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At least 91 records · Page 5

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

Uncertainty quantification for Joule heating processes in fibrous pore-resolved media

Joule heating (JH) is an energy-efficient and sustainable technique for heating materials. Its application for industrial heating, particularly, has been gaining attention due to its potential for increasing the yield of various chemical products. The process involves the use of heating elements (materials that are highly conductive electrically and thermally) to heat up other materials or substances. These conductors, however, can exhbit varying degrees of uncertainty due to non-linearities in their temperature-dependent properties, which could result in variable material behavior. In this work, we carry out uncertainty quantification (UQ) at the pore scale to describe the uncertainty of such materials. In so doing, we applied the non-intrusive polynomial chaos expansion (PCE) technique to quantify the uncertainty within the system. The steady state Joule heating equation was solved numerically at the pore scale mimicking conditions within a heating chamber for propane dehydrogenation, and various electro-thermal profiles were obtained. We also examined the effect of the number of sampling points (20 – 100) and order of the PCE coefficients (2 – 5) on the accuracy of the temperature evaluations. The results were then benchmarked with the standard Monte Carlo (MC) method. The average temperature of the 4th-order global PCE showed good agreement with the MC results (which were positively skewed). Orders greater than 4 gave an underestimation of the temperatures while predictions for the peak temperature improved as the number of sampling points increased.

Fagbemi, Samuel [ORNL] (ORCID:0000000236995025)↗

Model correction and updating of a stochastic degradation model for failure prognostics of miter gates

Understanding the degradation of the quoin block is vital for failure prognostics in miter gates. Due to the complicated degradation mechanism, degradation models based on simplifications and assumptions cannot accurately describe the damage evolution. It is observed that small errors in a simplified degradation model can lead to a large discrepancy in the remaining useful life estimation attributed to error accumulation over time. Aiming to address this issue in failure prognostics, this paper presents a dynamic model correction framework for a simplified degradation model using strain measurements. In the proposed framework, a polynomial chaos expansion (PCE) model is employed to compensate the missing physics in a simplified stochastic degradation model. Here, a maximum likelihood estimation method is developed to estimate the uncertain parameters of the simplified physics-based degradation model along with the unknown PCE model parameters using strain measurements as the observables. The updated damage degradation model is then applied to failure prognostics of a miter gate. Results of a case study show that the proposed approach can effectively improve the accuracy of failure prognostics in miter gates.

42 ENGINEERING↗

Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra

Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.

58 GEOSCIENCES↗

Scattering of radiofrequency waves by randomly modulated density interfaces in the edge of fusion plasmas

In the scrape-off layer and the edge region of a tokamak, the plasma is strongly turbulent and scatters the radiofrequency (RF) electromagnetic waves that propagate through this region. It is important to know the spectral properties of these scattered RF waves, whether used for diagnostics or for heating and current drive. The spectral changes influence the interpretation of the obtained diagnostic data, and the current and heating profiles. A full-wave, three-dimensional (3-D) electromagnetic code ScaRF has been developed for studying the RF wave propagation through turbulent plasma. ScaRF is a finite-difference frequency-domain (FDFD) method used for solving Maxwell's equations. The magnetized plasma is defined through the cold plasma by the anisotropic permittivity tensor. As a result, ScaRF can be used to study the scattering of any cold plasma RF wave. It can also be used for the study of the scattering of electron cyclotron waves in ITER-type and medium-sized tokamaks such as TCV, ASDEX-U and DIII-D. For the case of medium-sized tokamaks, there is experimental evidence that drift waves and rippling modes are present in the edge region. Hence, we have studied the scattering of RF waves by periodic density interfaces (plasma gratings) in the form of a superposition of spatial modes with varying periodicity and random amplitudes. The power reflection coefficient (a random variable) is calculated for different realizations of the density interface. In this work, the uncertainty of the power reflection coefficient is rigorously quantified by use of the Polynomial Chaos Expansion method in conjunction with the Smolyak sparse-grid integration, which is known as the PCE-SG method. The PCE-SG method is proven to be accurate and more efficient compared with alternative methods such as the Monte Carlo (MC) approach.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The Role of Subsurface Flow on Evapotranspiration: A Global Sensitivity Analysis

Abstract Water resources are impacted by water‐energy balance fluxes at the land surface, most notably evapotranspiration ( ET ), the largest component of surface energy balance. While integrated hydrologic models show promise in quantifying the nonlinear dynamics at this interface, the model results are plagued by parametric uncertainties. Given the high computational demand of running multiple parameter spaces of these models, little is known about how these uncertainties propagate into land surface processes. In this work, we perform a global sensitivity analysis by computing Sobol and AMAE indices using a surrogate model constructed with a polynomial chaos expansion to assess the impacts of the subsurface physical properties on ET . We do so by modeling a semisynthetic test case. Our results show that the effects of vertical hydraulic conductivity, porosity, and the water retention curve parameter Van Genuchten α mainly control ET . However, we note that while evaporation ( E ) shows behavior similar to the ET with high sensitivity to the parameters controlling the flow in the unsaturated zone, transpiration ( T ) is very sensitive to the saturated zone parameters and groundwater flow, especially during periods without rain. Our results also show that heterogeneities in land cover impact the flow in the saturated zone. Furthermore, our work demonstrates that reduced‐order models can be developed to make integrated models more accessible for rigorous sensitivity analyses and calibration purposes.

Maina, Fadji Zaouna↗

Autocalibration of the E3SM Version 2 Atmosphere Model Using a PCA-Based Surrogate for Spatial Fields

Global Climate Model tuning (calibration) is a tedious and time-consuming process, with high-dimensional input and output fields. Experts typically tune by iteratively running climate simulations with hand-picked values of tuning parameters. Many, in both the statistical and climate literature, have proposed alternative calibration methods, but most are impractical or difficult to implement. We present a practical, robust, and rigorous calibration approach on the atmosphere-only model of the Department of Energy's Energy Exascale Earth System Model (E3SM) version 2. Our approach can be summarized into two main parts: (a) the training of a surrogate that predicts E3SM output in a fraction of the time compared to running E3SM, and (b) gradient-based parameter optimization. To train the surrogate, we generate a set of designed ensemble runs that span our input parameter space and use polynomial chaos expansions on a reduced output space to fit the E3SM output. We use this surrogate in an optimization scheme to identify values of the input parameters for which our model best matches gridded spatial fields of climate observations. To validate our choice of parameters, we run E3SMv2 with the optimal parameter values and compare prediction results to expertly-tuned simulations across 45 different output fields. This flexible, robust, and automated approach is straightforward to implement, and we demonstrate that the resulting model output matches present day climate observations as well or better than the corresponding output from expert tuned parameter values, while considering high-dimensional output and operating in a fraction of the time.

54 ENVIRONMENTAL SCIENCES↗

Uncertainty propagation in pore water chemical composition calculation using surrogate models

Performance assessment in deep geological nuclear waste repository systems necessitates an extended knowledge of the pore water chemical conditions prevailing in host-rock formations. In the last two decades, important progress has been made in the experimental characterization and thermodynamic modeling of pore water speciation, but the influence of experimental artifacts and uncertainties of thermodynamic input parameters are seldom evaluated. In this respect, we conducted an uncertainty propagation study in a reference geochemical model describing the pore water chemistry of the Callovian-Oxfordian clay formation. Nineteen model input parameters were perturbed, including those associated to experimental characterization (leached anions, exchanged cations, cation exchange selectivity coefficients) and those associated to generic thermodynamic databases (solubilities). A set of 13 quantities of interest were studied by the use of polynomial chaos expansions built non-intrusively with a least-squares forward stepwise regression approach. Training and validation sets of simulations were carried out using the geochemical speciation code PHREEQC. The statistical results explored the marginal distribution of each quantity of interest, their bivariate correlations as well as their global sensitivity indices. The influence of the assumed distributions for input parameters uncertainties was evaluated by considering two parametric domain sizes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Analysis of multipacting threshold sensitivity to the random distributions of the secondary electron yield parameters

The way multipacting develops, depends strongly on the secondary emission property of the surface material. The knowledge of secondary electron yield is crucial for accurate prediction of the multipacting threshold. Variations in secondary electron yield parameters from experimental measurements create uncertainty, stemming from handling and surface preparation, and these uncertainties significantly affect multipacting threshold predictions. Despite their significance, the previous studies on the multipacting phenomenon did not adequately address the effect of an assumed random distribution of the secondary emission parameters on the multipacting threshold. Therefore, this paper aims to provide a comprehensive statistical study on how the different random distributions of the secondary emission parameters and, as a result, the uncertainty in the secondary electron yield affect multipacting thresholds. We focus on three commonly used distributions, namely uniform, normal, and truncated normal distributions, to define the uncertainty of random inputs. We use the chaos polynomial expansion method to determine how much each of the random parameters contributes to the multipacting threshold uncertainty. Additionally, we calculate Sobol sensitivity indices to evaluate the impact of the individual parameters or groups of parameters on the model outputs and study how different random distributions of these parameters affected the Sobol index results.

physics↗

Data-Driven Global Sensitivity Analysis of Three-Phase Distribution System with PVs

Global sensitivity analysis (GSA) of distribution system with respect to stochastic PV variations plays an important role in designing optimal voltage control schemes. This paper proposes a Kriging, i.e., Gaussian process modeling enabled data-driven GSA method. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol index can be conveniently calculated to assess the global sensitivity of voltage to various power injection variations. Comparison results with other model-based GSA methods on the IEEE 37-bus feeder, such as the polynomial chaos expansion and the Monte Carlo approaches demonstrate that the proposed method can achieve accurate GSA outcomes while maintaining high computational efficiency.

distribution system analysis↗

A Data-Driven Nonparametric Approach for Probabilistic Load-Margin Assessment Considering Wind Power Penetration

A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; otherwise, the system security may be threatened. Facing this challenge, here we propose a cost-effective, data-driven approach to assessing a power system's load margin probabilistically. Using actual wind data, a kernel density estimator is applied to infer the nonparametric wind speed distributions, which are further merged into the framework of a vine copula. The latter enables us to simulate complex multivariate and highly dependent model inputs with a variety of bivariate copulae that precisely represent the tail dependence in the correlated samples. Furthermore, to reduce the prohibitive computational time of traditional Monte-Carlo simulations that process a large amount of samples, we propose to use a nonparametric, Gaussian-process-emulator-based reduced-order model to replace the original complicated continuation power-flow model through a Bayesian-learning framework. To accelerate the convergence rate of this Bayesian algorithm, a truncated polynomial chaos surrogate, which serves as a highly efficient, parametric Bayesian prior, is developed. This emulator allows us to execute the time-consuming continuation power-flow solver at the sampled values with a negligible computational cost. Results of simulations that are performed on several test systems reveal the impressive performance of the proposed method in the probabilistic load-margin assessment.

17 WIND ENERGY↗

Global Sensitivity Analysis of Large Distribution System with PVs using Deep Gaussian Process

Global sensitivity analysis (GSA) of the voltage to uncertain power injection variations plays an important role for appropriate Volt-VAR optimization. This paper proposes a data-driven GSA method for large-scale distribution systems with a large number of uncertain sources. Specifically, the deep Gaussian process is used to identify the mapping relationship between uncertain power injections and voltages. This allows us to resort to the analysis of variance framework to calculate the Sobol indices for GSA. Unlike the existing polynomial chaos expansion and Gaussian process-based approaches, our proposed method has much better scalability. Test results on the EPRI 1747-node K1 circuit with a different number and different probability distributions of uncertain sources demonstrate that the proposed method can achieve accurate GSA under various conditions.

14 SOLAR ENERGY↗

Physics-Informed Sparse Gaussian Process for Probabilistic Stability Analysis of Large-Scale Power System with Dynamic PVs and Loads

This work proposes a physics-informed sparse Gaussian process (SGP) for probabilistic stability assessment of large-scale power systems in the presence of uncertain dynamic PVs and loads. The differential and algebraic equations considering uncertainties from dynamic PVs and loads are reformulated to a nonlinear mapping relationship that allows the application of SGP. Thanks to the nonparametric characteristic of Gaussian process, the proposed framework does not require distributions of uncertain inputs and this distinguishes it from existing approaches. As the original Gaussian process is not scalable to large-scale systems with high dimensional uncertain inputs, this paper develops the SGP with a stochastic variational inference technique. It leads to approximately two orders of complex reduction. A data pre-processing step is also introduced to tackle the coexistence of stable and unstable cases by sample clustering and constructing separate SGPs. The probabilistic transient stability index is analyzed to assess system stability under different uncertain dynamics loads and PVs. Comparisons are performed with the sampling-based, the polynomial chaos expansion-based, and traditional Gaussian process-based methods on the modified IEEE 118-bus and Texas 2000-bus systems under various scenarios, including different levels of uncertainties and the existence of nonlinear correlations among dynamic PVs. The impacts of data quality and quantity issues are also investigated. It is shown that the proposed SGP achieves significantly improved computational efficiency while maintaining high accuracy with a limited number of data.

24 POWER TRANSMISSION AND DISTRIBUTION↗

An Iterative Response-Surface-Based Approach for Chance-Constrained AC Optimal Power Flow Considering Dependent Uncertainty

A modern power system is characterized by a stochastic variation of the loads and an increasing penetration of renewable energy generation, which results in large uncertainties in its states. These uncertainties bring formidable challenges to the power system planning and operation process. To address these challenges, we propose a cost-effective, iterative response-surface-based approach for the chance-constrained AC optimal power-flow problem that aims to ensure the secure operation of the power systems considering dependent uncertainties. Starting from a stochastic-sampling-based framework, we first utilize the copula theory to simulate the dependence among multivariate uncertain inputs. Then, to reduce the prohibitive computational time required in the traditional Monte-Carlo method, we propose, instead of using the original complicated power-system model, to rely on a polynomial-chaos-based response surface. This response surface allows us to efficiently evaluate the time-consuming power-system model at arbitrary distributed sampled values with a negligible computational cost. This further enables us to efficiently conduct an online stochastic testing for the system states that not only screens out the statistical active constraints, but also assists in a better design of the tightened bounds without using any Gaussian or symmetric assumption. Finally, an iterative procedure is executed to fine-tune the optimal solution that better satisfies a predefined probability. The simulations conducted in multiple test systems demonstrate the excellent performance of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

The influence of secondary electron yield uncertainty on the single-sided multipacting in dielectrics

Multipacting is an electrical discharge caused by the emission of secondary electrons which can occur in vacuum radio frequency systems. Generally multipacting is highly undesirable obstacle, which increases the noise level as well as the return loss of radio frequency systems. Therefore, a prediction of multipacting is necessary to avoid it during radio frequency system design. In this regard, the accurate evaluation of the factors that affect multipacting is required. One of the critical factors determining the multipacting development is the secondary electron yield of the material. In practice the emission properties of materials are not known very accurately. There are uncertainties in the measured values of this yield. In this paper, the generalized Polynomial Chaos (gPC) method is used to quantify uncertainty of the secondary electron yield. This method is verified by Monte Carlo simulation. The effect of uncertainty for two secondary electron yield parameters is then investigated on the multipacting using gPC method.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

UQ Toolkit v 2.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterizaton and propagation of uncertainties in computational models. For the characterization of uncertainties, Bayesian inference tools are provided to infer uncertain model parameters, as well as Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, and also Karhunen-Loève expansions for representing stochastic processes. Uncertain parameters are treated as random variables and represented with Polynomial Chaos expansions (PCEs). The library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Safta, Cosmin↗

tesuract v.1.0

SAND2021-14370 O Tesuract (tensor surrogate approximation and computation) provides Python tools to build machine learning regressors that include polynomial chaos expansions. The software also offers methods for creation regressors for tensor outputs such as spatially varying fields and using a reduced order modeling methodology. The library is built on and compatible with the scikit-learn API, which allows integration with one of the most ubiquitous machine learning Python libraries out there. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Chowdhary, Kamaljit↗

Platform Of Optimal Experiment Management

The platform of optimal experiment management, POEM, powered with automated machine learning to accelerate the discovery of optimal solutions, and automatically guide the design of experiments to be evaluated. POEM currently supports 1) random model explorations for experiment design, 2) sparse grid model explorations with Gaussian Polynomial Chaos surrogate model to accelerate experiment design ,3) time-dependent model sensitivity and uncertainty analysis to identify the importance features for experiment design, 4) model calibrations via Bayesian inference to integrate experiments to improve model performance, and 5) Bayesian optimization for optimal experimental design. In addition, POEM aims to simplify the process of experimental design for users, enabling them to analyze the data with minimal human intervention, and improving the technological output from research activities.

Wang, Congjian [Idaho National Laboratory (INL), I↗