Uncertainty Analysis of the Adequacy Assessment Model of a Distributed Generation System

Due to the inherent aleatory uncertainties in renewable generators, the reliability/adequacy assessments of distributed generation (DG) systems have been particularly focused on the probabilistic modeling of random behaviors, given sufficient informative data. However, another type of uncertainty (epistemic uncertainty) must be accounted for in the modeling, due to incomplete knowledge of the phenomena and imprecise evaluation of the related characteristic parameters. In circumstances of few informative data, this type of uncertainty calls for alternative methods of representation, propagation, analysis and interpretation. In this study, we make a first attempt to identify, model, and jointly propagate aleatory and epistemic uncertainties in the context of DG systems modeling for adequacy assessment. Probability and possibility distributions are used to model the aleatory and epistemic uncertainties, respectively. Evidence theory is used to incorporate the two uncertainties under a single framework. Based on the plausibility and belief functions of evidence theory, the hybrid propagation approach is introduced. A demonstration is given on a DG system adapted from the IEEE 34 nodes distribution test feeder. Compared to the pure probabilistic approach, it is shown that the hybrid propagation is capable of explicitly expressing the imprecision in the knowledge on the DG parameters into the final adequacy values assessed. It also effectively captures the growth of uncertainties with higher DG penetration levels

Product Design Optimization Under Epistemic Uncertainty

abstract: This dissertation is to address product design optimization including reliability-based design optimization (RBDO) and robust design with epistemic uncertainty. It is divided into four major components as outlined below. Firstly, a comprehensive study of uncertainties is performed, in which sources of uncertainty are listed, categorized and the impacts are discussed. Epistemic uncertainty is of interest, which is due to lack of knowledge and can be reduced by taking more observations. In particular, the strategies to address epistemic uncertainties due to implicit constraint function are discussed. Secondly, a sequential sampling strategy to improve RBDO under implicit constraint function is developed. In modern engineering design, an RBDO task is often performed by a computer simulation program, which can be treated as a black box, as its analytical function is implicit. An efficient sampling strategy on learning the probabilistic constraint function under the design optimization framework is presented. The method is a sequential experimentation around the approximate most probable point (MPP) at each step of optimization process. It is compared with the methods of MPP-based sampling, lifted surrogate function, and non-sequential random sampling. Thirdly, a particle splitting-based reliability analysis approach is developed in design optimization. In reliability analysis, traditional simulation methods such as Monte Carlo simulation may provide accurate results, but are often accompanied with high computational cost. To increase the efficiency, particle splitting is integrated into RBDO. It is an improvement of subset simulation with multiple particles to enhance the diversity and stability of simulation samples. This method is further extended to address problems with multiple probabilistic constraints and compared with the MPP-based methods. Finally, a reliability-based robust design optimization (RBRDO) framework is provided to integrate the consideration of design reliability and design robustness simultaneously. The quality loss objective in robust design, considered together with the production cost in RBDO, are used formulate a multi-objective optimization problem. With the epistemic uncertainty from implicit performance function, the sequential sampling strategy is extended to RBRDO, and a combined metamodel is proposed to tackle both controllable variables and uncontrollable variables. The solution is a Pareto frontier, compared with a single optimal solution in RBDO.Dissertation/ThesisPh.D. Industrial Engineering 201

Computational methods for system optimization under uncertainty

In this paper, Subproblems A, B and C of the NASA Langley Uncertainty Quantification (UQ) Challenge on Optimization Under Uncertainty are addressed. Subproblem A deals with the model calibration and (aleatory and epistemic) uncertainty quantification of a subsystem, where a characterization of the parameters of the subsystem is sought by resorting to a limited number (100) of observations. Bayesian inversion is here proposed to address this task. Subproblem B requires the identification and ranking of those (epistemic) parameters that are more effective in improving the predictive ability of the computational model of the subsystem (and, thus, that deserve a refinement in their uncertainty model). Two approaches are here compared: the first is based on a sensitivity analysis within a factor prioritization setting, whereas the second employs the Energy Score (ES) as a multivariate generalization of the Continuous Rank Predictive Score (CRPS). Since the output of the subsystem is a function of time, both subproblems are addressed in the space defined by the orthonormal bases resulting from a Singular Value Decomposition (SVD) of the subsystem observations: in other words, a multivariate dynamic problem in the real domain is translated into a multivariate static problem in the SVD space. Finally, Subproblem C requires identifying the (epistemic) reliability (resp., failure probability) bounds of a given system design point. The issue is addressed by an efficient combination of: (i) Monte Carlo Simulation (MCS) to propagate the aleatory uncertainty described by probability distributions; and (ii) Genetic Algorithms (GAs) to solve the optimization problems related to the propagation of epistemic uncertainty by interval analysis

Reasoning about the Reliability of Diverse Two-Channel Systems in which One Channel is "Possibly Perfect"

This paper considers the problem of reasoning about the reliability of fault-tolerant systems with two "channels" (i.e., components) of which one, A, supports only a claim of reliability, while the other, B, by virtue of extreme simplicity and extensive analysis, supports a plausible claim of "perfection." We begin with the case where either channel can bring the system to a safe state. We show that, conditional upon knowing pA (the probability that A fails on a randomly selected demand) and pB (the probability that channel B is imperfect), a conservative bound on the probability that the system fails on a randomly selected demand is simply pA.pB. That is, there is conditional independence between the events "A fails" and "B is imperfect." The second step of the reasoning involves epistemic uncertainty about (pA, pB) and we show that under quite plausible assumptions, a conservative bound on system pfd can be constructed from point estimates for just three parameters. We discuss the feasibility of establishing credible estimates for these parameters. We extend our analysis from faults of omission to those of commission, and then combine these to yield an analysis for monitored architectures of a kind proposed for aircraft

Reliability analysis of an engine under uncertainty based on D-S evidence theory and Bayesian network

There are many methods applied including Bayesian network and D-S evidence theory to cope with uncertainty involving aleatory uncertainty and epistemic uncertainty in reliability analysis of complex systems. This paper introduces theories of these two methods briefly, and then conversion rules that convert fault tree into Bayesian network under uncertainty are put forward, including AND node, OR node, XOR node, NOT node and Two-out-of-three vote node. Comparing to probability importance, structural importance and criticality importance, epistemic importance is given to measure the influence of root event to top event. At last, a type of engine is taken for example. Bayesian network model is established by referring to the fault tree of the engine, and D-S evidence theory is used to determine the belief functions and plausibility functions of uncertain nodes by data fusion. Weak nodes in reliability design and distribution are pointed out after reliability assessment, importance analysis, and backward reasoning. And corresponding measures can be taken to improve the reliability of the whole system

Challenges of Sustaining the International Space Station through 2020 and Beyond: Including Epistemic Uncertainty in Reassessing Confidence Targets

This paper introduces an analytical approach, Probability and Confidence Trade-space (PACT), which can be used to assess uncertainty in International Space Station (ISS) hardware sparing necessary to extend the life of the vehicle. There are several key areas under consideration in this research. We investigate what sparing confidence targets may be reasonable to ensure vehicle survivability and for completion of science on the ISS. The results of the analysis will provide a methodological basis for reassessing vehicle subsystem confidence targets. An ongoing annual analysis currently compares the probability of existing spares exceeding the total expected unit demand of the Orbital Replacement Unit (ORU) in functional hierarchies approximating the vehicle subsystems. In cases where the functional hierarchies availability does not meet subsystem confidence targets, the current sparing analysis further identifies which ORUs may require additional spares to extend the life of the ISS. The resulting probability is dependent upon hardware reliability estimates. However, the ISS hardware fleet carries considerable epistemic uncertainty (uncertainty in the knowledge of the true hardware failure rate), which does not currently factor into the annual sparing analysis. The existing confidence targets may be conservative. This paper will also discuss how confidence targets may be relaxed based on the inclusion of epistemic uncertainty for each ORU. The paper will conclude with strengths and limitations for implementing the analytical approach in sustaining the ISS through end of life, 2020 and beyond

Tolerance analysis approach based on the classification of uncertainty (aleatory / epistemic)

Uncertainty is ubiquitous in tolerance analysis problem. This paper deals with tolerance analysis formulation, more particularly, with the uncertainty which is necessary to take into account into the foundation of this formulation. It presents: a brief view of the uncertainty classification: Aleatory uncertainty comes from the inherent uncertain nature and phenomena, and epistemic uncertainty comes from the lack of knowledge, a formulation of the tolerance analysis problem based on this classification, its development: Aleatory uncertainty is modeled by probability distributions while epistemic uncertainty is modeled by intervals; Monte Carlo simulation is employed for probabilistic analysis while nonlinear optimization is used for interval analysis.“AHTOLA” project (ANR-11- MONU-013

The belief noisy-or model applied to network reliability analysis

One difficulty faced in knowledge engineering for Bayesian Network (BN) is the quan-tification step where the Conditional Probability Tables (CPTs) are determined. The number of parameters included in CPTs increases exponentially with the number of parent variables. The most common solution is the application of the so-called canonical gates. The Noisy-OR (NOR) gate, which takes advantage of the independence of causal interactions, provides a logarithmic reduction of the number of parameters required to specify a CPT. In this paper, an extension of NOR model based on the theory of belief functions, named Belief Noisy-OR (BNOR), is proposed. BNOR is capable of dealing with both aleatory and epistemic uncertainty of the network. Compared with NOR, more rich information which is of great value for making decisions can be got when the available knowledge is uncertain. Specially, when there is no epistemic uncertainty, BNOR degrades into NOR. Additionally, different structures of BNOR are presented in this paper in order to meet various needs of engineers. The application of BNOR model on the reliability evaluation problem of networked systems demonstrates its effectiveness