Results for “stochastic analysis” — Page 14

DOE OSTI2021

Hybrid Simulation Framework

HYBRID is a modeling toolset to assess the economic viability of Nuclear-Renewable Integrated Energy Systems (N-R IES). The frameworks enabling this toolset are INL’s RAVEN, its CashFlow plugin and the Modelica language. The toolset includes sample RAVEN workflows performing economic assessments. These workflows consist of: generation of stochastic time series and application of probabilistic analysis and optimization algorithms (RAVEN); a library of Modelica models representing the physical behavior of N-R IES; and the CashFlow plugin mapping physical performance to economic performance. The toolset allows assembling existing and new models such as nuclear reactors, renewable energy sources, energy storage, gas turbines, industrial processes, etc. into an N-R IES. The toolset workflows evaluate the dynamics of the N-R IES responding to stochastic conditions (electricity demand, price, etc.) and optimize the dispatch economics as well as N-R IES capacity planning.

Epiney, Aaron↗

DOE OSTI2022

Detecting hidden transient events in noisy nonlinear time-series

The information impulse function (IIF), running Variance, and local Hölder Exponent are three conceptually different time-series evaluation techniques. These techniques examine time-series for local changes in information content, statistical variation, and point-wise smoothness, respectively. Using simulated data emulating a randomly excited nonlinear dynamical system, this study interrogates the utility of each method to correctly differentiate a transient event from the background while simultaneously locating it in time. Computational experiments are designed and conducted to evaluate the efficacy of each technique by varying pulse size, time location, and noise level in time-series. Our findings reveal that, in most cases, the first instance of a transient event is more easily observed with the information-based approach of IIF than with the Variance and local Hölder Exponent methods. While our study highlights the unique strengths of each technique, the results suggest that very robust and reliable event detection for nonlinear systems producing noisy time-series data can be obtained by incorporating the IIF into the analysis.

42 ENGINEERING↗

DOE OSTI2024

Unveiling mesoscopic structures in distorted lamellar phases through deep learning-based small angle neutron scattering analysis

Hypothesis: The formation of distorted lamellar phases, distinguished by their arrangement of crumpled, stacked layers, is frequently accompanied by the disruption of long-range order, leading to the formation of interconnected network structures commonly observed in the sponge phase. Nevertheless, traditional scattering functions grounded in deterministic modeling fall short of fully representing these intricate structural characteristics. Our hypothesis posits that a deep learning method, in conjunction with the generalized leveled wave approach used for describing structural features of distorted lamellar phases, can quantitatively unveil the inherent spatial correlations within these phases. Experiments and Simulations: This report outlines a novel strategy that integrates convolutional neural networks and variational autoencoders, supported by stochastically generated density fluctuations, into a regression analysis framework for extracting structural features of distorted lamellar phases from small angle neutron scattering data. To evaluate the efficacy of our proposed approach, we conducted computational accuracy assessments and applied it to the analysis of experimentally measured small angle neutron scattering spectra of AOT surfactant solutions, a frequently studied lamellar system. Findings: The findings unambiguously demonstrate that deep learning provides a dependable and quantitative approach for investigating the morphology of wide variations of distorted lamellar phases. It is adaptable for deciphering structures from the lamellar to sponge phase including intermediate structures exhibiting fused topological features. In conclusion, this research highlights the effectiveness of deep learning methods in tackling complex issues in the field of soft matter structural analysis and beyond.

36 MATERIALS SCIENCE↗

NASA NTRS1992

Stochastic sensitivity measure for mistuned high-performance turbines

A stochastic measure of sensitivity is developed in order to predict the effects of small random blade mistuning on the dynamic aeroelastic response of turbomachinery blade assemblies. This sensitivity measure is based solely on the nominal system design (i.e., on tuned system information), which makes it extremely easy and inexpensive to calculate. The measure has the potential to become a valuable design tool that will enable designers to evaluate mistuning effects at a preliminary design stage and thus assess the need for a full mistuned rotor analysis. The predictive capability of the sensitivity measure is illustrated by examining the effects of mistuning on the aeroelastic modes of the first stage of the oxidizer turbopump in the Space Shuttle Main Engine. Results from a full analysis mistuned systems confirm that the simple stochastic sensitivity measure predicts consistently the drastic changes due to misturning and the localization of aeroelastic vibration to a few blades.

Murthy, Durbha V.↗

DOE OSTI2024

Uncertainty Quantification and Sensitivity Analysis of Non-Nuclear Advanced Controls Testbed Reactor Mockup

The research presented in this report describes our progress in applying stochastic methods and uncertainty quantification, parametric study, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated with Griffin, with the goal of developing a reduced order (surrogate) model which can be rapidly sampled while perturbing multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums, which are controlled by a hybrid proportional, integral and derivative (PID) controller, actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time and $\beta$ from a transient Griffin simulation executed with the improved quasi-static method to provide the kinetic parameters) as inputs to functions which control the CD rotation angle. Using a number of stochastic method approaches, we developed a dual purpose training-surrogate model of the NTP system using polynomial regression. The trained model can be rapidly sampled while simultaneously perturbing various input parameters of the model, such as coefficients on the PID control, or temperature (directly affect the neutron cross section). The surrogate model delivers accurate results orders-of-magnitude faster (minutes, not days) than the base model. Once the base model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs and their effect on the output. For example, coefficients used in the PID control system may vary due to some physical interference, or there may be uncertainty in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters and operational boundaries can be determined. The goal of this work is to support development of an advanced control system to operate CDs in a functioning NTP system.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

NASA NTRS2018

Structural Certification of Human-Rated Inflatable Space Structures

This paper details the results of an initial study to develop a certification plan for human-rated inflatable space structures, including guidelines for qualification testing. Habitable softgoods inflatables are multi-layered shell structures that use high-strength webbing, cordage and broadcloth fabric to carry the skin loads of a variety of volumetric shapes and structural architectures. The primary objectives of this study are to define the key parameters that affect these structures and propose a statistically robust approach to defining safety and knockdown factors based on test and analysis. Current NASA standards for habitable inflatable space structures use a factor of safety of 4, which was inherited from airship design criteria. An updated approach to defining a design factor, taking into account material strength variability, load variability in the article, number of test samples, and damage and degradation effects is specified. Accurate analytical modeling of these structures is hindered by the difficulty of obtaining accurate and consistent material data due to load-history- dependent, nonlinear load versus strain behavior. A building block approach to certification is detailed that uses stochastic modeling and statistical test design and analysis to address the unique challenges these high-strength softgoods structures present. Human-rated inflatable modules are a transformative capability for launching much larger habitable volumes into space than is possible with rigid shell structures. This research aims to provide the framework for certifying these structures for future human space exploration missions.

Jones, Thomas C.↗

DOE OSTI2020

Contributions to Lignomics: Stochastic Generation of Oligomeric Lignin Structures for Interpretation of MALDI–FT‐ICR‐MS Results

The lack of standards to identify oligomeric molecules is a challenge for the analysis of complex organic mixtures. High-resolution mass spectrometry—specifically, Fourier-transform ion cyclotron resonance mass spectrometry (FT-ICR MS)—offers new opportunities for analysis of oligomers with the assignment of formulae (C x H y O z ) to detected peaks. However, matching a specific structure to a given formula remains a challenge due to the inability of FT-ICR MS to distinguish between isomers. Additional separation techniques and other analyses (e.g., NMR spectroscopy) coupled with comparison of results to those from pure compounds is one route for assignment of MS peaks. Unfortunately, this strategy may be impractical for complete analysis of complex, heterogeneous samples. In this study we use computational stochastic generation of lignin oligomers to generate a molecular library for supporting the assignment of potential candidate structures to compounds detected during FT-ICR MS analysis. Furthermore, this approach may also be feasible for other macromolecules beyond lignin.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1989

Probability of failure and risk assessment of propulsion structural components

The probabilistic structural analysis method (PSAM) was developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as the Space Shuttle Main Engine turbopump blades. Risk is calculated after expensive service experience. However, probabilistic structural analysis provides a rational alternative method to quantify uncertainties in the structural performance and durability. NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a probabilistic structural analysis computer code which integrates finite element methods and reliability algorithms, capable to predicting the probability distributions of structural response variables such as stress, displacement, natural frequencies, and buckling loads. This computer code is detailed.

Shiao, Michael C.↗

NASA NTRS2002

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Naguib, A.↗

DOE OSTI2022

Evolving Metrics for Resource Adequacy Assessment

Resource adequacy analysis quantifies the likelihood of capacity shortfall on a power system in a probabilistic manner. Using a combination of statistical techniques and power system fundamentals, the analysis typically evaluates hundreds or thousands of stochastic random samples (replications) of varying load, generator outages, variable renewable energy availability, and other aspects of power system uncertainty. In this range of uncertainty, there are - at times - periods where the power system's available resources are insufficient to meet system demand, referred to as a shortfall event. Today's power systems' rapidly evolving generation mix is changing the types of data needed by system planners and regulators, which can often render traditional resource adequacy metrics insufficient for ensuring resource adequacy for tomorrow's grid. In this paper we provide a critical assessment of traditional measures of shortfall risk in power systems, discussing their shortcomings and how they compare to metrics used in other domains. From this analysis we propose four steps forward for improving power system resource adequacy risk metrics in the future.

ENERGY PLANNING, POLICY, AND ECONOMY,POWER TRANSMI↗

DOE OSTI2023

Beyond Expected Values Evolving Metrics for Resource Adequacy Assessment

Resource adequacy analysis quantifies the likelihood of capacity shortfall on a power system in a probabilistic manner. Using a combination of statistical techniques and power system fundamentals, the analysis typically evaluates hundreds or thousands of stochastic random samples (replications) of varying load, generator outages, variable renewable energy availability, and other aspects of power system uncertainty. In this range of uncertainty, there are - at times - periods where the power system's available resources are insufficient to meet system demand, referred to as a shortfall event. Today's power systems' rapidly evolving generation mix is changing the types of data needed by system planners and regulators, which can often render traditional resource adequacy metrics insufficient for ensuring resource adequacy for tomorrow's grid. In this paper we provide a critical assessment of traditional measures of shortfall risk in power systems, discussing their shortcomings and how they compare to metrics used in other domains. From this analysis we propose four steps forward for improving power system resource adequacy risk metrics in the future.

ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2026

Stochastic Thermo-Hydro Modeling and Neural Network Surrogate Development for Thermal Resource Assessment of the Galleries-to-Calories Geobattery

The Galleries-to-Calories Geobattery concept explores the use of abandoned coal mine workings for large-scale thermal energy transport and storage. The system involves injecting waste heat from a supercomputing facility into flooded mine galleries, where groundwater flow can store and transport thermal energy for potential recovery in downgradient district heating and cooling applications. To evaluate the feasibility and performance of the Geobattery under geological and operational uncertainty, we developed a suite of stochastic thermo-hydrological (TH) simulations using Monte Carlo sampling of key uncertain parameters (e.g., permeability, porosity, thermal conductivity, specific heat capacity) and operating conditions (e.g., injection rate, injection temperature). Results identified injection rate and temperature as the most influential parameters governing thermal front propagation, while the geometry of the room-and-pillar structure played a critical role in directing the extent and orientation of thermal advancement. Optimal combinations of material properties for maximizing heat recovery were also determined. To address the high computational cost of coupled-process stochastic modeling, we trained a neural network surrogate model on 24,000 physics-based realizations, achieving an R² > 0.99 and MAE < 0.1 for temperature predictions at monitoring locations. This surrogate enabled an additional 100,000 realizations for global sensitivity analysis and probabilistic thermal resource assessment. The integrated stochastic physics–surrogate modeling framework offers a computationally efficient tool for quantifying uncertainty, identifying key drivers, and informing early-stage design decisions for Geobattery systems.

15 - GEOTHERMAL ENERGY↗

DOE OSTI2025

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems↗

NASA NTRS1994

A stochastic precipitation disaggregation scheme for GCM applications

In the surface hydrologic parameterization of general circulation models (GCMs), it is commonly assumed that the precipitation processes are homogeneous over a GCM grid square and that the precipitation intensity is uniformly distributed. Based on evidence that the spatial distribution of precipitation within a GCM grid square is crucial for the land surface hydrology parameterization, a few researchers have explored the impacts of assuming that the precipitation is exponentially distributed. This paper explores the suitability of the aforementioned assumptions. First, a statistical analysis is conducted of historical precipitation data for three GCM grids in different regions of the United States. The analysis suggests that neither the uniform nor the exponential distribution assumption may be suitable at the GCM grid scale and, that instead, the spatial variability in precipitation is characterized by statistical patterns that are inhomogeneous. These patterns vary from grid to grid and are induced by the interaction between atmospheric conditions and various land surface characteristics, such as topographical features, surface properties, etc. Within the same grid square, however, the statistical patterns are generally constant from year to year. Based on this analysis, a computationally viable (i.e., usable with GCMs) stochastic precipitation disaggregation scheme that utilizes these stable statistical patterns is proposed. The method was used to generate spatially distributed hourly rainfall for a summer season in the southwestern region of the continental United States. Analysis of the results shows that the methodology preserves the seasonal characteristics of spatial variability in precipitation that is observed in the long-term historical data.

Gao, Xiaogang↗

NASA NTRSDate not supplied

Supportability Concepts for Crewed Deep Space Exploration

Supportability—defined as the set of system characteristics that influence the logistics and support required to enable safe and effective operations—will be a much larger driver of mass, risk, and crew time for future human space exploration due to the more challenging mission context. For Mars, systems must operate in a logistically isolated environment for much longer durations than previous missions, which results in a higher probability of system failure and therefore an increased need for maintenance or contingency options. Mars missions also lack access to quick aborts, which increases the consequences of an unrecoverable system failure. Together, this higher likelihood and consequence of failure results in an increase in supportability-related risk. Supportability analysis is an important part of systems development that helps designers better understand the impacts of system and mission decisions on risk, mass, and crew time. The real-world processes that drive maintenance requirements and other supportability-related characteristics are probabilistic, and therefore they require different conceptual approaches and models than are used for more deterministic aspects of space systems. This paper provides an overview of supportability analysis, addresses key concepts, and provides examples of how supportability analysis can be incorporated into system development. Specifically, system supportability involves stochastic processes, and therefore must be evaluated using probabilistic models. These models can be used to perform sensitivity analysis even if system characteristics are not yet fully defined. Failure rates cannot be measured directly, but tests provide valuable data that can help refine those estimates. Human spaceflight architectures are complex, and exhibit coupled behavior that should be examined with integrated systems analysis that includes an assessment of supportability.

Supportability↗

NASA NTRSDate not supplied

Supportability Concepts for Crewed Deep Space Exploration

Supportability—defined as the set of system characteristics that influence the logistics and support required to enable safe and effective operations—will be a much larger driver of mass, risk, and crew time for future human space exploration due to the more challenging mission context. For Mars, systems must operate in a logistically isolated environment for much longer durations than previous missions, which results in a higher probability of system failure and therefore an increased need for maintenance or contingency options. Mars missions also lack access to quick aborts, which increases the consequences of an unrecoverable system failure. Together, this higher likelihood and consequence of failure results in an increase in supportability-related risk. Supportability analysis is an important part of systems development that helps designers better understand the impacts of system and mission decisions on risk, mass, and crew time. The real-world processes that drive maintenance requirements and other supportability-related characteristics are probabilistic, and therefore they require different conceptual approaches and models than are used for more deterministic aspects of space systems. This paper provides an overview of supportability analysis, addresses key concepts, and provides examples of how supportability analysis can be incorporated into system development. Specifically, system supportability involves stochastic processes, and therefore must be evaluated using probabilistic models. These models can be used to perform sensitivity analysis even if system characteristics are not yet fully defined. Failure rates cannot be measured directly, but tests provide valuable data that can help refine those estimates. Human spaceflight architectures are complex, and exhibit coupled behavior that should be examined with integrated systems analysis that includes an assessment of supportability.

Supportability↗

DOE OSTI2021

A Data-Driven Global Sensitivity Analysis Framework for Three-Phase Distribution System with PVs

Global sensitivity analysis (GSA) of distribution systems with respect to stochastic PV and load variations plays an important role in designing optimal voltage control schemes. This paper proposes a data-driven framework for GSA of distribution systems. In particular, two representative surrogate modeling-based approaches are developed, including the traditional Gaussian process-based and the analysis of variance (ANOVA) kernel ones. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol indices can be conveniently calculated through either the sampling-based method or the analytical method to assess the global sensitivity of voltage to variations of PV and load power injections. The sampling-based method approximates the Sobol indices using Monte Carlo simulations while the analytical method calculates them by resorting to the ANOVA expansion framework. Comparison results with other model-based GSA methods on the unbalanced three-phase IEEE 37-bus and 123-bus distribution systems show that the proposed framework can achieve much higher computational efficiency with negligible loss of accuracy. The results on a real 240-node distribution system using actual smart meter data further validate the feasibility and scalability of the proposed framework.

14 SOLAR ENERGY↗

NASA NTRS1972

On the determination of optimal costly measurement strategies for linear stochastic systems.

This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.

Athans, M.↗