Related papers: Efficient Sampling and Sensitivity Analysis of Rar…
Estimation of sensitivity matrices in electrical transmission systems allows grid operators to evaluate in real-time how changes in power injections reflect into changes in power flows. In this paper, we propose a robust low-rank…
This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…
Due to the evolving nature of power grids and model uncertainty, the online stability assessment of electrical power systems is always a challenging problem. This paper aims to provide a theoretical framework for estimating the region of…
In this paper a method based on a Markov chain Monte Carlo (MCMC) algorithm is proposed to compute the probability of a rare event. The conditional distribution of the underlying process given that the rare event occurs has the probability…
A multiscale stochastic-deterministic coupling method is proposed to investigate the complex interactions between turbulent and rarefied gas flows within a unified framework. This method intermittently integrates the general synthetic…
This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…
We propose a technique called Optimal Analysis-Specific Importance Sampling (OASIS) to reduce the number of simulated events required for a high-energy experimental analysis to reach a target sensitivity. We provide recipes to obtain the…
In this paper, the simulation of the disturbance propagation through a large power system is performed on the WSCC 127 bus test system. The signal frequency analysis from several parts of the power system is performed by applying the…
Modular multilevel converters (MMCs) are widely used in the design of modern high-voltage direct current (HVdc) transmission system. High-fidelity dynamic models of MMCs-based HVdc system require small simulation time step and can be…
In rare-event simulation, an importance sampling (IS) estimator is regarded as efficient if its relative error, namely the ratio between its standard deviation and mean, is sufficiently controlled. It is widely known that when a rare-event…
Navigating safely in dynamic and uncertain environments is challenging due to uncertainties in perception and motion. This letter presents the Chance-Constrained Unscented Model Predictive Path Integral (C2U-MPPI) framework, a robust…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…
Electron transfer (ET) across molecular chains including an impurity is studied based on a recently improved real-time path integral Monte Carlo (PIMC) approach [J. Chem. Phys. {\bf 121}, 12696 (2004)]. The reduced electronic dynamics is…
Importance sampling (IS) is a variance reduction method for simulating rare events. A recent paper by Dupuis, Wang and Sezer (Ann. App. Probab. 17(4):1306- 1346, 2007) exploits connections between IS and stochastic games and optimal control…
Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…
This work presents (i) a framework for certifying small-signal frequency stability of a power system with line dynamics and heterogeneous bus dynamics, (ii) a novel reduced-order model of damper windings in synchronous machines, and (iii) a…
We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a wide range of other sampling methods one might devise. We…