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At least 325 records · Page 18

From Optimization to Sampling Through Gradient Flows

Optimization and sampling algorithms play a central role in science and engineering as they enable finding optimal predictions, policies, and recommendations, as well as expected and equilibrium states of complex systems. The notion of “optimality” is formalized by the choice of an objective function, while the notion of an “expected” state is specified by a probabilistic model for the distribution of states. Optimizing rugged objective functions and sampling multimodal distributions is computationally challenging, especially in high-dimensional problems. Here, for this reason, many optimization and sampling methods have been developed by researchers working in disparate fields such as Bayesian statistics, molecular dynamics, genetics, quantum chemistry, machine learning, weather forecasting, econometrics, and medical imaging.

Trillos, N. García↗

Probabilistic Look-ahead Contingency Analysis Integration with Commercial Tool and Practical Data

This paper presents an initial effort of integrating a smart sampling-based probabilistic look-ahead contingency analysis algorithm with General Electric (GE) Grid Solutions’ commercial energy management system (EMS) tool as a proof-of-concept for a seamless research tool integration using real world large-scale grid data. With the increasing impact of random forces such as variable generation and load, their stochastic behaviors cannot be ignored. However, the current practices are still dominated by deterministic tools. They are becoming increasingly inadequate for the future grid. The developed look-ahead contingency analysis algorithm incorporates forecast errors of variable energy and load to address the challenges brought by the increasing uncertainty of power system. The algorithm can reveal the potential violations caused by the variance of variable energy and load that are not normally detected by traditional deterministic approaches. To test its performance under practical environments ( real data with real commercial tool), significant efforts have been made to prepare test cases, modify GE EMS tool, and adapt an extreme value distribution algorithm to analyze the GE EMS’s violation-only outputs. The test results clearly demonstrate the effectiveness of the developed algorithm as new transformer violations that were not previously detected have been identified. This performance provides better situational awareness to engineers for their decision-making process under uncertainty. Moreover, with the discussion of computational performance and future work, this paper has shown a clear path for integrating the probabilistic algorithm with commercial tools to make us better equipped for the changing power system.

Modeling and simulation of power systems, constrai↗

Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables

This paper focuses on distribution systems featuring renewable energy sources (RESs) and energy storage systems, and presents an AC optimal power flow (OPF) approach to optimize system-level performance objectives while coping with uncertainty in both RES generation and loads. The proposed method hinges on a chance-constrained AC OPF formulation where probabilistic constraints are utilized to enforce voltage regulation with prescribed probability. A computationally more affordable convex reformulation is developed by resorting to suitable linear approximations of the AC power-flow equations as well as convex approximations of the chance constraints. The approximate chance constraints provide conservative bounds that hold for arbitrary distributions of the forecasting errors. An adaptive strategy is then obtained by embedding the proposed AC OPF task into a model predictive control framework. Finally, a distributed solver is developed to strategically distribute the solution of the optimization problems across utility and customers.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Forecasting the Change of Renal Stone Occurrence Rates in Astronauts

Changes in urine chemistry, during and post flight, potentially increases the risk of renal stones in astronauts. Although much is known about the effects of space flight on urine chemistry, no inflight incidences of renal stones in US astronauts exists and the question How much does this risk change with space flight? remains difficult to accurately quantify. In this discussion, we tackle this question utilizing a combination of deterministic and probabilistic modeling that implements the physics behind free stone growth and agglomeration, speciation of urine chemistry and published observations of population renal stone incidences to estimate changes in the rate of renal stone occurrence.

physiological response↗

Effect of Clouds on Optical Imaging of the Space Shuttle During the Ascent Phase: A Statistical Analysis Based on a 3D Model

Clouds are highly effective in obscuring optical images of the Space Shuttle taken during its ascent by ground-based and airborne tracking cameras. Because the imagery is used for quick-look and post-flight engineering analysis, the Columbia Accident Investigation Board (CAIB) recommended the return-to-flight effort include an upgrade of the imaging system to enable it to obtain at least three useful views of the Shuttle from lift-off to at least solid rocket booster (SRB) separation (NASA 2003). The lifetimes of individual cloud elements capable of obscuring optical views of the Shuttle are typically 20 minutes or less. Therefore, accurately observing and forecasting cloud obscuration over an extended network of cameras poses an unprecedented challenge for the current state of observational and modeling techniques. In addition, even the best numerical simulations based on real observations will never reach "truth." In order to quantify the risk that clouds would obscure optical imagery of the Shuttle, a 3D model to calculate probabilistic risk was developed. The model was used to estimate the ability of a network of optical imaging cameras to obtain at least N simultaneous views of the Shuttle from lift-off to SRB separation in the presence of an idealized, randomized cloud field.

FROM↗

Medical Updates Number 5 to the International Space Station Probability Risk Assessment (PRA) Model Using the Integrated Medical Model

The Integrated Medical Model (IMM) Project has been developing a probabilistic risk assessment tool, the IMM, to help evaluate in-flight crew health needs and impacts to the mission due to medical events. This package is a follow-up to a data package provided in June 2009. The IMM currently represents 83 medical conditions and associated ISS resources required to mitigate medical events. IMM end state forecasts relevant to the ISS PRA model include evacuation (EVAC) and loss of crew life (LOCL). The current version of the IMM provides the basis for the operational version of IMM expected in the January 2011 timeframe. The objectives of this data package are: 1. To provide a preliminary understanding of medical risk data used to update the ISS PRA Model. The IMM has had limited validation and an initial characterization of maturity has been completed using NASA STD 7009 Standard for Models and Simulation. The IMM has been internally validated by IMM personnel but has not been validated by an independent body external to the IMM Project. 2. To support a continued dialogue between the ISS PRA and IMM teams. To ensure accurate data interpretation, and that IMM output format and content meets the needs of the ISS Risk Management Office and ISS PRA Model, periodic discussions are anticipated between the risk teams. 3. To help assess the differences between the current ISS PRA and IMM medical risk forecasts of EVAC and LOCL. Follow-on activities are anticipated based on the differences between the current ISS PRA medical risk data and the latest medical risk data produced by IMM.

Butler, Doug↗

Space Weather Architecture Options to Support Human and Robotic Deep Space Exploration

Understanding solar energetic particle (SEP) event characteristics is critical to the proper design of human and robotic space missions. This report details a study of operational response time for monitoring space weather for crewed flights, specifically targeting lunar and Mars missions. The NESC assessment team evaluated the required minimum latency for data streams and forecasts that will directly affect mission operations using a 41-year database (i.e., European Space Agency (ESA) Solar Energetic Particle Environment Modeling (SEPEM) RSDv2.0) of SEP events. The database contained 192 SEP events that resulted in a dose increase above background levels. Of those, 10% were “multiple events,” or events that occurred in quick succession. The analysis provides probabilistic values for time to peak flux and dose rate for the duration of each event. This NESC assessment also evaluated the SEP threshold levels for exploration missions to determine the relevant energy range of required proton measurements.

Solar energetic particle↗

The Radiation, Interplanetary Shocks, and Coronal Sources (RISCS) Toolset

We outline a plan to develop a physics based predictive toolset RISCS to describe the interplanetary energetic particle and radiation environment throughout the inner heliosphere, including at the Earth. To forecast and "nowcast" the radiation environment requires the fusing of three components: 1) the ability to provide probabilities for incipient solar activity; 2) the use of these probabilities and daily coronal and solar wind observations to model the 3D spatial and temporal heliosphere, including magnetic field structure and transients, within 10 AU; and 3) the ability to model the acceleration and transport of energetic particles based on current and anticipated coronal and heliospheric conditions. We describe how to address 1) - 3) based on our existing, well developed, and validated codes and models. The goal of RISCS toolset is to provide an operational forecast and "nowcast" capability that will a) predict solar energetic particle (SEP) intensities; b) spectra for protons and heavy ions; c) predict maximum energies and their duration; d) SEP composition; e) cosmic ray intensities, and f) plasma parameters, including shock arrival times, strength and obliquity at any given heliospheric location and time. The toolset would have a 72 hour predicative capability, with associated probabilistic bounds, that would be updated hourly thereafter to improve the predicted event(s) and reduce the associated probability bounds. The RISCS toolset would be highly adaptable and portable, capable of running on a variety of platforms to accommodate various operational needs and requirements.

Zank, G. P.↗

Development and Transition of the Radiation, Interplanetary Shocks, and Coronal Sources (RISCS) Toolset

We outline a plan to develop and transition a physics based predictive toolset called The Radiation, Interplanetary Shocks, and Coronal Sources (RISCS) to describe the interplanetary energetic particle and radiation environment throughout the inner heliosphere, including at the Earth. To forecast and "nowcast" the radiation environment requires the fusing of three components: 1) the ability to provide probabilities for incipient solar activity; 2) the use of these probabilities and daily coronal and solar wind observations to model the 3D spatial and temporal heliosphere, including magnetic field structure and transients, within 10 Astronomical Units; and 3) the ability to model the acceleration and transport of energetic particles based on current and anticipated coronal and heliospheric conditions. We describe how to address 1) - 3) based on our existing, well developed, and validated codes and models. The goal of RISCS toolset is to provide an operational forecast and "nowcast" capability that will a) predict solar energetic particle (SEP) intensities; b) spectra for protons and heavy ions; c) predict maximum energies and their duration; d) SEP composition; e) cosmic ray intensities, and f) plasma parameters, including shock arrival times, strength and obliquity at any given heliospheric location and time. The toolset would have a 72 hour predicative capability, with associated probabilistic bounds, that would be updated hourly thereafter to improve the predicted event(s) and reduce the associated probability bounds. The RISCS toolset would be highly adaptable and portable, capable of running on a variety of platforms to accommodate various operational needs and requirements. The described transition plan is based on a well established approach developed in the Earth Science discipline that ensures that the customer has a tool that meets their needs

Spann, James F.↗

TIES for Dummies 3rd Edition (Technology Identification, Evaluation, and Selection) Basic how to's to implement the TIES method

The TIES method is a forecasting environment whereby the decision-maker has the ability to easily assess and trade-off the impact of various technologies without sophisticated and time-consuming mathematical formulations. TIES provides a methodical approach where technically feasible alternatives can be identified with accuracy and speed to reduce design cycle time, and subsequently, life cycle costs, and was achieved through the use of various probabilistic methods, such as Response Surface Methodology and Monte Carlo Simulations. Furthermore, structured and systematic techniques are utilized from other fields to identify possible concepts and evaluation criteria by which comparisons can be made. This objective is achieved by employing the use of Morphological Matrices and Multi-Attribute Decision Making techniques. Through the execution of each step, a family of design alternatives for a given set of customer requirements can be identified and assessed subjectively or objectively. This methodology allows for more information (knowledge) to be brought into the earlier phases of the design process and will have direct implications on the affordability of the system. The increased knowledge allows for optimum allocation of company resources and quantitative justification for program decisions. Finally, the TIES method provided novel results and quantitative justification to facilitate decision making in the early stages of design so as to produce affordable and quality products.

Kirby, Michelle R.↗

A shared-mobility-based framework for evacuation planning and operations under forecast uncertainty

To meet evacuation needs from carless populations who need personalized assistance to evacuate safely, in this article we propose a ridesharing-based evacuation program that recruits volunteer drivers before a disaster strikes, and then matches volunteer drivers with evacuees once demand is realized. Here we optimize resource planning and evacuation operations under uncertain spatiotemporal demand, and construct a two-stage stochastic mixed-integer program to ensure high demand fulfillment rates. We consider three formulations to improve the number of evacuees served, by minimizing an expected penalty cost, imposing a probabilistic constraint, and enforcing a constraint on the conditional value at risk of the total number of unserved evacuees, respectively. We discuss the benefits and disadvantages of the different risk measures used in the three formulations, given certain carless population sizes and the variety of evacuation modes available. We also develop a heuristic approach to provide quick, dynamic and conservative solutions. We demonstrate the performance of our approaches using five different networks of varying sizes based on regions of Charleston County, South Carolina, an area that experienced a mandatory evacuation order during Hurricane Florence, and utilize real demographic data and hourly traffic count data to estimate the demand distribution.

97 MATHEMATICS AND COMPUTING↗

Solar and Storage Integration in the U.S. Southeast: Implications for Resource Adequacy

Resource adequacy concerns may be very different in electricity systems that have higher levels of solar and storage, requiring changes to existing planning models. This study explores a novel approach to evaluating resource adequacy under future scenarios with higher solar and storage in the Southeast U.S. It uses NREL’s Probabilistic Resource Adequacy Suite (PRAS), a collection of probabilistic resource adequacy modeling tools, and compares results when interacting PRAS and a portfolio planning tool with a more traditional modeling approach. The results suggest that traditional models perform reasonably well with lower levels of solar PV, but at higher levels of solar probabilistic tools better capture the changes in resource adequacy concerns—such as winter energy availability—associated with higher solar systems. This is the final study in the Preparing Southeast Markets for Reliable and Affordable Integration of Solar into Operations and Planning project. Two prior reports can be found at: Solar and Storage Integration in the Southeastern United States: Economics, Reliability, and Operations. https://emp.lbl.gov/publications/solar-and-storage-integration Solar and Wind Forecast Error Reserve Sharing in a Multi-Utility Region. https://eta-publications.lbl.gov/sites/default/files/2024-11/multiutility_fe_reserve_sharing_final.pdf

14 SOLAR ENERGY↗

Statistical Prediction of Solar Particle Event Frequency Based on the Measurements of Recent Solar Cycles for Acute Radiation Risk Analysis

Large solar particle events (SPEs) present significant acute radiation risks to the crew members during extra-vehicular activities (EVAs) or in lightly shielded space vehicles for space missions beyond the protection of the Earth's magnetic field. Acute radiation sickness (ARS) can impair performance and result in failure of the mission. Improved forecasting capability and/or early-warning systems and proper shielding solutions are required to stay within NASA's short-term dose limits. Exactly how to make use of observations of SPEs for predicting occurrence and size is a great challenge, because SPE occurrences themselves are random in nature even though the expected frequency of SPEs is strongly influenced by the time position within the solar activity cycle. Therefore, we developed a probabilistic model approach, where a cumulative expected occurrence curve of SPEs for a typical solar cycle was formed from a non-homogeneous Poisson process model fitted to a database of proton fluence measurements of SPEs that occurred during the past 5 solar cycles (19 - 23) and those of large SPEs identified from impulsive nitrate enhancements in polar ice. From the fitted model, the expected frequency of SPEs was estimated at any given proton fluence threshold (Phi(sub E)) with energy (E) >30 MeV during a defined space mission period. Corresponding Phi(sub E) (E=30, 60, and 100 MeV) fluence distributions were simulated with a random draw from a gamma distribution, and applied for SPE ARS risk analysis for a specific mission period. It has been found that the accurate prediction of deep-seated organ doses was more precisely predicted at high energies, Phi(sub 100), than at lower energies such as Phi(sub 30) or Phi(sub 60), because of the high penetration depth of high energy protons. Estimates of ARS are then described for 90th and 95th percentile events for several mission lengths and for several likely organ dose-rates. The ability to accurately measure high energy protons (50-300 MeV) in real-time is shown to be a crucial issue for crew protection.

Myung-Hee, Y. Kim↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

Complexity-calibrated benchmarks for machine learning reveal when prediction algorithms succeed and mislead

Abstract Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a “next-generation” reservoir computer was introduced in which the memory trace involves only a finite number of previous symbols. We explore the inherent limitations of finite-past memory traces in this intriguing proposal. A lower bound from Fano’s inequality shows that, on highly non-Markovian processes generated by large probabilistic state machines, next-generation reservoir computers with reasonably long memory traces have an error probability that is at least $$\sim 60\%$$ ∼ 60 % higher than the minimal attainable error probability in predicting the next observation. More generally, it appears that popular recurrent neural networks fall far short of optimally predicting such complex processes. These results highlight the need for a new generation of optimized recurrent neural network architectures. Alongside this finding, we present concentration-of-measure results for randomly-generated but complex processes. One conclusion is that large probabilistic state machines—specifically, large $$\epsilon$$ ϵ -machines—are key to generating challenging and structurally-unbiased stimuli for ground-truthing recurrent neural network architectures.

97 MATHEMATICS AND COMPUTING↗

Evaluating Probability of Containment Effectiveness at a GCS Sites using integrated assessment modeling approach with Bayesian decision Networks

Improved scientific and engineering understanding of the behavior of geologic CO2 storage together with established regulatory framework and incentive structures raise the prospects for accelerated, large-scale deployment of this greenhouse gas emissions reduction approach. Incentive structures call for the establishment of appropriate verification and accounting approaches to support claims of the integrity of a geologic storage complex and to justify taking credit for long-term storage. In this study, we present a framework for assessing the probability of containment effectiveness over the lifetime of a geologic carbon storage site (e.g., after 70 years of injection and post-injection site performance) using forward stochastic model realizations based on site characterization data and using a monitoring-informed Bayesian network based on hypothetical detectability from surface seismic surveys over the site injection and post-injection phases. The National Risk Assessment Partnership’s open-source Integrated Assessment Model (NRAP-Open-IAM) was utilized to develop an ensemble of 10,000 a priori stochastic forecasts of CO2 containment. Those simulations were used to train the Bayesian network model to estimate the prior probabilities of the CO2 leakage mass into overlying, monitorable aquifers considering the uncertainties in the reservoir properties, permeability of potentially leaky wells and the overlying aquifers. The conditional probabilities in the Bayesian network were either learned from the NRAP-Open-IAM simulations or derived from the predefined detection thresholds for the monitoring method. Observations obtained from monitoring, over time during the site operation phases were then used to generate updated posterior probabilities of containment (and any loss from containment) in the Bayesian network by propagating the prior probabilities through the conditional probabilities. We demonstrate how to construct and use the Bayesian network for verifying the long-term storage complex effectiveness informed by monitoring based on the NRAP-Open-IAM simulations previously developed for the FutureGen 2.0 site. This approach may have relevance for stake holders to demonstrate secure geologic storage, provide a defensible, probabilistic approach to claim credit for geologic storage, and to estimate the likelihood that any fraction of the claimed credit may need to be refunded to the creditor based on available monitoring information.

Bayesian network, Risk assessment, Monitoring, car↗

A probabilistic analysis of silicon cost

Silicon materials costs represent both a cost driver and an area where improvement can be made in the manufacture of photovoltaic modules. The cost from three processes for the production of low-cost silicon being developed under the U.S. Department of Energy's (DOE) National Photovoltaic Program is analyzed. The approach is based on probabilistic inputs and makes use of two models developed at the Jet Propulsion Laboratory: SIMRAND (SIMulation of Research ANd Development) and IPEG (Improved Price Estimating Guidelines). The approach, assumptions, and limitations are detailed along with a verification of the cost analyses methodology. Results, presented in the form of cumulative probability distributions for silicon cost, indicate that there is a 55% chance of reaching the DOE target of $16/kg for silicon material. This is a technically achievable cost based on expert forecasts of the results of ongoing research and development and do not imply any market prices for a given year.

Reiter, L. J.↗

Stochastic Forecasting of Algae Blooms in Lakes

We consider the development of harmful algae blooms (HABs) in a lake with uncertain nutrients inflow. Two general frameworks, Fokker-Planck equation and the PDF methods, are developed to quantify the resultant concentration uncertainty of various algae groups, via deriving a deterministic equation of their joint probability density function (PDF). A computational example is examined to study the evolution of cyanobacteria (the blue-green algae) and the impacts of initial concentration and inflow-outflow ratio.

uncetainty quantification, algae, Fokker-Planck, L↗