A stochastic equivalence approach for an Ornstein-Uhlenbeck process driven power system dynamics

被引：0
|
作者：
Hirpara, R. H. [1 ]
机构：
[1] SN Patel Inst Technol & Res Ctr, Elect Engn Dept, Surat 394345, Gujarat, India
来源：
JOURNAL OF APPLIED MATHEMATICS STATISTICS AND INFORMATICS | 2021年 / 17卷 / 02期
关键词：
stochastic equivalence approach; stochastic differential equation; the OU process; Kuramoto oscillator; power system dynamics; COLORED NOISE; STABILITY;
D O I：
10.2478/jamsi-2021-0008
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper develops a stochastic equivalence approach for an Ornstein-Uhlenbeck process-driven power system. The concept of stochastic equivalence coupled with stochastic differential rule plays the important role to develop the stochastic equivalence approach of this paper. This paper also develops the prediction theory of power system dynamics with the OU process as well.
引用
收藏
页码：47 / 58
页数：12
相关论文
共 50 条
  • [31] Analysis of a stochastic logistic model with diffusion and Ornstein-Uhlenbeck process
    Liu, Qun
    Jiang, Daqing
    JOURNAL OF MATHEMATICAL PHYSICS, 2022, 63 (05)
  • [32] A novel stochastic mean filter based on Ornstein-Uhlenbeck process
    Catak, Nursin Bas
    NEURAL COMPUTING & APPLICATIONS, 2015, 26 (02): : 391 - 397
  • [33] Understanding the dynamics of hepatitis B transmission: A stochastic model with vaccination and Ornstein-Uhlenbeck process
    Wu, Shuying
    Yuan, Sanling
    Lan, Guijie
    Zhang, Tonghua
    APPLIED MATHEMATICS AND COMPUTATION, 2024, 476
  • [34] Dynamics of a stochastic predator-prey model with disease in predators and Ornstein-Uhlenbeck process
    Yuan, Meng
    Ning, Wenxu
    Zhao, Chenxia
    Zhang, Tonghua
    Yuan, Sanling
    INTERNATIONAL JOURNAL OF BIOMATHEMATICS, 2024,
  • [35] Dynamic properties for a stochastic SEIR model with Ornstein-Uhlenbeck process
    Lu, Chun
    Xu, Chuanlong
    MATHEMATICS AND COMPUTERS IN SIMULATION, 2024, 216 (288-300) : 288 - 300
  • [36] Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
    Giacomo Ascione
    Yuliya Mishura
    Enrica Pirozzi
    Methodology and Computing in Applied Probability, 2021, 23 : 53 - 84
  • [37] Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process
    Masuda, Hiroki
    Yoshida, Nakahiro
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2013, 18 : 1 - 10
  • [38] Dynamics of a stochastic reaction-diffusion Kawasaki disease model with Ornstein-Uhlenbeck process
    Hao, Yicheng
    Luo, Yantao
    Huang, Jianhua
    Zhang, Long
    Teng, Zhidong
    NONLINEAR DYNAMICS, 2025, : 15619 - 15643
  • [39] Dynamical behavior of a stochastic dengue model with Ornstein-Uhlenbeck process
    Liu, Qun
    JOURNAL OF MATHEMATICAL PHYSICS, 2023, 64 (09)
  • [40] Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle
    Liu, Cheng-Shi
    APPLIED MATHEMATICS LETTERS, 2013, 26 (09) : 957 - 962
12345