A novel method is presented to compute the exit time for the stochastic simulation algorithm. The method is based on the addition of a series of random variables and is derived using the convolution theorem. The final distribution is derived and approximated in the frequency domain. The distribution for the final time is transformed back to the real domain and can be sampled from in a simulatio...

For dynamic security assessment considering uncertainties in grid operations, this paper proposes an approach for time-domain simulation of a power system having stochastic loads. The proposed approach solves a stochastic differential equation model of the power system in a semi-analytical way using the Adomian decomposition method. The approach generates semi-analytical solutions expressing bo...

“Stochastic simulation optimization” (often shortened as simulation optimization) refers to stochastic optimization using simulation. Specifically, the underlying problem is stochastic and the goal is to find the values of controllable parameters (decision variables) to optimize some performance measures of interest, which are evaluated via stochastic simulation, such as discrete-event simulati...

The paper proposes a simple formalism for dealing with deterministic, non-deterministic and stochastic cellular automata in a unifying and composable manner. Armed with this formalism, we extend the notion of intrinsic simulation between deterministic cellular automata, to the non-deterministic and stochastic settings. We then provide explicit tools to prove or disprove the existence of such a ...

This document gives a brief guideline on how to use the parallel stochastic simulation of chemical reaction systems on graphics processing units (GPUs) plugin for MATLAB (STOCHSIMGPU plugin). The plugin is tightly integrated into the System Biology Toolbox 2 for MATLAB (SBTOOLBOX2) [7]. The STOCHSIMGPU plugin is a direct replacement for the stochastic simulation algorithm provided by the SBTOOL...

The paper presents the current status of the software tool TimeNET. It supports modeling and performance evaluation of stochastic models, including extended deterministic and stochastic Petri nets, colored stochastic Petri nets, and Markov chains as well as UML extensions. Among its main characteristics are simulation and analysis modules for stationary and transient evaluation of Petri nets in...

The paper proposes a simple formalism for dealing with deterministic, non-deterministic and stochastic cellular automata in a unifying and composable manner. Armed with this formalism, we extend the notion of intrinsic simulation between deterministic cellular automata, to the non-deterministic and stochastic settings. We then provide explicit tools to prove or disprove the existence of such a ...

In this paper, a stochastic term is added to the classical generalized nonlinear Schrödinger Equation to describe the noise generated when light pulses propagate in a fiber. It has been shown that the generated supercontinuum light source fluctuates up to 50% of its output temporal intensity profile due to noises of different sources. The simulation method devised has been applied to the propag...