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At least 253 records · Page 14

An Integrated High-performance Computing and Digital Real-time Simulation Testbed to Benchmark Closed-loop Load Shedding Algorithms in Power Systems

An integrated testbed using digital real-time simulator (DRTS) and a high-performance computing (HPC) cluster is presented here to compare speed and performance of computational schemes to mitigate time-critical issues in electric power systems. The first approach in this testbed validation is taken by running a set of closed-loop load shedding algorithms to compare and contrast two paradigms of arresting cascading failure propagation. Two algorithms involve solving DC and AC power flow model-based optimization problems to compute load shedding at different buses, while a model-based stochastic search using parallel computing provides a viable alternative. The algorithms are implemented in the DRTS-HPC testbed for the IEEE 14-bus benchmark transmission system. As a proof of the concept, simulation results are presented for implementation of closed-loop load-shedding algorithms for cascading failures in the DRTS-HPC testbed

24 POWER TRANSMISSION AND DISTRIBUTION↗

Reactive Monte Carlo sampling with an ab initio potential

We present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH{sub 3} to those of ab initio molecular dynamics (AIMD). We find that there are regions of state space for which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

CALIBRATION OF SEMI-ANALYTIC MODELS OF GALAXY FORMATION USING PARTICLE SWARM OPTIMIZATION

We present a fast and accurate method to select an optimal set of parameters in semi-analytic models of galaxy formation and evolution (SAMs). Our approach compares the results of a model against a set of observables applying a stochastic technique called Particle Swarm Optimization (PSO), a self-learning algorithm for localizing regions of maximum likelihood in multidimensional spaces that outperforms traditional sampling methods in terms of computational cost. We apply the PSO technique to the SAG semi-analytic model combined with merger trees extracted from a standard Lambda Cold Dark Matter N-body simulation. The calibration is performed using a combination of observed galaxy properties as constraints, including the local stellar mass function and the black hole to bulge mass relation. We test the ability of the PSO algorithm to find the best set of free parameters of the model by comparing the results with those obtained using a MCMC exploration. Both methods find the same maximum likelihood region, however, the PSO method requires one order of magnitude fewer evaluations. This new approach allows a fast estimation of the best-fitting parameter set in multidimensional spaces, providing a practical tool to test the consequences of including other astrophysical processes in SAMs.

79 ASTRONOMY AND ASTROPHYSICS↗

A probabilistic graphical model based stochastic input model construction

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

A moment-convergence method for stochastic analysis of biochemical reaction networks

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

ADAPTIVE ANNEALED IMPORTANCE SAMPLING FOR MULTIMODAL POSTERIOR EXPLORATION AND MODEL SELECTION WITH APPLICATION TO EXTRASOLAR PLANET DETECTION

We describe an algorithm that can adaptively provide mixture summaries of multimodal posterior distributions. The parameter space of the involved posteriors ranges in size from a few dimensions to dozens of dimensions. This work was motivated by an astrophysical problem called extrasolar planet (exoplanet) detection, wherein the computation of stochastic integrals that are required for Bayesian model comparison is challenging. The difficulty comes from the highly nonlinear models that lead to multimodal posterior distributions. We resort to importance sampling (IS) to estimate the integrals, and thus translate the problem to be how to find a parametric approximation of the posterior. To capture the multimodal structure in the posterior, we initialize a mixture proposal distribution and then tailor its parameters elaborately to make it resemble the posterior to the greatest extent possible. We use the effective sample size (ESS) calculated based on the IS draws to measure the degree of approximation. The bigger the ESS is, the better the proposal resembles the posterior. A difficulty within this tailoring operation lies in the adjustment of the number of mixing components in the mixture proposal. Brute force methods just preset it as a large constant, which leads to an increase in the required computational resources. We provide an iterative delete/merge/add process, which works in tandem with an expectation-maximization step to tailor such a number online. The efficiency of our proposed method is tested via both simulation studies and real exoplanet data analysis.

79 ASTRONOMY AND ASTROPHYSICS↗

An Observationally Trained Markov Model for MJO Propagation

A Markovian stochastic model is developed for studying the propagation of the Madden-Julian Oscillation (MJO). This model represents the daily changes in real time multivariate MJO (RMM) indices as random functions of their current state and background conditions. The probability distribution function of the RMM changes is obtained using a machine learning algorithm trained to maximize MJO forecast skills using observed daily indices of RMM and different modes of variability. Skillful forecasts are obtained for lead times between 8 and 27 days. Large ensemble simulations by the stochastic model show that with monsoonal changes in the background state, MJO propagation across the Maritime Continent (MC) is most likely to be disrupted in boreal spring and summer when MJO events propagate from favorable conditions over the Indian Ocean to unfavorable ones over the MC, and predictability is higher during spring and summer when MJO activity is away from the MC region.

54 ENVIRONMENTAL SCIENCES↗

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗

Stochastic reconstruction of fracture network pattern using spatial point processes

Fracture spatial patterns can strongly affect fluid flow in the subsurface. Proximity and distribution of fractures control reservoir flow behavior over various length scales. In many studies, however, simplified geometrical patterns are generated for fractures which may lead to unrealistic subsurface models. Here we introduce a new method for characterization and modeling of fracture spatial patterns based on outcrop observations. We use Ripley's K-function to characterize the arrangement of fracture barycenters and intersection points over various length scales. In addition, we use semivariograms to quantify spatial correlation in fracture intensity maps. Using this information, we develop a stochastic algorithm that generates two-dimensional fracture network realizations with spatial properties similar to those of a real fracture network measured in the field. Numerical simulation models indicate that the generated fracture realizations exhibit similar flow behaviors as that of the original fracture network. Furthermore, such modeling tools expand and improve our capability in building representative fracture models and in quantification of uncertainty in naturally and hydraulically fractured reservoirs.

58 GEOSCIENCES↗

Potential Impacts of Assimilating All-sky Satellite Infrared Radiances on Convection-Permitting Analysis and Prediction of Tropical Convection

Geostationary infrared satellite observations are spatially dense [< 1/(20 km)2] and temporally frequent (< 1/hour). These suggest the possibility of using these observations to constrain sub-synoptic features over data sparse regions, such as tropical oceans. In this study, the potential impacts of assimilating water vapor channel brightness temperature (WV-BT) observations from the geostationary Meteorological Satellite 7 (Meteosat-7) on tropical convection analysis and prediction were systematically examined through a series of ensemble data assimilation experiments. WV-BT observations were assimilated hourly into convection-permitting ensembles using Penn State’s ensemble square root filter (EnSRF). Comparisons against independently observed Meteosat-7 window channel brightness temperature (Window-BT) show that the assimilation of WV-BT generally improved the intensities and locations of large-scale cloud patterns at spatial scales larger than 100 km. However, comparisons against independent soundings indicate that the EnSRF analysis produced a much stronger dry bias than the no data assimilation experiment. This strong dry bias is associated with the use of the simulated WV-BT from the prior mean during the EnSRF analysis step. A stochastic variant of the ensemble Kalman filter (NoMeanSF) is proposed. The NoMeanSF algorithm was able to assimilate the WV-BT without causing such a strong dry bias and the quality of the analyses’ horizontal cloud pattern is similar to EnSRF’s analyses. Finally, deterministic forecasts initiated from the NoMeanSF analyses possess better horizontal cloud patterns above 500 km than those of the EnSRF. These results suggest that it might be better to assimilate all-sky WV-BT through the NoMeanSF algorithm than EnSRF algorithm.

Chan, Man-Yau↗

Optimization and simulation of flight control laws under parameter uncertainty and external disturbances

Several tasks pertinent to flight control in parameter uncertainty and wind-gust loading were successfully completed. Identification algorithms for extracting stability and control derivatives from flight data taking gust loading into account were developed. They were verified by simulation and evaluated throughly on actual flight data taken on a Lockheed Jet Star flying in turbulence. In particular the need for automatically generated dither-like inputs was studied. Criteria for performance evaluation using stochastic models were developed for gust alleviation as well as handling quantities. Algorithms for assessing degradation in performance due to parameter uncertainty were developed and evaluated using flight test data.

Source record↗

dfnWorks: A discrete fracture network framework for modeling subsurface flow and transport

DFNWORKS is a parallelized computational suite to generate three-dimensional discrete fracture networks (DFN) and simulate flow and transport. Developed at Los Alamos National Laboratory over the past five years, it has been used to study flow and transport in fractured media at scales ranging from millimeters to kilometers. The networks are created and meshed using DFNGEN, which combines FRAM (the feature rejection algorithm for meshing) methodology to stochastically generate three-dimensional DFNs with the LaGriT meshing toolbox to create a high-quality computational mesh representation. The representation produces a conforming Delaunay triangulation suitable for high performance computing finite volume solvers in an intrinsically parallel fashion. Flow through the network is simulated in dfnFlow, which utilizes the massively parallel subsurface flow and reactive transport finite volume code PFLOTRAN. A Lagrangian approach to simulating transport through the DFN is adopted within DFNTRANS to determine pathlines and solute transport through the DFN. Example applications of this suite in the areas of nuclear waste repository science, hydraulic fracturing and CO 2 sequestration are also included.

42 ENGINEERING↗

Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations

This two-part paper deals with 'foundational' issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.

97 MATHEMATICS AND COMPUTING↗

On the use of reverse Brownian motion to accelerate hybrid simulations

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗