Parallel Computing for Power System Climate Resiliency: Solving a Large-Scale Stochastic Capacity Expansion Problem with mpi-sppy
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A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.
The Air Transportation Research Program at Princeton University proceeded along six avenues during the past year: (1) intelligent flight control; (2) computer-aided control system design; (3) neural networks for flight control; (4) stochastic robustness of flight control systems; (5) microburst hazards to aircraft; and (6) fundamental dynamics of atmospheric flight. This research has resulted in a number of publications, including archival papers and conference papers. An annotated bibliography of publications that appeared between June 1991 and June 1992 appears at the end of this report. The research that these papers describe was supported in whole or in part by the Joint University Program, including work that was completed prior to the reporting period.
Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.
Planning of biorefinery operations is complicated by the stochastic nature of physical and chemical characteristics of biomass feedstock, such as, moisture level and carbohydrate content. Biomass characteristics affect the performance of the equipment which feed the reactor and the efficiency of the conversion process in a biorefinery. We propose a stochastic optimization model to identify a blend of feedstocks, inventory levels, and operating conditions of equipment to ensure a continuous flowing of biomass to the reactor while meeting the requirements of the biochemical conversion process. We propose a sample average approximation (SAA) of the model, and develop an efficient algorithm to solve the SAA model. A feedstock preprocessing process consists of two-stage grinding and pelleting is used to develop a case study. Extensive numerical analysis are conducted which lead to a number of observations. Our main observation is that sequencing bales based on moisture level and carbohydrate content leads to robust solutions that improve processing time and processing rate of the reactor. We provide a number of managerial insights that facilitate the implementation of the model proposed. Note to Practitioners—This paper is motivated by the challenges faced in the bioenergy industry. The focus of this paper is on plants which use the biochemical conversion process to generate liquid fuels. It has been observed that variations in biomass characteristics, such as moisture content, cause variations in feeding of the system which lead to under-utilization of equipment. A requirement of biochemical conversion process is to maintain the carbohydrate content of biomass processed by the reactor, larger than a threshold. We propose a model that identifies the inventory levels and operating conditions of equipment to ensure a continuous flowing of biomass to the reactor. The goal is to improve equipment utilization while satisfying the requirements of the conversion process. The model is tested using real-life data. We found out that by sequencing bales based on moisture level and carbohydrate content, a plant can reduce variability in the system leading to improved system reliability, higher processing rates of the reactor, and higher throughput.
The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.
The Technical University of Denmark has received a Grant from the Danish Council for Strategic Research for the project "CITIES - Centre for IT-Intelligent Energy Systems in Cities", a strategic research centre, which involves industrial partners and universities. The Alliance for Sustainable Energy, LLC will participate with DTU as an industrial partner in "CITIES" under this Cooperative Research and Development Agreement (CRADA). The Centre for IT based Intelligent Energy Systems in Cities (CITIES) Project is a Danish national research center focused on work in building short-term operational integrated energy system models that feed longer term plam1ing models, considering the spatio-temporal variations, interactions, dynamics and stochastics in the energy system, from production to consumption. CITIES will harness the extensive expertise and experience of its industrial and academic partners to conduct meaningful research with tangible outputs, including a roadmap to a fossil free future. Decision support tools will be developed to inform stakeholders of the impact of investment, control and policy measures and to identify further opportunities for energy system efficiency. Dissemination and transferring knowledge is a key value to this CRADA, and the use of results by Danish policymakers, industry and society is vital. All participants in the Centre for IT based Intelligent Energy Systems in Cities (CITIES) Project are therefore encouraged to use all means to communicate their findings to society. Wherever possible, and compatible with applicable intellectual property regulations, publications should be produced and disseminated under Open Science, Data, Source and Access principles.
Crewmember adapted to the microgravity state may need to egress the vehicle within a few minutes for safety and operational reasons after gravitational transitions. The transition from one sensorimotor state to another consists of two main mechanisms: strategic and plastic-adaptive and have been demonstrated in astronauts returning after long duration space flight. Strategic modifications represent "early adaptation" - immediate and transitory changes in control that are employed to deal with short-term changes in the environment. If these modifications are prolonged then plastic-adaptive changes are evoked that modify central nervous system function, automating new behavioral responses. More importantly, this longer term adaptive recovery mechanism was significantly associated with their strategic ability to recover on the first day after return to Earth G. We are developing a method based on stochastic resonance to enhance information transfer by improving the brain's ability to detect vestibular signals (Vestibular Stochastic Resonance, VSR) especially when combined with balance training exercises such as sensorimotor adaptability (SA) training for rapid improvement in functional skill, for standing and mobility. This countermeasure to improve detection of vestibular signals is a stimulus delivery system that is wearable/portable providing low imperceptible levels of white noise based binaural bipolar electrical stimulation of the vestibular system (stochastic vestibular stimulation). To determine efficacy of vestibular stimulation on physiological and perceptual responses during otolith-canal conflicts and dynamic perturbations we have conducted a series of studies: We have shown that imperceptible binaural bipolar electrical stimulation of the vestibular system across the mastoids enhances balance performance in the mediolateral (ML) plane while standing on an unstable surface. We have followed up on the previous study showing VSR stimulation improved balance performance in both ML and anteroposterior planes while stimulating in the ML axis only. We have shown the efficacy of VSR stimulations on enhancing physiological and perceptual responses of whole-body orientation during low frequency perturbations (0.1 Hz) on the ocular motor system using a variable radius centrifuge on both physiological (using eye movements) and perceptual responses (using a joystick) to track imposed oscillations. The variable radius centrifuge provides a selective tilting sensation that is detectable only by the otolith organs providing conflicting information from the canal organs of the vestibular system (intra-vestibular conflict). These results indicate that VSR can improve performance in sensory conflict scenarios like that experienced during space flight. We have showed the efficacy of VSR stimulation to improve balance and locomotor control on subjects exposed to continuous, sinusoidal lateral motion of the support surface while walking on a treadmill while viewing perceptually matched linear optic flow. We have shown the safety of short term continuous use of up to 4 hours of VSR stimulation and its efficacy in improving balance and locomotor function in Parkinson's Disease patients. This technique for improving vestibular signal detection may thus provide additional information to improve strategic abilities. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increased utilization of vestibular information and therefore serve to optimize and personalize the SA countermeasure prescription. This forms the basis of its usefulness both as a training modality and further help in significantly reducing the number of days required to recover functional performance to preflight levels after long duration space flight.
This paper proposes a stochastic model for hybrid power plants participation in day-ahead electricity markets, considering uncertainty in market prices and renewable generation. Additionally, it presents a methodology to incorporate this hybrid participation into existing production cost models (PCM), allowing the analysis and market design of future systems with high penetration of hybrids. These developments are illustrated using a wind-battery hybrid located in New York Independent System Operator (NYISO) footprint.
Two methodologies for the reliability assessment of fault tolerant digital computer based systems are discussed. The computer-aided reliability estimation 3 (CARE 3) and gate logic software simulation (GLOSS) are assessment technologies that were developed to mitigate a serious weakness in the design and evaluation process of ultrareliable digital systems. The weak link is based on the unavailability of a sufficiently powerful modeling technique for comparing the stochastic attributes of one system against others. Some of the more interesting attributes are reliability, system survival, safety, and mission success.
A modern power system is characterized by a stochastic variation of the loads and an increasing penetration of renewable energy generation, which results in large uncertainties in its states. These uncertainties bring formidable challenges to the power system planning and operation process. To address these challenges, we propose a cost-effective, iterative response-surface-based approach for the chance-constrained AC optimal power-flow problem that aims to ensure the secure operation of the power systems considering dependent uncertainties. Starting from a stochastic-sampling-based framework, we first utilize the copula theory to simulate the dependence among multivariate uncertain inputs. Then, to reduce the prohibitive computational time required in the traditional Monte-Carlo method, we propose, instead of using the original complicated power-system model, to rely on a polynomial-chaos-based response surface. This response surface allows us to efficiently evaluate the time-consuming power-system model at arbitrary distributed sampled values with a negligible computational cost. This further enables us to efficiently conduct an online stochastic testing for the system states that not only screens out the statistical active constraints, but also assists in a better design of the tightened bounds without using any Gaussian or symmetric assumption. Finally, an iterative procedure is executed to fine-tune the optimal solution that better satisfies a predefined probability. The simulations conducted in multiple test systems demonstrate the excellent performance of the proposed method.
Investigations on problems of the type which arise in the control of switched electrical networks are reported. The main results concern the algebraic structure and stochastic aspects of these systems. Future reports will contain more detailed applications of these results to engineering studies.
In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.
Data-consistent inversion is a recently developed measure-theoretic framework for solving a stochastic inverse problem involving models of physical systems. The goal is to construct a probability measure on model inputs (i.e., parameters of interest) whose associated push-forward measure matches (i.e., is consistent with) a probability measure on the observable outputs of the model (i.e., quantities of interest). Previous implementations required the map from parameters of interest to quantities of interest to be deterministic. This work generalizes this framework for maps that are stochastic, i.e., contain uncertainties and variation not explainable by variations in uncertain parameters of interest. Generalizations of previous theorems of existence, uniqueness, and stability of the data-consistent solution are provided while new theoretical results address the stability of marginals on parameters of interest. A notable aspect of the algorithmic generalization is the ability to query the solution to generate independent identically distributed samples of the parameters of interest without requiring knowledge of the so-called stochastic parameters. This work therefore extends the applicability of the data-consistent inversion framework to a much wider class of problems. This includes those based on purely experimental and field data where only a subset of conditions are either controllable or can be documented between experiments while the underlying physics, measurement errors, and any additional covariates are either uncertain or not accounted for by the researcher. Finally, numerical examples demonstrate application of this approach to systems with stochastic sources of uncertainties embedded within the modeling of a system and a numerical diagnostic is summarized that is useful for determining if a key assumption is verified among competing choices of stochastic maps.
Estimating risk from space radiation poses important questions on the radiobiology of protons and heavy ions. We are considering systems biology models to study radiation induced repair foci (RIRF) at low doses, in which less than one-track on average transverses the cell, and the subsequent DNA damage processing and signal transduction events. Computational approaches for describing protein regulatory networks coupled to DNA and oxidative damage sites include systems of differential equations, stochastic equations, and Monte-Carlo simulations. We review recent developments in the mathematical description of protein regulatory networks and possible approaches to radiation effects simulation. These include robustness, which states that regulatory networks maintain their functions against external and internal perturbations due to compensating properties of redundancy and molecular feedback controls, and modularity, which leads to general theorems for considering molecules that interact through a regulatory mechanism without exchange of matter leading to a block diagonal reduction of the connecting pathways. Identifying rate-limiting steps, robustness, and modularity in pathways perturbed by radiation damage are shown to be valid techniques for reducing large molecular systems to realistic computer simulations. Other techniques studied are the use of steady-state analysis, and the introduction of composite molecules or rate-constants to represent small collections of reactants. Applications of these techniques to describe spatial and temporal distributions of RIRF and cell populations following low dose irradiation are described.
The traditional approach to quantum parameter estimation focuses on the quantum state, deriving fundamental bounds on precision through the quantum Fisher information. In most experimental settings, however, performing arbitrary quantum measurements is highly unfeasible. In open quantum systems, an alternative approach to metrology involves the measurement of stochastic currents flowing from the system to its environment. However, the present understanding of current-based metrology is mostly limited to Markovian master equations. Considering a parameter estimation problem in a two-terminal mesoscopic conductor, we identify the key elements that determine estimation precision within the Landauer-Büttiker formalism. Crucially, this approach allows us to address arbitrary coupling and temperature regimes. Furthermore, we obtain analytical results for the precision in linear-response and zero-temperature regimes. For the specific parameter estimation task that we consider, we demonstrate that the boxcar transmission function is optimal for current-based metrology in all parameter regimes.
The real-time application of powertrain-based predictive energy management (PrEM) brings the prospect of additional energy savings for hybrid powertrains. Torque split optimal control methodologies have been a focus in the automotive industry and academia for many years. Their real-time application in modern vehicles is, however, still lagging behind. While conventional exact and non-exact optimal control techniques such as Dynamic Programming and Model Predictive Control have been demonstrated, they suffer from the curse of dimensionality and quickly display limitations with high system complexity and highly stochastic environment operation. This paper demonstrates that Neuroevolution associated drive cycle classification algorithms can infer optimal control strategies for any system complexity and environment, hence streamlining and speeding up the control development process. Neuroevolution also circumvents the integration of low fidelity online plant models, further avoiding prohibitive embedded computing requirements and fidelity loss. This brings the prospect of optimal control to complex multi-physics system applications. The methodology presented here covers the development of the drive cycles used to train and validate the neurocontrollers and classifiers, as well as the application of the Neuroevolution process.
The Air Transportation Technology Program at Princeton University, a program emphasizing graduate and undergraduate student research, proceeded along several avenues during the past year. A study of optimal trajectories for penetration of microbursts when encounter is unavoidable was conducted. The emphasis of current wind shear research is on developing an expert system for wind shear avoidance. A knowledge-based reconfigurable flight control system that is implemented with the Pascal programming language using parallel microprocessors was developed. This expert system could be considered a prototype for a failure-tolerant control system that can be constructed using existing hardware. Development of a real-time cockpit simulator continued during the year. The simulator provides a single-person crew station with both conventional and advanced control devices; it currently is programmed to simulate the Navion single-engine general aviation airplane. Alternatives for the air traffic control system giving particular attention to the institutional structure of the FAA are analyzed. A simple numerical procedure for estimating the stochastic robustness of control systems is being investigated. The revitalization of the general aviation industry is also discussed.