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DOE OSTI2020

Scenario Creation and Power-Conditioning Strategies for Operating Power Grids with Two-Stage Stochastic Economic Dispatch: Preprint

A significant difficultly associated with the use of stochastic programming to solve optimal power flow problems on a 5-minute timescale is the quality of renewable energy scenarios input by the user. This is especially true when considering power systems with high penetrations of renewable energy, e.g. wind power. This paper introduces the use of stochastic programming to solve the DCOPF problem with scenarios drawn directly from high-fidelity data sets. Hence, the proposed method avoids the problem of lost physics by finding high-fidelity analogs that can describe future states of the system. Furthermore, this method can be simply extended to output multi-period scenarios to the stochastic program. We demonstrate the effectiveness of this technique on simulated dispatch operations of the RTS-GMLC over a week.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2012

Stochastic sampling method with MCNPX for nuclear data uncertainty propagation in criticality safety applications

In the domain of criticality safety, the efficient propagation of uncertainty in nuclear data to uncertainty in k{sub eff} is an important area of current research. In this paper, a method based on stochastic sampling is presented for uncertainty propagation in MCNPX calculations. To that aim, the nuclear data (i.e. cross sections) are assumed to have a multivariate normal distribution and simple random sampling is performed following this presumed probability distribution. A verification of the developed stochastic sampling procedure with MCNPX is then conducted using the {sup 239}Pu Jezebel experiment as well as the PB-2 BWR and TMI-1 PWR pin cell models from the Uncertainty Analysis in Modeling (UAM) exercises. For the Jezebel case, it is found that the developed stochastic sampling approach predicts similar k{sub eff} uncertainties compared to conventional sensitivity and uncertainty methods. For the UAM models, slightly lower uncertainties are obtained when comparing to existing preliminary results. Further details of these verification studies are discussed and directions for future work are outlined. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2012

Investment in different sized SMRs: Economic evaluation of stochastic scenarios by INCAS code

Small Modular LWR concepts are being developed and proposed to investors worldwide. They capitalize on operating track record of GEN II LWR, while introducing innovative design enhancements allowed by smaller size and additional benefits from the higher degree of modularization and from deployment of multiple units on the same site. (i.e. 'Economy of Multiple' paradigm) Nevertheless Small Modular Reactors pay for a dis-economy of scale that represents a relevant penalty on a capital intensive investment. Investors in the nuclear power generation industry face a very high financial risk, due to high capital commitment and exceptionally long pay-back time. Investment risk arise from uncertainty that affects scenario conditions over such a long time horizon. Risk aversion is increased by current adverse conditions of financial markets and general economic downturn, as is the case nowadays. This work investigates both the investment profitability and risk of alternative investments in a single Large Reactor or in multiple SMR of different sizes drawing information from project's Internal Rate of Return stochastic distribution. multiple SMR deployment on a single site with total power installed, equivalent to a single LR. Uncertain scenario conditions and stochastic input assumptions are included in the analysis, representing investment uncertainty and risk. Results show that, despite the combination of much larger number of stochastic variables in SMR fleets, uncertainty of project profitability is not increased, as compared to LR: SMR have features able to smooth IRR variance and control investment risk. Despite dis-economy of scale, SMR represent a limited capital commitment and a scalable investment option that meet investors' interest, even in developed and mature markets, that are traditional marketplace for LR. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2019

Development of a Stochastic Infiltration Model for PPA Implementation - 19293

Performance Assessment models often require inputs representing specific hydrologic processes and properties such as infiltration, water content, groundwater flow rate, streamflow, and sediment flux. This paper details the development of a process-level infiltration model and its use in a Probabilistic Performance Assessment (PPA) model for the West Valley Site in western New York. Additionally, this paper demonstrates a method for obtaining distributions of the long-term average hydrologic processes and properties for a PA model. For this PPA, an infiltration model was developed using HELP (Hydrologic Evaluation of Landfill Performance) to evaluate the rates of infiltration, percolation, and drainage through several site soil and proposed decommissioning cover systems, as well as the volumetric water contents of each of the unsaturated layers in a modeled soil column. A particular challenge of probabilistic modeling over long periods of time is scaling parameters appropriately so that outcomes are not grossly over- or underestimated. For these models, distributions of climatic parameters such as average precipitation rate, temperature, wind speed, humidity, and solar radiation were scaled to 1000-year averages and were used to force steady-state models that predict 1000-year average infiltration rates, drainage rates, and water contents. For the HELP model, distributions were developed for the physical and hydrologic properties of each material in a given soil column or cover system, and these properties were allowed to vary stochastically along with climatic inputs. The HELP model was run 5000 times for each of seven different soil and cover systems representing various existing and proposed conditions (i.e. native soil, backfill, existing covers, and a proposed close-in-place cover). The results of the HELP model provide ranges of 1000-year average infiltration rates, drainage rates, and water contents through and within the various layers of each of the different soil and cover conditions. The model outcomes also demonstrate the effectiveness of a proposed close-in-place cover, which essentially eliminates infiltration during its operational lifetime. Following model simulation, a sensitivity analysis was performed to establish the relative importance of each stochastic input with respect to each output. The outcomes of the model simulations and the sensitivity analysis were implemented into a system-level GoldSim model via a novel sensitivity-informed nearest neighbor approach. These infiltration rates, drainage rates, and water contents are used to parameterize mixing cells within the GoldSim Contaminant Transport module, which is the primary system-level model used in the PPA. The infiltration rates are also used as boundary conditions for a stochastic groundwater flow model that is also utilized in the PPA, but not discussed in this paper. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

DOE OSTI2016

Recent Progress on the Stochastic Objective Decision Aide (SODA) Application

Idaho State University, in collaboration with Idaho National Laboratory, is engaged in development of a simple to use software application that utilizes stochastic techniques for the calculation of radiation doses associated with hypothetical radioactive material releases. This work is being performed through a grant from the U.S. Department of Energy (DOE) Nuclear Safety Research and Development (NSR and D) Program. Initial progress on the application was reported previously. Recent additions to the application are reported here. The Stochastic Objective Decision Aide (SODA) provides an easy to use software application to help decision makers support their judgment about the need or lack of need for safety structures, systems, and components. SODA is not intended to replace traditional design basis accident dose calculation methodology, nor is it intended to replace existing software used to perform formal dose consequence calculations. Rather, SODA is intended to supplement information obtained from existing codes to give a decision maker more information about an accident scenario. SODA also provides a simple method to perform parametric or sensitivity studies on individual input parameters. Non-reactor nuclear facilities operated under the approval authority of the US DOE use unmitigated hazard evaluations to determine if potential radiological doses associated with design basis events challenge dose evaluation guidelines. Unmitigated events that sufficiently challenge dose evaluation guidelines merit the selection of safety structures, systems, or components (SSCs) to prevent or mitigate the hazard. Dose consequence calculations traditionally involve use of the 'five-factor' formula: ST = MAR.DR.ARF.RF.LPF where ST is the source term (Bq), MAR is the total available material-at-risk (Bq), DR is the damage ratio (no units), ARF is the airborne release fraction (no units), RF is the respirable fraction (no units), and LPF is the leak path factor (no units). Potential radiation doses are then calculated using: CED = χ/Q.BR.ST.DCF (2) where CED is the committed effective dose (Sv), χ/Q is the plume dispersion (s/m{sup 3}), BR is the breathing rate (m{sup 3}/s), ST is the source term (Bq), and DCF is the dose conversion factor (Sv/Bq). Conservative single value input parameters are typically used to represent ARF, RF, LPF and BR. The traditional methodology, while conservative, can lead to skewed conclusions in the balance between cost and risk reduction resulting in over engineered systems with greater design, construction and operating costs. Rather than using a bounding single point value for each parameter in the dose consequence calculation, SODA uses distributions for some or all of the parameters. Each input parameter distribution is stochastically sampled and the resulting dose consequence calculation is repeated many times to develop a dose consequence distribution. The resulting distribution provides more information for the decision maker to rely upon when determining the need for safety SSCs. The SODA application was developed using MATLAB and it incorporates the use of Monte Carlo techniques as well as a graphical user interface (GUI). The application includes user selection of the governing distribution for parameters such as the MAR, DR, ARF, RF, LPF,χ/Q, BR, and DCF. While MATLAB was used for the development work, the application is distributed as a self-contained executable program. Features of the application include pull down menus with available distributions for the various parameters. The user has the option to plot the input parameter distribution that results from the random sampling process. The resulting dose consequence distribution is automatically analyzed to determine its similarity to well know distributions. This was done using the Bayesian Information Criterion method. If the resulting distribution is sufficiently similar to a well-known distribution, the application provides information about the distributions such as the mean value and other parameters. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2017

Error Convergence Characterization for Stochastic Transport Methods

There has been increased interest in reliably and efficiently solving engineering systems involving uncertainty in recent years. Characterization of the convergence of errors within the problem, including statistical and bias errors, increases confidence that chosen solution methods are appropriate for a particular problem and quantity of interest (QoI), that implementation errors have not been made, and can aid users or algorithms in solving problems within a tolerance efficiently. We demonstrate a method for characterizing error convergence in a simple stochastic transport problem. Though the approach is applicable to problems with more complicated physics, our simple problem enables analytic QoI solutions so that error convergence behavior and the identification of limiting errors can be presented with high precision. A one-dimensional, two-material, neutral-particle, and absorption-only transport problem involving uniformly distributed uncertain total cross sections is presented. Random sampling (RS) and stochastic collocation (SC) are used as stochastic solvers which sample from the uncertain space and Monte Carlo (MC) transport is employed to solve transport results on the resulting realizations. Probability density functions (PDFs) are created using either RS solutions or samples taken from a polynomial chaos expansion (PCE) constructed with SC solutions. The convergence of each solver is characterized with respect to the QoI against analytic solutions, convergence behavior is used to efficiently solve a QoI within a tolerance, and convergence plots are used to identify dominant solution errors.

42 ENGINEERING↗

DOE OSTI2017

Simulation of Precipitation Extremes Using a Stochastic Convective Parameterization in the NCAR CAM5 Under Different Resolutions

With the incorporation of the Plant-Craig stochastic deep convection scheme into the Zhang-McFarlane deterministic parameterization in the Community Atmospheric Model version 5 (CAM5), its impact on extreme precipitation at different resolutions (2°, 1°, and 0.5°) is investigated. CAM5 with the stochastic deep convection scheme (experiment (EXP)) simulates the precipitation extreme indices better than the standard version (control). At 2° and 1° resolutions, EXP increases high percentile (>99th) daily precipitation over the United States, Europe, and China, resulting in a better agreement with observations. However, at 0.5° resolution, due to enhanced grid-scale precipitation with increasing resolution, EXP overestimates extreme precipitation over southeastern U.S. and eastern Europe. The reduced biases in EXP at each resolution benefit from a broader probability distribution function of convective precipitation intensity simulated. Among EXP simulations at different resolutions, if the spatial averaging area over which input quantities used in convective closure are spatially averaged in the stochastic convection scheme is comparable, the modeled convective precipitation intensity decreases with increasing resolution, when gridded to the same resolution, while the total precipitation is not sensitive to model resolution, exhibiting some degree of scale-awareness. Sensitivity tests show that for the same resolution, increasing the size of spatial averaging area decreases convective precipitation but increases the grid-scale precipitation.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2019

Conditional deep surrogate models for stochastic, high-dimensional, and multi-fidelity systems

Here, we present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a statistical inference framework that enables the end-to-end training of surrogate models on paired input–output observations that may be stochastic in nature, originate from different information sources of variable fidelity, or be corrupted by complex noise processes. The resulting surrogates can accommodate high-dimensional inputs and outputs and are able to return predictions with quantified uncertainty. Furthermore, the effectiveness our approach is demonstrated through a series of canonical studies, including the regression of noisy data, multi-fidelity modeling of stochastic processes, and uncertainty propagation in high-dimensional dynamical systems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2012

A preconditioning technique for Schur complement systems arising in stochastic optimization

Deterministic sample average approximations of stochastic programming problems with recourse are suitable for a scenario-based parallelization. In this paper the parallelization is obtained by using an interior-point method and a Schur complement mechanism for the interior-point linear systems. However, the direct linear solves involving the dense Schur complement matrix are expensive, and adversely affect the scalability of this approach. We address this issue by proposing a stochastic preconditioner for the Schur complement matrix and by using Krylov iterative methods for the solution of the dense linear systems. The stochastic preconditioner is built based on a subset of existing scenarios and can be assembled and factorized on a separate process before the computation of the Schur complement matrix finishes on the remaining processes. The expensive factorization of the Schur complement is removed from the parallel execution flow and the scaling of the optimization solver is considerably improved with this approach. The spectral analysis indicates an exponentially fast convergence in probability to 1 of the eigenvalues of the preconditioned matrix with the number of scenarios incorporated in the preconditioner. Numerical experiments performed on the relaxation of a unit commitment problem show good performance, in terms of both the accuracy of the solution and the execution time.

99 GENERAL AND MISCELLANEOUS↗

DOE OSTI2024

Stochastic average model methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. Here we present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Observation of spatter-induced stochastic lack-of-fusion in laser powder bed fusion using in situ process monitoring

Material produced via additive manufacturing (AM) continues to exhibit variable mechanical properties despite apparent optimization of processing parameters, inhibiting qualification efforts and limiting use in critical applications. Stochastic lack-of-fusion flaws may help explain this variability, but the origin of these seemingly random defects has to this point remained unclear. In this work, we show that spatter particles, material ejected from the laser melt pool, are directly responsible for generating stochastic lack-of-fusion in laser-based powder bed fusion components through the application of spatial statistics. Herein a statistically significant, causal relationship between spatter particles and stochastic lack-of-fusion is established, and the spatial and morphological relationships between spatter and internal flaws are investigated. The occurrence of spatter-induced lack-of-fusion in relation to the inert gas flow and laser trajectory direction is also investigated, and recommendations for mitigating the occurrence of spatter are evaluated.

36 MATERIALS SCIENCE↗

DOE OSTI2018

An air quality index-based multistage type-2-fuzzy interval-stochastic programming model for energy and environmental systems management under multiple uncertainties

Highlights: • A multistage type-2-fuzzy interval-stochastic programming (MTIP) method is developed. • Air quality index (AQI) is introduced to manage energy and environmental systems. • AQI-MTIP model is formulated and results for Tianjin's EES are generated. • Impacts of environmental requirements on energy systems is analyzed. • Results can provide support for making effective pollutant mitigation policy. In this study, a multistage type-2-fuzzy interval-stochastic programming (MTIP) method is developed, which extends upon the existing multistage stochastic programming (MSP) by allowing uncertainties expressed as probabilistic distributions, interval values and type-2 fuzzy sets to be effectively incorporated within the optimization framework. Through coupling air quality index (AQI) with MTIP, an AQI-MTIP model is formulated for energy and environmental systems (EES) management of Tianjin. A number of scenarios based on changed AQIs are examined to analyze the impacts of environmental requirements on the city's energy system. Results indicate that (i) with the improvement of environmental requirement, utilization of clean energies (especially natural gas) is provoked markedly; (ii) PM{sub 2.5} is the primary pollutant, 64.50% of which should be reduced each period to maintain the city's air quality at a health-safe level. These findings can help decision makers adjust energy structure, make effective mitigation strategy, and gain deep insight into the relationship between energy consumption and environmental requirement.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2021

Risk-Averse Bi-Level Stochastic Network Interdiction Model for Cyber-Security Risk Management

Security of cyber networks is crucial; recent severe cyber-attacks have had a devastating effect on many large organizations. The attack graph, which maps the potential attack paths of a cyber network, is a popular tool for analyzing cyber system vulnerability. In this study, we propose a bi-level stochastic network interdiction model on an attack graph to enable a risk-averse, resource constrained cyber network defender to optimally deploy security countermeasures that protect against attackers with an uncertain budget. This risk- averse conditional-value-at-risk (CVaR) model minimizes a weighted sum of the expected maximum loss over all scenarios and the expected maximum loss from the most damaging attack scenarios. We develop a customized constraint and column generation algorithm to solve our model as well as several acceleration techniques to improve the computational efficiency. Numerical experiments demonstrate that the acceleration techniques enable the solution of relatively large problems within a reasonable amount of time: applying all the acceleration techniques also reduces the average computation time of the basic algorithm by 71% for 100-node graphs. Using metrics called mean-risk value of stochastic solution and value of risk-aversion, computational results suggest that our stochastic risk-averse model significantly outperforms deterministic and risk-neutral models when 1) the distribution of attacker budget is heavy-right-tailed and 2) the defender is highly risk-averse.

Bhuiyan, Tanveer H.↗

DOE OSTI2016

Hybrid framework for the simulation of stochastic chemical kinetics

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2017

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis–Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2024

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗

DOE OSTI2018

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream “pickup” undulator to the downstream “kicker” undulator. In this paper, we present simulation results using wave-optics calculation carried out with the Synchrotron Radiation Workshop (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

42 ENGINEERING↗

DOE OSTI2020

Probabilistic evolution of stochastic dynamical systems: A meso-scale perspective

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features are used to quantify and propagate uncertainties associated with the initial conditions, external excitations, etc. From a probabilistic modeling standing point, two broad classes of methods exist, i.e. macro-scale methods and micro-scale methods. Classically, macro-scale methods such as statistical moments-based strategies are usually too coarse to capture the multi-mode shape or tails of a non-Gaussian distribution. Micro-scale methods such as random samples-based approaches, on the other hand, become computationally very challenging in dealing with high-dimensional stochastic systems. In view of these potential limitations, a meso-scale scheme is proposed here that utilizes a meso-scale statistical structure to describe the dynamical evolution from a probabilistic perspective. The significance of this statistical structure is twofold. First, it can be tailored to any arbitrary random space. Second, it not only maintains the probability evolution around sample trajectories but also requires fewer meso-scale components than the micro-scale samples. To demonstrate the efficacy of the proposed meso-scale scheme, a set of examples of increasing complexity are provided. Connections to the benchmark stochastic models as conservative and Markov models along with practical implementation guidelines are presented.

97 MATHEMATICS AND COMPUTING↗