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Wan, Xiaoliang

Publications and source records attributed to Wan, Xiaoliang.

A GENERAL FRAMEWORK FOR ENHANCING SPARSITY OF GENERALIZED POLYNOMIAL CHAOS EXPANSIONS

Compressive sensing has become a powerful addition to uncertainty quantification when only limited data are available. In this paper, we provide a general framework to enhance the sparsity of the representation of uncertainty in the form of generalized polynomial chaos expansion. We use an alternating direction method to identify new sets of random variables through iterative rotations so the new representation of the uncertainty is sparser. Consequently, we increase both the efficiency and accuracy of the compressive-sensing-based uncertainty quantification method. We demonstrate that the previously developed iterative method to enhance the sparsity of Hermite polynomial expansion is a special case of this general framework. Moreover, we use Legendre and Chebyshev polynomial expansions to demonstrate the effectiveness of this method with applications in solving stochastic partial differential equations and high-dimensional (O(100)) problems.

Yang, Xiu↗

An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate

In this work, we develop an hp-adaptive minimum action method (MAM). MAM plays an important role to minimize the Freidlin-Wentzell action functional, which is the central object of the Freidlin-Wentzell theory of large deviations for transitions induced by small random perturbations. Because of the demanding computation cost, especially in spatially extended systems, numerical efficiency is a critical issue for MAM. Difficulties come from discretizations of both time and space. One hurdle for the application of MAM to large scale systems is the global reparametrization in time direction, which is required by most versions of MAM. We recently introduced a new version of MAM in [25], called tMAM, where we used some simple heuristic criteria to demonstrate that tMAM can be effectively coupled with h-adaptivity. The target of this paper is to integrate hp-adaptivity into tMAM using a posterior error estimation techniques. More specifically, we use the arc length constraint given by geometric minimum action method (gMAM) to define an indicator of the effect of linear time scaling in tMAM, and the derivative recovery technique to construct an error indicator and a regularity indicator for hp-refinement. Numerical results are presented.

Wan, Xiaoliang↗

Uncertainty Quantification in Dynamic Simulations of Large-scale Power System Models using the High-Order Probabilistic Collocation Method on Sparse Grids

This paper proposes a probabilistic collocation method (PCM) to quantify the uncertainties with dynamic simulations in power systems. The appraoch was tested on a single-machine-infinite-bus system and the over 15,000 -bus Western Electricity Coordinating Council (WECC) system. Comparing to classic Monte-Carlo (MC) method, the proposed PCM applies the Smolyak algorithm to reduce the number of simulations that have to be performed. Therefore, the computational cost can be greatly reduced using PCM. The algorithm and procedures are described in the paper. Comparison was made with MC method on the single machine as well as the WECC system. The simulation results shows that using PCM only a small number of sparse grid points need to be sampled even when dealing with systems with a relatively large number of uncertain parameters. PCM is, therefore, computationally more efficient than MC method.

Uncertainty quantification, parameter estimation, ↗