Related papers: Sensitivity analysis of the perturbed utility stoc…
Internet traffic on a network link can be modeled as a stochastic process. After detecting and quantifying the properties of this process, using statistical tools, a series of mathematical models is developed, culminating in one that is…
Realistic mobility models are fundamental to evaluate the performance of protocols in mobile ad hoc networks. Unfortunately, there are no mobility models that capture the non-homogeneous behaviors in both space and time commonly found in…
Autonomous mobility on demand systems (AMoDS) will significantly affect the operation of coupled power distribution-urban transportation networks (PTNs) by the optimal dispatch of electric vehicles (EVs). This paper proposes an uncertainty…
We introduce a dynamic percolation model aimed at describing the consumption, and eventual exhaustion, of resources in transportation networks. In the model, rational agents progressively consume the edges of a network along demanded…
Complex networks can model the structure and dynamics of different types of systems. It has been shown that they are characterized by a set of measures. In this work, we evaluate the variability of complex networks measures face to…
The maintenance of system flow is critical for effective network operation. Any type of disruption to network facilities (arcs/nodes) potentially risks loss of service, leaving users without access to important resources. It is therefore an…
Surfacic networks are structures built upon a two-dimensional manifold. Many systems, including transportation networks and various urban networks, fall into this category. The fluctuations of node elevations imply significant deviations…
A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…
For a timely decarbonization of our economy, power systems need to accommodate increasing numbers of clean but stochastic resources. This requires new operational methods that internalize this stochasticity to ensure safety and efficiency.…
Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
We consider a budget constrained rail network electrification problem with associated changes in costs of energy usage (via path gradient and curvature), operations, and long-term maintenance. In particular, we consider that freight flows…
In molecular dynamics, transport coefficients measure the sensitivity of the invariant probability measure of the stochastic dynamics at hand with respect to some perturbation. They are typically computed using either the linear response of…
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…
We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…
In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…
Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…
Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and…
The classical Merton investment problem predicts deterministic, state-dependent portfolio rules; however, laboratory and field evidence suggests that individuals often prefer randomized decisions leading to stochastic and noisy choices.…
In this work, we propose an alternative stochastic model for the fundamental diagram of traffic flow with minimal number of parameters. Our approach is based on a mesoscopic viewpoint of the traffic system in terms of the dynamics of…