Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic Algorithms”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 505 records · Page 28

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

Probabilistic Look-ahead Contingency Analysis Integration with Commercial Tool and Practical Data

This paper presents an initial effort of integrating a smart sampling-based probabilistic look-ahead contingency analysis algorithm with General Electric (GE) Grid Solutions’ commercial energy management system (EMS) tool as a proof-of-concept for a seamless research tool integration using real world large-scale grid data. With the increasing impact of random forces such as variable generation and load, their stochastic behaviors cannot be ignored. However, the current practices are still dominated by deterministic tools. They are becoming increasingly inadequate for the future grid. The developed look-ahead contingency analysis algorithm incorporates forecast errors of variable energy and load to address the challenges brought by the increasing uncertainty of power system. The algorithm can reveal the potential violations caused by the variance of variable energy and load that are not normally detected by traditional deterministic approaches. To test its performance under practical environments ( real data with real commercial tool), significant efforts have been made to prepare test cases, modify GE EMS tool, and adapt an extreme value distribution algorithm to analyze the GE EMS’s violation-only outputs. The test results clearly demonstrate the effectiveness of the developed algorithm as new transformer violations that were not previously detected have been identified. This performance provides better situational awareness to engineers for their decision-making process under uncertainty. Moreover, with the discussion of computational performance and future work, this paper has shown a clear path for integrating the probabilistic algorithm with commercial tools to make us better equipped for the changing power system.

Modeling and simulation of power systems, constrai↗

Grain boundary structure search by using an evolutionary algorithm with effective mutation methods

Grain boundaries (GBs) accommodate the misorientation between adjacent grains in a polycrystalline material. GBs are geometrically described by the macroscopic and microscopic degrees of freedom. Besides, at the atomistic level, GBs exhibit complicated behaviors under varying thermodynamic conditions. The complexity of atomistic GB structures demands stochastic searching for possible states. The effectiveness of stochastic search methods relies on techniques to recreate and select atomistic structures. In this work, we developed a new mutation operator that can induce direct and collective atomistic structure changes to boost the search efficiency of exploring GB structures with evolutionary algorithms (EA). We implemented the mutation methods along with innovative selection, crossover, boundary condition preprocessing methods to form an EA-based package to explore GB structures in grand canonical ensembles with atomistic simulations. We used this package to study the [001] symmetric tilt grain boundaries (STGBs) in FCC copper (Cu), the [110] STGBs in BCC tungsten (W), and the $[1\bar{2}10]$ STGBs in HCP magnesium (Mg). The results show that our design and implementation based on new mutation procedures, selection, and boundary conditions provide a high-quality search of atomistic GB structures in the grand canonical ensemble for different crystal lattices.

36 MATERIALS SCIENCE↗

Machine Learning-Assisted High-Temperature Reservoir Thermal Energy Storage Optimization: Numerical Modeling and Machine Learning Input and Output Files

This data set includes the numerical modeling input files and output files used to synthesize data, and the reduced-order machine learning models trained from the synthesized data for reservoir thermal energy storage site identification. In this study, a machine-learning-assisted computational framework is presented to identify High-Temperature Reservoir Thermal Energy Storage (HT-RTES) site with optimal performance metrics by combining physics-based simulation with stochastic hydrogeologic formation and thermal energy storage operation parameters, artificial neural network regression of the simulation data, and genetic algorithm-enabled multi-objective optimization. A doublet well configuration with a layered (aquitard-aquifer-aquitard) generic reservoir is simulated for cases of continuous operation and seasonal-cycle operation scenarios. Neural network-based surrogate models are developed for the two scenarios and applied to generate the Pareto fronts of the HT-RTES performance for four potential HT-RTES sites. The developed Pareto optimal solutions indicate the performance of HT-RTES is operation-scenario (i.e., fluid cycle) and reservoir-site dependent, and the performance metrics have competing effects for a given site and a given fluid cycle. The developed neural network models can be applied to identify suitable sites for HT-RTES, and the proposed framework sheds light on the design of resilient HT-RTES systems. All the simulations and the neural network model were done by Idaho National Laboratory. A detailed description of the work was reported in publication linked below.

15 GEOTHERMAL ENERGY↗

Stochastic analysis of multiple-passband spectral classifications systems affected by observation errors

The classification of targets viewed by a pushbroom type multiple band spectral scanner by algorithms suitable for implementation in high speed online digital circuits is considered. A class of algorithms suitable for use with a pipelined classifier is investigated through simulations based on observed data from agricultural targets. It is shown that time distribution of target types is an important determining factor in classification efficiency.

Tsokos, C. P.↗

Impacts of floating-point non-associativity on reproducibility for HPC and deep learning applications

Run to run variability in parallel programs caused by floating-point non-associativity has been known to significantly affect reproducibility in iterative algorithms, due to accumulating errors. Non-reproducibility can critically affect the efficiency and effectiveness of correctness testing for stochastic programs. Recently, the sensitivity of deep learning training and inference pipelines to floating-point non-associativity has been found to sometimes be extreme. It can prevent certification for commercial applications, accurate assessment of robustness and sensitivity, and bug detection. New approaches in scientific computing applications have coupled deep learning models with high-performance computing, leading to an aggravation of debugging and testing challenges. Here we perform an investigation of the statistical properties of floating-point non-associativity within modern parallel programming models, and analyze performance and productivity impacts of replacing atomic operations with deterministic alternatives on GPUs. We examine the recently-added deterministic options in PyTorch within the context of GPU deployment for deep learning, uncovering and quantifying the impacts of input parameters triggering run to run variability and reporting on the reliability and completeness of the documentation. Finally, we evaluate the strategy of exploiting automatic determinism that could be provided by deterministic hardware, using the Groq LPUTM accelerator for inference portions of the deep learning pipeline. We demonstrate the benefits that a hardware-based strategy can provide within reproducibility and correctness efforts.

Shanmugavelu, Sanjif↗

Multispectral data acquisition and classification - Computer modeling for smart sensor design

In this paper a model of the processes involved in multispectral remote sensing and data classification is developed as a tool for designing and evaluating smart sensors. The model has both stochastic and deterministic elements and accounts for solar radiation, atmospheric radiative transfer, surface reflectance, sensor spectral reponses, and classification algorithms. Preliminary results are presented which indicate the validity and usefulness of this approach. Future capabilities of smart sensors will ultimately be limited by the accuracy with which multispectral remote sensing processes and their error sources can be computationally modeled.

Park, S. K.↗

Linear system identification via backward-time observer models

This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.

Juang, Jer-Nan↗

Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

Jones, Robert L.↗

Intelligent load pattern modeling and denoising using improved variational mode decomposition for various calendar periods

This paper proposes a novel approach to identify the load patterns considering calendar impact and denoising process, which advances the state of art of load identification and load forecasting to a more flexible and adaptive extent by revealing the correlation between load profile and the substantial influence factors. With the rapid development and the promising application of energy intemet and grid modernization, the accurate load modeling and forecasting especially by load pattern modeling (LPM) have become more and more critical to observe and estimate load profile so as to optimize the operation efficiency of the power grid. Traditional methods mostly focus on the static LPM itself which are unable to account the non-linear and highly dynamic load fluctuations in order to balance the demand of the power grid during various calendar period (VCP) scheduling. In this paper, a load pattern modeling method for power grid considering the impact of typical calendar effects is proposed using a combination of improved variational mode decomposition (IVMD) and deep belief network (DBN) algorithm. Firstly, an index of load curve curvature (LCC) is proposed to improve the selection of value K in the conventional VMD algorithm. The value K of the intrinsic modality is determined by adopting LCC to better quantify the average instantaneous frequency of the modal decomposition of the VMD and to reduce the elevated stochasticity of k. Secondly, an optimization formulation is developed based on adaptive segmented loop decomposition of the typical correlation coefficient to suppress the edge effect in VMD decomposition, which would enable the reconstructed curve to incorporate the variabilities from the initial data. Finally, the IVMD and DBN algorithms are jointly implemented to optimize the accuracy of VCP load pattern modeling curve regression. Numerical examples have been performed with the results proving that the proposed method significantly outperforms the state-of-art in reducing the modeling error of VCP load curve, improving the overall forecasting accuracy, and reducing load dispatching cost.

deep belief network↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗

Enhancing Distribution System Resilience: A First-Order Meta-RL Algorithm for Critical Load Restoration

The increasing frequency of extreme events and the integration of distributed energy resources (DERs) into modern grids have elevated the need for resilient and efficient critical load restoration strategies in distribution systems. However, the stochastic nature of renewable DERs, limited energy resource availability and the intricate nonlinearities inherent in complex grid control problem make the problem challenging. Although reinforcement learning (RL) and warm-start RL methods have shown promising results, their performance often falls short in rapidly adapting to new, unseen situations and typically requires exhaustive problem-specific tuning. To address these gaps, we propose a First-Order Meta-based RL (FOM-RL) algorithm within an online framework for adaptive and robust critical load restoration. By harnessing local DERs as the enabling technology, FOM-RL allows the RL agent to swiftly adapt to new unseen scenarios by leveraging previously acquired knowledge of different tasks. Experimental results provide evidence that proposed algorithm learns more efficiently and showcases generalization capabilities across diverse set of operational scenarios. Moreover, a rigorous theoretical analysis yields a tight sublinear regret bound, sensitive to temporal variability, with a task-averaged optimality gap bounded by O(VM+D*/(Tsquare root(M))). These results suggest that optimality improves with task similarity and an increased number of tasks M, reaffirming the efficacy and scalability of the proposed approach in addressing the complexities of critical load restoration in distribution systems.

complexity theory↗

An agent-based blackboard system for multi-objective optimization

In the field of multi-objective optimization, there are a multitude of algorithms from which to choose. Each algorithm has strengths and weaknesses associated with the mechanics for finding the Pareto front. Recently, researchers have begun to examine how multi-agent environments can be used to help solve multi-objective optimization problems. In this work, we propose a multi-objective optimization algorithm based on a multi-agent blackboard system (MABS). The MABS framework allows for multiple agents to read and write pertinent optimization problem data to a central blackboard agent. Agents can stochastically search the design space, use previously discovered solutions to explore local optima, or update and prune the Pareto front. A centralized blackboard framework allows the optimization problem to be solved in a cohesive manner and permits stopping, restarting, or updating the optimization problem. The MABS framework is tested against three alternative optimization algorithms across a suite of engineering design problems and typically outperforms the other algorithms in discovering the Pareto front. A parallelizability study is performed where we find that the MABS is able to evaluate a set number of designs, which require an evaluation time ranging from 0 to 300 seconds, quicker than a traditional optimization algorithm: this fact becomes more apparent the longer it takes to evaluate a design. To provide context for the benefits provided by MABS, a real-world nuclear engineering design problem is examined. MABS is used to examine the placement of experiments in a nuclear reactor, where we are able to evaluate hundreds of configurations for experimental placement while maintaining a strict set of safety constraints.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Machine-learning-assisted high-temperature reservoir thermal energy storage optimization

High-temperature reservoir thermal energy storage (HT-RTES) has the potential to become an indispensable component in achieving the goal of the net-zero carbon economy, given its capability to balance the intermittent nature of renewable energy generation. In this study, a machine-learning-assisted computational framework is presented to co-optimize the performance metrics of HT-RTES by combining physics-based simulation with stochastic hydrogeologic formation and thermal energy storage operation parameters, artificial neural network regression of the simulation data, and genetic algorithm-enabled multi-objective optimization. A doublet well configuration with a layered (aquitard-aquifer-aquitard) generic reservoir is simulated for cases of continuous operation and seasonal-cycle operation scenarios. Further, neural network-based surrogate models are developed for the two scenarios and applied to generate the Pareto fronts of the HT-RTES performance for four potential HT-RTES sites. The developed Pareto optimal solutions indicate the performance of HT-RTES is operation-scenario (i.e., fluid cycle) and reservoir-site dependent, and the performance metrics have competing effects for a given site and a given fluid cycle. The developed neural network models can be applied to identify suitable sites for HT-RTES, and the proposed framework sheds light on the design of resilient HT-RTES systems.

15 GEOTHERMAL ENERGY↗

Elastic distributed training with fast convergence and efficient resource utilization

Distributed learning is now routinely conducted on cloud as well as dedicated clusters. Training with elastic resources brings new challenges and design choices. Prior studies focus on runtime performance and assume a static algorithmic behavior. In this work, by analyzing the impact of of resource scaling on convergence, we introduce schedules for synchronous stochastic gradient descent that proactively adapt the number of learners to reduce training time and improve convergence. Our approach no longer assumes a constant number of processors throughout training. In our experiment, distributed stochastic gradient descent with dynamic schedules and reduction momentum achieves better convergence and significant speedups over prior static ones. Numerous distributed training jobs running on cloud may benefit from our approach.

Cong, Guojing↗

A Novel Transactive Energy Control Mechanism for Collaborative Networked Microgrids

Collaboration of networked microgrids (NMGs) with diverse generation sources is a promising solution to smooth volatile generation output and enhance the utilization efficiency of renewable energies. In addition to centralized and decentralized collaboration mechanisms, transactive energy control (TEC) is an emerging and effective market-based control to enable energy transactions among distributed entities such as NMGs. However, existing studies on TEC suffer from several major weaknesses such as unconstrained/simplified model formulations and slow convergence rates. This paper proposes here a novel TEC mechanism to tackle these weaknesses. First, the centralized mechanism, de-centralized mechanism, and subgradient-based TEC mechanism to coordinate the operation of NMGs are briefly reviewed and modeled by a scenario-based stochastic optimization method. A new TEC mechanism is then proposed, consisting of a TEC framework, mathematical model, pricing rule, and algorithm. The optimality of the proposed TEC mathematical model and pricing rule is demonstrated. The effectiveness of the proposed TEC mechanism is verified in case studies where the NMGs operate in grid-connected, islanded, and congested modes. The advantages of the proposed TEC mechanism are also illustrated through comparisons with the centralized mechanism, decentralized mechanism, and subgradient-based TEC mechanism.

24 POWER TRANSMISSION AND DISTRIBUTION↗