Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

DOI10.1137/130940050zbMath1339.60090MaRDI QIDQ3452527

Zi Huang, Peng Wang, Debojyoti Ghosh, Shrirang Abhyankar, Emil M. Constantinescu, David A. Barajas-Solano, Barry F. Smith, Alexandre M. Tartakovsky

Publication date: 12 November 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/21a6531efa636b638e8414a41e4dfbbff67e56c3

zbMATH Keywords

Monte Carlo simulations; probability density function method; uncertainty quantification; renewable energy; stochastic ordinary differential equations; swing equation

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Probability and Cumulative Density Function Methods for the Stochastic Advection-Reaction Equation, Multipoint Distribution of Saturation for Stochastic Nonlinear Two-Phase Transport, Operator approach in nonlinear stochastic open quantum physics

Uses Software

• PETSc

Cites Work

• Unnamed Item
• Unnamed Item
• Exact PDF equations and closure approximations for advective-reactive transport
• Uncertainty quantification in kinematic-wave models
• Efficient implementation of essentially nonoscillatory shock-capturing schemes
• The Fokker-Planck equation. Methods of solution and applications.
• Numerical solution of differential equations with colored noise
• Efficient implementation of weighted ENO schemes
• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
• On the convergence of generalized polynomial chaos expansions
• Adaptive Discontinuous Galerkin Method for Response-Excitation PDF Equations
• Turbulent Flows
• CDF Solutions of Buckley--Leverett Equation with Uncertain Parameters
• Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems
• Effective Markovian approximation for non-Gaussian noises: A path integral approach