We extend the Multi-Level Monte Carlo (MLMC) algorithm of [19] in order to quantify uncertainty in the solutions of multi-dimensional hyperbolic systems of conservation laws with uncertain initial data. The algorithm is presented and several issues arising in the massively parallel numerical implementation are addressed. In particular, we present a novel load balancing procedure that ensures sc...

To optimally control the energy storage system of battery exposed to volatile daily cycling load and electricity tariffs, a novel modification conventional model predictive is proposed. The uncertainty prompts need design new cost function which able quantify associated uncertainty. By modelling probabilistic dependence among flow, load, expected obtained used in constrained optimization. propo...

due to uncertain nature of wind and photovoltaic power units, the participation of this units in electricity markets is subjected to significant deviation penalties. this issue leads to despondency or even admission of these units in the competitive environment. with regard to this fact that the low deviations are available when predictions are performed in a short-term horizon and also distrib...

The paper considers the computation of the probability of feasible load constellations in a stationary gas network with uncertain demand. More precisely, a networkwith a single entry and several exits with uncertain loads is studied. Feasibility of a load constellation is understood in the sense of an existing flowmeeting these loads alongwith given pressure bounds in the pipes. In a first step...

Fuzzy arithmetic is a successful tool to solve engineering problems with uncertain parameters. The generalized mathematical operations for fuzzy numbers can theoretically be defined making use of Zadeh’s extension principle. Practical real-world applications of fuzzy arithmetic, however, require an appropriate form of implementation for the fuzzy numbers and the fuzzy arithmetical operations. F...

Load demand is highly stochastic and uncertain. This because it was influenced by a number of variables like load type, weather conditions, time day, the seasonality factor, economic constraints, other randomness effects. The loads are categorized as holiday (national religious), weekdays, weekend days. nonlinearity uncertain characteristics electrical in microgrid one major sources power quali...