A Sharp Estimate on the Transient Time of Distributed Stochastic Gradient Descent
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Automation & Control Systems↗
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Results for “Stochastic systems”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Quantifying the impacts of climate change and extreme climate events on energy systems
Climate induced extreme weather events and weather variations will affect both the demand of energy and the resilience of energy supply systems. The specific potential impact of extreme events on energy systems has been difficult to quantify due to the unpredictability of future weather events. In this work, we develop a stochastic-robust optimization method to consider both low impact variations and extreme events. Applications of the method to 30 cities in Sweden, by considering 13 climate change scenarios, reveal that uncertainties in renewable energy potential and demand can lead to a significant performance gap (up to 34% for grid integration) brought by future climate variations and a drop in power supply reliability (up to 16%) due to extreme weather events. Finally, appropriate quantification of the climate change impacts will ensure robust operation of the energy systems and enable renewable energy penetration above 30% for a majority of the cities.
54 ENVIRONMENTAL SCIENCES↗
Security Constrained Distributed Transaction Model for Multiple Prosumers
Massive access of renewable energy has prompted demand-side distributed resources to participate in regulation and improve flexibility of power systems. With large-scale access of massive, decentralized, and diverse distributed resources, demand-side market members have transformed from traditional “consumers” to “prosumers”. To explore the distributed transaction model of prosumers, in this paper, a multi-prosumer distributed transaction model is proposed, and the Conditional Value-at-Risk (CVaR) theory is applied to quantify potential risks caused by the stochastic characteristics inherited from renewable energy. First, a prosumer model under constraints of the distribution network including photovoltaic units, fuel cells, energy storage system, central air conditioning and flexible loads is established, and a multi-prosumer distributed transaction strategy is proposed to achieve power sharing among multiple prosumers. Second, a prosumer transaction model based on CVaR is constructed to measure risks inherited from the uncertainty of PV output within the prosumer and ensure safety of system operation in extreme PV output scenarios. Then, the alternating direction multiplier method (ADMM) is utilized to solve the constructed model efficiently. Finally, distributed transaction costs of prosumers are distributed fairly based on the generalized Nash equilibrium to maximize social benefits. Simulation results show the multi-prosumer distributed transaction mechanism established under the proposed generalized Nash equilibrium method can encourage power sharing among prosumers, increasing their own income and social benefits. Also, the CVaR can assist decision making of prosumers in weighting the risks and benefits, improving system resilience through energy management of prosumers.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Numerical heating in particle-in-cell simulations with Monte Carlo binary collisions
The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here we show that the coupling between PIC and MC algorithms can give rise to (nonphysical) numerical heating of the system that significantly exceeds that observed when these algorithms operate independently. We argue that this deleterious effect results from an inconsistency between the particle motion associated with MC collisions and the work performed by the collective electromagnetic field on the PIC grid. This inconsistency manifests as the (artificial) stochastic production of electromagnetic energy, which ultimately heats the plasma particles. Here, the MC-induced numerical heating can significantly impact the evolution of the simulated system for long simulation times (≳10 3 collision periods, for typical numerical parameters). We describe the source of the MC-induced numerical heating analytically and discuss strategies to minimize it.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Effective field theory of stochastic diffusion from gravity
Planar black holes in AdS have long-lived quasinormal modes which capture the physics of charge and momentum diffusion in the dual field theory. How should we characterize the effective dynamics of a probe system coupled to the conserved currents of the dual field theory? Specifically, how would such a probe record the long-lived memory of the black hole and its Hawking fluctuations? We address this question by exhibiting a universal gauge invariant framework which captures the physics of stochastic diffusion in holography: a designer scalar with a gravitational coupling governed by a single parameter, the Markovianity index. We argue that the physics of gauge and gravitational perturbations of a planar Schwarzschild-AdS black hole can be efficiently captured by such designer scalars. We demonstrate that this framework allows one to decouple, at the quadratic order, the long-lived quasinormal and Hawking modes from the short-lived ones. It furthermore provides a template for analyzing fluctuating open quantum field theories with memory. In particular, we use this set-up to analyze the diffusive Hawking photons and gravitons about a planar Schwarzschild-AdS black hole and derive the quadratic effective action that governs fluctuating hydrodynamics of the dual CFT. Along the way we also derive results relevant for probes of hyperscaling violating backgrounds at finite temperature.
79 ASTRONOMY AND ASTROPHYSICS↗
Designing Monte Carlo Simulation and an Optimal Machine Learning to Optimize and Model Space Missions
This paper investigates applying artificial intelligence (AI) algorithms to attitude control system of satellites to optimally tune the controller using high performance computing. This methodology is applied to the Virtual Telescope for X-ray Observation mission, which is a precise formation of two separate spacecraft observing multiple objects in the space in the X-ray domain. The mission is divided into phases based on the instrumentation and the mission goal. To reach an stable precise formation robust to stochastic slew and slew rate (i.e., Euler angles and angular velocities) in a minimal constrained time T , consumed energy of the attitude control system, denoted as E, and root-mean-square state error of attitude control system, denoted as e, are minimized. Monte-Carlo simulation is used for the sensitivity analysis of optimization and designing a controller. Deep neural networks (DNN), Gaussian processes (GP), and support vector regression (SVR) learn this optimization as a surrogate model, while their hyperparameters are optimized in a novel approach. THETA supercomputer at Argonne Leadership Computing Facility (ALCF) is used for optimizing the hyperparameters of DNN. The surrogate model meets the requirements of the mission, and it shows a better performance over the optimization and Monte-Carlo. The optimal DNN can satisfy the mission requirements e and T while reducing E for 90% compared to the other given methods.
42 ENGINEERING↗
PyPVRPM: Photovoltaic Reliability and Performance Model in Python
The ability to perform accurate techno-economic analysis of solar photovoltaic (PV) systems is essential for bankability and investment purposes. Most energy yield models assume an almost flawless operation (i.e., no failures); however, realistically, components fail and get repaired stochastically. This package, PyPVRPM, is a Python translation and improvement of the Language Kit (LK) based PhotoVoltaic Reliability Performance Model (PVRPM), which was first developed at Sandia National Laboratories in Goldsim software (Granata et al., 2011) (Miller et al., 2012). PyPVRPM allows the user to define a PV system at a specific location and incorporate failure, repair, and detection rates and distributions to calculate energy yield and other financial metrics such as the levelized cost of energy and net present value (Klise, Lavrova, et al., 2017). Our package is a simulation tool that uses NREL’s Python interface for System Advisor Model (SAM) (National Renewable Energy Laboratory, 2020b) (National Renewable Energy Laboratory, 2020a) to evaluate the performance of a PV plant throughout its lifetime by considering component reliability metrics. Besides the numerous benefits from migrating to Python (e.g., speed, libraries, batch analyses), it also expands on the failure and repair processes from the LK version by including the ability to vary monitoring strategies. These failures, repairs, and monitoring processes are based on user-defined distributions and values, enabling a more accurate and realistic representation of cost and availability throughout a PV system’s lifetime.
97 MATHEMATICS AND COMPUTING↗
Probability of Initiation in Neutron Transport
We discuss the numerical solution of the nonlinear integro-differential equation for the probability of a divergent neutron chain in a stationary system (i.e., the probability of initiation (POI)). We follow the development described in Bell’s classic paper on the stochastic theory of neutron transport. As noted by Bell, the linearized form of this equation resembles the linear adjoint neutron transport equation. A matrix formalism for the discretized steady state (or forward) neutron equation in slab geometry is first developed and is then used to derive the discrete adjoint equation. A main advantage of this discrete development is that the resulting discrete adjoint equation does not depend upon how the multigroup cross sections for the forward problem are obtained. That is, we derive the discrete adjoint directly from the discrete forward equations rather than discretizing directly the adjoint equation. This also guarantees that the discrete adjoint operator is consistent with the inner product used to define the adjoint operator. We discuss three approaches for the numerical solution of the POI equations, and present numerical results on several test problems. The three solution methods are a simple fixed-point iteration, a second approach that is akin to a nonlinear Power iteration, and a third approach which uses a Newton-Krylov nonlinear solver. We also give sufficient conditions to guarantee the existence and uniqueness of nontrivial solutions to our discrete POI equations when the discrete system is supercritical, and that only the trivial solution exists when the discrete system is subcritical. Our approach is modeled after the analysis presented for the continuous POI equations by Mokhtar-Kharroubi and Jarmouni-Idrissi, and by Pazy and Rabinowitz.
42 ENGINEERING↗
Comparing (stochastic-selection) ab initio multiple spawning with trajectory surface hopping for the photodynamics of cyclopropanone, fulvene, and dithiane
Ab Initio Multiple Spawning (AIMS) simulates the excited-state dynamics of molecular systems by representing nuclear wavepackets in a basis of coupled traveling Gaussian functions, called trajectory basis functions (TBFs). New TBFs are spawned when nuclear wavepackets enter regions of strong nonadiabaticity, permitting the description of non-Born–Oppenheimer processes. The spawning algorithm is simultaneously the blessing and the curse of the AIMS method: it allows for an accurate description of the transfer of nuclear amplitude between different electronic states, but it also dramatically increases the computational cost of the AIMS dynamics as all TBFs are coupled. Recently, a strategy coined stochastic-selection AIMS (SSAIMS) was devised to limit the ever-growing number of TBFs and tested on simple molecules. In this work, we use the photodynamics of three different molecules—cyclopropanone, fulvene, and 1,2-dithiane—to investigate (i) the potential of SSAIMS to reproduce reference AIMS results for challenging nonadiabatic dynamics, (ii) the compromise achieved by SSAIMS in obtaining accurate results while using the smallest average number of TBFs as possible, and (iii) the performance of SSAIMS in comparison to the mixed quantum/classical method trajectory surface hopping (TSH)—both in terms of its accuracy and computational cost. We show that SSAIMS can accurately reproduce the AIMS results for the three molecules considered at a much cheaper computational cost, often close to that of TSH. We deduce from these tests that an overlap-based criterion for the stochastic-selection process leads to the best agreement with the reference AIMS dynamics for the smallest average number of TBFs.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Distribution System State Estimation With High Penetration of Demand Response Enabled Loads
Demand-side operations incentivize utility customers to take part in various grid services. A demand response enabled load (DREL) is a flexible grid asset that schedules electricity consumption in response to a time-of-use (TOU) energy price. Consequently, its energy profile differs from that of a conventional load that is insensitive to price. This difference may cause new challenges for distribution system state estimation (DSSE). It is well known that DSSE often needs to use pseudo-measurements based on historic load profiles to increase system observability. However, historic profiles of conventional loads are not representative of DREL behaviors. Additionally, the inaccuracy impacts DSSE results and other DSSE-dependent operations. In this paper, we propose an online pseudo-measurement generation approach for DSSE with DRELs. We formulate an optimization model to represent DRELs self-adjusting actions. Sampling-based stochastic optimization techniques are proposed to account for uncertainties in DRELs. A set of representative DREL behavior data corresponding to the samples are used to characterize DREL pseudo-measurements. Case studies with modified IEEE 123-bus test system verify the validity of the proposed work.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Bi-Level Adaptive Storage Expansion Strategy for Microgrids Using Deep Reinforcement Learning
Battery energy storage (BES) is a versatile resource for the secure and economic operation of microgrids (MGs). Prevailing stochastic optimization-based approaches for BES expansion planning for MGs are computationally complicated. This work proposes a data-driven bi-level multi-period BES expansion planning framework to determine the siting, sizing, and timing of BES installations. The proposed planning framework unifies deep reinforcement learning (DRL) and linear programming, thereby decoupling the determinations for the integer and continuous decision variables in two time scales, respectively. In the upper level, a rainbow DRL agent with quantile regression is trained to provide dynamic planning policies to accommodate stochastic renewable energy resources (RESs), load, and battery price changes efficiently. Further, the lower level computes the optimal operation of MGs with frequency constraints to hedge the islanding contingency. The two levels communicate with one another by exchanging storage configuration and operating expenses in order to accomplish the shared goal of minimizing investment and operation costs. Comparative case studies on an MG are carried out to demonstrate the superiority of the proposed DRL-based solution to the mixed-integer linear programming counterpart on efficiency, scalability, and adaptability.
24 POWER TRANSMISSION AND DISTRIBUTION↗
A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions
In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.
97 MATHEMATICS AND COMPUTING↗
An Integrated High-performance Computing and Digital Real-time Simulation Testbed to Benchmark Closed-loop Load Shedding Algorithms in Power Systems
An integrated testbed using digital real-time simulator (DRTS) and a high-performance computing (HPC) cluster is presented here to compare speed and performance of computational schemes to mitigate time-critical issues in electric power systems. The first approach in this testbed validation is taken by running a set of closed-loop load shedding algorithms to compare and contrast two paradigms of arresting cascading failure propagation. Two algorithms involve solving DC and AC power flow model-based optimization problems to compute load shedding at different buses, while a model-based stochastic search using parallel computing provides a viable alternative. The algorithms are implemented in the DRTS-HPC testbed for the IEEE 14-bus benchmark transmission system. As a proof of the concept, simulation results are presented for implementation of closed-loop load-shedding algorithms for cascading failures in the DRTS-HPC testbed
24 POWER TRANSMISSION AND DISTRIBUTION↗
Fast and Universal Kohn-Sham Density Functional Theory Algorithm for Warm Dense Matter to Hot Dense Plasma
Understanding many processes, e.g., fusion experiments, planetary interiors, and dwarf stars, depends strongly on microscopic physics modeling of warm dense matter and hot dense plasma. This complex state of matter consists of a transient mixture of degenerate and nearly free electrons, molecules, and ions. This regime challenges both experiment and analytical modeling, necessitating predictive ab initio atomistic computation, typically based on quantum mechanical Kohn-Sham density functional theory (KS-DFT). However, cubic computational scaling with temperature and system size prohibits the use of DFT through much of the warm dense matter regime. A recently developed stochastic approach to KS-DFT can be used at high temperatures, with the exact same accuracy as the deterministic approach, but the stochastic error can converge slowly and it remains expensive for intermediate temperatures (< 50 eV). Here we have developed a universal mixed stochastic-deterministic algorithm for DFT at any temperature. This approach leverages the physics of KS-DFT to seamlessly integrate the best aspects of these different approaches. We demonstrate that this method significantly accelerated self-consistent field calculations for temperatures from 3 to 50 eV, while producing stable molecular dynamics and accurate diffusion coefficients.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Data-Driven Preemptive Voltage Monitoring and Control Using Probabilistic Voltage Sensitivities
Increased penetration levels of distributed variable renewable generation can cause random voltage fluctuations and violations at multiple nodes. Traditional methods of voltage control typically involve reactionary responses of capacitor banks, tap changers, and recently even smart inverters. But because of the lack of foresight in voltage violations, these controls are ineffective to completely mitigate the issue. Therefore, new methods of predicting voltage violations subject to random power injection changes in the distribution network are needed, which can be used to guide optimal and dynamic methods of voltage control. This work lays the foundation for such preemptive voltage monitoring and control by proposing an analytical and sensor data-driven voltage sensitivity analysis method. Driven by stochastic data and forecasts, the method can be used to develop probabilistic voltage sensitivities and consequently to predict system nodes with high likelihood of voltage limit violations. The effectiveness of this method is tested on IEEE 69-node distribution system integrated with distributed solar. The results demonstrate the proposed method's ability to successfully predict nodes with high probability of voltage violations for a specific time-series simulation. The results also demonstrate the ability to guide timely power injection control actions to mitigate future voltage violations.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Protecting Customer Privacy Through Distributed Energy Resource Anonymization
Due to their stochastic nature, the increase of Renewable Energy Resources (RERs) as a primary source of energy for power grids creates challenges regarding the reliability and resilience of the system. In order to combat these obstacles, expansion of Distributed Energy Resources (DERs) and their participation in Demand Response (DR) programs is necessary. Widespread participation requires prioritizing customer privacy and addressing concerns that may arise regarding communication between DERs and the Grid Service Provider (GSP). This paper discusses the use of flow reservation resources to split the operating cycles of DER load profiles into unique phases. The splitting of phases increases anonymization of the DERs by making it more difficult to determine the individual characteristics of the device. We discuss an example of this using simulated DER load profile data and examine the resulting effectiveness by using a machine learning algorithm for classification, called Support Vector Machine (SVM).
Distributed Energy Resource, Anonymization, Renewa↗
Routing Problem for Unmanned Aerial Vehicle Patrolling Missions - A Progressive Hedging Algorithm
This paper presents a two-stage stochastic program to model a routing problem involving an Unmanned Aerial Vehicle (UAV) in the context of patrolling missions. In particular, given a set of targets and a set of supplemental targets corresponding to each target, the first stage decisions involve finding the sequence in which the vehicle has to visit the set of targets. Upon reaching each target, the UAV collects information and if the operator of the UAV deems that the information collected is not of sufficient fidelity, then the UAV has to visit all the supplemental targets corresponding to that target to collect additional information before proceeding to visit the next target. The problem is solved using a progressive hedging algorithm and extensive computational results corroborating the effectiveness of the proposed model and the solution methodology is presented.
33 ADVANCED PROPULSION SYSTEMS↗
Weak-form inference for hybrid dynamical systems in ecology
Species subject to predation and environmental threats commonly exhibit variable periods of population boom and bust over long timescales. Understanding and predicting such behaviour, especially given the inherent heterogeneity and stochasticity of exogenous driving factors over short timescales, is an ongoing challenge. A modelling paradigm gaining popularity in the ecological sciences for such multi-scale effects is to couple short-term continuous dynamics to long-term discrete updates. We develop a data-driven method utilizing weak-form equation learning to extract such hybrid governing equations for population dynamics and to estimate the requisite parameters using sparse intermittent measurements of the discrete and continuous variables. The method produces a set of short-term continuous dynamical system equations parametrized by long-term variables, and long-term discrete equations parametrized by short-term variables, allowing direct assessment of interdependencies between the two timescales. We demonstrate the utility of the method on a variety of ecological scenarios and provide extensive tests using models previously derived for epizootics experienced by the North American spongy moth ( Lymantria dispar dispar ).
54 ENVIRONMENTAL SCIENCES↗