Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems

Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems

In this paper, we discuss stochastic differential-algebraic equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-1 SDAEs and their reformulation as ordinary stochastic differential equations (SDEs). Via ergodic theory, it is then...

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Bibliographic Details
Main Authors: Andrés González-Zumba, Pedro Fernández-de-Córdoba, Juan-Carlos Cortés, Volker Mehrmann
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
stochastic differential-algebraic equations
lyapunov exponent
power system stability
spectral analysis
stochastic systems
numerical methods
Online Access:https://www.mdpi.com/2227-7390/8/9/1393

Internet

https://www.mdpi.com/2227-7390/8/9/1393

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