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This paper presents a novel structure-preserving, Kron-based reduction framework for unbalanced distribution feeders. The method aggregates electrically similar nodes within a mixed-integer optimization (MIP) problem to produce reduced…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Omid Mokhtari , Samuel Chevalier , Mads Almassalkhi

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process)…

Computational Finance · Quantitative Finance 2016-10-27 Michael Ludkovski

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Treeging combines the flexible mean structure of regression trees with the covariance-based prediction strategy of kriging into the base learner of an ensemble prediction algorithm. In so doing, it combines the strengths of the two primary…

Machine Learning · Statistics 2021-10-05 Gregory L. Watson , Michael Jerrett , Colleen E. Reid , Donatello Telesca

Uncertainties are inherent to real-world systems. Taking them into account is crucial in industrial design problems and this might be achieved through reliability-based design optimization (RBDO) techniques. In this paper, we propose a…

Computation · Statistics 2016-05-31 M. Moustapha , B. Sudret , J. -M. Bourinet , B. Guillaume

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

Gradient-enhanced Kriging (GE-Kriging) is a well-established surrogate modelling technique for approximating expensive computational models. However, it tends to get impractical for high-dimensional problems due to the size of the inherent…

Machine Learning · Statistics 2024-01-05 Kai Cheng , Ralf Zimmermann

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Numerical Analysis · Mathematics 2019-02-20 Liang Yan , Tao Zhou

Modern container ships face higher wind loads due to increased windage areas, making accurate predictions of wind loads essential for mooring design. Existing empirical models, largely developed for container ships with smaller windage…

Machine Learning · Computer Science 2026-04-28 Matilde Fiore , Andrea Bresciani , Miguel Alfonso Mendez , Jeroen van Beeck

Gaussian process-based models are attractive for estimating heterogeneous treatment effects (HTE), but their computational cost limits scalability in causal inference settings. In this work, we address this challenge by extending Patchwork…

Methodology · Statistics 2026-05-07 Hajime Ogawa , Shonosuke Sugasawa

Analog/Mixed-Signal (AMS) circuits and systems continually present significant challenges to designers with the increase of design complexity and aggressive technology scaling. This is due to the large number of design factors and…

Emerging Technologies · Computer Science 2025-06-03 Saraju P. Mohanty , Elias Kougianos

This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction is integrated into…

Methodology · Statistics 2025-12-18 Dimitrios Loukrezis , Dimitris G. Giovanis

Aerodynamic shape optimization in industry still faces challenges related to robustness and scalability. This aspect becomes crucial for advanced optimizations that rely on expensive high-fidelity flow solvers, where computational budget…

Fluid Dynamics · Physics 2025-05-26 Marc Schouler , Anca Belme , Paola Cinnella

Optimal design under uncertainty has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Sen Zhan , Peng Hou , Guangya Yang

In tropical countries with high humidity, air conditioning can account for up to 60% of a building's energy use. For commercial buildings with centralized systems, the efficiency of the chiller plant is vital, and model predictive control…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Zhan Wang , Chen Weidong , Huang Zhifeng , Md Raisul Islam , Chua Kian Jon

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He

This paper introduces a novel, deep learning-based predictive model tailored to address wind curtailment in contemporary power systems, while enhancing cybersecurity measures through the implementation of a Dynamic Defense Mechanism (DDM).…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Ali Peivand , Seyyed Mostafa Nosratabadi

A promising direction towards improving the performance of wave energy converter (WEC) farms is to leverage a system-level integrated approach known as control co-design (CCD). A WEC farm CCD problem may entail decision variables associated…

Systems and Control · Electrical Eng. & Systems 2024-07-11 Saeed Azad , Daniel R. Herber , Suraj Khanal , Gaofeng Jia