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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Operational Probabilistic Tools for Solar Uncertainty (OPTSUN) (Final Project Report for DOE Solar Forecasting II Project)

Increasing levels of solar PV can challenge system operations and may require novel methods to operate the power system reliably and efficiently. Power system operating plans generally use deterministic forecasts, in which the variable energy resources are represented by the expected value for each interval of the decision horizon. Probabilistic forecasts are relatively new but have the potential to address the shortfalls of deterministic forecasts. However, understanding how best to use such forecasts is still a key gap in industry and was the focus of this project. The project had three workstreams. In a forecasting workstream, improvements were made to baseline probabilistic forecasts using a number of new approaches such as machine learning methods and improved input data. In a design workstream, advanced simulation tools used these forecasts to investigate newly proposed reserve determination methods. Lastly, in a demonstration workstream a scheduling management platform (SMP) was developed to leverage probabilistic forecasts in a modular and customizable manner. In order to study the benefits that could be accrued, the project team collaborated with three utility partners (Duke Energy, Southern Company and Hawaiian Electric) to deliver improved probabilistic forecasts for each region and to model each region in case studies using advanced production cost modeling tools. Different methods to determine operating reserve requirements from probabilistic forecasts were developed, simulated, and tested across each region. The benefits of using these newly proposed methods varied by utility, but, in general, using probabilistic forecasts as well as historical data to set the reserve requirements seems to improve reliability related results, with less risk of reserve or supply shortfalls. The cost implications were not always straightforward; in some cases the new methods could show a reduction in expected operating costs, but often the increase in reserves associated with better risk mitigation using probabilistic forecasts could result in an increase in operating costs in the simulations. The SMP tool was developed to process probabilistic forecasts from their initial receipt through to scheduling decisions. This open-source tool consists of several modules for scenario development, reserve requirements calculation, and visualization. The SMP tool was demonstrated to a wide range of operators and stakeholders at all three utilities and further improved based on their feedback. The tool will be available on www.epri.com/optsun. The proposed probabilistic information-based reserve determination approaches have the potential to be implemented by different regions to ensure an economic and reliable power system operation on power systems integrating increasing levels of variable renewable resources. The innovative yet practical methods developed in this project demonstrated tangible benefits from using probabilistic forecasts beyond just study-based assessments to include three unique balancing areas. The demonstrated benefits across the multiple utility environments, are expected to provide system operators in all regions the confidence required and a platform to adopt the new forecasting and operating methods.

14 SOLAR ENERGY↗
DOE OSTI2022

Probabilistic Neural Computing with Stochastic Devices

Abstract The brain has effectively proven a powerful inspiration for the development of computing architectures in which processing is tightly integrated with memory, communication is event‐driven, and analog computation can be performed at scale. These neuromorphic systems increasingly show an ability to improve the efficiency and speed of scientific computing and artificial intelligence applications. Herein, it is proposed that the brain's ubiquitous stochasticity represents an additional source of inspiration for expanding the reach of neuromorphic computing to probabilistic applications. To date, many efforts exploring probabilistic computing have focused primarily on one scale of the microelectronics stack, such as implementing probabilistic algorithms on deterministic hardware or developing probabilistic devices and circuits with the expectation that they will be leveraged by eventual probabilistic architectures. A co‐design vision is described by which large numbers of devices, such as magnetic tunnel junctions and tunnel diodes, can be operated in a stochastic regime and incorporated into a scalable neuromorphic architecture that can impact a number of probabilistic computing applications, such as Monte Carlo simulations and Bayesian neural networks. Finally, a framework is presented to categorize increasingly advanced hardware‐based probabilistic computing technologies.

Misra, Shashank↗
DOE OSTI2014

Integration of Advanced Probabilistic Analysis Techniques with Multi-Physics Models

An integrated simulation platform that couples probabilistic analysis-based tools with model-based simulation tools can provide valuable insights for reactive and proactive responses to plant operating conditions. The objective of this work is to demonstrate the benefits of a partial implementation of the Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Framework Specification through the coupling of advanced PRA capabilities and accurate multi-physics plant models. Coupling a probabilistic model with a multi-physics model will aid in design, operations, and safety by providing a more accurate understanding of plant behavior. This represents the first attempt at actually integrating these two types of analyses for a control system used for operations, on a faster than real-time basis. This report documents the development of the basic communication capability to exchange data with the probabilistic model using Reliability Workbench (RWB) and the multi-physics model using Dymola. The communication pathways from injecting a fault (i.e., failing a component) to the probabilistic and multi-physics models were successfully completed. This first version was tested with prototypic models represented in both RWB and Modelica. First, a simple event tree/fault tree (ET/FT) model was created to develop the software code to implement the communication capabilities between the dynamic-link library (dll) and RWB. A program, written in C#, successfully communicates faults to the probabilistic model through the dll. A systems model of the Advanced Liquid-Metal Reactor–Power Reactor Inherently Safe Module (ALMR-PRISM) design developed under another DOE project was upgraded using Dymola to include proper interfaces to allow data exchange with the control application (ConApp). A program, written in C+, successfully communicates faults to the multi-physics model. The results of the example simulation were successfully plotted.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2018

A Deterministic and Probabilistic Framework for Forecasting of Time-Series Damage States and Associated End-of-lIfe of a Pressurizer Water Reactor Surge Line under Design-Basis and Grid-Load-Following Loading Conditions

Argonne National Laboratory in support of the Department of Energy’s Light Water Reactor Sustainability (LWRS) program. The present semi-annual report covers the period between May 2018 and September 2018. In this report, we present the work performed to further improve the capability for structural integrity prediction. Part of this work focused on validating a computational fluid dynamics model for modeling thermal stratification. We also present finite element (FE) model based thermal-mechanical stress analysis of a pressurized water reactor (PWR) surge line under grid-load-following loading condition. In addition, we present work related to end-of-life prediction of a PWR surge line based on ASME code and NUREG-6909 deterministic approaches under design-basis and grid-load-following conditions. Our research in this report period also majorly involved with the development of a strategy for probabilistic fatigue life estimation. First, we applied a Weibull probabilistic modeling approach based on end-of-life fatigue data (traditional S~N data under in-air and PWR water conditions) to estimate the probabilistic life for a given strain amplitude. Second, we developed a data analytics based Markov-Chain-Monte-Carlo (MCMC) model for probabilistic modeling of time-series fatigue damage states and the associated probabilistic end-of-life of a component. Unlike the Weibull type approach, the MCMC type may not require a large number of fatigue tests for estimating the end-of-life for given loading and environmental conditions. We demonstrated the use of this framework through symmetric fatigue tests (stress- or strain-ontrolled tests either under in-air or PWR-water conditions) obtained from our earlier experiments. The MCMC model can use base time-series data either obtained from a model or fatigue experiment. Since experimental data are typically more accurate than model-calculated data, we used experiment-based time-series data to demonstrate the MCMC framework. However, when performing a complex experiment is not possible (due to time and costs involved), a model-based approach can be used to generate the time-series data. Similar model-based data are presented in our earlier report (e.g. for cyclic hardening damage states of a PWR surge line under constant amplitude and design-basis loading [1]). However, for the MCMC work in this report, we used experiment-based time-series damage states obtained from fatigue experiments under design-basis and grid-load-following loading conditions. The experimental loading inputs were based on thermal-mechanical FE model results of a typical PWR surge line. Then, we used the experimental time-series damage state data for forecasting the probabilistic time-series damage states and end-of-life of the PWR surge line. Based on this MCMC modeling strategy, and with the assumed loading, environment and thermal-mechanical boundary conditions, we have estimated that a 316SS-pure base metal PWR surge line would survive at least 159 years with zero failure probability.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2024

Probabilistic Assessment of Structural Integrity

A probability-based approach, combining deterministic and probabilistic methods, was developed for analyzing building and component failures, which are especially crucial for complex structures like nuclear power plants. This method links finite element and probabilistic software to assess structural integrity under static and dynamic loads. This study uses NEPTUNE software, which is validated, for a deterministic transient analysis and ProFES software for probabilistic models. In a case study, deterministic analyses with varied random variables were transferred to ProFES for probabilistic analyses of piping failure and wall damage. A Monte Carlo Simulation, First-Order Reliability Method, and combined methods were employed for probabilistic analyses under severe transient loading, focusing on a postulated accident at the Ignalina Nuclear Power Plant. The study considered uncertainties in material properties, component geometry, and loads. The results showed the Monte Carlo Simulation method to be conservative for high failure probabilities but less so for low probabilities. The Response Surface/Monte Carlo Simulation method explored the impact load–failure probability relationship. Given the uncertainties in material properties and loads in complex structures, a deterministic analysis alone is insufficient. Probabilistic analysis is imperative for extreme loading events and credible structural safety evaluations.

Mathematics↗
DOE OSTI2019

Review and categorization of existing studies on the estimation of probabilistic failure metrics for Reactor Coolant Pressure Boundary piping and steam generator tubes in Nuclear Power Plants

This article presents the first output of the International Atomic Energy Agency (IAEA) Coordinated Research Project (CRP), titled Methodology for Assessing Pipe Failure Rates in Advanced Water-Cooled Reactors (AWCRs), launched in 2018. This IAEA CRP is aimed at developing a good-practices document for estimating the probabilistic failure metrics of piping in AWCRs. The reliability of piping that comprise the Reactor Coolant Pressure Boundary (RCPB) is important for maintaining safe and stable operations of Nuclear Power Plants (NPPs) because failure of those piping components could lead to undesirable consequences, such as plant shutdown, costly repair, the occurrence of Loss-of-Coolant Accidents (LOCAs) and, possibly, subsequent core damage or large release events. Probabilistic failure metrics (e.g., failure rate, failure frequency, or failure probability) of RCPB components are the key inputs to the Probabilistic Safety/Risk Assessment (PSA/PRA) and risk management of NPPs. The estimation of probabilistic failure metrics, however, is challenging, especially for AWCRs, due to the lack of operating experience. Therefore, as the first step of the IAEA CRP activities, this paper is developed to provide a literature review of the existing studies (from 2000 to April 2019) on the estimation of probabilistic failure metrics for RCPB piping and Steam Generator (SG) tubes of NPPs and to categorize them based on four criteria: (1) explicitness of incorporation of physical failure mechanisms; (2) types of failure characterization; (3) types of physical models for degradation; and (4) explicitness of consideration of maintenance. The existing studies are also analyzed from the viewpoint of the following key aspects: (i) uncertainty analysis, (ii) sensitivity analysis, (iii) validation strategies, and (iv) the areas of applications.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

A review on the integration of probabilistic solar forecasting in power systems

As one of the fastest growing renewable energy sources, the integration of solar power poses great challenges to power systems due to its variable and uncertain nature. As an effective approach to promote the integration of solar power in power systems, the value of probabilistic forecasts is being increasingly recognized in the recent decade. While the current use of probabilistic forecasts in power systems is limited, enormous amount of research has been conducted to promote the adoption of probabilistic forecasts and many methods have been proposed. This paper gives a comprehensive review on how probabilistic solar forecasts are utilized in power systems to address the challenges. Potential methods to deal with uncertainties in power systems are summarized, such as probabilistic load flow models, stochastic optimization, robust optimization, and chance constraints. Additionally, specific areas where these methods can be applied are discussed and state-of-the-art studies are summarized.

14 SOLAR ENERGY↗
DOE OSTI2014

SU-E-I-87: Automated Liver Segmentation Method for CBCT Dataset by Combining Sparse Shape Composition and Probabilistic Atlas Construction

Purpose: The aiming of this study was to extract liver structures for daily Cone beam CT (CBCT) images automatically. Methods: Datasets were collected from 50 intravenous contrast planning CT images, which were regarded as training dataset for probabilistic atlas and shape prior model construction. Firstly, probabilistic atlas and shape prior model based on sparse shape composition (SSC) were constructed by iterative deformable registration. Secondly, the artifacts and noise were removed from the daily CBCT image by an edge-preserving filtering using total variation with L1 norm (TV-L1). Furthermore, the initial liver region was obtained by registering the incoming CBCT image with the atlas utilizing edge-preserving deformable registration with multi-scale strategy, and then the initial liver region was converted to surface meshing which was registered with the shape model where the major variation of specific patient was modeled by sparse vectors. At the last stage, the shape and intensity information were incorporated into joint probabilistic model, and finally the liver structure was extracted by maximum a posteriori segmentation.Regarding the construction process, firstly the manually segmented contours were converted into meshes, and then arbitrary patient data was chosen as reference image to register with the rest of training datasets by deformable registration algorithm for constructing probabilistic atlas and prior shape model. To improve the efficiency of proposed method, the initial probabilistic atlas was used as reference image to register with other patient data for iterative construction for removing bias caused by arbitrary selection. Results: The experiment validated the accuracy of the segmentation results quantitatively by comparing with the manually ones. The volumetric overlap percentage between the automatically generated liver contours and the ground truth were on an average 88%–95% for CBCT images. Conclusion: The experiment demonstrated that liver structures of CBCT with artifacts can be extracted accurately for following adaptive radiation therapy. This work is supported by National Natural Science Foundation of China (No. 61201441), Research Fund for Excellent Young and Middle-aged Scientists of Shandong Province (No. BS2012DX038), Project of Shandong Province Higher Educational Science and Technology Program (No. J12LN23), Jinan youth science and technology star (No.20120109)

60 APPLIED LIFE SCIENCES↗
DOE OSTI2021

Probabilistic Day-Ahead Forecasting Using an Analog Ensemble Approach for Wind Farm Grid Services

Wind resource assessment and wind power forecasting are used in research and industry to anticipate future power output at scales ranging from individual wind turbines to entire wind farms. Probabilistic day-ahead wind forecasting is useful for anticipating how a wind farm could potentially participate in the day-ahead market by providing upper and lower bounds for expected power generation, thus informing grid operators of its uncertainty. Understanding this uncertainty is part of a larger project focused on building a platform that combines efforts in weather forecasting, aerodynamic and economic modeling to create maximum value of a wind plant to better provide services to the grid. This effort is also known as the Atmosphere to Electrons to Grid (A2E2G) project. One method for producing a probabilistic forecast is through the analog ensemble approach (Delle Monache et al., 2011). This method leverages historical forecasts and their corresponding observations as a training data set from which future forecasts can be made. For some future forecast, the most similar historical forecasts (analogs) are identified on a regular time basis such as once per a 3-hour window. The most similar analogs, based on a metric such as root mean square error (RMSE), are recorded and their corresponding verifying observations are used as an ensemble member for this future forecast. Prior work in this area demonstrates improvements over raw Numerical Weather Prediction (NWP) forecasts and shows skill similar to techniques such as logistic regression and machine learning (Delle Monache et al., 2013; Alessandrini et al., 2015). Here, we take the High-Resolution Rapid Refresh model (HRRR) day-ahead forecast (0-36 hours) to create a probabilistic day-ahead forecast using an analog ensemble approach. The HRRR has an hourly temporal resolution, with a spatial resolution of 3 km. The 12 UTC HRRR model run is downloaded every day for one year from August 2019 - July 2020, with the first 11 months serving as a bank of analogs from which the forecasting algorithm can create a probabilistic forecast. Once downloaded, the original HRRR forecast is temporally interpolated to 5-minutes, aligning with both the temporal resolution of the observations as well as the timescale relevant for day-ahead power forecasts. The forecast is validated at the M2 tower at the Flatirons Campus of the National Renewable Energy Laboratory (NREL) at a typical wind turbine height of 80 m. Variables such as wind speed, wind direction, and turbulence intensity are incorporated into the probabilistic forecast model and weighted according to their relative importance to the forecast. Based on metrics such as mean bias error (MBE), mean absolute error (MAE), and root mean square error, the analog ensemble forecast outperforms the raw HRRR forecast during the testing period of July 2020. Figure 1 illustrates an example day-ahead forecast compared against the verifying observations. The general variability and ramps are captured throughout the day, with potential to further improve the analog ensemble model through machine learning techniques.

numerical weather prediction↗
DOE OSTI2022

How Can Probabilistic Solar Power Forecasts Be Used to Lower Costs and Improve Reliability in Power Spot Markets? A Review and Application to Flexiramp Requirements

Net load uncertainty in electricity spot markets is rapidly growing. There are five general approaches by which system operators and market participants can use probabilistic forecasts of wind, solar, and load to help manage this uncertainty. These include operator situation awareness, resource risk hedging, reserves procurement, definition of contingencies, and explicit stochastic optimization. We review these approaches, and then provide a case study in which a method for using probabilistic solar forecasts to define needs for reserves is developed and evaluated. The case study has three parts. First, we describe building blocks for enhancing the Watt-Sun solar forecasting system to produce probabilistic irradiance and power forecasts. Second, relationships between Watt-Sun forecasts for multiple sites in California and the system's need for flexible ramp capability (flexiramp) are defined by machine learning and statistical methods. Third, the performance of present methods to defining flexiramp requirements, which are not conditioned on weather and renewables forecasts, is compared with that of probabilistic solar forecast-based requirements, using a multi-timescale production costing model with an 1820-bus representation of the WECC power system. Significant potential savings in fuel and flexiramp procurement costs from using solar-informed reserve requirements are found.

14 SOLAR ENERGY↗
DOE OSTI2021

A probabilistic creep model incorporating test condition, initial damage, and material property uncertainty

Uncertainty is prevalent in the creep resistance of alloys, where at elevated temperature and low pressure, rupture can range across logarithmic decades. In this study, a probabilistic continuum-damage-mechanics (CDM)-based model is derived to capture the uncertainty of creep resistance. To meet this objective, creep data for alloy 304 Stainless Steel is gathered. A constitutive model, “Sinh”, is calibrated deterministically to determine the statistical variability of the material properties. Three sources of uncertainty are injected into the model: test condition (stress and temperature), initial damage, and material properties. Probabilistic simulations are carried out by (a) calibrating probability distribution functions (pdfs) for each source of uncertainty (b) randomly sampling the pdfs using Monte Carlo methods and (c) executing simulations to replicate the uncertain creep behavior. A sensitivity analysis is performed to evaluate the relative effect of each source of uncertainty. In full probabilistic simulations, the cumulative uncertainty of creep behavior is evaluated. The probabilistic model accurately predicts the creep deformation and rupture of the available experiments. The probabilistic model is validated for interpolation but lacks extrapolation ability. Several future works are proposed to further improve the model.

36 MATERIALS SCIENCE↗
DOE OSTI2018

Correlation between EVs and Other Loads in Probabilistic Load Flow for Distribution Systems

To date, most probabilistic studies have assumed independence between the various loads and other inputs on the distribution system. It is well know however, that this is typically not the case. The work presented in the paper expands upon a previous unbalanced three-phase probabilistic load flow study on a residential feeder with a 50 % penetration of electric vehicles, under three different charging schemes where different correlation scenarios between the load flow inputs are considered. The data for the probabilistic load flow study are derived from a voltage dependent time-variant deterministic load flow. Here the deterministic load flow data are examined further to gain a better understanding of the correlation between the customer and electric vehicle charging loads, and how different charging schemes may impact it further. Four different correlation scenarios are then created and details on how the probabilistic load flow inputs are created is also presented; demonstrating the need for better analysis on the correlation between system inputs. This paper hopes to open the discussion and start the push for future research into understanding the correlation and effects of various system inputs on the probabilistic nature of distribution systems, and how to apply this knowledge to future studies.

Melhorn, Alexander C.↗
DOE OSTI2015

Initial Probabilistic Evaluation of Reactor Pressure Vessel Fracture with Grizzly and Raven

The Grizzly code is being developed with the goal of creating a general tool that can be applied to study a variety of degradation mechanisms in nuclear power plant components. The first application of Grizzly has been to study fracture in embrittled reactor pressure vessels (RPVs). Grizzly can be used to model the thermal/mechanical response of an RPV under transient conditions that would be observed in a pressurized thermal shock (PTS) scenario. The global response of the vessel provides boundary conditions for local models of the material in the vicinity of a flaw. Fracture domain integrals are computed to obtain stress intensity factors, which can in turn be used to assess whether a fracture would initiate at a pre-existing flaw. These capabilities have been demonstrated previously. A typical RPV is likely to contain a large population of pre-existing flaws introduced during the manufacturing process. This flaw population is characterized stastistically through probability density functions of the flaw distributions. The use of probabilistic techniques is necessary to assess the likelihood of crack initiation during a transient event. This report documents initial work to perform probabilistic analysis of RPV fracture during a PTS event using a combination of the RAVEN risk analysis code and Grizzly. This work is limited in scope, considering only a single flaw with deterministic geometry, but with uncertainty introduced in the parameters that influence fracture toughness. These results are benchmarked against equivalent models run in the FAVOR code. When fully developed, the RAVEN/Grizzly methodology for modeling probabilistic fracture in RPVs will provide a general capability that can be used to consider a wider variety of vessel and flaw conditions that are difficult to consider with current tools. In addition, this will provide access to advanced probabilistic techniques provided by RAVEN, including adaptive sampling and parallelism, which can dramatically decrease run times.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2016

Probabilistic Fracture Mechanics of Reactor Pressure Vessels with Populations of Flaws

This report documents recent progress in developing a tool that uses the Grizzly and RAVEN codes to perform probabilistic fracture mechanics analyses of reactor pressure vessels in light water reactor nuclear power plants. The Grizzly code is being developed with the goal of creating a general tool that can be applied to study a variety of degradation mechanisms in nuclear power plant components. Because of the central role of the reactor pressure vessel (RPV) in a nuclear power plant, particular emphasis is being placed on developing capabilities to model fracture in embrittled RPVs to aid in the process surrounding decision making relating to life extension of existing plants. A typical RPV contains a large population of pre-existing flaws introduced during the manufacturing process. The use of probabilistic techniques is necessary to assess the likelihood of crack initiation at one or more of these flaws during a transient event. This report documents development and initial testing of a capability to perform probabilistic fracture mechanics of large populations of flaws in RPVs using reduced order models to compute fracture parameters. The work documented here builds on prior efforts to perform probabilistic analyses of a single flaw with uncertain parameters, as well as earlier work to develop deterministic capabilities to model the thermo-mechanical response of the RPV under transient events, and compute fracture mechanics parameters at locations of pre-defined flaws. The capabilities developed as part of this work provide a foundation for future work, which will develop a platform that provides the flexibility needed to consider scenarios that cannot be addressed with the tools used in current practice.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2019

A two-step short-term probabilistic wind forecasting methodology based on predictive distribution optimization

With increasing wind penetrations into electric power systems, probabilistic wind forecasting becomes more critical to power system operations because of its capability of quantifying wind uncertainties. In this paper, a two-step probabilistic wind forecasting approach based on pinball loss optimization is developed. First, a multimodel machine learning-based ensemble deterministic forecasting framework is adopted to generate deterministic forecasts. The deterministic forecast is assumed to be the mean value of the predictive distribution at each forecasting time stamp. Then, the optimal unknown parameter (i.e., standard deviation) of the predictive distribution is estimated by a support vector regression surrogate model based on the deterministic forecasts. Lastly, probabilistic forecasts are generated from the predictive distribution. Numerical results of case studies at eight locations show that the developed two-step probabilistic forecasting methodology has improved the pinball loss metric score by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗
DOE OSTI2016

A real-time probabilistic channel flood-forecasting model based on the Bayesian particle filter approach

Reliable real-time probabilistic flood forecasting is critical for effective water management and flood protection all over the world. In this study, we develop a real-time probabilistic channel flood-forecasting model by combining a channel hydraulic model with the Bayesian particle filter approach. The new model is tested in the upstream river reach of Three Gorges Dam (TGD) on the Yangtze River, China. Stage observations at seven hydrological stations are used simultaneously to adjust the Manning's roughness coefficients and to update discharges and stages along the river reach to attain reliable probabilistic flood forecasting. The synthetic experiments are applied to demonstrate the new model's correction and forecasting performances. The real-world experiments show that the new model can make accurate flood forecasting as well as derive reliable intervals for different confidence levels. The new probabilistic flood forecasting model not only outperforms the existing deterministic channel flood-forecasting models in accuracy, but also provides a more robust tool with which to incorporate uncertainty into flood-control efforts.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

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↗
DOE OSTI2024

Probabilistic Context Neighborhood model for lattices

Here we present the Probabilistic Context Neighborhood model designed for two-dimensional lattices as a variation of a Markov random field assuming discrete values. In this model, the neighborhood structure has a fixed geometry but a variable order, depending on the neighbors’ values. Our model extends the Probabilistic Context Tree model, originally applicable to one-dimensional space. It retains advantageous properties, such as representing the dependence neighborhood structure as a graph in a tree format, facilitating an understanding of model complexity. Furthermore, we adapt the algorithm used to estimate the Probabilistic Context Tree to estimate the parameters of the proposed model. We illustrate the accuracy of our estimation methodology through simulation studies. Additionally, we apply the Probabilistic Context Neighborhood model to spatial real-world data, showcasing its practical utility.

97 MATHEMATICS AND COMPUTING↗