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At least 1,045 records · Page 58

Beyond pinball loss: Quantile methods for calibrated uncertainty quantification

Amongthemanywaysofquantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles for each input, at all quantile levels, presents a correct and efficient representation of the underlying uncertainty. To achieve this, many current quantile-based methods focus on optimizing the pinball loss. However, this loss restricts the scope of applicable regression models, limits the ability to target many desirable properties (e.g. calibration, sharpness, centered intervals), and may produce poor conditional quantiles. In this work, we develop new quantile methods that address these shortcomings. In particular, we propose methods that can apply to any class of regression model, select an explicit balance between calibration and sharpness, optimize for calibration of centered intervals, and produce more accurate conditional quantiles. We provide a thorough experimental evaluation of our methods, which includes a high dimensional uncertainty quantification task in nuclear fusion.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification of mass models using ensemble Bayesian model averaging

Developments in the description of the masses of atomic nuclei have led to various nuclear mass models that provide predictions for masses across the whole chart of nuclides. These mass models play an important role in understanding the synthesis of heavy elements in the rapid neutron capture ( r ) process. However, it is still a challenging task to estimate the size of uncertainty associated with the predictions of each mass model. In this work, a method called ensemble Bayesian model averaging (EBMA) is introduced to quantify the uncertainty of one-neutron separation energies (S 1 n ) which are directly relevant in the calculations of r -process observables. Here, this Bayesian method provides a natural way to perform model averaging, selection, and uncertainty quantification, by combining the mass models as a mixture of normal distributions whose parameters are optimized against the experimental data, employing the Markov chain Monte Carlo method using the no-u-turn sampler. The EBMA model optimized with all the experimental S 1 n from the AME2003 nuclides are shown to provide reliable uncertainty estimates when tested with the new data in the AME2020.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Aerodynamic Optimization of Rocket Control Surface Geometry Using Cartesian Methods and CAD Geometry

Aerodynamic design is an iterative process involving geometry manipulation and complex computational analysis subject to physical constraints and aerodynamic objectives. A design cycle consists of first establishing the performance of a baseline design, which is usually created with low-fidelity engineering tools, and then progressively optimizing the design to maximize its performance. Optimization techniques have evolved from relying exclusively on designer intuition and insight in traditional trial and error methods, to sophisticated local and global search methods. Recent attempts at automating the search through a large design space with formal optimization methods include both database driven and direct evaluation schemes. Databases are being used in conjunction with surrogate and neural network models as a basis on which to run optimization algorithms. Optimization algorithms are also being driven by the direct evaluation of objectives and constraints using high-fidelity simulations. Surrogate methods use data points obtained from simulations, and possibly gradients evaluated at the data points, to create mathematical approximations of a database. Neural network models work in a similar fashion, using a number of high-fidelity database calculations as training iterations to create a database model. Optimal designs are obtained by coupling an optimization algorithm to the database model. Evaluation of the current best design then gives either a new local optima and/or increases the fidelity of the approximation model for the next iteration. Surrogate methods have also been developed that iterate on the selection of data points to decrease the uncertainty of the approximation model prior to searching for an optimal design. The database approximation models for each of these cases, however, become computationally expensive with increase in dimensionality. Thus the method of using optimization algorithms to search a database model becomes problematic as the number of design variables is increased.

Nelson, Andrea↗

Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables

This paper focuses on distribution systems featuring renewable energy sources (RESs) and energy storage systems, and presents an AC optimal power flow (OPF) approach to optimize system-level performance objectives while coping with uncertainty in both RES generation and loads. The proposed method hinges on a chance-constrained AC OPF formulation where probabilistic constraints are utilized to enforce voltage regulation with prescribed probability. A computationally more affordable convex reformulation is developed by resorting to suitable linear approximations of the AC power-flow equations as well as convex approximations of the chance constraints. The approximate chance constraints provide conservative bounds that hold for arbitrary distributions of the forecasting errors. An adaptive strategy is then obtained by embedding the proposed AC OPF task into a model predictive control framework. Finally, a distributed solver is developed to strategically distribute the solution of the optimization problems across utility and customers.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Robust Optimal Adaptive Control Method with Large Adaptive Gain

In the presence of large uncertainties, a control system needs to be able to adapt rapidly to regain performance. Fast adaptation is referred to the implementation of adaptive control with a large adaptive gain to reduce the tracking error rapidly. However, a large adaptive gain can lead to high-frequency oscillations which can adversely affect robustness of an adaptive control law. A new adaptive control modification is presented that can achieve robust adaptation with a large adaptive gain without incurring high-frequency oscillations as with the standard model-reference adaptive control. The modification is based on the minimization of the Y2 norm of the tracking error, which is formulated as an optimal control problem. The optimality condition is used to derive the modification using the gradient method. The optimal control modification results in a stable adaptation and allows a large adaptive gain to be used for better tracking while providing sufficient stability robustness. Simulations were conducted for a damaged generic transport aircraft with both standard adaptive control and the adaptive optimal control modification technique. The results demonstrate the effectiveness of the proposed modification in tracking a reference model while maintaining a sufficient time delay margin.

Nguyen, Nhan T.↗

Uncertainty analysis of axial temperature and Seebeck coefficient measurements

Experimental investigations of solid materials at elevated temperatures rely on the optimized thermal design of the measurement system, as radiation becomes a predominant source of heat loss which can lead to large uncertainty in measured temperature and related physical properties of a test sample. Advancements in surface temperature measurements have reduced thermal losses arising from the cold-finger effect using axially inserted thermocouples and from radiation using shields or other thermal guards. The leading technology for temperature sensing at temperatures up to ~900 °C makes use of these design features for measuring thermopower, yet uncertainty analysis estimation of this technique is not known. This study makes use of finite element modeling to determine spatial temperature distributions to obtain the upper limit of confidence expected for the axially inserted thermocouple approach when a heated radiation shield is incorporated into the design. Using an axially inserted thermocouple to measure the sample surface temperature, the temperature variations across the sample hot and cold surfaces at 900 °C for a temperature drop of 0, 5, and 10 °C are calculated to be as low as 0.02, 0.21, and 0.41 °C, respectively, when a heated radiation shield is employed. Uniform temperature distribution on the thermocouple cross-wire geometry indicates that the axial thermocouple measurement design is indeed effective for suppressing the cold-finger effect. Using a heated radiation shield is found to significantly reduce the temperature gradient across the thermocouples.

30 DIRECT ENERGY CONVERSION↗

An Evaluation of the Economic and Resilience Benefits of a Microgrid in Northampton, Massachusetts

Recent developments and advances in distributed energy resource (DER) technologies make them valuable assets in microgrids. This paper presents an innovative evaluation framework for microgrid assets to capture economic benefits from various grid and behind-the-meter services in grid-connecting mode and resilience benefits in islanding mode. In particular, a linear programming formulation is used to model different services and DER operational constraints to determine the optimal DER dispatch to maximize economic benefits. For the resiliency analysis, a stochastic evaluation procedure is proposed to explicitly quantify the microgrid survivability against a random outage, considering uncertainties associated with photovoltaic (PV) generation, system load, and distributed generator failures. Optimal coordination strategies are developed to minimize unserved energy and improve system survivability, considering different levels of system connectedness. The proposed framework has been applied to evaluate a proposed microgrid in Northampton, Massachusetts that would link the Northampton Department of Public Works, Cooley Dickenson Hospital, and Smith Vocational Area High School. The findings of this analysis indicate that over a 20-year economic life, a 441 kW/441 kWh battery energy storage system, and 386 kW PV solar array can generate $2.5 million in present value benefits, yielding a 1.16 return on investment ratio. Results of this study also show that forming a microgrid generally improves system survivability, but the resilience performance of individual facilities varies depending on power-sharing strategies.

25 ENERGY STORAGE↗

Improving the Quasi‐Biennial Oscillation via a Surrogate‐Accelerated Multi‐Objective Optimization

Accurate simulation of the quasi-biennial oscillation (QBO) is challenging due to uncertainties in representing convectively generated gravity waves. We develop an end-to-end uncertainty quantification workflow that calibrates these gravity wave processes in E3SM for a realistic QBO. Central to our approach is a domain knowledge-informed, compressed representation of high-dimensional spatio-temporal wind fields. By employing a parsimonious statistical model that learns the fundamental frequency from complex observations, we extract interpretable and physically meaningful quantities capturing key attributes. Building on this, we train a probabilistic surrogate model that approximates the fundamental characteristics of the QBO as functions of critical physics parameters governing gravity wave generation. Leveraging the Karhunen–Loève decomposition, our surrogate efficiently represents these characteristics as a set of orthogonal features, capturing cross-correlations among multiple physics quantities evaluated at different pressure levels and enabling rapid surrogate-based inference at a fraction of the computational cost of full-scale simulations. Finally, we analyze the inverse problem using a multi-objective approach. Our study reveals a tension between amplitude and period that constrains the QBO representation, precluding a single optimal solution. To navigate this, we quantify the bi-criteria trade-off and generate a set of Pareto optimal parameter values that balance the conflicting objectives. This integrated workflow improves the fidelity of QBO simulations and offers a versatile template for uncertainty quantification in complex geophysical models.

54 ENVIRONMENTAL SCIENCES↗

Constrained variational optimization of counting-time allocation in sequential scattering measurements: Application to Bonse–Hart USANS

Sequential scattering measurements are often performed under a fixed experimental-time budget, even though the expected count rate varies strongly across the measured coordinate. When the dwell time at each measurement position can be controlled independently, this variation creates a general resource-allocation problem: how should the available time be distributed to minimize the uncertainty of the reconstructed profile? We formulate this problem as a constrained variational optimization for measurements governed by Poisson counting statistics. When each measurement is treated independently, minimizing the averaged squared relative uncertainty yields an inverse-square-root intensity allocation. The formulation is then generalized to include correlations between neighboring measurements and an instrumental resolution operator, leading to an allocation criterion that equalizes the marginal reduction in posterior uncertainty per unit measurement time. Bonse–Hart ultra-small-angle neutron scattering (USANS), in which reciprocal space is sampled sequentially through analyzer-angle stepping, provides an experimentally grounded application. Computational benchmarking shows that the optimized allocation outperforms uniform-time and constant-relative-error strategies, while application to an experimentally measured graphite USANS profile from the Spallation Neutron Source, using Poisson resampling under alternative schedules, demonstrates how counting time should be redistributed toward weak-intensity regions under an identical total duration. The resulting framework applies to sequential scattering and related scanning measurements whenever local dwell times are adjustable and directly determine the measurement uncertainties, and when the relevant correlation and instrumental-response models are available.

Tung, Chi-Huan [ORNL] (ORCID:0000000221972074)↗

Distributionally Robust Variational Quantum Algorithms With Shifted Noise

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant challenge. A practical issue is the high sensitivity of quantum noise to environmental changes, and its propensity to shift in real time. This presents a critical problem as an optimized VQA ansatz may not perform effectively under a different noise environment. For the first time, we explore how to optimize VQA parameters to be robust against unknown shifted noise. We model the noise level as a random variable with an unknown probability density function (PDF), and we assume that the PDF may shift within an uncertainty set. This assumption guides us to formulate a distributionally robust optimization problem, with the goal of finding parameters that maintain effectiveness under shifted noise. We utilize a distributionally robust Bayesian optimization solver for our proposed formulation. This provides numerical evidence in both the Quantum Approximate Optimization Algorithm (QAOA) and the Variational Quantum Eigensolver (VQE) with hardware-efficient ansatz, indicating that we can identify parameters that perform more robustly under shifted noise. We regard this work as the first step towards improving the reliability of VQAs influenced by real-time noise.

97 MATHEMATICS AND COMPUTING↗

An agent based model for joint placement of PV panels and green roofs

Photovoltaic panels generate electricity directly from sunlight, making them a favored renewable technology. Green roofs are rooftops covered with vegetation, which provide a variety of benefits, namely, reducing stormwater runoff, improving air quality, and biodiversity. Green roofs are capable of improving the efficiency of Photovoltaic panels, as shown by the recent studies. Optimal placement of Photovoltaic panels and green roofs is a challenging problem due to the complications imposed by uncertainties associated with future climate conditions, specifically due to climate change. An agent based model to optimally place Photovoltaic panels and green roofs is developed in this study. We propose a tabu search metaheuristic algorithm to solve the developed model. Then, a real-world case for a mid-sized city in the U.S. is solved as a case study for the model. We further conduct numerical analysis and provide insights.

Li, Xueping↗

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.↗

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

Kaufman, H.↗

A two-step short-term probabilistic wind forecasting methodology based on predictive distribution optimization

With increasing wind penetrations into electric power systems, probabilistic wind forecasting becomes more critical to power system operations because of its capability of quantifying wind uncertainties. In this paper, a two-step probabilistic wind forecasting approach based on pinball loss optimization is developed. First, a multimodel machine learning-based ensemble deterministic forecasting framework is adopted to generate deterministic forecasts. The deterministic forecast is assumed to be the mean value of the predictive distribution at each forecasting time stamp. Then, the optimal unknown parameter (i.e., standard deviation) of the predictive distribution is estimated by a support vector regression surrogate model based on the deterministic forecasts. Lastly, probabilistic forecasts are generated from the predictive distribution. Numerical results of case studies at eight locations show that the developed two-step probabilistic forecasting methodology has improved the pinball loss metric score by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗

Quantifying uncertainty for deep learning based forecasting and flow-reconstruction using neural architecture search ensembles

Classical problems in computational physics such as data-driven forecasting and signal reconstruction from sparse sensors have recently seen an explosion in deep neural network (DNN) based algorithmic approaches. However, most DNN models do not provide uncertainty estimates, which are crucial for establishing the trustworthiness of these techniques in downstream decision making tasks and scenarios. In recent years, ensemble-based methods have achieved significant success for the uncertainty quantification in DNNs on a number of benchmark problems. However, their performance on real-world applications remains under-explored. In this work, we present an automated approach to DNN discovery and demonstrate how this may also be utilized for ensemble-based uncertainty quantification. Specifically, we propose the use of a scalable neural and hyperparameter architecture search for discovering an ensemble of DNN models for complex dynamical systems. We highlight how the proposed method not only discovers high-performing neural network ensembles for our tasks, but also quantifies uncertainty seamlessly. This is achieved by using genetic algorithms and Bayesian optimization for sampling the search space of neural network architectures and hyperparameters. Subsequently, a model selection approach is used to identify candidate models for an ensemble set construction. Afterwards, a variance decomposition approach is used to estimate the uncertainty of the predictions from the ensemble. We demonstrate the feasibility of this framework for two tasks — forecasting from historical data and flow reconstruction from sparse sensors for the sea-surface temperature. In conclusion, we demonstrate superior performance from the ensemble in contrast with individual high-performing models and other benchmarks.

Deep ensembles↗

A Model Predictive Control Based Generator Start-Up Optimization Strategy for Restoration With Microgrids as Black-Start Resources

Microgrids (MGs) can operate in an islanded mode and serve as black-start resources for power system restoration (PSR). Here, a model predictive control (MPC) based generator start-up optimization strategy for PSR is proposed utilizing MGs as black-start resources. First, the generator start-up sequence (GSUS) optimization is formulated as a mixed integer linear programming. Then, the uncertainties of MG black-start resources (MBSRs) are modeled by discretizing the probability distribution of the forecast errors, and representative scenarios for MBSRs extracted by formulating the probability mass transportation problem. Third, the generator start-up optimization strategy considering MBSRs is proposed utilizing the MPC technique, in which the optimization objective is to maximize the energy capability of the power systems and minimize the load curtailment of the MGs in each looking-ahead interval. Simulations on the IEEE 118 bus system with MGs and Zhejiang provincial power system in China verify that the introduced strategy for PSR can successfully restore the power system and effectively determine the optimal GSUS.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Manufacturability-based optical design optimization for advanced Kirkpatrick–Baez X-ray focusing mirrors

The advanced Kirkpatrick–Baez (AKB) mirror setup is an effective and compelling solution to provide stable X-ray nano-focusing for synchrotron radiation or free-electron laser beamlines. We propose an AKB mirror design optimization approach to mitigate the difficulties associated with mirror fabrication by minimizing the total slope ranges of the four curved mirrors while achieving the expected focusing performance. In the optimization, we have considered geometry constraints to ensure the beam acceptance with the required clear aperture, the diffraction-limited focal size with the adequate numerical aperture, and the desired mirror gaps for adjustment and the necessary working distance for the sample stage. Additionally, practical constraints linked to mirror metrology and fabrication, such as mirror length limits and curvature uncertainty in measurement, are taken into account. Furthermore, progressive objective optimization eliminates the need for any initial guess, fully automating the AKB optimization process. This approach facilitates the development of an elegant Wolter-I or Wolter-III type AKB design solution that satisfies these multiple constraints. In cases where constraints cannot be simultaneously satisfied, the optimization results provide valuable insights into areas where trade-offs need to be considered. Simulations with ray tracing and wavefront propagation validate the optimized AKB design showing high tolerance to the beam incident angle.

36 MATERIALS SCIENCE↗

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↗