Two-stage stochastic approach for spinning reserve allocation in dynamic economic dispatch

A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch.The proposed approach set up a two-stage stochastic programming model to allocate reserve.The model was solved using a decomposed algorithm based on Benders' decomposition.The model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification,respectively.Test results show that the model can save 84.5 US $ cost for the testing three-node system,and the algorithm can solve the model for 445-node system within 5 min.The test results also illustrate that the proposed approach is efficient and suitable for large system calculation.

An Interval Probability-based Inexact Two-stage Stochastic Model for Regional Electricity Supply and GHG Mitigation Management under Uncertainty

In this study, an interval probability-based inexact two-stage stochastic (IP-ITSP) model is developed for environmental pollutants control and greenhouse gas (GHG) emissions reduction management in regional energy system under uncertainties. In the IP-ITSP model, methods of interval probability, interval-parameter programming (IPP) and two-stage stochastic programming (TSP) are introduced into an integer programming framework;the developed model can tackle uncertainties described in terms of interval values and interval probability distributions. The developed model is applied to a case of planning GHG -emission mitigation in a regional electricity system, demonstrating that IP-ITSP is applicable to reflecting complexities of multi-uncertainty, and capable of addressing the problem of GHG-emission reduction. 4 scenarios corresponding to different GHG -emission mitigation levels are examined;the results indicates that the model could help decision makers identify desired GHG mitigation policies under various economic costs and environmental requirements.

Discrete Approximation and Convergence Analysis for a Class of Decision-Dependent Two-Stage Stochastic Linear Programs

Customary stochastic programming with recourse assumes that the probability distribution of random parameters is independent of decision variables.Recent studies demonstrated that stochastic programming models with endogenous uncertainty can better reflect many real-world activities and applications accompanying with decision-dependent uncertainty.In this paper,we concentrate on a class of decision-dependent two-stage stochastic programs(DTSPs)and investigate their discrete approximation.To develop the discrete approximation methods for DTSPs,we first derive the quantitative stability results for DTSPs.Based on the stability conclusion,we examine two discretization schemes when the support set of random variables is bounded,and give the rates of convergence for the optimal value and optimal solution set of the discrete approximation problem to those of the original problem.Then we extend the proposed approaches to the general situation with an unbounded support set by using the truncating technique.As an illustration of our discretization schemes,we reformulate the discretization problems under specific structures of the decision-dependent distribution.Finally,an application and numerical results are presented to demonstrate our theoretical results.

Two-stage Stochastic Programming for Coordinated Operation of Distributed Energy Resources in Unbalanced Active Distribution Networks with Diverse Correlated Uncertainties

This paper proposes a stochastic programming(SP)method for coordinated operation of distributed energy resources(DERs)in the unbalanced active distribution network(ADN)with diverse correlated uncertainties.First,the threephase branch flow is modeled to characterize the unbalanced nature of the ADN,schedule DER for three phases,and derive a realistic DER allocation.Then,both active and reactive power resources are co-optimized for voltage regulation and power loss reduction.Second,the battery degradation is considered to model the aging cost for each charging or discharging event,leading to a more realistic cost estimation.Further,copulabased uncertainty modeling is applied to capture the correlations between renewable generation and power loads,and the twostage SP method is then used to get final solutions.Finally,numerical case studies are conducted on an IEEE 34-bus three-phase ADN,verifying that the proposed method can effectively reduce the system cost and co-optimize the active and reactive power.

A Normalizing Field Flow Induced Two-Stage Stochastic Homogenization Method for Random Composite Materials

The traditional stochastic homogenization method can obtain homogenized solutions of elliptic problems with stationary random coefficients.However,many random composite materials in scientific and engineering computing do not satisfy the stationary assumption.To overcome the difficulty,we propose a normalizing field flow induced two-stage stochastic homogenization method to efficiently solve the random elliptic problem with non-stationary coefficients.By applying the two-stage stochastic homogenization method,the original elliptic equation with random and fast oscillatory coefficients is approximated as an equivalent elliptic equation,where the equivalent coefficients are obtained by solving a set of cell problems.Without the stationary assumption,the number of cell problems is large and the corresponding computational cost is high.To improve the efficiency,we apply the normalizing field flow model to learn a reference Gaussian field for the random equivalent coefficients based on a small amount of data,which is obtained by solving the cell problems with the finite element method.Numerical results demonstrate that the newly proposed method is efficient and accurate in tackling high dimensional partial differential equations in composite materials with complex random microstructures.

Two-stage stochastic programming with robust constraints for the logistics network post-disruption response strategy optimization

Logistics networks (LNs) are essential for the transportation and distribution of goods or services from suppliers to consumers. However, LNs with complex structures are more vulnerable to disruptions due to natural disasters and accidents. To address the LN post-disruption response strategy optimization problem, this study proposes a novel two-stage stochastic programming model with robust delivery time constraints. The proposed model jointly optimizes the new-line-opening and rerouting decisions in the face of uncertain transport demands and transportation times. To enhance the robustness of the response strategy obtained, the conditional value at risk (CVaR) criterion is utilized to reduce the operational risk, and robust constraints based on the scenario-based uncertainty sets are proposed to guarantee the delivery time requirement. An equivalent tractable mixed-integer linear programming reformulation is further derived by linearizing the CVaR objective function and dualizing the infinite number of robust constraints into finite ones. A case study based on the practical operations of the JD LN is conducted to validate the practical significance of the proposed model. A comparison with the rerouting strategy and two benchmark models demonstrates the superiority of the proposed model in terms of operational cost, delivery time, and loading rate.

Multi-source coordinated stochastic restoration for SOP in distribution networks with a two-stage algorithm

After suffering from a grid blackout, distributed energy resources(DERs), such as local renewable energy and controllable distributed generators and energy storage can be used to restore loads enhancing the system’s resilience. In this study, a multi-source coordinated load restoration strategy was investigated for a distribution network with soft open points(SOPs). Here, the flexible regulation ability of the SOPs is fully utilized to improve the load restoration level while mitigating voltage deviations. Owing to the uncertainty, a scenario-based stochastic optimization approach was employed,and the load restoration problem was formulated as a mixed-integer nonlinear programming model. A computationally efficient solution algorithm was developed for the model using convex relaxation and linearization methods. The algorithm is organized into a two-stage structure, in which the energy storage system is dispatched in the first stage by solving a relaxed convex problem. In the second stage, an integer programming problem is calculated to acquire the outputs of both SOPs and power resources. A numerical test was conducted on both IEEE 33-bus and IEEE 123-bus systems to validate the effectiveness of the proposed strategy.

A Two-stage Stochastic Mixed-integer Programming Model for Resilience Enhancement of Active Distribution Networks

Most existing distribution networks are difficult to withstand the impact of meteorological disasters. With the development of active distribution networks(ADNs), more and more upgrading and updating resources are applied to enhance the resilience of ADNs. A two-stage stochastic mixed-integer programming(SMIP) model is proposed in this paper to minimize the upgrading and operation cost of ADNs by considering random scenarios referring to different operation scenarios of ADNs caused by disastrous weather events. In the first stage, the planning decision is formulated according to the measures of hardening existing distribution lines, upgrading automatic switches, and deploying energy storage resources. The second stage is to evaluate the operation cost of ADNs by considering the cost of load shedding due to disastrous weather and optimal deployment of energy storage systems(ESSs) under normal weather condition. A novel modeling method is proposed to address the uncertainty of the operation state of distribution lines according to the canonical representation of logical constraints. The progressive hedging algorithm(PHA) is adopted to solve the SMIP model. The IEEE 33-node test system is employed to verify the feasibility and effectiveness of the proposed method. The results show that the proposed model can enhance the resilience of the ADN while ensuring economy.

Two-Stage Stochastic Variational Inequalities: Theory, Algorithms and Applications

The stochastic variational inequality(SVI)provides a unified form of optimality con-ditions of stochastic optimization and stochastic games which have wide applications in science,engineering,economics and finance.In the recent two decades,one-stage SVI has been studied extensively and widely used in modeling equilibrium problems under uncertainty.Moreover,the recently proposed two-stage SVI and multistage SVI can be applied to the case when the decision makers want to make decisions at different stages in a stochastic environment.The two-stage SVI is a foundation of multistage SVI,which is to find a pair of“here-and-now”solution and“wait-and-see”solution.This paper provides a survey of recent developments in analysis,algorithms and applications of the two-stage SVI.

A simulation-based two-stage interval-stochastic programming model for water resources management in Kaidu-Konqi watershed,China

This study presented a simulation-based two-stage interval-stochastic programming （STIP） model to support water resources management in the Kaidu-Konqi watershed in Northwest China. The modeling system coupled a distributed hydrological model with an interval two-stage stochastic programing （ITSP）. The distributed hydrological model was used for establishing a rainfall-runoff forecast system, while random parameters were pro- vided by the statistical analysis of simulation outcomes water resources management planning in Kaidu-Konqi The developed STIP model was applied to a real case of watershed, where three scenarios with different water re- sources management policies were analyzed. The results indicated that water shortage mainly occurred in agri- culture, ecology and forestry sectors. In comparison, the water demand from municipality, industry and stock- breeding sectors can be satisfied due to their lower consumptions and higher economic values. Different policies for ecological water allocation can result in varied system benefits, and can help to identify desired water allocation plans with a maximum economic benefit and a minimum risk of system disruption under uncertainty.

Combining stochastic density functional theory with deep potential molecular dynamics to study warm dense matter

In traditional finite-temperature Kohn–Sham density functional theory(KSDFT),the partial occupation of a large number of high-energy KS eigenstates restricts the use of first-principles molecular dynamics methods at extremely high temperatures.However,stochastic density functional theory(SDFT)can overcome this limitation.Recently,SDFT and the related mixed stochastic–deterministic density functional theory,based on a plane-wave basis set,have been implemented in the first-principles electronic structure software ABACUS[Q.Liu and M.Chen,Phys.Rev.B 106,125132(2022)].In this study,we combine SDFT with the Born–Oppenheimer molecular dynamics method to investigate systems with temperatures ranging from a few tens of eV to 1000 eV.Importantly,we train machine-learning-based interatomic models using the SDFT data and employ these deep potential models to simulate large-scale systems with long trajectories.Subsequently,we compute and analyze the structural properties,dynamic properties,and transport coefficients of warm dense matter.

A modified stochastic model for LS+AR hybrid method and its application in polar motion short-term prediction

Short-term(up to 30 days)predictions of Earth Rotation Parameters(ERPs)such as Polar Motion(PM:PMX and PMY)play an essential role in real-time applications related to high-precision reference frame conversion.Currently,least squares(LS)+auto-regressive(AR)hybrid method is one of the main techniques of PM prediction.Besides,the weighted LS+AR hybrid method performs well for PM short-term prediction.However,the corresponding covariance information of LS fitting residuals deserves further exploration in the AR model.In this study,we have derived a modified stochastic model for the LS+AR hybrid method,namely the weighted LS+weighted AR hybrid method.By using the PM data products of IERS EOP 14 C04,the numerical results indicate that for PM short-term forecasting,the proposed weighted LS+weighted AR hybrid method shows an advantage over both the LS+AR hybrid method and the weighted LS+AR hybrid method.Compared to the mean absolute errors(MAEs)of PMX/PMY sho rt-term prediction of the LS+AR hybrid method and the weighted LS+AR hybrid method,the weighted LS+weighted AR hybrid method shows average improvements of 6.61%/12.08%and 0.24%/11.65%,respectively.Besides,for the slopes of the linear regression lines fitted to the errors of each method,the growth of the prediction error of the proposed method is slower than that of the other two methods.

Two-Stage Production Planning Under Stochastic Demand:Case Study of Fertilizer Manufacturing

Agriculture is a key facilitator of economic prosperity and nourishes the huge global population.To achieve sustainable agriculture,several factors should be considered,such as increasing nutrient and water efficiency and/or improving soil health and quality.Using fertilizer is one of the fastest and easiest ways to improve the quality of nutrients inland and increase the effectiveness of crop yields.Fertilizer supplies most of the necessary nutrients for plants,and it is estimated that at least 30%-50%of crop yields is attributable to commercial fertilizer nutrient inputs.Fertilizer is always a major concern in achieving sustainable and efficient agriculture.Applying reasonable and customized fertilizerswill require a significant increase in the number of formulae,involving increasing costs and the accurate forecasting of the right time to apply the suitable formulae.An alternative solution is given by two-stage production planning under stochastic demand,which divides a planning schedule into two stages.The primary stage has non-existing demand information,the inputs of which are the proportion of raw materials needed for producing fertilizer products,the cost for purchasing materials,and the production cost.The total quantity of purchased material and produced products to be used in the blending process must be defined to meet as small as possible a paid cost.At the second stage,demand appears under multiple scenarios and their respective possibilities.This stage will provide a solution for each occurring scenario to achieve the best profit.The two-stage approach is presented in this paper,the mathematical model of which is based on linear integer programming.Considering the diversity of fertilizer types,themathematicalmodel can advise manufacturers about which products will generate as much as profit as possible.Specifically,two objectives are taken into account.First,the paper’s thesis focuses on minimizing overall system costs,e.g.,including inventory cost,purchasing cost,unit cost,and ordering cost at Stage 1.Second,the thesis pays attention tomaximizing total profit based on information from customer demand,as well as being informed regarding concerns about system cost at Stage 2.

Analytical and NumericalMethods to Study the MFPT and SR of a Stochastic Tumor-Immune Model

The Mean First-Passage Time (MFPT) and Stochastic Resonance (SR) of a stochastic tumor-immune model withnoise perturbation are discussed in this paper. Firstly, considering environmental perturbation, Gaussian whitenoise and Gaussian colored noise are introduced into a tumor growth model under immune surveillance. Asfollows, the long-time evolution of the tumor characterized by the Stationary Probability Density (SPD) and MFPTis obtained in theory on the basis of the Approximated Fokker-Planck Equation (AFPE). Herein the recurrenceof the tumor from the extinction state to the tumor-present state is more concerned in this paper. A moreefficient algorithmof Back-Propagation Neural Network (BPNN) is utilized in order to testify the correction of thetheoretical SPDandMFPT.With the existence of aweak signal, the functional relationship between Signal-to-NoiseRatio (SNR), noise intensities and correlation time is also studied. Numerical results show that both multiplicativeGaussian colored noise and additive Gaussian white noise can promote the extinction of the tumors, and themultiplicative Gaussian colored noise can lead to the resonance-like peak on MFPT curves, while the increasingintensity of the additiveGaussian white noise results in theminimum of MFPT. In addition, the correlation timesare negatively correlated with MFPT. As for the SNR, we find the intensities of both the Gaussian white noise andthe Gaussian colored noise, as well as their correlation intensity can induce SR. Especially, SNR is monotonouslyincreased in the case ofGaussian white noisewith the change of the correlation time.At last, the optimal parametersin BPNN structure are analyzed for MFPT from three aspects: the penalty factors, the number of neural networklayers and the number of nodes in each layer.

Recursive Filtering for Stochastic Systems With Filter-and-Forward Successive Relays

In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the measurement.In the successive relay,two cooperative relay nodes are adopted to forward the signals alternatively,thereby existing switching characteristics and inter-relay interferences(IRI).Since the filter-and-forward scheme is employed,the signal received by the relay is retransmitted after it passes through a linear filter.The objective of the paper is to concurrently design optimal recursive filters for FFSR and stochastic systems against switching characteristics and IRI of relays.First,a uniform measurement model is proposed by analyzing the transmission mechanism of FFSR.Then,novel filter structures with switching parameters are constructed for both FFSR and stochastic systems.With the help of the inductive method,filtering error covariances are presented in the form of coupled difference equations.Next,the desired filter gain matrices are further obtained by minimizing the trace of filtering error covariances.Moreover,the stability performance of the filtering algorithm is analyzed where the uniform bound is guaranteed on the filtering error covariance.Finally,the effectiveness of the proposed filtering method over FFSR is verified by a three-order resistance-inductance-capacitance circuit system.

Exponential Synchronization of Delayed Stochastic Complex Dynamical Networks via Hybrid Impulsive Control

Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.

Partially-Observed Maximum Principle for Backward Stochastic Differential Delay Equations

Dear Editor,This letter investigates a partially-observed optimal control problem for backward stochastic differential delay equations(BSDDEs).By utilizing Girsanov’s theory and convex variational method,we obtain a maximum principle on the assumption that the state equation contains time delay and the control domain is convex.The adjoint processes can be represented as the solutions of certain time-advanced stochastic differential equations in finite-dimensional spaces.Linear backward stochastic differential equation(BSDE)was first introduced by Bismut in[1],while general BSDE was given by Pardoux and Peng[2].Since then,the theory of BSDEs developed rapidly.The corresponding optimal control problems,whose states are driven by BSDEs,have also been widely studied by some authors,see[3]-[5].

Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces

In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.

High Order IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the generalized polynomial chaos approach has been employed.Besides,the high order implicit-explicit scheme under the micro-macro decomposition framework and the discontinuous Galerkin method have been employed.We provide several numerical experiments to validate the accuracy and the stochastic asymptotic-preserving property.

An underdamped and delayed tri-stable model-based stochastic resonance

Stochastic resonance(SR) is investigated in an underdamped tri-stable potential system driven by Gaussian colored noise and a periodic excitation, where both displacement and velocity time-delayed states feedback are considered. It is challenging to study SR in a second-order delayed multi-stable system analytically. In this paper, the improved energy envelope stochastic average method is developed to derive the analytical expressions of stationary probability density(SPD)and spectral amplification. The effects of noise intensity, damping coefficient, and time delay on SR are analyzed. The results show that the shapes of joint SPD can be adjusted to the desired structure by choosing the time delay and feedback gains. For fixed time delay, the SR peak is increased for negative displacement or velocity feedback gain. Meanwhile, the SR peak is decreased while the optimal noise intensity increases with increasing correlation time of noise. The Monte Carlo simulations(MCS) confirm the effectiveness of the theoretical results.