Stochastic downscaling method: application to wind refinement

Application of DJ method to Ito stochastic differential equations

‎This paper develops iterative method described by [V‎. ‎Daftardar-Gejji‎, ‎H‎. ‎Jafari‎, ‎An iterative method for solving nonlinear functional equations‎, ‎J‎. ‎Math‎. ‎Anal‎. ‎Appl‎. ‎316 (2006) 753-763] to solve Ito stochastic differential equations‎. ‎The convergence of the method for Ito stochastic differential equations is assessed‎. ‎To verify efficiency of method‎, ‎some examples are ex...

Application of Stochastic Programming to Determine Operating Reserves with Considering Wind and Load Uncertainties

Wind power generation is variable and uncertain. In the power systems with high penetration of wind power, determination of equivalent operating reserve is the main concern of systems operator. In this paper, a model is proposed to determine operating reserves in simultaneous market clearing of energy and reserve by stochastic programming based on scenarios generated via Monte Carlo simulation ...

Sequential Cut Refinement Method in Multistage Stochastic Integer Programming: Application to a Unit Commitment Problem

2 Benders' method usually divides the collection of decision variables of a two-stage mathematical problem into two sets: a first set that comprises the collection of variables that represent first-stage decisions and a second set that includes the collection of variables that represent recourse actions or second-stage decisions. Usually, integer variables appear in the first set whereas the se...

Empirical Downscaling of Wind Speed Probability Distributions

application of stochastic programming to determine operating reserves with considering wind and load uncertainties

wind power generation is variable and uncertain. in the power systems with high penetration of wind power, determination of equivalent operating reserve is the main concern of systems operator. in this paper, a model is proposed to determine operating reserves in simultaneous market clearing of energy and reserve by stochastic programming based on scenarios generated via monte carlo simulation ...