Monte-carlo driven stochastic optimization framework for handling fabrication variability

Author(s):  
Vishal Khandelwal ◽  
Ankur Srivastava
2017 ◽  
Author(s):  
Peter Graf ◽  
Katherine Dykes ◽  
Rick Damiani ◽  
Jason Jonkman ◽  
Paul Veers

Abstract. Wind turbine extreme loads estimation is especially difficult because turbulent inflow drives nonlinear turbine physics and control strategies, so there can be huge differences in turbine response to essentially equivalent environmental conditions. The two main current approaches, extrapolation and Monte Carlo sampling, are both unsatisfying: extrapolation-based methods are dangerous because by definition they make predictions outside the range of available data, but Monte Carlo methods converge too slowly to routinely reach the desired 50-year return period estimates. Thus a search for a better method is warranted. Here we introduce an adaptive stratified importance sampling approach that allows for treating the choice of environmental conditions at which to run simulations as a stochastic optimization problem that minimizes the variance of unbiased estimates of extreme loads. Furthermore, the framework, built on the traditional bin-based approach used in extrapolation methods, provides a close connection between sampling and extrapolation, and thus allows the solution of the stochastic optimization (i.e., the optimal distribution of simulations in different wind speed bins) to guide and recalibrate the extrapolation. Results show that indeed this is a promising approach, as the variance of both the Monte Carlo and extrapolation estimates are reduced quickly by the adaptive procedure. We conclude, however, that due to the extreme response variability of turbine loads to the same environmental conditions, our method and any similar method quickly reaches its fundamental limits, and that therefore our efforts going forward are best spent elucidating the underlying causes of the response variability.


2018 ◽  
Author(s):  
A. D. Oliveira ◽  
T. P. Filomena

We briefly discuss the differences among several methods to generate a scenario tree for stochastic optimization. First, the Monte Carlo Random sampling is presented, followed by the Fitting of the First Two Moments sampling, and lastly the Michaud sampling. Literature results are reviewed, taking into account distinctive features of each kind of methodology. According to the literature results, it is fundamental to consider the problem’s unique characteristics to make the more appropriate choice on sampling method.  


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