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At least 163 records · Page 9

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗

On stochastic control and optimal measurement strategies

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Kramer, L. C.↗

A stochastic biomass blending problem in decentralized supply chains

Blending biomass materials of different physical or chemical properties provides an opportunity to adjust the quality of the feedstock to meet the specifications of the conversion platform. We propose a model which identifies the right mix of biomass to optimize the performance of the thermochemical conversion process at the mini-mum cost. This is a chance-constraint programming (CCP) model which takes into account the stochastic nature of biomass quality. The proposed CCP model ensures that process requirements, which are impacted by physical and chemical properties of biomass, are met most of the time. We consider two problem settings, a centralized and a decentralized supply chain. We propose a mixed-integer linear program to model the blending problem in the centralized setting and a bilevel program to model the blending problem in the decentralized setting. We use the sample average approximation method to approximate the chance constraints, and propose solution algorithms to solve this approximation. We develop a case study for South Carolina using data provided by the Billion Ton Study. Based on our results, the blends identified consist mainly of pine and softwood residues. The blends identified and the suppliers selected by both models are different. The cost of the centralized supply chain is 2%–6% lower. The implications of these results are twofold. First, these results could lead to improved collaborations in the supply chain. Second, these results provide an estimate of the approximation error from assuming centralized decision making in the supply chain.

09 BIOMASS FUELS↗

Thermal Energy Storage Model Development within the Integrated Energy Systems Hybrid Repository

This publication details newly created energy storage models developed within the HYBRID Modelica repository as part of the Department of Energy Office of Nuclear Energy (DOE-NE) Integrated Energy Systems (IES) program, led by Idaho National Laboratory (INL). Model development to-date includes creation of dynamic systems-level models of concrete, latent heat, and packed-bed thermocline energy storage technologies for deployment in the IES-based HYBRID repository. Models are developed using the latest publicly available data and incorporate the possibility of control strategy inclusion for use with the existing IES modeling, analysis, and optimization toolset. Simulations showcase the abilities of each technology to cyclically charge and discharge when exposed to time-varying boundary conditions. In addition, low-level surrogate models for some of the thermal energy storage technologies were created using Python. These lower order Python files are much cheaper to run (i.e., computationally faster) and thus operate well when incorporated within the stochastic optimization problems run for the IES program. Moreover, economic data was collected for use within the INL-developed Framework for Optimization of ResourCes and Economics (FORCE). This information is incorporated within the FORCE platform. This work has resulted in creation of systems-level models for concrete, latent heat, and thermocline thermal energy storage systems with associated control systems. Now that these models are available, they can be utilized within different integrated energy park concepts to understand optimal system operation, control, and dispatching. Moreover, given the generic nature of the models, industrial partner technologies (e.g., Storworks Power, EnergyNest) can be quickly added to the repository using the existing models as a basis. Additional dynamic models for thermal energy storage concepts can be developed and added to the HYBRID repository as needed.

25 ENERGY STORAGE↗

Stochastic Feedforward Control Technique

Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

Halyo, Nesim↗

Fluid Physics in a Fluctuating Acceleration Environment

Our program of research aims at developing a stochastic description of the residual acceleration field onboard spacecraft (g-jitter) to describe in quantitative detail its effect on fluid motion. Our main premise is that such a statistical description is necessary in those cases in which the characteristic time scales of the process under investigation are long compared with the correlation time of g-jitter. Although a clear separation between time scales makes this approach feasible, there remain several difficulties of practical nature: (i), g-jitter time series are not statistically stationary but rather show definite dependences on factors such as active or rest crew periods; (ii), it is very difficult to extract reliably the low frequency range of the power spectrum of the acceleration field. This range controls the magnitude of diffusive processes; and (iii), models used to date are Gaussian, but there is evidence that large amplitude disturbances occur much more frequently than a Gaussian distribution would predict. The lack of stationarity does not constitute a severe limitation in practice, since the intensity of the stochastic components changes very slowly during space missions (perhaps over times of the order of hours). A separate analysis of large amplitude disturbances has not been undertaken yet, but it does not seem difficult a priori to devise models that may describe this range better than a Gaussian distribution. The effect of low frequency components, on the other hand, is more difficult to ascertain, partly due to the difficulty associated with measuring them, and partly because they may be indistinguishable from slowly changing averages. This latter effect is further complicated by the lack of statistical stationarity of the time series. Recent work has focused on the effect of stochastic modulation on the onset of oscillatory instabilities as an example of resonant interaction between the driving acceleration and normal modes of the system, and on cavity flow as an example of how an oscillatory response under periodic driving becomes diffusive if the forcing is random instead. This paper describes three different topics that illustrate behavior that is peculiar to a stochastic acceleration field. In the first case, we show that g-jitter can induce effective attractive or repulsive forces between a pair of spherical particles that are suspended in an incompressible fluid of different density provided that the momentum diffusion length is larger than the interparticle separation (as in the case in most colloidal suspensions). Second, a stochastic modulation of the control parameter in the vicinity of a pitchfork or supercritical bifurcation is known not to affect the location of the threshold. We show, however, that resonance between the modulation and linearly stable modes close to onset can lead to a shift in threshold. Finally, we discuss the classical problem of vorticity diffusion away from a plane boundary that is being vibrated along its own plane. Periodic motion with zero average vorticity production results in an exponential decay of the vorticity away from the boundary. Random vibration, on the other hand, results in power law decay away from the boundary even if vorticity production averages to zero.

Drolet, Francois↗

Technology programs and related policies - Impacts on communications satellite business ventures

The DOMSAT II stochastic communication satellite business venture financial planning simulation model is described. The specification of business scenarios and the results of several analyses are presented. In particular, the impacts of NASA on-orbit propulsion and power technology programs are described. The effects of insurance rates and self-insurance and of the use of the Space Shuttle and Ariane transportation systems on a typical fixed satellite service business venture are discussed.

Greenberg, J. S.↗

Simultaneous Measurements of Noncommuting Observables: Positive Transformations and Instrumental Lie Groups

We formulate a general program for describing and analyzing continuous, differential weak, simultaneous measurements of noncommuting observables, which focuses on describing the measuring instrument autonomously, without states. The Kraus operators of such measuring processes are time-ordered products of fundamental differential positive transformations, which generate nonunitary transformation groups that we call instrumental Lie groups. The temporal evolution of the instrument is equivalent to the diffusion of a Kraus-operator distribution function, defined relative to the invariant measure of the instrumental Lie group. This diffusion can be analyzed using Wiener path integration, stochastic differential equations, or a Fokker-Planck-Kolmogorov equation. This way of considering instrument evolution we call the Instrument Manifold Program. We relate the Instrument Manifold Program to state-based stochastic master equations. We then explain how the Instrument Manifold Program can be used to describe instrument evolution in terms of a universal cover that we call the universal instrumental Lie group, which is independent not just of states, but also of Hilbert space. The universal instrument is generically infinite dimensional, in which case the instrument’s evolution is chaotic. Special simultaneous measurements have a finite-dimensional universal instrument, in which case the instrument is considered principal, and it can be analyzed within the differential geometry of the universal instrumental Lie group. Principal instruments belong at the foundation of quantum mechanics. We consider the three most fundamental examples: measurement of a single observable, position and momentum, and the three components of angular momentum. As these measurements are performed continuously, they converge to strong simultaneous measurements. For a single observable, this results in the standard decay of coherence between inequivalent irreducible representations. For the latter two cases, it leads to a collapse within each irreducible representation onto the classical or spherical phase space, with the phase space located at the boundary of these instrumental Lie groups.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation↗

On optimal stochastic midcourse guidance.

Feedback from observations introduced into midcourse guidance correction program, showing optimal random feedback solution obtained for deterministic optimal feedback control problems

FEEDBACK CONTROL SYSTEM↗

Commercialization of NESSUS: Status

A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.

Thacker, Ben H.↗

Multistage economic MPC for systems with a cyclic steady state: A gas network case study

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated optimal setpoint improves controller performance. This paper presents a novel multistage economic nonlinear model predictive control (E-NMPC) framework for dynamic systems operating under uncertainty, with specific application to natural gas transmission networks. A key innovation lies in the integration of cyclic steady-state (CSS) constraints within the multistage MPC formulation, enabling the controller to manage periodic operating conditions commonly observed in energy systems. A Lyapunov-based descent condition is enforced to ensure robust stability of the controller. The multistage economic MPC framework is validated on two gas pipeline case studies, where it successfully minimizes net energy consumption, respects operational constraints under uncertain demand profiles, and guides the network to optimal cyclic operation. The Lyapunov function remains bounded in both case studies, validating the robust stability of multistage E-NMPC.

03 NATURAL GAS↗

Minimum-energy control of a class of electrically driven vehicles.

A minimum-energy controller is designed and built for a class of electrically driven vehicles according to the theoretical concepts determined by the application of modern control theory. Theoretical results are obtained by making several justifiable assumptions in the dynamical equations of the system and solving the resulting stochastic optimal control problem by Bellman's dynamic programming technique. Several practical and economical considerations are taken into account for the mechanization of the minimum-energy control law.

Sahinkaya, Y. E.↗

A guidance law for the aeroassisted plane change maneuver in the presence of atmospheric uncertainties

A stochastic feedback control law for a space vehicle performing an aeroassisted plane-change maneuver is developed. The stochastic control law is designed to minimize the energy loss while taking into consideration the uncertainty in the atmospheric density. The solution is based on expansion of the stochastic Hamilton-Jacobi-Bellman equation (or dynamic programming) about a zeroth-order known integrable solution. The resulting guidance law is expressed as a series expansion in the noise power spectral densities. A numerical example indicates the potential improvement of this method.

Mishne, D.↗

Correlation Calculations for the Russian Pu Metal Fast Experiments

Nuclear criticality experiments are often conducted in campaigns with multiple variations. These experiments reuse the same basic components, like the fuel, moderator, or positioning machines. The components have uncertainties in their geometry and composition that propagate to models of the experiments. Shared components create shared uncertainty between the $k_{eff}$ of benchmarks. The shared uncertainty is commonly quantified with a covariance, or correlation coefficient. These covariances can impact criticality safety and nuclear data validation applications. While benchmark evaluations tabulate an experiment’s uncertainty, they often lack a detailed calculation of correlations between experiments. Even some very commonly used benchmarks, like the Russian Pu Metal Fast (PMF) experiments, have missing correlations. This paper presents our approach to calculate the correlations for five of the Russian PMF experiments. The experiments share hemispherical Pu shells that induce a correlation between modeled $k_{eff}$ values. We estimated the correlations with simplified and detailed models of the experiments through linear-perturbation theory. The correlations between the experiments vary significantly between the detailed vs. simplified models. We also investigate how the correlations affect validation metrics of the experiments.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗