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Efficient Uncertainty Quantification in Stochastic Economic Dispatch

IEEE Transactions on Power Systems

Safta, Cosmin; Chen, Richard L.Y.; Najm, Habib N.; Pinar, Ali P.; Watson, Jean-Paul

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate evaluations of expectations or higher order moments for quantities of interest, e.g., generating cost, can require a prohibitively large number of samples. We propose an alternative to Monte Carlo sampling based on polynomial chaos expansions. These representations enable efficient and accurate propagation of uncertainties in model parameters, using sparse quadrature methods. We also use Karhunen-Loève expansions for efficient representation of uncertain renewable energy generation that follows geographical and temporal correlations derived from historical data at each wind farm. Considering expected production cost, we demonstrate that the proposed approach can yield several orders of magnitude reduction in computational cost for solving stochastic economic dispatch relative to Monte Carlo sampling, for a given target error threshold.

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Global sensitivity analysis and quantification of model error for large eddy simulation in scramjet design

19th AIAA Non-Deterministic Approaches Conference, 2017

Huan, Xun H.; Safta, Cosmin; Sargsyan, Khachik; Geraci, Gianluca; Eldred, Michael S.; Vane, Zachary P.; Lacaze, Guilhem; Oefelein, Joseph; Najm, Habib N.

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress towards optimal engine designs requires both accurate flow simulations as well as uncertainty quantification (UQ). However, performing UQ for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. We address these difficulties by combining UQ algorithms and numerical methods to the large eddy simulation of the HIFiRE scramjet configuration. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, helping reduce the stochastic dimension of the problem and discover sparse representations. Second, as models of different fidelity are available and inevitably used in the overall UQ assessment, a framework for quantifying and propagating the uncertainty due to model error is introduced. These methods are demonstrated on a non-reacting scramjet unit problem with parameter space up to 24 dimensions, using 2D and 3D geometries with static and dynamic treatments of the turbulence subgrid model.

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Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

Journal of Aerospace Information Systems

Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.; Chowdhary, Kenny; Debusschere, Bert J.; Swiler, Laura P.; Eldred, Michael S.

In this paper, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory-epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

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Toward using surrogates to accelerate solution of stochastic electricity grid operations problems

2014 North American Power Symposium, NAPS 2014

Safta, Cosmin; Chen, Richard L.Y.; Najm, Habib N.; Pinar, Ali P.; Watson, Jean-Paul

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the quantities of interest require a prohibitively large number of model evaluations. In this paper we propose an alternative approach based on using surrogate models valid over the range of the forecast uncertainty. We consider surrogate models based on Polynomial Chaos expansions, constructed using sparse quadrature methods. Considering expected generation cost, we demonstrate that the approach can lead to several orders of magnitude reduction in computational cost relative to using Monte Carlo sampling on the original model, for a given target error threshold.

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Toward using surrogates to accelerate solution of stochastic electricity grid operations problems

2014 North American Power Symposium Naps 2014

Safta, Cosmin; Chen, Richard L.Y.; Najm, Habib N.; Pinar, Ali P.; Watson, Jean-Paul

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the quantities of interest require a prohibitively large number of model evaluations. In this paper we propose an alternative approach based on using surrogate models valid over the range of the forecast uncertainty. We consider surrogate models based on Polynomial Chaos expansions, constructed using sparse quadrature methods. Considering expected generation cost, we demonstrate that the approach can lead to several orders of magnitude reduction in computational cost relative to using Monte Carlo sampling on the original model, for a given target error threshold.

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Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification

Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.; Van Bloemen Waanders, Bart; Lafranchi, B.W.; Ivey, Mark D.; Schrader, Paul; Michelsen, Hope A.; Bambha, Ray

In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO2 . This will allow for the examination of regional-scale transport and distribution of CO2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developed a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO2 , CH4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.

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Results 51–75 of 88
Results 51–75 of 88
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