Search Results (78)

Dam breaks can lead to important economic and human losses. Design floods, which are useful to assess possible dam breaks, are usually estimated through statistical analysis of rainfall and streamflow observed data. However, such available samples are commonly limited and, consequently, high uncertainties are associated with the design flood estimates. In addition, climate change is expected to increase the frequency and magnitude of extreme rainfall and flood events in the future. Therefore, a methodology based on a stochastic rainfall generator is proposed to assess hydrological dam safety by considering climate change. We selected the Eugui Dam on the Arga river in the north of Spain as a case study that has a spillway operated by gates with a maximum capacity of 270 m³/s. The stochastic rainfall generator STORAGE is used to simulate long time series of 15-min precipitation in both current and future climate conditions. Precipitation projections of 12 climate modeling chains, related to the usual three 30-year periods (2011–2024; 2041–2070 and 2071–2100) and two emission scenarios of AR5 (RCP 4.5 and 8.5), are used to consider climate change in the STORAGE model. The simulated precipitation time series are transformed into runoff time series by using the continuous COSMO4SUB hydrological model, supplying continuous 15-min runoff time series as output. Annual maximum flood hydrographs are selected and considered as inflows to the Eugui Reservoir. The Volume Evaluation Method is applied to simulate the operation of the Eugui Dam spillway gates, obtaining maximum water levels in the reservoir and outflow hydrographs. The results show that the peak outflows at the Eugui Dam will be lower in the future. Therefore, maximum reservoir water levels will not increase in the future. The methodology proposed could allow practitioners and dam managers to check the hydrological dam safety requirements, accounting for climate change. Full article

With the evolving urbanization process in modern cities, the tertiary industry load and residential load start to take up a major proportion of the total urban power load. These loads are more dependent on stochastic factors such as human behaviors and weather events, demonstrating frequent abnormal variations that deviate from the normal pattern and causing consequent large forecasting errors. In this paper, a hybrid forecasting framework is proposed focusing on improving the forecasting accuracy of the urban power load during abnormal load variation periods. First, a quantitative method is proposed to define and characterize the abnormal load variations based on the residual component decomposed from the original load series. Second, a sample augmentation method is established based on Generative Adversarial Nets to boost the limited abnormal samples to a larger quantity to assist the forecasting model’s training. Last, an advanced forecasting model, TimesNet, is introduced to capture the complex and nonlinear load patterns during abnormal load variation periods. Simulation results based on the actual load data of Chongqing, China demonstrate the effectiveness of the proposed method. Full article

This paper presents a robust and adaptable framework for predictive–reactive rescheduling in identical parallel-machine environments. The proposed Multi-Purpose Intelligent Utility (MIU) methodology utilizes heuristic methods to efficiently address the computational challenges associated with NP-hard scheduling problems. By incorporating 13 diverse dispatching rules, the MIU framework provides a flexible and adaptive approach to balancing critical production objectives. It effectively minimizes total weighted tardiness and the number of tardy jobs while maintaining key performance metrics like stability, robustness, and nervousness. In dynamic manufacturing environments, schedule congestion and unforeseen disruptions often lead to inefficiencies and delays. Unlike traditional event-driven approaches, MIU adopts a periodic rescheduling strategy, enabling proactive adaptation to evolving production conditions. Comprehensive rescheduling ensures system-wide adjustments to disruptions, such as stochastic changes in processing times and rework requirements, without sacrificing overall performance. Empirical evaluations show that MIU significantly outperforms conventional methods, reducing total weighted tardiness by 50% and the number of tardy jobs by 27% on average across various scenarios. Furthermore, this study introduces novel quantifications for nervousness, expanding the scope of stability and robustness evaluations in scheduling research. This work contributes to the ongoing discourse on scheduling methodologies by bridging theoretical research with practical industrial applications, particularly in high-stakes production settings. By addressing the trade-offs between improving the objective function or improving the rescheduling performance, MIU provides a comprehensive solution framework that enhances operational performance and adaptability in complex manufacturing environments. Full article

Solar and wind resources are critical for the global transition to net-zero emission energy systems. However, their variability and unpredictability pose challenges for system reliability, often requiring fossil fuel-based backups or energy storage solutions. The mismatch between renewable energy generation and electricity demand necessitates analytical methods to ensure a reliable transition. Sole reliance on single-year data is insufficient, as it does not account for interannual variability or extreme conditions. This paper explores probabilistic modeling as a solution to more accurately assess renewable energy availability. A 22-year dataset is used to generate synthetic data for solar irradiance, wind speed, and temperature, modeled using statistical probability distributions. Monte Carlo simulations, run 93 times, achieve 95% confidence and confidence levels, providing reliable assessments of renewable energy potential. The analysis finds that during Dunkelflaute periods, in high-solar and high-wind areas, DF events average 20 h in the worst case, while low-resource regions may experience DF periods lasting up to 48 h. Optimal energy mixes for these regions should include 15–20% storage and interconnections to neighboring areas. Therefore, stochastic consideration and geographic differentiation are essential analyses to address these differences and ensure a reliable and resilient renewable energy system. Full article

Power system flexibility is becoming increasingly critical in modern power systems due to the quick switch from fossil fuel-based power generation to renewables, old-fashioned infrastructures, and a sharp rise in demand. If a power system complies with financial restrictions and responds quickly to unforeseen shifts in supply and demand, it can be considered flexible. It can ramp up production during periods of high demand or increase it during unanticipated or scheduled events. The broad use of renewable energy in the power grid can provide environmental and economic benefits; nevertheless, renewables are highly stochastic in nature, with variability and uncertainty. New management with adequate planning and operation in the power system is necessary to address the challenges incorporated with the penetration of renewable energy. The primary aim of this review is to provide a comprehensive overview of power system flexibility, including appropriate definitions, parameters, requirements, resources, and future planning, in a compact way. Moreover, this paper potentially addresses the effects of various renewable penetrations on power system flexibility and how to overcome them. It also presents an emerging assessment and planning of influential flexibility solutions in modern power systems. This review’s scientific and engineering insights provide a clear vision of a smart, flexible power system with promised research direction and advancement. Full article

The consensus problem in stochastic multi-agent systems (MASs) with Markovian switching is addressed by proposing a novel distributed dynamic event-triggered (DDET) technique based on periodic sampling to reduce information transmission. Unlike traditional event-triggered control, the proposed periodic sampling-based DDET method is characterized by the following three advantages: (1) The need for continuous monitoring of the event trigger is eliminated. (2) Zeno behavior in stochastic MASs is effectively prevented. (3) Communication costs are significantly reduced. Based on this, sufficient conditions for achieving consensus in the mean-square sense are derived using Lyapunov–Krasovskii functions, providing a solid theoretical foundation for the proposed strategy. The effectiveness of the proposed DDET control is validated through two numerical examples. Full article

This paper adopts a systems firm-centered perspective on the environmental assessment of recyclable glass and PET soft drink containers. We employ LCA and discrete-event simulation modeling for the environmental assessment of the two soft drinks packaging alternatives in operational terms over the entire supply chain over a period of three years. The assessment is based on real data collected from a large soft drink producer and its suppliers. The research and practice contribution of the paper is twofold: first, it introduces a methodological framework for environmental assessment of companies’ packaging environmental impact under different product and operations strategies; and secondly, it provides a holistic environmental assessment of the two packaging materials (PET and glass) taking into account specific operational issues, such as product mix and recycling and reuse options, as well as activity interdependences and stochasticity. The results of the simulation experiments confirm at the operations system level, for glass, the importance for sustainability, to increase the number of reuse cycles (for the particular case, for significant improvement, seven reuses) and the percentage of used bottles collected for refilling (80% recovery rate), whereas for PET, to increase the percentage of recycled PET in new bottles (towards 30%). Full article

The period from January 2020 to December 2022 was marked by a confluence of major events, including the COVID-19 pandemic, the Russia–Ukraine war, the energy crisis, surging inflation, Federal Reserve policy shifts, and banking turmoil, which collectively fueled heightened market volatility, risk management needs, and speculative trading opportunities, leading to volatile swings in trading volume concentration across financial markets, with periods of significant increases followed by rapid declines. This paper examines the variation in the concentration of trading volume across the full spectrum of S&P 500 companies, with a focus on explaining the reasons behind the stochastic changes in trading volume concentration. We analyze different concentration measurement methods, including the power law exponent, the Herfindahl–Hirschman Index, and the Gini-based Trading Concentration Index (TCI). The research employs a novel experimental design, comparing a concentration-driven portfolio, rebalanced daily based on the top 30 stocks by trading volume, against the S&P 500 benchmark. Our findings reveal that the Gini-based TCI fluctuated between 55.98% and 77.35% during the study period, with significant variations coinciding with major market events. The concentration-driven portfolio outperformed the S&P 500, achieving an annualized return of 10.66% compared to 5.89% for the index, with a superior Sharpe ratio of 0.325 versus 0.19. This performance suggests that following trading volume concentration can yield above-average results. However, this study also highlights the importance of understanding and managing the risks associated with concentrated portfolios. This study contributes to the literature on market dynamics and offers practical insights for investors and fund managers on optimizing portfolio strategies in response to evolving concentration patterns in financial markets. Full article

In eukaryotic cells, gene transcription typically occurs in discrete periods of promoter activity, interspersed with intervals of inactivity. This pattern deviates from simple stochastic events and warrants a closer examination of the molecular interactions that activate the promoter. Recent studies have identified transcription factor (TF) clusters as key precursors to transcriptional bursting. Often, these TF clusters form at chromatin segments that are physically distant from the promoter, making changes in chromatin conformation crucial for promoter–TF cluster interactions. In this review, I explore the formation and constituents of TF clusters, examining how the dynamic interplay between chromatin architecture and TF clustering influences transcriptional bursting. Additionally, I discuss techniques for visualizing TF clusters and provide an outlook on understanding the remaining gaps in this field. Full article

A variable pacing profile is common in different endurance events. In these races, several factors, such as changes in elevation or race dynamics, lead participants to perform numerous surges in intensity. These surges are so frequent that certain events, such as cross-country (XC) skiing, mountain biking (MTB), triathlon, and road cycling, have been termed “intermittent endurance events”. The characteristics of these surges vary depending on the sport: MTB and triathlon require athletes to perform numerous short (<10 s) bouts; XC skiing require periods of short- and moderate-(30 s to 2 min) duration efforts, while road cycling is comprised of a mix of short-, moderate-, and long-duration (>2 min) bouts. These bouts occur at intensities above the maximal metabolic steady state (MMSS), with many efforts performed at intensities above the athletes’ maximal aerobic power or speed (MAP/MAS) (i.e., supramaximal intensities). Given the factors that influence the requirement to perform surges in these events, athletes must be prepared to always engage in a race with a highly stochastic pace. The aim of this review is to characterize the variable pacing profile seen in endurance events and to discuss how the performance of multiple maximal and supramaximal surges in intensity can affect how athletes fatigue during a race and influence training strategies that can lead to success in these races. Full article

The present work presents a methodology based on the use of stochastic weather generators (WGs) for the estimation of high-return-period floods under climate change scenarios. Applying the proposed methodology in a case study, Rambla de la Viuda (Spain), satisfactory results were obtained through the regionalization of the bias-corrected EUROCORDEX climate projections and the integration of this information into the parameterization of the WG. The generated synthetic data series fed a fully distributed hydrological model to obtain the future flood quantiles. The results obtained show a clear increase in the precipitation extreme quantiles for the two analyzed projections. Although slightly reducing the annual amount of precipitation, variations between 4.3% for a return period of 5 years in the mid-term projection and 19.7% for a return period of 100 years in the long-term projection have been observed. In terms of temperatures, the results point to clear increases in the maximum and minimum temperatures for both projections (up to 3.6 °C), these increases being greater for the long-term projection, where the heat waves intensify significantly in both magnitude and frequency. Finally, although rivers may present, in general, with lower flows during the year, flood quantiles experience an increase of 53–58% for high return periods, which reach values of up to 145% when we move to smaller catchments. All this combined translates into substantial shifts in the river flow regimes, increasing the frequency and magnitude of extreme flood events. Full article

The highly temporal variability of the hydrological response in Mediterranean areas affects the operation of hydropower systems, especially in run-of-river (RoR) plants located in mountainous areas. Here, the water flow regime strongly determines failure, defined as no operating days due to inflows below the minimum operating flow. A Bayesian dynamics stochastic model was developed with statistical modeling of both rainfall as the forcing agent and water inflows to the plants as the dependent variable using two approaches—parametric adjustments and non-parametric methods. Failure frequency analysis and its related operationality, along with their uncertainty associated with different time scales, were performed through 250 Monte Carlo stochastic replications of a 20-year period of daily rainfall. Finally, a scenario analysis was performed, including the effects of 3 and 30 days of water storage in a plant loading chamber to minimize the plant’s dependence on the river’s flow. The approach was applied to a mini-hydropower RoR plant in Poqueira (Southern Spain), located in a semi-arid Mediterranean alpine area. The results reveal that the influence of snow had greater operationality in the spring months when snowmelt was outstanding, with a 25% probability of having fewer than 2 days of failure in May and April, as opposed to 12 days in the winter months. Moreover, the effect of water storage was greater between June and November, when rainfall events are scarce, and snowmelt has almost finished with operationality levels of 0.04–0.74 for 15 days of failure without storage, which increased to 0.1–0.87 with 3 days of storage. The methodology proposed constitutes a simple and useful tool to assess uncertainty in the operationality of RoR plants in Mediterranean mountainous areas where rainfall constitutes the main source of uncertainty in river flows. Full article

This paper aims to address the exponential stability and stabilization problems for a class of delayed nonlinear Markov jump systems under randomly occurring Denial-of-Service (DoS) attacks and packet loss. Firstly, the stochastic characteristics of DoS attacks and packet loss are depicted by the attack success rate and packet loss rate. Secondly, a Period Observation Window (POW) method and a hybrid-input strategy are proposed to compensate for the impact of DoS attack and packet loss on the system. Thirdly, A Dynamic Event-triggered Mechanism (DETM) is introduced to save more network resources and ensure the security and reliability of the systems. Then, by constructing a general common Lyapunov functional and combining it with the DETM and other inequality analysis techniques, the less conservative stability and stabilization criteria for the underlying systems are derived. In the end, the effectiveness of our result is verified through two examples. Full article

There is an increasing interest in determining if there exist observable patterns or structures within the digits of irrational numbers. We extend this search by investigating the interval in position between two consecutive occurrences of the same digit, a kind of waiting time statistics. We characterise these by the burstiness measure which distinguishes if the inter-event times are periodic, bursty, or Poisson processes. Furthermore, the complexity–entropy plane was used to determine if the intervals are stochastic or chaotic. We analyse sequences of the first 1 million digits of the numbers $\pi$, e, $\sqrt{2}$, and $\varphi$. We find that the intervals between single, double, and triple digits are Poisson processes with a burstiness measure in the range $-0.05\le B\le 0.05$ for the four numbers studied. This result is supported by a complexity–entropy plane analysis, which shows that the time intervals have the same characteristics as Gaussian noise. The four irrational numbers have identical degrees of complexity and burstiness in their inter-event analysis. Full article

We study quantum finite automata with control language (qfcs), a theoretical model for finite memory hybrid systems coupling a classical computational framework with a quantum component. We constructively show how to simulate measure-once, measure-many, reversible, and Latvian qfas by qfcs, emphasizing the size cost of such simulations. Next, we prove the decidability of testing the periodicity of the stochastic event induced by a given qfc. Thanks to our qfa simulations, we can extend such a decidability result to measure-once, measure-many, reversible, and Latvian qfas as well. Finally, we focus on comparing the size efficiency of quantum and classical finite state automata on unary regular language recognition. We show that unary regular languages can be recognized by isolated cut point qfcs for which the size is generally quadratically smaller than the size of equivalent dfas. Full article