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An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

To limit the probability of unacceptable worst-case linearization errors that might yield risks for power system operations, this letter proposes a robust data-driven linear power flow (RD-LPF) model. It is applicable to both transmission…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Yitong Liu , Zhengshuo Li , Junbo Zhao

Background A key requirement for a useful power calculation is that the calculation mimic the data analysis that will be performed on the actual data, once it is observed. Close approximations may be difficult to achieve using analytic…

Applications · Statistics 2014-10-15 Ken Kleinman , Susan S. Huang

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

This paper proposes new methods for set-based state estimation and active fault diagnosis (AFD) of linear descriptor systems (LDS). Unlike intervals, ellipsoids, and zonotopes, constrained zonotopes (CZs) can directly incorporate linear…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Brenner S. Rego , Davide M. Raimondo , Guilherme V. Raffo

Nuclear lattice effective field theory (NLEFT) is an efficient \textit{ab initio} tool for solving nuclear many-body systems using the imaginary-time projection technique, where the preparation of trial states is essential for substantially…

Nuclear Theory · Physics 2025-12-29 Teng Wang , Xu Feng , Bing-Nan Lu

The bold diagrammatic Monte Carlo (BDMC) method performs an unbiased sampling of Feynman's diagrammatic series using skeleton diagrams. For lattice models the efficiency of BDMC can be dramatically improved by incorporating dynamic…

Statistical Mechanics · Physics 2015-05-20 L. Pollet , N. V. Prokof'ev , B. V. Svistunov

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

Reliability-based topology optimization (RBTO) requires repeated estimation of small failure probabilities and their gradients, making conventional nested Monte Carlo approaches computationally prohibitive for large scale structural…

Optimization and Control · Mathematics 2026-05-01 Maryam Maghazeh , Ayyappan Unnikrishna Pillai , Mohammad Masiur Rahaman , Subhayan De

We introduce a method for efficient, in situ characterization of linear-optical networks (LONs) in randomized boson-sampling (RBS) experiments. We formulate RBS as a distributed task between two parties, Alice and Bob, who share two-mode…

Quantum Physics · Physics 2020-04-15 Saleh Rahimi-Keshari , Sima Baghbanzadeh , Carlton M. Caves

Phasor measurement units (PMUs) create ample real-time monitoring opportunities for modern power systems. Among them, line outage detection and identification remains a crucial but challenging task. Current works on outage identification…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Xiaozhou Yang , Nan Chen

A second-order many-body perturbation correction to the relativistic Dirac-Hartree-Fock energy is evaluated stochastically by integrating 13-dimensional products of four-component spinors and Coulomb potentials. The integration in the real…

Quantum Physics · Physics 2022-06-16 J. César Cruz , Jorge Garza , Takeshi Yanai , So Hirata

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

The problem of probabilistic forecasting and online simulation of real-time electricity market with stochastic generation and demand is considered. By exploiting the parametric structure of the direct current optimal power flow, a new…

Applications · Statistics 2016-06-28 Weisi Deng , Yuting Ji , Lang Tong

Robust dynamic operating envelopes (RDOEs) solve the problem of secure allocation of latent network capacity to flexible distributed energy resources (DER) in unbalanced distribution networks. As the computational complexity of RDOEs is…

Optimization and Control · Mathematics 2024-07-25 Bin Liu , Julio H. Braslavsky

The existing core methods, which are employed by the popular CTL model checking tools, are facing the famous state explode problem. In our previous study, a method based on the Machine Learning (ML) algorithms was proposed to address this…

Logic in Computer Science · Computer Science 2019-02-26 Weijun ZHU

In real life, we frequently come across data sets that involve some independent explanatory variable(s) generating a set of ordinal responses. These ordinal responses may correspond to an underlying continuous latent variable, which is…

Methodology · Statistics 2024-01-08 Arijit Pyne , Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

The potential for cascading failure in power systems adds substantially to overall reliability risk. Monte Carlo sampling can be used with a power system model to estimate this impact, but doing so is computationally expensive. This paper…

Physics and Society · Physics 2015-08-10 Pooya Rezaei , Paul D. H. Hines , Margaret J. Eppstein

We describe a class of growth algorithms for finding low energy states of heteropolymers. These polymers form toy models for proteins, and the hope is that similar methods will ultimately be useful for finding native states of real proteins…

Soft Condensed Matter · Physics 2007-05-23 Peter Grassberger

The uncertainties in material and other properties of structures are usually spatially correlated. We introduce an efficient technique for representing and processing spatially correlated random fields in robust topology optimisation of…

Numerical Analysis · Mathematics 2023-12-27 Ismael Ben-Yelun , Ahmet Oguzhan Yuksel , Fehmi Cirak