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Results for “Copula Theory”

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.

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4 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

An Iterative Response-Surface-Based Approach for Chance-Constrained AC Optimal Power Flow Considering Dependent Uncertainty

A modern power system is characterized by a stochastic variation of the loads and an increasing penetration of renewable energy generation, which results in large uncertainties in its states. These uncertainties bring formidable challenges to the power system planning and operation process. To address these challenges, we propose a cost-effective, iterative response-surface-based approach for the chance-constrained AC optimal power-flow problem that aims to ensure the secure operation of the power systems considering dependent uncertainties. Starting from a stochastic-sampling-based framework, we first utilize the copula theory to simulate the dependence among multivariate uncertain inputs. Then, to reduce the prohibitive computational time required in the traditional Monte-Carlo method, we propose, instead of using the original complicated power-system model, to rely on a polynomial-chaos-based response surface. This response surface allows us to efficiently evaluate the time-consuming power-system model at arbitrary distributed sampled values with a negligible computational cost. This further enables us to efficiently conduct an online stochastic testing for the system states that not only screens out the statistical active constraints, but also assists in a better design of the tightened bounds without using any Gaussian or symmetric assumption. Finally, an iterative procedure is executed to fine-tune the optimal solution that better satisfies a predefined probability. The simulations conducted in multiple test systems demonstrate the excellent performance of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

On the quantification and efficient propagation of imprecise probabilities with copula dependence

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be mutually independent or correlated by a multivariate Gaussian distribution. However, this subjective assumption may introduce bias in the response estimate if the real dependence structure deviates from this assumption. In this work, we overcome this limitation by introducing a flexible copula dependence model to capture complex dependencies. Here, a hierarchical Bayesian multimodel approach is proposed to quantify uncertainty in dependence model-form and model parameters that result from small data sets. This approach begins by identifying, through Bayesian multimodel inference, a set of candidate marginal models and their corresponding model probabilities, and then estimating the uncertainty in the copula-based dependence structure, which is conditional on the marginals and their parameters. The overall uncertainties integrating marginals and copulas are probabilistically represented by an ensemble of multivariate candidate densities. A novel importance sampling reweighting approach is proposed to efficiently propagate the overall uncertainties through a computational model. Through an example studying the influence of constituent properties on the out-of-plane properties of transversely isotropic E-glass fiber composites, we show that the composite property with copula-based dependence model converges to the true estimate as data set size increases, while an independence or arbitrary Gaussian correlation assumption leads to a biased estimate.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

The hidden structure of hydrodynamic transport in random fracture networks

We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.

42 ENGINEERING↗
DOE OSTI2024

Modeling Spatial Asymmetries in Teleconnected Extreme Temperatures

Abstract Combining strengths from deep learning and extreme value theory can help describe complex relationships between variables where extreme events have significant impacts (e.g., environmental or financial applications). Neural networks learn complicated nonlinear relationships from large datasets under limited parametric assumptions. By definition, the number of occurrences of extreme events is small, which limits the ability of the data-hungry, nonparametric neural network to describe rare events. Inspired by recent extreme cold winter weather events in North America caused by atmospheric blocking, we examine several probabilistic generative models for the entire multivariate probability distribution of daily boreal winter surface air temperature. We propose metrics to measure spatial asymmetries, such as long-range anticorrelated patterns that commonly appear in temperature fields during blocking events. Compared to vine copulas, the statistical standard for multivariate copula modeling, deep learning methods show improved ability to reproduce complicated asymmetries in the spatial distribution of ERA5 temperature reanalysis, including the spatial extent of in-sample extreme events.

Krock, Mitchell L.↗