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At least 235 records · Page 13

A REDUCED ORDER MODELING APPROACH TO PROBABILISTIC CREEP-DAMAGE PREDICTIONS IN FINITE ELEMENT ANALYSIS

This paper introduces a computationally efficient Reduced Order Modeling (ROM) approach for the probabilistic prediction of creep-damage failure. Component-level probabilistic simulations are needed to assess the reliability and safety of high-temperature components. Full-scale probabilistic creep-damage modeling in finite element (FE) approach is computationally expensive requiring many hundreds of simulations to replicate the uncertainty of component failure. To that end, ROM is proposed to minimize the elevated computational cost while controlling the loss of accuracy. It is proposed that full-scale probabilistic simulations can be completed in 1D at a reduced cost, the extremum conditions extracted, and those conditions applied for lower-cost 2D/3D probabilistic simulations of components that capture the mean and uncertainty of failure. The probabilistic Sine-hyperbolic (Sinh) model is selected which in previous work was calibrated to alloy 304 stainless steel. The Sinh model includes probability density functions (pdfs) for test condition (stress and temperature), initial damage (i.e. microstructure), and material properties uncertainty. The Sinh model is programmed into ANSYS finite element software using the USERCREEP.F material subroutine. First, the Sinh model and FE code are subject to verification and validation to ensure the accuracy of the simulations. Numerous Monte Carlo simulations are executed in a 1D model to generate probabilistic creep deformation, damage, and rupture data. This data is analyzed and the probabilistic parameters corresponding to extreme creep response are extracted. The ROM concept is applied where only the extreme conditions are applied in the 2D probabilistic prediction of a component. The probabilistic predictions between the 1D and 2D geometry is compared to assess ROM for creep. The accuracy of the probabilistic prediction employing the ROM approach will potentially reduce the time and cost of simulating complex engineering systems. Future studies will introduce multi-stage Sinh, stochasticity, and spatial uncertainty for improved prediction.

36 MATERIALS SCIENCE↗

Low-Earth Orbit Trajectory Optimization in the Presence of Atmospheric Uncertainty

The previous 20 to 25 years have seen a tremendous increase in space exploration, and with that an increase in the level of logistics planning needed to ensure mission success. For spacecraft that are designed to be periodically re-supplied, a key logistics consumable is propellant, as it constitutes the greatest up-mass on re-supply vehicles. A trajectory design strategy is therefore desired that minimizes propellant usage in order to ease the demand for propellant re-supply missions. This thesis develops such a strategy in three stages, and uses the International Space Station (ISS) as its testbed, as no other LEO spacecraft is more challenging from a space logistics standpoint. First, the ISS trajectory planning problem is formulated as a constrained burn optimization problem assuming a deterministic atmosphere. The cost function is total ∆v, with constraints imposed on longitude of ascending viii node (LAN) and semi-major axis (SMA) altitude. Analytic derivatives are constructed for both the cost and constraints, which are necessary given the 6-week to 2-year time frames being considered. A gradient-based optimizer is then utilized to find locally-optimal solutions to real-world ISS trajectory planning problems. Second, atmospheric uncertainty is addressed by constructing a probabilistic model of space weather data using Gaussian Processes (GPs). Bayesian inference is performed using the GP model to generate mean and covariance estimates for space weather predictions, whose pedigree is assessed against test data. The predictions are then mapped into atmospheric density via the analytic Jacchia-Roberts density model, and the effect of space weather uncertainty on orbital lifetime is examined. Third, an ISS burn execution uncertainty model is developed. This model, along with the space weather uncertainty model, are deployed in a linear covariance analysis to ascertain their combined effect on LAN and SMA altitude dispersions. The deterministic constraints from the original problem are re-formulated as stochastic constraints, where now the constraint uncertainty interval is required to fall within specified bounds. An updated optimization framework is constructed using the original ∆v cost function along with the stochastic constraints to solve the trajectory optimization problem under atmospheric uncertainty. Finally, the complete architecture is summarized for deployment in an operational setting.

Trajectory Optimization↗

A review on the integration of probabilistic solar forecasting in power systems

As one of the fastest growing renewable energy sources, the integration of solar power poses great challenges to power systems due to its variable and uncertain nature. As an effective approach to promote the integration of solar power in power systems, the value of probabilistic forecasts is being increasingly recognized in the recent decade. While the current use of probabilistic forecasts in power systems is limited, enormous amount of research has been conducted to promote the adoption of probabilistic forecasts and many methods have been proposed. This paper gives a comprehensive review on how probabilistic solar forecasts are utilized in power systems to address the challenges. Potential methods to deal with uncertainties in power systems are summarized, such as probabilistic load flow models, stochastic optimization, robust optimization, and chance constraints. Additionally, specific areas where these methods can be applied are discussed and state-of-the-art studies are summarized.

14 SOLAR ENERGY↗

Evidential Deep Learning: Enhancing Predictive Uncertainty Estimation for Earth System Science Applications

Abstract Robust quantification of predictive uncertainty is a critical addition needed for machine learning applied to weather and climate problems to improve the understanding of what is driving prediction sensitivity. Ensembles of machine learning models provide predictive uncertainty estimates in a conceptually simple way but require multiple models for training and prediction, increasing computational cost and latency. Parametric deep learning can estimate uncertainty with one model by predicting the parameters of a probability distribution but does not account for epistemic uncertainty. Evidential deep learning, a technique that extends parametric deep learning to higher-order distributions, can account for both aleatoric and epistemic uncertainties with one model. This study compares the uncertainty derived from evidential neural networks to that obtained from ensembles. Through applications of the classification of winter precipitation type and regression of surface-layer fluxes, we show evidential deep learning models attaining predictive accuracy rivaling standard methods while robustly quantifying both sources of uncertainty. We evaluate the uncertainty in terms of how well the predictions are calibrated and how well the uncertainty correlates with prediction error. Analyses of uncertainty in the context of the inputs reveal sensitivities to underlying meteorological processes, facilitating interpretation of the models. The conceptual simplicity, interpretability, and computational efficiency of evidential neural networks make them highly extensible, offering a promising approach for reliable and practical uncertainty quantification in Earth system science modeling. To encourage broader adoption of evidential deep learning, we have developed a new Python package, Machine Integration and Learning for Earth Systems (MILES) group Generalized Uncertainty for Earth System Science (GUESS) (MILES-GUESS) ( https://github.com/ai2es/miles-guess ), that enables users to train and evaluate both evidential and ensemble deep learning. Significance Statement This study demonstrates a new technique, evidential deep learning, for robust and computationally efficient uncertainty quantification in modeling the Earth system. The method integrates probabilistic principles into deep neural networks, enabling the estimation of both aleatoric uncertainty from noisy data and epistemic uncertainty from model limitations using a single model. Our analyses reveal how decomposing these uncertainties provides valuable insights into reliability, accuracy, and model shortcomings. We show that the approach can rival standard methods in classification and regression tasks within atmospheric science while offering practical advantages such as computational efficiency. With further advances, evidential networks have the potential to enhance risk assessment and decision-making across meteorology by improving uncertainty quantification, a longstanding challenge. This work establishes a strong foundation and motivation for the broader adoption of evidential learning, where properly quantifying uncertainties is critical yet lacking.

Schreck, John S.↗

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Holland, Frederic A., Jr.↗

Matilda v1.0: An R package for probabilistic climate projections using a reduced complexity climate model

A primary advantage to using reduced complexity climate models (RCMs) has been their ability to quickly conduct probabilistic climate projections, a key component of uncertainty quantification in many impact studies and multisector systems. Providing frameworks for such analyses has been a target of several RCMs used in studies of the future co-evolution of the human and Earth systems. In this paper, we present Matilda, an open-science R software package that facilitates probabilistic climate projection analysis, implemented here using the Hector simple climate model in a seamless and easily applied framework. The primary goal of Matilda is to provide the user with a turn-key method to build parameter sets from literature-based prior distributions, run Hector iteratively to produce perturbed parameter ensembles (PPEs), weight ensembles for realism against observed historical climate data, and compute probabilistic projections for different climate variables. This workflow gives the user the ability to explore viable parameter space and propagate uncertainty to model ensembles with just a few lines of code. The package provides significant freedom to select different scoring criteria and algorithms to weight ensemble members, as well as the flexibility to implement custom criteria. Additionally, the architecture of the package simplifies the process of building and analyzing PPEs without requiring significant programming expertise, to accommodate diverse use cases. We present a case study that provides illustrative results of a probabilistic analysis of mean global surface temperature as an example of the software application.

54 ENVIRONMENTAL SCIENCES↗

Challenges in quantifying unparameterized spatial uncertainties in deep geologic repositories for nuclear waste

Spatially heterogeneous uncertainties are prevalent in geophysical modeling applications, such as probabilistic post-closure performance assessment (PA) of deep geologic repositories for nuclear waste. Such uncertainties are often highly influential to model outputs, so it is desirable to identify the most important mechanisms by which they influence model predictions. However, these uncertainties are often unparameterized in the sense that there is no set of parameters that can be specified to yield a particular realization of the uncertainty. Additionally, the uncertainty is not intrinsically endowed with a parameterization that captures a realization’s mechanistic influence on model outputs. Therefore, in this work we present a novel methodology to develop and assess a set of proxy variables that aim to represent this influence. We show how they can be computed, downselected, and incorporated into the construction of statistical surrogate models mapping model inputs to outputs. We present our methodology in the context of a motivating application problem in deep geologic repository PA and discuss the challenges in capturing the effects of these spatial heterogeneities in uncertainty analyses.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Incorporating the Impacts of Climate Change on Hydrology in a Performance Assessment Model - 20403

The evidence of climate change is increasingly well-documented and impacts should be incorporated in performance assessment studies. The current climate literature provides both observational evidence and climate model projections of climate trends and/or climate change in the late 20. and early 21. centuries for North America and the northeast United States. Probabilistic modeling is a core requirement for quantifying uncertainty and evaluating its impacts. Not evaluating future climate states in a performance assessment because of the existence of uncertainty is contradictory to good modeling practices - the most uncertain issues and parameters require the most attention in effective probabilistic modeling. Excluding climate change limits development of modeling information that could aid in effective decision making. In this work we develop methods to use the output from hydrologic models and analysis of historical aerial imagery to quantify and implement the impacts of climate change on hydrologic processes at a nuclear waste site in West Valley, New York. Specifically, we used the HELP (Hydraulic Performance of Landfill Performance) model to characterize key hydrologic processes under both current and future climate conditions to assess the impacts of changing climate on hydrology. A suite of previous climatic models were reviewed and synthesized to produce a cohesive representation of the current state of knowledge of the impact of climate change on important model inputs such as precipitation. Output from the HELP simulations was coupled to the GoldSim model that was used to develop the Probabilistic Performance Assessment (PPA) approach through the application of a novel 'nearest neighbor' technique. First, several thousand realizations were generated from the HELP model using a Latin Hypercube experimental design to ensure adequate coverage of the parameter space of explanatory variables used to drive HELP. For example, porosity is a physical parameter that is used as an input to both HELP and the GoldSim PA model. We then ran sensitivity analysis (SA) algorithms on the output of HELP for each of the responses of interest. For each predictor, each time we build an SA model we get a different value for the sensitivity index (SI). From the collection of all the SA models, the average was computed among all of the SIs to represent the predictor within the context of the nearest neighbor approach. That is, we conduct SA on each HELP outcome for each scenario. This gives us parameter sensitivity indices for the outcomes. We average the parameter sensitivity indices across the outcomes to get the average SI for a scenario. For each realization that is generated from the Goldsim PA model, Goldsim generates random values for physical/empirical parameters that HELP uses as well. For each vector of physical/empirical parameters that Goldsim generates, the vector from the 5,000 HELP runs that is most 'similar' to the Goldsim vector is computed using the nearest neighbor approach. In this context 'similar' means minimization of the SA-weighted sum of the absolute differences among the 5,000 values computed for this statistic, where each value corresponds to a different HELP realization. In order to account for the impacts of climate change, this process was repeated using the spatially downscaled future climate projections. For each of the key parameters of interest, it was assumed that a linear change depicted the relationship between the values for the present day and those for 2100. In this way, the climatically-driven changes in key parameters used to inform the GoldSim model are quantified and incorporated into the PA model output for the future. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Probabilistic Finite Element: Variational Theory

The goal of this research is to provide techniques which are cost-effective and enable the engineer to evaluate the effect of uncertainties in complex finite element models. Embedding the probabilistic aspects in a variational formulation is a natural approach. In addition, a variational approach to probabilistic finite elements enables it to be incorporated within standard finite element methodologies. Therefore, once the procedures are developed, they can easily be adapted to existing general purpose programs. Furthermore, the variational basis for these methods enables them to be adapted to a wide variety of structural elements and to provide a consistent basis for incorporating probabilistic features in many aspects of the structural problem. Tasks concluded include the theoretical development of probabilistic variational equations for structural dynamics, the development of efficient numerical algorithms for probabilistic sensitivity displacement and stress analysis, and integration of methodologies into a pilot computer code.

Belytschko, T.↗

System Level Uncertainty Assessment for Collaborative RLV Design

A collaborative design process utilizing Probabilistic Data Assessment (PDA) is showcased. Given the limitation of financial resources by both the government and industry, strategic decision makers need more than just traditional point designs, they need to be aware of the likelihood of these future designs to meet their objectives. This uncertainty, an ever-present character in the design process, can be embraced through a probabilistic design environment. A conceptual design process is presented that encapsulates the major engineering disciplines for a Third Generation Reusable Launch Vehicle (RLV). Toolsets consist of aerospace industry standard tools in disciplines such as trajectory, propulsion, mass properties, cost, operations, safety, and economics. Variations of the design process are presented that use different fidelities of tools. The disciplinary engineering models are used in a collaborative engineering framework utilizing Phoenix Integration's ModelCenter and AnalysisServer environment. These tools allow the designer to join disparate models and simulations together in a unified environment wherein each discipline can interact with any other discipline. The design process also uses probabilistic methods to generate the system level output metrics of interest for a RLV conceptual design. The specific system being examined is the Advanced Concept Rocket Engine 92 (ACRE-92) RLV. Previous experience and knowledge (in terms of input uncertainty distributions from experts and modeling and simulation codes) can be coupled with Monte Carlo processes to best predict the chances of program success.

Charania, A. C.↗

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↗

Assessing Photovoltaic Capacity Factor Variability Using Long-Term Satellite Derived Solar Resource Data Under Brazilian Climate

Accurate estimation of photovoltaic (PV) energy yield and its variability is essential for reducing financial risk and supporting reliable system planning for rapidly expanding PV markets. In Brazil, high solar adoption and increasing levels of distributed energy resources are beginning to introduce operational challenges such as curtailment and evolving grid requirements. Understanding how natural variability in solar resource propagates into PV system performance is therefore increasingly important for both project design and grid integration. Modern PV yield assessments commonly rely on multi-year meteorological datasets and probabilistic exceedance metrics (e.g., P50/P90) to quantify energy yield uncertainty for project financing. However, the implications of long-term solar resource variability for PV system design choices and high-adoption grid conditions remain less well characterized for rapidly expanding markets such as Brazil. In particular, understanding how weather-driven variability propagates into PV production distributions and capacity factor expectations is important for evaluating curtailment exposure, deployment strategies, and storage requirements in regions experiencing rapid growth of distributed and utility-scale PV. Seasonal and interannual variability in atmospheric conditions can produce substantial fluctuations in monthly PV energy production, which propagate into uncertainty in annual energy yield and capacity factor expectations. Characterizing this variability using long-term meteorological datasets allows probabilistic estimation of PV system performance and provides improved insight into the range of expected PV energy outcomes. This study explores the use of long-term satellite-derived meteorological data from the National Solar Radiation Database (NSRDB) to evaluate the variability of photovoltaic system performance across multiple locations in Brazil. Using a 27-year dataset (1998-2024), PV system simulations are performed to characterize the distribution of annual and seasonal capacity factors and energy yield outcomes, while propagating key sources of meteorological variability and model uncertainty through the PV modeling chain. The analysis also investigates the sensitivity of PV performance outcomes to key system design assumptions within the PV modeling chain, including tracking configuration and system sizing parameters. The resulting probabilistic performance characterization provides insight into how weather-driven variability influences PV production expectations and capacity factor distributions. These results provide a foundation for evaluating how weather-driven variability interacts with high PV adoption and potential storage or curtailment mitigation strategies.

14 SOLAR ENERGY↗

Bridging Empirical and Physical Approaches for Landslide Monitoring and Early Warning

Rainfall-triggered landslides typically occur and are evaluated at local scales, using slope-stability models to calculate coincident changes in driving and resisting forces at the hillslope level in order to anticipate slope failures. Over larger areas, detailed high resolution landslide modeling is often infeasible due to difficulties in quantifying the complex interaction between rainfall infiltration and surface materials as well as the dearth of available in situ soil and rainfall estimates and accurate landslide validation data. This presentation will discuss how satellite precipitation and surface information can be applied within a landslide hazard assessment framework to improve landslide monitoring and early warning by considering two disparate approaches to landslide hazard assessment: an empirical landslide forecasting algorithm and a physical slope-stability model. The goal of this research is to advance near real-time landslide hazard assessment and early warning at larger spatial scales. This is done by employing high resolution surface and precipitation information within a probabilistic framework to provide more physically-based grounding to empirical landslide triggering thresholds. The empirical landslide forecasting tool, running in near real-time at http://trmm.nasa.gov, considers potential landslide activity at the global scale and relies on Tropical Rainfall Measuring Mission (TRMM) precipitation data and surface products to provide a near real-time picture of where landslides may be triggered. The physical approach considers how rainfall infiltration on a hillslope affects the in situ hydro-mechanical processes that may lead to slope failure. Evaluation of these empirical and physical approaches are performed within the Land Information System (LIS), a high performance land surface model processing and data assimilation system developed within the Hydrological Sciences Branch at NASA's Goddard Space Flight Center. LIS provides the capabilities to quantify uncertainty from model inputs and calculate probabilistic estimates for slope failures. Results indicate that remote sensing data can provide many of the spatiotemporal requirements for accurate landslide monitoring and early warning; however, higher resolution precipitation inputs will help to better identify small-scale precipitation forcings that contribute to significant landslide triggering. Future missions, such as the Global Precipitation Measurement (GPM) mission will provide more frequent and extensive estimates of precipitation at the global scale, which will serve as key inputs to significantly advance the accuracy of landslide hazard assessment, particularly over larger spatial scales.

Kirschbaum, Dalia↗

Overview of the SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division Activities and Technical Projects

The SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division activities include identification and fulfillment of joint industry, government, and academia needs for development and implementation of RMSL technologies. Four Projects in the Probabilistic Methods area and two in the area of RMSL have been identified. These are: (1) Evaluation of Probabilistic Technology - progress has been made toward the selection of probabilistic application cases. Future effort will focus on assessment of multiple probabilistic softwares in solving selected engineering problems using probabilistic methods. Relevance to Industry & Government - Case studies of typical problems encountering uncertainties, results of solutions to these problems run by different codes, and recommendations on which code is applicable for what problems; (2) Probabilistic Input Preparation - progress has been made in identifying problem cases such as those with no data, little data and sufficient data. Future effort will focus on developing guidelines for preparing input for probabilistic analysis, especially with no or little data. Relevance to Industry & Government - Too often, we get bogged down thinking we need a lot of data before we can quantify uncertainties. Not True. There are ways to do credible probabilistic analysis with little data; (3) Probabilistic Reliability - probabilistic reliability literature search has been completed along with what differentiates it from statistical reliability. Work on computation of reliability based on quantification of uncertainties in primitive variables is in progress. Relevance to Industry & Government - Correct reliability computations both at the component and system level are needed so one can design an item based on its expected usage and life span; (4) Real World Applications of Probabilistic Methods (PM) - A draft of volume 1 comprising aerospace applications has been released. Volume 2, a compilation of real world applications of probabilistic methods with essential information demonstrating application type and timehost savings by the use of probabilistic methods for generic applications is in progress. Relevance to Industry & Government - Too often, we say, 'The Proof is in the Pudding'. With help from many contributors, we hope to produce such a document. Problem is - not too many people are coming forward due to proprietary nature. So, we are asking to document only minimum information including problem description, what method used, did it result in any savings, and how much?; (5) Software Reliability - software reliability concept, program, implementation, guidelines, and standards are being documented. Relevance to Industry & Government - software reliability is a complex issue that must be understood & addressed in all facets of business in industry, government, and other institutions. We address issues, concepts, ways to implement solutions, and guidelines for maximizing software reliability; (6) Maintainability Standards - maintainability/serviceability industry standard/guidelines and industry best practices and methodologies used in performing maintainability/ serviceability tasks are being documented. Relevance to Industry & Government - Any industry or government process, project, and/or tool must be maintained and serviced to realize the life and performance it was designed for. We address issues and develop guidelines for optimum performance & life.

Singhal, Surendra N.↗

Lila: Optimal Dispatching in Probabilistic Temporal Networks using Monte Carlo Tree Search

Executing a Probabilistic Simple Temporal Network (PSTN) amounts at scheduling, i.e. \textit{dispatch}, a set of events under time uncertainty. This constitutes a NP-hard online optimization problem. The right execution time must be dynamically assigned to each event of the PSTN such that the temporal constraints are met, whereas activity durations are progressively observed as the execution unfolds. We propose a dispatching algorithm based on Monte Carlo Tree Search, called Lila, with the following characteristics: (i) it is an anytime algorithm, both offline and online, proven asymptotically optimal; (ii) it returns the current probability of success, either before or at any moment during operations; (iii) it handles any possible continuous or discrete, even non-parametric, probability distributions, as well as inter-dependencies between random variables, exogenous and endogenous uncertainty; and (iv) can be easily extended to handle probabilistic external events, PSTNs with resources, PSTNs with cutoff times and precondition chains, etc. Lila is universal in the sense that it can handle any dispatching protocol, simply by specifying it to the algorithm. It has the unlimited flexibility offered by the simulation paradigm, whilst it asymptotically converges to optimal decisions and/or robustness approximations.

Chien, Steve A.↗

A Multi-Stage Stochastic Risk Assessment With Markovian Representation of Renewable Power

Probabilistic forecasts provide a distribution of possible outputs and so can capture the uncertainty and variability of Variable Renewable Energy (VRE). However, taking advantage of uncertainty information has practical challenges that make it difficult to integrate probabilistic forecasting into control room decision-making. This paper proposes a novel use-case for probabilistic forecasts by incorporating them into the hour-ahead operations for situational awareness via a risk-averse multi-stage stochastic program. We employ a Markovian representation of the probabilistic forecasts that enables the formulation of the multi-stage problem and avoids a scenario generation phase. We test the model on a realistically sized system to assess risk and showcase the capability of using probabilistic renewable forecast as input to produce probabilistic output forecasts of future system states. The results show that the model can capture time consistency in the reserves and Area Control Error (ACE) forecast. The solution times are adequate for risk profiling in hour-ahead timescales.

forecasting↗

A Generalized Copula-Polynomial Chaos Expansion for Probabilistic Power Flow Considering Nonlinear Correlations of PV Injections

This paper develops a generalized Copula-polynomial chaos expansion (PCE) framework for power system probabilistic power flow that can handle both linear and nonlinear correlations of uncertain power injections, such as wind and PVs. A data-driven Copula statistical model is used to capture the correlations of uncertain power injections. This allows us to resort to the Rosenblatt transformation to transform correlated variables into independent ones while preserving the dependence structure. This paves the way of leveraging the PCE for surrogate modeling and uncertainty quantification of power flow results, i.e., achieving the probabilistic distributions of power flows. Simulations carried out on the IEEE 57-bus system show that the proposed framework can get much more accurate results than other alternatives with different linear and nonlinear power injection correlations.

copula↗

Identifying Bayesian optimal experiments for uncertain biochemical pathway models

Abstract Pharmacodynamic (PD) models are mathematical models of cellular reaction networks that include drug mechanisms of action. These models are useful for studying predictive therapeutic outcomes of novel drug therapies in silico. However, PD models are known to possess significant uncertainty with respect to constituent parameter data, leading to uncertainty in the model predictions. Furthermore, experimental data to calibrate these models is often limited or unavailable for novel pathways. In this study, we present a Bayesian optimal experimental design approach for improving PD model prediction accuracy. We then apply our method using simulated experimental data to account for uncertainty in hypothetical laboratory measurements. This leads to a probabilistic prediction of drug performance and a quantitative measure of which prospective laboratory experiment will optimally reduce prediction uncertainty in the PD model. The methods proposed here provide a way forward for uncertainty quantification and guided experimental design for models of novel biological pathways.

97 MATHEMATICS AND COMPUTING↗