SEARCH · Engineering Papers
Results for “stochastic analysis”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Modeling and Analysis of DC Microgrids as Stochastic Hybrid Systems
This study proposes a method of predicting the influence of random load behavior on the dynamics of dc microgrids and distribution systems. This is accomplished by combining stochastic load models and deterministic microgrid models. Together, these elements constitute a stochastic hybrid system. The resulting model enables straightforward calculation of dynamic state moments, which are used to assess the probability of desirable operating conditions. Specific consideration is given to systems based on the dual active bridge (DAB) topology. Bounds are derived for the probability of zero voltage switching (ZVS) in DAB converters. A simple example is presented to demonstrate how these bounds may be used to improve ZVS performance as an optimization problem. In conclusion, predictions of state moment dynamics and ZVS probability assessments are verified through comparisons to Monte Carlo simulations.
ExaGO v2
ExaGO is a high-performance computing power systems modeling suite providing models for different power flow analyses. It supports forward AC power flow, multiperiod AC and DC optimal power flow analyses, contingency analysis, as well as stochastic optimal power flow analysis. ExaGO can use HiOp and Ipopt optimization engines. It supports Matpower and PSS/E input file formats. ExaGO v2 includes code from ExaGO 1.6.0.
Uncertainty Quantification for Capacity Expansion Planning
This report quantifies the uncertainty in output decisions from a Capacity Expansion Planning (CEP) model. The need to understand how uncertainties within CEP models and modeling assumptions affect Quantities of Interest (QoIs) such as expansion and operating costs, as well as expansion decisions remains an ongoing challenge in scientific research and industrial operations. This area of research is particularly important for models which seek to capture how large networks will evolve and operate under increased sources of variable generation, i.e., higher penetration of renewable technologies such as solar and wind generators. Uncertainty quantification (UQ) of CEP models which estimate expansion costs and decisions, and production cost models which estimate operating costs and dispatch decisions, is a key focus of research at NREL. The Regional Energy Deployment System (ReEDS) represents a state-of-the-art CEP model and considers a range of possible grid evolutions in an attempt to identify key drivers, ramifications, and decisions which contribute to better informed investment and policy decisions. However, research to quantify how uncertainties and model assumptions, such as unit commitment (UC), within ReEDS may be affecting its outputs remains challenging due to to size and complexity of the model
Predictive Complexity of Quantum Subsystems
We define predictive states and predictive complexity for quantum systems composed of distinct subsystems. This complexity is a generalization of entanglement entropy. It is inspired by the statistical or forecasting complexity of predictive state analysis of stochastic and complex systems theory but is intrinsically quantum. Predictive states of a subsystem are formed by equivalence classes of state vectors in the exterior Hilbert space that effectively predict the same future behavior of that subsystem for some time. As an illustrative example, we present calculations in the dynamics of an isotropic Heisenberg model spin chain and show that, in comparison to the entanglement entropy, the predictive complexity better signifies dynamically important events, such as magnon collisions. It can also serve as a local order parameter that can distinguish long and short range entanglement.
Stochastic mixing method for sensitivity analysis of temperature variations in the MCNP model of the ACRR Fuel during operations.
Abstract not provided.
STOCHASTIC OPTIMIZATION FOR LONG TERM CAPITAL STRUCTURES, SYSTEMS, AND COMPONENTS REFURBISHMENT AND REPLACEMENT
As commercial nuclear power plants (NPPs) pursue extended plant operations in the form of Second License Renewals (SLRs), opportunities exist for these plants to provide capital investments to ensure long-term, safe, and economic performance. Several utilities have already announced their intention to pursue extended operations for one or more of their NPPs via SLR2. The goal of this research is to develop a riskinformed approach to evaluate and prioritize plant capital investments made in preparation for, and during the period of, extended plant operations to support decisions in NPP operations. In order to prioritize project selection via a riskinformed approach we developed a single decision-making tool that integrates safety/reliability, cost, and stochastic optimization models to provide users with data analysis capabilities to more cost effectively manage plant assets. Both stochastic analysis methods—such as Monte Carlo-based sampling strategies—and multi-stage stochastic optimization strategies are employed to provide priority lists to decisionmakers in support of risk-informed decisions. We applied the proposed method to a trial application of projected replacement/refurbishment expenditures for plant capital assets (i.e., Structures, Systems, and Components [SSCs]). The objective is to optimize the SSC replacement/refurbishment schedule in terms of economic constraints, data uncertainties, and SSC reliability data, as well to generate a priority list for maximizing returns on investment.
Nonequilibrium steady state and heat transport in nonlinear open quantum systems: Stochastic influence action and functional perturbative analysis
In this paper, we show that a nonequilibrium steady state (NESS) exists at late times in open quantum systems with weak nonlinearity by following its nonequilibrium dynamics with a perturbative analysis. We consider an oscillator chain containing three-types of anharmonicity: cubic α- and quartic β-type Fermi–Pasta–Ulam–Tsingou (FPUT) nearest-oscillator interactions and the on-site (pinned) Klein–Gordon (KG) quartic self-interaction. Assuming weak nonlinearity, we introduce a stochastic influence action approach to the problem and obtain the energy flows in different junctures across the chain. The formal results obtained here can be used for quantum transport problems in weakly nonlinear quantum systems. For α-type anharmonicity, we observe that the first-order corrections do not play any role in the thermal transport in the NESS of the configuration we considered. For KG and β-types anharmonicity, we work out explicitly the case of two weakly nonlinearly coupled oscillators, with results scalable to any number of oscillators. We examine the late-time energy flows from one thermal bath to the other via the coupled oscillators, and show that both the zeroth- and the first-order contributions of the energy flows become constant in time at late times, signaling the existence of a late-time NESS to first order in nonlinearity. Our perturbative calculations provide a measure of the strength of nonlinearity for nonlinear open quantum systems, which may help control the mesoscopic heat transport distinct from or close to linear transport. Furthermore, our results also give a benchmark for the numerical challenge of simulating heat transport. Our setup and predictions can be implemented and verified by investigating heat flow in an array of Josephson junctions in the limit of large Josephson energy with the platform of circuit QED.
Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations
Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.
Code for Experiment in Publication “Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations”
Following the Open Research requirements for AGU journals, we must release the code used to perform the experiment described in our recent publication, posted at (https://arxiv.org/abs/2312.04722). This code fits a joint emulator to data from a Discrete Fracture Network (DFN) simulation, performed using the open-source software DFNworks (https://dfnworks.lanl.gov/). All code to be released implements existing methods; there are no novel algorithms nor any major innovations to existing software.
Magnetostriction of α-RuCl 3 Flakes in the Zigzag Phase
Motivated by the possibility of enhanced magnetic fluctuations in exfoliated α-RuCl 3 flakes, we study magneto-Raman spectra of exfoliated multilayer α-RuCl 3 in out-of-plane magnetic fields of -6 to 6 T at temperatures of 670 mK to 4 K. While the literature currently suggests that bulk α-RuCl 3 is in an antiferromagnetic zigzag phase with R$\bar3$ symmetry at low temperatures, we do not observe R$\bar3$ symmetry in exfoliated α-RuCl 3 at low temperatures. While we saw no magnetic field-driven transitions, the Raman modes exhibit unexpected stochastic shifts in response to the applied magnetic field that are above the uncertainties inferred from Bayesian analysis. Finally, these stochastic shifts are consistent with the emergence of magnetostrictive interactions in exfoliated α-RuCl 3 .
Stochastic Fault Detection
This entry describes the state-of-the-art and future perspectives on stochastic fault detection, namely, stochastic fault detection and diagnosis (FDD). Both model-based and data-driven FDD methods for stochastic signals and systems have been included, where the use of hypothesis testing, Kalman filtering, system estimation, principal component analysis (PCA), and stochastic distribution control has been discussed for the construction of effective FDD algorithms. Indeed, stochastic FDD constitute an important and integrated part in developing fault-tolerant controls (FTC) for guaranteed safe operation of control systems, of which increased penetration of random factors is inevitable nowadays.
Development and Integration of a Stochastic Clad Damage Propagation Model into PRONGHORN-SC Subchannel Analysis Code
The failure of fuel pins in nuclear reactors is intrinsically stochastic. Typically, a combination of variation in manufacturing that affects the material characteristics and the fuel assembly dimensions, variation in operating conditions, such as local power, coolant flow rate, and irradiation induced changes in material properties lead to a large uncertainty in failure margin of the fuel pins. Failure, therefore, may occur in exceptional pins with adverse combinations of these variations. Upon a metal fuel pin (U-Pu-Zr/HT9) failure, depressurization of the fuel pin takes place by release of fission gas, liquid sodium bond, and potentially solid fuel particles or molten/eutectic fuel droplets through the hole in cladding. The effect of a fission gas jet on neighbor fuel pins and possible propagation of a clad damage during normal operation was studied experimentally in 1970s and it was found that the post-failure fission gas jet insulates the jet impingement area of the target fuel pin surface and could increase the target pin’s surface temperature by as much as 100 – 200 K during the failed pin depressurization. It was concluded that the effect should not lead to fuel pin failure propagation during normal operation. In accident scenarios of sodium and lead fast reactors such as Unprotected Loss-Of-Flow (ULOF) or Unprotected Transient Over Power (UTOP), the fuel pins can be subjected to higher clad temperatures and fuel pin pressures or fuel clad mechanical/chemical interaction where thermal creep margin becomes significantly lower compared to the normal operation conditions. Therefore, possible stochastic failure and the post-failure fission gas/fuel jet impingement could be critical in order to predict fuel pin failure propagation. Pin depressurization due to fission gas release may degrade the heat transfer by formation of a gas blanket on a neighboring pin surface, which is a local phenomenon, and by causing coolant flow deceleration and starvation, which could affect a surrounding region as well. Furthermore, the potential presence of solid fuel particles or molten fuel at the time of clad failure could boost post-failure jet induced degradation even further. The present study models the U-Pu-Zr/HT9 metal fuel pin failure and stochastic clad damage propagation by biased sampling based on a Cumulative Damage Fraction (CDF) type clad failure criterion and the normal distribution of fuel failure probability density as a function of logarithm of Cumulative Damage Fraction. In addition, the effect of post-failure fission gas jet on heat transfer degradation is modeled for the target pins. This model is called stochastic Clad Damage Propagation (CDAP). The CDAP model is now fully integrated into developmental version of PRONGHORN-SC subchannel analysis code, allowing for modeling local failures and its propagation potential. Section 2 describes the components of the CDAP models. Section 3 describes the model implementation to PRONGHORN-SC and input specifications. Section 4 describes the CDAP model validation coupled to PRONGHORN-SC.
GPS Spoofing Mitigation and Timing Risk Analysis in Networked Phasor Measurement Units via Stochastic Reachability
To address phasor measurement unit (PMU) vulnerability to spoofing, we propose the use of a set-valued state estimation technique known as stochastic reachability (SR)-based distributed Kalman filter (DKF) that computes secure global positioning system (GPS) timing across a network of receivers. Utilizing SR, we estimate not only GPS time but also its stochastic reachable set, which is parameterized by probabilistic zonotope (p-Zonotope). While requiring known measurement error bounds in only non-spoofed conditions, we designed a two-tiered approach. We first performed measurement-level spoofing mitigation via deviation of a measurement innovation from its expected p-Zonotope. We then performed state-level timing risk analysis via a determination of the intersection probability of the estimated p-Zonotope with an unsafe set that violates IEEE C37.118.1a-2014 standards. Finally, we validated our SR-DKF algorithm by subjecting it to a simulated receiver network to coordinate signal-level spoofing. We demonstrate improved timing accuracy and successful spoofing mitigation via the use of our SR-DKF algorithm. We also validated the robustness of the estimated timing risk as the number of receivers were varied.
Techno-economic uncertainty analysis of wet waste-to-biocrude via hydrothermal liquefaction
Not Available
Probabilistic Voltage Sensitivity Analysis to Quantify Impact of High PV Penetration on Unbalanced Distribution System
From an operational and planning perspective, it is important to quantify the impact of increasing penetration of photovoltaics on the distribution system. Most existing impact assessment studies are scenario-based where derived results are scenario specific and not generalizable. Moreover, stochasticity in the temporal behavior of spatially distributed PVs requires a large number of scenarios that increase with the size of the network and the level of penetration. Therefore, we propose a new computationally efficient analytical framework of voltage sensitivity analysis that allows for stochastic analysis of voltage change due to random changes in PV generation. We first derive an analytical approximation for voltage change at any node of the network due to change in power at other nodes in an unbalanced distribution network. The quality of this approximation is reinforced via bounds on the approximation error. Then, we derive the probability distribution of voltage change at a certain node due to random changes in power injections/consumptions at multiple locations of the network. The accuracy of the proposed PVSA is illustrated using a modified version of the IEEE 37 bus test system. As a result, the proposed PVSA can serve as a powerful tool for proactive monitoring/control and ease the computational burden associated with perturbation based cybersecurity mechanisms.
Improving Robustness of Spectrogram Classifiers with Neural Stochastic Differential Equations
Signal analysis and classification is fraught with high levels of noise and perturbation. Computer-vision-based deep learning models applied to spectrograms have proven useful in the field of signal classification and detection; however, these methods aren't designed to handle the low signal-to-noise ratios inherent within non-vision signal processing tasks. While they are powerful, they are currently not the method of choice in the inherently noisy and dynamic critical infrastructure domain, such as smart-grid sensing, anomaly detection, and non-intrusive load monitoring. Currently, these models can be brittle, which makes them susceptible to noisy input. This also means they have sub-optimal stability of explanation outputs. Experts and technicians using these models to make decisions in real world scenarios need assurance that a model is performing as it is supposed to. The classification or prediction outputs it generates should be sound and grounded, not likely to change in the presence of shifting noise landscapes. In this work, we explore the idea of Neural Stochastic Differential Equations (NSDE's) to improve the robustness of models trained to classify time series data and the effect of NSDE's on the explainability of outputs. We then test the effectiveness of these approaches by applying them to a non-intrusive load monitoring (NILM) dataset that consists of simulated harmonic signals injected into a real building.
Stochastic gradient descent for optimization for nuclear systems
The use of gradient descent methods for optimizing k-eigenvalue nuclear systems has been shown to be useful in the past, but the use of k-eigenvalue gradients have proved computationally challenging due to their stochastic nature. ADAM is a gradient descent method that accounts for gradients with a stochastic nature. This analysis uses challenge problems constructed to verify if ADAM is a suitable tool to optimize k-eigenvalue nuclear systems. ADAM is able to successfully optimize nuclear systems using the gradients of k-eigenvalue problems despite their stochastic nature and uncertainty. Furthermore, it is clearly demonstrated that low-compute time, high-variance estimates of the gradient lead to better performance in the optimization challenge problems tested here.