Related papers: Efficient Sampling and Sensitivity Analysis of Rar…
The increasing extreme weather events poses unprecedented challenges on power system operation because of their uncertain and sequential impacts on power systems. This paper proposes the concept of an extended steady-state security region…
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
Extreme El Ni\~no events, such as occurred in 1997--1998, can induce severe weather on a global scale, with significant socioeconomic impacts that motivate efforts to understand them better. However, extreme El Ni\~no events are rare, and…
The idea of rare event sampling is applied to the estimation of the performance of error-correcting codes. The essence of the idea is importance sampling of the pattern of noises in the channel by Multicanonical Monte Carlo, which enables…
The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…
This paper presents a model predictive control (MPC)-based online real-time adaptive control scheme for emergency voltage control in power systems. Despite tremendous success in various applications, real-time implementation of MPC for…
This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…
This paper presents an efficient method for estimating the probability of conflict between air traffic within a block of airspace. Autonomous Sense-and-Avoid is an essential safety feature to enable Unmanned Air Systems to operate alongside…
The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…
Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…
We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=1}^{N}{X_i} \leq \gamma)$, via importance sampling (IS). We…
In the context of networked control systems, event-triggered control (ETC) has emerged as a major topic due to its alleged resource usage reduction capabilities. However, this is mainly supported by numerical simulations, and very little is…
In this work, a dynamic system is controlled by multiple sensor-actuator agents, each of them commanding and observing parts of the system's input and output. The different agents sporadically exchange data with each other via a common bus…
Bayesian inversions followed by estimations of rare event probabilities are often needed to analyse groundwater hazards. Instead of focusing on the posterior distribution of model parameters, the main interest lies then in the distribution…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
Subset Simulation is a Markov chain Monte Carlo method used to compute small failure probabilities in structural reliability problems. This is done by iteratively sampling from nested subsets in the input space of a performance function,…
An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor agents observe a dynamic process and sporadically transmit their measurements to estimator agents…
Simulating rare events, such as the transformation of a reactant into a product in a chemical reaction typically requires enhanced sampling techniques that rely on heuristically chosen collective variables (CVs). We propose using…
The paper presents accurate and simple dynamic model of a supercapacitor bank system for power system dynamics studies. The proposed model is derived from a detailed RC circuit representation. Furthermore, a complete control system of the…