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At least 55 records · Page 3

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach to address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.

09 BIOMASS FUELS↗

Final Technical Report: Distributed Controls for High Penetrations of Renewables

The goal of this effort was to apply four potential control analysis/design approaches to the design of distributed grid control systems to address the impact of latency and communications uncertainty with high penetrations of photovoltaic (PV) generation. The four techniques considered were: optimal fixed structure control; Nyquist stability criterion; vector Lyapunov analysis; and Hamiltonian design methods. A reduced order model of the Western Electricity Coordinating Council (WECC) developed for the Matlab Power Systems Toolbox (PST) was employed for the study, as well as representative smaller systems (e.g., a two-area, three-area, and four-area power system). Excellent results were obtained with the optimal fixed structure approach, and the methodology we developed was published in a journal article. This approach is promising because it offers a method for designing optimal control systems with the feedback signals available from Phasor Measurement Unit (PMU) data as opposed to full state feedback or the design of an observer. The Nyquist approach inherently handles time delay and incorporates performance guarantees (e.g., gain and phase margin). We developed a technique that works for moderate sized systems, but the approach does not scale well to extremely large system because of computational complexity. The vector Lyapunov approach was applied to a two area model to demonstrate the utility for modeling communications uncertainty. Application to large power systems requires a method to automatically expand/contract the state space and partition the system so that communications uncertainty can be considered. The Hamiltonian Surface Shaping and Power Flow Control (HSSPFC) design methodology was selected to investigate grid systems for energy storage requirements to support high penetration of variable or stochastic generation (such as wind and PV) and loads. This method was applied to several small system models.

14 SOLAR ENERGY↗

Ultra-thin and strong formvar-based membranes with controlled porosity for micro- and nano-scale systems

Here, we present a methodology for developing ultra-thin and strong formvar-based membranes with controlled morphologies. Formvar is a thin hydrophilic and oleophilic polymer inert to most chemicals and resistant to radiation. The formvar-based membranes are viable materials as support structures in micro- and macro-scale systems depending on thinness and porosity control. Tunable sub-micron thick porous membranes with 20%–65% porosity were synthesized by controlling the ratios of formvar, glycerol, and chloroform. This synthesis process does not require complex separation or handling methods and allows for the production of strong, thin, and porous formvar-based membranes. An expansive array of these membrane characterizations including chemical compatibility, mechanical responses, wettability, as well as the mathematical simulations as a function of porosity has been presented. The wide range of chemical compatibility allows for membrane applications in various environments, where other polymers would not be suitable. Our formvar-based membranes were found to have an elastic modulus of 7.8 GPa, a surface free energy of 50 mN m -1 and an average thickness of 125 nm. Stochastic model simulations indicate that formvar with the porosity of ~50% is the optimal membrane formulation, allowing the most material transfer across the membrane while also withstanding the highest simulated pressure loadings before tearing. Development of novel, resilient and versatile membranes with controlled porosity offers a wide range of exciting applications in the fields of nanoscience, microfluidics, and MEMS.

36 MATERIALS SCIENCE↗

Data-Driven Unit Commitment Refinement - a Scalable Approach for Complex Modern Power Grids

Integration of renewable generation, which is often intermittent and decentralized, substantially increases the stochasticity and complexity of power grid operations. Future power systems planning will require significant computational capability to evaluate balance between demand and supply under varying conditions, both temporally and spatially. The standard approach for generation unit commitment is to use mixed-integer linear programming to find the optimal generation schedule considering ramping and generator constraints. In the future grid this poses computational scalability challenges because generation and demand are not known with certainty due to stochasticity in weather and complexity of the grid. To address this challenge, we present a data-driven unit commitment approach that can efficiently include stochastic weather impacts and contingency considerations to improve unit commitment. Our approach uses graph-based data analytics techniques on solutions to the security constrained (and possibly stochastic) economic dispatch problem to identify potential improvements to a given unit commitment. Recent breakthroughs in fully-parallel stochastic economic dispatch software allow this approach to be scalably deployed. Simulations on synthetic South Carolina and Texas grids show this method can improve grid reliability with security constraints over a set of contingencies, while also meaningfully lowering total generation cost.

Holt, Timothy↗

Implementation of Feldman-Cousins Corrections and Oscillation Calculations in the HPC Environment for the NOvA Experiment

Analysis of neutrino oscillation data involves a combination of complex fitting procedures and statistical correction techniques that are used to determine the full three-flavor PMNS parameters and constraint contours. These techniques rely on computationally intensive “multi-universe” stochastic modeling. The process of calculating these contours and corrections can dominate final stages of the data analysis and become a bottleneck for examining the ef-fect of systematic variations on the final results. As part of the DOE SciDAC-4 sponsored research program, we present a new implementation of a neutrino oscillation fitting and framework to carry out calculations of Feldman-Cousins corrections. This implementation is specifically designed and optimized to operate on modern High-Performance Computing (HPC) facilities. We present the performance of the system in calculating allowed regions for the NOvA experiment based on 8.9 x 1020 and 6.9 x 1020 protons-on-target (POT) neutrino and antineutrino datasets, and compare the performance of this new implementation run at the NERSC supercomputing facility with that from methods used previously by the NOvA collaboration running on grid computing facilities.

Sousa, Alexandre↗

Evaluating the feasibility of using downwind methods to quantify point source oil and gas emissions using continuously monitoring fence-line sensors

The dependable reporting of methane (CH 4 ) emissions from point sources, such as fugitive leaks from oil and gas infrastructure, is important for profit maximization (retaining more hydrocarbons), evaluating climate impacts, assessing CH 4 fees for regulatory programs, and validating CH 4 intensity in differentiated gas programs. Currently, there are disagreements between emissions reported by different quantification techniques for the same sources. It has been suggested that downwind CH 4 quantification methods using CH 4 measurements on the fence line of production facilities could be used to generate emission estimates from oil and gas operations at the site level, but it is currently unclear how accurate the quantified emissions are. To investigate the accuracy of downwind methods, this study uses fence-line simulated data collected during controlled-release experiments as input for a non-standard closed-path eddy covariance (EC), the Gaussian plume inverse model (GPIM), and the backward Lagrangian stochastic (bLs) model in a range of atmospheric conditions. This study's EC attempt was unsuccessful due to data collection and instrumentation issues, resulting in invalid results characterized by underestimated emissions, large negative fluxes, and cospectra/ogives that deviated from their ideal shapes. Consequently, the EC results could not be compared with the GPIM and bLS model. The bLs model demonstrated the highest accuracy for single-release single-point emissions, though it exhibited greater uncertainty than GPIM under multi-release conditions. Across the GPIM and bLs model, the most reliable quantification was achieved with 15 min averaging and a narrow 5° wind sector range. Although EC was limited in this context, future studies should consider employing a standard EC system and further optimizing GPIM and bLs approaches – particularly for complex multi-source scenarios – to enhance quantification accuracy and reduce uncertainty.

03 NATURAL GAS↗

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.

97 MATHEMATICS AND COMPUTING↗

Emergent Subpopulation Behavior Uncovered with a Community Dynamic Metabolic Model of Escherichia coli Diauxic Growth

ABSTRACT Microbes have adapted to greatly variable environments in order to survive both short-term perturbations and permanent changes. A classical and yet still actively studied example of adaptation to dynamic environments is the diauxic shift of Escherichia coli , in which cells grow on glucose until its exhaustion and then transition to using previously secreted acetate. Here we tested different hypotheses concerning the nature of this transition by using dynamic metabolic modeling. To reach this goal, we developed an open source modeling framework integrating dynamic models (ordinary differential equation systems) with structural models (metabolic networks) which can take into account the behavior of multiple subpopulations and smooth flux transitions between time points. We used this framework to model the diauxic shift, first with a single E. coli model whose metabolic state represents the overall population average and then with a community of two subpopulations, each growing exclusively on one carbon source (glucose or acetate). After introduction of an environment-dependent transition function that determined the balance between subpopulations, our model generated predictions that are in strong agreement with published data. Our results thus support recent experimental evidence that diauxie, rather than a coordinated metabolic shift, would be the emergent pattern of individual cells differentiating for optimal growth on different substrates. This work offers a new perspective on the use of dynamic metabolic modeling to investigate population heterogeneity dynamics. The proposed approach can easily be applied to other biological systems composed of metabolically distinct, interconverting subpopulations and could be extended to include single-cell-level stochasticity. IMPORTANCE Escherichia coli diauxie is a fundamental example of metabolic adaptation, a phenomenon that is not yet completely understood. Further insight into this process can be achieved by integrating experimental and computational modeling methods. We present a dynamic metabolic modeling approach that captures diauxie as an emergent property of subpopulation dynamics in E. coli monocultures. Without fine-tuning the parameters of the E. coli core metabolic model, we achieved good agreement with published data. Our results suggest that single-organism metabolic models can only approximate the average metabolic state of a population, therefore offering a new perspective on the use of such modeling approaches. The open source modeling framework that we provide can be applied to model general subpopulation systems in more-complex environments and can be extended to include single-cell-level stochasticity.

59 BASIC BIOLOGICAL SCIENCES↗

Role of Interactions and Correlations on Collective Dynamics of Molecular Motors Along Parallel Filaments

Cytoskeletal motors known as motor proteins are molecules that drive cellular transport along several parallel cytoskeletal filaments and support many biological processes. Experimental evidences suggest that they interact with the nearest molecules of their filament while performing any mechanical work. These interactions modify the microscopic level properties of motor proteins. In this work, a new version of two-channel totally asymmetric simple exclusion process, that incorporates the intra-channel interactions in a thermodynamically consistent way, is proposed. As the existing approaches for multi-channel systems deviate from analyzing the combined effect of inter and intra-channel interactions, a new approach known as modified vertical cluster mean field is developed. The approach along with Monte Carlo simulations successfully encounters some correlations and computes the complex dynamic properties of the system. Role of symmetry of interactions and inter-channel coupling is observed on the phase diagrams, maximal particle current and its corresponding optimal interaction strength. Surprisingly, for all values of coupling rate and most of the interaction splittings, the optimal interaction strength corresponding to maximal current belongs to the case of weak repulsive interactions. Moreover, for weak interaction splittings and with an increase in the coupling rate, the optimal interaction strength tends towards the known experimental results. The effect of coupling as well as interaction energy is also measured for correlations. They are found to be short-range and weaker for repulsive and weak attractive interactions while they are long-range and stronger for large attractions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Transient anisotropic kernel for probabilistic learning on manifolds

PLoM (Probabilistic Learning on Manifolds) is a method introduced in 2016 for handling small training datasets by projecting an Itô equation from a stochastic dissipative Hamiltonian dynamical system, acting as the MCMC generator, for which the KDE-estimated probability measure with the training dataset is the invariant measure. PLoM performs a projection on a reduced-order vector basis related to the training dataset, using the diffusion maps (DMAPS) basis constructed with a time-independent isotropic kernel. In this paper, we propose a new ISDE projection vector basis built from a transient anisotropic kernel, providing an alternative to the DMAPS basis to improve statistical surrogates for stochastic manifolds with heterogeneous data. The construction ensures that for times near the initial time, the DMAPS basis coincides with the transient basis. For larger times, the differences between the two bases are characterized by the angle of their spanned vector subspaces. The optimal instant yielding the optimal transient basis is determined using an estimation of mutual information from Information Theory, which is normalized by the entropy estimation to account for the effects of the number of realizations used in the estimations. Consequently, this new vector basis better represents statistical dependencies in the learned probability measure for any dimension. Three applications with varying levels of statistical complexity and data heterogeneity validate the proposed theory, showing that the transient anisotropic kernel improves the learned probability measure.

Diffusion maps↗

A BI-LEVEL APPROACH TO FUTURE POWER SYSTEM CO-OPTIMIZATION WITH HIGH PENETRATION OF RENEWABLE ENERGY AND RESPONSIVE DEMAND

Electricity generation accounts for nearly half of the total CO2 emissions in the United States. For this reason, the development and integration of renewable resources will play an essential role in achieving the societal objective of mitigating climate change through reduction of greenhouse gas emissions. In conjunction with the environmental benefits of renewable energy, the most common renewable sources, such as wind and solar, also increase the uncertainties surrounding generation in power systems, which adds significant challenges to the system operation and planning. The uncertainties and forecasting errors surrounding renewable generation are normally addressed through the use of reserves from traditional generators. At greater levels of renewable penetration, sufficient generator reserves may not be available or economically viable. In contrast, the promise of demand-side resources in this arena lies in the spatially widespread availability, rapid response potential, and lower cost of features that already exist in the system. However, the challenge of responsive demand arises from the need to understand, manage, and incentivize a very large number of resources to participate effectively in efficient operation of the complex power system. Since demand response comes from the distribution system, microgrids as the basic building blocks of future distribution systems will be a critical environment for the study of demand response. To support integration of microgrids with flexible loads in future power systems, the operational mode of power systems will need to evolve. Therefore, it is going to be critical to have new and efficient co-optimization methods for coordination of the various power market participants and the scheduling of resources in the power systems of the future. Motivated by the rapid increase in renewable penetration, the need for effective demand response programs, and a changing system structure, this dissertation seeks to define a new strategy that supports co-optimization of various participants in power systems with emphasis on high renewable penetration and demand response. This strategy has three components; 1) an exploration of the capabilities of different types of demand response programs in a microgrid, 2) development and implementation of a bi-level framework for co-optimization of the main grid with high renewable penetration and a microgrid with demand response capabilities, and 3) expansion of the bi-level framework from a microgrid to a general distribution system to explore the advantages of the bi-level co-optimization approach over the traditional optimization approach. Conclusions of this work illustrate that the stochastic rolling horizon approach could effectively manage the operation of a microgrid with various demand response programs. In addition, the bi-level approach is a promising co-optimization framework for the transmission and distribution levels that could increase system renewable penetration and reduce operation costs. Compared to the traditional framework, the bi-level framework yields more equitable cost sharing patterns among the market participants as well as better support for the power system evolution.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A General Framework for Bounding Approximate Dynamic Programming Schemes

For years, there has been interest in approximation methods for solving dynamic programming problems, because of the inherent complexity in computing optimal solutions characterized by Bellman’s principle of optimality. A wide range of approximate dynamic programming (ADP) methods now exists. It is of great interest to guarantee that the performance of an ADP scheme be at least some known fraction, say ß , of optimal. This letter introduces a general approach to bounding the performance of ADP methods, in this sense, in the stochastic setting. The approach is based on new results for bounding greedy solutions in string optimization problems, where one has to choose a string (ordered set) of actions to maximize an objective function. This bounding technique is inspired by submodularity theory, but submodularity is not required for establishing bounds. Instead, the bounding is based on quantifying certain notions of curvature of string functions; the smaller the curvatures the better the bound. The key insight is that any ADP scheme is a greedy scheme for some surrogate string objective function that coincides in its optimal solution and value with those of the original optimal control problem. The ADP scheme then yields to the bounding technique mentioned above, and the curvatures of the surrogate objective determine the value ß of the bound. The surrogate objective and its curvatures depend on the specific ADP.

discrete event systems↗

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗

Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight

The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.

Smelyanskiy, Vadim N.↗

Multi-Fidelity Stochastic Economic Dispatch for Operating Low Carbon Power Grids

Grid operators can address the inherently stochastic nature of renewables by solving a two-stage stochastic programming model that minimizes the cost of dispatch decisions while accounting for the complex grid dynamics. It is common to use a sample average approximation to estimate the expectation of the second stage costs in this model. However, the large sample count needed for numerical accuracy makes effective modeling large-scale electric grids computationally intractable. We introduce a control variate multi-fidelity estimator for the second-stage recourse that enables high quality dispatch decisions in real-time with a reduced computational burden. We obtain a hierarchy of model fidelities by linearizing the AC power flow system representation to DC power flow, and by relaxing transmission and voltage network constraints. We evaluate the performance of our proposed method on a synthetic grid with 73 buses against a deterministic baseline with persistence forecast and a high-fidelity reference. Our analysis shows a computational speed-up of 7.62x with a minimal loss in accuracy. The multi-fidelity method is well suited to fidelity combinations that use a simplified network topology in their lower fidelity model and is an attractive option for applications where accurate grid modeling needed on a limited computational budget.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimization of a dry, mixed nuclear fuel storage array for nuclear criticality safety - 14339

A dry storage array of used nuclear fuel at the Idaho National Laboratory contains a mixture of more than twenty different types of research and test reactor fuels. Significant neutronic interaction occurs between fuel canisters within this large storage arrangement of 636 fuel storage canisters. Nuclear criticality safety is maintained primarily by moderation control and through control of neutron interaction and leakage provided by the credited geometry. Over the nearly forty years of operation the collected fuels are now arranged in a configuration that does not minimize the system neutron multiplication factor (k{sub eff}). This creates a concern since the entire remaining facility storage capacity cannot be utilized without exceeding the system minimum subcritical state (k{sub safe}) for ensuring nuclear criticality safety. This work determines a more optimal arrangement for the stored fuels with a goal to minimize the system k{sub eff}, but also with a minimum of potential fuel canister relocation movements. The ultimate goal is to establish a solution for this multiple-objective optimization problem by finding the Pareto Front for maximum k{sub eff} reduction versus the number of canister relocations. The process first required additional analysis of the array by Monte-Carlo neutron transport codes (specifically, MCNP) to gain a greater understanding of the interaction characteristics of the disparate fuel types. Some stored fuels are composed of primarily metallic and oxide components that provide very little inherent moderation, while other fuel types contain graphite or zirconium-hydride which can contribute a significant amount of moderation. These factors cause a complex relationship within a fuel arrangement with respect to thermal utilization and axial leakage probability. The new MCNP analysis was utilized to develop a simplified spreadsheet-based empirical model which simulates the array k{sub eff} result. This empirical model was benchmarked against additional MCNP calculations for various arrangements and then employed in the optimization analysis. A Tabu metaheuristic and stochastic approximation optimization was applied to the empirical model with the optimization function to minimize the array k{sub eff}. The optimization algorithm interrogated the empirical model to determine the optimal rearrangement for up to sixty canister movements. The Pareto Front was found, which shows that a limited number of canister relocation movements could allow the existing thirty-one empty array positions to be filled with common research reactor fuels while also yielding a reduction in the overall array k{sub eff} relative to the current arrangement. This will impart an improvement in the facility utilization while also offering an enhancement in the safety margin. The reduction in array reactivity has been confirmed by a final set of MCNP calculations with the proposed new arrangements. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. These include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.

97 MATHEMATICS AND COMPUTING↗

Automated Antenna Design with Evolutionary Algorithms

Current methods of designing and optimizing antennas by hand are time and labor intensive, and limit complexity. Evolutionary design techniques can overcome these limitations by searching the design space and automatically finding effective solutions. In recent years, evolutionary algorithms have shown great promise in finding practical solutions in large, poorly understood design spaces. In particular, spacecraft antenna design has proven tractable to evolutionary design techniques. Researchers have been investigating evolutionary antenna design and optimization since the early 1990s, and the field has grown in recent years as computer speed has increased and electromagnetic simulators have improved. Two requirements-compliant antennas, one for ST5 and another for TDRS-C, have been automatically designed by evolutionary algorithms. The ST5 antenna is slated to fly this year, and a TDRS-C phased array element has been fabricated and tested. Such automated evolutionary design is enabled by medium-to-high quality simulators and fast modern computers to evaluate computer-generated designs. Evolutionary algorithms automate cut-and-try engineering, substituting automated search though millions of potential designs for intelligent search by engineers through a much smaller number of designs. For evolutionary design, the engineer chooses the evolutionary technique, parameters and the basic form of the antenna, e.g., single wire for ST5 and crossed-element Yagi for TDRS-C. Evolutionary algorithms then search for optimal configurations in the space defined by the engineer. NASA's Space Technology 5 (ST5) mission will launch three small spacecraft to test innovative concepts and technologies. Advanced evolutionary algorithms were used to automatically design antennas for ST5. The combination of wide beamwidth for a circularly-polarized wave and wide impedance bandwidth made for a challenging antenna design problem. From past experience in designing wire antennas, we chose to constrain the evolutionary design to a monopole wire antenna. The results of the runs produced requirements-compliant antennas that were subsequently fabricated and tested. The evolved antenna has a number of advantages with regard to power consumption, fabrication time and complexity, and performance. Lower power requirements result from achieving high gain across a wider range of elevation angles, thus allowing a broader range of angles over which maximum data throughput can be achieved. Since the evolved antenna does not require a phasing circuit, less design and fabrication work is required. In terms of overall work, the evolved antenna required approximately three person-months to design and fabricate whereas the conventional antenna required about five. Furthermore, when the mission was modified and new orbital parameters selected, a redesign of the antenna to new requirements was required. The evolutionary system was rapidly modified and a new antenna evolved in a few weeks. The evolved antenna was shown to be compliant to the ST5 mission requirements. It has an unusual organic looking structure, one that expert antenna designers would not likely produce. This antenna has been tested, baselined and is scheduled to fly this year. In addition to the ST5 antenna, our laboratory has evolved an S-band phased array antenna element design that meets the requirements for NASA's TDRS-C communications satellite scheduled for launch early next decade. A combination of fairly broad bandwidth, high efficiency and circular polarization at high gain made for another challenging design problem. We chose to constrain the evolutionary design to a crossed-element Yagi antenna. The specification called for two types of elements, one for receive only and one for transmit/receive. We were able to evolve a single element design that meets both specifications thereby simplifying the antenna and reducing testing and integration costs. The highest performance antenna found using a getic algorithm and stochastic hill-climbing has been fabricated and tested. Laboratory results correspond well with simulation. Aerospace component design is an expensive and important step in space development. Evolutionary design can make a significant contribution wherever sufficiently fast, accurate and capable software simulators are available. We have demonstrated successful real-world design in the spacecraft antenna domain; and there is good reason to believe that these results could be replicated in other design spaces.

Hornby, Gregory S.↗