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At least 631 records · Page 35

On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.

Bayard, D. S.↗

Will Stochastic Devices Play Nice With Others in Neuromorphic Hardware?: There’s More to a Probabilistic System Than Noisy Devices

Achieving brain-like efficiency in computing requires a co-design between the development of neural algorithms, brain-inspired circuit design, and careful consideration of how to use emerging devices. The recognition that leveraging device-level noise as a source of controlled stochasticity represents an exciting prospect of achieving brain-like capabilities in probabilistic neural algorithms, but the reality of integrating stochastic devices with deterministic devices in an already-challenging neuromorphic circuit design process is formidable. Here, we explore how the brain combines different signaling modalities into its neural circuits as well as consider the implications of more tightly integrated stochastic, analog, and digital circuits. Further, by acknowledging that a fully CMOS implementation is the appropriate baseline, we conclude that if mixing modalities is going to be successful for neuromorphic computing, it will be critical that device choices consider strengths and limitations at the overall circuit level.

42 ENGINEERING↗

Review of In Situ Sensing for Directed Energy Deposition for Industrial Part Quality Assessment

As the use additive manufacturing (AM) processes continues to grow in critical industries, improved quality assurance methods are becoming increasingly sought after for qualification and certification of AM components. Traditional nondestructive evaluation of printed components is often unable to supply the required confidence in print quality to justify qualification and certification, but the layer-by-layer nature of AM provides unprecedented opportunities for in situ quality inspection. This document summarizes recent developments in process monitoring research specifically related to Directed Energy Deposition (DED). Particular attention is given to three aspects of the highlighted manuscripts: (1) the type of sensors used, (2) features extracted from each sensor modality, and (3) analysis of extracted features for AM quality assessment. Based on the review of the state-of-the-art, several observations have been made. First, none of the reviewed works have applied their trained models to real part geometries, with many of the works relying on single track experiments, thin-walled structures, and cubes. Similarly, there have not been any works demonstrating model generalizability, i.e., a model trained on data from one build allows for fruitful analysis of data from another build. Many works used machine learning techniques to distinguish different process regimes (i.e., normal, keyholing, lack-of-fusion), but very few papers have investigated stochastic variation in an already “optimized” process. Sensor fusion approaches are also limited in the DED sensing literature, but the few works that have employed such techniques have demonstrated the benefits. Finally, registration of in situ data to the build coordinate system is of paramount importance to producing industrially relevant in situ monitoring systems. Data registration allows direct correlations between process anomalies detected in the process monitoring data to localized departures in part quality, but such techniques are generally lacking in the current literature.

36 MATERIALS SCIENCE↗

Resimulation-based self-supervised learning for pretraining physics foundation models

Self-supervised learning (SSL) is at the core of training modern large machine learning models, providing a scheme for learning powerful representations that can be used in a variety of downstream tasks. However, SSL strategies must be adapted to the type of training data and downstream tasks required. We propose resimulation-based self-supervised representation learning (RS3L), a novel simulation-based SSL strategy that employs a method of resimulation to drive data augmentation for contrastive learning in the physical sciences, particularly, in fields that rely on stochastic simulators. By intervening in the middle of the simulation process and rerunning simulation components downstream of the intervention, we generate multiple realizations of an event, thus producing a set of augmentations covering all physics-driven variations available in the simulator. Using experiments from high-energy physics, we explore how this strategy may enable the development of a foundation model; we show how RS3L pretraining enables powerful performance in downstream tasks such as discrimination of a variety of objects and uncertainty mitigation. In addition to our results, we make the RS3L dataset publicly available for further studies on how to improve SSL strategies.

97 MATHEMATICS AND COMPUTING↗

Model data for Flood Frequency Analysis using Stochastic Storm Transposition and an Integrated Surface-Subsurface Hydrological Model

This archived provides scripts and input files used for the implementation of a novel approach to conduct process-based Flood Frequency Analysis using a Stochastic Storm Transposition (SST) and an Integrated Surface-Subsurface Hydrological Model (ISSHM). As a proof-of-concept, this study uses the ISSHM, Advanced Terrestrial Simulator (Amanzi-ATS) model, and the SST model, RainyDay, to conduct flood frequency analysis by simulating the flood response to 5,000 annual synthetic storm events in a ~2000 km2 Southeast Texas watershed.The Watershed Workflow package is implemented in Python3. The Jupyter notebooks can be executed through multiple open-source tools, for example, Anaconda Jupyter Lab, VS Studio Code, etc. Other data files include TXT, CSV, DAT, SBATCH, SHP, TIF, NetCDF, and HDF5 files, which can be read through Python scripts. The input files for the ATS model and RainyDay model have .XML and .SST extensions, respectively, and can be edited in any commonly used text editors.This archive contains:* Scripts and data files essential for generating the ATS model input. It uses the Watershed Workflow package to produce both mesh and ATS input files. * Jupyter notebooks designated for the ATS model evaluation, covering both long-term simulations and 40 rainfall-runoff events.* Input files required to simulate SST storm events using RainyDay.

54 ENVIRONMENTAL SCIENCES↗

Scalable Transmission Expansion Under Uncertainty Using Three-Stage Stochastic Optimization

The intermittent nature of renewable energy poses new challenges for power grids due to its variable and uncertain power output. These features of renewable generation are becoming more relevant to transmission planning as grids reach higher penetration levels of renewable energy. In this paper we present an approach for transmission planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using three-stage stochastic programming and the progressive hedging algorithm, we compute transmission expansion decisions on a modified RTS-GMLC test system. We augment the grid with large amounts of wind generation and consider many operational scenarios subject to wind uncertainty.

multi-stage stochastic optimization↗

Scalable Energy System Expansion Under Uncertainty Using Multi-Stage Stochastic Optimization

The intermittent nature of renewable energy sources poses challenges for electrical grids. This is due to the variable and uncertain nature of the power output from these resources. These features of renewable generation are more relevant to energy system planning as grids reach higher penetration levels of renewable energy. We present approaches for energy system planning based on scalable computational approaches which enable explicit consideration of operational uncertainties in the planning process. Using multi-stage stochastic programming and the progressive hedging algorithm, we compute energy system expansion decisions on modified versions of the RTS-GMLC test system.

electrical↗

Scalable Stochastic Transmission Expansion: A Use Case for ExaSGD

The intermittent nature of renewable energy poses new challenges for power grids due to its variable and un- certain power output. These features of renewable generation are becoming more relevant to transmission planning as grids reach higher penetration levels of renewable energy. In this paper we present an approach for transmission planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using three-stage stochastic programming and the progressive hedging algorithm, we compute transmission expansion decisions on a modified RTS-GMLC test system. We augment the grid with large amounts of wind generation and consider many operational scenarios subject to wind uncertainty. This is an example of a possible use of the ExaSGD security constrained AC optimal power flow solver.

Exascale Computing Project↗

Scalable Energy System Expansion Under Uncertainty Using Multi-Stage Stochastic Optimization

The intermittent nature of power from renewable energy sources poses new challenges for electrical grids. This is due to the variable and uncertain nature of the power output from these resources. These features of renewable generation are becoming more relevant to energy system planning as grids reach higher penetration levels of renewable energy. In this presentation we present approaches for energy system planning based on scalable computational approaches which enable the explicit consideration of operational uncertainties in the planning process. Using multi-stage stochastic programming and the progressive hedging algorithm, we compute energy system expansion decisions on modified versions of the RTS-GMLC test system augmented with large amounts of renewable generation.

MATHEMATICS AND COMPUTING↗

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Kaufman, H.↗

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

Kaufman, H.↗

Reliability based fatigue design and maintenance procedures

A stochastic model has been developed to describe a probability for fatigue process by assuming a varying hazard rate. This stochastic model can be used to obtain the desired probability of a crack of certain length at a given location after a certain number of cycles or time. Quantitative estimation of the developed model was also discussed. Application of the model to develop a procedure for reliability-based cost-effective fail-safe structural design is presented. This design procedure includes the reliability improvement due to inspection and repair. Methods of obtaining optimum inspection and maintenance schemes are treated.

Hanagud, S.↗

A Stochastic Intracellular Model of Anthrax Infection With Spore Germination Heterogeneity

We present a stochastic mathematical model of the intracellular infection dynamics of Bacillus anthracis in macrophages. Following inhalation of B. anthracis spores, these are ingested by alveolar phagocytes. Ingested spores then begin to germinate and divide intracellularly. This can lead to the eventual death of the host cell and the extracellular release of bacterial progeny. Some macrophages successfully eliminate the intracellular bacteria and will recover. Here, a stochastic birth-and-death process with catastrophe is proposed, which includes the mechanism of spore germination and maturation of B. anthracis . The resulting model is used to explore the potential for heterogeneity in the spore germination rate, with the consideration of two extreme cases for the rate distribution: continuous Gaussian and discrete Bernoulli. We make use of approximate Bayesian computation to calibrate our model using experimental measurements from in vitro infection of murine peritoneal macrophages with spores of the Sterne 34F2 strain of B. anthracis . The calibrated stochastic model allows us to compute the probability of rupture, mean time to rupture, and rupture size distribution, of a macrophage that has been infected with one spore. We also obtain the mean spore and bacterial loads over time for a population of cells, each assumed to be initially infected with a single spore. Our results support the existence of significant heterogeneity in the germination rate, with a subset of spores expected to germinate much later than the majority. Furthermore, in agreement with experimental evidence, our results suggest that most of the spores taken up by macrophages are likely to be eliminated by the host cell, but a few germinated spores may survive phagocytosis and lead to the death of the infected cell. Finally, we discuss how this stochastic modelling approach, together with dose-response data, allows us to quantify and predict individual infection risk following exposure.

59 BASIC BIOLOGICAL SCIENCES↗

Development of the Architectural Simulation Model for Future Launch Systems and its Application to an Existing Launch Fleet

A significant portion of lifecycle costs for launch vehicles are generated during the operations phase. Research indicates that operations costs can account for a large percentage of the total life-cycle costs of reusable space transportation systems. These costs are largely determined by decisions made early during conceptual design. Therefore, operational considerations are an important part of vehicle design and concept analysis process that needs to be modeled and studied early in the design phase. However, this is a difficult and challenging task due to uncertainties of operations definitions, the dynamic and combinatorial nature of the processes, and lack of analytical models and the scarcity of historical data during the conceptual design phase. Ultimately, NASA would like to know the best mix of launch vehicle concepts that would meet the missions launch dates at the minimum cost. To answer this question, we first need to develop a model to estimate the total cost, including the operational cost, to accomplish this set of missions. In this project, we have developed and implemented a discrete-event simulation model using ARENA (a simulation modeling environment) to determine this cost assessment. Discrete-event simulation is widely used in modeling complex systems, including transportation systems, due to its flexibility, and ability to capture the dynamics of the system. The simulation model accepts manifest inputs including the set of missions that need to be accomplished over a period of time, the clients (e.g., NASA or DoD) who wish to transport the payload to space, the payload weights, and their destinations (e.g., International Space Station, LEO, or GEO). A user of the simulation model can define an architecture of reusable or expendable launch vehicles to achieve these missions. Launch vehicles may belong to different families where each family may have it own set of resources, processing times, and cost factors. The goal is to capture the required resource levels of the major launch elements and their required facilities. The model s output can show whether or not a certain architecture of vehicles can meet the launch dates, and if not, how much the delay cost would be. It will also produce aggregate figures of missions cost based on element procurement cost, processing cost, cargo integration cost, delay cost, and mission support cost. One of the most useful features of this model is that it is stochastic where it accepts statistical distributions to represent the processing times mimicking the stochastic nature of real systems.

Rabadi, Ghaith↗

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Markov framework for generalized post-event systems recovery modeling: From single to multihazards

State-dependent models can be used to represent the system recovery process as a series of stochastic transitions from lower to higher functional states. However, the applications of these models have been limited in scope and there is a lack of a generalized recovery modeling framework. A generalized framework would permit a robust forecasting of systems and system-of-systems recovery under multiple hazards, and more broadly, would contribute to community disaster preparedness. This paper develops a generalized post hazard-event recovery modeling framework based on state-dependent Markov-type processes. We then apply the proposed framework to solve a spectrum of problems that range from hind-casting single-system recovery following a single hazard event to forecasting post-event trajectories under multiple hazards and modeling the recovery of a system-of-systems. First, Markov chains are used to hind-cast the observed recovery for a portfolio of buildings affected by the 2014 South Napa, California, earthquake. Next, Markov processes are used to formulate a parametric post hazard-event recovery model, which can be updated using Bayesian statistics when relevant datasets become available. Semi-Markov processes are then used to develop a more general model of single hazard recovery, which accounts for the intensity of the loading and level of damage caused by the event. Semi-Markov processes with non-renewal features are then used to account for multihazard interactions in a post-event recovery model, and applied to a case study that involves a community in Charleston, South Carolina. Lastly, Markov-type processes are combined with Bayesian networks to model the recovery of residential, commercial, educational, and industrial buildings (system-of-systems) following a hazard event. Overall, these applications demonstrate the versatility of the Markov framework towards handling recovery problems with varying levels of complexity.

42 ENGINEERING↗

A Clustering-Based Scenario Generation Framework for Power Market Simulation with Wind Integration

A critical step in stochastic optimization models of power system analysis is to select a set of appropriate scenarios and significant numbers of scenario generation methods exist in the literature. This paper develops a clustering based scenario generation method, which aims to improve the performance of existing scenario generation techniques by grouping a set of correlated wind sites into clusters according to their cross-correlations. Copula based models are utilized to model spatiotemporal correlations and the Gibbs sampling is then used to generate scenarios for day-ahead markets. Our results show that the generated scenarios based on clustered wind sites outperform existing approaches in terms of reliability and sharpness and can reduce the total computational time for scenario generation and reduction significantly. The clustering-based framework can therefore provide a better support for real-world market simulations with high wind penetration.

data visualization↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗