Rare events in stochastic networks

Unveiling how correlated noise and coupled network dynamics can increase the likelihood of rare events, such as blackouts in power systems with a large renewable penetration.

See below for the list of related publications and preprints.

Operations Research Applied Probability Optimization Rare events

Related

Publications

A Metropolis-class sampler for targets with non-convex support (2021)

J. Moriarty, J. Vogrinc, A. Zocca Statistics and Computing
How to efficiently sample from target densities with non-convex support? Introducing the Skipping Sampler
arXiv preprint PDF DOI bib

Large fluctuations in locational marginal prices (2021)

T. Nesti, J. Moriarty, A. Zocca, B. Zwart Philosophical Transactions of the Royal Society A
Can stochastic power fluctuations cause spikes of Local Marginal Prices and how likely are they?
arXiv preprint PDF DOI bib

Frequency violations from random disturbances: an MCMC approach (2018)

J. Moriarty, J. Vogrinc, A. Zocca 2018 Conference on Decision and Control (CDC)
How to efficiently sample rare events in power systems? Introducing the Ghost Sampler
arXiv preprint PDF DOI bib

Emergent failures and cascades in power grids: A statistical physics perspective (2018)

T. Nesti, A. Zocca, B. Zwart Physical Review Letters
How can correlated stochastic fluctuations in power systems cause cascading failures and blackouts?
arXiv preprint PDF Supplemental Material DOI bib

Line failure probability bounds for power grids (2017)

T. Nesti, A. Zocca, B. Zwart 2017 IEEE Power & Energy Society General Meeting
How to use concentration inequalities to estimate failures in power systems?
arXiv preprint PDF DOI bib