in this paper, a stochastic two-stage model is offered for optimization of the day-ahead scheduling of the microgrid. system uncertainties including dispatchable distributed generation and energy storage contingencies are considered in the stochastic model. for handling uncertainties, monte carlo simulation is employed for generation several scenarios and then a reduction method is used to d...

Stochastic seismic inversion is a family of inversion algorithms in which the inverse solution was carried out using geostatistical simulation. In this work, a new 3D stochastic seismic inversion was developed in the MATLAB programming software. The proposed inversion algorithm is an iterative procedure that uses the principle of cross-over genetic algorithms as the global optimization techniqu...

In this paper we study a simple vulnerability-based stochastic dependency model of link failures in a network prone to disasters. Under this model, we study the problem of locating k facilities to maximize the expected demand serviced within a given distance, and show its equivalence to the well-studied maximum k-facility location problem. In the special case when there is no distance constrain...

Farinelli and Tibiletti (F-T) ratio, a general risk-reward performance measurement ratio, is popular due to its simplicity and yet generality that both Omega ratio and upside potential ratio are its special cases. The F-T ratios are ratios of average gains to average losses with respect to a target, each raised by a power index, p and q. In this paper, we establish the consistency of F-T ratios...

it is known that a stochastic dierential equation (sde) induces two probabilisticobjects, namely a diusion process and a stochastic ow. while the diusion process isdetermined by the innitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the innitesimal covariance give...

We study the viscous Burgers’ equation subject to perturbations on the boundary conditions. Two kinds of perturbations are considered: deterministic and random. For deterministic perturbations, we show that small perturbations can result in O(1) changes in the location of the transition layer. For random perturbations, we solve the stochastic Burgers’ equation using different approaches. First,...

in this paper, a facility location problem of distribution systems, as one of the important and strategic issues in supply chain management, has been studied in a three-level supply chain under a stochastic condition. for this purpose, a two-stage mathematic model has been proposed for the location-allocation problem of distribution systems with regard to backup facilities for disrupting wareho...