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Related papers: Stochastic Model for Power Grid Dynamics

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We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

Efficient control of power systems is becoming increasingly difficult as they gain in complexity and size. We propose an automatic control strategy that regulates the mechanical power output of the generators in a power grid based on…

Systems and Control · Computer Science 2014-10-09 Andrej Gajduk , Mirko Todorovski , Ljupco Kocarev

The advent of renewable energy has huge implications for the design and control of power grids. Due to increasing supply-side uncertainty, traditional reliability constraints such as strict bounds on current, voltage and temperature in a…

Optimization and Control · Mathematics 2019-05-24 Tommaso Nesti , Jayakrishnan Nair , Bert Zwart

The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

Electrical infrastructures provide services at the basis of a number of application sectors, several of which are critical from the perspective of human life, environment or financials. Following the increasing trend in electricity…

Other Computer Science · Computer Science 2017-08-16 Giulio Masetti

Stochastic models in which agents interact with their neighborhood according to a network topology are a powerful modeling framework to study the emergence of complex dynamic patterns in real-world systems. Stochastic simulations are often…

Social and Information Networks · Computer Science 2021-01-27 Gerrit Großmann , Luca Bortolussi , Verena Wolf

The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…

Physics and Society · Physics 2021-04-01 Michael Schultz

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

The latent stochastic block model is a flexible and widely used statistical model for the analysis of network data. Extensions of this model to a dynamic context often fail to capture the persistence of edges in contiguous network…

Methodology · Statistics 2018-04-16 Riccardo Rastelli

We propose two scenario-based optimization models for power grid resilience decision making that integrate output from a hydrology model with a power flow model. The models are used to identify an optimal substation hardening strategy…

Optimization and Control · Mathematics 2023-02-22 Ashutosh Shukla , Erhan Kutanoglu , John J. Hasenbein

This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…

Machine Learning · Computer Science 2025-09-23 Yigit Berkay Uslu , Samar Hadou , Shirin Saeedi Bidokhti , Alejandro Ribeiro

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…

Multiagent Systems · Computer Science 2022-05-24 Nariman L. Dehghani , Abdollah Shafieezadeh

Spreading processes are often modelled as a stochastic dynamics occurring on top of a given network with edge weights corresponding to the transmission probabilities. Knowledge of veracious transmission probabilities is essential for…

Social and Information Networks · Computer Science 2016-09-01 Andrey Y. Lokhov

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…

Dynamical Systems · Mathematics 2019-07-08 Péter Koltai , Hao Wu , Frank Noé , Christof Schütte

The dynamic behaviour of stochastic spreading processes on a network model based on k-regular graphs is investigated. The contact process and the susceptible-infected-susceptible model for the spread of epidemics are considered as prototype…

Disordered Systems and Neural Networks · Physics 2008-10-08 S. V. Fallert , S. N. Taraskin

Simulating potential cascading failures can be useful for avoiding or mitigating such events. Currently, existing steady-state analysis tools are ill-suited for simulating cascading outages as they do not model frequency dependencies, they…

Signal Processing · Electrical Eng. & Systems 2019-11-25 Amritanshu Pandey , Aayushya Agarwal , Marko Jereminov , Martin R. Wagner , David M. Bromberg , Larry Pileggi

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler