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At least 19 records

Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching [Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems]

Sensitivity analysis is an important tool for describing power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this paper, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as dc exciters, by deriving and implementing the adjoint jump conditions that arise from state-dependent and time-dependent switchings. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach. In conclusion, this paper focuses primarily on the power system dynamics, but the approach is general and can be applied to hybrid dynamical systems in a broader range of fields.

42 ENGINEERING↗

Second-order adjoint sensitivity analysis methodology (2ND-ASAM) for computing exactly and efficiently first- and second-order sensitivities in large-scale systems - 14356

This work presents the second-order adjoint sensitivity analysis methodology (2.-ASAM) for computing exactly and efficiently the second-order functional derivatives ('sensitivities') of system responses to the system's model parameters. For a physical system comprising N{sub α} parameters and N{sub r} responses, forward methods require a total of at least (N{sup 2}{sub α}/2+3N{sub α}/2) large-scale computations for obtaining all of the first- and second-order sensitivities, for all N{sub r} system responses. On the other hand, for one functional-type system response, the 2.-ASAM requires one large-scale computation using the first-level adjoint sensitivity system (1.-LASS) for obtaining all of the first-order sensitivities, followed by at most (2N{sub α}+1) large-scale computations using the second-level adjoint sensitivity systems (2.-LASS) for obtaining all of the second-order sensitivities. The second-order sensitivities contribute decisively to causing asymmetries in the response distribution, since they are the leading contributors to the third-order response correlations (skewness). They also cause the 'expected value of the response' to differ from the 'computed nominal value of the response'. The implementation of the 2.-ASAM requires very little additional effort beyond the construction of the adjoint sensitivity system needed for computing the first-order sensitivities. Only the sources on the right-sides of the diffusion (differential) operator needed to be modified; the left-side of the differential equations (and hence the 'solver' in large-scale practical applications) remain unchanged. The application of the 2.-ASAM is illustrated on a benchmark heat conduction/convection problem, which makes transparent the underlying mathematical derivations. For this illustrative problem, 4 'large-scale' adjoint computations suffice for computing exactly all of the 6 first- and 21 distinct second-order derivatives. The 2.-ASAM presented in this work should enable the hitherto very difficult, if not intractable, exact computation of all of the second-order response sensitivities for large-systems involving many parameters, which is expected to affect significantly other fields that need efficiently computed second-order response sensitivities, such as optimization, data assimilation/adjustment, model calibration, and predictive modeling. (author)

42 ENGINEERING↗

Adjoint sensitivity analysis and data assimilation for verification of dry storage cask contents

Dry cask storage is a method for interim storage of spent fuel assemblies which contain fissile isotopes of uranium and plutonium. These can present a proliferation concern and consequently there is a need for non-destructive testing methods to verify a dry cask's contents for proliferation protection. We present an application of adjoint sensitivity analysis and data assimilation to a multigroup diffusion model of dry cask storage. Adjoint sensitivity analysis allows the efficient calculation of sensitivities for use in data assimilation to calibrate imprecisely known parameter values and data consistency tests to detect diversion scenarios. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Adjoint Sensitivity of FARMS to the Forecasting Variables of WRF-Solar: Preprint

This study presents the development and application of an adjoint model for investigating the sensitivity of solar radiation to forecasted variables from WRF-Solar. The first part of this study focuses on developing an adjoint model for the Fast All-sky Model for Solar Applications (FARMS) to investigate the input variables having the highest sensitivity to global horizontal irradiance (GHI), direct normal irradiance (DNI), and diffuse horizontal irradiance (DHI), which are the output variables. The applicability and usefulness of the adjoint sensitivity approach are demonstrated by conducting a sensitivity analysis under various scenarios defined by low, medium, and high values for the input variables. This preliminary study uses elasticity values to understand the sensitivity of solar radiation to the input variables (e.g. solar zenith angle, Angstrom turbidity coefficient, and cloud optical depth) of FARMS. This presentation will illustrate the implemented methodology and the obtained sensitivity results for FARMS, as well as future research steps that will lead to the development of high-quality probabilistic solar forecasts.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Forward and adjoint sensitivity computation of chaotic dynamical systems

This paper describes a forward algorithm and an adjoint algorithm for computing sensitivity derivatives in chaotic dynamical systems, such as the Lorenz attractor. The algorithms compute the derivative of long time averaged “statistical” quantities to infinitesimal perturbations of the system parameters. The algorithms are demonstrated on the Lorenz attractor. We show that sensitivity derivatives of statistical quantities can be accurately estimated using a single, short trajectory (over a time interval of 20) on the Lorenz attractor.

97 MATHEMATICS AND COMPUTING↗

Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing

This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow. - Highlights: • A discrete adjoint non-intrusive least squares shadowing (NILSS) is presented. • The NILSS approach is closely related to multiple shooting shadowing (MSS). • Adjoint NILSS prevents exponential growth in time of the adjoint field. • Adjoint NILSS is demonstrated on a simulation of wall-bounded turbulent flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An Unsteady Actuator Line Solver to Enable Adjoint Sensitivity Studies for Wake Steering

This study demonstrates the sensitivity of wind turbine wake steering performance to blade design. An actuator line model was implemented within an unsteady adjoint solver that enables efficient execution of gradient-based optimization and sensitivity studies. After first confirming the feasibility of wake steering by controlling actuator line chord profiles and formulating a suitable objective function for wake position, a sensitivity study was conducted to determine the relative importance of chord length as a function of spanwise position on the resulting turbine wake deflection. The results presented here support the idea that blade design choices play a role in wake control. In a larger context, this study demonstrates a computational framework in which turbine and blade designs can be studied at the individual and farm-wide level to enhance wind plant controllability and manage power output.

17 WIND ENERGY↗

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User’s Guide

The ability to perform sensitivity analyses using adjoint-based first-order sensitivity theory has existed for decades. This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 (Ref. 2) and SCALE 6.2 (Ref. 3), are both capable of computing isotopic density sensitivities in continuous energy and angle. Additionally, Perkó et al. have shown how individual isotope density sensitivities, easily computed using adjoint methods, can be combined to compute constrained first-order sensitivities that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute first-order sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained first-order sensitivities are computed in a simple example problem.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User's Guide

The ability to perform sensitivity analyses using adjoint-based sensitivity theory has existed for decades . This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 and SCALE, are both capable of computing isotopic sensitivities in continuous energy and angle. Additionally, Perko et al. have shown how individual isotope sensitivities, easily computed using adjoint methods, can be combined to compute constrained sensitivities that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained sensitivities are computed in a simple example problem. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Probability density adjoint for sensitivity analysis of the Mean of Chaos

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. This paper presents a new method for sensitivity analysis of ergodic chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗