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Probabilistic Design and Analysis Framework

PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.

Strack, William C.↗

Three-dimensional microstructure-explicit and void-explicit mesoscale simulations of detonation of HMX at millimeter sample size scale

Fully three-dimensional (3D) microstructure-explicit and void-explicit mesoscale simulations of the shock-to-detonation (SDT) process of pressed granular HMX (octahydro-1,3,5,7-tetranitro-1,3,5,7-tetrazocine) are performed. The overall size scale of the models is up to 3 × 3 × 15 mm3, with ∼30 000 grains and 206 265 voids. The models account for the heterogeneous material microstructure, constituent distribution, constituent morphology, and voids. Loading conditions considered involve piston velocities in the range of 600–1200 m/s or pressures in the range of 4–8 GPa. The focus is on analyzing the SDT process and the effects of microstructure and voids on the run-to-detonation distance (RDD). Companion two-dimensional (2D) simulations are also carried out to assess the differences between 2D and 3D. Statistically equivalent microstructure sample sets (SEMSSs) are generated and used for both 2D and 3D, allowing the prediction of the statistical and probabilistic Pop plots (PPs). The predictions are in general agreement with trends in available experimental data in the literature. It is found that both the microstructure (heterogeneous grain size, morphology, and size distribution) and voids significantly affect the RDD and the PPs. These effects are systematically delineated and quantified via the use of SEMSSs with different combinations of attributes. A recently developed probabilistic formulation for the PPs is used to characterize the results, allowing uncertainties in the relations between the shock pressure and RDD arising from material heterogeneities to be quantified. The probabilistic formulation is further used to quantify the confidence levels in the ranked order of influences of different combinations of microstructure and voids on the PPs.

Miller, Christopher (ORCID:0000000206844381)↗

How Can Probabilistic Solar Power Forecasts Be Used to Lower Costs and Improve Reliability in Power Spot Markets? A Review and Application to Flexiramp Requirements

Net load uncertainty in electricity spot markets is rapidly growing. There are five general approaches by which system operators and market participants can use probabilistic forecasts of wind, solar, and load to help manage this uncertainty. These include operator situation awareness, resource risk hedging, reserves procurement, definition of contingencies, and explicit stochastic optimization. We review these approaches, and then provide a case study in which a method for using probabilistic solar forecasts to define needs for reserves is developed and evaluated. The case study has three parts. First, we describe building blocks for enhancing the Watt-Sun solar forecasting system to produce probabilistic irradiance and power forecasts. Second, relationships between Watt-Sun forecasts for multiple sites in California and the system's need for flexible ramp capability (flexiramp) are defined by machine learning and statistical methods. Third, the performance of present methods to defining flexiramp requirements, which are not conditioned on weather and renewables forecasts, is compared with that of probabilistic solar forecast-based requirements, using a multi-timescale production costing model with an 1820-bus representation of the WECC power system. Significant potential savings in fuel and flexiramp procurement costs from using solar-informed reserve requirements are found.

14 SOLAR ENERGY↗

The WRF-Solar Ensemble Prediction System: Development, Test, and Validation

Providing reliable probabilistic solar radiation information is needed to improve management of the uncertainty and variability of solar generation. Thus, guidance on how to develop skillful and accurate ensemble forecasts is essential and it will ultimately contribute to integration of high amounts of solar energy on the grid. A team from the National Renewable Energy Laboratory and the National Center for Atmospheric Research had been collaborating to develop the WRF-Solar ensemble prediction system (WRF-Solar EPS) in the past three years to produce probabilistic solar irradiance forecasts and better predict solar energy by quantifying forecast uncertainty. The WRF-Solar EPS basically generates ensemble members for solar irradiance based on stochastic perturbations to provide intraday and day-ahead probabilistic forecasts. This study will present main research steps in developing the WRF-Solar EPS including: (a) tangent linear analysis for identifying key input variables of six WRF-Solar modules significantly related to predicting of cloud and solar irradiance, (b) combining stochastic perturbation technique with the WRF-Solar model, and (c) ensemble calibration method to decrease error and uncertainty of ensemble-based solar forecasts. The capability of WRF-Solar EPS is now updated to the most recent version of standard WRF model. This presentation will summarize comprehensive results from the evaluation of forecasts against the National Solar Radiation Data Base as well as ground-measured observations. Moreover, we will introduce the user's guide for WRF-Solar EPS (e.g., parameters to configure stochastic perturbations) and future extension of this research.

day-ahead forecast↗

LandScan mosaic enables high-resolution gridded population estimates with explicit uncertainty

Gridded population datasets represent high-resolution distributions of human occupancy, enabling informed decision-making across a broad range of fields. These data products are valuable for assessing environmental risk, urban development, disaster preparedness and resource allocation—areas where accurate population estimates directly enhance policy effectiveness and optimize resource distribution. Despite the importance of gridded population datasets, traditional population modeling approaches often overlook inherent uncertainties in the estimation process. This limitation can create a false sense of certainty in population estimates, potentially leading to flawed decisions by those who rely on the data. To address this methodological gap, we introduce a probabilistic machine learning modeling framework, LandScan Mosaic, that explicitly incorporates uncertainty into the population modeling process. Our approach systematically quantifies uncertainty in three key modeling parameters of the LandScan HD gridded population dataset: building use types, floor counts, and occupancy rates. By employing Monte Carlo simulations, we propagate these uncertainties through the modeling process, yielding probability distributions of population counts in place of deterministic point estimates. We demonstrate the practical application of this framework in Iloilo City, Philippines, using structured decision-making techniques and our probabilistic estimates to identify and prioritize areas most affected by projected flooding, supporting targeted interventions that address both economic and social risks. In doing so, we propose a population-specific approach for incorporating confidence into structured decision making processes. Through a comparative analysis with conventional deterministic approaches and point estimate approaches, including LandScan HD and WorldPop, we evaluate how the incorporation of machine learning and uncertainty influences decision rankings. This research advances population distribution modeling by offering a robust, quantitative approach that explicitly accounts for uncertainty in the underlying data, along with guidance for how users can apply uncertainty in their decision-making.

Environmental sciences↗

Interpretable Data-Driven Probabilistic Power System Load Margin Assessment with Uncertain Renewable Energy and Loads

The increasing uncertainties caused by the high-penetration of stochastic renewable generation resources poses a significant threat to the power system voltage stability. To address this issue, this paper proposes a probabilistic deep kernel learning enabled surrogate model to extract the hidden relationship between uncertain sources, i.e., wind power and loads, and load margin for probabilistic load margin assessment (PLMA). Unlike other deep learning approaches, a kernel SHAP provides the sensitivity analysis as well as interpretability of the inputs to outputs influences. This allows identifying the critical factors that affect load margin so that corrective control can be initiated for stability enhancement. Numerical results carried out on the IEEE 118-bus power system demonstrate the accuracy and efficiency of the proposed data-driven PLMA scheme.

deep kernel learning↗

A Double Bootstrap Approach to Superposed Epoch Analysis to Evaluate Response Uncertainty

The association between climate variability and episodic events, such as the antecedent moisture conditions prior to wildfire or the cooling following volcanic eruptions, is commonly assessed using Superposed Epoch Analysis (SEA). In SEA the epochal response is typically calculated as the average climate conditions prior to and following all event years or their deviation from climatology. However, the magnitude and significance of the inferred climate association may be sensitive to the selection or omission of individual key years, potentially resulting in a biased assessment of the relationship between these events and climate. Here we describe and test a modified double-bootstrap SEA that generates multiple unique draws of the key years and evaluates the sign, magnitude, and significance of event-climate relationships within a probabilistic framework. This multiple resampling helps quantify multiple uncertainties inherent in conventional applications of SEA within dendrochronology and paleoclimatology. We demonstrate our modified SEA by evaluating the volcanic cooling signal in a Northern Hemisphere tree-ring temperature reconstruction and the link between drought and wildfire events in the western United States. Finally, we make our Matlab and R code available to be adapted for future SEA applications.

Dendroclimatology↗

Tradeoff methods in multiobjective insensitive design of airplane control systems

The latest results of an ongoing study of computer-aided design of airplane control systems are given. Constrained minimization algorithms are used, with the design objectives in the constraint vector. The concept of Pareto optimiality is briefly reviewed. It is shown how an experienced designer can use it to find designs which are well-balanced in all objectives. Then the problem of finding designs which are insensitive to uncertainty in system parameters are discussed, introducing a probabilistic vector definition of sensitivity which is consistent with the deterministic Pareto optimal problem. Insensitivity is important in any practical design, but it is particularly important in the design of feedback control systems, since it is considered to be the most important distinctive property of feedback control. Methods of tradeoff between deterministic and stochastic-insensitive (SI) design are described, and tradeoff design results are presented for the example of the a Shuttle lateral stability augmentation system. This example is used because careful studies have been made of the uncertainty in Shuttle aerodynamics. Finally, since accurate statistics of uncertain parameters are usually not available, the effects of crude statistical models on SI designs are examined.

Schy, A. A.↗

A dendritic strontium river isoscape for fisheries applications in the Sacramento River basin, California, USA

Objective Understanding the origins and movements of fish is fundamental to effective conservation and fisheries management. Strontium isotope ratios ( 87 Sr/ 86 Sr) in otoliths provide a powerful tracer of natal origin and migratory pathways. However, existing 87 Sr/ 86 Sr isoscapes for the Sacramento River basin, an ecosystem that supports ecologically and economically important salmon populations, rely on discrete classification approaches that overlook unsampled habitats and do not incorporate spatial uncertainty. Our objective was to develop a continuous, network-explicit 87 Sr/ 86 Sr isoscape with quantified uncertainty to fill in data gaps and enable probabilistic assignments of fish origin and movement. Methods We used river water 87 Sr/ 86 Sr data from 106 sites (1997–2021) to develop spatial stream network models that use dendritic connectivity and watershed characteristics (lithology, bedrock age, and land cover) to predict river water 87 Sr/ 86 Sr throughout the basin. Models were fitted using maximum and restricted likelihood and were evaluated via Akaike’s information criterion and leave-one-out cross validation. We produced both historical (pre-dam) and present-day (below-dam) isoscapes, delineated uncertainty-informed isotopic ranges using k -means clustering, and applied a proof-of-concept Bayesian assignment to estimate natal origins and early rearing habitats for two endangered winter-run Chinook Salmon Oncorhynchus tshawytscha. Results Cross validation indicated strong performance of the 87 Sr/ 86 Sr model (leave-one-out cross validation: R 2 = 0.91; root mean square error = 0.0005). Uncertainty-informed clustering identified 19 isotopic “suites” (reaches with indistinguishable 87 Sr/ 86 Sr values) in present-day anadromous habitats and 25 suites in the historical network. Example natal and early rearing assignments included predictions that challenged expectations for juvenile salmon migration based on predicted river 87 Sr/ 86 Sr compositions. Conclusions This study developed a continuous, network-explicit 87 Sr/ 86 Sr isoscape that integrates existing river data to predict 87 Sr/ 86 Sr in unsampled reaches and the likely achievable range and resolution of otolith-based origin and life history inference. The resulting river isoscape provides a valuable tool to predict salmon movements and identify habitats supporting their survival and growth that otherwise might remain undetected. Coupling these predictions with complementary approaches that ground-truth juvenile presence (e.g., targeted fish surveys) represents an important step toward science-informed restoration and management of critical habitats throughout the Sacramento River basin.

Environmental sciences↗

Probabilistic Reasoning for Plan Robustness

A planning system must reason about the uncertainty of continuous variables in order to accurately project the possible system state over time. A method is devised for directly reasoning about the uncertainty in continuous activity duration and resource usage for planning problems. By representing random variables as parametric distributions, computing projected system state can be simplified in some cases. Common approximation and novel methods are compared for over-constrained and lightly constrained domains. The system compares a few common approximation methods for an iterative repair planner. Results show improvements in robustness over the conventional non-probabilistic representation by reducing the number of constraint violations witnessed by execution. The improvement is more significant for larger problems and problems with higher resource subscription levels but diminishes as the system is allowed to accept higher risk levels.

autonomous planning↗

Relative potentials of concentrating and two-axis tracking flat-plate photovoltaic arrays for central-station applications

The purpose of this study is to assess the relative economic potentials of concenrating and two-axis tracking flat-plate photovoltaic arrays for central-station applications in the mid-1990's. Specific objectives of this study are to provide information on concentrator photovoltaic collector probabilistic price and efficiency levels to illustrate critical areas of R&D for concentrator cells and collectors, and to compare concentrator and flat-plate PV price and efficiency alternatives for several locations, based on their implied costs of energy. To deal with the uncertainties surrounding research and development activities in general, a probabilistic assessment of commercially achievable concentrator photovoltaic collector efficiencies and prices (at the factory loading dock) is performed. The results of this projection of concentrator photovoltaic technology are then compared with a previous flat-plate module price analysis (performed early in 1983). To focus this analysis on specific collector alternatives and their implied energy costs for different locations, similar two-axis tracking designs are assumed for both concentrator and flat-plate options.

Borden, C. S.↗

A probabilistic design analysis approach for launch systems

This paper discusses a probabilistic design analysis (PDA) approach to support the conventional deterministic structural design methods that are currently used. The probabilistic approach takes into consideration the modeling inadequacies and uncertainties in many design variables such as loads, environments, and material properties. In addition to providing a systematic way for evaluating reliability, this approach provides a tool for comparing reliabilities of competing designs and identifies weak spots through sensitivity analysis. An overview of the probabilistic design approach is included to emphasize the importance of the approach in engineering design. An actual example is included to demonstrate that these approaches have been used with success. Different methodologies for implementing PDA are also discussed. Finally, recommendations for using PDA are provided.

Safie, Fayssal↗

Reliability and Confidence Interval Analysis of a CMC Turbine Stator Vane

High temperature ceramic matrix composites (CMC) are being explored as viable candidate materials for hot section gas turbine components. These advanced composites can potentially lead to reduced weight, enable higher operating temperatures requiring less cooling and thus leading to increased engine efficiencies. However, these materials are brittle and show degradation with time at high operating temperatures due to creep as well as cyclic mechanical and thermal loads. In addition, these materials are heterogeneous in their make-up and various factors affect their properties in a specific design environment. Most of these advanced composites involve two- and three-dimensional fiber architectures and require a complex multi-step high temperature processing. Since there are uncertainties associated with each of these in addition to the variability in the constituent material properties, the observed behavior of composite materials exhibits scatter. Traditional material failure analyses employing a deterministic approach, where failure is assumed to occur when some allowable stress level or equivalent stress is exceeded, are not adequate for brittle material component design. Such phenomenological failure theories are reasonably successful when applied to ductile materials such as metals. Analysis of failure in structural components is governed by the observed scatter in strength, stiffness and loading conditions. In such situations, statistical design approaches must be used. Accounting for these phenomena requires a change in philosophy on the design engineer s part that leads to a reduced focus on the use of safety factors in favor of reliability analyses. The reliability approach demands that the design engineer must tolerate a finite risk of unacceptable performance. This risk of unacceptable performance is identified as a component's probability of failure (or alternatively, component reliability). The primary concern of the engineer is minimizing this risk in an economical manner. The methods to accurately determine the service life of an engine component with associated variability have become increasingly difficult. This results, in part, from the complex missions which are now routinely considered during the design process. These missions include large variations of multi-axial stresses and temperatures experienced by critical engine parts. There is a need for a convenient design tool that can accommodate various loading conditions induced by engine operating environments, and material data with their associated uncertainties to estimate the minimum predicted life of a structural component. A probabilistic composite micromechanics technique in combination with woven composite micromechanics, structural analysis and Fast Probability Integration (FPI) techniques has been used to evaluate the maximum stress and its probabilistic distribution in a CMC turbine stator vane. Furthermore, input variables causing scatter are identified and ranked based upon their sensitivity magnitude. Since the measured data for the ceramic matrix composite properties is very limited, obtaining a probabilistic distribution with their corresponding parameters is difficult. In case of limited data, confidence bounds are essential to quantify the uncertainty associated with the distribution. Usually 90 and 95% confidence intervals are computed for material properties. Failure properties are then computed with the confidence bounds. Best estimates and the confidence bounds on the best estimate of the cumulative probability function for R-S (strength - stress) are plotted. The methodologies and the results from these analyses will be discussed in the presentation.

Murthy, Pappu L. N.↗

Using probabilistic solar power forecasts to inform flexible ramp product procurement for the California ISO

How can independent system operators (ISOs) take advantage of probabilistic solar forecasts to lower generation costs and improve reliability of power systems? We discuss one three-step approach for doing so, focusing on how such forecasts might help the California Independent System Operator (CAISO) prepare unexpected net load ramps, where net load equals gross demand minus wind and solar production. First, we enhance an existing solar forecasting system to provide well-calibrated hours-ahead probabilistic forecasts. We then relate the degree of uncertainty reflected in the forecasted prediction intervals (independent variables) to error distributions for net load ramp forecasts for the CAISO real-time market (dependent variable) using machine learning and quantile regression. Projected ramp forecast errors conditioned on solar uncertainty are translated into flexible ramp requirements that therefore reflect real-time meteorological and solar conditions, improving on typical ISO procedures. Detailed descriptions are provided on the quantile regression and kth-nearest neighbor categorization methods for accomplishing that translation. Finally, a multiple time-scale look-ahead market simulation model is applied to a 118-bus IEEE Reliability Test System, modified to represent the CAISO generation mix and demand distributions. The model runs quantify how solar-conditioned ramp requirements can, first, decrease operating costs by reducing requirements compared to often conservative unconditional methods and, second, decrease generation scarcity events and consequently improve reliability by increasing flexibility requirements at times when unconditional forecast-based requirements understate actual ramp uncertainty. Solar-conditioned ramp requirements are found to reduce generation operating costs by about 2% for the test system (which would be equivalent to over $\$100$ million per year for a CAISO-size system).

14 SOLAR ENERGY↗

Specifying design conservatism: Worst case versus probabilistic analysis

Design conservatism is the difference between specified and required performance, and is introduced when uncertainty is present. The classical approach of worst-case analysis for specifying design conservatism is presented, along with the modern approach of probabilistic analysis. The appropriate degree of design conservatism is a tradeoff between the required resources and the probability and consequences of a failure. A probabilistic analysis properly models this tradeoff, while a worst-case analysis reveals nothing about the probability of failure, and can significantly overstate the consequences of failure. Two aerospace examples will be presented that illustrate problems that can arise with a worst-case analysis.

Miles, Ralph F., Jr.↗

Achieving the End State for the Pahute Mesa Corrective Action Units at the Nevada National Security Site - 20355

Underground nuclear testing at the Nevada National Security Site (NNSS) ended in 1992. To address the impact of radionuclide contamination from underground nuclear testing on the groundwater resources of Nevada, the U.S. Department of Energy (DOE) Environmental Management (EM) Nevada Program created the Underground Test Area (UGTA) activity to characterize the radionuclides in groundwater, understand the nature and extent of radionuclide migration, and forecast the distribution of radionuclides in groundwater for 1,000 years. The UGTA activity is regulated by the Federal Facility Agreement and Consent Order (FFACO), an agreement negotiated between the Nevada Division of Environmental Protection (NDEP), DOE, and the U.S. Department of Defense (DoD). DOE is close to achieving the end state (closure in place with monitoring and institutional control) for three of the five UGTA corrective action units (CAUs) on the NNSS. A number of challenges remain to achieve the end state of the other two CAUs, both located on Pahute Mesa. Pahute Mesa was the location of 82 underground nuclear tests, less than 10% of the total number of tests on the NNSS. Yet, Pahute Mesa contains slightly more than 60% of the total radionuclides (in curies). Based on groundwater sampling in monitoring wells, two radionuclide plumes have migrated several kilometers (km) in groundwater from selected test cavities and have crossed the boundary of the NNSS (yet remain within the boundaries of Federally controlled land). The path to achieve the end state continues to evolve as more data are collected and a better understanding of radionuclide migration in groundwater is developed. DOE has invested in drilling and sampling more than 50 characterization and monitoring groundwater wells over the past 25 years. The data indicate that the primary radionuclide of concern is tritium as it is about 89% of the total radionuclide inventory (in curies). As well, only tritium has been measured in groundwater outside of cavities at concentrations exceeding the Safe Drinking Water Act (SDWA) standard. For one of the tritium plumes that has migrated across the NNSS boundary, the average rate of migration has been measured as about 45 meters (m) per year with the rate of migration at the leading edge of the plume of about 85 meters per year. At that rate of migration, the tritium plume will decay to safe levels and not reach the publicly accessible environment at concentrations above the SDWA standard. Other radionuclides, at concentrations below the SDWA standards, will be monitored to ensure they remain at safe levels. Consequently, the end state path forward for Pahute Mesa has evolved to take full advantage of the data from the monitoring network to constrain uncertainty in model forecasts and to reduce reliance on probabilistic simulations. The focus of the end state approach relies on developing a monitoring well network that is protective of human health by increasing confidence that no radionuclide plume in the groundwater will migrate undetected to the accessible environment, located about 22 km from the nearest up-gradient underground nuclear test. Using the measured data to remove uncertainty, the evaluation of radionuclide migration from Pahute Mesa is directed toward meeting the goals of the end state. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Characterization and Valuation of the Uncertainty of Calibrated Parameters in Microsimulation Decision Models

We evaluated the implications of different approaches to characterize the uncertainty of calibrated parameters of microsimulation decision models (DMs) and quantified the value of such uncertainty in decision making. We calibrated the natural history model of CRC to simulated epidemiological data with different degrees of uncertainty and obtained the joint posterior distribution of the parameters using a Bayesian approach. We conducted a probabilistic sensitivity analysis (PSA) on all the model parameters with different characterizations of the uncertainty of the calibrated parameters. We estimated the value of uncertainty of the various characterizations with a value of information analysis. We conducted all analyses using high-performance computing resources running the Extreme-scale Model Exploration with Swift (EMEWS) framework. The posterior distribution had a high correlation among some parameters. The parameters of the Weibull hazard function for the age of onset of adenomas had the highest posterior correlation of -0.958. When comparing full posterior distributions and the maximum-a-posteriori estimate of the calibrated parameters, there is little difference in the spread of the distribution of the CEA outcomes with a similar expected value of perfect information (EVPI) of $\$$653 and $\$$685, respectively, at a willingness-to-pay (WTP) threshold of $\$$66,000 per quality-adjusted life year (QALY). Ignoring correlation on the calibrated parameters’ posterior distribution produced the broadest distribution of CEA outcomes and the highest EVPI of $\$$809 at the same WTP threshold. Different characterizations of the uncertainty of calibrated parameters affect the expected value of eliminating parametric uncertainty on the CEA. Ignoring inherent correlation among calibrated parameters on a PSA overestimates the value of uncertainty.

97 MATHEMATICS AND COMPUTING↗