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At least 91 records · Page 5

A Generalized Copula-Polynomial Chaos Expansion for Probabilistic Power Flow Considering Nonlinear Correlations of PV Injections

This paper develops a generalized Copula-polynomial chaos expansion (PCE) framework for power system probabilistic power flow that can handle both linear and nonlinear correlations of uncertain power injections, such as wind and PVs. A data-driven Copula statistical model is used to capture the correlations of uncertain power injections. This allows us to resort to the Rosenblatt transformation to transform correlated variables into independent ones while preserving the dependence structure. This paves the way of leveraging the PCE for surrogate modeling and uncertainty quantification of power flow results, i.e., achieving the probabilistic distributions of power flows. Simulations carried out on the IEEE 57-bus system show that the proposed framework can get much more accurate results than other alternatives with different linear and nonlinear power injection correlations.

copula↗

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING↗

Inverse Modeling of Hydrologic Parameters in CLM4 via Generalized Polynomial Chaos in the Bayesian Framework

In this work, generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We perform inverse modeling and compute the posterior distribution of the critical hydrological parameters that are subject to great uncertainty in the Community Land Model (CLM) for a given value of the output LH. The unknown parameters include those that have been identified as the most influential factors on the simulations of surface and subsurface runoff, latent and sensible heat fluxes, and soil moisture in CLM4.0. We set up the inversion problem in the Bayesian framework in two steps: (i) building a surrogate model expressing the input–output mapping, and (ii) performing inverse modeling and computing the posterior distributions of the input parameters using observation data for a given value of the output LH. The development of the surrogate model is carried out with a Bayesian procedure based on the variable selection methods that use gPC expansions. Our approach accounts for bases selection uncertainty and quantifies the importance of the gPC terms, and, hence, all of the input parameters, via the associated posterior probabilities.

97 MATHEMATICS AND COMPUTING↗

Chaos in Magnetoplasmas

A nonlinear wave, in general, is equivalent to a nonlinear dynamical system, which exhibits the phenomena of chaos.

chaos magnetoplasmas nonlinear↗

Unknowability in Climate Science: Chaos, Structure, and Society

The limits to knowledge in climate forecasts arise from three mechanisms. One is inherent to the complex nonlinearity of the climate system, one is related to inherent imperfection of models in representing the real world, and one is a reflection on the coupling of our knowledge of potential future states and real-world actions that may be taken to avoid some subset of them. I refer to these limits as chaos, structure, and society. I provide background on how each adds to the unknowability of climate, and demonstrate that this unknowability is limited; not all aspects of past and future climates are unknowable.

Climate science↗

A dynamical mechanism for the Page curve from quantum chaos

If the evaporation of a black hole formed from a pure state is unitary, the entanglement entropy of the Hawking radiation should follow the Page curve, increasing from zero until near the halfway point of the evaporation, and then decreasing back to zero. The general argument for the Page curve is based on the assumption that the quantum state of the black hole plus radiation during the evaporation process is typical. In this paper, we show that the Page curve can result from a simple dynamical input in the evolution of the black hole, based on a recently proposed signature of quantum chaos, without resorting to typicality. Our argument is based on what we refer to as the “operator gas” approach, which allows one to understand the evolution of the microstate of the black hole from generic features of the Heisenberg evolution of operators. One key feature which leads to the Page curve is the possibility of dynamical processes where operators in the “gas” can “jump” outside the black hole, which we refer to as void formation processes. Such processes are initially exponentially suppressed, but dominate after a certain time scale, which can be used as a dynamical definition of the Page time. In the Hayden-Preskill protocol for young and old black holes, we show that void formation is also responsible for the transfer of information from the black hole to the radiation. We conjecture that void formation may provide a microscopic explanation for the recent semi-classical prescription of including islands in the calculation of the entanglement entropy of the radiation.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven↗

Chaos as the cause of randomness in tearing mode onset times in DIII-D ITER baseline scenario plasmas

The first evidence of widespread chaotic plasma dynamics relevant to the onset of disruptive tearing modes is found in DIII-D tokamak discharges. This evidence is obtained by calculating positive maximal Lyapunov exponents from Mirnov signals using the Rosenstein algorithm, implying the chaotic growth and/or rotation of magnetohydrodynamic modes in DIII-D [Luxon, Nucl. Fusion 42, 614 (2002)] plasmas. Such chaotic dynamics offer an explanation for the random tearing mode onset times previously observed in ITER baseline scenario discharges. Further, the Lyapunov timescales associated with this chaos could inhibit reliable prediction of tearing mode onset beyond the angular momentum confinement timescale; this constraint should inform the design of plasma control systems on ITER.

Chaotic dynamics↗

Direct Nonlinear Approximation for Security Region Boundary of Integrated Energy Systems: A Polynomial Chaos Expansion Solution

The strong interdependence of electricity, gas, and heating systems can facilitate fault propagation within integrated energy systems (IESs), posing significant challenges to secure operation. This paper proposes a polynomial chaos expansion (PCE)-based approximation method to accurately characterize the IES security region boundary (IES–SRB). By integrating the Karush-Kuhn-Tucker conditions with PCE theory, the IES-SRB approximation problem is reformulated as a set of nonlinear equations concerning the approximation coefficients. Using the Galerkin projection method, these equations are further transformed into a system of projection equations that govern the polynomial approximation coefficients in the IES-SRB approximation. To reduce computational complexity while maintaining high approximation accuracy, a piecewise polynomial approximation method is proposed. Numerical studies on the E39-G20-H6 and E118-G96-H52 IES test systems demonstrate that the proposed method can accurately and effectively construct IES security regions.

Wu, Chenghao [Northeast Electric Power University]↗

Manifold Learning-Based Polynomial Chaos Expansions for High-Dimensional Surrogate Models

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data representing quantities of interest of the computational or analytical model. For this purpose, we employ Grassmannian diffusion maps, a two-step nonlinear dimension reduction technique which allows us to reduce the dimensionality of the data and identify meaningful geometric descriptions in a parsimonious and inexpensive manner. Polynomial chaos expansion is then used to construct a mapping between the stochastic input parameters and the diffusion coordinates of the reduced space. An adaptive clustering technique is proposed to identify an optimal number of clusters of points in the latent space. The similarity of points allows us to construct a number of geometric harmonic emulators which are finally utilized as a set of inexpensive pretrained models to perform an inverse map of realizations of latent features to the ambient space and thus perform accurate out-of-sample predictions. Thus, the proposed method acts as an encoder-decoder system which is able to automatically handle very high-dimensional data while simultaneously operating successfully in the small-data regime. The method is demonstrated on two benchmark problems and on a system of advection-diffusion-reaction equations which model a first-order chemical reaction between two species. In all test cases, the proposed method is able to achieve highly accurate approximations which ultimately lead to the significant acceleration of UQ tasks.

42 ENGINEERING↗

The multi-faceted inverted harmonic oscillator: Chaos and complexity

The harmonic oscillator is the paragon of physical models; conceptually and computationally simple, yet rich enough to teach us about physics on scales that span classical mechanics to quantum field theory. This multifaceted nature extends also to its inverted counterpart, in which the oscillator frequency is analytically continued to pure imaginary values. In this article we probe the inverted harmonic oscillator (IHO) with recently developed quantum chaos diagnostics such as the out-of-time-order correlator (OTOC) and the circuit complexity. In particular, we study the OTOC for the displacement operator of the IHO with and without a non-Gaussian cubic perturbation to explore genuine and quasi scrambling respectively. In addition, we compute the full quantum Lyapunov spectrum for the inverted oscillator, finding a paired structure among the Lyapunov exponents. We also use the Heisenberg group to compute the complexity for the time evolved displacement operator, which displays chaotic behaviour. Finally, we extended our analysis to N-inverted harmonic oscillators to study the behaviour of complexity at the different timescales encoded in dissipation, scrambling and asymptotic regimes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generation of Martian chaos and channels by debris flows

A debris flow mechanism is proposed to account for the formation of chaos and the large channels debouching into Crysae Planitia from the adjacent southern uplands of Mars. Based on considerations of the juxtaposition of individual channel environments, the morphological assemblages within each environment and flow dynamics, it is suggested that the debris flows were triggered by the large-scale failure of subsurface sediments, possibly initiated by a seismic event. During the initial, slow-moving phase of the flow, the debris would have formed gently sinuous channels with multiple side-wall slumps, grooves and ridges, and elongate erosional remnants. The flow would have gained mobility as the debris moved downslope, producing travel distances greatly in excess of those characteristic of terrestrial examples, and eroded, streamlined remnants at the distal reaches of the channel. Finally, due to internal and boundary friction, the flow would have been slowed down once it entered the Chryse plains, resulting in a thin debris blanket with no depositional relief.

Nummedal, D.↗

Period doubling and chaos in partial differential equations for thermosolutal convection

Numerical experiments on two-dimensional thermosolutal convection reveal a transition from periodic oscillations to chaos through a sequence of period-doubling bifurcations. Within the chaotic region there are narrow periodic windows. This is the first example of period-doubling in solutions of partial differential equations. A truncated model indicates that this behavior is associated with heteroclinic explosions.

Moore, D. R.↗

Deterministic representation of chaos in classical dynamics

Chaos in an Anosov-type mechanical system is eliminated by referring the governing equations to a specially selected rapidly oscillating (non-inertial) frame of reference in which the stabilization effect is caused by inertia forces. The result is generalized to any orbitally unstable mechanical system.

Zak, M.↗

An algebraic criterion for the onset of chaos in nonlinear dynamic systems

The correspondence between iterated integrals and a noncommutative algebra is used to recast the given dynamical system from the time domain to the Laplace-Borel transform domain. It is then shown that the following algebraic criterion has to be satisfied for the outset of chaos: the limit (as tau approaches infinity and x sub 0 approaches infinity) of ((sigma(k=0) (tau sup k) / (k* x sub 0 sup k)) G II G = 0, where G is the generating power series of the trajectories, the symbol II is the shuffle product (le melange) of the noncommutative algebra, x sub 0 is a noncommutative variable, and tau is the correlation parameter. In the given equation, symbolic forms for both G and II can be obtained by use of one of the currently available symbolic languages such as PLI, REDUCE, and MACSYMA. Hence, the criterion is a computer-algebraic one.

Unal, A.↗

Criteria of chaos in non-linear mechanics

Analytical criteria are derived for the geometrical interpretation (Zak, 1985) of the transition to chaos in nonlinear mechanical systems. The concept of orbital instability in configuration space is employed in the analysis, and the differences between chaotic instability and classical Liapunov instability are explored. The case of a symmetric rigid body rotating about its center of gravity is considered as an example, and the applicability of the present approach to noninertial motion or to continua is discussed.

Zak, M.↗