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At least 73 records · Page 4

Modeling Flexible Generator Operating Regions via Chance- constrained Stochastic Unit Commitment

Here, we introduce a novel chance-constrained stochastic unit commitment model to address uncertainty in renewables' production uncertainty in power systems operation. For most thermal generators,underlying technical constraints that are universally treated as "hard" by deterministic unit commitment models are in fact based on engineering judgments, such that system operators can periodically request operation outside these limits in non-nominal situations, e.g., to ensure reliability. We incorporate this practical consideration into a chance-constrained stochastic unit commitment model, specifically by in-frequently allowing minor deviations from the minimum and maximum thermal generator power output levels. We demonstrate that an extensive form of our model is computationally tractable for medium-sized power systems given modest numbers of scenarios for renewables' production. We show that the model is able to potentially save significant annual production costs by allowing infrequent and controlled violation of the traditionally hard bounds imposed on thermal generator production limits. Finally, we conduct a sensitivity analysis of optimal solutions to our model under two restricted regimes and observe similar qualitative results.

42 ENGINEERING↗

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗

Stochastic generation of explicit pore structures by thresholding Gaussian random fields

We provide a description and computational investigation of an efficient method to stochastically generate realistic pore structures. Smolarkiewicz and Winter introduced this specific method in pores resolving simulation of Darcy flows (Smolarkiewicz and Winter, 2010 [1]) without giving a complete formal description or analysis of the method, or indicating how to control the parameterization of the ensemble. We address both issues in this paper. The method consists of two steps. First, a realization of a correlated Gaussian field, or topography, is produced by convolving a prescribed kernel with an initial field of independent, identically distributed random variables. The intrinsic length scales of the kernel determine the correlation structure of the topography. Next, a sample pore space is generated by applying a level threshold to the Gaussian field realization: points are assigned to the void phase or the solid phase depending on whether the topography over them is above or below the threshold. Hence, the topology and geometry of the pore space depend on the form of the kernel and the level threshold. Manipulating these two user prescribed quantities allows good control of pore space observables, in particular the Minkowski functionals. Extensions of the method to generate media with multiple pore structures and preferential flow directions are also discussed. To demonstrate its usefulness, the method is used to generate a pore space with physical and hydrological properties similar to a sample of Berea sandstone. -- Graphical abstract: -- Highlights: •An efficient method to stochastically generate realistic pore structures is provided. •Samples are generated by applying a level threshold to a Gaussian field realization. •Two user prescribed quantities determine the topology and geometry of the pore space. •Multiple pore structures and preferential flow directions can be produced. •A pore space based on Berea sandstone is generated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hybrid discrete/continuum algorithms for stochastic reaction networks

Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we develop a hybrid approach where the evolution of states with low molecule counts is treated with the discrete CME model while that of states with large molecule counts is modeled by the continuum Fokker–Planck equation. The Fokker–Planck equation is discretized using a 2nd order finite volume approach with appropriate treatment of flux components. The numerical construction at the interface between the discrete and continuum regions implements the transfer of probability reaction by reaction according to the stoichiometry of the system. The performance of this novel hybrid approach is explored for a two-species circadian model with computational efficiency gains of about one order of magnitude.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Role of atomistic structure in the stochastic nature of conductivity in substoichiometric tantalum pentoxide

First-principles calculations of electrical conductivity (σ{sub o}) are revisited to determine the atomistic origin of its stochasticity in a distribution generated from sampling 14 ab-initio molecular dynamics configurations from 10 independently quenched models (n = 140) of substoichiometric amorphous Ta{sub 2}O{sub 5}, where each structure contains a neutral O monovacancy (V{sub O}{sup 0}). Structural analysis revealed a distinct minimum Ta-Ta separation (dimer/trimer) corresponding to each V{sub O}{sup 0} location. Bader charge decomposition using a commonality analysis approach based on the σ{sub o} distribution extremes revealed nanostructural signatures indicating that both the magnitude and distribution of cationic charge on the Ta subnetwork have a profound influence on σ{sub o}. Furthermore, visualization of local defect structures and their electron densities reinforces these conclusions and suggests σ{sub o} in the amorphous oxide is best suppressed by a highly charged, compact Ta cation shell that effectively screens and minimizes localized V{sub O}{sup 0} interaction with the a-Ta{sub 2}O{sub 5} network; conversely, delocalization of V{sub O}{sup 0} corresponds to metallic character and high σ{sub o}. The random network of a-Ta{sub 2}O{sub 5} provides countless variations of an ionic configuration scaffold in which small perturbations affect the electronic charge distribution and result in a fixed-stoichiometry distribution of σ{sub o}; consequently, precisely controlled and highly repeatable oxide fabrication processes are likely paramount for advancement of resistive memory technologies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A comparative study of coarse-graining methods for polymeric fluids: Mori-Zwanzig vs. iterative Boltzmann inversion vs. stochastic parametric optimization

We construct effective coarse-grained (CG) models for polymeric fluids by employing two coarse-graining strategies. The first one is a forward-coarse-graining procedure by the Mori-Zwanzig (MZ) projection while the other one applies a reverse-coarse-graining procedure, such as the iterative Boltzmann inversion (IBI) and the stochastic parametric optimization (SPO). More specifically, we perform molecular dynamics (MD) simulations of star polymer melts to provide the atomistic fields to be coarse-grained. Each molecule of a star polymer with internal degrees of freedom is coarsened into a single CG particle and the effective interactions between CG particles can be either evaluated directly from microscopic dynamics based on the MZ formalism, or obtained by the reverse methods, i.e., IBI and SPO. The forward procedure has no free parameters to tune and recovers the MD system faithfully. For the reverse procedure, we find that the parameters in CG models cannot be selected arbitrarily. If the free parameters are properly defined, the reverse CG procedure also yields an accurate effective potential. Moreover, we explain how an aggressive coarse-graining procedure introduces the many-body effect, which makes the pairwise potential invalid for the same system at densities away from the training point. From this work, general guidelines for coarse-graining of polymeric fluids can be drawn.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Multifield stochastic particle production: beyond a maximum entropy ansatz

In this work, we explore non-adiabatic particle production for N f coupled scalar fields in a time-dependent background with stochastically varying effective masses, cross-couplings and intervals between interactions. Under the assumption of weak scattering per interaction, we provide a framework for calculating the typical particle production rates after a large number of interactions. After setting up the framework, for analytic tractability, we consider interactions (effective masses and cross couplings) characterized by series of Dirac-delta functions in time with amplitudes and locations drawn from different distributions. Without assuming that the fields are statistically equivalent, we present closed form results (up to quadratures) for the asymptotic particle production rates for the N f =1 and N f =2 cases. We also present results for the general N f >2 case, but with more restrictive assumptions. We find agreement between our analytic results and direct numerical calculations of the total occupation number of the produced particles, with departures that can be explained in terms of violation of our assumptions. We elucidate the precise connection between the maximum entropy ansatz (MEA) used in Amin & Baumann (2015) and the underlying statistical distribution of the self and cross couplings. We provide and justify a simple to use (MEA-inspired) expression for the particle production rate, which agrees with our more detailed treatment when the parameters characterizing the effective mass and cross-couplings between fields are all comparable to each other. However, deviations are seen when some parameters differ significantly from others. We show that such deviations become negligible for a broad range of parameters when N f >> 1.

79 ASTRONOMY AND ASTROPHYSICS↗

STOCHASTICITY AND EFFICIENCY IN SIMPLIFIED MODELS OF CORE-COLLAPSE SUPERNOVA EXPLOSIONS

We present an initial report on 160 simulations of a highly simplified model of the post-bounce core-collapse supernova environment in three spatial dimensions (3D). We set different values of a parameter characterizing the impact of nuclear dissociation at the stalled shock in order to regulate the post-shock fluid velocity, thereby determining the relative importance of convection and the stationary accretion shock instability (SASI). While our convection-dominated runs comport with the paradigmatic notion of a “critical neutrino luminosity” for explosion at a given mass accretion rate (albeit with a nontrivial spread in explosion times just above threshold), the outcomes of our SASI-dominated runs are much more stochastic: a sharp threshold critical luminosity is “smeared out” into a rising probability of explosion over a ∼20% range of luminosity. We also find that the SASI-dominated models are able to explode with 3–4 times less efficient neutrino heating, indicating that progenitor properties, and fluid and neutrino microphysics, conducive to the SASI would make the neutrino-driven explosion mechanism more robust.

79 ASTRONOMY AND ASTROPHYSICS↗

A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

We study a multigrid method for solving large linear systems of equations with tensor product structure here. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the steady-state diffusion problem with random coefficients. When the variance in the problem is not too large, the solution can be well approximated by a low-rank object. In the proposed multigrid algorithm, the matrix iterates are truncated to low rank to reduce memory requirements and computational effort. The technique is proved convergent with an analytic error bound. Numerical experiments show its effectiveness in solving the Galerkin systems compared to the original multigrid solver, especially when the number of degrees of freedom associated with the spatial discretization is large.

97 MATHEMATICS AND COMPUTING↗

Two-stage minimax stochastic unit commitment

The study proposes a stochastic optimisation approach based on discrete scenarios and the minimax criterion to deal with demand uncertainty in the two-stage unit commitment problem. To avoid making an over-conservative decision, the approach is designed to assign a probability-based weight to each demand scenario and provide a unit commitment schedule that minimises the maximum possible-weighted generation cost. Unit commitment is determined in the first stage and the economic dispatch under the scenario that corresponds to the maximum possible-weighted generation cost is determined in the second stage. The problem is formulated as a type of min-max-min mixed integer programming model. By introducing an auxiliary variable, the model is further transformed into a minimisation problem. A Benders decomposition algorithm is developed to solve the problem. The Benders master problem determines the unit commitment decision, while the Benders subproblem determines the dispatch decision. Multiple Benders feasibility cuts are constructed when the Benders subproblem is infeasible. Valid inequalities are derived to improve the lower bound provided by the Benders master problem. Numerical results show the performance of the algorithm.

Che, Ping↗

Fuel-Lubricant Interactions on the Propensity for Stochastic Pre-Ignition

This work explores the impact of the interaction of lubricant and fuel properties on the propensity for stochastic pre-ignition (SPI). Findings are based on statistically significant changes in SPI tendency and magnitude, as determined by measurements of cylinder pressure. Specifically, lubricant detergents, lubricant volatility, fuel volatility, fuel chemical composition, fuel-wall impingement, and engine load were varied to study the physical and chemical effects of fuel-lubricant interactions on SPI tendency. The work illustrates that at low loads, with fuels susceptible to SPI events, lubricant detergent package effects on SPI were non-significant. However, with changes to fuel distillation, fuel-wall impingement, and most importantly engine load, lubricant detergent effects could be observed even at reduced loads This suggests that there is a thermal effect associated with the higher load operation. It was hypothesized that the thermal effect was associated with lube oil nitrogenation. To test this theory, nitromethane (CH3NO2) was blended at 6.5% by volume CH3NO2 resulted in significant sensitivity to lubricant additive package effect on SPI, even at reduced loads where no lubricant sensitivity was observed without the addition of CH3NO2. The combined results highlight the interplay of fuel-lubricant interaction on SPI events, but more importantly suggest that there is the potential of a chemical interaction unique to high-load engine operation that results in reactive chemical processes, such as nitration, where lubricant chemistry becomes an active pathway for SPI activity.

33 ADVANCED PROPULSION SYSTEMS↗

The Stochastic Parcel Model: A deterministic parameterization of stochastically entraining convection

Convective entrainment is a process that is poorly represented in existing convective parameterizations. By many estimates, convective entrainment is the leading source of error in global climate models. As a potential remedy, an Eulerian implementation of the Stochastic Parcel Model (SPM) is presented here as a convective parameterization that treats entrainment in a physically realistic and computationally efficient way. Drawing on evidence that convecting clouds comprise air parcels subject to Poisson-process entrainment events, the SPM calculates the deterministic limit of an infinite number of such parcels. For computational efficiency, the SPM groups parcels at each height by their purity, which is a measure of their total entrainment up to that height. This reduces the calculation of convective fluxes to a sequence of matrix multiplications. The SPM is implemented in a single-column model and compared with a large-eddy simulation of deep convection.

54 ENVIRONMENTAL SCIENCES↗