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Potential-Decomposition Strategy in Markov Chain Monte Carlo Sampling Algorithms
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作者 上官丹骅 包景东 《Communications in Theoretical Physics》 SCIE CAS CSCD 2010年第11期854-856,共3页
We introduce the potential-decomposition strategy (PDS), which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in... We introduce the potential-decomposition strategy (PDS), which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insumcient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude. 展开更多
关键词 potential-decomposition strategy Markov chain monte carlo sampling algorithms
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Chance-constrained Coordinated Optimization for Urban Electricity and Heat Networks 被引量:8
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作者 Zhinong Wei Juan Sun +5 位作者 Zhoujun Ma Guoqiang Sun Haixiang Zang Sheng Chen Side Zhang Kwok W.Cheung 《CSEE Journal of Power and Energy Systems》 SCIE 2018年第4期399-407,共9页
Urban electricity and heat networks(UEHN)consist of the coupling and interactions between electric power systems and district heating systems,in which the geographical and functional features of integrated energy syst... Urban electricity and heat networks(UEHN)consist of the coupling and interactions between electric power systems and district heating systems,in which the geographical and functional features of integrated energy systems are demonstrated.UEHN have been expected to provide an effective way to accommodate the intermittent and unpredictable renewable energy sources,in which the application of stochastic optimization approaches to UEHN analysis is highly desired.In this paper,we propose a chance-constrained coordinated optimization approach for UEHN considering the uncertainties in electricity loads,heat loads,and photovoltaic outputs,as well as the correlations between these uncertain sources.A solution strategy,which combines the Latin Hypercube Sampling Monte Carlo Simulation(LHSMCS)approach and a heuristic algorithm,is specifically designed to deal with the proposed chance-constrained coordinated optimization.Finally,test results on an UEHN comprised of a modified IEEE 33-bus system and a 32-node district heating system at Barry Island have verified the feasibility and effectiveness of the proposed framework. 展开更多
关键词 Chance-constrained optimal power flow(CCOPF) correlated uncertainties combined Latin Hypercube sampling monte carlo Simulation(LHSMCS)approach and heuristic algorithm urban electricity and heat networks(UEHN)
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