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This talk goes into the algorithmic work done under the Forest project in order to solve expensive power grid models. We explore multiple fidelities of models that balance accuracy and computational expense. We use bundling strategies and progressive hedging in order to parallelize large stochastic programs.
The major goals of this project were: 1) to use field campaign measurements from DOE’s Atmospheric Radiation Measurement (ARM) program to characterize variability of important parameters describing properties of ice particles in the atmosphere; 2) based on this observational analysis, to develop a parameterization scheme for weather and climate models that stochastically varies these parameters, and implement the new scheme into a weather model called the Weather Research and Forecasting model (WRF); 3) to use WRF coupled with the new stochastic scheme to simulate ARM field campaign thunderstorm cases and analyze how accounting for this parameter variability affects the model simulations. This work was performed jointly between the National Center for Atmospheric Research, University of Oklahoma, and University of Utah. To accomplish these goals, we extended an approach previously developed to characterize the variability in the size distribution of ice particles to parameters that are explicitly represented in models (i.e., relationships between ice particle mass and size, and between particle fall velocity and size). Our project was, to our knowledge, the first to apply observationally-constrained estimates of this parameter variability describing mass-size and fall velocity-size in a modeling framework. Our results showed efficacy of the approach, evaluated using ARM observations. Similarly, to our knowledge, work in this project was the first to propose and evaluate in detail a stochastic approach for unresolved turbulent mixing in high-resolution model simulations against detailed, benchmark large eddy simulations and ARM observations. Results showed some promising behavior, particularly with increased mixing and dilution of air in thunderstorm cores with surrounding environmental air, bringing the stochastic simulations closer to the benchmark large eddy simulations; however, results were somewhat degraded using stochastic mixing compared to observations from the AMIE/DYNAMO field campaign. This project also further refined and applied a modeling methodology called “piggybacking” that can robustly separate dynamical and thermodynamic impacts of model changes, and comparison studies of different models based on cases developed from ARM observations. Finally, this project directly supported three graduate students who completed their PhDs as well as a postdoctoral research fellow.
A stochastic domination analysis model was developed to examine the effect that emerging carbon markets can have on the spatially varying returns and risk profiles of bioenergy crops relative to conventional crops. The code is written in MATLAB, and includes the calculated output. See the README file for instructions to run the code.
The dependable reporting of methane (CH 4 ) emissions from point sources, such as fugitive leaks from oil and gas infrastructure, is important for profit maximization (retaining more hydrocarbons), evaluating climate impacts, assessing CH 4 fees for regulatory programs, and validating CH 4 intensity in differentiated gas programs. Currently, there are disagreements between emissions reported by different quantification techniques for the same sources. It has been suggested that downwind CH 4 quantification methods using CH 4 measurements on the fence line of production facilities could be used to generate emission estimates from oil and gas operations at the site level, but it is currently unclear how accurate the quantified emissions are. To investigate the accuracy of downwind methods, this study uses fence-line simulated data collected during controlled-release experiments as input for a non-standard closed-path eddy covariance (EC), the Gaussian plume inverse model (GPIM), and the backward Lagrangian stochastic (bLs) model in a range of atmospheric conditions. This study's EC attempt was unsuccessful due to data collection and instrumentation issues, resulting in invalid results characterized by underestimated emissions, large negative fluxes, and cospectra/ogives that deviated from their ideal shapes. Consequently, the EC results could not be compared with the GPIM and bLS model. The bLs model demonstrated the highest accuracy for single-release single-point emissions, though it exhibited greater uncertainty than GPIM under multi-release conditions. Across the GPIM and bLs model, the most reliable quantification was achieved with 15 min averaging and a narrow 5° wind sector range. Although EC was limited in this context, future studies should consider employing a standard EC system and further optimizing GPIM and bLs approaches – particularly for complex multi-source scenarios – to enhance quantification accuracy and reduce uncertainty.
Rapid expansion of wind energy development across the world has highlighted the need to better understand turbine-caused avian mortality. The risk to golden eagles (Aquila chrysaetos) is of particular concern due to their small population size and conservation status. Golden eagles subsidize their flight in part by soaring in orographic updrafts, which can place them in conflict with wind turbines utilizing the same low-altitude wind resource. Understanding the behavior of soaring raptors in varying atmospheric conditions can therefore be relevant to predicting and mitigating their risk of collision. We present a predictive movement model that simulates individual paths of golden eagles during directional flight (such as migration) that is subsidized by orographic updraft. We modeled eagles in a 50 km by 50 km study area in Wyoming containing three wind power plants with documented golden eagle collisions with turbines. The movement model is applicable to any region where ground elevation is known at turbine scale (50 m) and wind conditions are known at facility scale (3 km). For a given set of atmospheric conditions, the model simulates movements of thousands of orographic soaring eagles to produce a density map quantifying the relative probability of eagle presence. We validated the simulated tracks with GPS telemetry data showing four directional tracks made by golden eagles transiting through the area in 2019 and 2020. For each eagle track, validation was performed using the ratio of the model-simulated eagle presence likelihood with uniform eagle presence and the presence computed using directed random-walk movements. We found that the predictive performance of the model was significantly better (likelihood ratio 1) for low-altitude movements than high-altitude movements that can involve thermal-soaring. We employed the model to produce seasonal presence maps for migrating golden eagles. We found significant turbine-level variations in eagle presence between northerly and southerly migration routes through the study area. Overall, the proposed model offers a generalizable, probabilistic, and predictive tool to assist wind energy developers, ecologists, wildlife managers, and industry consultants in estimating the potential for conflict between soaring birds and wind turbines, thereby reducing the need for site-specific data on golden eagle movements.
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We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.
Radiation exposure of the hematopoietic system that results in a radiation dose to bone marrow of more than 100 mGy leads to an increase in the risk of leukemia in humans. Excess relative risk of leukemia was observed in cohorts whose members lived in the territories of the Southern Urals that were radioactively contaminated in the 1950s. As part of the dosimetric support of epidemiological studies of these cohorts, an original methodology for stochastic bone dosimetric modeling was developed, termed the Stochastic Parametric Skeletal Dosimetry (SPSD) model. The purpose of this work was to present the anatomical and morphological bases of the SPSD model, which includes an assessment of the parameters of the microstructure of the trabecular bone in the hematopoietic areas of the human skeleton, as well as a description of the macrostructural division (segmentation) of hematopoietic areas into simple bone segments. As a result, an anatomical-morphological basis of the SPSD model was created based on published data. Data collection work included the analysis of original articles, atlases, manuals, monographs and the formation of primary data files. Data on the duration of hematopoiesis in various parts of the skeleton; and data on age-related changes in the microstructure and linear dimensions of human bones and their segments were analyzed. The paper describes the full set of parameters to be used for the dosimetric model for newborns, children aged 1, 5 and 10 years, as well as for adolescents aged 15 years and adults; for the latter, sex differences in bone size were considered. In total, the SPSD model includes 289 unique basic (bone) phantom segments, each of which is described by 7 or more parameters describing the microstructure, thickness of the cortical layer and linear dimensions. Population variability was estimated for each parameter. The approach to SPSD modeling, i.e., the use of simple geometric shapes, was successfully verified using independent datasets on bone masses and volumes.
The joint probability distribution of matter overdensity and galaxy counts in cells is a powerful probe of cosmology, and the extent to which variance in galaxy counts at fixed matter density deviates from Poisson shot noise is not fully understood. The lack of informed bounds on this stochasticity is currently the limiting factor in constraining cosmology with the galaxy–matter probability distribution function (PDF). We investigate stochasticity in the conditional distribution of galaxy counts along lines of sight with fixed matter density, and we present a halo occupation distribution (HOD)-based approach for obtaining plausible ranges for stochasticity parameters. To probe the high-dimensional space of possible galaxy–matter connections, we derive a set of HODs that conserve the galaxies’ linear bias and number density to produce RED M A G I C-like galaxy catalogs within the A BACUS S UMMIT suite of N -body simulations. We study the impact of individual HOD parameters and cosmology on stochasticity and perform a Monte Carlo search in HOD parameter space subject to the constraints on bias and density. In mock catalogs generated by the selected HODs, shot noise in galaxy counts spans both sub-Poisson and super-Poisson values, ranging from 80% to 133% of Poisson variance for cells with mean matter density. Nearly all of the derived HODs show a positive relationship between local matter density and stochasticity. For galaxy catalogs with higher stochasticity, modeling galaxy bias to second order is required for an accurate description of the conditional PDF of galaxy counts at fixed matter density. The presence of galaxy assembly bias also substantially extends the range of stochasticity in the super-Poisson direction. This HOD-based approach leverages degrees of freedom in the galaxy–halo connection to obtain informed bounds on nuisance model parameters and can be adapted to study other parametrizations of shot noise in galaxy counts, in particular to motivate prior ranges on stochasticity for cosmological analyses.
Currently, computational phantoms that simulate skeletal tissues are used in active red bone marrow (AM) internal dosimetry. Up-to-date reference computational phantoms recommended by the ICRP are based on the analysis of CT-images of cadavers. Such phantoms have significant disadvantages. One disadvantage is that the assessment of uncertainty due to the population variability of skeleton dimensions and microstructure results from the limited availability of autopsy material. Another disadvantage is the simplified modelling of cortical layer and bone microarchitecture. A method of stochastic parametric skeletal dosimetry modelling of the bone structures – SPSD modelling – has been developed as an alternative to the ICRP reference phantoms. In the framework of this approach, skeletal phantom parameters are evaluated based on extensively reviewed results of published measurements of real bones. The SPSD approach allows for the assessment of both population-average values and their variability. SPSD-phantoms of the skeleton are modelled in voxel representation. They consist of smaller phantoms of the bone sites – segments – described by simple geometric shapes with uniform microarchitecture parameters. Such segmentation makes it possible to account for non-homogeneous skeletal microarchitecture and to model the bone structure with the required voxel resolution to elaborate suitable skeletal phantoms. The current study presents the parameters of the SPSD skeletal phantoms for the following age-groups: newborn, 1-year-old, 5-year-old, 10-year-old, 15-year-old (male and female), and adult (male and female). This skeletal phantom can be used for dosimetry as an alternative to available reference phantoms for bone-seeking radionuclides. The above-mentioned age- and sex-specific skeletal phantoms are comprised of 289 unique segments. The characteristics of the SPSD phantoms do not contradict published data and are in good agreement with the measurement results of real bones.
The failure of fuel pins in nuclear reactors is intrinsically stochastic. Typically, a combination of variation in manufacturing that affects the material characteristics and the fuel assembly dimensions, variation in operating conditions, such as local power, coolant flow rate, and irradiation induced changes in material properties lead to a large uncertainty in failure margin of the fuel pins. Failure, therefore, may occur in exceptional pins with adverse combinations of these variations. Upon a metal fuel pin (U-Pu-Zr/HT9) failure, depressurization of the fuel pin takes place by release of fission gas, liquid sodium bond, and potentially solid fuel particles or molten/eutectic fuel droplets through the hole in cladding. The effect of a fission gas jet on neighbor fuel pins and possible propagation of a clad damage during normal operation was studied experimentally in 1970s and it was found that the post-failure fission gas jet insulates the jet impingement area of the target fuel pin surface and could increase the target pin’s surface temperature by as much as 100 – 200 K during the failed pin depressurization. It was concluded that the effect should not lead to fuel pin failure propagation during normal operation. In accident scenarios of sodium and lead fast reactors such as Unprotected Loss-Of-Flow (ULOF) or Unprotected Transient Over Power (UTOP), the fuel pins can be subjected to higher clad temperatures and fuel pin pressures or fuel clad mechanical/chemical interaction where thermal creep margin becomes significantly lower compared to the normal operation conditions. Therefore, possible stochastic failure and the post-failure fission gas/fuel jet impingement could be critical in order to predict fuel pin failure propagation. Pin depressurization due to fission gas release may degrade the heat transfer by formation of a gas blanket on a neighboring pin surface, which is a local phenomenon, and by causing coolant flow deceleration and starvation, which could affect a surrounding region as well. Furthermore, the potential presence of solid fuel particles or molten fuel at the time of clad failure could boost post-failure jet induced degradation even further. The present study models the U-Pu-Zr/HT9 metal fuel pin failure and stochastic clad damage propagation by biased sampling based on a Cumulative Damage Fraction (CDF) type clad failure criterion and the normal distribution of fuel failure probability density as a function of logarithm of Cumulative Damage Fraction. In addition, the effect of post-failure fission gas jet on heat transfer degradation is modeled for the target pins. This model is called stochastic Clad Damage Propagation (CDAP). The CDAP model is now fully integrated into developmental version of PRONGHORN-SC subchannel analysis code, allowing for modeling local failures and its propagation potential. Section 2 describes the components of the CDAP models. Section 3 describes the model implementation to PRONGHORN-SC and input specifications. Section 4 describes the CDAP model validation coupled to PRONGHORN-SC.
In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.
Integrated computational materials engineering (ICME) models have been a crucial building block for modern materials development, relieving heavy reliance on experiments and significantly accelerating the materials design process. However, ICME models are also computationally expensive, particularly with respect to time integration for dynamics, which hinders the ability to study statistical ensembles and thermodynamic properties of large systems for long time scales. To alleviate the computational bottleneck, we propose to model the evolution of statistical microstructure descriptors as a continuous-time stochastic process using a non-linear Langevin equation, where the probability density function (PDF) of the statistical microstructure descriptors, which are also the quantities of interests (QoIs), is modeled by the Fokker–Planck equation. In this work, we discuss how to calibrate the drift and diffusion terms of the Fokker–Planck equation from the theoretical and computational perspectives. The calibrated Fokker–Planck equation can be used as a stochastic reduced-order model to simulate the microstructure evolution of statistical microstructure descriptors PDF. Considering statistical microstructure descriptors in the microstructure evolution as QoIs, we demonstrate our proposed methodology in three integrated computational materials engineering (ICME) models: kinetic Monte Carlo, phase field, and molecular dynamics simulations.