Uncertainty analysis of large-scale power systems using collocation

Josh A. Taylor, Franz S. Hover, Abdelhamid Ouroua

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Collocation algorithms for efficiently solving stochastic differential equations arising from modeling uncertainty in large-scale systems are presented. The resulting solutions are integrated to compute statistical moments, from which sensitivity can be inferred, and interpolated to propagate PDF's. We give a detailed exposition of this approach, focusing on the dimension-adaptive algorithm of [10]. We give applications on a double pendulum, an integrated shipboard power system, and a pulse power system.

Original languageEnglish (US)
Title of host publicationGrand Challenges in Modeling and Simulation Symposium 2008, GCMS 2008, Part of the 2008 Summer Simulation Multiconference, SummerSim 2008
Pages151-158
Number of pages8
StatePublished - 2008
Externally publishedYes
EventGrand Challenges in Modeling and Simulation Symposium 2008, GCMS 2008, Part of the 2008 Summer Simulation Multiconference, SummerSim 2008 - Edinburgh, United Kingdom
Duration: Jun 16 2008Jun 19 2008

Publication series

NameGrand Challenges in Modeling and Simulation Symposium 2008, GCMS 2008, Part of the 2008 Summer Simulation Multiconference, SummerSim 2008

Conference

ConferenceGrand Challenges in Modeling and Simulation Symposium 2008, GCMS 2008, Part of the 2008 Summer Simulation Multiconference, SummerSim 2008
Country/TerritoryUnited Kingdom
CityEdinburgh
Period6/16/086/19/08

All Science Journal Classification (ASJC) codes

  • Modeling and Simulation

Keywords

  • Collocation
  • Dimensionadaptive
  • Pulse power system
  • Sparse grid
  • Uncertainty

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