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At least 1,135 records · Page 63
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Residuals-based distributionally robust optimization with covariate information

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of regression setups and DRO ambiguity sets. We investigate asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Stochastic Pricing Game for Aggregated Demand Response Considering Comfort Level

In recent years, demand response (DR) has been explored as a fundamental strategy for demand-side management due to its advantages in mediating intermittency of renewable energy generation, load shifting, etc. To engage customers in DR programs, several deterministic price-based DR strategies have been developed and implemented. However, the stochastic weather conditions and occupants' consumption behaviors often make the deterministic solution less robust to uncertainties. In this paper, with the consideration of the uncertainties, a stochastic Stackelberg game is proposed to model the price-demand negotiation between a distributed system operator and load aggregators, where the virtual battery constraints are extracted from the building thermostatically controlled loads (TCLs)‘ characteristics to guarantee comfortable TCLs' levels. Following the negotiation, a priority-based control method is used to allocate the optimal aggregated power DR profile at the building level and track the power signal. Several groups of experiments have demonstrated the effectiveness and robustness of the stochastic solutions.

Chen, Yang↗
DOE OSTI2017

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

We develop a new robust methodology for the stochastic Navier–Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods . Both approaches are variants of a generalized Karhunen–Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent , but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes . We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Data-Driven Unit Commitment Refinement - a Scalable Approach for Complex Modern Power Grids

Integration of renewable generation, which is often intermittent and decentralized, substantially increases the stochasticity and complexity of power grid operations. Future power systems planning will require significant computational capability to evaluate balance between demand and supply under varying conditions, both temporally and spatially. The standard approach for generation unit commitment is to use mixed-integer linear programming to find the optimal generation schedule considering ramping and generator constraints. In the future grid this poses computational scalability challenges because generation and demand are not known with certainty due to stochasticity in weather and complexity of the grid. To address this challenge, we present a data-driven unit commitment approach that can efficiently include stochastic weather impacts and contingency considerations to improve unit commitment. Our approach uses graph-based data analytics techniques on solutions to the security constrained (and possibly stochastic) economic dispatch problem to identify potential improvements to a given unit commitment. Recent breakthroughs in fully-parallel stochastic economic dispatch software allow this approach to be scalably deployed. Simulations on synthetic South Carolina and Texas grids show this method can improve grid reliability with security constraints over a set of contingencies, while also meaningfully lowering total generation cost.

Holt, Timothy↗
DOE OSTI2014

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, by coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

An adjoint method for determining the sensitivity of island size to magnetic field variations

An adjoint method to calculate the gradient of island width in stellarators is presented and applied to a set of magnetic field configurations. The underlying method for calculation of the island width is that of Cary & Hanson ( Phys. Fluids B, vol. 3, issue 4, 1991, pp. 1006–1014) (with a minor modification), and requires that the residue of the island centre be small. Therefore, the gradient of the residue is calculated in addition. Both the island width and the gradient calculations are verified using an analytical magnetic field configuration introduced by Reiman & Greenside ( Comput. Phys. Commun. , vol. 43, issue 1, 1986, pp. 157–167). The method is also applied to the calculation of the shape gradient of the width of a magnetic island in a National Compact Stellarator Experiment (NCSX) vacuum configuration with respect to positions on a coil. A gradient-based optimization is applied to a magnetic field configuration studied by Hanson & Cary ( Phys. Fluids , vol. 27, issue 4, 1984, pp. 767–769) to minimize stochasticity by adding perturbations to a pair of helical coils. Although only vacuum magnetic fields and an analytical magnetic field model are considered in this work, the adjoint calculation of the island width gradient could also be applied to a magnetohydrodynamic (MHD) equilibrium if the derivative of the magnetic field, with respect to the equilibrium parameters, is known. Using the island width gradient calculation presented here, more general gradient-based optimization methods can be applied to design stellarators with small magnetic islands. Moreover, the sensitivity of the island size may itself be optimized to ensure that coil tolerances, with respect to island size, are kept as high as possible.

Physics↗
DOE OSTI2013

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

In this work, we study the problem of mean-variance hedging with a random horizon T∧τ, where T is a deterministic constant and τ is a jump time of the underlying asset price process. We first formulate this problem as a stochastic control problem and relate it to a system of BSDEs with a jump. We then provide a verification theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from filtration enlargement theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Stochastic Predictions of Cell Kill During Stereotactic Ablative Radiation Therapy: Do Hypoxia and Reoxygenation Really Matter?

Purpose: To simulate stereotactic ablative radiation therapy on hypoxic and well-oxygenated in silico tumors, incorporating probabilistic parameter distributions and linear-quadratic versus linear-quadratic-cubic methodology and the evaluation of optimal fractionation schemes using biological effective dose (BED{sub α/β=10} {sub or} {sub 3}) comparisons. Methods and Materials: A temporal tumor growth and radiation therapy algorithm simulated high-dose external beam radiation therapy using stochastic methods. Realistic biological proliferative cellular hierarchy and pO{sub 2} histograms were incorporated into the 10{sup 8}-cell tumor model, with randomized radiation therapy applied during continual cell proliferation and volume-based gradual tumor reoxygenation. Dose fractions ranged from 6-35 Gy, with predictive outcomes presented in terms of the total doses (converted to BED) required to eliminate all cells that could potentially regenerate the tumor. Results: Well-oxygenated tumor control BED{sub 10} outcomes were not significantly different for high-dose versus conventional radiation therapy (BED{sub 10}: 79-84 Gy; Equivalent Dose in 2 Gy fractions with α/β of 10: 66-70 Gy); however, total treatment times decreased from 7 down to 1-3 weeks. For hypoxic tumors, an additional 28 Gy (51 Gy BED{sub 10}) was required, with BED{sub 10} increasing with dose per fraction due to wasted dose in the final fraction. Fractions of 9 Gy compromised well for total treatment time and BED, with BED{sub 10}:BED{sub 3} of 84:176 Gy for oxic and 132:278 Gy for non-reoxygenating hypoxic tumors. Initial doses of 12 Gy followed by 6 Gy further increased the therapeutic ratio. When delivering ≥9 Gy per fraction, applying reoxygenation and/or linear-quadratic-cubic cell survival both affected tumor control doses by a significant 1-2 fractions. Conclusions: The complex temporal dynamics of tumor oxygenation combined with probabilistic cell kinetics in the modeling of radiation therapy requires sophisticated stochastic modeling to predict tumor cell kill. For stereotactic ablative radiation therapy, high doses in the first week followed by doses that are more moderate may be beneficial because a high percentage of hypoxic cells could be eradicated early while keeping the required BED{sub 10} relatively low and BED{sub 3} toxicity to tolerable levels.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
NASA NTRS1993

A general rough-surface inversion algorithm: Theory and application to SAR data

Rough-surface inversion has significant applications in interpretation of SAR data obtained over bare soil surfaces and agricultural lands. Due to the sparsity of data and the large pixel size in SAR applications, it is not feasible to carry out inversions based on numerical scattering models. The alternative is to use parameter estimation techniques based on approximate analytical or empirical models. Hence, there are two issues to be addressed, namely, what model to choose and what estimation algorithm to apply. Here, a small perturbation model (SPM) is used to express the backscattering coefficients of the rough surface in terms of three surface parameters. The algorithm used to estimate these parameters is based on a nonlinear least-squares criterion. The least-squares optimization methods are widely used in estimation theory, but the distinguishing factor for SAR applications is incorporating the stochastic nature of both the unknown parameters and the data into formulation, which will be discussed in detail. The algorithm is tested with synthetic data, and several Newton-type least-squares minimization methods are discussed to compare their convergence characteristics. Finally, the algorithm is applied to multifrequency polarimetric SAR data obtained over some bare soil and agricultural fields. Results will be shown and compared to ground-truth measurements obtained from these areas. The strength of this general approach to inversion of SAR data is that it can be easily modified for use with any scattering model without changing any of the inversion steps. Note also that, for the same reason it is not limited to inversion of rough surfaces, and can be applied to any parameterized scattering process.

Moghaddam, M.↗
NASA NTRS2008

A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration

Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.

Merrill, R. Gabe↗
NASA NTRS2023

Single-Band VLBI Absolute Astrometry

The ionospheric path delay impacts single-band very long baseline interferometry (VLBI) group delays, which limits their applicability for absolute astrometry. I consider two important cases: when observations are made simultaneously in two bands, but delays in only one band are available for a subset of observations and when observations are made at one band design. I developed optimal procedures of data analysis for both cases using Global Navigation Satellite System (GNSS) ionosphere maps, provided a stochastic model that describes ionospheric errors, and evaluated their impact on source position estimates. I demonstrate that the stochastic model is accurate at a level of 15%. I found that using GNSS ionospheric maps as is introduces serious biases in estimates of declination and I developed a procedure that almost eliminates them. I found serendipitously that GNSS ionospheric maps have multiplicative errors and have to be scaled by 0.85 in order to mitigate the declination bias. A similar scale factor was found in comparison of the vertical total electron content from satellite altimetry against GNSS ionospheric maps. I favor interpretation of this scaling factor as a manifestation of the inadequacy of the thin shell model of the ionosphere. I showed that we are able to model the ionospheric path delay to the extent that no noticeable systematic errors emerge and we are able to assess adequately the contribution of the ionosphere-driven random errors on source positions. This makes single-band absolute astrometry a viable option that can be used for source position determination.

Radio astrometry↗
NASA NTRSDate not supplied

Game-Theoretic Modeling of Vegetation Composition, Structure, and Dynamics: Physical Constraints, Fundamental Processes, and Emergent Properties

Vegetation structural and compositional dynamics emerge from plant physiological and demographic processes, individual-based competition, vegetation-soil feedbacks, and environmental variations and disturbance events. Predicting long-term changes in vegetation requires scaling plant individual behavior to large scale ecosystem processes. In this presentation, we summarize our studies in the modeling of vegetation demographic processes, competitively dominant plant traits, plant hydraulic processes, and stochastic disturbance effects on ecosystems, and illustrate the roles of the underlying ecological processes and eco-evolutionary optimization in vegetation modeling. With the case studies of evolutionarily stable strategy of allocation, leaf traits, and plant hydraulic processes, we show how the ecosystem processes and vegetation dynamics are determined by the individual-based plant competition and variations of soil and climate conditions. The predictions of ecosystem carbon dynamics can be greatly different with those from the traditional “single-tree” models. We also discuss the tradeoffs of plant traits and evolutionarily optimal strategies in the modeling of terrestrial ecosystem dynamics in an Earth system model.

vegetation models↗
DOE OSTI2023

AlignOT: An Optimal Transport Based Algorithm for Fast 3D Alignment With Applications to Cryogenic Electron Microscopy Density Maps

Aligning electron density maps from Cryogenic electron microscopy (cryo-EM) is a first key step for studying multiple conformations of a biomolecule. As this step remains costly and challenging, with standard alignment tools being potentially stuck in local minima, we propose here a new procedure, called AlignOT, which relies on the use of computational optimal transport (OT) to align EM maps in 3D space. By embedding a fast estimation of OT maps within a stochastic gradient descent algorithm, our method searches for a rotation that minimizes the Wasserstein distance between two maps, represented as point clouds. Here, we quantify the impact of various parameters on the precision and accuracy of the alignment, and show that AlignOT can outperform the standard local alignment methods, with an increased range of rotation angles leading to proper alignment. We further benchmark AlignOT on various pairs of experimental maps, which account for different types of conformational heterogeneities and geometric properties. As our experiments show good performance, we anticipate that our method can be broadly applied to align 3D EM maps.

3D alignment↗
DOE OSTI2020

Interpretation of borehole strain measurements using surrogate modeling-based optimization

Interpreting strain data measured during well testing requires inverting poroelastic forward models set up to represent an aquifer or reservoir. One approach is to use stochastic methods to conduct the inversion. Subsurface parameters such as elastic modulus, permeability, and geometry of heterogeneities are estimated by searching the parameter space. This is feasible, but cumbersome, requiring more than a week of computation using many hundreds of computer nodes in one of our earlier analyses. This motivated us to consider alternative methods, including an artificial neural network (ANN) as a surrogate model.

Roudini, Soheil↗
DOE OSTI2018

Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error

Bayesian state estimation of a dynamical system from a stream of noisy measurements is important in many geophysical and engineering applications where high dimensionality of the state space, sparse observations, and model error pose key challenges. In this work, three computationally feasible, approximate Gaussian data assimilation/filtering algorithms are considered in various regimes of turbulent 2D Navier--Stokes dynamics in the presence of model error. The first source of error arises from the necessary use of reduced models for the forward dynamics of the filters, while a particular type of representation error arises from the finite resolution of observations which mix up information about resolved and unresolved dynamics. Two stochastically parameterized filtering algorithms, referred to as cSPEKF and GCF, are compared with 3DVAR---a prototypical time-sequential algorithm known to be accurate for filtering dissipative systems for a suitably inflated “background” covariance. We provide the first evidence that the stochastically parameterized algorithms, which do not rely on detailed knowledge of the underlying dynamics and do not require covariance inflation, can compete with or outperform an optimally tuned 3DVAR algorithm, and they can overcome competing sources of error in a range of dynamical scenarios.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Optimal Complementarity Analysis of Potential Floating Solar Co-Located With Existing Hydropower Assets Across the Contiguous United States

The U.S. is expected to double its rate of renewable capacity from 2024 to 2030. However, the stochastic nature of renewable energy poses challenges to the operation and reliability of our power grid. The combined generation from renewable energy sources, with dispatchable sources (such as hydropower) operating as a hybrid energy plant, could mitigate this variability. In this paper, the complementarity analysis of selected U.S. reservoirs with existing hydropower assets (EHAs) and potential floating photovoltaics (FPVs) is conducted for the continuous U.S. (CONUS). The optimal FPV capacity for each site is determined by minimizing the variability of the combined output, while adhering to the FPV potential. Our results indicate that over 50% of the analyzed reservoirs achieve a stability coefficient exceeding 0.5, leading to a less-variable output after optimization. Finally, we analyze the complementary hydro-FPV hybrid reservoirs by considering both the Pearson correlation coefficient and the stability coefficient on daily, monthly, and yearly scales. Summaries are included of locations of theoretical FPVs co-located with hydropower plants that exhibit high complementarity based on the selected metrics.

13 - HYDRO ENERGY↗
DOE OSTI2016

Optimization of rotational arc station parameter optimized radiation therapy

Purpose: To develop a fast optimization method for station parameter optimized radiation therapy (SPORT) and show that SPORT is capable of matching VMAT in both plan quality and delivery efficiency by using three clinical cases of different disease sites. Methods: The angular space from 0° to 360° was divided into 180 station points (SPs). A candidate aperture was assigned to each of the SPs based on the calculation results using a column generation algorithm. The weights of the apertures were then obtained by optimizing the objective function using a state-of-the-art GPU based proximal operator graph solver. To avoid being trapped in a local minimum in beamlet-based aperture selection using the gradient descent algorithm, a stochastic gradient descent was employed here. Apertures with zero or low weight were thrown out. To find out whether there was room to further improve the plan by adding more apertures or SPs, the authors repeated the above procedure with consideration of the existing dose distribution from the last iteration. At the end of the second iteration, the weights of all the apertures were reoptimized, including those of the first iteration. The above procedure was repeated until the plan could not be improved any further. The optimization technique was assessed by using three clinical cases (prostate, head and neck, and brain) with the results compared to that obtained using conventional VMAT in terms of dosimetric properties, treatment time, and total MU. Results: Marked dosimetric quality improvement was demonstrated in the SPORT plans for all three studied cases. For the prostate case, the volume of the 50% prescription dose was decreased by 22% for the rectum and 6% for the bladder. For the head and neck case, SPORT improved the mean dose for the left and right parotids by 15% each. The maximum dose was lowered from 72.7 to 71.7 Gy for the mandible, and from 30.7 to 27.3 Gy for the spinal cord. The mean dose for the pharynx and larynx was reduced by 8% and 6%, respectively. For the brain case, the doses to the eyes, chiasm, and inner ears were all improved. SPORT shortened the treatment time by ∼1 min for the prostate case, ∼0.5 min for brain case, and ∼0.2 min for the head and neck case. Conclusions: The dosimetric quality and delivery efficiency presented here indicate that SPORT is an intriguing alternative treatment modality. With the widespread adoption of digital linac, SPORT should lead to improved patient care in the future.

60 APPLIED LIFE SCIENCES↗