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At least 1,387 records · Page 77

Robust Scheduling of Microgrids Considering Unintentional Islanding Conditions

This paper proposes a robust scheduling model for microgrids considering the stochastic unintentional islanding conditions. The proposed model minimizes the total operating cost of the microgrid by efficiently coordinating the supply of power from local distributed energy resources and the main grid. To capture the prevailing uncertainties in renewable generation and demand as well as unintentional islanding conditions, a two-stage adaptive robust optimization model is formulated to minimize the total operating cost under the worst realization of the modeled uncertainties. The column and constraint generation (C&CG) method is used to solve the problem in an iterative manner. The solution of the proposed scheduling model ensures robust microgrid operation in consideration of all possible realization of renewable generation, demand and unintentional islanding condition. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, two micro-turbines, a diesel generator and a battery demonstrate the effectiveness of the proposed approach.

Liu, Guodong↗

Deep reinforcement learning control for co-optimizing energy consumption, thermal comfort, and indoor air quality in an office building

With the recent demand for decarbonization and energy efficiency, advanced HVAC control using Deep Reinforcement Learning (DRL) becomes a promising solution. Due to its flexible structures, DRL has been successful in energy reduction for many HVAC systems. However, only a few researches applied DRL agents to manage the entire central HVAC system and control multiple components in both the water loop and the air loop, owing to its complex system structures. Moreover, those researches have not extended their applications by incorporating the indoor air quality, especially both CO2 and PM2.5concentrations, on top of energy saving and thermal comfort, as achieving those objectives simultaneously can cause multiple control conflicts. What's more, DRL agents are usually trained on the simulation environment before deployment, so another challenge is to develop an accurate but relatively simple simulator. Therefore, we propose a DRL algorithm for a central HVAC system to co-optimize energy consumption, thermal comfort, indoor CO2 level, and indoor PM2.5 level in an office building. To train the controller, we also developed a hybrid simulator that decoupled the complex system into multiple simulation models, which are calibrated separately using laboratory test data. The hybrid simulator combined the dynamics of the HVAC system, the building envelope, as well as moisture, CO2, and particulate matter transfer. Three control algorithms (rule-based, MPC, and DRL) are developed, and their performances are evaluated on the hybrid simulator environment with a realistic scenario (i.e., with stochastic noises). The test results showed that, the DRL controller can save 21.4 % of energy compared to a rule-based controller, and has improved thermal comfort, reduced indoor CO2 concentration. The MPC controller showed an 18.6 % energy saving compared to the DRL controller, mainly due to savings from comfort and indoor air quality boundary violations caused by unmeasured disturbances, and it also highlights computational challenges in real-time control due to non-linear optimization. Finally, we provide the practical considerations for designing and implementing the DRL and MPC controllers based on their respective pros and cons.

Guo, Fangzhou↗

Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence

Particle-laden turbulent flows subject to radiative heating are relevant in many applications, for example concentrated solar power receivers. Efficient and accurate simulations provide valuable insights and enable optimization of such systems. However, as there are many uncertainties inherent in such flows, uncertainty quantification is fundamental to improve the predictive capabilities of the numerical simulations. For large-scale, multi-physics problems exhibiting high-dimensional uncertainty, characterizing the stochastic solution presents a significant computational challenge as most strategies require a large number of high-fidelity solves. This requirement might result in an infeasible number of simulations when a typical converged high-fidelity simulation requires intensive computational resources. To reduce the cost of quantifying high-dimensional uncertainties, we investigate the application of a non-intrusive, bi-fidelity approximation to estimate statistics of quantities of interest associated with an irradiated particle-laden turbulent flow. This method exploits the low-rank structure of the solution to accelerate the stochastic sampling and approximation processes by means of cheaper-to-run, lower fidelity representations. Here, the application of this bi-fidelity approximation results in accurate estimates of the quantities of interest statistics, while requiring a small number of high-fidelity model evaluations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

On stochastic extremum problems - calculus.

Lagrange multiplier technique for determining stationary points /of functions/ or stationary functions /of integrals/ of expected value of random functions with certain random constraints

LAGRANGE MULTIPLIER↗

Structural modelling and control design under incomplete parameter information: The maximum-entropy approach

A stochastic structural control model is described. In contrast to the customary deterministic model, the stochastic minimum data/maximum entropy model directly incorporates the least possible a priori parameter information. The approach is to adopt this model as the basic design model, thus incorporating the effects of parameter uncertainty at a fundamental level, and design mean-square optimal controls (that is, choose the control law to minimize the average of a quadratic performance index over the parameter ensemble).

Hyland, D. C.↗

Tradeoff methods in multiobjective insensitive design of airplane control systems

The latest results of an ongoing study of computer-aided design of airplane control systems are given. Constrained minimization algorithms are used, with the design objectives in the constraint vector. The concept of Pareto optimiality is briefly reviewed. It is shown how an experienced designer can use it to find designs which are well-balanced in all objectives. Then the problem of finding designs which are insensitive to uncertainty in system parameters are discussed, introducing a probabilistic vector definition of sensitivity which is consistent with the deterministic Pareto optimal problem. Insensitivity is important in any practical design, but it is particularly important in the design of feedback control systems, since it is considered to be the most important distinctive property of feedback control. Methods of tradeoff between deterministic and stochastic-insensitive (SI) design are described, and tradeoff design results are presented for the example of the a Shuttle lateral stability augmentation system. This example is used because careful studies have been made of the uncertainty in Shuttle aerodynamics. Finally, since accurate statistics of uncertain parameters are usually not available, the effects of crude statistical models on SI designs are examined.

Schy, A. A.↗

Optimizing Observation Scheduling Objectives

In this paper, we present an approach that enables the automatic generation of high quality schedules, with respect to a given objective function. The approach involves the combination of two techniques: GenH, which automatically generates a search heuristic specialized to the given problem instance, and HBSS, which employs the generated heuristic as a bias within a stochastic sampling method.

Bresina, John L.↗

A field sampling strategy for semivariogram inference of fractures in rock outcrops

The stochastic continuum (SC) representation is one common approach for simulating the effects of fracture heterogeneity in groundwater flow and transport models. These SC reservoir models are generally developed using geostatistical methods (e.g., kriging or sequential simulation) that rely on the model semivariogram to describe the spatial variability of each continuum. Although a number of strategies for sampling spatial distributions have been published in the literature, little attention has been paid to the optimization of sampling in resource- or access-limited environments. Here we present a strategy for estimating the minimum sample spacing needed to define the spatial distribution of fractures on a vertical outcrop of basalt, located in the Box Canyon, east Snake River Plain, Idaho. We used fracture maps of similar basalts from the published literature to test experimentally the effects of different sample spacings on the resulting semivariogram model. Our final field sampling strategy was based on the lowest sample density that reproduced the semivariogram of the exhaustively sampled fracture map. Application of the derived sampling strategy to an outcrop in our field area gave excellent results, and illustrates the utility of this type of sample optimization. The method will work for developing a sampling plan for any intensive property, provided prior information for a similar domain is available; for example, fracture maps or ortho-rectified photographs from analogous rock types could be used to plan for sampling of a fractured rock outcrop.

58 GEOSCIENCES↗

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

33 ADVANCED PROPULSION SYSTEMS↗

Evaluation of stochastic algorithms for financial mathematics problems from point of view of energy-efficiency

The recent developments in the area of high-performance computing are driven not only by the desire for ever higher performance but also by the rising costs of electricity. The use of various types of accelerators like GPUs, Intel Xeon Phi has become mainstream and many algorithms and applications have been ported to make use of them where available. In Financial Mathematics the question of optimal use of computational resources should also take into account the limitations on space, because in many use cases the servers are deployed close to the exchanges. In this work we evaluate various algorithms for option pricing that we have implemented for different target architectures in terms of their energy and space efficiency. Since it has been established that low-discrepancy sequences may be better than pseudorandom numbers for these types of algorithms, we also test the Sobol and Halton sequences. We present the raw results, the computed metrics and conclusions from our tests.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

RBFNN-based Minimum Entropy Filtering for a Class of Stochastic Nonlinear Systems

This paper presents a novel minimum entropy filter design for a class of stochastic nonlinear systems which are subjected to non-Gaussian noises. Motivated by stochastic distribution control, an output entropy model is developed using RBF neural network while the parameters of the model can be identified by the collected data. Based upon the presented model, the filtering problem has been investigated while the system dynamics have been represented. As the model output is the entropy of the estimation error, the optimal nonlinear filter is obtained based on the Lyapunov design which makes the model output minimum. Moreover, the entropy assignment problem has been discussed as an extension of the presented approach. To verify the presented design procedure, a numerical example is given which illustrates the effectiveness of the presented algorithm. The contributions of this paper can be included as 1) an output entropy model is presented using neural network; 2) a nonlinear filter design algorithm is developed as the main result and 3) a solution of entropy assignment problem is obtained which is an extension of the presented framework.

42 ENGINEERING↗

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. These include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.

97 MATHEMATICS AND COMPUTING↗

Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps↗

A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design

The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.

Balakrishnan, A. V.↗

Integrating Multi-Source Data for Bi-Level Traffic Simulator Calibration: A Literature Review and Highway Case Study

Traffic simulation serves as a powerful tool for pre-evaluating policies and technologies. In this context, simulation-based Dynamic traffic assignment (DTA) models are capable of capturing traffic dynamics. They are well-known as critical tools in controlling and predicting traffic situations. The reliability of simulation results heavily depends on the calibration process. Most studies in the literature formulate and calibrate simulators based on a single source of collected data or multiple data sets with the same spatiotemporal characteristics. However, in practice, traffic data is collected by various tools with usually different spatial and temporal resolutions. This study introduces a novel approach to taking into account diverse input data from a variety of sources. An iterative bi-level solution is proposed. to equally treat traffic flow and speed data. The upper level solves flow calibration with the exact solution method, and the lower level calibrates the speed with the simultaneous perturbation stochastic approximation (SPSA) algorithm. Subsequently, the effectiveness of the proposed model is investigated using data from a six-mile section of Nashville's I-24 highway in Tennessee. The results demonstrate that our proposed model creates an effective feedback loop between the optimizer and the simulator for calibrating flow and speed to reduce the error between simulated and real data.

42 ENGINEERING↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem-solution of the underlying mathematical model to yield output quantities of interest, given input parameters--is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision-making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal con figuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems--requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models--entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure. DiaMonD is a multi-institutional DOE MMICC effort that aims to address the challenges of end-to-end, data-to-decisions modeling and simulation for complex CS&E problems in a unifi ed, systematic, and integrated fashion. Institutions involved are Colorado State, Florida State, Los Alamos, MIT, Oak Ridge, Stanford, and UT-Austin. The goals of DiaMonD are (1) to develop advanced mathematical methods and analysis for multimodel, multiphysics, multiscale model problems driven by frontier DOE applications, including those in subsurface energy and environmental flows, materials for energy storage and conversion, and ice sheet dynamics; (2) to create theory and algorithms for integrated inversion, optimization, and uncertainty quantification for these complex problems; and (3) to disseminate the philosophy of an integrated end-to-end, data-to-decisions approach to modeling and simulation of complex problems to the broader applied math and computational science communities through workshops and other outreach.

97 MATHEMATICS AND COMPUTING↗