Related papers: Efficient Sampling and Sensitivity Analysis of Rar…
This paper analyzes the stability of interconnected continuous-time (CT) and discrete-time (DT) systems coupled through sampling and zero-order hold mechanisms. The DT system updates its output at regular intervals $T>0$ by applying an…
The numerical simulation of rarefied gas mixture dynamics with disparate masses using the direct simulation Monte Carlo (DSMC) method is slow, primarily because the time step is constrained by that of the lighter species, necessitating an…
Modern power systems face growing risks from cyber-physical attacks, necessitating enhanced resilience due to their societal function as critical infrastructures. The challenge is that defense of large-scale systems-of-systems requires…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
It is of growing concern to ensure resilience in power distribution systems to extreme weather events. However, there are no clear methodologies or metrics available for resilience assessment that allows system planners to assess the impact…
Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogues, transformations between distinct metastable states in active matter proceed through rare…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
Evaluating the performance of autonomous vehicles (AV) and their complex subsystems to high precision under naturalistic circumstances remains a challenge, especially when failure or dangerous cases are rare. Rarity does not only require an…
The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…
We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…
The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…
The safety concern for unmanned systems, namely the concern for the potential casualty caused by system abnormalities, has been a bottleneck for their development, especially in populated areas. Evidently, the collision between the unmanned…
Rare events, and more general risk-sensitive quantities-of-interest (QoIs), are significantly impacted by uncertainty in the tail behavior of a distribution. Uncertainty in the tail can take many different forms, each of which leads to a…
Transient stability assessment is an integral part of dynamic security assessment of power systems. Traditional methods of transient stability assessment, such as time domain simulation approach and direct methods, are appropriate for…
The low-variance direct simulation Monte Carlo (LVDSMC) is a powerful method to simulate low-speed rarefied gas flows. However, in the near-continuum flow regime, due to limitations on the time step and spatial cell size, it takes plenty of…
Rare events such as nucleation processes are of ubiquitous importance in real systems. The most popular method for nonequilibrium systems, forward flux sampling (FFS), samples rare events by using interfaces to partition the whole…
We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…
We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…
Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…
This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…