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Results for “Endogenous uncertainty”

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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14 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Restoration Strategy for Active Distribution Systems Considering Endogenous Uncertainty in Cold Load Pickup

Cold load pickup (CLPU) phenomenon is identified as the persistent power inrush upon a sudden load pickup after an outage. Under the active distribution system (ADS) paradigm, where distributed energy resources (DERs) are extensively installed, the decreased outage duration can induce a strong interdependence between CLPU pattern and load pickup decisions. In this paper, we propose a novel modelling technique to tractably capture the decision-dependent uncertainty (DDU) inherent in the CLPU process. Subsequently, a two-stage stochastic decision-dependent service restoration (SDDSR) model is constructed, where first stage searches for the optimal switching sequences to decide step-wise network topology, and the second stage optimizes the detailed generation schedule of DERs as well as the energization of switchable loads. Further, to tackle the computational burdens introduced by mixed-integer recourse, the progressive hedging algorithm (PHA) is utilized to decompose the original model into scenario-wise subproblems that can be solved in parallel. The numerical test on modified IEEE 123-node test feeders has verified the efficiency of our proposed SDDSR model and provided fresh insights into the monetary and secure values of DDU quantification.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity sets defined by decision-dependent bounds on the first and second moments of uncertain parameters and by mean and covariance matrix that exactly match decision-dependent empirical ones, respectively. For both sets, we show that the subproblem in each stage can be recast as a mixed-integer linear program (MILP). Moreover, we extend the general moment-based ambiguity set in to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming (MISDP) reformulations of stage-wise subproblems. We develop methods for attaining lower and upper bounds of the optimal objective value of the multistage MISDPs, and approximate them using a series of MILPs. We deploy the Stochastic Dual Dynamic integer Programming (SDDiP) method for solving the problem under the three ambiguity sets with risk-neutral or risk-averse objective functions, and conduct numerical studies on multistage facility-location instances having diverse sizes under different parameter and uncertainty settings. Furthermore, our results show that the SDDiP quickly finds optimal solutions for moderate-sized instances under the first two ambiguity sets, and also finds good approximate bounds for the multistage MISDPs derived under the third ambiguity set. We also demonstrate the efficacy of incorporating decision-dependent distributional ambiguity in multistage decision-making processes.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2021

Lila: Optimal Dispatching in Probabilistic Temporal Networks using Monte Carlo Tree Search

Executing a Probabilistic Simple Temporal Network (PSTN) amounts at scheduling, i.e. \textit{dispatch}, a set of events under time uncertainty. This constitutes a NP-hard online optimization problem. The right execution time must be dynamically assigned to each event of the PSTN such that the temporal constraints are met, whereas activity durations are progressively observed as the execution unfolds. We propose a dispatching algorithm based on Monte Carlo Tree Search, called Lila, with the following characteristics: (i) it is an anytime algorithm, both offline and online, proven asymptotically optimal; (ii) it returns the current probability of success, either before or at any moment during operations; (iii) it handles any possible continuous or discrete, even non-parametric, probability distributions, as well as inter-dependencies between random variables, exogenous and endogenous uncertainty; and (iv) can be easily extended to handle probabilistic external events, PSTNs with resources, PSTNs with cutoff times and precondition chains, etc. Lila is universal in the sense that it can handle any dispatching protocol, simply by specifying it to the algorithm. It has the unlimited flexibility offered by the simulation paradigm, whilst it asymptotically converges to optimal decisions and/or robustness approximations.

Chien, Steve A.↗
DOE OSTI2025

Decision-Dependent Uncertainty-Aware Distribution System Planning Under Wildfire Risk

The interaction between power systems and wildfires can be dangerous and costly. Distribution grids can be liable for the outbreak of wildfires during extreme weather. In wildfire-prone areas, investment planning should consider the impact of operational actions on wildfire-related uncertainties affecting line failure likelihood. Here, in this case, endogenous-based uncertainty modeling should comprise the backbone of the investment planning model viz-a-viz the inability of standard exogenous-based uncertainty modeling. Therefore, we propose a decision-dependent uncertainty (DDU) aware methodology to optimize investment portfolios for distribution systems, considering that high power-flow levels in high-threat areas can ignite wildfires and increase line failure probability. The methodology identifies the best combination of upgrades (new lines, hardening existing lines, and placing switching devices). Methodologically, we propose a two-stage distributionally robust planning optimization problem with DDU that considers the distribution system's multiperiod operation. The first stage determines optimal switching actions and line investments, and the second stage evaluates the worst-case expected operational cost under a DDU framework designed to account for the endogenous impact of power-flow levels and hardening investment decisions in the line failure probabilities. An iterative method is tailored to handle the problem and numerical experiments demonstrate a more prepared grid to deal with wildfire risk.

Power systems investment planning↗
DOE OSTI2020

Characteristics of locational uncertainty marginal price for correlated uncertainties of variable renewable generation and demands

With the rapid increase of variable renewable energy sources in power systems, how to manage and price the uncertainty of renewable resources’ power outputs is becoming an urgent issue. Current market designs considering the uncertainties are mainly based on the probabilistic scenario set of demand and renewable energy resources power outputs. This consideration makes market designs vulnerable to three significant challenges when put into practice. First, the accurate probability distribution of renewable generation is hard to obtain in real-time. Second, it is challenging to clear the market timely with many scenarios to guarantee accuracy. Third, generation cost recovery cannot be guaranteed for some scenarios. To overcome these challenges, this paper proposes a locational uncertainty marginal price model to price the uncertainty explicitly based on a scenario-free stochastic market-clearing model. Instead of using the probabilistic scenario set, the uncertainty of renewable energy sources and loads is modeled with distributionally-robust chance constraints. The correlation of uncertainties can be endogenously modeled in both the market-clearing and the locational uncertainty marginal price formation. Furthermore, this paper proves that generation cost recovery, revenue adequacy, and partial market equilibrium can be achieved using the locational uncertainty marginal price model. Numerical results from both the small and large systems simulations validate that the generation cost recovery is maintained no matter the generation participates in uncertainty mitigation or not. The transmission congestion surplus is also allocated appropriately among loads, renewable energy sources, and financial transmission right owners.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2021

Secondary Frequency Regulation from Variable Generation through Uncertainty Decomposition: An Economic and Reliability Perspective

The rapid integration of variable generation (VG), such as photovoltaics (PV), necessitates an increase in the secondary frequency regulation (SFR) to handle the system intra-dispatch interval imbalance because of VG's variation. Although PV has the control capability to provide SFR, the main challenge is in guaranteeing the delivery of PV's energy and SFRs capacities in the automatic generation control (AGC) within each dispatch interval considering its uncertainty. This paper proposes a deliverable VG SFR provision model with endogenous VG's power uncertainty decomposition. First, the uncertainty of VG is decomposed using distributionally robust chance constraints through which the deliverable SFR provision is guaranteed. Next, the intra-interval frequency response of PV's SFR is validated with a user defined AGC model including the PV power plant. Finally, the economic benefits and the reliability improvements such as the frequency deviation reduction with PV providing SFRcan be integrated and evaluated. The proposed model is tested in a modified 18-bus system and in the Western Electricity Coordinating Council test system. Results demonstrate that with the deliverable SFR from PV, the system cost and the frequency reliability can be improved simultaneously. PV's SFR performance can be guaranteed with the proposed model.

14 SOLAR ENERGY↗
NASA NTRS1983

Vasopressin release induced by water deprivation - Effects of centrally administered saralasin

Uncertainty exists as to whether endogenous angiotensin activates brain mechanisms controlling vasopressin (AVP) secretion during dehydration. Various doses of saralasin were injected into a lateral cgrebroventricle (IVT) of conscious, male rats deprived of water for 48 h. The rats were killed at different times. The concentration of AVP in the plasma p(AVP), measured by radioimmunoassay, was unaffected by saralasin. IVT pretreatment with 1-Sar-8-Ile-angiotensin II blocked maximal AVP release by IVT angiotensin, but this pretreatment did not reduce p(AVP) after 24, 48 or 72 hr water deprivation. A 3-hour continuous IVT infusion of CSF or saralasin (10 micrograms/hour) into 48-hour water-deprived rats revealed equivalent p(AVP) concentration and urine volumes. When the infusions were continued for 3 h more with water available, control and saralasin-treated rats: (1) drank at similar rates, (2) excreted similar amounts of urine, and (3) reduced their p(AVP) concentration levels to the same extent. IVT saralasin did not affect p(AVP) concentration of rats dehydrated with hypertonic NaCl. Combined IVT saralasin and atropine reduced p(AVP) concentration of 48-hour water deprived rats about 30 percent (p less than 0.05). It is concluded that redundancy exists for sensing, integrating and releasing vasopressin in dehydrated rats.

Keil, L. C.↗
DOE OSTI2022

A reforecasting-based dynamic reserve estimation for variable renewable generation and demand uncertainty

The installed capacity of renewables-based energy sources has been increasing in traditional power systems. In order to accommodate the increased variability and uncertainty associated with the deeper penetration of renewable sources like solar and wind, adjusted amounts of dynamic reserve are needed. Although probabilistic dynamic reserve estimation methods have been previously developed, most of them consider the uncertainty to be represented by parametric density functions that tend to perform poorly under extreme events and, moreover, neglect uncertainty introduced by the forecasting model itself. Toward addressing these limitations, this work presents, for the first time, a dynamic reserve estimation method for flexibility that incorporates nonparametric density estimation and a machine learning based reforecasting to provide a day-ahead prediction of the mean and spread of uncertainty around the base forecast. The prediction is, in turn, used to estimate the up and down reserve relative to the base forecast. Here, the present method takes various endogenous and exogenous features, including the calendar variables, as input to estimate the day-ahead reserve. Using a combination of reforecasting and dynamic reserve estimation techniques, the method is shown to adjust better to the dynamic nature of reserve requirements providing only what is needed to accommodate the expected deviations. Considering California Independent System Operator (CAISO) solar, wind and load data over an 18 month period, up to 67% reduction in the amount of reserve capacity needed for a one day reserve and reserve penalty for solar uncertainty is demonstrated. Additionally, the risk of reserve insufficiency in meeting the net demand is reduced by 20% with the proposed method.

14 SOLAR ENERGY↗
NASA NTRS1992

The statistical analysis of circadian phase and amplitude in constant-routine core-temperature data

Accurate estimation of the phases and amplitude of the endogenous circadian pacemaker from constant-routine core-temperature series is crucial for making inferences about the properties of the human biological clock from data collected under this protocol. This paper presents a set of statistical methods based on a harmonic-regression-plus-correlated-noise model for estimating the phases and the amplitude of the endogenous circadian pacemaker from constant-routine core-temperature data. The methods include a Bayesian Monte Carlo procedure for computing the uncertainty in these circadian functions. We illustrate the techniques with a detailed study of a single subject's core-temperature series and describe their relationship to other statistical methods for circadian data analysis. In our laboratory, these methods have been successfully used to analyze more than 300 constant routines and provide a highly reliable means of extracting phase and amplitude information from core-temperature data.

NASA Discipline Regulatory Physiology↗
DOE OSTI2022

OperonSEQer: A set of machine-learning algorithms with threshold voting for detection of operon pairs using short-read RNA-sequencing data

Operon prediction in prokaryotes is critical not only for understanding the regulation of endogenous gene expression, but also for exogenous targeting of genes using newly developed tools such as CRISPR-based gene modulation. A number of methods have used transcriptomics data to predict operons, based on the premise that contiguous genes in an operon will be expressed at similar levels. While promising results have been observed using these methods, most of them do not address uncertainty caused by technical variability between experiments, which is especially relevant when the amount of data available is small. In addition, many existing methods do not provide the flexibility to determine the stringency with which genes should be evaluated for being in an operon pair. We present OperonSEQer, a set of machine learning algorithms that uses the statistic and p-value from a non-parametric analysis of variance test (Kruskal-Wallis) to determine the likelihood that two adjacent genes are expressed from the same RNA molecule. We implement a voting system to allow users to choose the stringency of operon calls depending on whether your priority is high recall or high specificity. In addition, we provide the code so that users can retrain the algorithm and re-establish hyperparameters based on any data they choose, allowing for this method to be expanded as additional data is generated. We show that our approach detects operon pairs that are missed by current methods by comparing our predictions to publicly available long-read sequencing data. OperonSEQer therefore improves on existing methods in terms of accuracy, flexibility, and adaptability.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2020

Are scenario projections overly optimistic about future yield progress?

Historical increases in agricultural production were achieved predominantly by large increases in agricultural productivity. Intensification of crop and livestock production also plays a key role in future projections of agricultural land use. Here, we assess and discuss projections of crop yields by global agricultural land-use and integrated assessment models. To evaluate these crop yield projections, we compare them to empirical data on attainable yields by employing a linear and plateauing continuation of observed attainable yield trends. While keeping in mind the uncertainties of attainable yields projections and future climate change impacts, we find that, on average for all cereals on the global level, global projected yields by 2050 remain below the attainable yields. Additionally, this is also true for future pathways with high technological progress and mitigation efforts, indicating that projected yield increases are not overly optimistic, even under systemic transformations. Furthermore, on a regional scale, we find that for developing regions, specifically for sub-Saharan Africa, projected yields stay well below attainable yields, indicating that the large yield gaps which could be closed through improved crop management, may also persist in the future. In OECD countries, in contrast, current yields are already close to attainable yields, and the projections approach or, for some models, even exceed attainable yields by 2050. This observation parallels research suggesting that future progress in attainable yields in developed regions will mainly have to be achieved through new crop varieties or genetic improvements. The models included in this study vary widely in their implementation of yield progress, which are often split into endogenous (crop management) improvements and exogenous (technological) trends. More detail and transparency are needed in these important elements of global yields and land use projections, and this paper discusses possibilities of better aligning agronomic understanding of yield gaps and yield potentials with modelling approaches.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Distributionally robust facility location problem under decision-dependent stochastic demand

While the traditional facility location problem considers exogenous demand, in some applications, locations of facilities could affect the willingness of customers to use certain types of services, e.g., carsharing, and therefore they also affect realizations of random demand. Moreover, a decision maker may not know the exact distribution of such endogenous demand and how it is affected by location choices. In this paper, we consider a distributionally robust facility location problem, in which we interpret the moments of stochastic demand as functions of facility-location decisions. We reformulate a two-stage decision-dependent distributionally robust optimization model as a monolithic formulation, and then derive exact mixed-integer linear programming reformulation as well as valid inequalities when the means and variances of demand are piecewise linear functions of location solutions. We conduct extensive computational studies, in which we compare our model with a decision-dependent deterministic model, as well as stochastic programming and distributionally robust models without the decision-dependent assumption. Here, the results show superior performance of our approach with remarkable improvement in profit and quality of service under various settings, in addition to computational speed-ups given by formulation enhancements. These results draw attention to the need of considering the impact of location decisions on customer demand within this strategic-level planning problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Flexibility Options: A Proposed Product for Managing Imbalance Risk

The presence of variable renewable energy resources with uncertain outputs in day-ahead electricity markets results in additional balancing needs in real-time. Addressing those needs cost-effectively and reliably within a competitive market with unbundled products is challenging as both the demand for and the availability of flexibility depends on day-ahead energy schedules. Existing approaches for reserve procurement usually rely either on oversimplified demand curves that do not consider how system conditions that particular day affect the value of flexibility, or on bilateral trading of hedging instruments that are not co-optimized with day-ahead schedules. This article proposes a new product, ‘Flexibility Options', to address these two limitations. The demand for this product is endogenously determined in the day-ahead market and it is met cost-effectively by considering real-time supply curves for product providers, which are co-optimized with the energy supply. As we illustrate with numerical examples and mathematical analysis, the product addresses the hedging needs of participants with imbalances cost-effectively, provides a less intermittent revenue stream for participants with flexible outputs, promotes value-driven pricing of flexibility, and ensures that the system operator is revenue-neutral. This article provides a comprehensive design that can be further tested and applied in large-scale systems.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗