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

DOI10.1137/130940050zbMath1339.60090OpenAlexW1450762493MaRDI 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 simulationsprobability density function methoduncertainty quantificationrenewable energystochastic ordinary differential equationsswing equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

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

Uses Software

• PETSc

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