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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Quantum Stochastic Programming [SWR-26-040]

The Quantum Stochastic Programming tool contains quantum computing algorithms for two-stage stochastic optimization, with a focus on the Unit Commitment (UC) problem in power systems. The algorithms combine Discrete Quantum Annealing (DQA) with Quantum Amplitude Estimation (QAE) to compute expected-value objective functions over a probability distribution of wind-power scenarios. Based on: arXiv 2402.15029 - "Quantum algorithms for the two-stage stochastic unit commitment problem"

Maack, Jonathan [National Laboratory of the Rockie↗
DOE OSTI2021

NRAP-Open-IAM Multisegmented Wellbore Reduced-Order Model

Geologic carbon storage is one of the promising strategies to mitigate climate change by reducing the emission of carbon dioxide to the atmosphere. As part of the National Risk Assessment Partnership (NRAP), a systems-level stochastic analysis tool called the open source integrated assessment model, NRAP-Open-IAM, has been developed to estimate and manage the risk of containment loss at a geological carbon sequestration site. NRAP-Open-IAM contains several wellbore leakage model components that estimate the fluid leak rate that may occur through compromised legacy wells due to the increase in pressure resulting from CO 2 injection activities. Coupled to a reservoir component model, these components estimate the leakage of CO 2 and/or brine from a storage reservoir to overlying aquifer layers and the atmosphere through legacy wells. This report presents the theoretical framework and quality testing of the multisegmented wellbore reduced-order model. The model allows for segmenting of the legacy wells passing through the overlying stratigraphy into several intervals to simulate a site’s specific stratigraphic and hydrogeologic properties. For quality assurance, the analytical model is validated against numerical reservoir flow simulations for single and multiple aquifer(s) models. The results indicate that the model accurately predicts the transport of two-phase fluids (brine and injected CO 2 ) through the well over time. A detailed description of the model helps users to understand the model and provides a basis for future improvements.

58 GEOSCIENCES↗
DOE OSTI2022

Multilevel Analysis, Design, and Modeling of Coupling Advanced Nuclear Reactors and Thermal Energy Storage in an Integrated Energy System

This report discusses the different options for coupling thermal energy storage (TES) systems to advanced nuclear power plants (A-NPPs) in order to enable flexible and hybrid plant operation. An advanced light-water reactor (A LWR), a high-temperature gas-cooled reactor (HTGR) and a liquid-metal fast reactor (LMFR) were selected as the initial use cases for demonstrating a thermally balanced energy storage coupling design for thermal power extraction. The models presented herein showcase several design considerations, focusing on optimal deployment methodologies for achieving steady-state and transient-state operation with minimum disruption to the nuclear power cycle. This first part of the study presents steady-state models developed using Aspen HYSYS®, with the thermal energy bypass for NPP-TES coupling being varied at up to 50%. The various components were sized using the Aspen Process Economic Analyzer (APEA) and Aspen Exchanger Design and Rating (EDR), when applicable. Cost functions from these models were developed using the latest publicly available data obtained from APEA V11. The TES-coupled A-NPP steady-state models and cost functions then provided a baseline for dynamic operation and process optimization by using Idaho National Laboratory (INL)’s Framework for Optimization of Resources and Economics (FORCE) tools. A stochastic optimization of the various energy storage systems coupled to the A-NPPs was then performed using the Risk Analysis Virtual Environment (RAVEN) and its dispatch optimization plugin, the Holistic Energy Resource Optimization Network (HERON). The signal processing and synthetic history capabilities of RAVEN were used to account for the unpredictable behavior of electricity markets. An autoregressive moving average (ARMA) model was used to analyze price signals from the Pennsylvania-New Jersey-Maryland (PJM) market and were applied to the HERON analysis in order to optimize a system with the best economics. Transient modeling evaluation was then performed using Modelica models within the HYBRID repository, which was developed at INL for the Department of Energy Integrated Energy Systems program for the characterization of dynamic integrated system behavior and feedback. This includes evaluation of the TES-coupled A-LWR systems’ impact on physical and thermal system response during imposed system demands. Additional TES-coupled reactor types, coupling approaches, markets, and TES technologies will be evaluated in future work.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2022

Simulation-Based Model for Facility-Scale Eagle Presence Mapping

This talk presents the recent progress in building a predictive movement model for predicting conflict between soaring raptors and wind turbines. In particular, it details the recently developed numerical tool called Stochastic Soaring Raptor Simulator for simulating updraft-subsidized paths for soaring raptors through variety of wind conditions and the associated directional intent.

agent-based model↗
DOE OSTI2020

HERON

HERON is a modeling toolset and plugin for RAVEN to accelerate stochastic technoeconomic assessment of the economic viability of various grid-energy system configurations, especially with application to electrical grids and integrated energy systems (IES). The frameworks enabling this toolset are INL's RAVEN and its TEAL plugin. The toolset includes automated RAVEN workflow generation tools for performing stochastic analysis and optimization driven by technoeconomic factors. The workflows generated employ RAVEN for parametric or optimizing study of grid component characteristics, and again for stochastic sampling of regulated and deregulated markets, load, and weather histories. The toolset further provides methods for economically-optimal dispatch of system components given the stochastic samples of market, load, and weather histories. The toolset allows assembling of existing and new models through the RAVEN interface to the Modelica process modeling language.

Talbot, PaulW↗
DOE OSTI2022

FORCE-DISPATCHES Integration - Initial Demonstration

Integrated energy systems (IES) combine, in mutually beneficial ways, power from variable renewable energy sources and nuclear power plants (NPP) to improve economic viability under uncertain market and weather conditions. The open-source Framework for Optimization of Resources and Economics (FORCE) tool suite, developed at Idaho National Laboratory (INL), has enabled comprehensive modeling and simulation of IES. The capabilities within FORCE include grid portfolio optimization through the Holistic Energy Resource Optimization Network (HERON) and the transient process model analysis library HYBRID, among others. Continuous efforts and investments from the IES programs have been made to expand and improve the versatility of the FORCE toolset in fiscal year 2022. Code-coupling and cross-tool communication have been important methods for improving this versatility. This report focuses on an additional workflow in the HERON tool for capacity and dispatch stochastic optimization through integration with the external tool Design Integration and Synthesis Platform to Advance Tightly Coupled Hybrid Energy Systems (DISPATCHES). DISPATCHES was primarily developed by the National Energy Technology Laboratory, in collaboration with other national laboratories, which included INL, universities, and industry partners. It is coupled to a library of algebraic models for specific plant components, and to a framework for stochastic optimization different from that provided in the current Risk Analysis Virtual Environment (RAVEN)-running-RAVEN algorithm in HERON. HERON currently conducts stochastic optimization via an outer-inner loop: it optimizes over variable capacity on the outer loop, and at each step within the capacity parameter space, conducts an inner optimization over scenarios (of market signals, demand, and/or weather patterns) and hourly dispatch throughout a user-specified number of years. On the other hand, DISPATCHES conducts stochastic optimization via an “all-at-once” strategy in which capacity variables are optimized at the same level as dispatch variables, as all scenarios are considered at once. The latter method works especially well for projects of limited size and project length, as the necessary computational power and memory increases with the number of variables and scenarios. The new capability to use the DISPATCHES workflow in HERON enhances standalone simulations by leveraging FORCE tools—namely, the economic metrics from the Tool for Economic Analysis (TEAL) and reduced-order model (ROM) sampling from RAVEN. The initial demonstration of the DISPATCHES workflow simulates an existing nuclear-case flowsheet within the DISPATCHES repository—this models a NPP with a secondary revenue stream for hydrogen production. Electrical output from the plant is converted to hydrogen via a proton-exchange membrane (PEM) electrolyzer, hydrogen tanks are used for storage, and an additional turbine is added for hydrogen combustion. Continued work regarding this FORCE-DISPATCHES integration will include automatic generation of DISPATCHES models from HERON inputs, offering analysts the option of using either the RAVEN-runsRAVEN or DISPATCHES workflow to solve technoeconomic optimization problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2022

Efficient computation of N -point correlation functions in D dimensions

We present efficient algorithms for computing the N-point correlation functions (NPCFs) of random fields in arbitrary D-dimensional homogeneous and isotropic spaces. Such statistics appear throughout the physical sciences and provide a natural tool to describe stochastic processes. Typically, algorithms for computing the NPCF components have $\mathscr O$(n N ) complexity (for a dataset containing n particles); their application is thus computationally infeasible unless N is small. By projecting the statistic onto a suitably defined angular basis, we show that the estimators can be written in a separable form, with complexity $\mathscr O$(n 2 ) or $\mathscr O$(n g log n g ) if evaluated using a Fast Fourier Transform on a grid of size n g . Our decomposition is built upon the D-dimensional hyperspherical harmonics; these form a complete basis on the (D – 1) sphere and are intrinsically related to angular momentum operators. Concatenation of (N – 1) such harmonics gives states of definite combined angular momentum, forming a natural separable basis for the NPCF. As N and D grow, the number of basis components quickly becomes large, providing a practical limitation to this (and all other) approaches: However, the dimensionality is greatly reduced in the presence of symmetries; for example, isotropic correlation functions require only states of zero combined angular momentum. We provide a Julia package implementing our estimators and show how they can be applied to a variety of scenarios within cosmology and fluid dynamics. The efficiency of such estimators will allow higher-order correlators to become a standard tool in the analysis of random fields.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises

The Fokker–Planck equation (FPE) is an important deterministic tool for investigating stochastic dynamical systems. In this paper, we consider the space-time fractional FPE driven by multiplicative Marcus Lévy noises. Efficient numerical schemes are presented to solve the equations. Stability and convergence of the methods are also discussed. We give some numerical experiments to validate our schemes, and examine the effects of parameters on solutions. Additionally, we analyze the maximal likely trajectories and the critical time for the change of the most probability location.

Mathematics↗
DOE OSTI2022

The Multi-scenario Extreme Weather Simulator: Energy Resilience for Mission Assurance

The Multi-scenario extreme weather simulator (MEWS) is a stochastic weather generation tool. The MEWS algorithm uses 50 or more years of National Oceanic and Atmospheric Association (NOAA) daily summaries [1] for maximum and minimum temperature and NOAA climate norms [2] to calculate historical heat wave and cold snap statistics. The algorithm takes these statistics and shifts them according to multiplication factors provided in the Intergovernmental Panel on Climate Change (IPCC) physical basis technical summary [3] for heat waves.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2024

Bill Savings vs. Backup Power: Evaluating operational tradeoffs for home solar+storage systems [Slides]

Adoption of residential solar photovoltaic+energy storage systems (PVESS) is driven by both bill savings opportunities and customer demand for backup power. Prior work by this team (Gorman et al., 2022; Gorman et al., 2023) explored PVESS backup power capabilities during long-duration power interruptions (e.g., due to severe weather events), when customers are assumed to be able to anticipate the event and charge their batteries in advance. In many cases, however, power interruptions are unpredictable (and often relatively short); for those types of events, a customer will typically set its battery to maintain some minimum capacity in reserve in case of an interruption, which reduces the capacity available for managing utility bills. This study evaluates this operational tradeoff to help customers and installers configure backup reserve settings, and to inform decision-making more generally about the customer value of backup power services compared to utility bill savings. This study utilizes Berkeley Lab’s PRESTO tool to produce stochastic simulations of (predominantly short-duration) power interruption events, and builds on an earlier case-study demonstrating PVESS backup performance during short-duration interruptions (Baik et al., 2023).

14 SOLAR ENERGY↗
DOE OSTI2021

Robust verification of stochastic simulation codes

We introduce a robust verification tool for computational codes, which we call Stochastic Robust Extrapolation based Error Quantification (StREEQ). Unlike the prevalent Grid Convergence Index (GCI) [1] method, our approach is suitable for both stochastic and deterministic computational codes and is generalizable to any number of discretization variables. Building on ideas introduced in the Robust Verification [2] approach, we estimate the converged solution and orders of convergence with uncertainty using multiple fits of a discretization error model. In contrast to Robust Verification, we perform these fits to many bootstrap samples yielding a larger set of predictions with smoother statistics. Here, bootstrap resampling is performed on the lack-of-fit errors for deterministic code responses, and directly on the noisy data set for stochastic responses. This approach lends a degree of robustness to the overall results, capable of yielding precise verification results for sufficiently resolved data sets, and appropriately expanding the uncertainty when the data set does not support a precise result. For stochastic responses, a credibility assessment is also performed to give the analyst an indication of the trustworthiness of the results. Furthermore, this approach is suitable for both code and solution verification, and is particularly useful for solution verification of high-consequence simulations..

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Smart thermostat data-driven U.S. residential occupancy schedules and development of a U.S. residential occupancy schedule simulator

Occupancy schedule is one of the key inputs in Building Energy Modeling (BEM) to reflect the interaction between buildings and occupants. Over the past decades, standardized occupancy schedules, developed mainly by engineering rule-of-thumb, have been widely used in BEM due to its simplicity and lack of real measured occupancy data. However, the BEM community has recognized their association with uncertainty and reliability in simulation results from BEM. This study introduces representative occupancy schedules in the U.S. residential buildings, derived from a large smart thermostat dataset and time-series K-means clustering, and an open-source tool to generate a stochastic residential occupancy schedule. Over 90,000 residential occupancy schedules were estimated from the ecobee Donate Your Data dataset. Then, the representative occupancy schedules were identified through clustering. This study further investigated the impacts of three parameters (day, house type, and state) on residential occupancy schedules. Then, a tool, the Residential Occupancy Schedule Simulator (ROSS), is developed using the representative occupancy schedules derived in this study. Details of this tool are presented in this paper. In conclusion, the derived representative occupancy schedules and the ROSS tool can help improve the energy modeling of residential buildings.

42 ENGINEERING↗
DOE OSTI2022

Stochastic exciton-scattering theory of optical line shapes: Renormalized many-body contributions

Spectral line shapes provide a window into the local environment coupled to a quantum transition in the condensed phase. In this paper, we build upon a stochastic model to account for non-stationary background processes produced by broad-band pulsed laser stimulation, as distinguished from those for stationary phonon bath. In particular, we consider the contribution of pair-fluctuations arising from the full bosonic many-body Hamiltonian within a mean-field approximation, treating the coupling to the system as a stochastic noise term. Herein, using the Itô transformation, we consider two limiting cases for our model, which lead to a connection between the observed spectral fluctuations and the spectral density of the environment. In the first case, we consider a Brownian environment and show that this produces spectral dynamics that relax to form dressed excitonic states and recover an Anderson–Kubo-like form for the spectral correlations. In the second case, we assume that the spectrum is Anderson–Kubo like and invert to determine the corresponding background. Using the Jensen inequality, we obtain an upper limit for the spectral density for the background. The results presented here provide the technical tools for applying the stochastic model to a broad range of problems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Is stochastic thermodynamics the key to understanding the energy costs of computation?

The relationship between the thermodynamic and computational properties of physical systems has been a major theoretical interest since at least the 19th century. It has also become of increasing practical importance over the last half-century as the energetic cost of digital devices has exploded. Importantly, real-world computers obey multiple physical constraints on how they work, which affects their thermodynamic properties. Moreover, many of these constraints apply to both naturally occurring computers, like brains or Eukaryotic cells, and digital systems. Most obviously, all such systems must finish their computation quickly, using as few degrees of freedom as possible. This means that they operate far from thermal equilibrium. Furthermore, many computers, both digital and biological, are modular, hierarchical systems with strong constraints on the connectivity among their subsystems. Yet another example is that to simplify their design, digital computers are required to be periodic processes governed by a global clock. None of these constraints were considered in 20th-century analyses of the thermodynamics of computation. The new field of stochastic thermodynamics provides formal tools for analyzing systems subject to all of these constraints. We argue here that these tools may help us understand at a far deeper level just how the fundamental thermodynamic properties of physical systems are related to the computation they perform.

computation↗
DOE OSTI2026

Demand Response Under Stochastic, Price-Dependent User Behavior

This letter focuses on price-based demand response (DR) implemented through dynamic adjustments of electricity prices. It extends existing DR models to a stochastic framework in which customer response is represented by price-dependent random variables, leveraging models and tools from the theory of stochastic optimization with decision-dependent distributions. The inherent epistemic uncertainty in the customers' responses renders open-loop, model-based DR strategies impractical. We propose a stochastic, feedback-based pricing strategy to compensate for estimation errors and uncertainty in customer response, establish theoretical results demonstrating the stability and near-optimality of the proposed approach, and validate its effectiveness through numerical simulations.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2026

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗
DOE OSTI2025

Simulating Atmospheric Processes in Earth System Models and Quantifying Uncertainties With Deep Learning Multi‐Member and Stochastic Parameterizations

Abstract Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated uncertainty quantification to learn subgrid convective and turbulent processes and surface radiative fluxes of a superparameterization embedded in an Earth System Model (ESM). We explore three methods to construct stochastic parameterizations: (a) a single Deep Neural Network (DNN) with Monte Carlo Dropout; (b) a multi‐member parameterization; and (c) a Variational Encoder Decoder with latent space perturbation. We show that the multi‐member parameterization improves the representation of convective processes, especially in the planetary boundary layer, compared to individual DNNs. The respective uncertainty quantification illustrates that methods (b) and (c) are advantageous compared to a dropout‐based DNN parameterization regarding the spread of convective processes. Hybrid simulations with our best‐performing multi‐member parameterizations remained challenging and crash within the first days. Therefore, we develop a pragmatic partial coupling strategy relying on the superparameterization for condensate emulation. Partial coupling reduces the computational efficiency of hybrid Earth‐like simulations but enables model stability over 5 months with our multi‐member parameterizations. However, our hybrid simulations exhibit biases in thermodynamic fields and differences in precipitation patterns. Despite this, the multi‐member parameterizations enable improvements in reproducing tropical extreme precipitation compared to a traditional convection parameterization. Despite these challenges, our results indicate the potential of a new generation of multi‐member machine learning parameterizations leveraging uncertainty quantification to improve the representation of stochasticity of subgrid effects.

Behrens, Gunnar [Deutsches Zentrum für Luft‐ und R↗
DOE OSTI2020

Stochastic Gradients for Large-Scale Tensor Decomposition

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of loss functions such as Bernoulli loss for binary data or Huber loss for robust estimation. Here, the stochastic gradient is formed from randomly sampled elements of the tensor and is efficient because it can be computed using the sparse matricized-tensor times Khatri--Rao product tensor kernel. For dense tensors, we simply use uniform sampling. For sparse tensors, we propose two types of stratified sampling that give precedence to sampling nonzeros. Numerical results demonstrate the advantages of the proposed approach and its scalability to large-scale problems.

97 MATHEMATICS AND COMPUTING↗