Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic systems”

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 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Insights into Methodologies and Stochastic Optimization of Thermal Energy Storage-Coupled Advanced Reactor Systems: A Comparison of Methods for Accessing Long-Term Sub-System Sizing Adequacy

This paper investigates the potential of coupling Thermal Energy Storage (TES) with Advanced Reactors (ARs) to address uncertainties posed by climate change in deep decarbonized power systems. The TES Use-case Team at Idaho National Laboratory (INL) has examined the potential of storing thermal energy from ARs during low demand periods and optimizing discharge during peak-priced hours, in both steady-state and transient conditions. Building on this groundwork, this study bridges the gaps in optimal sizing of the sub-system of TES-coupled AR systems using Risk Analysis Virtual Environment (RAVEN) and Holistic Energy Resource Optimization Network (HERON), INL?s framework for grid optimization. By applying this framework, we present statistically-robust optimal charge, discharge including balance of plant (BOP), and storage sizing for the High-Temperature Gas-Cooled Reactor (HTGR) with 203 MWth output. To this end, we generated synthetic price samples for 30 years using 2018 ? 2021 real-time market data from ERCOT, PJM and MISO. Our results reveals that the TES-coupled HTGR system is highly effective in maximizing revenue from electricity sales. We observed a substantial increase of 40 % in ERCOT and a noteworthy 15 % increase in PJM and MISO when compared to the conventional BOP without TES. This improvement is achieved through regionally-tailored sub-system sizing, which ranges from 398 to 416 MWth for the discharge system and 610 to 1029 MWth for the TES. We find that the average electricity price directly impacts the overall economics, while price volatility influences storage size. Additional sensitivity analyses were performed to access the impact of key assumptions on system economics and sizing, differentiating the optimization window (i.e., 24 ? 219 hours of chronological observations) and by imposing storage continuity condition in tracking TES cycles. We observed that at the 120-hour of the optimization window, a reasonable balance between computation time and accuracy was achieved. Our analysis also highlights the significance of conducting multi-day cycle analysis (> 120-hour) for TES to capture interaction between electricity prices and storage dynamics, providing a comprehensive understanding of TES behavior that AR developers should integrate into their plant designs.

25 ENERGY STORAGE↗
DOE OSTI2020

Combining model-based and model-free methods for stochastic control of distributed energy resources

Modern distribution systems are experiencing a fast transformation with the growing penetration of distributed energy resources (DERs). Along with the economic and environmental benefits of DERs, challenges arise to address the uncertainties caused by their inherent volatility. If properly coordinated, however, DERs have the potential to provide the controllability that grid operators need. Here, we propose a hierarchical control framework that combines the model-based and model-free methods for stochastic DER control in distribution systems. The upper-level scheduler considers a chance-constrained optimal power flow problem (model-based) that schedules DER setpoints to minimize the operational cost and maintain the operating reserve. The lower-level distributed DER controllers absorb real-time disturbances and uncertainties using the extremum seeking control (model-free) to achieve grid objectives. The combination of model-based and model-free methods allows us to take the advantages of both methods to effectively manage the uncertainty in distribution systems. The proposed work is demonstrated on the IEEE 13-node feeder.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Probabilistic measures for biological adaptation and resilience

This paper introduces an approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from nonequilibrium statistical mechanics, we propose a measure termed “ecological resilience through adaptation,” specifically tailored to noisy, forced systems that undergo physiological adaptation in the face of stressful environmental changes. Randomness plays a key role, accounting for model uncertainty and the inherent variability in the dynamical response among components of biological systems. Our measure of resilience is rooted in the probabilistic description of states within these systems and is defined in terms of the dynamics of the ensemble average of a model-specific observable quantifying success or well-being. Our approach utilizes stochastic linear response theory to compute how the expected success of a system, originally in statistical equilibrium, dynamically changes in response to a environmental perturbation and a subsequent adaptation. Importantly, the resulting mathematical derivations allow for the estimation of resilience in terms of ensemble averages of simulated or experimental data. Finally, through a simple but clear conceptual example, we illustrate how our resilience measure can be interpreted and compared to other existing frameworks in the literature. The methodology is general but inspired by applications in plant systems, with the potential for broader application to complex biological processes.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2024

Characterizing the multisectoral impacts of future global hydrologic variability

There is significant uncertainty in how global water supply will evolve in the future, due to uncertain climate, socioeconomic, and land use change drivers and variability of hydrologic processes. It is critical to characterize the potential impacts of uncertainty in future water supply given its importance for food and energy production. In this work, we introduce a framework that integrates stochastic hydrology and human-environmental systems to characterize uncertainty in future water supply and its multisector impacts. We develop a global stochastic watershed model and demonstrate that this model can generate a large ensemble of realizations of basin-scale runoff with global coverage that preserves the mean, variance, and spatial correlation of a historical benchmark. We couple this model with a well-known human-environmental systems model to explore the impacts of runoff variability on the water and agricultural sectors across spatial scales. We find that the impacts of future hydrologic variability vary across sectors and regions. Impacts are felt most strongly in the water and agricultural sectors for basins that are expected to have unsustainable water use in the future, such as the Indus River basin. For this basin, we find that the variability in future irrigation water withdrawals and irrigated cropland increase over time due to uncertainty in renewable water supply. We also use the Indus basin to show how our stochastic ensemble can be leveraged to explore the global multisector consequences of local extreme runoff conditions. This work introduces a novel technique to explore the propagation of future hydrologic variability across human and natural systems and spatial scales.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Impact of model predictive control-enabled home energy management on large-scale distribution systems with photovoltaics

Residential customers use more than one-quarter of the electricity in the world. Optimally managing home energy consumption is an effective way of easing the operational challenges facing the electric grid with increasing solar photovoltaics (PV). This paper studies the impact of the future proliferation of home energy management systems (HEMS) in the presence of PV on large-scale distribution systems. First, we present a stochastic HEMS model that minimizes residential customers' thermal discomfort and energy costs under uncertainty. The HEMS model schedules the optimal operations of residential appliances in the presence of PV within a mixed-integer linear programming-based model predictive control framework that links the proposed HEMS to a quasi-steady-state time-series simulation tool. Additionally, extensive simulations are conducted for a stand-alone residential home using two tariff structures and for 1977 homes on an 8,500-node distribution feeder. Simulation results quantify the impact of the future proliferation of HEMS on the large-scale distribution system with PV.

14 SOLAR ENERGY↗
DOE OSTI2021

Balanced stochastic versus deterministic assembly processes benefit diverse yet uneven ecosystem functions in representative agroecosystems

Ecological assembly processes, by influencing community composition, determine ecosystem functions of microbiomes. However, debate remains on how stochastic versus deterministic assembly processes influence ecosystem functions such as carbon and nutrient cycling. Towards a better understanding, we investigated three types of agroecosystems (the upland, paddy, and flooded) that represent a gradient of stochastic versus deterministic assembly processes. Carbon and nutrient cycling multifunctionality, characterized by nine enzymes associated with soil carbon, nitrogen, phosphorous and sulfur cycling, was evaluated and then associated with microbial assembly processes and cooccurrence patterns of vital ecological groups. Our results suggest that strong deterministic processes favour microorganisms with convergent functions (as in the upland agroecosystem), while stochasticity-dominated processes lead to divergent functions (as in the flooded agroecosystem). To benefit agroecosystems services, we speculate that it is critical for a system to maintain balance between its stochastic and deterministic assembly processes (as in the paddy agroecosystem). By doing so, the system can preserve a diverse array of functional traits and also allow for particular traits to flourish. To further confirm this speculation, it is necessary to develop a systematic knowledge beyond merely characterizing general patterns towards the associations among community assembly, composition, and ecosystem functions.

Liu, Wenjing↗
DOE OSTI2021

On the Stochastic Stability of Deep Markov Models

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. DMMs using deep neural networks to parametrize the transition of Markov probability distributions have recently been shown to provide more expressiveness in modeling sequential data and dynamical system responses. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a rigorous analytical method to prove the necessary and sufficient conditions of DMM's stochastic stability. This task is achieved by spectral analysis of the efficiently computed Jacobians of probabilistic maps modeled by deep neural networks. We make theoretical connections between the eigenvalues of neural network's weights and the different activation function types used on the stability and overall dynamic behavior of DMMs with Gaussian distributions. We empirically substantiate our theoretical results on stochastic stability and eigenvalue spectra via several numerical experiments. Formal stability guarantees of DMMs can substantially improve their robustness and trustworthiness, necessary for reliable use in safety-critical real-world applications.

Drgona, Jan↗
DOE OSTI2022

Forces from Stochastic Density Functional Theory under Nonorthogonal Atom-Centered Basis Sets

We develop a formalism for calculating forces on the nuclei within the linear-scaling stochastic density functional theory (sDFT) in a nonorthogonal atom-centered basis set representation (Fabian et al. Wiley Interdiscip. Rev.: Comput. Mol. Sci. 2019, 9, e1412, 10.1002/wcms.1412) and apply it to the Tryptophan Zipper 2 (Trp-zip2) peptide solvated in water. We use an embedded-fragment approach to reduce the statistical errors (fluctuation and systematic bias), where the entire peptide is the main fragment and the remaining 425 water molecules are grouped into small fragments. We analyze the magnitude of the statistical errors in the forces and find that the systematic bias is of the order of 0.065 eV/Å (~1.2 × 10 -3 E h / a 0 ) when 120 stochastic orbitals are used, independently of system size. This magnitude of bias is sufficiently small to ensure that the bond lengths estimated by stochastic DFT (within a Langevin molecular dynamics simulation) will deviate by less than 1% from those predicted by a deterministic calculation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

Stochastic tensor contraction for quantum chemistry

Many computational methods in ab initio quantum chemistry are formulated in terms of high-order tensor contractions, whose cost determines the size of system that can be studied. We introduce stochastic tensor contraction to perform such operations with greatly reduced cost, and present its application to the gold-standard quantum chemistry method, coupled cluster theory with up to perturbative triples. For total energy errors more stringent than chemical accuracy, we reduce the computational scaling to that of mean-field theory, while starting to approach the mean-field absolute cost, thereby challenging the existing cost-to-accuracy landscape. Benchmarks against state-of-the-art local correlation approximations further show that we achieve an order-of-magnitude improvement in both total computation time and error, with significantly reduced sensitivity to system dimensionality and electron delocalization. We conclude that stochastic tensor contraction is a powerful computational primitive to accelerate a wide range of quantum chemistry.

Chemical Physics (physics.chem-ph)↗
DOE OSTI2020

SCALE capabilities for high temperature gas-cooled reactor analysis

The SCALE code system’s ability to address stochastic distributions of fuel particles within a graphite matrix has been revisited in both multigroup (MG) features and continuous-energy (CE) Monte Carlo methods. Furthermore, this paper describes current and emergent SCALE capabilities within the CSAS sequence to address double-heterogeneous systems and presents verification and validation studies of these methods and data. Good agreement was obtained for a high temperature gas-cooled reactor (HTGR) fuel pebble model between CSAS MG eigenvalue calculations and corresponding CE reference solutions. Code-to-code comparisons for this HTGR pebble model showed good agreement of CSAS-KENO and CSAS-Shift CE calculations and the Serpent and MCNP codes in terms of eigenvalues and reaction rate ratios. Validation studies based on two HTGR experiments resulted in good agreement between MG and CE results, as well as between experiment and calculation, although the level of agreement was significantly influenced by the applied ENDF/B nuclear data library.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2021

Discrete-Time Causal Control of a Wave Energy Converter With Finite Stroke in Stochastic Waves

We consider feedback control design for a wave energy converter (WEC) for which the power takeoff (PTO) system has a finite stroke limit. Stationary stochastic wave loading is assumed, with a known spectrum, and the plant dynamics are assumed to be linear. We develop a technique for the design of a discrete-time controller, which has three design stages. In the first stage, a linear controller is optimized while imposing a relaxation of the maximum stroke constraint on the design. In the second stage, a tandem nonlinear feedback loop is designed for the purpose of stroke protection. In the third stage, the two designs (linear and nonlinear) are fused in a manner that preserves the stability of the overall system. The technique is demonstrated in a simulation of a simple cylindrical buoy. We show that the controller may be tuned through the adjustment of scalar design parameters, which adjust the tradeoff between the mean generated power and the force levels required to protect the stroke.

16 TIDAL AND WAVE POWER↗
DOE OSTI2022

Temporal complementarity of marine renewables with wind and solar generation: Implications for GB system benefits

Wave and tidal energy have the potential to provide benefits to power systems with high proportions of stochastic renewable generation. This is particularly applicable with wind and solar photovoltaics, as the offsetting of these renewable resources results in more reliable renewable generation. This study utilises ten metrics to quantify the temporal complementarity and supply-demand balancing requirements of the energy mix in Great Britain, to investigate the potential magnitude of these system benefits. Wave and tidal generation profiles are created using historical resource data and hydrodynamic models. The results show that the inclusion of wave and tidal generation creates a renewable energy mix which is more available under multiple conditions: throughout a year of operation; at times of peak demand; for multiple consecutive hourly time periods; and at times when wind and solar generation are not available. Three regional case studies also show that the inclusion of marine energy allows for improved regional supply-demand matching, reducing instances of energy shortage and excess and potentially relieving transmission congestion at particularly constrained locations within GB. Finally, the implications of these findings are discussed in terms of GB wholesale market operation, system balancing and system security.

16 TIDAL AND WAVE POWER↗
DOE OSTI2020

Stochastically Realized Observables for Excitonic Molecular Aggregates

In this work, we show that a stochastic approach enables calculations of the optical properties of large 2-dimensional and nanotubular excitonic molecular aggregates. Previous studies of such systems relied on numerically diagonalizing the dense and disordered Frenkel Hamiltonian, which scales approximately as $\mathcal{O}$($N$ 3 ) for $N$ dye molecules. Our approach scales much more efficiently as $\mathcal{O}$($N$ log($N$)), enabling quick study of systems with a million of coupled molecules on the micrometer size scale. We calculate several important experimental observables, including the optical absorption spectrum and density of states, and develop a stochastic formalism for the participation ratio. Quantitative agreement with traditional matrix diagonalization methods is demonstrated for both small- and intermediate-size systems. The stochastic methodology enables the study of the effects of spatial-correlation in site energies on the optical signatures of large 2D aggregates. Our results demonstrate that stochastic methods present a path forward for screening structural parameters and validating experiments and theoretical predictions in large excitonic aggregates.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Multistage Stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty

The uncertainties resulting from the escalating penetration of renewable energy resources pose severe challenges to the efficient operation of modern power systems. Hydroelectricity is characterized by its flexibility, controllability, and reliability, and thus becomes one of the most ideal energy resources to hedge against such uncertainties. This paper studies the mid-term integrated generation and maintenance scheduling of a cascaded hydroelectric system (CHS) consisting of multiple cascaded reservoirs and hydroelectric units. To precisely describe the mid-term water regulation policies, the hydraulic coupling relationship and water-energy nexus of CHS are incorporated into the proposed optimization model. The uncertainties of natural water inflow and the power outputs of wind/solar energy generation are taken into consideration and captured via a stochastic process modeled by a scenario tree. A multistage stochastic optimization (MSO) approach is developed to coordinate the complementary operations of multiple energy resources, by optimizing the mid-term water resource management, generation scheduling, and maintenance scheduling of CHS. The proposed MSO model is formulated as a large-scale mixed-integer linear program that presents significant computational intractability. To address this issue, a tailored Benders decomposition algorithm is developed. Two real-world case studies are conducted to demonstrate the capability and characteristics of the proposed model and algorithm. The computational results show that the proposed MSO model can exploit the flexibility of hydroelectricity to efficiently respond to variable wind and solar power, and reserve water resources for the generation in peak months to reduce the consumption of fossil fuel. Furthermore, the proposed solution approach also exhibits promising computational efficiency when handling large-scale models.

13 HYDRO ENERGY↗
DOE OSTI2024

Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty

Microgrids are an increasingly popular solution to provide energy resilience in response to increasing grid dependency and the growing impacts of climate change on grid operations. However, existing microgrid models do not currently consider the uncertain and long-term impacts of climate change when determining a set of design and operational decisions to minimize long-term costs or meet a resilience threshold. In this paper, we develop a novel scenario generation method that accounts for the uncertain effects of (i) climate change on variable renewable energy availability, (ii) extreme heat events on site load, and (iii) population and electrification trends on load growth. Additionally, we develop a two-stage stochastic programming extension of an existing microgrid design and dispatch optimization model to obtain uncertainty-informed and climate-resilient energy system decisions that minimizes long-term costs. Use of sample average approximation to validate our two case studies illustrates that the proposed methodology produces high-quality solutions that add resilience to systems with existing backup generation while reducing expected long-term costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗