Adaptive Polynomial Response Surfaces and Level-1 Probability Boxes for Propagating and Representing Aleatory and Epistemic Components of Uncertainty.
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Stochastic unit commitment (UC) and economic dispatch (ED) are imperative in dealing with uncertainty in renewable forecast for power system operation and planning such that the overall expected production cost is minimized over the planning horizon. However, accurate calculation of the expected production cost requires assessment of a very large number of different scenarios of uncertain renewable resources, such as solar and wind, which is practically infeasible to simulate in real time. This article proposes a hybrid datadriven and physics-based model-predictive paradigm to efficiently solve for stochastic unit commitment and economic dispatch considering uncertainty in wind and solar power forecasts. Here, the novelty of the approach lies in decoupling the production cost estimation from the unit commitment and economic dispatch optimization problems under uncertainty without compromising on the fidelity of the solutions. A data-driven machine learning model is first developed to predict the mean optimal production cost. A physics-based inverse problem is then solved to get the stochastic UC and ED profiles from the expected cost. The presented approach considers, for the first time, solar uncertainty in UC/ED determination and enables efficient and accurate propagation of wind and solar uncertainty to estimate the statistics of the production cost. The effectiveness of the developed approach is demonstrated systematically on a stylized RTS-GMLC single-node system. The overall framework predicts the expected cost 62.5% more accurately than the existing state-of-the-art, on unforeseen days during the entire year, and yields, for the first time, the associated physically consistent UC and ED profiles. The solutions are also shown to be flexible in providing adequate daily reserves to address any statistical deviations from probabilistic power forecasts. The computational time associated with the presented method is only about 10 s compared to over 24 h needed for a conventional stochastic UC/ED determination under uncertainty on an Intel Core i9 processor with 32 GB of RAM.
Empirical estimates of the band power covariance matrix are commonly used in cosmic microwave background (CMB) power spectrum analyses. While this approach easily captures correlations in the data, noise in the resulting covariance estimate can systematically bias the parameter fitting. Conditioning the estimated covariance matrix, by applying prior information on the shape of the eigenvectors, can reduce these biases and ensure the recovery of robust parameter constraints. In this work, we use simulations to benchmark the performance of four different conditioning schemes, motivated by contemporary CMB analyses. The simulated surveys measure the TT, TE, and EE power spectra over the angular multipole range 300 ≤ ℓ ≤ 3500 in Δℓ = 50 wide bins, for temperature map-noise levels of 10, 6.4, and $2\, \mu$K arcmin. We divide the survey data into N real = 30, 50, or 100 uniform subsets. We show the results of different conditioning schemes on the errors in the covariance estimate, and how these uncertainties on the covariance matrix propagate to the best-fitting parameters and parameter uncertainties. The most significant effect we find is an additional scatter in the best-fitting point, beyond what is expected from the data likelihood. For a minimal conditioning strategy, N real = 30, and a temperature map-noise level of 10$\, \mu$K arcmin, we find the uncertainty on the recovered best-fitting parameter to be ×1.3 larger than the apparent posterior width from the likelihood (×1.2 larger than the uncertainty when the true covariance is used). Stronger priors on the covariance matrix reduce the misestimation of parameter uncertainties to $\lt 1{{\ \rm per\ cent}}$. As expected, empirical estimates perform better with higher N real , ameliorating the adverse effects on parameter constraints.
Two-colour pyrometry (2CP) has been used over several decades to study engine-relevant combustion processes, but results are generally regarded as qualitative or semi-quantitative. In many current 2CP systems, large measurement errors are introduced by parallax because the two measured wavelengths are not from the same line of sight. Here this work presents a spatially-resolved 2CP system with the objective of quantifying and reducing measurement uncertainty. An optical setup that eliminates parallax in 2CP is used together with pixel-by-pixel calibration of the camera sensor to increase measurement accuracy. Primary uncertainty terms are identified, and an error propagation analysis is performed to compute uncertainties in the final results of soot temperature, soot concentration parameter, KL, and soot mass. These methodologies are applied to investigate an auto-igniting fuel spray in a constant pressure flow rig at diesel-like conditions of high ambient pressure and temperature. Results show bias uncertainty of around 200 K (≈10%) for temperature and about 40%–60% for KL. High uncertainty was found to occur on the diffusion flame front where both optical thickness and soot concentrations are small. However, these uncertain measurement zones with relatively low soot concentrations contribute minimally to the total soot mass present in the reacting jet during the temporal evolution of the flame.
Abstract Early studies of the AMS-02 antiproton ratio identified a possible excess over the expected astrophysical background that could be fit by the annihilation of a weakly interacting massive particle (WIMP). However, recent efforts have shown that uncertainties in cosmic-ray propagation, the antiproton production cross-section, and correlated systematic uncertainties in the AMS-02 data, may combine to decrease or eliminate the significance of this feature. We produce an advanced analysis using the DRAGON2 code which, for the first time, simultaneously fits the antiproton ratio along with multiple secondary cosmic-ray flux measurements to constrain astrophysical and nuclear uncertainties. Compared to previous work, our analysis benefits from a combination of: (1) recently released AMS-02 antiproton data, (2) updated nuclear fragmentation cross-section fits, (3) a rigorous Bayesian parameter space scan that constrains cosmic-ray propagation parameters.We find no statistically significant preference for a dark matter signal and set strong constraints on WIMP annihilation tobb̅, ruling out annihilation at the thermal cross-section for dark matter masses below ∼ 200 GeV. We do find a positive residual that is consistent with previous work, and can be explained by a ∼ 70 GeV WIMP annihilating below the thermal cross-section. However, our default analysis finds this excess to have a local significance of only 2.8σ, which is decreased to 1.8σwhen the look-elsewhere effect is taken into account.
Recent developments in multi-dimensional simulations of core-collapse supernovae have considerably improved our understanding of this complex phenomenon. In addition to that, one-dimensional (1D) studies have been employed to study the explosion mechanism and its causal connection to the pre-collapse structure of the star, as well as to explore the vast parameter space of supernovae. Nonetheless, many uncertainties still affect the late stages of the evolution of massive stars, their collapse, and the subsequent shock propagation. In this review, we will briefly summarize the state-of-the-art of both 1D and 3D simulations and how they can be employed to study the evolution of massive stars, supernova explosions, and shock propagation, focusing on the uncertainties that affect each of these phases. Finally, we will illustrate the typical nucleosynthesis products that emerge from the explosion.
This study implemented a framework of empirical validation of building energy models under uncertainty to a set of controlled experiments that aim to validate multi-zone building and HVAC system models. Energy models were created through iterative acquisitions of information and data and uses measurement data from various types of sensors as both inputs and as observations to validate predictions. Experimental and modeling uncertainties were quantified and propagated accordingly, and probabilistic accuracy metrics were used to evaluate the agreement between model predictions and observations under uncertainty. Sensitivity analysis was performed to identify the most influential uncertainties that will be prioritized to be addressed in the next steps. Current results of two cooling tests show an overall good agreement between predictions and observations on a set of HVAC system outputs despite considerable and influential uncertainty in DX cooling coil COP. Agreements on zone-level responses vary notably among individual rooms, likely because of significant uncertainties in room radiation heat gain and system supply air.
Cosmic-ray antideuterons could be a key for the discovery of exotic phenomena in our Galaxy, such as dark-matter annihilations or primordial black hole evaporation. Unfortunately the theoretical predictions of the antideuteron flux at Earth are plagued with uncertainties from the mechanism of antideuteron production and propagation in the Galaxy. We present the most up-to-date calculation of the antideuteron fluxes from cosmic-ray collisions with the interstellar medium and from exotic processes. We include for the first time the antideuteron inelastic interaction cross section recently measured by the ALICE collaboration to account for the loss of antideuterons during propagation. In order to bracket the uncertainty in the expected fluxes, we consider several state-of-the-art models of antideuteron production and of cosmic-ray propagation.
Fire is historically and analytically a significant contributor to nuclear power plant risk. The level of fire risk and the methods, tools and data for modeling this risk is highly debated by experts. One area of debate is the input data used in fire modeling and how to deal with this data’s high uncertainty. This report outlines initial work performed for determining the key parameters causing this uncertainty and how it propagates into nuclear power plant models. This research paves the way for the development of methods to reduce fire data uncertainty used in modeling. The Nuclear Regulatory Commission has mandated that nuclear power plants perform fire risk modeling. However, there are several issues with the current risk modeling implementation that affect the results. Approved modeling methods can be overly conservative and often do not match plant experience. Also, the data used in the modeling can have high uncertainties and is influenced by expert judgement. To evaluate input data uncertainty, researchers performed an initial review of several fire experiments done at Sandia National Laboratories. Uncertainties for fire data can come from many sources, such as experiment design constraints, environmental conditions, or other plant-specific aspects. There are many different significant and insignificant parameters driving the uncertainty. Additionally, the uncertainty of the different input data used in the fire modeling could have a significant or insignificant effect on the entire plant risk. A four-step methodology was developed to perform Integrated Probabilistic Risk Assessment Importance Ranking. A demonstration case using these steps was set up and three of the four steps were completed in fiscal year (FY) 2019 and the fourth step done FY 2020. These steps are: 1. The qualitative analysis of potential sources was conducted with the following items identified for the demonstration. • Maximum heat release rate • Time to maximum heat release rate • Duration of max heat release rate • Time to decay • Thermal conductivity of concrete • Specific heat of concrete • Density of concrete • Cable jacket thickness 2. A quantitative characterization of dominant sources of uncertainty was performed. A list of distributions and determined values of the dominant sources is shown in Appendix A. 3. A quantitative screening of the potential sources of uncertainty using Morris Elementary Effects Analysis was completed. An experimental model using the physics-based fire modeling tool Fire Dynamics Simulator was developed and coupled with the Risk Analysis Virtual Environment. The Morris analysis identified at least two parameters that can be eliminated as significant contributors (specific heat of concrete and cable jacket thickness). 4. Global importance measure (Global IM) analysis to generate a comprehensive ranking based on their influence on the plant risk. In this research, a moment-independent Global IM is used since it can address (a) uncertainty in the input parameters of the fire model, (b) uncertainty in the risk outputs, and (c) non-linearity and interactions among input parameters in the fire model, more accurately than the correlation-based and variance-based global methods. The observations from the research showed that, depending on the initial and boundary conditions of the fire scenarios, fire-induced damage could have a very small probability and could be dominated by the tail of the uncertainty distribution; hence, the accuracy of the correlation-based and variance-based methods is questionable. The moment-independent Global IM analysis in this research provides a better understanding of how experimental uncertainty data affects industry’s plant models and where improvements in that data will have the largest benefit for improving fire modeling accuracy in causing core damage. Among the five unscreened parameters obtained from the Morris EE analysis, the Global IM analysis results for the case study indicated that max heat release rate and fire location are the most important parameters. The report also outlines benefits of using a unified computational platform that integrates the underlying simulations (e.g., a fire progression model), quantitative screening (using the Morris EE method), and the Global IM analysis. A unified platform can (i) facilitate the ranking of input parameters considering multiple key fire scenarios simultaneously, rather than considering one scenario at a time, (ii) contribute to more explicit and accurate treatment of dependencies at multiple levels of Fire PRA, (iii) facilitate the sampling-based uncertainty quantification for Fire PRA, and (iv) help generating both “industry-wide” and "plant-specific" ranking of uncertainty sources in Fire PRA. Future research should be done to include additional parameters such as detection/suppression or cable fire spread. Adding a PRA software such as SAPHIRE to the RAVEN platform would help with plant model integration and improve treatment of fire-induced dependency. The I-PRA risk importance ranking methodology offered in this report can provide valuable information for efficiently (a) enhancing the realism of Fire PRA for existing plants and (b) supporting the development of Dynamic Fire PRA for advanced reactors and new plants.
Biomass burning smoke is advected over the southeastern Atlantic Ocean between July and October of each year. This smoke plume overlies and mixes into a region of persistent low marine clouds. Model calculations of climate forcing by this plume vary significantly in both magnitude and sign. NASA EVS-2 (Earth Venture Suborbital-2) ORACLES (ObseRvations of Aerosols above CLouds and their intEractionS) had deployments for field campaigns off the west coast of Africa in 3 consecutive years (September 2016, August 2017, and October 2018) with the goal of better characterizing this plume as a function of the monthly evolution by measuring the parameters necessary to calculate the direct aerosol radiative effect. Here, this dataset and satellite retrievals of cloud properties are used to test the representation of the smoke plume and the underlying cloud layer in two regional models (WRF-CAM5 and CNRM-ALADIN) and two global models (GEOS and UM-UKCA). The focus is on the comparisons of those aerosol and cloud properties that are the primary determinants of the direct aerosol radiative effect and on the vertical distribution of the plume and its properties. The representativeness of the observations to monthly averages are tested for each field campaign, with the sampled mean aerosol light extinction generally found to be within 20 % of the monthly mean at plume altitudes. When compared to the observations, in all models, the simulated plume is too vertically diffuse and has smaller vertical gradients, and in two of the models (GEOS and UM-UKCA), the plume core is displaced lower than in the observations. Plume carbon monoxide, black carbon, and organic aerosol masses indicate underestimates in modeled plume concentrations, leading, in general, to underestimates in mid-visible aerosol extinction and optical depth. Biases in mid-visible single scatter albedo are both positive and negative across the models. Observed vertical gradients in single scatter albedo are not captured by the models, but the models do capture the coarse temporal evolution, correctly simulating higher values in October (2018) than in August (2017) and September (2016). Uncertainties in the measured absorption Ångstrom exponent were large but propagate into a negligible (<4 %) uncertainty in integrated solar absorption by the aerosol and, therefore, in the aerosol direct radiative effect. Model biases in cloud fraction, and, therefore, the scene albedo below the plume, vary significantly across the four models. The optical thickness of clouds is, on average, well simulated in the WRF-CAM5 and ALADIN models in the stratocumulus region and is underestimated in the GEOS model; UM-UKCA simulates cloud optical thickness that is significantly too high. Overall, the study demonstrates the utility of repeated, semi-random sampling across multiple years that can give insights into model biases and how these biases affect modeled climate forcing. The combined impact of these aerosol and cloud biases on the direct aerosol radiative effect (DARE) is estimated using a first-order approximation for a subset of five comparison grid boxes. A significant finding is that the observed grid box average aerosol and cloud properties yield a positive (warming) aerosol direct radiative effect for all five grid boxes, whereas DARE using the grid-box-averaged modeled properties ranges from much larger positive values to small, negative values. It is shown quantitatively how model biases can offset each other, so that model improvements that reduce biases in only one property (e.g., single scatter albedo but not cloud fraction) would lead to even greater biases in DARE. Across the models, biases in aerosol extinction and in cloud fraction and optical depth contribute the largest biases in DARE, with aerosol single scatter albedo also making a significant contribution.
Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.
A series of wind tunnel tests is being performed at the Unitary Plan Wind Tunnel at Langley Research Center to assess the validity of using computational fluid dynamics (CFD) as a surrogate for wind tunnel testing. In order to make proper comparisons, uncertainties in CFD results and experimental data must be well understood. The material presented will highlight the methods, assumptions, and elemental inputs used to achieve experimental uncertainty estimates for several variables of interest.The work performed to date has focused on gaining insight into random uncertainty via statistical analysis of repeat data and systematic uncertainty via Monte Carlo propagation analysis. These methods were combined using a second-order Monte Carlo propagation, resulting in a probability box (P-box) for each variable and at all conditions of interest. Figure 1 provides an example of one such P-box, showing the experimental uncertainty in a locally determined dynamic pressure (QC10) for one of many tunnel conditions evaluated during the Flow Survey experiment. This particular condition (Condition 27) has nominal set points of Mach number = 3.85, Reynolds number = 3x10(exp 6) ft(exp -1), total pressure = 5160 psfa, and total temperature = 150°F. The uncertainty in dynamic pressure at this condition is now well defined by this plot. Armed with this experimental data uncertainty, meaningful comparisons can be made with computational results, when their associated uncertainties are also considered.
The measurement of the anomalous magnetic dipole moment of the muon ($a_{\mu}$) has long stood as an excellent precision test of the Standard Model (SM). The Fermilab Muon g-2 experiment has recently finished data-taking and in July 2023 published its latest determination of $a_\mu$ with a world-leading precision of 0.2\,ppm. In this publication, it surpassed the systematic uncertainty goal defined in the TDR. The analyses of a dataset approximately four times larger than this recent publication is now underway. The principle measurement of the Muon g-2 experiment measures $a_{\mu}$ by taking the ratio of two frequencies; the anomalous precession frequency ($\omega_a$) and the muon-weighted magnetic field of the experiment's storage ring measured from the precession frequency of protons in water using nuclear magnetic resonance (NMR) probes. In all publications to date, $\omega_a$ has been determined using energy deposits in the 24 calorimeters. However, the Fermilab experiment has t wo straw tracker detectors measuring the time and momentum of charged particles which can in principle also be used to to measure $\omega_a$ and such a measurement can provide an invaluable cross-check of the calorimeter result with different, and reduced, systematic uncertainties. This thesis presents the first (blinded) determination of $\omega_a$ using just charged tracks from the straw tracking detectors as opposed to calorimeter energy deposits. This analysis was undertaken using the Run-2/3 dataset which represents approximately 25\% of the final dataset. A total uncertainty of 2.19\,ppm on $\omega_a$ was obtained which is dominated by the statistical uncertainty of 2.16\,ppm. Additionally two new methodologies important to the analysis of the straw tracking data have been developed: one to better determine the track arrival time ($t_0$) and one to determine the level of pileup in the tracking detectors. The new $t_0$ algorithm which incorporates angular information improves t he resolution on the determination of the $t_0$ by a factor of two and results in 19\% more tracks being successfully reconstructed. The data from the trackers is also used to determine the beam profile that weights the magnetic field in the determination of $a_\mu$ and in determining several of the systematic uncertainties in the calorimeter-based $\omega_a$ analysis. A detailed study of the impact of the internal alignment of the tracker, the $t_0$ and pileup on the determination of the beam position was undertaken and propagated through to an uncertainty in the $\omega_a$ determination. These uncertainties were used in the Fermilab Muon g-2 experiment's recent publication in Phys. Rev. Lett.
We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.
Multi-angle polarimetric (MAP) measurements can enable detailed characterization of aerosol microphysical and optical properties and improve atmospheric correction in ocean color remote sensing. Advanced retrieval algorithms have been developed to obtain multiple geophysical parameters in the atmosphere–ocean system. Theoretical pixel-wise retrieval uncertainties based on error propagation have been used to quantify retrieval performance and determine the quality of data products. However, standard error propagation techniques in high-dimensional retrievals may not always represent true retrieval errors well due to issues such as local minima and the nonlinear dependence of the forward model on the retrieved parameters near the solution. In this work, we analyze these theoretical uncertainty estimates and validate them using a flexible Monte Carlo approach. The Fast Multi-Angular Polarimetric Ocean coLor (FastMAPOL) retrieval algorithm, based on efficient neural network forward models, is used to conduct the retrievals and uncertainty quantification on both synthetic HARP2 (Hyper-Angular Rainbow Polarimeter 2) and AirHARP (airborne version of HARP2) datasets. In addition, for practical application of the uncertainty evaluation technique in operational data processing, we use the automatic differentiation method to calculate derivatives analytically based on the neural network models. Both the speed and accuracy associated with uncertainty quantification for MAP retrievals are addressed in this study. Pixel-wise retrieval uncertainties are further evaluated for the real AirHARP field campaign data. The uncertainty quantification methods and results can be used to evaluate the quality of data products, as well as guide MAP algorithm development for current and future satellite systems such as NASA’s Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) mission.
The operation of cyber-physical-human (CPH) systems is subject to various epistemic and aleatory uncertainties. Overall trustworthiness of CPH systems relies on the trustworthiness of its components and their interactions. It is important that computational models comprising the cyber component of CPH provide predictions accompanied by a measure of confidence in model outcomes. Uncertainty quantification (UQ) and propagation are especially important in safety critical CPH systems. Gradient-boosted trees is a modeling approach capable both of learning the dynamics of a system and performing UQ. In this paper, we devise a method for using gradient boosting to learn the dynamics of a second order differential equation and estimate uncertainty at the same time. We do this by creating a custom loss function that trains the model to approximate the second derivative of a noisy time series, and to penalize based on a parameter that corresponds to the desired quantile. The resulting gradient boosting model can simulate stochastic trajectories of the system given a single starting point, that is, it can estimate both the expected trajectory and its uncertainty. We show that the uncertainty estimation is well calibrated and that the model can learn the dynamics even in the presence of noise. We demonstrate the approach on a simple cartpole system.
Although important, direct retrievals of entrainment rates in cloud-topped planetary boundary layer (PBL) remain elusive. Here we present a novel technique for retrieving cloud-top entrainment velocities using only Multi-angle Imaging Spectro-Radiometer (MISR) stereoscopic retrievals of cloud-motion vectors (CMVs) and cloud-top heights (CTHs). Mesoscale vertical air velocity at CTH is diagnosed from the continuity equation and then used to derive entrainment velocities from the PBL mass-budget equation. The algorithm is demonstrated through a case of marine stratocumulus deck off the California coast, with comparisons made against data from the European Centre for Medium-range Weather Forecasts (ECMWF) reanalysis (ERA5) and the data from other satellites. MISR low-cloud CTH for this case were lower than the ERA5 reported PBL depth by 189 ± 87 m. These differences in cloud top heights partly modulate the differences in the ERA5 and MISR horizontal winds, with larger differences in meridional over zonal wind components. Average difference between ERA5 and MISR derived mesoscale vertical air motion at cloud top was 0.14 ± 0.73 cm s −1 , while the same for entrainment rate was −0.09 ± 0.46 cm s −1 . The uncertainties in the utilized CTHs and CMVs are propagated to derive systematic and random retrieval uncertainties. Fractional uncertainty is lower than 25 % when the retrieved mesoscale vertical air motion is stronger than ±0.04 cm s −1 and entrainment velocities are stronger than ±0.03 cm s −1 . These results showcase the ability to derive mesoscale vertical air motion and entrainment rates from MISR observations and motivate its extension to generate a global climatology leveraging its full 23-year record (2000–2022). Nonetheless comprehensive validation of the retrievals is warranted through comparisons with estimates from an independent dataset across diverse weather conditions.