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At least 109 records · Page 6

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product, the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.

97 MATHEMATICS AND COMPUTING↗

Optimal checkpointing for adjoint multistage time-stepping schemes

Here, we consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes that require computing several substeps within one complete time step. Specifically, we propose two algorithms that can generate optimal checkpoint-ing schedules under weak assumptions. The first is an extension of the seminal Revolve algorithm adapted to multistage schemes. The second algorithm, named CAMS, is developed based on dynamic programming, and it requires the least number of recomputations when compared with other algorithms. The CAMS algorithm is made publicly available in a library with bindings to C and Python. Numerical results show that the proposed algorithms can deliver up to two times the speedup compared with that of classical Revolve. Moreover, we discuss the utilization of the CAMS library in mature scientific computing libraries and demonstrate the ease of using it in an adjoint workflow. The proposed algorithms have been adopted by the PETSc TSAdjoint library. Their performance has been demonstrated with a large-scale PDE-constrained optimization problem on a leadership-class supercomputer. This work is a significant extension of the authors' conference paper.

97 MATHEMATICS AND COMPUTING↗

Data-driven reinforcement learning–based real-time energy management system for plug-in hybrid electric vehicles

Plug-in hybrid electric vehicles (PHEVs) show great promise in reducing transportation-related fossil fuel consumption and greenhouse gas emissions. Designing an efficient energy management system (EMS) for PHEVs to achieve better fuel economy has been an active research topic for decades. Most of the advanced systems rely either on a priori knowledge of future driving conditions to achieve the optimal but not real-time solution (e.g., using a dynamic programming strategy) or on only current driving situations to achieve a real-time but nonoptimal solution (e.g., rule-based strategy). This paper proposes a reinforcement learning–based real-time EMS for PHEVs to address the trade-off between real-time performance and optimal energy savings. The proposed model can optimize the power-split control in real time while learning the optimal decisions from historical driving cycles. Here, a case study on a real-world commute trip shows that about a 12% fuel saving can be achieved without considering charging opportunities; further, an 8% fuel saving can be achieved when charging opportunities are considered, compared with the standard binary mode control strategy.

33 ADVANCED PROPULSION SYSTEMS↗

Wind-Friendly Flexible Ramping Product Design in Multi-Timescale Power System Operations

With increasing wind power penetration in the electricity grid, system operators are recognizing the need for additional flexibility, and some are implementing new ramping products as a type of ancillary service. However, wind is generally thought of as causing the need for ramping services, not as being a potential source for the service. In this paper, a multi-timescale unit commitment and economic dispatch model is developed to consider the wind power ramping product (WPRP). An optimized swinging door algorithm with dynamic programming is applied to identify and forecast wind power ramps (WPRs). Designed as positive characteristics of WPRs, the WPRP is then integrated into the multi-timescale dispatch model that considers new objective functions, ramping capacity limits, active power limits, and flexible ramping requirements. Numerical simulations on the modified IEEE 118-bus system show the potential effectiveness of WPRP in increasing the economic efficiency of power system operations with high levels of wind power penetration. It is found that WPRP not only reduces the production cost by using less ramping reserves scheduled by conventional generators, but also possibly enhances the reliability of power system operations. Moreover, wind power forecasts play an important role in providing high-quality WPRP service.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Hedging Strategies: Electricity Investment Decisions under Policy Uncertainty

Given uncertainty in long-term carbon reduction goals, how much non-carbon generation should be developed in the near-term? This research investigates the optimal balance between the risk of overinvesting in non-carbon sources that are ultimately not needed and the risk of underinvesting in non-carbon sources and subsequently needing to reduce carbon emissions dramatically. We employ a novel framework that incorporates a computable general equilibrium (CGE) model of the U.S. into a two-stage stochastic approximate dynamic program (ADP) focused on decisions in the electric power sector. We solve the model using an ADP algorithm that is computationally tractable while exploring the decisions and sampling the uncertain carbon limits from continuous distributions. The results of the model demonstrate that an optimal hedge is in the direction of more non-carbon investment in the near-term, in the range of 20–30% of new generation. We also demonstrate that the optimal share of non-carbon generation is increasing in the variance of the uncertainty about the long-term carbon targets, and that with greater uncertainty in the future policy regime, a balanced portfolio of non-carbon, natural gas, and coal generation is desirable.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Development and Evaluation of Velocity Predictive Optimal Energy Management Strategies in Intelligent and Connected Hybrid Electric Vehicles

In this study, a thorough and definitive evaluation of Predictive Optimal Energy Management Strategy (POEMS) applications in connected vehicles using 10 to 20 s predicted velocity is conducted for a Hybrid Electric Vehicle (HEV). The presented methodology includes synchronous datasets gathered in Fort Collins, Colorado using a test vehicle equipped with sensors to measure ego vehicle position and motion and that of surrounding objects as well as receive Infrastructure to Vehicle (I2V) information. These datasets are utilized to compare the effect of different signal categories on prediction fidelity for different prediction horizons within a POEMS framework. Multiple artificial intelligence (AI) and machine learning (ML) algorithms use the collected data to output future vehicle velocity prediction models. The effects of different combinations of signals and different models on prediction fidelity in various prediction windows are explored. All of these combinations are ultimately addressed where the rubber meets the road: fuel economy (FE) enabled from POEMS. FE optimization is performed using Model Predictive Control (MPC) with a Dynamic Programming (DP) optimizer. FE improvements from MPC control at various prediction time horizons are compared to that of full-cycle DP. All FE results are determined using high-fidelity simulations of an Autonomie 2010 Toyota Prius model. The full-cycle DP POEMS provides the theoretical upper limit on fuel economy (FE) improvement achievable with POEMS but is not currently practical for real-world implementation. Perfect prediction MPC (PP-MPC) represents the upper limit of FE improvement practically achievable with POEMS. Real-Prediction MPC (RP-MPC) can provide nearly equivalent FE improvement when used with high-fidelity predictions. Constant-Velocity MPC (CV-MPC) uses a constant speed prediction and serves as a “null” POEMS. Results showed that RP-MPC, enabled by high-fidelity ego future speed prediction, led to significant FE improvement over baseline nearly matching that of PP-MPC.

33 ADVANCED PROPULSION SYSTEMS↗

B-Trees and Cache-Oblivious B-Trees with Different-Sized Atomic Keys

Most B-tree articles assume that all $\textit{N}$ keys have the same size $\textit{K}$, that $\textit{f = B/K}$ keys fit in a disk block, and therefore that the search cost is $O(\text{log}_{f+1}N) $ block transfers. When keys have variable size, B-tree operations have no nontrivial performance guarantees, however. This article provides B-tree-like performance guarantees on dictionaries that contain keys of different sizes in a model in which keys must be stored and compared as opaque objects. The resulting atomic-key dictionaries exhibit performance bounds in terms of the average key size and match the bounds when all keys are the same size. Atomic-key dictionaries can be built with minimal modification to the B-tree structure, simply by choosing the pivot keys properly. Further, this article describes both static and dynamic atomic-key dictionaries. In the static case, if there are $\textit{N}$ keys with average size $\textit{K}$, the search cost is $O(\lceil K/B\rceil \text{log}_{1 + \lceil K/B\rceil} N)$ expected transfers. It is not possible to transform these expected bounds into worst-case bounds. The cost to build the tree is $\textit{O(NK)}$ operations and $\textit{O(NK/B)}$ transfers if all keys are presented in sorted order. If not, the cost is the sorting cost. For the dynamic dictionaries, the amortized cost to insert a key $\textit{κ}$ of arbitrary length at an arbitrary rank is dominated by the cost to search for $\textit{κ}$. Specifically, the amortized cost to insert a key $\textit{κ}$ of arbitrary length and random rank is $O(\lceil K/B\rceil log_{1+ \lceil B/K\rceil } N + |κ|/B)$ transfers. A dynamic-programming algorithm is shown for constructing a search tree with minimal expected cost. This article also gives a cache-oblivious static atomic-key B-tree, which achieves the same asymptotic performance as the static B-tree dictionary, mentioned previously. A cache-oblivious data structure or algorithm is not parameterized by the block size $\textit{B}$ or memory size $\textit{M}$ in the memory hierarchy; rather, it is universal, working simultaneously for all possible values of $\textit{B}$ or $\textit{M}$. On a machine with block size $\textit{B}$, if there are $\textit{N}$ keys with average size $\textit{K}$, search operations costs $O(\lceil K/B \rceil log_{1+ \lceil B/K \rceil} N)$ block transfers in expectation. This cache-oblivious layout can be built in $\textit{O(N}\text{log}\textit{(NK))}$ processor operations.

97 MATHEMATICS AND COMPUTING↗

Implication of production tax credit on economic dispatch for electricity merchants with storage and wind farms

The production tax credit (PTC) promotes wind energy development, reduces power generation costs, and can affect merchants’ joint economic dispatch, particularly for electricity merchants with both energy storage and wind farms. Two common PTC policies are studied – in the first policy, a wind farm receives PTC by selling wind generation to the market and its storage can be used to store energy from the wind generation and energy purchased from the grid but the energy released from the storage cannot receive PTC; in the second policy, the energy released from the storage can also qualify for PTC but purchasing energy from the grid is not allowed. We then employ dynamic programming to study merchants' optimal decision-making while considering PTC and the physical characteristics of storage systems. We analytically show that the state of charge (SOC) range can be segmented into different regions by SOC reference points under two PTC policies. The merchant's optimal action can be conveniently and uniquely determined based on the region within which the current SOC falls. Moreover, this study illustrates that PTC could substantially alter the optimal scheduling policy structures by affecting reference points and their relationships. The results showed that the frequencies for charging and discharging storage decisions decreased with an increase in PTC subsidy. Last, we confirm that, although the first policy allows merchants to buy electricity from the market, the second policy can bring more profits when the PTC is large at the current PTC rates. Furthermore, the findings can provide multistage decision-making guidance to electricity merchants in the wholesale power market.

17 WIND ENERGY↗

Economic dispatch for electricity merchant with energy storage and wind plant: State of charge based decision making considering market impact and uncertainties

Here this paper investigates how the market impact of electricity merchants and uncertainty of wind generation affect their co-optimized scheduling policy, specifically for merchants who have both energy storage and wind plants. In the existing literature, merchants' trading actions are usually assumed not to affect market prices; however, a large-scale energy storage merchant's actions can affect market prices. To this end, we approximate the electricity price by a linear function of the quantity of power traded by the merchant in the reward function to achieve decision-making incorporating the market impact. This paper utilizes the dynamic programming approach to analyze merchants' optimal multi-period decision-making incorporating market impact, uncertain wind generation, and energy storage constraints. First, our results demonstrate that for a merchant with co-located energy storage facilities and wind power plants, the energy storage's feasible state of charge (SOC) range can be segmented into four possible sub-ranges by three analytically developed SOC reference points. The unique optimal trading decision can be achieved by comparing the current energy inventory and the SOC references of the next period. Second, our results show that market impact and uncertainties substantially change the optimal storage scheduling policy by impacting the values of the reference points. To mitigate the negative effect of the merchant's market impact on buying and selling actions, the merchant may reduce the amount of generating or pumping electricity each period to maximize profit. Moreover, we identify and investigate the trade-off between market price and transaction quantity. Our findings provide co-optimized scheduling guidance for electricity merchants with co-located energy storage and renewable power plants systems.

17 WIND ENERGY↗

Inconsistent Investment and Consumption Problems

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bang strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Systems, methods and computer program products for self-tuning sensor data processing

Systems and methods are disclosed that include tools that utilize Dynamic Detector Tuning (DDT) software that identifies near-optimal parameter settings for each sensor using a neuro-dynamic programming (reinforcement learning) paradigm. DDT adapts parameter values to the current state of the environment by leveraging cooperation within a neighborhood of sensors. The key metric that guides the dynamic tuning is consistency of each sensor with its nearest neighbors: parameters are automatically adjusted on a per station basis to be more or less sensitive to produce consistent agreement of detections in its neighborhood. The DDT algorithm adapts in near real-time to changing conditions in an attempt to automatically self-tune a signal detector to identify (detect) only signals from events of interest. The disclosed systems and methods reduce the number of missed legitimate detections and the number of false detections, resulting in improved event detection.

Draelos, Timothy J.↗

New developments including X-ray standing waves in the dynamical Bragg diffraction program of X-ray Server

X-ray Server (https://x-server.gmca.aps.anl.gov) is a collection of programs for online modelling of X-ray diffraction and scattering. Additionally, the dynamical diffraction program is the second most popular Server program, contributing 34% of total Server usage. It models dynamical X-ray diffraction from strained crystals and multilayers for any Bragg-case geometry including grazing incidence and exit. This paper reports on a revision of equations used by the program, which yields ten times faster calculations in most use cases, on implementing calculations of X-ray standing waves and on adding new options for modelling diffraction from monolayers.

36 MATERIALS SCIENCE↗

Stochastic Optimization for Unit Commitment-A Review

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave is focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Dynamic force matching: A method for constructing dynamical coarse-grained models with realistic time dependence

Coarse-grained (CG) models of molecular systems, with fewer mechanical degrees of freedom than an all-atom model, are used extensively in chemical physics. It is generally accepted that a coarse-grained model that accurately describes equilibrium structural properties (as a result of having a well constructed CG potential energy function) does not necessarily exhibit appropriate dynamical behavior when simulated using conservative Hamiltonian dynamics for the CG degrees of freedom on the CG potential energy surface. Attempts to develop accurate CG dynamic models usually focus on replacing Hamiltonian motion by stochastic but Markovian dynamics on that surface, such as Langevin or Brownian dynamics. However, depending on the nature of the system and the extent of the coarse-graining, a Markovian dynamics for the CG degrees of freedom may not be appropriate. In this paper, we consider the problem of constructing dynamic CG models within the context of the Multi-Scale Coarse-graining (MS-CG) method of Voth and coworkers. We propose a method of converting a MS-CG model into a dynamic CG model by adding degrees of freedom to it in the form of a small number of fictitious particles that interact with the CG degrees of freedom in simple ways and that are subject to Langevin forces. The dynamic models are members of a class of nonlinear systems interacting with special heat baths that were studied by Zwanzig [J. Stat. Phys. 9, 215 (1973)]. The properties of the fictitious particles can be inferred from analysis of the dynamics of all-atom simulations of the system of interest. This is analogous to the fact that the MS-CG method generates the CG potential from analysis of equilibrium structures observed in all-atom simulation data. The dynamic models generate a non-Markovian dynamics for the CG degrees of freedom, but they can be easily simulated using standard molecular dynamics programs. We present tests of this method on a series of simple examples that demonstrate that the method provides realistic dynamical CG models that have non-Markovian or close to Markovian behavior that is consistent with the actual dynamical behavior of the all-atom system used to construct the CG model. Both the construction and the simulation of such a dynamic CG model have computational requirements that are similar to those of the corresponding MS-CG model and are good candidates for CG modeling of very large systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Parallel point defect identification in molecular dynamics simulations without post-processing: A compute and dump style for LAMMPS

Two classes for the molecular dynamics program LAMMPS – one compute style and one dump style – are presented that are designed to identify, count, and output point defects in cascade damage and related molecular dynamics simulations. The calculations are done in parallel across multiple MPI processes, and can be done at the same time as the original simulation. This drastically reduces storage requirements by eliminating the need to post-process every atom in the system. Non-cubic lattices, free surfaces, and large voids can be eliminated from the output by suitable choices of the reference lattice. The classes are derived from LAMMPS’s Dump and Compute classes, and pose no additional overhead to LAMMPS if they are not used.

42 ENGINEERING↗

DEGAS: Dynamic Exascale Global Address Space Programming Environments

The Dynamic, Exascale Global Address Space programming environment (DEGAS) project will develop the next generation of programming models and runtime systems to meet the challenges of Exascale computing. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics.

97 MATHEMATICS AND COMPUTING↗

Dynamics in Star-forming Cores (DiSCo): project overview and the first look towards the B1 and NGC 1333 regions in Perseus

The internal velocity structure within dense gaseous cores plays a crucial role in providing the initial conditions for star formation in molecular clouds. However, the kinematic properties of dense gas at core scales (~0.01–0.1 pc) has not been extensively characterized because of instrument limitations until the unique capabilities of GBT-Argus became available. The ongoing GBT-Argus Large Program, Dynamics in Star-forming Cores (DiSCo) thus aims to investigate the origin and distribution of angular momentum of star-forming cores. DiSCo will survey all starless cores and Class 0 protostellar cores in the Perseus molecular complex down to ~0.01 pc scales with <0.05 km s –1 velocity resolution using the dense gas tracer N 2 H + . Here, we present the first data sets from DiSCo towards the B1 and NGC 1333 regions in Perseus. Our results suggest that a dense core’s internal velocity structure has little correlation with other core-scale properties, indicating these gas motions may be originated externally from cloud-scale turbulence. These first data sets also reaffirm the ability of GBT-Argus for studying dense core velocity structure and provided an empirical basis for future studies that address the angular momentum problem with a statistically broad sample.

79 ASTRONOMY AND ASTROPHYSICS↗