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At least 91 records · Page 5

Stochastic Models, Indices & Optimization Algorithms for Pricing & Hedging Reliability Risks in Modern Power Grids: Data Plan - Princeton

We collected and cleaned the synthetic grid data produced by NREL for the Texas and New York synthetic grids. We developed a high dimensional joint stochastic model for load at the zone level, and solar and wind power productions at the asset level, capturing the spatial and temporal dependencies between all the variables, and demonstrated how such a model could be fitted to historical data. We designed and implemented a simulation engine which can produce Monte Carlo scenarios for the hourly day-ahead values of load, and solar and wind power productions at the spatial and temporal resolutions of the historical data used to fit the model. Finally we developed an open-source Python package which can, from an input grid model, efficiently use forecasts and large numbers of Monte Carlo scenarios to provide unit commitment and economic dispatch for each of these scenarios. The high dimensional stochastic model and the subsequent Monte Carlo simulation engine were implemented in the package PGscen and the corresponding UC and ED optimization programs in the package Vatic.

14 SOLAR ENERGY↗

Simulated orbiter lift-off acceleration - A stochastic model

A simple procedure for generating synthetic orbiter liftoff acceleration is described. This stochastic method is based on a filtered white noise model which accounts for the nonstationary time evolution of amplitude and frequency content of orbiter lift-off accelerations. The example of Space Transportation System STS-41 Z-acceleration is carefully examined, and the corresponding synthetic orbiter lift-off accelerations model was developed. It is shown that the resulting simulated accelerations preserve significant properties of the original record. Statistically based acceleration response spectra curves for the simulated orbiter lift-off excitations are also evaluated and the results are compared with those for the actual flight data.

Lee-Glauser, Gina↗

Statistical characteristic in time-domain of direct current corona-generated audible noise from conductor in corona cage

The corona-generated audible noise (AN) has become one of decisive factors in the design of high voltage direct current (HVDC) transmission lines. The AN from transmission lines can be attributed to sound pressure pulses which are generated by the multiple corona sources formed on the conductor, i.e., transmission lines. In this paper, a detailed time-domain characteristics of the sound pressure pulses, which are generated by the DC corona discharges formed over the surfaces of a stranded conductors, are investigated systematically in a laboratory settings using a corona cage structure. The amplitude of sound pressure pulse and its time intervals are extracted by observing a direct correlation between corona current pulses and corona-generated sound pressure pulses. Based on the statistical characteristics, a stochastic model is presented for simulating the sound pressure pulses due to DC corona discharges occurring on conductors. The proposed stochastic model is validated by comparing the calculated and measured A-weighted sound pressure level (SPL). The proposed model is then used to analyze the influence of the pulse amplitudes and pulse rate on the SPL. Furthermore, a mathematical relationship is found between the SPL and conductor diameter, electric field, and radial distance.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

97 MATHEMATICS AND COMPUTING↗

A queuing model for road traffic simulation

We present in this article a stochastic queuing model for the raod traffic. The model is based on the M/G/c/c state dependent queuing model, and is inspired from the deterministic Godunov scheme for the road traffic simulation. We first propose a variant of M/G/c/c state dependent model that works with density-flow fundamental diagrams rather than density-speed relationships. We then extend this model in order to consider upstream traffic demand as well as downstream traffic supply. Finally, we show how to model a whole raod by concatenating raod sections as in the deterministic Godunov scheme.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

SSRS (Stochastic Soaring Raptor Simulator)

SSRS (Stochastic Soaring Raptor Simulator) is a generalizable, probabilistic, and predictive tool for wind energy developers, ecologists, wildlife managers and industry consultants to estimate the potential for soaring raptors to interact with operating wind turbines, without the need for site-specific data collection. Rapid expansion of wind energy development across the world has exposed the risk of turbine collisions for birds and bats. The risk to obligate soaring raptors such as golden eagles is of particular concern due to their small population and influence on ecological balance. Golden eagles rely heavily on updrafts to subsidize their flight, putting them in direct conflict with operational wind turbines that utilize the same wind resource. Understanding the behavior of soaring raptors with varying atmospheric conditions is crucial for predicting and mitigating the risk of turbine collision. This software contains a predictive movement model that simulates individual flight paths of golden eagles during updraft-subsidized long-distance flight, including migration. For a given set of atmospheric conditions, the model simulates thousands of eagles at turbine-scale spatial resolution (50m) to produce a relative presence density map. The simulated eagles rely on updrafts to pursue uninterrupted directional flight with minimal energy expenditure, following fluid-flow principles. The simulator includes a stochastic model of eagle behavior and a systematic method of accounting for spatiotemporal variations in atmospheric conditions. This framework only requires publicly available atmospheric data to estimate orographic and thermal updrafts, ensuring general usability.

Sandhu, Rimple↗

Derivation of a Markov state model of the dynamics of a protein-like chain immersed in an implicit solvent

A Markov state model of the dynamics of a protein-like chain immersed in an implicit hard sphere solvent is derived from first principles for a system of monomers that interact via discontinuous potentials designed to account for local structure and bonding in a coarse-grained sense. The model is based on the assumption that the implicit solvent interacts on a fast time scale with the monomers of the chain compared to the time scale for structural rearrangements of the chain and provides sufficient friction so that the motion of monomers is governed by the Smoluchowski equation. A microscopic theory for the dynamics of the system is developed that reduces to a Markovian model of the kinetics under well-defined conditions. Microscopic expressions for the rate constants that appear in the Markov state model are analyzed and expressed in terms of a temperature-dependent linear combination of escape rates that themselves are independent of temperature. Excellent agreement is demonstrated between the theoretical predictions of the escape rates and those obtained through simulation of a stochastic model of the dynamics of bond formation. Finally, the Markov model is studied by analyzing the eigenvalues and eigenvectors of the matrix of transition rates, and the equilibration process for a simple helix-forming system from an ensemble of initially extended configurations to mainly folded configurations is investigated as a function of temperature for a number of different chain lengths. For short chains, the relaxation is primarily single-exponential and becomes independent of temperature in the low-temperature regime. The profile is more complicated for longer chains, where multi-exponential relaxation behavior is seen at intermediate temperatures followed by a low temperature regime in which the folding becomes rapid and single exponential. It is demonstrated that the behavior of the equilibration profile as the temperature is lowered can be understood in terms of the number of relaxation modes or “folding pathways” that contribute to the evolution of the state populations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Probabilistic modeling of the indoor climates of residential buildings using EnergyPlus

The indoor air temperature and relative humidity in residential buildings significantly affect material moisture durability, HVAC system performance, and occupant comfort. Therefore, indoor climate data is generally required to define boundary conditions in numerical models that evaluate envelope durability and equipment performance. However, indoor climate data obtained from field studies is influenced by weather, occupant behavior and internal loads, and is generally unrepresentative of the residential building stock. Likewise, whole-building simulation models typically neglect stochastic variables and yield deterministic results that are applicable to only a single home in a specific climate. The

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

An Observationally Trained Markov Model for MJO Propagation

A Markovian stochastic model is developed for studying the propagation of the Madden-Julian Oscillation (MJO). This model represents the daily changes in real time multivariate MJO (RMM) indices as random functions of their current state and background conditions. The probability distribution function of the RMM changes is obtained using a machine learning algorithm trained to maximize MJO forecast skills using observed daily indices of RMM and different modes of variability. Skillful forecasts are obtained for lead times between 8 and 27 days. Large ensemble simulations by the stochastic model show that with monsoonal changes in the background state, MJO propagation across the Maritime Continent (MC) is most likely to be disrupted in boreal spring and summer when MJO events propagate from favorable conditions over the Indian Ocean to unfavorable ones over the MC, and predictability is higher during spring and summer when MJO activity is away from the MC region.

54 ENVIRONMENTAL SCIENCES↗

Coupled Stochastic Time-Inverted Lagrangian Transport/Weather Forecast and Research/Vegetation Photosynthesis and Respiration Model: Simulations of Tower-Based and Airborne CO2 Measurements - Part II

This paper evaluates simulations of atmospheric CO2 measured in 2004 at continental surface and airborne receptors, intended to test the capability to use data with high temporal and spatial resolution for analyses of carbon sources and sinks at regional and continental scales. The simulations were performed using the Stochastic Time-Inverted Lagrangian Transport (STILT) model driven by the Weather Forecast and Research (WRF) model, and linked to surface fluxes from the satellite-driven Vegetation Photosynthesis and Respiration Model (VPRM). The simulations provide detailed representations of hourly CO2 tower data and reproduce the shapes of airborne vertical profiles with high fidelity. WRF meteorology gives superior model performance compared with standard meteorological products, and the impact of including WRF convective mass fluxes in the STILT trajectory calculations is significant in individual cases. Important biases in the simulation are associated with the nighttime CO2 build-up and subsequent morning transition to convective conditions, and with errors in the advected lateral boundary condition. Comparison of STILT simulations driven by the WRF model against those driven by the Brazilian variant of the Regional Atmospheric Modeling System (BRAMS) shows that model-to-model differences are smaller than between an individual transport model and observations, pointing to systematic errors in the simulated transport. Future developments in the WRF model s data assimilation capabilities, basic research into the fundamental aspects of trajectory calculations, and intercomparison studies involving other transport models, are possible venues for reducing these errors. Overall, the STILT/WRF/VPRM offers a powerful tool for continental and regional scale carbon flux estimates.

Eluszkiewicz, Janusz↗

Thermodynamically consistent incorporation of the Langmuir adsorption model into compressible fluctuating hydrodynamics

For a gas–solid interfacial system where chemical species undergo reversible adsorption, we develop a mesoscopic stochastic modeling method that simulates both gas-phase hydrodynamics and surface coverage dynamics by coupling the Langmuir adsorption model with compressible fluctuating hydrodynamics. To this end, we derive a thermodynamically consistent mass–energy update scheme that accounts for how the mass and energy variables in the gas and surface subsystems should be updated according to the changes in the number of molecules of each species in each subsystem due to adsorption and desorption events. By performing a stochastic analysis for the ideal Langmuir model and the full hydrodynamic system, we analytically confirm that our mass–energy update scheme captures thermodynamic equilibrium predicted by equilibrium statistical mechanics. We find that an internal energy correction term is needed, which is attributed to the difference in the mean kinetic energy of gas molecules colliding with the surface from that computed from the Maxwell–Boltzmann distribution. By performing an equilibrium simulation study for an ideal gas mixture of CO and Ar, with CO undergoing reversible adsorption, we validate our overall simulation method and implementation.

Adsorption↗

Heterogeneous local dynamics revealed by classification analysis of spatially disaggregated time series data

Time series data provide a crucial window into infectious disease dynamics, yet their utility is often limited by the spatially aggregated form in which they are presented. When working with time series data, violating the implicit assumption of homogeneous dynamics below the scale of spatial aggregation could bias inferences about underlying processes. We tested this assumption in the context of the 2015–2016 Zika epidemic in Colombia, where time series of weekly case reports were available at national, departmental, and municipal scales. First, we performed a descriptive analysis, which showed that the timing of departmental-level epidemic peaks varied by three months and that departmental-level estimates of the time-varying reproduction number, R(t), showed patterns that were distinct from a national-level estimate. Second, we applied a classification algorithm to six features of proportional cumulative incidence curves, which showed that variability in epidemic duration, the length of the epidemic tail, and consistency with a cumulative normal density curve made the greatest contributions to distinguishing groups. Third, we applied this classification algorithm to data simulated with a stochastic transmission model, which showed that group assignments were consistent with simulated differences in the basic reproduction number, R0. This result, along with associations between spatial drivers of transmission and group assignments based on observed data, suggests that the classification algorithm is capable of detecting differences in temporal patterns that are associated with differences in underlying drivers of incidence patterns. Overall, this diversity of temporal patterns at local scales underscores the value of spatially disaggregated time series data.

60 APPLIED LIFE SCIENCES↗

Hybrid approaches for multiple-species stochastic reaction–diffusion models

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Modeling of Overtime Occupancy and Its Application in Building Energy Simulation and Calibration

Overtime is a common phenomenon around the world. Overtime drives both internal heat gains from occupants, lighting and plug-loads, and HVAC operation during overtime periods. Overtime leads to longer occupancy hours and extended operation of building services systems beyond normal working hours, thus overtime impacts total building energy use. Current literature lacks methods to model overtime occupancy because overtime is stochastic in nature and varies by individual occupants and by time. To address this gap in the literature, this study aims to develop a new stochastic model based on the statistical analysis of measured overtime occupancy data from an office building. A binomial distribution is used to represent the total number of occupants working overtime, while an exponential distribution is used to represent the duration of overtime periods. The overtime model is used to generate overtime occupancy schedules as an input to the energy model of a second office building. The measured and simulated cooling energy use during the overtime period is compared in order to validate the overtime model. A hybrid approach to energy model calibration is proposed and tested, which combines ASHRAE Guideline 14 for the calibration of the energy model during normal working hours, and a proposed KS test for the calibration of the energy model during overtime. The developed stochastic overtime model and the hybrid calibration approach can be used in building energy simulations to improve the accuracy of results, and better understand the characteristics of overtime in office buildings.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

A hybrid embedded discrete fracture model for simulating tight porous media with complex fracture systems

Numerical simulation considering complex fracture networks in tight oil reservoir becomes a hot issue during these years. Recently, embedded discrete fracture model (EDFM) shows great advantages over the DFM approaches in both calculation efficiency and simplicity of simulation workflow. EDFM has been widely used in tight oil/gas natural energy or enhanced oil recovery (EOR) development. If a large number of small-scale natural fractures exist in reservoir, the calculation efficiency of EDFM method may decrease. A new hybrid simulation model combining the EDFM and dual porosity (DP) model is proposed. The large-scale fractures are dealt with EDFM method while small scale fractures are dealt with DP model. Considering the low permeability of matrix, transient transfer between matrix and natural fracture is considered. The proposed hybrid model is validated compared with the local grid refinement (LGR) model and EDFM-MINC model, and the difference between transient transfer and pseudo-steady-state transfer effect on production is presented. Finally, two test cases are presented, and the sensitivity of some key parameters are investigated. Result shows that the new simulation model has higher calculation efficiency than LGR and EDFM-MINC models. Meanwhile, it honors a good accuracy. The pseudo-steady-state transfer between matrix and natural fracture leads to big error in tight oil production performance analysis both in single phase and two phases flow. Low matrix permeability and big matrix size increase the production difference between pseudo-steady-state transfer and transient transfer models. The proposed model can simulate reservoirs considering stochastic permeability distribution.

58 GEOSCIENCES↗

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this paper, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. Finally, the choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

97 MATHEMATICS AND COMPUTING↗

Spatial dependence of the growth of polycyclic aromatic compounds in an ethylene counterflow flame

The complex environments that characterize combustion systems can influence the distribution of gas-phase species, the relative importance of various growth mechanisms and the chemical and physical characteristics of the soot precursors generated. In order to provide molecular insights on the effect of combustion environments on the formation of gas-phase species, in this paper, we study the temporal and spatial dependence of soot precursors growth mechanisms in an ethylene/oxygen/argon counterflow diffusion flame. As computational tools of investigation, we included fluid dynamics simulations and stochastic discrete modeling. Results show the relative importance of various reaction pathways in flame, with the hydrogen-abstraction-acetylene-addition mechanism contributing to the formation of pure hydrocarbons near the stagnation plane, and oxygen chemistry prevailing near the maximum temperature region, where the concentration of atomic oxygen reaches its peak and phenols, ethers and furan-embedded species are formed. The computational results show excellent agreement with measurements obtained using aerosol mass spectrometry coupled with vacuum-ultraviolet photoionization. Knowledge acquired in this study can be used to predict the type of compounds formed in various locations of the flame and eventually provide insights on the environmental parameters that influence the growth of soot precursors. In addition, the results reported in this paper highlight the importance of modeling counterflow flames in two or three dimensions to capture the spatial dependence of growth mechanisms of soot precursors.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Data-driven predictive probability density function control of fiber length stochastic distribution shaping in refining process

Pulp is the most important raw material in paper in paper industries, whose Fiber Length Stochastic Distribution (FLSD) shaping directly determines the energy consumption and paper quality of the subsequent papermaking processes. However, the mean and variance are insufficient to describe the output FLSD shaping, which display non-Gaussian distribution properties. Therefore, the traditional control, method based on the mean and variance of fiber length is difficult to control the FLSD shaping effectively. In this paper, a novel data-driven predictive probability density function (PDF) control method is proposed for output FLSD shaping in refining process. Primarily, in order to improve the approximation accuracy of the PDF employing RBF neural network, the parameters (center value and width) of each RBF basis functions are tuned via utilizing iterative learning control (ILC) law, and the corresponding estimations of weights law can be obtained. Secondly, considering that the conventional linear model of weights vector has drawbacks of low accuracy and weak generalization ability, random vector functional link networks (RVFLNs) based data driven nonlinear modelling method is employed to characterize the prediction model between the input variables and weights vector. Finally, in order to reduce the randomness of the output FLSD, a minimum entropy control method under mean constraint is employed to design the predictive PDF controller for the output FLSD shaping with the help of the established nonlinear stochastic distribution model. Both simulations and experiments are given to illustrate the effectiveness and practicability of the proposed method.

Probability debsity function, Fiber length distrib↗