Computational Engineering, Finance, and Science · Computer Science 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

Uncertainty levels in forecasting of renewable generation and demand are known to affect the amount of reserve required to operate the power grid with a given level of reliability. In this paper, we quantify the effects on the system…

Signal Processing · Electrical Eng. & Systems 2018-06-18 Yihui Zuo , Fabrizio Sossan , Mokhtar Bozorg , Mario Paolone

The power-grid frequency reflects the balance between electricity supply and demand. Measuring the frequency and its variations allows monitoring of the power balance in the system and, thus, the grid stability. In addition, gaining insight…

Systems and Control · Electrical Eng. & Systems 2023-09-01 Xinyi Wen , Mehrnaz Anvari , Leonardo Rydin Gorjao , G. Cigdem Yalcin , Veit Hagenmeyer , Benjamin Schafer

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos
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