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All sources NASA NTRS DOE OSTI

DOE OSTI2024

Evidential Deep Learning for Probabilistic Modelling of Extreme Storm Events

Uncertainty quantification (UQ) methods play an important role in reducing errors in weather forecasting. Conventional approaches in UQ for weather forecasting rely on generating an ensemble of forecasts from physics-based simulations to estimate the uncertainty. However, it is computationally expensive to generate many forecasts to predict real-time extreme weather events. Evidential Deep Learning (EDL) is an uncertainty-aware deep learning approach designed to provide confidence about its predictions using only one forecast. It treats learning as an evidence acquisition process where more evidence is interpreted as increased predictive confidence. We apply EDL to storm forecasting using real-world weather datasets and compare its performance with traditional methods. Our findings indicate that EDL not only reduces computational overhead but also enhances predictive uncertainty. This method opens up novel opportunities in research areas such as climate risk assessment, where quantifying the uncertainty about future climate is crucial.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2005

Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems

The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.

Smith, Brett A.↗

DOE OSTI2025

Towards universal unfolding of detector effects in high-energy physics using denoising diffusion probabilistic models

Correcting for detector effects in experimental data, particularly through unfolding, is critical for enabling precision measurements in high-energy physics. However, traditional unfolding methods face challenges in scalability, flexibility, and dependence on simulations. We introduce a novel approach to multidimensional object-wise unfolding using conditional Denoising Diffusion Probabilistic Models (cDDPM). Our method utilizes the cDDPM for a non-iterative, flexible posterior sampling approach, incorporating distribution moments as conditioning information, which exhibits a strong inductive bias that allows it to generalize to unseen physics processes without explicitly assuming the underlying distribution. Our results highlight the potential of this method as a step towards a "universal" unfolding tool that reduces dependence on truth-level assumptions, while enabling the unfolding of a wide range of measured distributions with improved adaptability and accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Operational Probabilistic Tools for Solar Uncertainty (OPTSUN) (Final Project Report for DOE Solar Forecasting II Project)

Increasing levels of solar PV can challenge system operations and may require novel methods to operate the power system reliably and efficiently. Power system operating plans generally use deterministic forecasts, in which the variable energy resources are represented by the expected value for each interval of the decision horizon. Probabilistic forecasts are relatively new but have the potential to address the shortfalls of deterministic forecasts. However, understanding how best to use such forecasts is still a key gap in industry and was the focus of this project. The project had three workstreams. In a forecasting workstream, improvements were made to baseline probabilistic forecasts using a number of new approaches such as machine learning methods and improved input data. In a design workstream, advanced simulation tools used these forecasts to investigate newly proposed reserve determination methods. Lastly, in a demonstration workstream a scheduling management platform (SMP) was developed to leverage probabilistic forecasts in a modular and customizable manner. In order to study the benefits that could be accrued, the project team collaborated with three utility partners (Duke Energy, Southern Company and Hawaiian Electric) to deliver improved probabilistic forecasts for each region and to model each region in case studies using advanced production cost modeling tools. Different methods to determine operating reserve requirements from probabilistic forecasts were developed, simulated, and tested across each region. The benefits of using these newly proposed methods varied by utility, but, in general, using probabilistic forecasts as well as historical data to set the reserve requirements seems to improve reliability related results, with less risk of reserve or supply shortfalls. The cost implications were not always straightforward; in some cases the new methods could show a reduction in expected operating costs, but often the increase in reserves associated with better risk mitigation using probabilistic forecasts could result in an increase in operating costs in the simulations. The SMP tool was developed to process probabilistic forecasts from their initial receipt through to scheduling decisions. This open-source tool consists of several modules for scenario development, reserve requirements calculation, and visualization. The SMP tool was demonstrated to a wide range of operators and stakeholders at all three utilities and further improved based on their feedback. The tool will be available on www.epri.com/optsun. The proposed probabilistic information-based reserve determination approaches have the potential to be implemented by different regions to ensure an economic and reliable power system operation on power systems integrating increasing levels of variable renewable resources. The innovative yet practical methods developed in this project demonstrated tangible benefits from using probabilistic forecasts beyond just study-based assessments to include three unique balancing areas. The demonstrated benefits across the multiple utility environments, are expected to provide system operators in all regions the confidence required and a platform to adopt the new forecasting and operating methods.

14 SOLAR ENERGY↗

DOE OSTI2022

Use Probabilistic Forecasts in Reliable and Economic Electricity Market Scheduling and Operations

The value of probabilistic forecasts in electricity market operations is being increasingly recognized lately, however, the use is still limited. This study demonstrates two cases of using probabilistic forecasts in scheduling and operations of the California electricity market. We first develop a data-driven method to give weather-informed estimates of ramping reserves based on short-term probabilistic solar irradiance forecasts. By using forecasts across multiple sites, our proposed method presents advantages over the real-world baseline in terms of system reliability and economics. Our second case uses probabilistic hydro power forecasts in the scheduling of a hydro power plant under economic and environmental constraints. By optimizing the bids into both the day-ahead and real-time markets, our results demonstrate considerable economic benefits.

13 HYDRO ENERGY↗

NASA NTRS2012

Improved Hierarchical Optimization-Based Classification of Hyperspectral Images Using Shape Analysis

A new spectral-spatial method for classification of hyperspectral images is proposed. The HSegClas method is based on the integration of probabilistic classification and shape analysis within the hierarchical step-wise optimization algorithm. First, probabilistic support vector machines classification is applied. Then, at each iteration two neighboring regions with the smallest Dissimilarity Criterion (DC) are merged, and classification probabilities are recomputed. The important contribution of this work consists in estimating a DC between regions as a function of statistical, classification and geometrical (area and rectangularity) features. Experimental results are presented on a 102-band ROSIS image of the Center of Pavia, Italy. The developed approach yields more accurate classification results when compared to previously proposed methods.

Classification↗

NASA NTRS2010

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

This paper is focused on applying Monte Carlo simulation to probabilistic launch vehicle design and requirements verification. The approaches developed in this paper can be applied to other complex design efforts as well. Typically the verification must show that requirement "x" is met for at least "y" % of cases, with, say, 10% consumer risk or 90% confidence. Two particular aspects of making these runs for requirements verification will be explored in this paper. First, there are several types of uncertainties that should be handled in different ways, depending on when they become known (or not). The paper describes how to handle different types of uncertainties and how to develop vehicle models that can be used to examine their characteristics. This includes items that are not known exactly during the design phase but that will be known for each assembled vehicle (can be used to determine the payload capability and overall behavior of that vehicle), other items that become known before or on flight day (can be used for flight day trajectory design and go/no go decision), and items that remain unknown on flight day. Second, this paper explains a method (order statistics) for determining whether certain probabilistic requirements are met or not and enables the user to determine how many Monte Carlo samples are required. Order statistics is not new, but may not be known in general to the GN&C community. The methods also apply to determining the design values of parameters of interest in driving the vehicle design. The paper briefly discusses when it is desirable to fit a distribution to the experimental Monte Carlo results rather than using order statistics.

Hanson, John M.↗

NASA NTRS2017

Multimodel Ensemble Methods for Prediction of Wake-Vortex Transport and Decay Originating NASA

Several multimodel ensemble methods are selected and further developed to improve the deterministic and probabilistic prediction skills of individual wake-vortex transport and decay models. The different multimodel ensemble methods are introduced, and their suitability for wake applications is demonstrated. The selected methods include direct ensemble averaging, Bayesian model averaging, and Monte Carlo simulation. The different methodologies are evaluated employing data from wake-vortex field measurement campaigns conducted in the United States and Germany.

Korner, Stephan↗

DOE OSTI2025

Impact of representative ground motion level on seismic PSA with the boundary between overestimation and underestimation

One commonly used approach in seismic probabilistic safety assessment (PSA) is the discrete method. This method follows the standard PSA framework and can be applied to various models, such as multi-unit models, while reducing computational costs using standard software. However, due to the inability to subdivide intervals infinitely, the discrete method approximates with a finite number of subintervals. In practice, different numbers of subintervals are applied, and the representative ground motion level is selected based on expert judgment. When employing a smaller number of subintervals, it is important to take caution to prevent underestimation. This study analyzes the impact of the representative ground motion level on seismic risk. It confirms that underestimation can occur with a small number of subintervals depending on the representative ground motion level. This study also proposes a method for determining the boundary of underestimation and overestimation. The method is demonstrated through examples, providing a mathematical foundation for selecting appropriate representative ground motion levels. By avoiding underestimation, this research helps prevent the oversight of significant risk contributors and enhances the understanding of seismic risk.

99 - GENERAL AND MISCELLANEOUS↗

DOE OSTI2020

Combining Emergent Constraints for Climate Sensitivity

A method is proposed for combining information from several emergent constraints into a probabilistic estimate for a climate sensitivity proxy Y such as equilibrium climate sensitivity (ECS). The method is based on fitting a multivariate Gaussian PDF for Y and the emergent constraints using an ensemble of global climate models (GCMs); it can be viewed as a form of multiple linear regression of Y on the constraints. The method accounts for uncertainties in sampling this multidimensional PDF with a small number of models, for observational uncertainties in the constraints, and for overconfidence about the correlation of the constraints with the climate sensitivity. Its general form (Method C) accounts for correlations between the constraints. Method C becomes less robust when some constraints are too strongly related to each other; this can be mitigated using regularization approaches such as ridge regression. An illuminating special case, Method U, neglects any correlations between constraints except through their mutual relationship to the climate proxy; it is more robust to small GCM sample size and is appealingly interpretable. These methods are applied to ECS and the climate feedback parameter using a previously published set of 11 possible emergent constraints derived from climate models in the Coupled Model Intercomparison Project (CMIP). The ±2σ posterior range of ECS for Method C with no overconfidence adjustment is 4.3 ± 0.7 K. For Method U with a large overconfidence adjustment, it is 4.0 ± 1.3 K. This study adds confidence to past findings that most constraints predict higher climate sensitivity than the CMIP mean.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1997

Investigation of Alert Zone and Display Concepts for Free Flight

To better understand the potential benefits and drawbacks of utilizing a probability-based method, a number of alternative approaches to the collision avoidance problem were examined and summarized in the paper "Survey of Conflict Detection and Resolution Modeling Methods" which was presented in August 1997 at the AIAA Guidance, Navigation, and Control Conference. The paper provides a summary and comparative evaluation of the many different approaches that have been used in the past to perform conflict analysis. Each method is categorized in its dynamic modeling approach and method of handling conflict detection and conflict resolution. For example, one category included the extrapolation method used to predict future trajectories of which 3 were defined: nominal, probabilistic, and worst-case. Another category listed the metrics and parameters used by each method to make conflict decisions (i.e. estimated time to closest point of approach, miss distance, current separation, expected maneuvering cost, probability of conflict). Other useful information such as the ability to handle multi-aircraft conflicts and cooperative and non-cooperative maneuvering is also included.

Yang, Lee C.↗

DOE OSTI2020

Multi-Mechanism Flood Hazard Assessment: Critical Review of Current Practice and Approaches

This report documents the initial findings from the Nuclear Regulatory commission (NRC)-sponsored research project Methods for Estimating Joint Probabilities of Coincident and Correlated Flooding Mechanisms for Nuclear Power Plant Flood Hazard Assessments.1 This research project is a part of NRC’s Probabilistic Flood Hazard Assessment (PFHA) Research Program and will aid the development of guidance on the use of PFHA methods to evaluate infrastructure safety for existing and proposed US nuclear power plants (NPPs). More specifically, this project intends to provide technical background for the development of flood hazard curves for multi-mechanism floods (MMFs). MMFs are flood events caused by more than one flooding mechanism (e.g., flood events due to the simultaneous occurrence of precipitation-induced river flooding and storm surge). Project activities include three main tasks: Task 1—Survey of current concepts and methods in assessing MMF hazards; Task 2—Critical assessment of selected methods and approaches for quantifying probabilistic MMF hazard risk; Task 3—Development of example case studies to illustrate best practices for quantifying probabilistic MMF hazard risk The initial findings from Tasks 1 and 2 are documented in this report. Task 1 comprised a survey of approaches and methods that have been applied to understand and assess flood hazards due to MMFs. Task 2 involved a critical review of the selected approaches and methods. To that end, the scope of this report includes documentation of (1) a reconnaissance-level survey of the current state of concepts and practice for MMF hazard assessment; (2) a generalized MMF assessment framework to address the distinctions among various types of flood-forcing phenomena, flood mechanisms (grouped into three mechanism types), and flood severity metrics; (3) a wide-ranging survey of approaches and methods that have been applied to various flooding phenomena and settings; and (4) a critical assessment of MMF hazard assessment methods. Studies were identified involving MMFs related to coastal flooding mechanisms, fluvial (rivers/streams) flooding mechanisms, and associated combinations of coastal and fluvial flooding mechanisms. Studies were also identified that address MMFs involving coastal and fluvial flooding mechanisms as well as coastal flooding mechanisms along with extreme precipitation (without specific attribution to fluvial or pluvial mechanisms). The studies identified for review in this report included assessments at varying spatial scales (from local to global) with differing geographic regions of focus using both observed and synthetic data. The majority of studies identified and reviewed were site-specific assessments focusing on relatively short return periods. Studies considered a range of flood severity metrics, made differing assumptions regarding the occurrence of extrema, and used multiple statistical techniques; the use of copulas for the development of joint distributions was a particularly popular analysis technique. The literature review highlighted the differences among existing studies relative to terminology used, means of presenting results, framework and techniques employed, and level of sophistication regarding the number and types of variables considered. Despite the significant diversity in existing studies, the review identified several promising techniques that will be considered in future work under this project, including the development of joint distributions for MMFs using copula and Bayesian-motivated approaches.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

DOE OSTI2023

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

NASA NTRS1989

Equivalent linearization for fatigue life estimates of a nonlinear structure

An analysis is presented of the suitability of the method of equivalent linearization for estimating the fatigue life of a nonlinear structure. Comparisons are made of the fatigue life of a nonlinear plate as predicted using conventional equivalent linearization and three other more accurate methods. The excitation of the plate is assumed to be Gaussian white noise and the plate response is modeled using a single resonant mode. The methods used for comparison consist of numerical simulation, a probabilistic formulation, and a modification of equivalent linearization which avoids the usual assumption that the response process is Gaussian. Remarkably close agreement is obtained between all four methods, even for cases where the response is significantly linear.

Miles, R. N.↗

DOE OSTI2025

popclass: A Python Package for Classifying Microlensing Events

popclass is a Python package that provides a flexible, probabilistic framework for classifying the lens of a gravitational microlensing event. Gravitational microlensing occurs when a massive foreground object (e.g., a star, white dwarf or black hole) passes in front of and lenses the light from a distant background source. This causes an apparent brightening, and shift in position, of the background source. In most cases, characteristics of the microlensing signal do not contain enough information to definitively identify the lens type. Different lens types lie in different but overlapping regions of the characteristics of the microlensing signal. For example, black holes tend to be more massive than stars and therefore cause microlensing signals that are longer. Current Galactic simulations enable us to predict where different lens types lie in the observational space and can therefore be used to classify events (e.g., Lam et al., 2020). popclass allows the user to match the characteristics of a microlensing signal with a simulation of the Galaxy to calculate lens type probabilities for the event (see Figure 1). Constraints on any microlensing signal properties and any Galactic model can be used. popclass comes with an interface to ArviZ (Kumar et al., 2019) and PyMultiNest (Buchner et al., 2014) for microlensing signal constraints, as well as pre-loaded Galactic models, plotting functionality, and methods to quantify the classification uncertainty. The probabilistic framework for popclass was developed in Perkins et al. (2024), used in Fardeen et al. (2024) and has been applied to classifying events in Kaczmarek et al. (2025).

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Applied Risk Analysis for Guiding Homeland Security Policy

Risk analysis methods may be qualitative, semi-quantitative, or quantitative; adopt probabilistic and statistical theories; and implement concepts from core disciplines including operations research, reliability engineering, systems engineering, and applied mathematics. These methods continue to develop and evolve and have successfully been applied to address various homeland security mission challenges in recent years. The objective of this book is to: 1) highlight the role of risk analysis for informing homeland security policy decisions, and 2) describe case studies from academia, government, and industry that apply risk analysis methods for addressing challenges within each of the DHS missions.

national security, risk assessment, risk managemen↗

NASA NTRS2022

Intent Modeling and Conflict Probability Calculation for Operations in Upper Class E Airspace

This work presents a probabilistic operational intent model for vehicles operating in upper Class E airspace. A hybrid method is developed to calculate the intent conflict probability leveraging and extending past works on probabilistic conflict computation. Simulation results verify that the probabilistic intent model can accurately encompass the uncertain positions of each vehicle type, that are a result of wind prediction errors and vehicle performance. A comparison with past methods showed that the proposed hybrid method captures the intent conflict probability with better accuracy, especially for a larger look-ahead horizon, and computational time is reasonable for real-time applications. An example is presented to illustrate the use of the intent conflict probability in strategic planning applications.

Air traffic management↗