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At least 739 records · Page 41

A Stochastic Charging Station Deployment Model for Electrified Taxi Fleets in Coupled Urban Transportation and Power Distribution Networks

Metropolitansworldwide are increasingly adopting electric taxis (ET) to address concerns about transportation-related emissions. However, the widespread deployment of electric taxis presents challenges in terms of increased electricity demand and changing demand profiles. This transition impacts both the urban transportation network (TN) and the electricity power distribution network (PDN), highlighting the interdependence between these two systems. Here, in this paper, we propose a two-stage stochastic programming planning model that aims to optimize both the TN and PDN, enabling efficient deployment of charging stations and grid upgrades. Our model seeks to strike a balance between meeting ET drivers' charging preferences, minimizing the costs associated with infrastructure deployment and grid expansion, and harmonizing the coordination between the TN and PDN. Additionally, we explore the potential benefits of utilizing an autonomous ET fleet to enhance overall system performance.

33 ADVANCED PROPULSION SYSTEMS↗

Giant impactors - Plausible sizes and populations

The largest sizes of planetesimals required to explain spin properties of planets are investigated in the context of the impact-trigger hypothesis of lunar origin. Solar system models with different large impactor sources are constructed and stochastic variations in obliquities and rotation periods resulting from each source are studied. The present study finds it highly plausible that earth was struck by a body of about 0.03-0.12 earth masses with enough energy and angular momentum to dislodge mantle material and form the present earth-moon system.

Hartmann, William K.↗

A Bayesian Approach to Regional Decadal Predictability: Sparse Parameter Estimation in High-Dimensional Linear Inverse Models of High-Latitude Sea Surface Temperature Variability

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model (LIM), has been widely used for regional climate predictability studies—typically focusing more on tropical or midlatitude studies. However, most LIM fitting techniques rely on point estimation techniques deriving from fluctuation–dissipation theory. In this methodological study we explore the use of Bayesian inference techniques for LIM parameter estimation of sea surface temperature (SST), to quantify the skillful decadal predictability of Bayesian LIM models at high latitudes. We show that Bayesian methods, when compared to traditional point estimation methods for LIM-type models, provide better calibrated probabilistic skill, while simultaneously providing better point estimates due to the regularization effect of the prior distribution in high-dimensional problems. We compare the effect of several priors, as well as maximum likelihood estimates, on 1) estimating parameter values on a perfect model experiment and 2) producing calibrated 1-yr SST anomaly forecast distributions using a preindustrial control run of the Community Earth System Model (CESM). Finally, we employ a host of probabilistic skill metrics to determine the extent to which an LIM can forecast SST anomalies at high latitudes. We find that the choice of prior distribution has an appreciable impact on estimation outcomes, and priors that emphasize physically relevant properties enhance the model’s ability to capture variability of SST anomalies.

54 ENVIRONMENTAL SCIENCES↗

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.↗

Stochasticity and robustness in spiking neural networks

Despite drawing inspiration from biological systems which are inherently noisy and variable, artificial neural networks have been shown to require precise weights to carry out the task which they are trained to accomplish. This creates a challenge when adapting these artificial networks to specialized execution platforms which may encode weights in a manner which restricts their accuracy and/or precision.Reflecting back on the non-idealities which are observed in biological systems, we investigated the effect these properties have on the robustness of spiking neural networks under perturbations to weights. First, we examined techniques extant in conventional neural networks which resemble noisy processes, and postulated they may produce similar beneficial effects in spiking neural networks. Second, we evolved a set of spiking neural networks utilizing biological non-idealities to solve a pole-balancing task, and estimated their robustness. We showed it is higher in networks using noisy neurons, and demonstrated that one of these networks can perform well under the variance expected when a hafnium-oxide based resistive memory is used to encode synaptic weights. Lastly, we trained a series of networks using a surrogate gradient method on the MNIST classification task. We confirmed that these networks demonstrate similar trends in robustness to the evolved networks. We discuss these results and argue that they display empirical evidence supporting the role of noise as a regularizer which can increase network robustness.

97 MATHEMATICS AND COMPUTING↗

Probabilistic structural analysis of space propulsion system LOX post

The probabilistic structural analysis program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress; Cruse et al., 1988) is applied to characterize the dynamic loading and response of the Space Shuttle main engine (SSME) LOX post. The design and operation of the SSME are reviewed; the LOX post structure is described; and particular attention is given to the generation of composite load spectra, the finite-element model of the LOX post, and the steps in the NESSUS structural analysis. The results are presented in extensive tables and graphs, and it is shown that NESSUS correctly predicts the structural effects of changes in the temperature loading. The probabilistic approach also facilitates (1) damage assessments for a given failure model (based on gas temperature, heat-shield gap, and material properties) and (2) correlation of the gas temperature with operational parameters such as engine thrust.

Newell, J. F.↗

System identification and model reduction using modulating function techniques

Weighted least squares (WLS) and adaptive weighted least squares (AWLS) algorithms are initiated for continuous-time system identification using Fourier type modulating function techniques. Two stochastic signal models are examined using the mean square properties of the stochastic calculus: an equation error signal model with white noise residuals, and a more realistic white measurement noise signal model. The covariance matrices in each model are shown to be banded and sparse, and a joint likelihood cost function is developed which links the real and imaginary parts of the modulated quantities. The superior performance of above algorithms is demonstrated by comparing them with the LS/MFT and popular predicting error method (PEM) through 200 Monte Carlo simulations. A model reduction problem is formulated with the AWLS/MFT algorithm, and comparisons are made via six examples with a variety of model reduction techniques, including the well-known balanced realization method. Here the AWLS/MFT algorithm manifests higher accuracy in almost all cases, and exhibits its unique flexibility and versatility. Armed with this model reduction, the AWLS/MFT algorithm is extended into MIMO transfer function system identification problems. The impact due to the discrepancy in bandwidths and gains among subsystem is explored through five examples. Finally, as a comprehensive application, the stability derivatives of the longitudinal and lateral dynamics of an F-18 aircraft are identified using physical flight data provided by NASA. A pole-constrained SIMO and MIMO AWLS/MFT algorithm is devised and analyzed. Monte Carlo simulations illustrate its high-noise rejecting properties. Utilizing the flight data, comparisons among different MFT algorithms are tabulated and the AWLS is found to be strongly favored in almost all facets.

Shen, Yan↗

Optimization under uncertainty of a hybrid waste tire and natural gas feedstock flexible polygeneration system using a decomposition algorithm

Market uncertainties motivate the development of flexible polygeneration systems that are able to adjust operating conditions to favor production of the most profitable product portfolio. However, this operational flexibility comes at the cost of higher capital expenditure. A scenario-based two-stage stochastic nonconvex Mixed-Integer Nonlinear Programming (MINLP) approach lends itself naturally to optimizing these trade-offs. This work studies the optimal design and operation under uncertainty of a hybrid feedstock flexible polygeneration system producing electricity, methanol, dimethyl ether, olefins or liquefied (synthetic) natural gas. A recently developed C++ based software framework (named GOSSIP) is used for modeling the optimization problem as well as its efficient solution using the Nonconvex Generalized Benders Decomposition (NGBD) algorithm. Two different cases are studied: The first uses estimates of the means and variances of the uncertain parameters from historical data, whereas the second assesses the impact of increased uncertain parameter volatility. The value of implementing flexible designs characterized by the value of the stochastic solution (VSS) is in the range of 260–405 M$ for a scale of approximately 893 MW of thermal input. Increased price volatility around the same mean results in higher expected net present value and VSS as operational flexibility allows for asymmetric exploitation of price peaks.

42 ENGINEERING↗

Inferring Stochastic Rates from Heterogeneous Snapshots of Particle Positions

Many imaging techniques for biological systems—like fixation of cells coupled with fluorescence microscopy—provide sharp spatial resolution in reporting locations of individuals at a single moment in time but also destroy the dynamics they intend to capture. In this study, these snapshot observations contain no information about individual trajectories, but still encode information about movement and demographic dynamics, especially when combined with a well-motivated biophysical model. The relationship between spatially evolving populations and single-moment representations of their collective locations is well-established with partial differential equations (PDEs) and their inverse problems. However, experimental data is commonly a set of locations whose number is insufficient to approximate a continuous-in-space PDE solution. Here, motivated by popular subcellular imaging data of gene expression, we embrace the stochastic nature of the data and investigate the mathematical foundations of parametrically inferring demographic rates from snapshots of particles undergoing birth, diffusion, and death in a nuclear or cellular domain. Toward inference, we rigorously derive a connection between individual particle paths and their presentation as a Poisson spatial process. Using this framework, we investigate the properties of the resulting inverse problem and study factors that affect quality of inference. One pervasive feature of this experimental regime is the presence of cell-to-cell heterogeneity. Rather than being a hindrance, we show that cell-to-cell geometric heterogeneity can increase the quality of inference on dynamics for certain parameter regimes. Altogether, the results serve as a basis for more detailed investigations of subcellular spatial patterns of RNA molecules and other stochastically evolving populations that can only be observed for single instants in their time evolution.

59 BASIC BIOLOGICAL SCIENCES↗

Marine energy supported multi-energy system planning and operation optimization for sustainable coastal community

The growing need for sustainable energy solutions in coastal areas necessitates the development of integrated systems that leverage abundant marine resources. In this study, a standalone Marine Energy Supported Multi-Energy System (MRE-MES) is designed for sustainable coastal community development, utilizing renewable marine resources, including offshore wind, wave, and solar energy, to address the energy needs of electricity, heat, freshwater, and hydrogen. The proposed MRE-MES incorporates a co-optimization model that simultaneously balances capacity planning and operational efficiency to minimize costs and environmental impacts. The system is tested under different renewable energy penetration levels and demand uncertainties, using a two-stage stochastic programming to account for variability in renewable resources and consumption needs. The experimental results indicate that in the optimal system capacity configuration, the percentage of total renewable energy generation is around 80 %, with or without capacity limitation constraints on PV, water tank, and hydrogen storage. Compared to the worst-case scenario in Monte Carlo experiments, two-stage stochastic optimization results in a more robust decision that effectively mitigates the risks posed by future uncertain demand conditions. In conclusion, the findings highlight the viability of marine energy for providing a resilient, comprehensive energy solution to coastal communities.

Capacity planning↗

Stochastic robustness

To carry out stochastic robustness analysis, an expected probability distribution is assigned to each uncertain parameter in the system. The Monte Carlo analysis proceeds by repeatedly assigning shaped random values to each plant parameter, evaluating the stability of performance metric, and performing the binary classification (stable/unstable, etc.). If the system is stable, the state response to a unit disturbance impulse can be propagated to establish whether the response would violate settling time envelopes and whether peak actuator use would violate predetermined maximums. The final estimates of the probability of each form of unacceptable behavior are found by dividing the number of cases in which the overall system had that form of unacceptability by the number of cases run. Stability robustness can be portrayed graphically using the stochastic root locus and by using histograms of parameter values found in the unacceptable cases.

Marrison, C.↗

Nonlocal and collective relaxation in stellar systems

The modal response of stellar systems to fluctuations at large scales is presently investigated by means of analytic theory and n-body simulation; the stochastic excitation of these modes is shown to increase the relaxation rate even for a system which is moderately far from instability. The n-body simulations, when designed to suppress relaxation at small scales, clearly show the effects of large-scale fluctuations. It is predicted that large-scale fluctuations will be largest for such marginally bound systems as forming star clusters and associations.

Weinberg, Martin D.↗

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↗

Block triangular preconditioning for stochastic Galerkin method

Here, in this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance.

97 MATHEMATICS AND COMPUTING↗

Two- and three-meson scattering amplitudes with physical quark masses from lattice QCD

We study systems of two and three mesons composed of pions and kaons at maximal isospin using four CLS ensembles with 𝑎 ≈ 0.063 fm, including one with approximately physical quark masses. Using the stochastic Laplacian-Heaviside method, we determine the energy spectrum of these systems including many levels in different momentum frames and irreducible representations. Using the relativistic two- and three-body finite-volume formalism, we constrain the two- and three-meson K matrices, including not only the leading 𝑠 wave, but also 𝑝 and 𝑑 waves. By solving the three-body integral equations, we determine, for the first time, the physical-point scattering amplitudes for 3⁢𝜋 + , 3⁢𝐾 + , 𝜋 + ⁢𝜋 + ⁢𝐾 + , and 𝐾 + ⁢𝐾 + ⁢𝜋 + systems. These are determined for total angular momentum 𝐽 𝑃 = 0 − , 1 + , and 2 − . We also obtain accurate results for 2⁢𝜋 + , 𝜋 + ⁢𝐾 + , and 2⁢𝐾 + phase shifts. We compare our results to chiral perturbation theory and to phenomenological fits.

FOS: Physical sciences↗

Theory and applications survey of decentralized control methods

A nonmathematical overview is presented of trends in the general area of decentralized control strategies which are suitable for hierarchical systems. Advances in decentralized system theory are closely related to advances in the so-called stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools pertaining to the classical stochastic control problem are outlined. Particular attention is devoted to pitfalls in the mathematical problem formulation for decentralized control. Major conclusions are that any purely deterministic approach to multilevel hierarchical dynamic systems is unlikely to lead to realistic theories or designs, that the flow of measurements and decisions in a decentralized system should not be instantaneous and error-free, and that delays in information exchange in a decentralized system lead to reasonable approaches to decentralized control. A mathematically precise notion of aggregating information is not yet available.

Athans, M.↗

Investigating Resiliency of Transportation Network under Targeted and Potential Climate Change Disruptions

Ensuring robustness and resilience in intermodal transportation systems is essential for the continuity and reliability of global logistics. These systems are vulnerable to various disruptions, including natural disasters and technical failures. Despite significant research on freight transportation resilience, investigating the robustness of the system after targeted and climate-change-driven disruption remains a crucial challenge. Drawing on network science methodologies, this study models the interdependencies within the rail and water transport networks and simulates different disruption scenarios to evaluate system responses. Here, we use the data from the U.S. Department of Energy Volpe Center for network topology and tonnage projections. The proposed framework quantifies deliberate, stochastic, and climate-driven infrastructure failure, using higher resolution downscaled multiple Earth System Models’ simulations from Coupled Model Intercomparison Project Phase version 6. We show that the disruptions of a few nodes could have a larger impact on the total tonnage of freight transport than on network topology. For example, the removal of targeted 20 nodes can bring the total tonnage carrying capacity to 30% with about 75% of the rail freight network intact. This research advances the theoretical understanding of transportation resilience and provides practical applications for infrastructure managers and policymakers. By implementing these strategies, stakeholders and policymakers can better prepare for and respond to unexpected disruptions, ensuring sustained operational efficiency in transportation networks.

Climate Change Disruptions↗

On reliable control system designs with and without feedback reconfigurations

This paper contains an overview of a theoretical framework for the design of reliable multivariable control systems, with special emphasis on actuator failures and necessary actuator redundancy levels. Using a linear model of the system, with Markovian failure probabilities and quadratic performance index, an optimal stochastic control problem is posed and solved. The solution requires the iteration of a set of highly coupled Riccati-like matrix difference equations; if these converge one has a reliable design; if they diverge, the design is unreliable, and the system design cannot be stabilized. In addition, it is shown that the existence of a stabilizing constant feedback gain and the reliability of its implementation is equivalent to the convergence properties of a set of coupled Riccati-like matrix difference equations. In summary, these results can be used for offline studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗