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At least 19 records

Overview of Future of Probabilistic Methods and RMSL Technology and the Probabilistic Methods Education Initiative for the US Army at the SAE G-11 Meeting

The SAE G-11 RMSL Division and Probabilistic Methods Committee meeting sponsored by the Picatinny Arsenal during March 1-3, 2004 at Westin Morristown, will report progress on projects for probabilistic assessment of Army system and launch an initiative for probabilistic education. The meeting features several Army and industry Senior executives and Ivy League Professor to provide an industry/government/academia forum to review RMSL technology; reliability and probabilistic technology; reliability-based design methods; software reliability; and maintainability standards. With over 100 members including members with national/international standing, the mission of the G-11s Probabilistic Methods Committee is to enable/facilitate rapid deployment of probabilistic technology to enhance the competitiveness of our industries by better, faster, greener, smarter, affordable and reliable product development.

Singhal, Surendra N.↗

Probabilistic Structural Analysis of SSME Turbopump Blades: Probabilistic Geometry Effects

A probabilistic study was initiated to evaluate the precisions of the geometric and material properties tolerances on the structural response of turbopump blades. To complete this study, a number of important probabilistic variables were identified which are conceived to affect the structural response of the blade. In addition, a methodology was developed to statistically quantify the influence of these probabilistic variables in an optimized way. The identified variables include random geometric and material properties perturbations, different loadings and a probabilistic combination of these loadings. Influences of these probabilistic variables are planned to be quantified by evaluating the blade structural response. Studies of the geometric perturbations were conducted for a flat plate geometry as well as for a space shuttle main engine blade geometry using a special purpose code which uses the finite element approach. Analyses indicate that the variances of the perturbations about given mean values have significant influence on the response.

Nagpal, V. K.↗

Comparison of Probabilistic Forecasts for Predictive Voltage Control

This paper explores predictive cooperative voltage control in distribution systems with highly variable sources such as photovoltaics (PV). The goal is to maintain the voltage profile within the limits despite the fluctuations due to sudden changes in solar power generation. The predictive voltage control method relies on probabilistic solar power and load forecasts to select the optimum Voltage Regulator (VR) taps appropriately. VR taps are selected to minimize the risk of voltage violation. A modified version of the IEEE 123 system is used as the case study. A 100% penetration of solar power is assumed for the distribution system with profiles for solar generation and loads added to the system. Three different probabilistic forecast models (Quantile Regression (QR), Gaussian distribution and volatility forecasting using Generalized Autoregressive Conditional Heteroskedasticity (GARCH)) are explored in this study. The results for the VR taps and Voltage Deviation Index (VDI) are compared to find the most effective forecast model.

Panamtash, Hossein↗

Probabilistic design analysis using Composite Loads Spectra (CLS) coupled with Probabilistic Structural Analysis Methodologies (PSAM)

Composite loads spectra (CLS) were applied to generate probabilistic loads for use in the PSAM nonlinear evaluation of stochastic structures under stress (NESSUS) finite element code. The CLS approach allows for quantifying loads as mean values and distributions around a central value rather than maximum or enveloped values typically used in deterministic analysis. NESSUS uses these loads to determine mean and perturbation responses. These results are probabilistically evaluated with the distributional information from CLS using a fast probabilistic integration (FPI) technique to define response distributions. The main example discussed describes a method of obtaining load descriptions and stress response of the second-stage turbine blade of the Space Shuttle Main Engine (SSME) high-pressure fuel turbopump (HPFTP). Additional information is presented on the on-going analysis of the high pressure oxidizer turbopump discharge duct (HPOTP) where probabilistic dynamic loads have been generated and are in the process of being used for dynamic analysis. Example comparisons of load analysis and engine data are furnished for partial verification and/or justification for the methodology.

Newell, J. F.↗

Review of the probabilistic failure analysis methodology and other probabilistic approaches for application in aerospace structural design

Probabilistic structural analyses and design methods are steadily gaining acceptance within the aerospace industry. The safety factor approach to design has long been the industry standard, and it is believed by many to be overly conservative and thus, costly. A probabilistic approach to design may offer substantial cost savings. This report summarizes several probabilistic approaches: the probabilistic failure analysis (PFA) methodology developed by Jet Propulsion Laboratory, fast probability integration (FPI) methods, the NESSUS finite element code, and response surface methods. Example problems are provided to help identify the advantages and disadvantages of each method.

Townsend, J.↗

A Probabilistic Model-Based Diagnostic Framework for Nuclear Engineering Systems

A fault diagnostic framework was investigated in this study for applications in thermal–hydraulic systems of nuclear power plants. The proposed framework consists of quantitative model-based diagnosis, statistical change detection and probabilistic reasoning. The use of physics-based diagnostic models provides high detection sensitivity and allows noise and measurement uncertainty to be incorporated robustly. Performance-related parametric models for each component are constructed based on first principles. Numerical model residuals are generated using the concept of analytical redundancy. Statistical change detection methods are employed to detect non-zero residuals in the presence of uncertainty. The diagnosis task is performed using Bayesian inference to detect and localize possible faults. Application to a single-phase heat exchanger for demonstration showed that the proposed probabilistic framework can provide improved results in comparison with traditional approaches while remaining less sensitive to false alarms in the presence of measurement and modeling uncertainty.

Bayesian network↗

Data-driven wind turbine wake modeling via probabilistic machine learning

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions and the interaction between wakes. Physics-based models that capture the wake flow field with high-fidelity are computationally very expensive to perform layout optimization of wind farms, and, thus, data-driven reduced-order models can represent an efficient alternative for simulating wind farms. In this work, we use real-world light detection and ranging (LiDAR) measurements of wind-turbine wakes to construct predictive surrogate models using machine learning. Specifically, we first demonstrate the use of deep autoencoders to find a low-dimensional latent space that gives a computationally tractable approximation of the wake LiDAR measurements. Then, we learn the mapping between the parameter space and the (latent space) wake flow fields using a deep neural network. Additionally, we also demonstrate the use of a probabilistic machine learning technique, namely, Gaussian process modeling, to learn the parameter-space-latent-space mapping in addition to the epistemic and aleatoric uncertainty in the data. Finally, to cope with training large datasets, we demonstrate the use of variational Gaussian process models that provide a tractable alternative to the conventional Gaussian process models for large datasets. Furthermore, we introduce the use of active learning to adaptively build and improve a conventional Gaussian process model predictive capability. Overall, we find that our approach provides accurate approximations of the wind-turbine wake flow field that can be queried at an orders-of-magnitude cheaper cost than those generated with high-fidelity physics-based simulations.

Deep neural networks↗

Adversarial autoencoder ensemble for fast and probabilistic reconstructions of few-shot photon correlation functions for solid-state quantum emitters

Second-order photon correlation measurements [g (2) (τ) functions] are widely used to classify single-photon emission purity in quantum emitters or to measure the multiexciton quantum yield of emitters that can simultaneously host multiple excitations – such as quantum dots – by evaluating the value of g (2) (τ = 0). Accumulating enough photons to accurately calculate this value is time consuming and could be accelerated by fitting of few-shot photon correlations. Here, we develop an uncertainty-aware, deep adversarial autoencoder ensemble (AAE) that reconstructs noise-free g (2) (τ) functions from noise-dominated, few-shot inputs. The model is trained with simulated g (2) (τ) functions that are facilely generated by Poisson sampling time bins. The AAE reconstructions are performed orders-of-magnitude faster, with reconstruction errors and estimates of g (2) (τ = 0) that are lower in variance and similar in accuracy compared to Maximum likelihood estimation and Levenberg-Marquardt least-squares fitting approaches, for simulated and experimentally measured few-shot g (2) (τ) functions (~100 two-photon events) of InP/ZnS/ZnSe and CdS/CdSe/CdS quantum dots. The deep-ensemble model comprises eight individual autoencoders, allowing for probabilistic reconstructions of noise-free g (2) (τ) functions, and we show that the predicted variance scales inversely with number of shots, with comparable uncertainties to computationally intensive Markov chain Monte Carlo sampling. Furthermore, this work demonstrates the advantage of machine learning models to perform uncertainty-aware, fast, and accurate reconstructions of simple Poisson-distributed photon correlation functions, allowing for on-the-fly reconstructions and accelerated materials characterization of solid-state quantum emitters.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A REDUCED ORDER MODELING APPROACH TO PROBABILISTIC CREEP-DAMAGE PREDICTIONS IN FINITE ELEMENT ANALYSIS

This paper introduces a computationally efficient Reduced Order Modeling (ROM) approach for the probabilistic prediction of creep-damage failure. Component-level probabilistic simulations are needed to assess the reliability and safety of high-temperature components. Full-scale probabilistic creep-damage modeling in finite element (FE) approach is computationally expensive requiring many hundreds of simulations to replicate the uncertainty of component failure. To that end, ROM is proposed to minimize the elevated computational cost while controlling the loss of accuracy. It is proposed that full-scale probabilistic simulations can be completed in 1D at a reduced cost, the extremum conditions extracted, and those conditions applied for lower-cost 2D/3D probabilistic simulations of components that capture the mean and uncertainty of failure. The probabilistic Sine-hyperbolic (Sinh) model is selected which in previous work was calibrated to alloy 304 stainless steel. The Sinh model includes probability density functions (pdfs) for test condition (stress and temperature), initial damage (i.e. microstructure), and material properties uncertainty. The Sinh model is programmed into ANSYS finite element software using the USERCREEP.F material subroutine. First, the Sinh model and FE code are subject to verification and validation to ensure the accuracy of the simulations. Numerous Monte Carlo simulations are executed in a 1D model to generate probabilistic creep deformation, damage, and rupture data. This data is analyzed and the probabilistic parameters corresponding to extreme creep response are extracted. The ROM concept is applied where only the extreme conditions are applied in the 2D probabilistic prediction of a component. The probabilistic predictions between the 1D and 2D geometry is compared to assess ROM for creep. The accuracy of the probabilistic prediction employing the ROM approach will potentially reduce the time and cost of simulating complex engineering systems. Future studies will introduce multi-stage Sinh, stochasticity, and spatial uncertainty for improved prediction.

36 MATERIALS SCIENCE↗

Operational Probabilistic Tools for Solar Uncertainty (OPTSUN) (Final Project Report for DOE Solar Forecasting II Project)

Increasing levels of solar PV can challenge system operations and may require novel methods to operate the power system reliably and efficiently. Power system operating plans generally use deterministic forecasts, in which the variable energy resources are represented by the expected value for each interval of the decision horizon. Probabilistic forecasts are relatively new but have the potential to address the shortfalls of deterministic forecasts. However, understanding how best to use such forecasts is still a key gap in industry and was the focus of this project. The project had three workstreams. In a forecasting workstream, improvements were made to baseline probabilistic forecasts using a number of new approaches such as machine learning methods and improved input data. In a design workstream, advanced simulation tools used these forecasts to investigate newly proposed reserve determination methods. Lastly, in a demonstration workstream a scheduling management platform (SMP) was developed to leverage probabilistic forecasts in a modular and customizable manner. In order to study the benefits that could be accrued, the project team collaborated with three utility partners (Duke Energy, Southern Company and Hawaiian Electric) to deliver improved probabilistic forecasts for each region and to model each region in case studies using advanced production cost modeling tools. Different methods to determine operating reserve requirements from probabilistic forecasts were developed, simulated, and tested across each region. The benefits of using these newly proposed methods varied by utility, but, in general, using probabilistic forecasts as well as historical data to set the reserve requirements seems to improve reliability related results, with less risk of reserve or supply shortfalls. The cost implications were not always straightforward; in some cases the new methods could show a reduction in expected operating costs, but often the increase in reserves associated with better risk mitigation using probabilistic forecasts could result in an increase in operating costs in the simulations. The SMP tool was developed to process probabilistic forecasts from their initial receipt through to scheduling decisions. This open-source tool consists of several modules for scenario development, reserve requirements calculation, and visualization. The SMP tool was demonstrated to a wide range of operators and stakeholders at all three utilities and further improved based on their feedback. The tool will be available on www.epri.com/optsun. The proposed probabilistic information-based reserve determination approaches have the potential to be implemented by different regions to ensure an economic and reliable power system operation on power systems integrating increasing levels of variable renewable resources. The innovative yet practical methods developed in this project demonstrated tangible benefits from using probabilistic forecasts beyond just study-based assessments to include three unique balancing areas. The demonstrated benefits across the multiple utility environments, are expected to provide system operators in all regions the confidence required and a platform to adopt the new forecasting and operating methods.

14 SOLAR ENERGY↗

Interpretation of Probabilistic Surface Ozone Forecasts: A Case Study for Philadelphia

The use of probabilistic forecasting has been growing in a variety of disciplines because of its potential to emphasize the degree of uncertainty inherent in a prediction. Interpretation of probabilistic forecasts, however, is oftentimes difficult, deterring users who may benefit from such forecasts. To encourage broader use of probabilistic forecasts in the field of air quality, a process for interpreting forecasts from a statistical probabilistic air quality surface ozone model [the Regression in Self Organizing Map (REGiS)] is demonstrated. Four procedures to convert probabilistic to deterministic forecasts are explored for the Philadelphia, Pennsylvania, metropolitan area. These procedures calibrate the predicted probability of daily maximum 8-h-average ozone exceeding a standard value by 1) estimating climatological relative frequency, 2) establishing a probability of an exceedance threshold as 50%, 3) maximizing the threat score, and 4) determining the unit bias ratio. REGiS is trained using 2000–11 ozone-season (1 May–30 September) data, calibrated using 2012–14 data, and evaluated using 2015–18 data. Assessment of the calibration data with the Pierce skill score suggests an exceedance threshold based on climatological relative frequency for the conversion from probabilistic to deterministic forecasts. Calibrated REGiS generally compares well to predictions from the U.S. national air quality model and operational “expert” forecasts over the evaluation period. For other probabilistic models and situations, different procedures of converting probabilistic to deterministic forecasts may be more beneficial. The methods presented in this paper represent an approach for operational air quality forecasters seeking to use probabilistic model output to support forecasts designed to protect public health.

Nikolay Balashov↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.

Stephanie Y Zhu↗

Probabilistic Neural Computing with Stochastic Devices

Abstract The brain has effectively proven a powerful inspiration for the development of computing architectures in which processing is tightly integrated with memory, communication is event‐driven, and analog computation can be performed at scale. These neuromorphic systems increasingly show an ability to improve the efficiency and speed of scientific computing and artificial intelligence applications. Herein, it is proposed that the brain's ubiquitous stochasticity represents an additional source of inspiration for expanding the reach of neuromorphic computing to probabilistic applications. To date, many efforts exploring probabilistic computing have focused primarily on one scale of the microelectronics stack, such as implementing probabilistic algorithms on deterministic hardware or developing probabilistic devices and circuits with the expectation that they will be leveraged by eventual probabilistic architectures. A co‐design vision is described by which large numbers of devices, such as magnetic tunnel junctions and tunnel diodes, can be operated in a stochastic regime and incorporated into a scalable neuromorphic architecture that can impact a number of probabilistic computing applications, such as Monte Carlo simulations and Bayesian neural networks. Finally, a framework is presented to categorize increasingly advanced hardware‐based probabilistic computing technologies.

Misra, Shashank↗

Probabilistic structural analysis methods for select space propulsion system components

The Probabilistic Structural Analysis Methods (PSAM) project developed at the Southwest Research Institute integrates state-of-the-art structural analysis techniques with probability theory for the design and analysis of complex large-scale engineering structures. An advanced efficient software system (NESSUS) capable of performing complex probabilistic analysis has been developed. NESSUS contains a number of software components to perform probabilistic analysis of structures. These components include: an expert system, a probabilistic finite element code, a probabilistic boundary element code and a fast probability integrator. The NESSUS software system is shown. An expert system is included to capture and utilize PSAM knowledge and experience. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator (FPI). The expert system menu structure is summarized. The NESSUS system contains a state-of-the-art nonlinear probabilistic finite element code, NESSUS/FEM, to determine the structural response and sensitivities. A broad range of analysis capabilities and an extensive element library is present.

Millwater, H. R.↗

Probabilistic load simulation: Code development status

The objective of the Composite Load Spectra (CLS) project is to develop generic load models to simulate the composite load spectra that are included in space propulsion system components. The probabilistic loads thus generated are part of the probabilistic design analysis (PDA) of a space propulsion system that also includes probabilistic structural analyses, reliability, and risk evaluations. Probabilistic load simulation for space propulsion systems demands sophisticated probabilistic methodology and requires large amounts of load information and engineering data. The CLS approach is to implement a knowledge based system coupled with a probabilistic load simulation module. The knowledge base manages and furnishes load information and expertise and sets up the simulation runs. The load simulation module performs the numerical computation to generate the probabilistic loads with load information supplied from the CLS knowledge base.

Newell, J. F.↗