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DOE OSTI2014

Array magnetics modal analysis for the DIII-D tokamak based on localized time-series modelling

Here, time-series analysis of magnetics data in tokamaks is typically done using block-based fast Fourier transform methods. This work presents the development and deployment of a new set of algorithms for magnetic probe array analysis. The method is based on an estimation technique known as stochastic subspace identification (SSI). Compared with the standard coherence approach or the direct singular value decomposition approach, the new technique exhibits several beneficial properties. For example, the SSI method does not require that frequencies are orthogonal with respect to the timeframe used in the analysis. Frequencies are obtained directly as parameters of localized time-series models. The parameters are extracted by solving small-scale eigenvalue problems. Applications include maximum-likelihood regularized eigenmode pattern estimation, detection of neoclassical tearing modes, including locked mode precursors, and automatic clustering of modes, and magnetics-pattern characterization of sawtooth pre- and postcursors, edge harmonic oscillations and fishbones.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 User's Manual

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

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (User's Manual)

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

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

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

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2016

Predictive Scheduling for Electric Vehicles Considering Uncertainty of Load and User Behaviors

Un-coordinated Electric Vehicle (EV) charging can create unexpected load in local distribution grid, which may degrade the power quality and system reliability. The uncertainty of EV load, user behaviors and other baseload in distribution grid, is one of challenges that impedes optimal control for EV charging problem. Previous researches did not fully solve this problem due to lack of real-world EV charging data and proper stochastic model to describe these behaviors. In this paper, we propose a new predictive EV scheduling algorithm (PESA) inspired by Model Predictive Control (MPC), which includes a dynamic load estimation module and a predictive optimization module. The user-related EV load and base load are dynamically estimated based on the historical data. At each time interval, the predictive optimization program will be computed for optimal schedules given the estimated parameters. Only the first element from the algorithm outputs will be implemented according to MPC paradigm. Current-multiplexing function in each Electric Vehicle Supply Equipment (EVSE) is considered and accordingly a virtual load is modeled to handle the uncertainties of future EV energy demands. This system is validated by the real-world EV charging data collected on UCLA campus and the experimental results indicate that our proposed model not only reduces load variation up to 40% but also maintains a high level of robustness. Finally, IEC 61850 standard is utilized to standardize the data models involved, which brings significance to more reliable and large-scale implementation.

Wang, Bin↗

DOE OSTI2023

Optimization under uncertainty of a hybrid waste tire and natural gas feedstock flexible polygeneration system using a decomposition algorithm

Market uncertainties motivate the development of flexible polygeneration systems that are able to adjust operating conditions to favor production of the most profitable product portfolio. However, this operational flexibility comes at the cost of higher capital expenditure. A scenario-based two-stage stochastic nonconvex Mixed-Integer Nonlinear Programming (MINLP) approach lends itself naturally to optimizing these trade-offs. This work studies the optimal design and operation under uncertainty of a hybrid feedstock flexible polygeneration system producing electricity, methanol, dimethyl ether, olefins or liquefied (synthetic) natural gas. A recently developed C++ based software framework (named GOSSIP) is used for modeling the optimization problem as well as its efficient solution using the Nonconvex Generalized Benders Decomposition (NGBD) algorithm. Two different cases are studied: The first uses estimates of the means and variances of the uncertain parameters from historical data, whereas the second assesses the impact of increased uncertain parameter volatility. The value of implementing flexible designs characterized by the value of the stochastic solution (VSS) is in the range of 260–405 M$ for a scale of approximately 893 MW of thermal input. Increased price volatility around the same mean results in higher expected net present value and VSS as operational flexibility allows for asymmetric exploitation of price peaks.

42 ENGINEERING↗

DOE OSTI2018

Occupancy-Based HVAC Control with Short-Term Occupancy Prediction Algorithms for Energy-Efficient Buildings

This study aims to develop a concrete occupancy prediction as well as an optimal occupancy-based control solution for improving the efficiency of Heating, Ventilation, and Air-Conditioning (HVAC) systems. Accurate occupancy prediction is a key enabler for demand-based HVAC control so as to ensure HVAC is not run needlessly when when a room/zone is unoccupied. In this paper, we propose simple yet effective algorithms to predict occupancy alongside an algorithm for automatically assigning temperature set-points. Utilizing past occupancy observations, we introduce three different techniques for occupancy prediction. Firstly, we propose an identification-based approach, which identifies the model via Expectation Maximization (EM) algorithm. Secondly, we study a novel finite state automata (FSA) which can be reconstructed by a general systems problem solver (GSPS). Thirdly, we introduce an alternative stochastic model based on uncertain basis functions. The results show that all the proposed occupancy prediction techniques could achieve around 70% accuracy. Then, we have proposed a scheme to adaptively adjust the temperature set-points according to a novel temperature set algorithm with customers’ different discomfort tolerance indexes. By cooperating with the temperature set algorithm, our occupancy-based HVAC control shows 20% energy saving while still maintaining building comfort requirements.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2018

Stochastic Model Predictive Control for Demand Response in a Home Energy Management System

This paper presents a chance constrained, model predictive control (MPC) algorithm for demand response (DR) in a home energy management system (HEMS). The HEMS optimally schedules controllable appliances given user preferences such as thermal comfort and energy cost sensitivity, and available residentially-owned power sources such as photovoltaic (PV) generation and home battery systems. The proposed control architecture ensures both the DR event and indoor thermal comfort are satisfied with a high probability given the uncertainty in available PV generation and the outdoor temperature forecast. The uncertainties are incorporated into the MPC formulation using probabilistic constraints instead of computationally limiting sampling-based approaches. Simulation results for various user preferences and probabilistic model parameters show the effectiveness of the HEMS algorithm response to DR requests.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2015

IAEA Coordinated Research Project on HTGR Reactor Physics, Thermal-hydraulics and Depletion Uncertainty Analysis

The continued development of High Temperature Gas Cooled Reactors (HTGRs) requires verification of HTGR design and safety features with reliable high fidelity physics models and robust, efficient, and accurate codes. The predictive capability of coupled neutronics/thermal-hydraulics and depletion simulations for reactor design and safety analysis can be assessed with sensitivity analysis (SA) and uncertainty analysis (UA) methods. Uncertainty originates from errors in physical data, manufacturing uncertainties, modelling and computational algorithms. (The interested reader is referred to the large body of published SA and UA literature for a more complete overview of the various types of uncertainties, methodologies and results obtained). SA is helpful for ranking the various sources of uncertainty and error in the results of core analyses. SA and UA are required to address cost, safety, and licensing needs and should be applied to all aspects of reactor multi-physics simulation. SA and UA can guide experimental, modelling, and algorithm research and development. Current SA and UA rely either on derivative-based methods such as stochastic sampling methods or on generalized perturbation theory to obtain sensitivity coefficients. Neither approach addresses all needs. In order to benefit from recent advances in modelling and simulation and the availability of new covariance data (nuclear data uncertainties) extensive sensitivity and uncertainty studies are needed for quantification of the impact of different sources of uncertainties on the design and safety parameters of HTGRs. Only a parallel effort in advanced simulation and in nuclear data improvement will be able to provide designers with more robust and well validated calculation tools to meet design target accuracies. In February 2009, the Technical Working Group on Gas-Cooled Reactors (TWG-GCR) of the International Atomic Energy Agency (IAEA) recommended that the proposed Coordinated Research Program (CRP) on the HTGR Uncertainty Analysis in Modelling (UAM) be implemented. This CRP is a continuation of the previous IAEA and Organization for Economic Co-operation and Development (OECD)/Nuclear Energy Agency (NEA) international activities on Verification and Validation (V&V) of available analytical capabilities for HTGR simulation for design and safety evaluations. Within the framework of these activities different numerical and experimental benchmark problems were performed and insight was gained about specific physics phenomena and the adequacy of analysis methods.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2016

GPU Acceleration of History-Based Multigroup Monte Carlo

Accurate solutions of the radiation transport equation play an important role in the analysis of many nuclear systems. Because there is no need to discretize the problem, Monte Carlo methods offer the most accurate possible solutions to the transport equation. However, significant computational effort is required to reduce the stochastic noise inherent to Monte Carlo methods. Current trends in high performance computing are moving towards vectorized, single instruction multiple data (SIMD), architectures such as Intel Xeon Phis and graphics processing units (GPUs) due to their favorable ratio of performance to power consumption. The challenge of adapting Monte Carlo transport to vectorized computing architectures was first addressed by Brown with an algorithm known as event-based Monte Carlo. In this approach, rather than simulating individual particle histories from birth to death, groups of particles are processed one event at a time. This allows each event batch to perform the same operations in lockstep, enabling use of the vector hardware. Although modern vectorized hardware is more versatile than the early vector machines, reducing so-called thread divergence is nonetheless still an important consideration for algorithm design. Many of the algorithms proposed so far for Monte Carlo transport on advanced architectures have focused on variants of event-based transport. Some evidence, however, suggests that low-level thread divergence, resulting from short-lived branching statements, may not be detrimental to overall performance on GPUs as long as the effect on achievable memory bandwidth is considered. This paper characterizes the performance of a traditional history-based Monte Carlo algorithm on GPUs. We show that with only minor modifications to traditional algorithms, significant performance gains relative to CPUs are possible. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2015

Segmentation, statistical analysis, and modelling of the wall system in ceramic foams

Closed walls in otherwise open foam structures may have a great impact on macroscopic properties of the materials. In this paper, we present two algorithms for the segmentation of such closed walls from micro-computed tomography images of the foam structure. The techniques are compared on simulated data and applied to tomographic images of ceramic filters. This allows for a detailed statistical analysis of the normal directions and sizes of the walls. Finally, we explain how the information derived from the segmented wall system can be included in a stochastic microstructure model for the foam.

36 MATERIALS SCIENCE↗

DOE OSTI2015

Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

The observation of an increasing number of anomalous diffusion phenomena motivates the study to reveal the actual reason for such stochastic processes. When it is difficult to get analytical solutions or necessary to track the trajectory of particles, lattice Monte Carlo (LMC) simulation has been shown to be particularly useful. To develop such an LMC simulation algorithm for the Galilei variant anomalous diffusion, we derive explicit solutions for the conditional and unconditional first passage time (FPT) distributions with double absorbing barriers. According to the theory of random walks on lattices and the FPT distributions, we propose an LMC simulation algorithm and prove that such LMC simulation can reproduce both the mean and the mean square displacement exactly in the long-time limit. However, the error introduced in the second moment of the displacement diverges according to a power law as the simulation time progresses. We give an explicit criterion for choosing a small enough lattice step to limit the error within the specified tolerance. We further validate the LMC simulation algorithm and confirm the theoretical error analysis through numerical simulations. The numerical results agree with our theoretical predictions very well.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2016

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrix is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2019

Exact and efficient hybrid Monte Carlo algorithm for accelerated Bayesian inference of gene expression models from snapshots of single-cell transcripts

Single cells exhibit a significant amount of variability in transcript levels, which arises from slow, stochastic transitions between gene expression states. Elucidating the nature of these states and understanding how transition rates are affected by different regulatory mechanisms require state-of-the-art methods to infer underlying models of gene expression from single cell data. A Bayesian approach to statistical inference is the most suitable method for model selection and uncertainty quantification of kinetic parameters using small data sets. However, this approach is impractical because current algorithms are too slow to handle typical models of gene expression. To solve this problem, we first show that time-dependent mRNA distributions of discrete-state models of gene expression are dynamic Poisson mixtures, whose mixing kernels are characterized by a piecewise deterministic Markov process. Here, we combined this analytical result with a kinetic Monte Carlo algorithm to create a hybrid numerical method that accelerates the calculation of time-dependent mRNA distributions by 1000-fold compared to current methods. We then integrated the hybrid algorithm into an existing Monte Carlo sampler to estimate the Bayesian posterior distribution of many different, competing models in a reasonable amount of time. We demonstrate that kinetic parameters can be reasonably constrained for modestly sampled data sets if the model is known a priori. If there are many competing models, Bayesian evidence can rigorously quantify the likelihood of a model relative to other models from the data. We demonstrate that Bayesian evidence selects the true model and outperforms approximate metrics typically used for model selection.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2025

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2012

Delensing CMB polarization with external datasets

One of the primary scientific targets of current and future CMB polarization experiments is the search for a stochastic background of gravity waves in the early universe. As instrumental sensitivity improves, the limiting factor will eventually be B-mode power generated by gravitational lensing, which can be removed through use of so-called ''delensing'' algorithms. We forecast prospects for delensing using lensing maps which are obtained externally to CMB polarization: either from large-scale structure observations, or from high-resolution maps of CMB temperature. We conclude that the forecasts in either case are not encouraging, and that significantly delensing large-scale CMB polarization requires high-resolution polarization maps with sufficient sensitivity to measure the lensing B-mode. We also present a simple formalism for including delensing in CMB forecasts which is computationally fast and agrees well with Monte Carlos.

79 ASTRONOMY AND ASTROPHYSICS↗