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At least 1,459 records · Page 81

An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties

This paper presents an extended polynomial chaos formalism for epistemic uncertainties and a new framework for evaluating sensitivities and variations of output probability density functions (PDF) to uncertainty in probabilistic models of input variables. An ”extended” polynomial chaos expansion (PCE) approach is developed that accounts for both aleatory and epistemic uncertainties, modeled as random variables, thus allowing a unified treatment of both types of uncertainty. We explore in particular epistemic uncertainty associated with the choice of prior probabilistic models for input parameters. A PCE-based Kernel Density (KDE) construction provides a composite map from the PCE coefficients and germ to the PDF of quantities of interest (QoI). Here, the sensitivities of these PDF with respect to the input parameters are then evaluated. Input parameters of the probabilistic models are considered. By sampling over the epistemic random variable, a family of PDFs is generated and the failure probability is itself estimated as a random variable with its own PCE. Integrating epistemic uncertainties within the PCE framework results in a computationally efficient paradigm for propagation and sensitivity evaluation. Two typical illustrative examples are used to demonstrate the proposed approach.

Aleatory uncertainty↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗

Fluxes of protons above 50 keV and electrons above 30 keV at approximately 35 earth radii. I - Velocity anisotropies and plasma flow in the magnetotail. II Morphology and flow patterns in the magnetotail

Imp-7 data were used to study the morphology and flow patterns of energetic proton and electron events in the magnetotail and magnetosheath at 35 earth radii. The patterns are deduced from the probability of occurrence and the spatial distribution of the events. The distribution of 50 to 200 keV proton and 30 to 90 keV electron fluxes shows that in the magnetotail (i.e., inside the magnetopause) the proton and electron events occur primarily in the plasma sheet region within plus or minus 10 earth radii of the neutral sheet; fluxes of 50- to 200-keV protons are also found in the magnetosheath, along with occasional fluxes of 30- to 90-keV electrons; the plasma sheet is well defined (at 35 earth radii) by both the proton and electron probabilities; the frequency of the electron events in the magnetotail shows a positive correlation with the geomagnetic Kp index in the dawn and dusk sectors.

Roelof, E. C.↗

3D probabilistic fracture mechanics / computational fluid dynamics simulation of a reactor pressure vessel under transient conditions

Reactor pressure vessels (RPVs) are safety-critical light-water-reactor components that, under irradiation, experience long-term material degradation in the form of embrittlement. This can increase their susceptibility to fracture under thermal-shock conditions, which could occur during off-normal transients such as loss-of-coolant accidents (LOCAs). During a LOCA, the most severe conditions for the RPV occur when emergency core cooling water is injected through the cold legs into the water-and-steam-filled RPV. The rapid cooling of the downcomer and internal RPV surface causes decreased temperature and elevated thermally driven tensile stresses in the RPV wall. This, combined with long-term material embrittlement, may cause fracture initiation at pre-existing flaws, challenging the integrity of the RPV. Assessing RPV integrity during transients with a large spatial variation in the coolant temperature requires a modeling approach that considers the effects of spatially varying coolant temperature on the fracture probability of a population of flaws distributed throughout the RPV, accounting for spatially varying embrittlement. Here, the present study addresses this need by demonstrating first-of-its-kind coupling of a high-fidelity 3D computational fluid dynamics code with 3D probabilistic fracture mechanics This was accomplished using representative models of a pressurized-water reactor subjected to small- and medium-break LOCA conditions, both of which can result in large spatial temperature variations. While the observed impact of accounting for 3D effects was minimal under the small-break LOCA this study indicates a significant increase in the probability of fracture initiation under the medium-break LOCA when 3D effects are considered, relative to a spatially uniform cooling scenario.

22 - GENERAL STUDIES OF NUCLEAR REACTORS↗

Advanced probabilistic methods for quantifying the effects of various uncertainties in structural response

The effects of actual variations, also called uncertainties, in geometry and material properties on the structural response of a space shuttle main engine turbopump blade are evaluated. A normal distribution was assumed to represent the uncertainties statistically. Uncertainties were assumed to be totally random, partially correlated, and fully correlated. The magnitude of these uncertainties were represented in terms of mean and variance. Blade responses, recorded in terms of displacements, natural frequencies, and maximum stress, was evaluated and plotted in the form of probabilistic distributions under combined uncertainties. These distributions provide an estimate of the range of magnitudes of the response and probability of occurrence of a given response. Most importantly, these distributions provide the information needed to estimate quantitatively the risk in a structural design.

Nagpal, Vinod K.↗

Ensemble models for circuit topology estimation, fault detection and classification in distribution systems

This paper presents a methodology for simultaneous fault detection, classification, and topology estimation for adaptive protection of distribution systems. The methodology estimates the probability of the occurrence of each one of these events by using a hybrid structure that combines three sub-systems, a convolutional neural network for topology estimation, a fault detection based on predictive residual analysis, and a standard support vector machine with probabilistic output for fault classification. The input to all these sub-systems is the local voltage and current measurements. A convolutional neural network uses these local measurements in the form of sequential data to extract features and estimate the topology conditions. The fault detector is constructed with a Bayesian stage (a multitask Gaussian process) that computes a predictive distribution (assumed to be Gaussian) of the residuals using the input. Since the distribution is known, these residuals can be transformed into a Standard distribution, whose values are then introduced into a one-class support vector machine. The structure allows using a one-class support vector machine without parameter cross-validation, so the fault detector is fully unsupervised. Finally, a support vector machine uses the input to perform the classification of the fault types. All three sub-systems can work in a parallel setup for both performance and computation efficiency. In conclusion, we test all three sub-systems included in the structure on a modified IEEE123 bus system, and we compare and evaluate the results with standard approaches.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Fluid Distribution for In-space Cryogenic Propulsion

The ultimate goal of this task is to enable the use of a single supply of cryogenic propellants for three distinct spacecraft propulsion missions: main propulsion, orbital maneuvering, and attitude control. A fluid distribution system is sought which allows large propellant flows during the first two missions while still allowing control of small propellant flows during attitude control. Existing research has identified the probable benefits of a combined thermal management/power/fluid distribution system based on the Solar Integrated Thermal Management and Power (SITMAP) cycle. Both a numerical model and an experimental model are constructed in order to predict the performance of such an integrated thermal management/propulsion system. This research task provides a numerical model and an experimental apparatus which will simulate an integrated thermal/power/fluid management system based on the SITMAP cycle, and assess its feasibility for various space missions. Various modifications are done to the cycle, such as the addition of a regeneration process that allows heat to be transferred into the working fluid prior to the solar collector, thereby reducing the collector size and weight. Fabri choking analysis was also accounted for. Finally the cycle is to be optimized for various space missions based on a mass based figure of merit, namely the System Mass Ratio (SMR). -. 1 he theoretical and experimental results from these models are be used to develop a design code (JETSIT code) which is able to provide design parameters for such a system, over a range of cooling loads, power generation, and attitude control thrust levels. The performance gains and mass savings will be compared to those of existing spacecraft systems.

Lear, William↗

Thermal Overloading Risk Mitigation With a Semi-Analytical Probabilistic Model on Branch Current

A semi-analytical formulation is presented in this paper for the probability computation of branch current in multiphase systems. The developed formula is derived based on the linear power flow model in rectangular coordinates. The system uncertainty injections can be renewable energy resources or loads and are modeled using a Gaussian mixture model (GMM). The developed formula can be used to compute the line current violation probability as well as integrate into optimal power flow problem as chance-constraint relaxation. Here, the proposed formula is first compared with the Matlab embedded numerical integration function to show its performance. Besides, the semi-analytical formula is validated and compared with the Monte Carlo simulation method using the IEEE 123-bus system, EPRI Ckt5, and Ckt7 systems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Understanding COMPTEL Al-26 1.8 MeV map features

The COMPTEL sky map of the 1.8 MeV line emission from Al-26 shows an extended diffuse distribution along the Galactic plane with a peculiar large scale asymmetry about the Galactic center (GC) and a clumpy structure with several noticeable hot spots. The most prominent hot spot at the GC appears shifted to positive longitude by about 2 deg. Nearby supernova remnants or Wolf-Rayet stars are plausible explanations for individual hot spots such as in the Vela region. We show that the global asymmetry and most hot spots can be understood by a more general model: the Al-26 sources are confined in the spiral arms of our Galaxy, and coagent star formation is responsible for additional clumpiness. The off-centered GC hot spot is probably due to the observed asymmetrically distributed circumnuclear molecular gas interacting with a central stellar bar, whose existence has been inferred from IR observations.

Chen, Wan↗

Information retrieval from wide-band meteorological data - An example

The methods proposed by Smith and Adelfang (1981) and Smith et al. (1982) are used to calculate probabilities over rectangles and sectors of the gust magnitude-gust length plane; probabilities over the same regions are also calculated from the observed distributions and a comparison is also presented to demonstrate the accuracy of the statistical model. These and other statistical results are calculated from samples of Jimsphere wind profiles at Cape Canaveral. The results are presented for a variety of wavelength bands, altitudes, and seasons. It is shown that wind perturbations observed in Jimsphere wind profiles in various wavelength bands can be analyzed by using digital filters. The relationship between gust magnitude and gust length is modeled with the bivariate gamma distribution. It is pointed out that application of the model to calculate probabilities over specific areas of the gust magnitude-gust length plane can be useful in aerospace design.

Adelfang, S. I.↗

Software Reliability 2002

In FY01 we learned that hardware reliability models need substantial changes to account for differences in software, thus making software reliability measurements more effective, accurate, and easier to apply. These reliability models are generally based on familiar distributions or parametric methods. An obvious question is 'What new statistical and probability models can be developed using non-parametric and distribution-free methods instead of the traditional parametric method?" Two approaches to software reliability engineering appear somewhat promising. The first study, begin in FY01, is based in hardware reliability, a very well established science that has many aspects that can be applied to software. This research effort has investigated mathematical aspects of hardware reliability and has identified those applicable to software. Currently the research effort is applying and testing these approaches to software reliability measurement, These parametric models require much project data that may be difficult to apply and interpret. Projects at GSFC are often complex in both technology and schedules. Assessing and estimating reliability of the final system is extremely difficult when various subsystems are tested and completed long before others. Parametric and distribution free techniques may offer a new and accurate way of modeling failure time and other project data to provide earlier and more accurate estimates of system reliability.

Wallace, Dolores R.↗

Quantum Distributed Algorithms for Approximate Steiner Trees and Directed Minimum Spanning Trees

We present two algorithms in the Quantum CONGEST- CLIQUE model of distributed computation that succeed with high probability; one for producing an approximately optimal Steiner Tree, and one for producing an exact directed minimum spanning tree, each of which uses O ̃(n1/4) rounds of communication and O ̃(n9/4) messages, achieving a lower asymptotic round and message complexity than any known algorithms in the classical CONGEST-CLIQUE model. At a high level, we achieve these results by combining classical algorithms with fast quantum subroutines. Additionally, we characterize the constants and logarithmic factors involved in our algorithms, as well as related classical algorithms, revealing that advances are needed to render both practical.

quantum computing↗

Quantum Distributed Algorithms for Approximate Steiner Trees and Directed Minimum Spanning Trees​

We present two algorithms in the Quantum CONGEST- CLIQUE model of distributed computation that succeed with high probability; one for producing an approximately optimal Steiner Tree, and one for producing an exact directed minimum spanning tree, each of which uses O ̃(n 1/4 ) rounds of communication and O ̃(n 9/4 ) messages, achieving a lower asymptotic round and message complexity than any known algorithms in the classical CONGEST-CLIQUE model. At a high level, we achieve these results by combining classical algorithms with fast quantum subroutines. Additionally, we characterize the constants and logarithmic factors involved in our algorithms, as well as related classical algorithms, revealing that advances are needed to render both practical.

quantum computing↗

Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation

Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg game-theoretic framework, where the DSO seeks to overcome the information asymmetry and refine its incentive strategies by learning from DERA behavior over multiple iterations. We introduce a model-based online learning algorithm for the DSO, aimed at inferring the relationship between incentives and DERA responses. Given the uncertain nature of these responses, we also propose a distributionally robust incentive design model to control the probability of voltage regulation failure and then reformulate it into a convex problem. This model allows the DSO to periodically revise distribution assumptions on uncertain parameters in the decision model of the DERA. Finally, we present a gradient-based method that permits the DSO to adaptively modify its conservativeness level, measured by the size of a Wasserstein metric-based ambiguity set, according to historical voltage regulation performance. The effectiveness of our proposed method is demonstrated through numerical experiments.

adaptation models↗

K-distribution and polarimetric terrain radar clutter

A multivariate K-distribution is proposed to model the statistics of fully polarimetric radar data from earth terrain with polarizations HH, HV, VH, and VV. In this approach, correlated polarizations of radar signals, as characterized by a covariance matrix, are treated as the sum of N n-dimensional random vectors; N obeys the negative binomial distribution with a parameter alpha and mean N-bar. Subsequently, an n-dimensional K-distribution, with either zero or nonzero mean, is developed in the limit of infinite N-bar or illuminated area. The probability density function (PDF) of the K-distributed vector normalized by its Euclidean norm is independent of the parameter alpha and is the same as that derived from a zero-mean Gaussian-distributed random vector.

Yueh, S. H.↗

Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation: Preprint

Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg game-theoretic framework, where the DSO seeks to overcome the information asymmetry and refine its incentive strategies by learning from DERA behavior over multiple iterations. We introduce a model-based online learning algorithm for the DSO, aimed at inferring the relationship between incentives and DERA responses. Given the uncertain nature of these responses, we also propose a distributionally robust incentive design model to control the probability of voltage regulation failure and then reformulate it into a convex problem. This model allows the DSO to periodically revise distribution assumptions on uncertain parameters in the decision model of the DERA. Finally, we present a gradient-based method that permits the DSO to adaptively modify its conservativeness level, measured by the size of a Wasserstein metric-based ambiguity set, according to historical voltage regulation performance. The effectiveness of our proposed method is demonstrated through numerical experiments.

distribution system operator↗

What does reflection from cloud sides tell us about vertical distribution of cloud droplets?

In order to accurately measure the interaction of clouds with aerosols, we have to resolve the vertical distribution of cloud droplet sizes and determine the temperature of glaciation for clean and polluted clouds. Knowledge of the droplet vertical profile is also essential for understanding precipitation. So far, all existing satellites either measure cloud microphysics only at cloud top (e.g., MODIS) or give a vertical profile of precipitation sized droplets (e.g., Cloudsat). What if one measures cloud microphysical properties in the vertical by retrieving them from the solar and infrared radiation reflected or emitted from cloud sides? This was the idea behind CLAIM-3D (A 3D - cloud aerosol interaction mission) recently proposed by NASA GSFC. This presentation will focus on the interpretation of the radiation reflected from cloud sides. In contrast to plane-parallel approximation, a conventional approach to all current operational retrievals, 3D radiative transfer will be used for interpreting the observed reflectances. As a proof of concept, we will show a few examples of radiation reflected from cloud fields generated by a simple stochastic cloud model with prescribed microphysics. Instead of fixed values of the retrieved effective radii, the probability density functions of droplet size distributions will serve as possible retrievals.

Marshak, A.↗