Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic modelling”

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 271 records · Page 15

A comprehensive review of nonlinear oscillators in hydrokinetic energy harnessing using flow-induced vibrations

A comprehensive review of hydrokinetic energy converters based on alternating lift technology (ALT) is provided. Emphasis is on nonlinear oscillators based on Flow Induced Vibration (FIV) or Oscillation (FIO). Due to strong coupling in Fluid-Structure Interaction (FSI), and in order to maximize the hydrokinetic harnessed energy, design of nonlinear oscillators and analysis by model tests or computational fluid dynamics dominates this area. Research confirmed that the nonlinear oscillator can harvest energy from a stochastic excitation modeled by a generic wide spectrum, and overcome the most severe oscillator limitations: specifically, the need for continuous frequency tuning due to the narrow bandwidth response, and low efficiency outside the narrow bandwidth oscillator response. This review covers the following aspects of nonlinear oscillators in ALT converters: (1) Geometric changes in oscillator cross-section; e.g., circular, square, rectangular, or trilateral shapes. (2) Passive turbulence control of FIV/FIO. (3) Position based nonlinear stiffness. (4) Multi-cylinder synergistic FIV/FIO. (5) Mechanically linked oscillators. (6) Velocity-based, nonlinear, adaptive harnessing damping.

42 ENGINEERING↗

Statistical analysis of magnetic divertor configuration influence on H-mode transitions

DIII-D plasmas are compared for two upper divertor configurations: with the outer strike point on the small angle slot (SAS) divertor target and with the outer strike point on the horizontal divertor target (HT). Scanning the vertical distance between the magnetic null point and the divertor target over a range 0.10–0.16 m is shown to increase the threshold power, $P_\mathrm{th}$, and edge plasma power, $P_\mathrm{Loss},$ for the low-to-high confinement (L–H) and H–L transitions respectively, by up to a factor of 1.4. The X-point height scans were performed at three L-mode core plasma line average electron densities, $\bar{n}_\mathrm{e} = $ 1.2, 2.2 and 3.6 $\times 10^{19}\,\mathrm{m}^{-3}$, to investigate the density dependence of divertor magnetic configuration influence on $P_\mathrm{th}$. The X-point height, $Z_\textrm{x-pt}$, was further extended across the range 0.16–0.22 m with the more open HT divertor configuration, for which a clear decrease in $P_\mathrm{th}$ with increasing $Z_\textrm{x-pt}$ is observed. The dependence of $P_\textrm{th}$ on divertor magnetic geometry is further investigated using a time-dependent probability density function (PDF) model and information geometry to elucidate the roles played by pedestal plasma turbulence and perpendicular velocity flows. The degree of stochasticity of the plasma turbulence is observed to be sensitive to the plasma heating rate. The calculated square of the information rate shows changes in the relative density fluctuations and perpendicular velocity PDFs begin 2–5 ms prior to the L–H transition for three plasmas; providing a crucial measurement of the dynamic timescale of external transport barrier formation. Additionally, both information length and rate provide potential predictors of the L–H transition for these plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The role of memory in non-genetic inheritance and its impact on cancer treatment resistance

Intra-tumour heterogeneity is a leading cause of treatment failure and disease progression in cancer. While genetic mutations have long been accepted as a primary mechanism of generating this heterogeneity, the role of phenotypic plasticity is becoming increasingly apparent as a driver of intra-tumour heterogeneity. Consequently, understanding the role of this plasticity in treatment resistance and failure is a key component of improving cancer therapy. We develop a mathematical model of stochastic phenotype switching that tracks the evolution of drug-sensitive and drug-tolerant subpopulations to clarify the role of phenotype switching on population growth rates and tumour persistence. By including cytotoxic therapy in the model, we show that, depending on the strategy of the drug-tolerant subpopulation, stochastic phenotype switching can lead to either transient or permanent drug resistance. We study the role of phenotypic heterogeneity in a drug-resistant, genetically homogeneous population of non-small cell lung cancer cells to derive a rational treatment schedule that drives population extinction and avoids competitive release of the drug-tolerant sub-population. This model-informed therapeutic schedule results in increased treatment efficacy when compared against periodic therapy, and, most importantly, sustained tumour decay without the development of resistance.

60 APPLIED LIFE SCIENCES↗

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↗

Topology, criticality, and dynamically generated qubits in a stochastic measurement-only Kitaev model

Here we consider a paradigmatic solvable model of topological order in two dimensions, Kitaev's honeycomb Hamiltonian, and turn it into a measurement-only dynamics consisting of stochastic measurements of two-qubit bond operators. We find an entanglement phase diagram that resembles that of the Hamiltonian problem in some ways, while being qualitatively different in others. When one type of bond is dominantly measured, we find area-law entangled phases that protect two topological qubits (on a torus) for a time exponential in system size. This generalizes the recently proposed idea of Floquet codes, where logical qubits are dynamically generated by a time-periodic measurement schedule, to a stochastic setting. When all types of bonds are measured with comparable frequency, we find a critical phase with a logarithmic violation of the area law, which sharply distinguishes it from its Hamiltonian counterpart. The critical phase has the same set of topological qubits, as diagnosed by the tripartite mutual information, but protects them only for a time polynomial in system size. Furthermore, we observe an unusual behavior for the dynamical purification of mixed states, characterized at late times by the dynamical exponent z = $\frac{1}{2}$ a superballistic dynamics made possible by measurements.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Thermal Shape Stability of fcc Metal Nanocrystals Synthesized with Faceted Nonequilibrium Shapes

Highly refined capabilities of the shape-controlled solution-phase synthesis of metal nanocrystals (NCs) allow the generation of NCs with faceted nonequilibrium shapes, which optimize properties for target applications such as catalysis and plasmonics. Often, for such applications and also for TEM analysis, the NCs are removed from the solution-phase environment. We explore the postsynthesis evolution of these metastable NCs in a high-vacuum TEM environment. Specifically, here we analyze their reshaping toward the equilibrium Wulff shapes mediated by surface diffusion, where such reshaping degrades the above-mentioned optimized properties. Typical sizes for these NCs range from 5 to 30 nm or 10 3 –10 6 atoms, and reshaping often occurs on the time scale of minutes for temperatures around, say, 400 °C. We discuss the development of predictive stochastic atomistic-level models for NC evolution with a realistic description of surface diffusion. These models, in contrast to Molecular Dynamics, can naturally address the relevant time and length scales for these systems. KMC simulation results for the stochastic models are described, focusing on the reshaping of slightly elongated nanorods and of mildly truncated octahedra and nanocubes. In addition, we review appropriate theoretical formulations for reshaping, which involves the nucleation and growth on 2D islands or layers on outer facets of the NC. We note the limitations of classical nucleation theory in some scenarios and demonstrate the successes of a more fundamental and general master equation-based analysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Assessing mechanisms for microbial taxa and community dynamics using process models

Disentangling the assembly mechanisms controlling community composition, structure, distribution, functions, and dynamics is a central issue in ecology. Although various approaches have been proposed to examine community assembly mechanisms, quantitative characterization is challenging, particularly in microbial ecology. Here, we present a novel approach for quantitatively delineating community assembly mechanisms by combining the consumer–resource model with a neutral model in stochastic differential equations. Using time-series data from anaerobic bioreactors that target microbial 16S rRNA genes, we tested the applicability of three ecological models: the consumer–resource model, the neutral model, and the combined model. Our results revealed that model performances varied substantially as a function of population abundance and/or process conditions. The combined model performed best for abundant taxa in the treatment bioreactors where process conditions were manipulated. In contrast, the neutral model showed the best performance for rare taxa. Our analysis further indicated that immigration rates decreased with taxa abundance and competitions between taxa were strongly correlated with phylogeny, but within a certain phylogenetic distance only. The determinism underlying taxa and community dynamics were quantitatively assessed, showing greater determinism in the treatment bioreactors that aligned with the subsequent abnormal system functioning. Given its mechanistic basis, the framework developed here is expected to be potentially applicable beyond microbial ecology.

59 BASIC BIOLOGICAL SCIENCES↗

Clumpy structures within the turbulent primordial cloud

ABSTRACT The primordial clouds in the mini-haloes hatch the first generation stars of the Universe, which play a crucial role in cosmic evolution. In this paper, we investigate how turbulence impacts the structure of primordial star-forming clouds. Previous cosmological simulations of the first star formation predicted a typical mass of around $\mathrm{ 100 \, M_\odot }$. This conflicts with recent observations of extremely metal-poor stars, suggesting a lower mass scale of about $\mathrm{25 \, M_\odot }$. The discrepancy may arise from unresolved turbulence in the star-forming cloud, driven by primordial gas accretion during mini-halo formation in the previous simulations. To quantitatively examine the turbulence effect on the primordial cloud formation, we employ the adaptive mesh refinement code Enzo to model the gas cloud with primordial composition, including artificially driven turbulence on the cloud scale and relevant gas physics. This artificially driven turbulence utilizes a stochastic forcing model to mimic the unresolved turbulence inside mini-haloes. Our results show that the turbulence with high Mach number and compressional mode effectively fragments the cloud into several clumps, each with dense cores of $\mathrm{22.7 - 174.9 \, M_\odot }$ that undergo Jeans instability to form stars. Fragmentation caused by intense and compressive turbulence prevents a runaway collapse of the cloud. The self-bound clumps with smaller masses in the turbulent primordial clouds suggest a possible pathway to decrease the theoretical mass scale of the first stars, further reconciling the mass discrepancy between simulations and observations.

Astronomy & Astrophysics↗

A Stochastic Multi-Criteria Decision-Making Algorithm for Dynamic Load Prioritization in Grid-Interactive Efficient Buildings

Increasing deployment of advanced sensing, controls, and communication infrastructure enables buildings to provide services to the power grid, leading to the concept of grid-interactive efficient buildings. Since occupant activities and preferences primarily drive the availability and operational flexibility of building devices, there is a critical need to develop occupant-centric approaches that prioritize devices for providing grid services, while maintaining the desired end-use quality of service. In this paper, we present a decision-making framework that facilitates a building owner/operator to effectively prioritize loads for curtailment service under uncertainties, while minimizing any adverse impact on the occupants. The proposed framework uses a stochastic (Markov) model to represent the probabilistic behavior of device usage from power consumption data, and a load prioritization algorithm that dynamically ranks building loads using a stochastic multi-criteria decision-making algorithm. The proposed load prioritization framework is illustrated via numerical simulations in a residential building use-case, including plug-loads, air-conditioners, and plug-in electric vehicle chargers, in the context of load curtailment as a grid service. Suitable metrics are proposed to evaluate the closed-loop performance of the proposed prioritization algorithm under various scenarios and design choices. Scalability of the proposed algorithm is established via computational analysis, while time-series plots are used for intuitive explanation of the ranking choices.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Fluctuating hydrodynamics and the Rayleigh–Plateau instability

The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.

97 MATHEMATICS AND COMPUTING↗

Multi-Stage Modeling With Recourse Decisions for Solving Stochastic Complementarity Problems With an Application in Energy

This paper presents a multi-stage model with recourse decisions for solving complementarity problems in a competitive electricity market under uncertainty, while also considering renewable energy technologies and battery storage utilization. The model is based on a Nash-Cournot formulation of imperfect competition among power producers. We analyze the value of variable renewable energy (VRE) and battery storage under different uncertainties, such as demand level and VRE availability. To illustrate the proposed model, we apply it to three- bus five-player model and analyze different cases varying costs, including a user-optimal perspective (with market power) and a system-optimal perspective (with central planning). We also consider the potential for congestion in the system by restricting the transmission capacity between a single interface that connects two buses. Our findings show that increasing the battery storage capacity results in a decrease in the need for perfect information about future uncertainties. Additionally, as the model allows for more uncertainty, it becomes more apparent that the stochastic mixed complementarity problem (MCP) has an advantage over a deterministic equivalent. We propose the use of the Value of the Stochastic Equilibrium Solution (VSES) as a quality metric to compare the stochastic MCP with its deterministic equivalent. Overall, expanding battery storage capacity can lower the maximum, mean, and variance values of delivered prices, but there are diminishing returns to this approach.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Data-Driven Methodology for Contextual Unit Commitment Using Regression Residuals

Day after day, system operators are faced with the challenge of taking unit commitment (UC) decisions under uncertain net load conditions. The standard operating procedure for taking UC decisions begins by leveraging auxiliary data on covariates (such as the day of the week or latest weather information) to generate a point prediction for net load, which is used in solving a deterministic UC problem. Such an approach, however, is known to deliver a notoriously poor out-of-sample (OOS) performance, as it completely disregards the stochastic nature of net load. While stochastic programming models explicitly represent uncertainty, they mostly do so using a generic set of scenarios that neglect covariate observations, squandering useful auxiliary data that could be harnessed to glean insights into uncertainty. In this article, we discuss a contextual stochastic optimization approach to UC, which effectively exploits covariate observations while explicitly assessing uncertainty so as to boost the OOS performance of UC decisions. The key thrust of our approach is to leverage regression models, along with their empirical residuals, to set up and solve sample average approximation problems. Not only do we prove that our approach satisfies the requisite conditions for asymptotic optimality and consistency laid out in (Kannan et al., 2022), but we also assess its performance on several case studies conducted using real-world data collected in California ISO and New York ISO grids. In conclusion, results show that the proposed approach can significantly improve OOS performance compared to alternative methods proposed in the literature under varying dataset sizes.

Yurdakul, Ogun↗

Implementation of Stochastic Gradient Descent in an Automated Glow Peak Identification Software for Multiple Thermoluminescent Dosimeter Types

A glow-curve analysis code was previously developed in C++ to analyze thermoluminescent dosimeter glow curves using automated peak detection while applying a first-order kinetics model. A newer version of this code was implemented to improve the automated peak detection and curve fitting models. The Stochastic Gradient Descent Algorithm was introduced to replace the prior approach of taking first and second-order derivatives for peak detection. Additionally, early stopping mechanisms were invoked to improve the previously used Levenberg-Marquardt Algorithm employed for curve fitting. The two software versions were compared through glow curve analysis of different thermoluminescent dosimeter materials and calculation of the corresponding figures of merit. Altogether improvements were shown, namely an increase in the number of peaks detected and a reduction of the mean figure of merit by approximately 46%.

137Cs↗

Multi-Period Active Distribution Network Planning Using Multi-Stage Stochastic Programming and Nested Decomposition by SDDIP

This paper presents a multi-period active distribution network planning (ADNP) with distributed generation (DG). The objective of the proposed ADNP is to minimize the total planning cost, subject to both investment and operation constraints. The paper proposes a multi-stage stochastic optimization model to address DG uncertainties over several periods, in which the decisions are made sequentially by only using the present-stage information. A nested decomposition method is proposed which applies the stochastic dual dynamic integer programming (SDDIP) method to address computational intractabilities of the proposed ADNP approach. The presented numerical results and discussions on a 33-bus distribution system and a large-scale 906-bus system verify the effectiveness of the proposed ADNP method and its solution method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

The effects of earth model uncertainty on the inversion of seismic data for seismic source functions

SUMMARY We use Monte Carlo simulations to explore the effects of earth model uncertainty on the estimation of the seismic source time functions that correspond to the six independent components of the point source seismic moment tensor. Specifically, we invert synthetic data using Green’s functions estimated from a suite of earth models that contain stochastic density and seismic wave-speed heterogeneities. We find that the primary effect of earth model uncertainty on the data is that the amplitude of the first-arriving seismic energy is reduced, and that this amplitude reduction is proportional to the magnitude of the stochastic heterogeneities. Also, we find that the amplitude of the estimated seismic source functions can be under- or overestimated, depending on the stochastic earth model used to create the data. This effect is totally unpredictable, meaning that uncertainty in the earth model can lead to unpredictable biases in the amplitude of the estimated seismic source functions.

58 GEOSCIENCES↗

Probabilistic Groundwater Modeling of the RDX Plume at Los Alamos National Laboratory to Support Risk Assessment - 20359

A plume of the contaminant hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) with concentrations greater than the New Mexico tap water drinking standard (9.66 ppb) is present in the regional aquifer near the southwestern boundary of Los Alamos National Laboratory (LANL). A risk assessment is performed for exposure to regional aquifer groundwater, with long-term predictions of RDX concentrations provided by a calibrated, probabilistic, numerical fate and transport model. The structure of the model is hierarchical, with the RDX Regional Aquifer (RA) groundwater model acting as the primary tool for analysis of downgradient RDX concentrations. The RA model is deeply informed by the conceptual site model (CSM) and is calibrated using site RDX concentration data and hydraulic head measurements, along with other analyses. The model is calibrated using data through December 2019. Where data are scarce other lines of evidence are used to inform inputs, including the multiphase RDX Vadose Zone (VZ) model and Pipe and Disk analytical screening tool. Model inputs are described with informative prior distributions using a robust approach to development that incorporates all available lines of evidence for every parameter used as an input to the RA model. Calibration is performed using a classical nonlinear optimization routine, which is then used to initialize a Bayesian calibration. The Bayesian calibration constrains the uncertainty in the classical calibration, ultimately providing posterior distributions for all model parameters. The challenges of the calibration include high-dimensional parameter space, including spatially heterogeneous hydraulic conductivities, comparatively sparse data, and low RDX concentrations. Posterior parameter distributions developed in the calibration process are then used for stochastic predictive model runs into the future. The result of the forward runs is spatially and temporally explicit estimates of head and concentration with uncertainty at all points in space and time. The probabilistic modeling approach presented here includes innovative computational and statistical methods that leverage high-performance computing (HPC) resources. It makes use of prior modeling work performed at the chromium plume site in the central LANL area, with extensive updates. The risk assessment will ultimately be used to support decision-making at the site, using multiple appropriately weighted sources of information, as well as uncertainty, sensitivity, and value-of-information analyses. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Optimization models for integrated biorefinery operations

Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs. Uncertainty of biomass supply and high processing costs increase the risk of investing in the US’s cellulosic biofuel industry. We propose a stochastic programming model to streamline processes within a biorefinery. A chance constraint models system’s reliability requirement that the reactor is operating at a high utilization rate given uncertain biomass moisture content, particle size distribution, and equipment failure. The model identifies operating conditions of equipment and inventory level to maintain a continuous flow of biomass to the reactor. Furthermore, the sample average approximation method approximates the chance constraint and a bisection search-based heuristic solves this approximation. A case study is developed using real-life data collected at Idaho National Laboratory’s biomass processing facility. An extensive computational analysis indicates that sequencing of biomass bales based on moisture level, increasing storage capacity, and managing particle size distribution, increases utilization of the reactor and reduces operational costs.

09 BIOMASS FUELS↗