Search NASA⌕ Search

SEARCH · Search NASA

Results for “Variance to Mean”

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 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Modeling information flow in a computer processor with a multi-stage queuing model

In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another. The model is formulated as a spatially-extended, continuous-time Markov chain where space represents different stages. This model is equivalent to a spatially-extended version of the M/M/s queue. The main modeling feature is the throttling function which describes the processor slowdown when the amount of information falls below a certain threshold. We derive the stationary distribution for this stochastic model and develop a closure for a deterministic ODE system that approximates the evolution of the mean and variance of the stochastic model. In conclusion, we demonstrate the validity of the closure with numerical simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. Here, we obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A Hierarchy of Global Ocean Models Coupled to CESM1

Abstract We develop a hierarchy of simplified ocean models for coupled ocean, atmosphere, and sea ice climate simulations using the Community Earth System Model version 1 (CESM1). The hierarchy has four members: a slab ocean model, a mixed‐layer model (MLM) with entrainment and detrainment, an Ekman MLM, and an ocean general circulation model (OGCM). Flux corrections of heat and salt are applied to the simplified models ensuring that all hierarchy members have the same climatology. We diagnose the needed flux corrections from auxiliary simulations in which we restore the temperature and salinity to the daily climatology obtained from a target CESM1 simulation. The resulting three‐dimensional corrections contain the interannual variability fluxes that maintain the correct vertical gradients of temperature and salinity in the tropics. We find that the inclusion of mixed‐layer entrainment and Ekman flow produces sea surface temperature and surface air temperature fields whose means and variances are progressively more similar to those produced by the target CESM1 simulation. We illustrate the application of the hierarchy to the problem of understanding the response of the climate system to the loss of Arctic sea ice. We find that the shifts in the positions of the mid‐latitude westerly jet and of the Inter‐tropical Convergence Zone (ITCZ) in response to sea‐ice loss depend critically on upper ocean processes. Specifically, heat uptake associated with the mixed‐layer entrainment influences the shift in the westerly jet and ITCZ. Moreover, the shift of ITCZ is sensitive to the form of Ekman flow parameterization.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2026

APSO-enhanced algebraic derivative estimation approach for real-time traffic flow prediction on critical road sections during wildfire evacuation

In rapid-onset disaster scenarios such as wildfires, evacuation traffic often significantly deviates from historical patterns, rendering conventional data-driven forecasting methods less effective. To address this challenge, we propose an improved algebraic derivative estimation (ADE) incorporating particle swarm optimization (PSO) for real-time traffic flow prediction. Our approach dynamically adjusts the ADE prediction time window at each step by minimizing a cost function based on the mean and variance of accumulated forecasting errors within the window, thereby balancing bias and variability. We evaluate the method using traffic data from the January 2025 California wildfires, focusing on key road segments critical for large-scale evacuations. The results demonstrate that our approach surpasses established machine learning and deep learning models—XGBoost, LSTM, and GRU—in predictive accuracy and maintains high computational efficiency. Notably, the proposed method eliminates the need for offline model training. Moreover, rapid PSO-based tuning enables real-time deployment, which provides a crucial advantage in scenarios where evacuation timings and road closures change dynamically. In conclusion, these findings highlight the benefits of the PSO-enhanced ADE framework for emergency traffic management, where rapid, data-sparse forecasts are essential for effective evacuation planning.

Algebraic derivative estimation↗
DOE OSTI2021

Bayesian inference of the incompressibility, skewness and kurtosis of nuclear matter from empirical pressures in relativistic heavy-ion collisions

Within the Bayesian statistical framework we infer the incompressibility K 0 , skewness J 0 and kurtosis Z 0 parameters of symmetric nuclear matter (SNM) at its saturation density ρ 0 using the constraining bands on the pressure in cold SNM in the density range of 1.3ρ 0 to 4.5ρ 0 from transport model analyses of kaon production and nuclear collective flow in relativistic heavy-ion collisions. As the default option assuming the K 0 , J 0 and Z 0 have Gaussian prior probability distribution functions (PDFs) with the means and variances of 235±30, -200±200 and -146±1728 MeV, their posterior most probable values are narrowed down to 192$^{+12}_{-16}$ MeV, -180$^{+100}_{-110}$ MeV and ${\mathrm{200}}_{-250}^{+250}$ at 68% confidence level, respectively. The results are largely independent of the prior PDFs of J 0 and Z 0 used. However, if one adopts the strong belief that the incompressibility K 0 has a uniform prior PDF within its absolute boundary of 220–260 MeV as one can find easily in the literature, the posterior most probable values of K 0 , J 0 and Z 0 shift to ${K}_{0}=22{0}_{-0}^{+6}$ MeV, ${J}_{0}=-39{0}_{-70}^{+60}$ MeV and ${Z}_{0}=60{0}_{-200}^{+200}$ MeV, respectively. While the posterior PDFs of the SNM EOS parameters depend somewhat on the prior PDF of K 0 used, the results from using different prior PDFs are qualitatively consistent. The uncertainties of all three parameters are significantly reduced especially for the J 0 and Z 0 parameters compared to their current values.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Adaptive sampling for accelerating neutron diffraction-based strain mapping *

Abstract Neutron diffraction is a useful technique for mapping residual strains in dense metal objects. The technique works by placing an object in the path of a neutron beam, measuring the diffracted signals and inferring the local lattice strain values from the measurement. In order to map the strains across the entire object, the object is stepped one position at a time in the path of the neutron beam, typically in raster order, and at each position a strain value is estimated. Typical dwell times at neutron diffraction instruments result in an overall measurement that can take several hours to map an object that is several tens of centimeters in each dimension at a resolution of a few millimeters, during which the end users do not have an estimate of the global strain features and are at risk of incomplete information in case of instruments outages. In this paper, we propose an object adaptive sampling strategy to measure the significant points first. We start with a small initial uniform set of measurement points across the object to be mapped, compute the strain in those positions and use a machine learning technique to predict the next position to measure in the object. Specifically, we use a Bayesian optimization based on a Gaussian process regression method to infer the underlying strain field from a sparse set of measurements and predict the next most informative positions to measure based on estimates of the mean and variance in the strain fields estimated from the previously measured points. We demonstrate our real-time measure-infer-predict workflow on additively manufactured steel parts—demonstrating that we can get an accurate strain estimate even with 30%–40% of the typical number of measurements—leading the path to faster strain mapping with useful real-time feedback. We emphasize that the proposed method is general and can be used for fast mapping of other material properties such as phase fractions from time-consuming point-wise neutron measurements.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2022

Dynamical tuning of the chemical potential to achieve a target particle number in grand canonical Monte Carlo simulations

We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo sampling of the physical system. Corrections to the chemical potential are made according to time-averaged estimates of the mean and variance of the particle number, with the latter being proportional to thermodynamic compressibility. Here, we perform a variety of tests, and in all cases find rapid convergence of the chemical potential—inexactness of the tuning algorithm contributes only a minor part of the total measurement error for realistic simulations.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2022

Mass Detection for Heavy-Duty Vehicles using Gaussian Belief Propagation

Predicting vehicle mass is critical to accurately estimate energy use and emissions of commercial trucks. However, data from vehicle telematics is often not at sufficient temporal resolution or accuracy for use in model-based detection methods. In this work, a new statistical mass prediction technique is described for heavy-duty vehicles that incorporates the use Gaussian Belief Propagation (GBP) for probabilistic inference. Similar to Bayesian inference models, the GBP model typically requires less labeled training data than other contemporary machine learning techniques. First, a factor graph is constructed, and a set of Gaussian belief nodes with associated means and variances are fitted to the training data. To better handle noisy input data, the GBP mass prediction model utilizes a k-nearest factors (kNF) algorithm for probabilistic inference on unseen testing data. The proposed method is compared with a classical weighted k-nearest neighbors (kNN) regressor. This statistical kNF-GBP model works even with low-quantity, low-quality initial training data, while being capable of realtime mass estimation. Unlike the kNN regressor, the GBP model produces a measure of uncertainty with its predictions. The proposed method is validated using curve-sampled driving data collected from multiple cloud-connected Class 8 regional haul diesel trucks. Both the kNN regressor and the kNF-GBP mass prediction model were able to predict payload mass with coefficients of determination above 0.97 with minimal data preprocessing.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2023

Robust Parameter Design on Dual Stochastic Response Models With Constrained Bayesian Optimization

In engineering system design, minimizing the variations of the quality measurements while guaranteeing their overall quality up to certain levels, namely the robust parameter design (RPD), is crucial. Recent works have dealt with the design of a system whose response-control variables relationship is a deterministic function with a complex shape and function evaluation is expensive. In this work, we propose a Bayesian optimization method for the RPD of stochastic functions. Dual stochastic response models are carefully designed for stochastic functions. The heterogeneous variance of the sample mean is addressed by the predictive mean of the log variance surrogate model in a two-step approach. We establish an acquisition function that favors exploration across the feasible and optimality-improvable regions to effectively and efficiently solve the stochastic constrained optimization problem. Further, the performance of our proposed method is demonstrated by the extensive numerical and case studies. Note to Practitioners-Many manufacturing processes involve undesirable variations, which create variations in the final products. For example, many emerging manufacturing processes, such as nanomanufacturing, involve complex physical and chemical dynamics and transformation, creating variations in the manufacturing output. In such processes, it is crucial to design the manufacturing processes or products so that they have minimum variations in their quality. Meanwhile, it is also important to maintain the overall quality of the designed processes or products. Furthermore, acquiring data from many advanced manufacturing processes is often very costly, especially in the designing stage. In this work, we propose a data-driven method that automatically finds the best setting of manufacturing processes or products with the minimum variations of quality and a given constraint on the average quality satisfied. Our proposed method is used before conducting every experiment; It analyzes the historical data from previous experiments and provides a setting to be used in the next experiment. Our proposed method efficiently utilizes the historical data, and thus finds the best robust setting by conducting only a small number of experiments.

42 ENGINEERING↗
DOE OSTI2023

Multi-Stage Modeling With Recourse Decisions for Solving Stochastic Complementarity Problems With an Application in Energy

This paper presents a multi-stage model with recourse decisions for solving complementarity problems in a competitive electricity market under uncertainty, while also considering renewable energy technologies and battery storage utilization. The model is based on a Nash-Cournot formulation of imperfect competition among power producers. We analyze the value of variable renewable energy (VRE) and battery storage under different uncertainties, such as demand level and VRE availability. To illustrate the proposed model, we apply it to three- bus five-player model and analyze different cases varying costs, including a user-optimal perspective (with market power) and a system-optimal perspective (with central planning). We also consider the potential for congestion in the system by restricting the transmission capacity between a single interface that connects two buses. Our findings show that increasing the battery storage capacity results in a decrease in the need for perfect information about future uncertainties. Additionally, as the model allows for more uncertainty, it becomes more apparent that the stochastic mixed complementarity problem (MCP) has an advantage over a deterministic equivalent. We propose the use of the Value of the Stochastic Equilibrium Solution (VSES) as a quality metric to compare the stochastic MCP with its deterministic equivalent. Overall, expanding battery storage capacity can lower the maximum, mean, and variance values of delivered prices, but there are diminishing returns to this approach.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2022

Real-Time Distribution System State Estimation with Asynchronous Measurements

We report state estimation is a fundamental task in power systems. Although distribution systems are increasingly equipped with sensing devices and smart meters, measurements are typically reported at different rates and asynchronously; these aspects pose severe strains on workhorse state estimation algorithms, which are designed to process batches of data collected in a synchronous manner from all the measurement units. In this paper, we develop a novel state estimation algorithm to continuously update the estimate of the state based on measurements received in an asynchronous manner from measurement units. The synthesis of the algorithm hinges on a proximal-point type method, implemented in an online fashion, and capable of processing measurements received sequentially from sensors. A performance analysis is presented by providing bounds on the estimation error in terms of the mean and variance that hold at each iteration and asymptotically. The scheme is also compared with a more traditional Weighted Least Squares estimator that compensates for the lack of measurement data by using, as pseudo measurements, the measurement retrieved during a certain time window. Numerical simulations on the IEEE 37-bus feeder corroborate the analytical findings.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

Preliminary RAM-RODD results for the MUSiC subcritical configurations

The Measurement of Uranium Subcritical and Critical (MUSiC) was performed at the DOE’s National Criticality Experiments Research Center (NCERC) located in the Nevada National Security Site (NNSS). The measurement utilized the Rocky Flats shells to perform benchmark measurements of similar highly enriched uranium (HEU) systems that span a wide range of reactivities. The Rocky Flats (RF) shells are 93.16% U-235 enriched metal hemishells that can be stacked concentrically. Ten configurations were measured with effective multiplication factors spanning between deeply subcritical (~ 0.64) through delayed critical. Details of the measured configurations are listed in Table 1. This unique set of measurements with its large span of reactivies is being used to determine the range over which neutron noise techniques such as Feynman variance-to-mean, Rossi-alpha, and pulsed neutron source techniques can be accurately employed for a bare HEU system. The results of the measurements will be published as a benchmark in The International Criticality Safety Benchmark Evaluation Project (ICSBEP) Handbook. The results will support the growing amount of subcritical benchmark data, such as the SCRaP measurements, that is available to the community. The measurements were performed using several different detector systems for the purposes of cross-validation and obtaining detector independent results. Four detector systems were deployed, three by the NCERC team and one from the University of Michigan. The detector systems included a Neutron Multiplicity Array Detector (NoMAD) system (similar to the MC-15), four small volume 0.635 cm (Ø) × 7.59 cm 3 He detectors (ideal for measuring prompt neutron decay constants due to their fast recovery speed), the Rossi Alpha Measurements – Rapid Organic (n, γ) Discrimination Detector (RAM-RODD), and the Organic Scintillator Array (OSCAR). RAM-RODD is an array of eight 5.08 cm (Ø) × 5.08 cm EJ-309 organic scintillator detectors. OSCAR is a University of Michigan system and is an array of twelve 5.08 cm (Ø) × 5.08 cm stilbene detectors. Details of measurements performed with OSCAR will be discussed in a separate talk. The focus of this work is preliminary results obtained by RAM-RODD for the 8 subcritical configurations. Additional details on the measurements and on the setup and deployment of RAM-RODD will be discussed. Preliminary neutron noise analysis results including Rossi-alpha and Feynman-alpha will also be presented.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2020

Evaluation of Weakly Informed Priors for FLEX Data

On behalf of the U. S. Nuclear Regulatory Commission (NRC), Idaho National Laboratory (INL) has reviewed the development and use of “weakly informed prior” (WIP) probability distributions to obtain industry-wide failure probability and rate distributions for portable “FLEX” equipment, as documented in the Pressurized Water Reactor Owner’s Group (PWROG) report, FLEX Equipment Data Collection and Analysis (PWROG 18043-P) by MM Degonish. The review includes a description of the methods used by the PWROG analysts. It also includes an implementation of those methods for comparison purposes and an implementation of two constrained-noninformative (CN) distributions for further WIP comparisons. The report documents several issues that the review identified in the development of the WIP distributions. They relate to the quality and representativeness of the current portable “FLEX” component data, the choice of informed distributions for related installed components, and the lack of verification for the factors chosen to weaken the information from the installed components. Two errors occurred in the computations: the posterior distribution of the WIP was used to modify the WIP itself, resulting in a lack of independence between the WIP and the data; and an error was made in the conversion of WIP mean and variance values to beta distributions. The INL reviewers think the WIP distributions presented in the report are untenable for use in risk assessments at the present time because of these issues.

99 GENERAL AND MISCELLANEOUS↗
DOE OSTI2021

Low-Activity Waste Glass Standards Preparation and Characterization for Calibration of Analytical Instruments

A matrix of seven low-activity waste (LAW) glasses was fabricated and characterized to be used by the Hanford Waste Treatment and Immobilization Plant (WTP) as analytical instrument calibration and matrix interference standards when measuring LAW glass compositions. The matrix of glasses was designed to represent the range of LAW glass compositions that will be generated by the WTP. Samples from each of the seven glasses were measured with electron probe microanalysis (EPMA), ion chromatography (IC), and bulk inductively coupled plasma mass spectroscopy (ICP-MS) to determine the variability and accuracy across batches and within individually poured glass bar samples. High relative percent differences and standard deviations were calculated for components with low concentrations due to instrument detection limits. IC and ICP-MS percent differences and standard deviations were higher at low component concentrations. Otherwise, variability in measured compositions from IC and ICP-MS was generally lower than measurements from EPMA, with the exclusion of Cl, F, Si, and B. Overall, the two methods proved comparable and complementary. From EPMA, IC, and ICP-MS data, volatile elements were underrepresented compared to batched compositions, which suggested loss of these elements during melting. EPMA data was statistically analyzed to evaluate homogeneity within single bars and whole compositions for each of the seven glasses. Most of the variability within glass compositions occurred at the bar-to-bar level; however, no clear systematic trends were observed. Based on these analyses, when using these glasses as reference material, it is recommended that the overall mean and variance of each composition be used for performing instrument calibrations and analytical corrections.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2024

Square Root Statistics of Density Matrices and Their Applications

To estimate the degree of quantum entanglement of random pure states, it is crucial to understand the statistical behavior of entanglement indicators such as the von Neumann entropy, quantum purity, and entanglement capacity. These entanglement metrics are functions of the spectrum of density matrices, and their statistical behavior over different generic state ensembles have been intensively studied in the literature. As an alternative metric, in this work, we study the sum of the square root spectrum of density matrices, which is relevant to negativity and fidelity in quantum information processing. In particular, we derive the finite-size mean and variance formulas of the sum of the square root spectrum over the Bures–Hall ensemble, extending known results obtained recently over the Hilbert–Schmidt ensemble.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Exploring ship track spreading rates with a physics-informed Langevin particle parameterization

Abstract. The rate at which aerosols spread from a point source injection, such as from a ship or other stationary pollution source, is critical for accurately representing subgrid plume spreading in a climate model. Such climate model results will guide future decisions regarding the feasibility and application of large-scale intentional marine cloud brightening (MCB). Prior modeling studies have shown that the rate at which ship plumes spread may be strongly dependent on meteorological conditions, such as precipitating versus non-precipitating boundary layers and shear. In this study, we apply a Lagrangian particle model (PM-ABL v1.0), governed by a Langevin stochastic differential equation, to create a simplified framework for predicting the rate of spreading from a ship-injected aerosol plume in sheared, precipitating, and non-precipitating boundary layers. The velocity and position of each stochastic particle is predicted with the acceleration of each particle being driven by the turbulent kinetic energy, dissipation rate, momentum variance, and mean wind. These inputs to the stochastic particle velocity equation are derived from high-fidelity large-eddy simulations (LES) equipped with a prognostic aerosol–cloud microphysics scheme (UW-SAM) to simulate an aerosol injection from a ship into a cloud-topped marine boundary layer. The resulting spreading rate from the reduced-order stochastic model is then compared to the spreading rate in the LES. The stochastic particle velocity representation is shown to reasonably reproduce spreading rates in sheared, precipitating, and non-precipitating cases using domain-averaged turbulent statistics from the LES.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

A hierarchy of global ocean models coupled to CESM1

We develop a hierarchy of simplified ocean models for coupled ocean, atmosphere, and sea ice climate simulations using the Community Earth System Model version 1 (CESM1). The hierarchy has four members: a slab ocean model, a mixed-layer model (MLM) with entrainment and detrainment, an Ekman MLM, and an ocean general circulation model (OGCM). Flux corrections of heat and salt are applied to the simplified models ensuring that all hierarchy members have the same climatology. We diagnose the needed flux corrections from auxiliary simulations in which we restore the temperature and salinity to the daily climatology obtained from a target CESM1 simulation. The resulting three-dimensional corrections contain the interannual variability fluxes that maintain the correct vertical gradients of temperature and salinity in the tropics. We find that the inclusion of mixed-layer entrainment and Ekman flow produces sea surface temperature and surface air temperature fields whose means and variances are progressively more similar to those produced by the target CESM1 simulation. We illustrate the application of the hierarchy to the problem of understanding the response of the climate system to the loss of Arctic sea ice. We find that the shifts in the positions of the mid-latitude westerly jet and of the Inter-tropical Convergence Zone (ITCZ) in response to sea-ice loss depend critically on upper ocean processes. Specifically, heat uptake associated with the mixed-layer entrainment influences the shift in the westerly jet and ITCZ. Moreover, the shift of ITCZ is sensitive to the form of Ekman flow parameterization.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

Towards a Robust Sampling Approach: A Computational Review and Design

As pointed out in several other works, the estimation of the reliability of the electrical grid can not be conducted without the estimation of the stochastic phenomena of electicity demand and electricity production by variable renewable sources. Therefore, sampling procedures have become integral in the design of engineering structures and analysis. Commonly referred to as Monte Carlo uncertainty analysis or integration, the general objective of these procedures is to establish specifics about the uncertainty of an output characteristic of such an engineering system, given uncertainty about its input characteristics. These sampling procedures are applied in a context in which establishing such specifics cannot be performed through other means. Variance-reduction techniques are designed to lessen the variability among estimators to estimate statistics of those output uncertainties. Importance-sampling techniques, on the other hand, are designed to reduce the number of samples needed to estimate a particular statistic—e.g., a tail probability. The combination of these approaches can reduce the computational burden considerably for a particular estimator and statistic. Importance sampling—geared and designed as it is toward improving a particular estimator—suffers, unfortunately, from the unintended consequence of reducing the performance of other estimators in terms of their variance. The objective of this paper is to offer an alternative sampling procedure where this variance does not grow unacceptably large for a suite of estimators. Moreover, it is anticipated that, with additional knowledge of how an engineering output characteristic responds to its input characteristics, tuning parameters of the input’s sampling procedure can be set to improve the output characteristic’s estimation. This work proves the effectiveness of the suggested alternative approach. Such positive outcome will lead to a decrease of the computational burden of performing stochastic optimization of integrated energy systems (e.g., components dispatch, and portfolio composition). In particular, capturing the contribution to the overall system cost of rare and unlikely events and patterns of the electricity demand and production will become less computationally expensive. This is due to the fact that the approach demonstrated here will allow the sampling of those rare occurrences more frequently without misrepresenting their probabilistic impacts.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗