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At least 145 records · Page 8

Probabilistic progressive buckling of trusses

A three-bay, space, cantilever truss is probabilistically evaluated to describe progressive buckling and truss collapse in view of the numerous uncertainties associated with the structural, material, and load variables that describe the truss. Initially, the truss is deterministically analyzed for member forces, and members in which the axial force exceeds the Euler buckling load are identified. These members are then discretized with several intermediate nodes, and a probabilistic buckling analysis is performed on the truss to obtain its probabilistic buckling loads and the respective mode shapes. Furthermore, sensitivities associated with the uncertainties in the primitive variables are investigated, margin of safety values for the truss are determined, and truss end node displacements are noted. These steps are repeated by sequentially removing buckled members until onset of truss collapse is reached. Results show that this procedure yields an optimum truss configuration for a given loading and for a specified reliability.

PROBABILISTIC BUCKLING ANALYSI↗

Distribution functions of probabilistic automata

Each probabilistic automaton M over an alphabet A defines a probability measure Prob sub(M) on the set of all finite and infinite words over A. We can identify a k letter alphabet A with the set {0, 1,..., k-1}, and, hence, we can consider every finite or infinite word w over A as a radix k expansion of a real number X(w) in the interval [0, 1]. This makes X(w) a random variable and the distribution function of M is defined as usual: F(x) := Prob sub(M) { w: X(w) < x }. Utilizing the fixed-point semantics (denotational semantics), extended to probabilistic computations, we investigate the distribution functions of probabilistic automata in detail. Automata with continuous distribution functions are characterized. By a new, and much more easier method, it is shown that the distribution function F(x) is an analytic function if it is a polynomial. Finally, answering a question posed by D. Knuth and A. Yao, we show that a polynomial distribution function F(x) on [0, 1] can be generated by a prob abilistic automaton iff all the roots of F'(x) = 0 in this interval, if any, are rational numbers. For this, we define two dynamical systems on the set of polynomial distributions and study attracting fixed points of random composition of these two systems.

Denotational semantics↗

On the Probabilistic Analysis of Neural Networks

Neural networks are powerful tools for automated decision-making,seeing increased application in safety-critical domains, such as autonomous driving. Due to their black-box nature and large scale,reasoning about their behavior is challenging. Statistical analysis is often used to infer probabilistic properties of a network, such as its robustness to noise and inaccurate inputs. While scalable, statistical methods can only provide probabilistic guarantees on the quality of their results and may underestimate the impact of low probability inputs leading to undesired behavior of the network.We investigate here the use of symbolic analysis and constraint solution space quantification to precisely quantify probabilistic properties in neural networks. We demonstrate the potential of the proposed technique in a case study involving the analysis of ACAS-Xu, a collision avoidance system for unmanned aircraft control.

neural nets↗

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.

17 WIND ENERGY↗

Probabilistic Short-Term Wind Forecasting Based on Pinball Loss Optimization: Preprint

Probabilistic wind power forecasts that quantify the uncertainty in wind output have the potential to aid in the economic grid integration of wind power at large penetration levels. In this paper, a novel probabilistic wind forecasting approach based on pinball loss optimization is proposed, in conjunction with a multi-model machine learning based ensemble deterministic forecasting framework. By assuming the pointforecasted value as the mean at each point, one unknown parameter (i.e., standard deviation) of a predictive distribution at each forecasting point is determined by minimizing the pinball loss. A surrogate model is developed to represent the unknown distribution parameter as a function of deterministic forecasts. This surrogate model can be used together with deterministic forecasts to predict the unknown distribution parameter and thereby generate probabilistic forecasts. Numerical results of case studies show that the proposed method has improved the pinball loss by up to 35% compared to a baseline quantile regression forecasting model.

17 WIND ENERGY↗

Scaling Input Distributions for Probabilistic Models - 19472

It is important to address scaling issues when building models to support risk-based decisions for radioactive waste disposal sites. Currently, probabilistic risk assessment and probabilistic performance assessment models are run for multiple realizations where each realization uses one value from each input distribution over the entire modeled time. The input distributions represent the current state of knowledge in the mean of the input variable over the spatial region of interest and over the time period of the model run. This paper focuses on the time factor in input distribution scaling because it presents more serious conceptual and distributional challenges than the spatial factor. One of the challenges in temporal scaling is the effect of non-linearity on propagation of distribution uncertainty through to uncertainty in results. Radioactive waste disposal models tend to have both linear and non-linear components in their models. Dose assessment calculations are typically represented by linear models, while contaminant transport models have linear and non-linear components. In principle, temporal scaling of input parameter distributions for a linear model is straightforward, but scaling of input distributions for non-linear models is not. This paper uses examples to investigate the effects of input distribution temporal scaling on simple linear and non-linear models. Different scaling scenarios were investigated by comparing three analysis tools: analytical mathematical representations, statistical software programming, and GoldSim Monte Carlo simulation software. R statistical software is an open source statistical programming language often used for statistical analyses and graphical representation of data. GoldSim is a robust probabilistic dynamic modeling platform used in performance assessment modeling of radioactive waste sites. A simple linear model, a quadratic model and a multiplicative model were the cases explored for each of these tools. For the three analysis tools considered and with each of the scaling cases, 1,000 realizations were implemented from distributions of the random variables of interest. This is a sufficient number of realizations for simple models to capture the model space. An annual temporal resolution of a 100-year simulation period was chosen for all models and analysis tools. The effects of temporal scaling were demonstrated by investigating two different options for time scaling. Option 1 was set up so that the input distributions represented the expected value on an annual time scale, and a new value from that distribution was chosen every year (at every time step which equaled a year) for 100 years. In Option 2, the input distributions were scaled to represent the expected mean value of the input variable over the 100 years of simulation, and one value from that distribution was chosen for the entire elapsed time. Results show agreement across the three analysis tools. As expected, the linear models have identical results for the two different scaling Options, and the non-linear models diverge in the results for different time scale implementation. The implications of this work point to the need for careful consideration of input distribution temporal scaling. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra

Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.

58 GEOSCIENCES↗

Constructing probabilistic scenarios for wide-area solar power generation

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions. Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.

14 SOLAR ENERGY↗

Probabilistic evolution of stochastic dynamical systems: A meso-scale perspective

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features are used to quantify and propagate uncertainties associated with the initial conditions, external excitations, etc. From a probabilistic modeling standing point, two broad classes of methods exist, i.e. macro-scale methods and micro-scale methods. Classically, macro-scale methods such as statistical moments-based strategies are usually too coarse to capture the multi-mode shape or tails of a non-Gaussian distribution. Micro-scale methods such as random samples-based approaches, on the other hand, become computationally very challenging in dealing with high-dimensional stochastic systems. In view of these potential limitations, a meso-scale scheme is proposed here that utilizes a meso-scale statistical structure to describe the dynamical evolution from a probabilistic perspective. The significance of this statistical structure is twofold. First, it can be tailored to any arbitrary random space. Second, it not only maintains the probability evolution around sample trajectories but also requires fewer meso-scale components than the micro-scale samples. To demonstrate the efficacy of the proposed meso-scale scheme, a set of examples of increasing complexity are provided. Connections to the benchmark stochastic models as conservative and Markov models along with practical implementation guidelines are presented.

97 MATHEMATICS AND COMPUTING↗

Stochasticity in the Switching of Nanodisks for Probabilistic Computing

Stochasticity in magnetic nanodevices is an essential characteristic for harnessing these devices to computing based on population coding or the building blocks of probabilistic computing, p-bits. A magnetic tunneling junction (MTJ) consisting of a patterned magnetic element is considered a promising computing unit in the concept of artificial neurons and p-bits. A comprehensive understanding of the stochasticity in the switching of patterned magnetic elements is crucial for realizing MTJ-based probabilistic computing technology. In the present work, the stochastic behavior in the switching process of a perpendicularly magnetized Co/Pt disk within an array was directly observed utilizing full-field soft X-ray microscopy. Within 50 repeated hysteretic cycles, the stochastic magnetization switching of individual Co/Pt disks within disk arrays is identified. We found that the stochasticity in the magnetization switching of disks considerably depends on the disk size. The stochasticity initially decreases as the disk radius gets bigger from 125 to 375 nm (region I), then increases with further enlarging the disk size to 625 nm (region II). The variance of thermal fluctuation relevant to the disk size and the multilevel switching within a disk are severely involved in the observed size-dependent stochasticity. Furthermore, this work provides the way for controlling the stochasticity in the switching of nanopatterned elements, which is a key aspect of MTJ-based probabilistic computing.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Estimating the Likelihood of GHG Concentration Scenarios From Probabilistic Integrated Assessment Model Simulations

The climate scenarios that form the basis for current climate risk assessments have no assigned probabilities, and this impedes the analysis of future climate risks. This paper proposes an approach to estimate the probability of carbon dioxide (CO 2 ) concentration scenarios used in key climate change modeling experiments. It computes the CO 2 emissions compatible with the concentrations prescribed by Coupled Model Intercomparison Project Phase 5 (CMIP5) and CMIP6 experiments. The distribution of these compatible cumulative emissions is interpreted as the likelihood of future emissions given a concentration pathway. Using Bayesian analysis, the probability of each pathway can be estimated from a probabilistic sample of future emissions. The approach is demonstrated with five probabilistic CO 2 emission simulation ensembles from four Integrated Assessment Models (IAM), leading to independent estimates of the likelihood of the CO 2 concentration of Representative Concentration Pathways (RCP) and Shared Socioeconomic Pathways (SSP). Results suggest that SSP5-8.5 is unlikely for the second half of the 21st century, but offer no clear consensus on which of the remaining scenarios is most likely. Estimates of likelihoods of CO 2 concentrations associated with RCP and SSP scenarios are affected by sampling errors, differences in emission sources simulated by the IAMs, and a lack of a common experimental framework for IAM simulations. These shortcomings, along with a small IAM ensemble size, limit the applicability of the results presented here. Novel joint IAM and the Earth System Model experiments are needed to deliver actionable probabilistic climate risk assessments.

54 ENVIRONMENTAL SCIENCES↗

Deep probabilistic direction prediction in 3D with applications to directional dark matter detectors

Abstract We present the first method to probabilistically predict 3D direction in a deep neural network model. The probabilistic predictions are modeled as a heteroscedastic von Mises-Fisher distribution on the sphere S 2 , giving a simple way to quantify aleatoric uncertainty. This approach generalizes the cosine distance loss which is a special case of our loss function when the uncertainty is assumed to be uniform across samples. We develop approximations required to make the likelihood function and gradient calculations stable. The method is applied to the task of predicting the 3D directions of electrons, the most complex signal in a class of experimental particle physics detectors designed to demonstrate the particle nature of dark matter and study solar neutrinos. Using simulated Monte Carlo data, the initial direction of recoiling electrons is inferred from their tortuous trajectories, as captured by the 3D detectors. For 40 keV electrons in a 70% He 30% CO 2 gas mixture at STP, the new approach achieves a mean cosine distance of 0.104 (26 ∘ ) compared to 0.556 (64 ∘ ) achieved by a non-machine learning algorithm. We show that the model is well-calibrated and accuracy can be increased further by removing samples with high predicted uncertainty. This advancement in probabilistic 3D directional learning could increase the sensitivity of directional dark matter detectors.

Computer Science↗

Probabilistic neural networks for fluid flow surrogate modeling and data recovery

We consider the use of probabilistic neural networks for fluid flow surrogate modeling and data recovery. This framework is constructed by assuming that the target variables are sampled from a Gaussian distribution conditioned on the inputs. Consequently, the overall formulation sets up a procedure to predict the hyperparameters of this distribution which are then used to compute an objective function given training data. We demonstrate that this framework has the ability to provide for prediction confidence intervals based on the assumption of a probabilistic posterior, given an appropriate model architecture and adequate training data. The applicability of the present framework to cases with noisy measurements and limited observations is also assessed. To demonstrate the capabilities of this framework, we consider canonical regression problems of fluid dynamics from the viewpoint of reduced-order modeling and spatial data recovery for four canonical data sets. The examples considered in this study arise from (i) the shallow-water equations, (ii) a two-dimensional cylinder flow, (iii) the wake of a NACA0012 airfoil with a Gurney flap, and (iv) the NOAA sea surface temperature data set. Furthermore, the present results indicate that the probabilistic neural network not only produces a machine-learning-based fluid flow surrogate model but also systematically quantifies the uncertainty therein to assist with model interpretability.

42 ENGINEERING↗

Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report

The current project develops a novel approach that uses a probabilistic description to capture the current state of knowledge about the computational solution. To effectively spread the computational effort over multiple nodes, the global computational domain is split into many subdomains. Computational uncertainty in the solution translates into uncertain boundary conditions for the equation system to be solved on those subdomains, and many independent, concurrent subdomain simulations are used to account for this bound- ary condition uncertainty. By relying on the fact that solutions on neighboring subdomains must agree with each other, a more accurate estimate for the global solution can be achieved. Statistical approaches in this update process make it possible to account for the effect of system faults in the probabilistic description of the computational solution, and the associated uncertainty is reduced through successive iterations. By combining all of these elements, the probabilistic reformulation allows splitting the computational work over very many independent tasks for good scalability, while being robust to system faults.

97 MATHEMATICS AND COMPUTING↗

Work Plan for the Site-wide SSHAC Level 3 Probabilistic Seismic Hazard Analysis at INL

This work plan provides the overall framework, key activities, key tasks, and schedule for the execution of a probabilistic seismic hazard analysis at Idaho National Laboratory (INL). The probabilistic seismic hazard analysis will follow processes and procedures appropriate for the Senior Seismic Hazard Analysis Committee (SSHAC) Level 3 study provided in U. S. Nuclear Regulatory Commission guidance, NUREG-2213. The SSHAC Level 3 probabilistic seismic hazard analysis (PSHA) is being conducted as an INL site-wide effort. The work plan was developed and revised by participants who will perform the SSHAC Level 3 PSHA. The work plan also includes the quality assurance requirements commensurate with American Society of Mechanical Engineers Nuclear Quality Assurance NQA 1 2008/2009 and 2011 Addendum for design nuclear facilities under the U.S. Department of Energy and U. S. Nuclear Regulatory Commission. The scope of the SSHAC Level 3 PSHA is designed to produce the mean-centered definition of the seismic hazard with the appropriate treatment of uncertainties supported by the associated technical justifications. The SSHAC Level 3 study will properly implement and completely document the activities of evaluation, integration, and documentation. The evaluation process will consider data, models, and methods proposed by the larger technical community that are relevant to the PSHA at INL. The integration process will build seismic-source and ground-motion characterization models that represent the center, body, and range of technically defensible interpretations, taking into consideration the outcomes of the evaluation process. Key tasks and activities—such as a project kickoff meeting, three workshops, four formal working meetings, and a briefing meeting with the Participatory Peer Review Panel—will occur for the seven-member technical integration teams to construct seismic-source and ground-motion-characterization models. Both preliminary and final hazard-input documents will be developed to perform sensitivity analyses and the final PSHA, respectively. The entire study will be thoroughly documented in draft and final reports. The Participatory Peer Review Panel will review the SSHAC Level 3 study from start to finish, including the draft and final INL Site-wide PSHA reports, so they can provide a closure letter documenting the study’s adherence to SSHAC processes and technical adequacy of the final products.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Probabilistic Look-ahead Contingency Analysis Integrated with GE EMS Tool

This report documents implementation of the smart sampling-based probabilistic look-ahead contingency analysis algorithm, the integration with General Electric (GE) Grid Solutions’ commercial energy management system (EMS) tool, and the case study results using real world data from the Bonneville Power Administration (BPA).The probabilistic look-ahead contingency analysis algorithm incorporates forecast errors of renewable energy and load into contingency analysis functions to enable a predictive capability with a more complete picture, revealing the potential violations that are not normally detected by traditional deterministic approaches. To test its performance under practical environments, the probabilistic look-ahead contingency analysis algorithm has been integrated with the dominant GE EMS tool as a proof-of-concept for a seamless integration. To meet the output format of GE EMS tool, an extreme value distribution (EVD) algorithm is newly adapted to analyze the GE EMS’s violation-only output. Real world data from BPA are used to test its performance, and the results clearly show the effectiveness of the developed algorithm and improved situational awareness. This effort is an example of successful technology transition and cooperation under a real-world environment because it is a joint effort from department of energy, a national laboratory, a commercial vendor, and a large utility.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Building Intelligence with Layered Defense Using Security-Constrained Optimization and Security Risk Detection (BUILD-SOS): A Probabilistic Approach

In this project, we employ a layered protection strategy incorporating advanced optimization and detection techniques using a probabilistic approach. The probabilistic approach is not only applied when detecting cyber attacks, but also incorporated in control strategies, which greatly increases the attacking difficulties. Hackers need to understand both probabilistic detection algorithms and uncertainty modeling methods in control in order to execute any effective attacks. The end-to-end solutions enable us to provide Building Intelligence with Layered Defense using Security-Constrained Optimization and Security Risk Detection (BUILD-SOS).

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Probabilistic Analysis of Long-Term Degradation of Microwave Cavity Flow Sensor

We are investigating a microwave resonant cavity transducer for flow sensing in the vessel of a high temperature fluid advanced reactor (AR), such as a molten salt cooled reactor (MSCR) or a sodium fast reactor (SFR). This transducer is a hollow metallic cylindrical cavity, with the flat wall of the cylinder flexible enough to undergo microscopic deflection due to dynamic fluid pressure. Membrane deflection leads to a shift in the resonant frequency, which can be detected with a spectrum analyzer. We have performed a proof-of-concept experiment of flow sensing with the transducer in liquid sodium at 340°C in impinging liquid jet geometry. The transducer remained in liquid sodium for 70 days. After removal, no structural damage was observed, and the expected transducer response was verified in a water test. Because long-term (multi-year) experimental tests of transducer resilience to harsh environment are not practical, we have developed a probabilistic model of creep to estimate transducer resilience to the harsh environment. The probabilistic model considers diffusion creep under the condition of high temperature and low stress, where the stress and temperature are allowed to be random variables with Gaussian distributions. Using the probabilistic model, we estimate inelastic membrane deflections due to creep for several temperature ranges. We conclude that for temperatures less than 650°C, creep has negligible long-term effect on the transducer performance. Since a yellowish residue was observed on the transducer surface after 70 days of immersion in liquid sodium, we have investigated possible evidence of corrosion. Chromium depletion is a typical indicator of the corrosion process in stainless steel. Scraping off a residue from the transducer and performing scanning electron microscopy (SEM) with energy dispersive analysis (EDS) did not find any chromium in the residue. Approximately 60% of the residue consisted of copper, which can be attributed to contamination of sodium due to powder residue from machining of copper and brass components of the transducer.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗