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• W3029102979 abstract "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-one SDAEs and their reformulation as ordinary stochastic differential equation (SDE). Via ergodic theory it is then feasible to analyze the LEs via the random dynamical system generated by the underlying SDE. Once the existence of well-defined LEs is guaranteed, we proceed to the use of numerical simulation techniques to determine the LEs numerically. Discrete and continuous $QR$ decomposition-based numerical methods are implemented to compute the fundamental solution matrix and to use it in the computation of the LEs. Important computational features of both methods are illustrated via numerical tests. Finally, the methods are applied to two applications from power systems engineering, including the single-machine infinite-bus (SMIB) power system model." @default.
• W3029102979 created "2020-06-05" @default.
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• W3029102979 date "2020-05-26" @default.
• W3029102979 modified "2023-10-03" @default.
• W3029102979 title "Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems" @default.
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• W3029102979 hasPublicationYear "2020" @default.
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