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At least 19 records

Stochastic multiscale modeling for quantifying statistical and model errors with application to composite materials

This paper provides a coherent and efficient computational framework for stochastic multiscale analysis of material systems in the presence of parametric uncertainties and modeling errors. Uncertainty in those model parameters that are not deduced as upscaled quantities is attributed to an uncertainty “germ”. While such parameters can appear at any scale, they are predominant at the finest analysis scale. Additional uncertainties stemming from statistical estimation, attributed to lack of data and model error, are associated with each submodel contributing to the multiscale system. Here, a robust and efficient framework based on a generalized extended polynomial chaos expansion (gEPCE) is proposed to simultaneously propagate all these uncertainties in order to provide a probabilistic representation of specific quantities of interest (QoI). We characterize the full probability distribution of the QoI and the uncertainty in the failure probability pertaining to its tails. By combining gEPCE with kernel density estimation (KDE) and directional derivatives, we construct sensitivity measures that connect these statistical metrics of QoI to the various sources of uncertainty to assess their individual and combined impacts. An illustrative problem featuring three-point bending of a composite beam is investigated to demonstrate the presented approach.

36 MATERIALS SCIENCE↗

Scaling Analysis of Two–Phase Flow in Fractal Permeability Fields

Fluid mixing in permeable media is essential in many practical applications. The mixing process is a consequence of velocity fluctuations owing to geological heterogeneities and mobility contrast of fluids. Heterogeneities in natural rocks are often spatially correlated, and their properties, such as permeability, may be described using fractal distributions. This work models the fractal characteristics of such permeability fields in which the covariance function is expressed as a power-law function. A generalized scaling relation is derived relating various fractal permeability fields using the magnitude of their fluctuations. Here, this relation reveals the self-similar behavior of two-phase flow in such permeable media. To that end, a recently developed, high-resolution numerical simulator is employed to validate the analytically derived scaling relations. Two flow problems are considered in which flow is governed by 1) a linear, and 2) a nonlinear transport equation. Due to the probabilistic representation of the fractal permeability fields, a sensitivity study is conducted for each flow scenario to determine the number of realizations required for statistical convergence. Scaling analysis is performed using ensemble averages of simulated saturation profiles and their mixing lengths. Results support the validity of the developed scaling relation across the range of investigated flow conditions at intermediate times. The dynamics of linear flow in the asymptotic regime is affected by the correlation structure of heterogeneity. In nonlinear flow, scaling behavior appears to be dominated by the degree of nonlinearity.

58 GEOSCIENCES↗

Mixture Model Framework for Traumatic Brain Injury Prognosis Using Heterogeneous Clinical and Outcome Data

Prognoses of Traumatic Brain Injury (TBI) outcomes are neither easily nor accurately determined from clinical indicators. This is due in part to the heterogeneity of damage inflicted to the brain, ultimately resulting in diverse and complex outcomes. Using a data-driven approach on many distinct data elements may be necessary to describe this large set of outcomes and thereby robustly depict the nuanced differences among TBI patients’ recovery. In this work, we develop a method for modeling large heterogeneous data types relevant to TBI. Our approach is geared toward the probabilistic representation of mixed continuous and discrete variables with missing values. The model is trained on a dataset encompassing a variety of data types, including demographics, blood-based biomarkers, and imaging findings. In addition, it includes a set of clinical outcome assessments at 3, 6, and 12 months post-injury. The model is used to stratify patients into distinct groups in an unsupervised learning setting. We use the model to infer outcomes using input data, and show that the collection of input data reduces uncertainty of outcomes over a baseline approach. In addition, we quantify the performance of a likelihood scoring technique that can be used to self-evaluate the extrapolation risk of prognosis on unseen patients.

97 MATHEMATICS AND COMPUTING↗

From pools to flow: The PROMISE framework for new insights on soil carbon cycling in a changing world

Soils represent the largest terrestrial reservoir of organic carbon, and the balance between soil organic carbon (SOC) formation and loss will drive powerful carbon-climate feedbacks over the coming century. To date, efforts to predict SOC dynamics have rested on pool-based models, which assume classes of SOC with internally homogenous physicochemical properties. However, emerging evidence suggests that soil carbon turnover is not dominantly controlled by the chemistry of carbon inputs, but rather by restrictions on microbial access to organic matter in the spatially heterogeneous soil environment. The dynamic processes that control the physicochemical protection of carbon translate poorly to pool-based SOC models; as a result, we are challenged to mechanistically predict how environmental change will impact movement of carbon between soils and the atmosphere. In this study, we propose a novel conceptual framework to explore controls on belowground carbon cycling: Probabilistic Representation of Organic Matter Interactions within the Soil Environment (PROMISE). In contrast to traditional model frameworks, PROMISE does not attempt to define carbon pools united by common thermodynamic or functional attributes. Rather, the PROMISE concept considers how SOC cycling rates are governed by the stochastic processes that influence the proximity between microbial decomposers and organic matter, with emphasis on their physical location in the soil matrix. We illustrate the applications of this framework with a new biogeochemical simulation model that traces the fate of individual carbon atoms as they interact with their environment, undergoing biochemical transformations and moving through the soil pore space. We also discuss how the PROMISE framework reshapes dialogue around issues related to SOC management in a changing world. We intend the PROMISE framework to spur the development of new hypotheses, analytical tools, and model structures across disciplines that will illuminate mechanistic controls on the flow of carbon between plant, soil, and atmospheric pools.

54 ENVIRONMENTAL SCIENCES↗

Model-Form Epistemic Uncertainty Quantification for Modeling with Differential Equations: Application to Epidemiology

Modeling real-world phenomena to any degree of accuracy is a challenge that the scientific research community has navigated since its foundation. Lack of information and limited computational and observational resources necessitate modeling assumptions which, when invalid, lead to model-form error (MFE). The work reported herein explored a novel method to represent model-form uncertainty (MFU) that combines Bayesian statistics with the emerging field of universal differential equations (UDEs). The fundamental principle behind UDEs is simple: use known equational forms that govern a dynamical system when you have them; then incorporate data-driven approaches – in this case neural networks (NNs) – embedded within the governing equations to learn the interacting terms that were underrepresented. Utilizing epidemiology as our motivating exemplar, this report will highlight the challenges of modeling novel infectious diseases while introducing ways to incorporate NN approximations to MFE. Prior to embarking on a Bayesian calibration, we first explored methods to augment the standard (non-Bayesian) UDE training procedure to account for uncertainty and increase robustness of training. In addition, it is often the case that uncertainty in observations is significant; this may be due to randomness or lack of precision in the measurement process. This uncertainty typically manifests as “noisy” observations which deviate from a true underlying signal. To account for such variability, the NN approximation to MFE is endowed with a probabilistic representation and is updated using available observational data in a Bayesian framework. By representing the MFU explicitly and deploying an embedded, data-driven model, this approach enables an agile, expressive, and interpretable method for representing MFU. In this report we will provide evidence that Bayesian UDEs show promise as a novel framework for any science-based, data-driven MFU representation; while emphasizing that significant advances must be made in the calibration of Bayesian NNs to ensure a robust calibration procedure.

97 MATHEMATICS AND COMPUTING↗

Topical Report on Water Balance Model Development and Initial Application

This topical report summarizes results from developing a generic dynamic water balance tool which can be used by coal-fired power plant operators to evaluate FGD water management strategies. EPRI is using a statistical software model created on the GoldSim platform and data from coal-fired energy plants to determine the fraction of power plant water needs that can be satisfied by electrodialysis reversal treatment and, correspondingly, the discharge volume and/or byproducts that still need to be managed. The generic model is designed to accept a number of easily obtainable process variables and generate probabilities of resultant water characteristics. The model is also constructed as a universal process flow; one that can be adjusted to accommodate most major components of an FGD blowdown handling system. The generic model is dynamic and utilizes user-inputted operational variation in water quality and quantity to best provide a probabilistic representation of potential performance outcomes. In order to account for complexities of water composition and treatment, a separate chemical modeling software is used to evaluate water chemistry and unit operation performance. The thermodynamic modeling software, OLI Studio, is employed to convert ion data from laboratory analyses into balanced molecular concentrations that are classified as dissolved and suspended solids. The dynamic water model is designed to import a total of 11 species commonly found in FGD blowdown water as molecular concentrations.Water management unit operations are used in the model and categorized by either physical unit operation blocks or chemical unit operations blocks. As the name implies, the physical water treatment blocks are unit operations that are exclusively physical changes to the system (e.g., separations and volume changes). The chemical water treatment blocks are unit operations where chemical changes occur and require the use of OLI Studio to characterize subsequent streams. Water and material balances from three unique coal-fired power plants were obtained and preliminary modeling on the dynamic water balance tool was performed using the extracted data from these power plants. These three power plants were chosen due to their unique configurations and water profiles that represented a variety of operational changes. Results from using the dynamic tool with the three plant configurations are presented and discussed in the context of the existing tool and planned future capabilities.

01 COAL, LIGNITE, AND PEAT↗

Investigation of the Use of Dynamic Probabilistic Risk Assessment Methodologies for Identifying Digital I&C System Common Cause Failures

Digital Instrumentation and Control (I&C) systems have a key role in nuclear power plants in the upgrade of aging analog systems. Digital systems improve plant safety and reliability through features such as increased hardware reliability and stability and improved failure detection capability. There is no consensus on which of the current probabilistic risk assessment methods are most suitable for use in the reliability analysis of digital I&C systems. While the traditional event-tree/fault-tree (ET/FT) approach is still used for their reliability modeling, there are concerns regarding this approach in properly accounting for dynamic interactions among system components since potentially significant dependencies among failure events may not be identified and/or their likelihood may not be properly quantified. Dynamic methodologies are expected to provide a much more accurate representation of probabilistic evolution of the I&C systems in time due to their capability to more properly account for complex interactions than the static approach. The applicability of dynamic PRA methodologies for digital I&C system is investigated using the criteria presented in the NUREG/CR-6901, and the comparisons made in NUREG/CR-6901 are updated in light of the latest studies. The Dynamic Event Tree (DET) approach has been identified as one of the top dynamic methods when evaluated against the requirements for the reliability modeling of digital I&C systems. The DET method is a strong candidate for integration into existing PRA studies, as it bears many similarities to the traditional ET approach. In this study, the DET approach has been applied to the Plant Protection System of the APR1400 design, and the results are compared to results from its available traditional ET/FT analysis. Possible approaches to evaluate and quantify the effects of common cause failures on system safety using dynamic methods are also examined.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

A Review of Bayesian Networks for Spatial Data

We report Bayesian networks are a popular class of multivariate probabilistic models as they allow for the translation of prior beliefs about conditional dependencies between variables to be easily encoded into their model structure. Due to their widespread usage, they are often applied to spatial data for inferring properties of the systems under study and also generating predictions for how these systems may behave in the future. We review published research on methodologies for representing spatial data with Bayesian networks and also summarize the application areas for which Bayesian networks are employed in the modeling of spatial data. We find that a wide variety of perspectives are taken, including a GIS-centric focus on efficiently generating geospatial predictions, a statistical focus on rigorously constructing graphical models controlling for spatial correlation, as well as a range of problem-specific heuristics for mitigating the effects of spatial correlation and dependency arising in spatial data analysis. Special attention is also paid to potential future directions for integration of Bayesian networks with spatial processes.

97 MATHEMATICS AND COMPUTING↗

A Multi-Stage Stochastic Risk Assessment With Markovian Representation of Renewable Power

Probabilistic forecasts provide a distribution of possible outputs and so can capture the uncertainty and variability of Variable Renewable Energy (VRE). However, taking advantage of uncertainty information has practical challenges that make it difficult to integrate probabilistic forecasting into control room decision-making. This paper proposes a novel use-case for probabilistic forecasts by incorporating them into the hour-ahead operations for situational awareness via a risk-averse multi-stage stochastic program. We employ a Markovian representation of the probabilistic forecasts that enables the formulation of the multi-stage problem and avoids a scenario generation phase. We test the model on a realistically sized system to assess risk and showcase the capability of using probabilistic renewable forecast as input to produce probabilistic output forecasts of future system states. The results show that the model can capture time consistency in the reserves and Area Control Error (ACE) forecast. The solution times are adequate for risk profiling in hour-ahead timescales.

forecasting↗

py-boomer v0.1.0

Py-BOOMER (Python Bayesian OWL Ontology MErgER in Python) is a probabilistic reasoning system for knowledge representation and ontological reasoning with uncertainty. Itnables reasoning over probabilistic facts and taxonomic relationships, finding the most likely consistent interpretation of potentially conflicting assertions. It uses a combination of graph-based reasoning and Bayesian probabilistic inference. Key features: Represent probabilistic ontological statements Reason over class subsumption hierarchies Evaluate class equivalence relationships Detect and resolve logical inconsistencies Calculate posterior probabilities for each assertion

Mungall, Chris [Lawrence Berkeley National Laborat↗

VpROM: a novel variational autoencoder-boosted reduced order model for the treatment of parametric dependencies in nonlinear systems

Reduced Order Models (ROMs) are of considerable importance in many areas of engineering in which computational time presents difficulties. Established approaches employ projection-based reduction, such as Proper Orthogonal Decomposition. The limitation of the linear nature of such operators is typically tackled via a library of local reduction subspaces, which requires the assembly of numerous local ROMs to address parametric dependencies. Our work attempts to define a more generalisable mapping between parametric inputs and reduced bases for the purpose of generative modeling. We propose the use of Variational Autoencoders (VAEs) in place of the typically utilised clustering or interpolation operations, for inferring the fundamental vectors, termed as modes, which approximate the manifold of the model response for any and each parametric input state. The derived ROM still relies on projection bases, built on the basis of full-order model simulations, thus retaining the imprinted physical connotation. However, it additionally exploits a matrix of coefficients that relates each local sample response and dynamics to the global phenomena across the parametric input domain. The VAE scheme is utilised for approximating these coefficients for any input state. This coupling leads to a high-precision low-order representation, which is particularly suited for problems where model dependencies or excitation traits cause the dynamic behavior to span multiple response regimes. Moreover, the probabilistic treatment of the VAE representation allows for uncertainty quantification on the reduction bases, which may then be propagated to the ROM response. The performance of the proposed approach is validated on an open-source simulation benchmark featuring hysteresis and multi-parametric dependencies, and on a large-scale wind turbine tower characterised by nonlinear material behavior and model uncertainty.

Conditional VAEs↗

Digital polycrystalline microstructure generation using diffusion probabilistic models

Accurate micromechanical simulation of polycrystalline materials requires a realistic digital representation of the grain scale microstructure. Here, this work demonstrates the use of a generative diffusion probabilistic model for synthesizing single phase polycrystalline realizations. The model performs well and is capable of producing realistic microstructures consisting of not just simple equiaxed structures but also structures exhibiting more complex spatial arrangements. Masked microstructure generation reveals that the model is context aware of morphological descriptors which may be encoded in the latent space. Training on more diverse data sets, with scaled up architectures, may enable development of future models capable of synthesizing even more complex microstructural features.

36 MATERIALS SCIENCE↗

Modeling Noise: Paths toward AI-Enabled Stochastic Earth System Models and Parameterizations

Some of the key challenges in Earth system prediction arise from an uncertain representation of unpredictable natural variability, across time and space scales. This variability, hereafter referred to as noise, represents the quantity against which the strength of a signal of interest is measured to assess predictability. Underestimating or overestimating this noise in Earth system models can lead to issues ranging between overconfidence in an erroneous prediction and a lack thereof in an otherwise accurate one. Noise is part of the physical processes in the Earth system and can amplify or damp a signal of interest in a complex manner that is not systematically characterized. Specifically, while there has been significant progress in our understanding of multiscale interactions among known modes of variability (potentially predictable signals), how these are impacted by the noise is not clear. Recent effort toward stochastic parametrization schemes that provide a representation of noise due to uncertain sub-grid processes in climate models (Berner et al., 2017 and references therein) has shown promise not only in reducing biases and improving probabilistic prediction but also in improving the representation of natural variability in the model toward what is observed. However, today’s standard schemes for stochastic parametrization are still simplistic as they do not take the state of the atmosphere into account (other than by the use of multiplicative noise for model tendencies). Furthermore they require hand-tuning and trial-and-error testing for the magnitude of the added noise, which is difficult in a chaotic system that is as complex as the Earth system.

58 GEOSCIENCES↗

Deep-Learning-Based Koopman Modeling for Online Control Synthesis of Nonlinear Power System Transient Dynamics

Power system stability and control have become more challenging due to the increasing uncertainty associated with renewable generation. Here, the performance of conventional control is highly driven by the physics-based offline-developed dynamic models that can deviate from the actual system characteristics under different operating conditions and/or configurations. Data-driven approaches based on online measurements can be a better solution to addressing these issues by capturing real-time operation conditions. This article describes a novel fully data-driven probabilistic framework to derive a linear representation of postcontingency grid dynamics and online prescribe control based on the derived model to enhance transient stability. The complex nonlinear power system dynamics is approximated by a linear model by using multiple neural network modules that infer distributions of the observations and introducing a Koopman layer to sample possible Koopman linear models from the inferred distributions. The trained model features linearity that can be easily incorporated into the existing linear control design paradigm and ease the controller design process. The effectiveness of Koopman-based control designs is validated through comparative case studies, which demonstrate increased prediction accuracy and control performance when applied to a power system with heterogeneous generator dynamics.

24 POWER TRANSMISSION AND DISTRIBUTION↗