Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic programming”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 199 records · Page 11
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

First Results of the IOTA Ring Research at Fermilab

The IOTA ring at Fermilab is a unique machine exclusively dedicated to accelerator beam physics R&D. The research conducted at IOTA includes topics such as nonlinear integrable optics, suppression of coherent beam instabilities, optical stochastic cooling and quantum science experiments. In this talk we report on the first results of experiments with implementations of nonlinear integrable beam optics. The first of its kind practical realization of a two-dimensional integrable system in a strongly-focusing storage ring was demonstrated allowing among other things for stable beam circulation near or at the integer resonance. Also presented will be the highlights of the world’s first demonstration of optical stochastic beam cooling and other selected results of IOTA’s broad experimental program.

43 PARTICLE ACCELERATORS↗
NASA NTRS1968

Design techniques - Stochastic controllers

Analytic techniques aid in the design of nearly optimal linear time-varying sampled-data stochastic controllers. The techniques also aid in the simplification and automation of program designing for control computers.

Widnall, W. S.↗
DOE OSTI2021

Risk-averse optimization for resilience enhancement of complex engineering systems under uncertainties

With the growth of complexity and extent, large scale interconnected network systems, e.g., transportation networks or infrastructure networks, become more vulnerable to external disturbances. Hence, managing potential disruptive events during the design, operating, and recovery phase of an engineered system and therefore improving the system’s resilience is an important yet challenging task. Here, to ensure system resilience after the occurrence of failure events, this study proposes a mixed-integer linear programming (MILP) based restoration framework using heterogeneous dispatchable agents. The scenario-based stochastic optimization (SO) technique is adopted to deal with the inherent uncertainties imposed on the recovery process from nature. Moreover, different from conventional SO using deterministic equivalent formulations, the CVaR risk measure is implemented for this study because of the temporal sparsity of the decision making in applications such as the recovery from extreme events. The resulting restoration framework involves a large-scale MILP problem and thus an adequate decomposition technique i.e. modified Lagrangian dual decomposition, is also employed to achieve tractable computational complexity. Case study results based on the IEEE 37-bus test feeder demonstrate the benefits of using the proposed framework for resilience improvement as well as the advantages of adopting SO formulations.

42 ENGINEERING↗
DOE OSTI2022

Uncertainty-Informed Operation Coordination in a Water-Energy Nexus

The widespread deployment of smart heterogeneous technologies and the growing complexity in our modern society calls for effective coordination of the interdependent lifeline networks. In particular, operation coordination of electric power and water infrastructures is urgently needed as the water system is one of the most energy-intensive networks, an interruption in which may quickly evolve into a dramatic societal concern. This paper develops a novel analytic for uncertainty-aware day-ahead operation optimization of the interconnected power and water systems (PaWS). Joint probabilistic constraint (JPC) programming is employed to capture the uncertainties in wind resources and water demand forecasts. The proposed integrated stochastic model is presented as a non-linear non-convex optimization problem, where the non-linear hydraulic constraints in the water network are linearized using piece-wise linearization technique, and the non-convexity is efficiently tackled with a solution methodology to convert the proposed model with JPCs to a tractable mixed-integer linear programming (MILP) formulation that can be quickly solved to optimality. Here, the suggested framework is applied to a 15-node commercial-scale water network jointly operated with a power transmission system using a modified IEEE 57-bus test system. The numerical results demonstrate the of the proposed stochastic framework, resulting in cost reduction (13% on average when compared to the traditional setting) and energy saving of the integrated model under different realizations of uncertain renewable energy sources (RESs) and water demand scenarios. Additionally, the scalability of the proposed model is tested on a modified IEEE 118-bus test system connected to five water networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Demand Driven Cycamore Archetypes

Future nuclear fuel cycle options may present advantages over today’s once-through fuel cycle. Nuclear fuel cycle simulation tools assess the performance of those fuel cycles as well as the dynamics of long-term technology transitions. In many nuclear fuel cycle simulation tools, it has historically been the responsibility of the user to manually define facility deployment schemes and all facility parameters. While this is straightforward in simple fuel cycles, transitions from one fuel cycle to another can be more complex. In particular, deployment schemes for supportive fuel cycle facilities beyond the reactor become complex if the analyst desires to avoid gaps in the nuclear fuel and power supply chain during those transition scenarios. As nuclear fuel cycle analysis approaches questions regarding the feasibility and performance of the deployment schemes and technology choices during technology transition, automation of this historically manual process is necessary. The main objective of this work was to develop and demonstrate Cyclus automation capabilities toward key nuclear fuel cycle transition scenarios. While deploying reactors to meet power demand is trivial, and existed in the earliest versions of CYCLUS, automated, predictive deployment and decommissioning of other facilities is more complex. These include mining, milling, enrichment, fuel fabrication, reprocessing, and others. For example, a balanced closed fuel cycle may require ensuring that there is enough fast reactor fuel for their operation and may drive deployment of a fleet of light water reactors. This concern comprises the main challenge that drove the project effort. The Demand-Driven Cycamore Archetype project (NEUP-FY16-10512) aimed to develop CYCAMORE demand-driven deployment capabilities and thereby automate transition scenario definition. The developed software package, d3ploy, in the form of a CYCLUS Institution agent, deploys Facilities to meet the front-end and back-end demands of the fuel cycle. The University of South Carolina and the University of Illinois applied multiple algorithmic approaches to this challenge. This project developed an in situ demand-driven development schedule calculation through non-optimizing, deterministic-optimizing, and stochastic-optimizing algorithms as CYCLUS archetypes and demonstrated these new archetypes in program-supporting fuel cycle transition scenarios. Both objectives were achieved. This report documents the results and deliverables obtained toward these achievements in detail.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRS1978

Minimum energy control of a class of electrically driven vehicles

Theoretical and experimental results are obtained in the investigation of a minimum energy control problem associated with a class of electrically driven vehicles. Analytical results are obtained by making several justifiable approximations in the dynamical equations of the plant, the performance index of which is related to the minimization of system energy consumption for any required control action. The control problem of interest is simplified and solved by using Bellman's invariant imbedding technique. The optimality of the resulting control law is compared with those of the bang-bang control law, which is the exact solution for the case of speed-setting control action, and the classical control laws under identical conditions. A stochastic optimization problem is then formulated and solved by using Bellman's dynamic programming technique. The resulting control law is mechanized for a particular vehicle configuration which is simulated in the laboratory.

Sahinkaya, Y. E.↗
DOE OSTI2025

Adaptive PID Gain Scheduling Control for Hydropower Turbine Using Neural CDE and Stochastic Distribution Shaping

This paper introduces a gain-scheduling PID controller design strategy for hydroturbine frequency control mode. This scheme first uses real data to learn the nonlinear dynamics of the hydroturbine using neural controlled differential equations and then perturbs the obtained nonlinear system at different equilibrium points, based on which a static output feedback adaptive dynamic programming algorithm is then used to optimize the PID gains for each equilibrium point. Moreover, a continuous-time version of stochastic distribution control is proposed to further fine-tune the optimized PID gains. Finally, the controller is obtained by implementing linear interpolation between the optimized PID control gains. The simulation results show that the proposed gain-scheduling PID controller can control a larger range of operation points compared with the given fixed PID controller and the baseline method. Compared with the given fixed PID controller, the proposed gain-scheduling PID controller can regulate hydroturbine frequency against disturbances induced by power-load variation with over 50% less overshoot for some operation points.

13 HYDRO ENERGY↗
NASA NTRS1984

Meteorological factors in Earth-Satellite propagation

A 5-meter paraboloidal antenna operated at 28 GHz showed gain changes of 2 dB due to rain. While precise estimation of the corresponding angle of arrival changes is difficult, they appear to have been on the order of 0.02 degrees. The attenuation at 28.6 GHz inferred from radiometry agreed well with that measured simultaneously over a satellite/Earth link at the same frequency. The radiometers so calibrated have been used to add to the available site diversity data base using a 9 km baseline. An improved empirical model of site diversity gain was obtained by applying regression techniques to available published data. A brief review of the literature has led to suggestions for two experimental programs, one dealing with multifrequency radiometry and the other with the effects of the stochastic properties of precipitation on wideband data transmission.

Levis, C. A.↗
DOE OSTI2020

Crossing the Streams – Sampler and the TemplateEngine [Slides]

This presentation discusses Sampler, which is a versatile UQ and parametric study tool that can be applied to any SCALE Sequence. Sampler can perturb any quantity in any SCALE input. Recent work at ORNL has developed new types of covariance data that allow Sampler UQ to be applied to nearly all SCALE applications, including reactor depletion, UNF fuel characterization, source term analysis, and decay heat calculation. In SCALE 6.2 releases, CE data in transport cannot be perturbed. Sampler was originally designed for stochastic sampling with any sequence within SCALE and Parametric capability added in SCALE 6.2.2. Sampler can be used for uncertainty quantification, including sample data in static or depletion calculations and sample inputs for uncertainties in compositions and dimensions. The SCALE TemplateEngine allows for expanding templates to full inputs and the combination provides a powerful UQ tool.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Developing and Testing a Novel Stochastic Ice Microphysics Parameterization for Cloud and Climate Models Using ARM Field Campaign Data (Final Progress Report)

The major goals of this project were: 1) to use field campaign measurements from DOE’s Atmospheric Radiation Measurement (ARM) program to characterize variability of important parameters describing properties of ice particles in the atmosphere; 2) based on this observational analysis, to develop a parameterization scheme for weather and climate models that stochastically varies these parameters, and implement the new scheme into a weather model called the Weather Research and Forecasting model (WRF); 3) to use WRF coupled with the new stochastic scheme to simulate ARM field campaign thunderstorm cases and analyze how accounting for this parameter variability affects the model simulations. This work was performed jointly between the National Center for Atmospheric Research, University of Oklahoma, and University of Utah. To accomplish these goals, we extended an approach previously developed to characterize the variability in the size distribution of ice particles to parameters that are explicitly represented in models (i.e., relationships between ice particle mass and size, and between particle fall velocity and size). Our project was, to our knowledge, the first to apply observationally-constrained estimates of this parameter variability describing mass-size and fall velocity-size in a modeling framework. Our results showed efficacy of the approach, evaluated using ARM observations. Similarly, to our knowledge, work in this project was the first to propose and evaluate in detail a stochastic approach for unresolved turbulent mixing in high-resolution model simulations against detailed, benchmark large eddy simulations and ARM observations. Results showed some promising behavior, particularly with increased mixing and dilution of air in thunderstorm cores with surrounding environmental air, bringing the stochastic simulations closer to the benchmark large eddy simulations; however, results were somewhat degraded using stochastic mixing compared to observations from the AMIE/DYNAMO field campaign. This project also further refined and applied a modeling methodology called “piggybacking” that can robustly separate dynamical and thermodynamic impacts of model changes, and comparison studies of different models based on cases developed from ARM observations. Finally, this project directly supported three graduate students who completed their PhDs as well as a postdoctoral research fellow.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS2013

Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

Ono, Masahiro↗
NASA NTRS2012

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

Bole, Brian↗
DOE OSTI2023

Stochastic Models, Indices & Optimization Algorithms for Pricing & Hedging Reliability Risks in Modern Power Grids: Data Plan - Princeton

We collected and cleaned the synthetic grid data produced by NREL for the Texas and New York synthetic grids. We developed a high dimensional joint stochastic model for load at the zone level, and solar and wind power productions at the asset level, capturing the spatial and temporal dependencies between all the variables, and demonstrated how such a model could be fitted to historical data. We designed and implemented a simulation engine which can produce Monte Carlo scenarios for the hourly day-ahead values of load, and solar and wind power productions at the spatial and temporal resolutions of the historical data used to fit the model. Finally we developed an open-source Python package which can, from an input grid model, efficiently use forecasts and large numbers of Monte Carlo scenarios to provide unit commitment and economic dispatch for each of these scenarios. The high dimensional stochastic model and the subsequent Monte Carlo simulation engine were implemented in the package PGscen and the corresponding UC and ED optimization programs in the package Vatic.

14 SOLAR ENERGY↗
NASA NTRS1971

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Parrish, R. V.↗
NASA NTRS1987

CARE 3 user-friendly interface user's guide

CARE 3 predicts the unreliability of highly reliable reconfigurable fault-tolerant systems that include redundant computers or computer systems. CARE3MENU is a user-friendly interface used to create an input for the CARE 3 program. The CARE3MENU interface has been designed to minimize user input errors. Although a CARE3MENU session may be successfully completed and all parameters may be within specified limits or ranges, the CARE 3 program is not guaranteed to produce meaningful results if the user incorrectly interprets the CARE 3 stochastic model. The CARE3MENU User Guide provides complete information on how to create a CARE 3 model with the interface. The CARE3MENU interface runs under the VAX/VMS operating system.

Martensen, A. L.↗
NASA NTRS1985

An APL program for the distribution of energy deposition by charged particles passing through thin absorbers

An APL program which numerically evaluates the probability density function (PDF) for the energy deposited in a thin absorber by a charged particle is proposed, with application to the construction, pointing, and control of spacecraft. With this program, the PDF of the restricted energy loss distribution of Watts (1973) is derived, and Vavilov's (1957) distribution is obtained by proper parameter selection. The method is demonstrated with the example of the effect of charged particle induced radiation on the Hubble Space Telescope (HST) pointing accuracy. A Monte Carlo study simulates the photon noise caused by charged particles passing through the photomultiplier tube window, and the stochastic variation of energy loss is introduced into the simulation by generating random energy losses from a power law distribution. The program eliminates annoying loop procedures, and model parameter sensitivity can be studied using the graphical output.

Howell, L. W.↗
NASA NTRS2010

GUI to Facilitate Research on Biological Damage from Radiation

A graphical-user-interface (GUI) computer program has been developed to facilitate research on the damage caused by highly energetic particles and photons impinging on living organisms. The program brings together, into one computational workspace, computer codes that have been developed over the years, plus codes that will be developed during the foreseeable future, to address diverse aspects of radiation damage. These include codes that implement radiation-track models, codes for biophysical models of breakage of deoxyribonucleic acid (DNA) by radiation, pattern-recognition programs for extracting quantitative information from biological assays, and image-processing programs that aid visualization of DNA breaks. The radiation-track models are based on transport models of interactions of radiation with matter and solution of the Boltzmann transport equation by use of both theoretical and numerical models. The biophysical models of breakage of DNA by radiation include biopolymer coarse-grained and atomistic models of DNA, stochastic- process models of deposition of energy, and Markov-based probabilistic models of placement of double-strand breaks in DNA. The program is designed for use in the NT, 95, 98, 2000, ME, and XP variants of the Windows operating system.

Cucinotta, Frances A.↗