Improving accuracy of stochastic collocation in ODE/PDE systems via data-driven factorization of the model dynamics
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Abstract not provided.
Here, this paper presents the first attempt to address the uncertainty in zone temperature prediction with stochastic optimization. The uncertain zone temperature is a process uncertainty and has not been considered in the existing stochastic optimization for building control. To fill this gap, we proposed a novel formulation of stochastic optimization to handle process uncertainty in building control. Specifically, we first examined the accuracy of a typical linear model for predicting zone temperature. We then formulated the scheduling of the building cooling system as a stochastic optimization problem over a 24-hour look-ahead period to minimize the electricity cost of the studied building cooling system. After that, we applied the proposed stochastic load scheduling (SLS) to a direct expansion (DX) cooling system that serves a medium office building. Through simulation with a detailed building energy simulation software, EnergyPlus, we evaluated the operational cost and the thermal comfort compared with a deterministic load scheduling. The operation cost of scheduling was found to vary with the level of zone temperature prediction uncertainty. The proposed SLS can mitigate the impacts of uncertain zone temperature predictions on both operational cost and thermal comfort. The evaluation results indicate that the proposed SLS works better when the uncertainty level is more significant.
Identification of finite memory, time discrete linear systems by Kiefer-Wolfowitz stochastic approximation procedures, presenting two algorithms for sequential identification
Cosmic ray intensity short term stochastic variations in solar system related to turbulent solar wind day-to-day variations
A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.
With the rising demand for intense particles beams, much research is being conducted in the area of particle beam cooling. One of these methods, called Stochastic Cooling (SC) (developed at CERN in the 1970's), delivered a feedback method to improve the quality and lifetime of circulating proton beams by reducing their 6D phase-space and has been widely implemented in a number of hadron machines. However, traditional stochastic cooling schemes are limited by the bandwidth of microwave frequency systems. Optical Stochastic Cooling (OSC) is a promising extension of the stochastic cooling beam cooling technique. OSC instead uses optical wavelengths which allows for improved control and increased cooling but creates its own technical challenges. This lays out work conducted toward the experimental demonstration of OSC at Fermilab's Integrable Optics Test Accelerator (IOTA) storage ring. This includes the design and characterization of parts of the optical delay system, the development and validation of a high-fidelity computational model of the OSC process, and the investigations into possible applications of the OSC mechanism to advanced beam manipulations.
A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.
An intermediate model was used to represent the probabilistic nature of a total system at a level which is higher than the base model and thus closer to the performance variable. A class of intermediate models, which are generally referred to as functionals of a Markov process, were considered. A closed form solution of performability for the case where performance is identified with the minimum value of a functional was developed.
This study describes a method for controlling the production of protein in individual cells using stochastic models of gene expression. By combining modern microscopy platforms with optogenetic gene expression, experimentalists are able to accurately apply light to individual cells, which can induce protein production. Here we use a finite state projection based stochastic model of gene expression, along with Bayesian state estimation to control protein copy numbers within individual cells. We compare this method to previous methods that use population based approaches. We also demonstrate the ability of this control strategy to ameliorate discrepancies between the predictions of a deterministic model and stochastic switching system.
One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.
We present a scalable unsupervised learning-based method for obtaining explicit control policies for model predictive control problems for stochastic linear systems with additive uncertainties subject to nonlinear chance constraints. We call the proposed method stochastic parametric differentiable predictive control (SP-DPC), which extends the recently proposed deterministic DPC policy optimization algorithm. We formulate the SP-DPC as a deterministic approximation to the stochastic parametric constrained optimal control problem via independent sampling of the problem's parameters and uncertainties. This formulation allows us to directly compute the policy gradients via automatic differentiation of the problem's value function, evaluated over sampled parameters and uncertainties. In particular, the computed expectation of the problem's value function is backpropagated through the finite-time closed-loop system rollouts parametrized by a known nominal system dynamics model and neural control policy. We also provide theoretical probabilistic guarantees on closed-loop stability and chance constraints satisfaction for systems controlled by learned neural policies. We demonstrate the computational efficiency and scalability of the proposed policy optimization algorithm in three numerical examples, including systems with a large number of states or subject to nonlinear constraints.
Change in cost function due to change in feedback gain calculated. Algorithm for feedback control systems considers stochastic, infinite-time, discrete-output-feedback problem for time-invariant linear systems. Optimal-output-feedback problem formulates modern control-law-design problem in which only selected number of plant-state variables used.
As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.
Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). Our previous work has shown the advantageous effects of VSR in a balance task of standing on an unstable surface. This technique to improve detection of vestibular signals uses a stimulus delivery system that is wearable or portable and provides imperceptibly low levels of white noise-based binaural bipolar electrical stimulation of the vestibular system. The goal of this project is to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection. A series of experiments were carried out to determine a robust paradigm to identify a vestibular threshold that can then be used to recommend optimal stimulation levels for SR training applications customized to each crewmember. Customizing stimulus intensity can maximize treatment effects. The amplitude of stimulation to be used in the VSR application has varied across studies in the literature such as 60% of nociceptive stimulus thresholds. We compared subjects' perceptual threshold with that obtained from two measures of body sway. Each test session was 463s long and consisted of several 15s sinusoidal stimuli, at different current amplitudes (0-2 mA), interspersed with 20-20.5s periods of no stimulation. Subjects sat on a chair with their eyes closed and had to report their perception of motion through a joystick. A force plate underneath the chair recorded medio-lateral shear forces and roll moments. First we determined the percent time during stimulation periods for which perception of motion (activity above a pre-defined threshold) was reported using the joystick, and body sway (two standard deviation of the noise level in the baseline measurement) was detected by the sensors. The percentage time at each stimulation level for motion detection was normalized with respect to the largest value and a logistic regression curve fit was applied to these data. The threshold was defined at the 50% probability of motion detection. Comparison of threshold of motion detection obtained from joystick data versus body sway suggests that perceptual thresholds were significantly lower, and were not impacted by system noise. Further, in order to determine optimal stimulation amplitude to improve balance, two sets of experiments were carried out. In the first set of experiments, all subjects received the same level of stimuli and the intensity of optimal performance was projected back on subjects' vestibular threshold curve. In the second set of experiments, on different subjects, stimulation was administered from 20-400% of subjects' vestibular threshold obtained from joystick data. Preliminary results of our study show that, in general, using stimulation amplitudes at 40-60% of perceptual motion threshold improved balance performance significantly compared to control (no stimulation). The amplitude of vestibular stimulation that improved balance function was predominantly in the range of +/- 100 to +/- 400 micro A. We hypothesize that VSR stimulation will act synergistically with sensorimotor adaptability (SA) training to improve adaptability by increasing utilization of vestibular information and therefore will help us to optimize and personalize a SA countermeasure prescription. This combination will help to significantly reduce the number of days required to recover functional performance to preflight levels after long-duration spaceflight.
Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). Our previous work has shown the advantageous effects of VSR in a balance task of standing on an unstable surface [1]. This technique to improve detection of vestibular signals uses a stimulus delivery system that provides imperceptibly low levels of white noise-based binaural bipolar electrical stimulation of the vestibular system. The goal of this project is to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection. A series of experiments were carried out to determine a robust paradigm to identify a vestibular threshold that can then be used to recommend optimal stimulation levels for sensorimotor adaptability (SA) training applications customized to each crewmember. The amplitude of stimulation to be used in the VSR application has varied across studies in the literature such as 60% of nociceptive stimulus thresholds [2]. We compared subjects' perceptual threshold with that obtained from two measures of body sway. Each test session was 463s long and consisted of several 15s long sinusoidal stimuli, at different current amplitudes (0-2 mA), interspersed with 20-20.5s periods of no stimulation. Subjects sat on a chair with their eyes closed and had to report their perception of motion through a joystick. A force plate underneath the chair recorded medio-lateral shear forces and roll moments. Comparison of threshold of motion detection obtained from joystick data versus body sway suggests that perceptual thresholds were significantly lower. In the balance task, subjects stood on an unstable surface and had to maintain balance, and the stimulation was administered from 20-400% of subjects' vestibular threshold. Optimal stimulation amplitude was determined at which the balance performance was best compared to control (no stimulation). Preliminary results show that, in general, using stimulation amplitudes at 40-60% of perceptual motion threshold significantly improved the balance performance. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increasing utilization of vestibular information and therefore will help us to optimize and personalize a SA countermeasure prescription. This combination may help to significantly reduce the number of days required to recover functional performance to preflight levels after long-duration spaceflight.