SEARCH · Engineering Papers

Results for “Stochastic optimization”

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.

SourceResearch connectionFrom yearThrough year

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 775 records · Page 43

All sources NASA NTRS DOE OSTI

DOE OSTI2016

Chance-Constrained System of Systems Based Operation of Power Systems

In this paper, a chance-constrained system of systems (SoS) based decision-making approach is presented for stochastic scheduling of power systems encompassing active distribution grids. Based on the concept of SoS, the independent system operator (ISO) and distribution companies (DISCOs) are modeled as self-governing systems. These systems collaborate with each other to run the entire power system in a secure and economic manner. Each self-governing system accounts for its local reserve requirements and line flow constraints with respect to the uncertainties of load and renewable energy resources. A set of chance constraints are formulated to model the interactions between the ISO and DISCOs. The proposed model is solved by using analytical target cascading (ATC) method, a distributed optimization algorithm in which only a limited amount of information is exchanged between collaborative ISO and DISCOs. In this paper, a 6-bus and a modified IEEE 118-bus power systems are studied to show the effectiveness of the proposed algorithm.

24 POWER TRANSMISSION AND DISTRIBUTION↗

NASA NTRS1991

Compensator design for stability enhancement with collocated controllers

A continuum model rather than a finite element model is used. The optimal compensator design is formulated as a stochastic regulator problem and is shown to be solvable by the general infinite-dimensional theory developed by the author despite the lack of exponential stabilizability. Infinite-dimensional steady-state Riccati equations characterizing the feedback control gain and the Kalman filter gain operators can be solved explicitly. The associated performance indexes including the mean-square control-effort are calculated in closed form. As a first approximation, the compensator transfer function can be realized as a bank of bandpass filters in parallel centered at the undamped mode frequencies. Numerical calculations for the gain and bandwidths for a typical configuration are presented. The performance of the compensator is evaluated when in fact in the true model there is no actuator noise. The theoretical problem involved is to show that the infinite-dimensional stochastic process is asymptotically stationary. It is possible to calculate the steady-state covariance in closed form and thereby calculate performance indexes of interest explicitly, facilitating the choice of optimal design parameters.

Balakrishnan, A. V.↗

DOE OSTI2022

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Multi-Stage Stochastic Programming to Joint Economic Dispatch for Energy and Reserve With Uncertain Renewable Energy

To address the uncertain renewable energy in the day-ahead optimal dispatch of energy and reserve, a multi-stage stochastic programming model is established in this paper to minimize the expected total costs. The uncertainties over the multiple stages are characterized by a scenario tree and the optimal dispatch scheme is cast as a decision tree which guarantees the flexibility to decide the reasonable outputs of generation and the adequate reserves accounting for different realizations of renewable energy. Most importantly, to deal with the “Curse of Dimensionality” of stochastic programming, stochastic dual dynamic programming (SDDP) is employed, which decomposes the original problem into several sub-problems according to the stages. Specifically, the SDDP algorithm performs forward pass and backward pass repeatedly until the convergence criterion is satisfied. At each iteration, the original problem is approximated by creating a linear piecewise function. Besides, an improved convergence criterion is adopted to narrow the optimization gaps. The results on the IEEE 118-bus system and real-life provincial power grid show the effectiveness of the proposed model and method.

economic dispatch↗

DOE OSTI2015

Identifying finite-time coherent sets from limited quantities of Lagrangian data

A data-driven procedure for identifying the dominant transport barriers in a time-varying flow from limited quantities of Lagrangian data is presented. Our approach partitions state space into coherent pairs, which are sets of initial conditions chosen to minimize the number of trajectories that “leak” from one set to the other under the influence of a stochastic flow field during a pre-specified interval in time. In practice, this partition is computed by solving an optimization problem to obtain a pair of functions whose signs determine set membership. From prior experience with synthetic, “data rich” test problems, and conceptually related methods based on approximations of the Perron-Frobenius operator, we observe that the functions of interest typically appear to be smooth. We exploit this property by using the basis sets associated with spectral or “mesh-free” methods, and as a result, our approach has the potential to more accurately approximate these functions given a fixed amount of data. In practice, this could enable better approximations of the coherent pairs in problems with relatively limited quantities of Lagrangian data, which is usually the case with experimental geophysical data. We apply this method to three examples of increasing complexity: The first is the double gyre, the second is the Bickley Jet, and the third is data from numerically simulated drifters in the Sulu Sea.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

LigninGraphs: lignin structure determination with multiscale graph modeling

Lignin is an aromatic biopolymer found in ubiquitous sources of woody biomass. Designing and optimizing lignin valorization processes requires a fundamental understanding of lignin structures. Experimental characterization techniques, such as 2D-heteronuclear single quantum coherence (HSQC) nuclear magnetic resonance (NMR) spectra, could elucidate the global properties of the polymer molecules. Computer models could extend the resolution of experiments by representing structures at the molecular and atomistic scales. We introduce a graph-based multiscale modeling framework for lignin structure generation and visualization. The framework employs accelerated rejection-free polymerization and hierarchical Metropolis Monte Carlo optimization algorithms. We obtain structure libraries for various lignin feedstocks based on literature and new experimental NMR data for poplar wood, pinewood, and herbaceous lignin. The framework could guide researchers towards feasible lignin structures, efficient space exploration, and future kinetics modeling. Its software implementation in Python, LigninGraphs, is open-source and available on GitHub.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2019

Swarm intelligence–based distributed stochastic model predictive control for transactive operation of networked building clusters

To maximize potential energy and cost savings, networked clusters of local buildings are formed for energy transactions. Both centralized and distributed decision approaches were explored in past decades as a way to enable efficient transactive operations. However, online distributed stochastic transactive operation has been overlooked in the literature. To bridge gaps in the research, a bi-level distributed stochastic model predictive control framework was proposed to study the transactive operations of building clusters where a system-level agent is employed to coordinate multiple building agents at the subsystem level. The energy transaction is optimized by a marginal price-based particle swarm optimizer at the system level. Given the energy transaction decisions, each building can independently solve a scenario-based two-stage stochastic model to optimally dispatch the electricity and ancillary services for optimal energy performance. The effectiveness of the proposed framework and coordination algorithm are demonstrated in deterministic, stochastic, and online operations and compared to centralized decisions using several sets of experiments. Additionally, the proposed approach can realize autonomous transactive operation and be extended to community-level building clusters in a plug-and-play way.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2015

Parameter-induced stochastic resonance based on spectral entropy and its application to weak signal detection

The parameter-induced stochastic resonance based on spectral entropy (PSRSE) method is introduced for the detection of a very weak signal in the presence of strong noise. The effect of stochastic resonance on the detection is optimized using parameters obtained in spectral entropy analysis. Upon processing employing the PSRSE method, the amplitude of the weak signal is enhanced and the noise power is reduced, so that the frequency of the signal can be estimated with greater precision through spectral analysis. While the improvement in the signal-to-noise ratio is similar to that obtained using the Duffing oscillator algorithm, the computational cost reduces from O(N{sup 2}) to O(N). The PSRSE approach is applied to the frequency measurement of a weak signal made by a vortex flow meter. The results are compared with those obtained applying the Duffing oscillator algorithm.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2021

State-of-the-Art Techniques for Large-Scale Stochastic Unit Commitment

Recent advances in deterministic unit commitment, both formulaic and algorithmic, along with modern algorithmic approaches for stochastic programming, have enabled the solution of stochastic unit commitment problems with hundreds of scenarios on large-scale transmission networks. In this presentation, we will give an overview of these methods, including lazy transmission constraint generation, lower-bounding techniques, and heuristics, all of which can be executed in concert with customized decomposition approaches for optimization under uncertainty. We demonstrate the effectiveness of these techniques on the TAMU Texas7K synthetic transmission network, leveraging realistic high-resolution forecasts based on NREL renewable resource availability data. The software leveraged for these demonstrations is available via the open-source software packages EGRET (for electrical grid optimization) and mpi-sppy (for optimization under uncertainty).

27 ARPA - Advanced Research Projects Agency-Energy↗

NASA NTRS2009

The Integrated Medical Model - Optimizing In-flight Space Medical Systems to Reduce Crew Health Risk and Mission Impacts

The Integrated Medical Model (IMM) is a decision support tool used by medical system planners and designers as they prepare for exploration planning activities of the Constellation program (CxP). IMM provides an evidence-based approach to help optimize the allocation of in-flight medical resources for a specified level of risk within spacecraft operational constraints. Eighty medical conditions and associated resources are represented in IMM. Nine conditions are due to Space Adaptation Syndrome. The IMM helps answer fundamental medical mission planning questions such as What medical conditions can be expected? What type and quantity of medical resources are most likely to be used?", and "What is the probability of crew death or evacuation due to medical events?" For a specified mission and crew profile, the IMM effectively characterizes the sequence of events that could potentially occur should a medical condition happen. The mathematical relationships among mission and crew attributes, medical conditions and incidence data, in-flight medical resources, potential clinical and crew health end states are established to generate end state probabilities. A Monte Carlo computational method is used to determine the probable outcomes and requires up to 25,000 mission trials to reach convergence. For each mission trial, the pharmaceuticals and supplies required to diagnose and treat prevalent medical conditions are tracked and decremented. The uncertainty of patient response to treatment is bounded via a best-case, worst-case, untreated case algorithm. A Crew Health Index (CHI) metric, developed to account for functional impairment due to a medical condition, provides a quantified measure of risk and enables risk comparisons across mission scenarios. The use of historical in-flight medical data, terrestrial surrogate data as appropriate, and space medicine subject matter expertise has enabled the development of a probabilistic, stochastic decision support tool capable of optimizing in-flight medical systems based on crew and mission parameters. This presentation will illustrate how to apply quantitative risk assessment methods to optimize the mass and volume of space-based medical systems for a space flight mission given the level of crew health and mission risk.

Kerstman, Eric↗

NASA NTRS1975

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.↗

NASA NTRS1977

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

Kaufman, H.↗

DOE OSTI2020

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↗

DOE OSTI2016

PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve further as more functionality is added in the future.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2016

Educating local radial basis functions using the highest gradient of interest in three dimensional geometries: EDUCATING LOCALIZED RBF-SCHEMES

We present a novel methodology to effectively localize radial basis function approximation methods in three dimensions. The local scheme requires shape parameter-dependent functions that can be used to approximate gradients of scattered data and to solve partial differential operators. The optimum shape parameter is obtained from the highest gradient of interest, where a known analytical function, when boundary conditions are not present, or a shape parameter-free global approximation are used to educate the localized scheme. The later option is applicable to problems where the operator needs to be solved multiple times, like in time evolution or stochastic integration. Past shape parameter's optimizations, for two-dimensional domains, based on the condition number of the interpolant matrix, were unable to provide satisfactory approximations. The applicability of our method is illustrated in the context of an analytical expression interpolation and during a Ginzburg-Landau relaxation of a free energy functional. In general, the optimum shape parameter depends on geometry, node distribution, and density, whereas the approximation errors decrease as the node density and the local stencil size increase. The effective localization of radial basis functions motivates its use in moving boundary problems and accelerates solutions through sparse matrix solvers.

free energy functional↗

DOE OSTI2014

Review of structure representation and reconstruction on mesoscale and microscale

Structure representation and reconstruction on mesoscale and microscale is critical in material design, advanced manufacturing and multiscale modeling. Microstructure reconstruction has been applied in different areas of materials science and technology, structural materials, energy materials, geology, hydrology, etc. This review summarizes the microstructure descriptors and formulations used to represent and algorithms to reconstruct structures at microscale and mesoscale. In the stochastic methods using correlation function, different optimization approaches have been adapted for objective function minimization. A variety of reconstruction approaches are compared in efficiency and accuracy.

Microstructure reconstruction, inverse design, mic↗

DOE OSTI2022

Monitoring and prediction of porosity in laser powder bed fusion using physics-informed meltpool signatures and machine learning

In this work we accomplished the monitoring and prediction of porosity in laser powder bed fusion (LPBF) additive manufacturing process. This objective was realized by extracting physics-informed meltpool signatures from an in-situ dual-wavelength imaging pyrometer, and subsequently, analyzing these signatures via computationally tractable machine learning approaches. Porosity in LPBF occurs despite extensive optimization of processing conditions due to stochastic causes. Hence, it is essential to continually monitor the process with in-situ sensors for detecting and mitigating incipient pore formation. In this work a tall cuboid-shaped part (10 mm × 10 mm × 137 mm, material ATI 718Plus) was built with controlled porosity by varying laser power and scanning speed. This test caused various types of porosity, such as lack-of-fusion and keyhole formation, with varying degrees of severity in the part. The meltpool was continuously monitored using a dual-wavelength imaging pyrometer installed in the machine. Physically intuitive process signatures, such as meltpool length, temperature distribution, and ejecta (spatter) characteristics, were extracted from the meltpool images. Subsequently, relatively simple machine learning models, e.g., K-Nearest Neighbors, were trained to predict both the severity and type of porosity as a function of these physics-informed meltpool signatures. These models resulted in a prediction accuracy exceeding 95% (statistical F1-score). The same analysis was carried out with a complex, black-box deep learning convolutional neural network which directly used the meltpool images instead of physics-informed features. The convolutional neural network produced a comparable F1-score in the range of 89–97%. Finally, these results demonstrate that using pragmatic, physics-informed meltpool signatures within a simple machine learning model is as effective for flaw prediction in LPBF as using a complex and computationally demanding black-box deep learning model.

36 MATERIALS SCIENCE↗

DOE OSTI2023

Machine learning unifies flexibility and efficiency of spinodal structure generation for stochastic biomaterial design

Abstract Porous biomaterials design for bone repair is still largely limited to regular structures (e.g. rod-based lattices), due to their easy parameterization and high controllability. The capability of designing stochastic structure can redefine the boundary of our explorable structure–property space for synthesizing next-generation biomaterials. We hereby propose a convolutional neural network (CNN) approach for efficient generation and design of spinodal structure—an intriguing structure with stochastic yet interconnected, smooth, and constant pore channel conducive to bio-transport. Our CNN-based approach simultaneously possesses the tremendous flexibility of physics-based model in generating various spinodal structures (e.g. periodic, anisotropic, gradient, and arbitrarily large ones) and comparable computational efficiency to mathematical approximation model. We thus successfully design spinodal bone structures with target anisotropic elasticity via high-throughput screening, and directly generate large spinodal orthopedic implants with desired gradient porosity. This work significantly advances stochastic biomaterials development by offering an optimal solution to spinodal structure generation and design.

59 BASIC BIOLOGICAL SCIENCES↗