dynamic emulation modelling for the optimal operation of water systems: an overview

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Andrea Castelletti 1 , Stefano Galelli 2 , Matteo Giuliani 1 1 Dipartimento di Elettronica, Informazione, e Bioingegneria, Politecnico di Milano, Milano, Italy 2 Pillar of Engineering Systems and Design, Singapore University of Technology and Design, Singapore Improving Computational Efficiency in Modeling Complex Environmental Systems Dynamic emulation modelling for the optimal operation of water systems: an overview Pollock n. 31 H41J-01

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Page 1: Dynamic emulation modelling for the optimal operation of water systems: an overview

Andrea Castelletti1, Stefano Galelli2, Matteo Giuliani1

1 Dipartimento di Elettronica, Informazione, e Bioingegneria, Politecnico di Milano, Milano, Italy 2 Pillar of Engineering Systems and Design, Singapore University of Technology and Design, Singapore

Improving Computational Efficiency in Modeling Complex Environmental Systems

Dynamic emulation modelling for the optimal operation of water systems: an overview

Pollock  n.  31  

H41J-01

Page 2: Dynamic emulation modelling for the optimal operation of water systems: an overview

Emulation modelling: reconciling science and decision making …

DM High fidelity Accuracy

Credibility Simplicity

DATA DRIVEN PROCESS BASED

DM

Page 3: Dynamic emulation modelling for the optimal operation of water systems: an overview

Emulation modelling: reconciling science and decision making …

Emulator: A low-order, computationally efficient model identified from an original large high fidelity model and then used to replace it in computationally intensive applications.

DM High fidelity Accuracy

Credibility Simplicity

DATA DRIVEN PROCESS BASED

DM

Page 4: Dynamic emulation modelling for the optimal operation of water systems: an overview

EMO’s application tree

Model Emulation

MODEL DIAGNOSTIC

Data assimilation

DECISION MAKING

Model identification

Sensitivity analysis

Optimal planning

What-if analysis

Optimal control

[Castelletti et al. 2012a]

Page 5: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

Non-dynamic emulator [Razavi et al. 2013]

Page 6: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

N-DEMo

Non-dynamic emulator [Razavi et al. 2013]

Page 7: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

N-DEMo

Non-dynamic emulator [Razavi et al. 2013]

Page 8: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

Dynamic emulator [Castelletti et al. 2012a]

Page 9: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

DEMo

Dynamic emulator

time

red

uc

ed

sta

te

[Castelletti et al. 2012a]

Page 10: Dynamic emulation modelling for the optimal operation of water systems: an overview

Non-dynamic vs dynamic emulation

decision 1

de

cisi

on

2

objective 1

ob

jec

tive 2

time

sta

te

ext

driv

ers

time

HIGH FIDELITY MODEL

DEMo

Dynamic emulator

time

red

uc

ed

sta

te

[Castelletti et al. 2012a]

Page 11: Dynamic emulation modelling for the optimal operation of water systems: an overview

How to build a Dynamic Emulator

Transform the state and input/decision vectors into lower dimension vectors through adoption of a suitable aggregation (PCA, SVD, etc)

2. Variable aggregation

Selection of the most relevant aggregated variables in explaining the model output (IVS, PMI, etc)

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo Design a sequence of simulation runs to construct a high dimension sample data-set.

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 12: Dynamic emulation modelling for the optimal operation of water systems: an overview

REAL TIME CONTROL OF MARINA BARRAGE

SINGAPORE

CASE STUDY

Page 13: Dynamic emulation modelling for the optimal operation of water systems: an overview

Singapore’s 4 national taps strategy

Malaysia

Indonesia

0 100 km

0 10 km

Singapore Strait

Marina Reservoir

(source: URA)

The 4 TAPS [Kristiana et al., 2011] 1. Local catchments water

2. Imported water

3. Reclaimed water (NEWater)

4. Desalinated water

Page 14: Dynamic emulation modelling for the optimal operation of water systems: an overview

Marina Barrage

Low tide High tide

Seepage

Pumps

Gates

Pipes

Actuators:

§  7 pumps §  9 weirs §  2 bottom pipes

Water quantity objectives:

§  Water supply §  Flood control §  Energy usage

Water quality objectives:

§  Maintain low salinity

[Galelli et al. 2014]

SEA SEA

Page 15: Dynamic emulation modelling for the optimal operation of water systems: an overview

The high fidelity model

2D view 3D view

barrage

cross-section

observation point

m0-1-2-3-4-5-6-7

The DELFT3D-FLOW hydrodynamic model calculates non-steady flow and transport phenomena (i.e., temperature and salinity conditions)

§  5 states per cell = 5,500 state variables §  Real-to-run time ratio 100:1

[Zijl and Twigt 2007]

Page 16: Dynamic emulation modelling for the optimal operation of water systems: an overview

The real time control framework

DEFLT3D FLOW

DYNAMIC EMULATOR

MODEL PREDICTIVE CONTROL

- STATE - OBJECTIVES

RELEASE DECISIONS

MODEL REDUCTION

- OPTIMAL POLICY HYDROMETEO

DRIVERS

EVALUATION via SIMULATION

-1.71

2.54

12.47

2.06

2.12

6.81

Temp1

log(Lev) Algae

2 54

7

0666

Legend

6.2.45 10 6.3.84 10

7.14.26 107.4.01 10

size: Irr1

orientation: Sed

color: approachNSPCAbased

expertbased

PARETO Front

FAST SIMULATION

- REDUCED STATE - OBJECTIVES

-  STREAMFLOW PREDICTIONS

- OBJECTIVES

STREAMFLOW FORECAST

(SOBEK)

RELEASE DECISION

GENERATOR

Page 17: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Transform the state and input/decision vectors into lower dimension vectors through adoption of a suitable aggregation.

2. Variable aggregation

Selection of the most relevant aggregated variables in explaining the model output.

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo Design a sequence of simulation runs to construct a high dimension sample data-set.

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 18: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Transform the state and input/decision vectors into lower dimension vectors through adoption of a suitable aggregation.

2. Variable aggregation

Selection of the most relevant aggregated variables in explaining the model output.

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 19: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Selection of the most relevant aggregated variables in explaining the model output.

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 20: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable aggregation

Cluster 1 (Salinity): saline layer.

m0-1-2-3-4-5-6-7

Page 21: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable aggregation

m0-1-2-3-4-5-6-7

Cluster 2 (Salinity): saline layer.

Page 22: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable aggregation

m0-1-2-3-4-5-6-7

Cluster 3 (Salinity): saline layer.

Page 23: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable aggregation

m0-1-2-3-4-5-6-7

Cluster 4 (Salinity): ‘buffer zone’ at a depth of 4 – 5 m, between the saline layer and the freshwater area.

Page 24: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable aggregation

m0-1-2-3-4-5-6-7

Cluster 5 (Salinity): upper layers of the reservoir (max depth of about 4 m), with a uniform salinity of 3 ppt.

Page 25: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Selection of the most relevant aggregated variables in explaining the model output.

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 26: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Recursive Variable Selection [Galelli and Castelletti, 2013a] = 32 to 1 state

3. Variable selection

Selection of a family of models for the emulator, calibration, validation, and physical interpretation.

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 27: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Recursive Variable Selection [Galelli and Castelletti, 2013a] = 32 to 1 state

3. Variable selection

Extremely Randomized Trees [Galelli and Castelletti, 2013b]

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 28: Dynamic emulation modelling for the optimal operation of water systems: an overview

Variable selection

Cluster 2 salinity

Salinity @ dam

Release from pipes

Groundwater seepage

CONTROL

EXTERNAL DRIVER

STATE OUTPUT

Seepage

Pumps

Gates

Pipes SEA

Page 29: Dynamic emulation modelling for the optimal operation of water systems: an overview

Emulator calibration and validation

R2 – cross-validation (April – December

2009)

0.989

R2 – validation (January – December

2010)

0.970

Page 30: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Recursive Variable Selection [Galelli and Castelletti, 2013a] = 32 to 1 state

3. Variable selection

Extremely Randomized Trees [Galelli and Castelletti, 2013b]

4. Emulator calib. & validation

MODEL REDUCTION

The dynamic emulator is used in the task is was designed for.

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 31: Dynamic emulation modelling for the optimal operation of water systems: an overview

Building a dynamic emulator of salinity @ the dam

Hierarchical Agglomerative Time Series Clustering [Magni et al., 2008] = 5,500 to 32 states

2. Variable aggregation

Recursive Variable Selection [Galelli and Castelletti, 2013a] = 32 to 1 state

3. Variable selection

Extremely Randomized Trees [Galelli and Castelletti, 2013b]

4. Emulator calib. & validation

MODEL REDUCTION

Model Predictive Control [Scattolini, 2007]

Model use

DEMo 300,000 samples by pseudo random sampling = 5,500 state variables

1. DOE and simulation runs

[Castelletti et al. 2012a]

Page 32: Dynamic emulation modelling for the optimal operation of water systems: an overview

Real time control with and without quality target

Period: April 2009 – December 2010

Objective (minimize) Without wq With wq

Water deficit [Mm3/year] 75.04 74.81

Flood control [hours/year] 305.67 302.15

Energy usage [Mm3/year] 17.28 16.19

Min salinity [ppt] 9.95 5.63

Max salinity [ppt] 30.97 29.52

Mean salinity [ppt] 28.41 22.24

Page 33: Dynamic emulation modelling for the optimal operation of water systems: an overview

Salinity simulated with DELTF3d Flow at the observation point (water column)

Obj.: water quantity Obj.: water quantity

Obj.: water quantity + quality Obj.: water quantity + quality

April – December 2009 January – December 2010

cross-section

observation point

Real time control with and without quality target

Page 34: Dynamic emulation modelling for the optimal operation of water systems: an overview

Salinity simulated along the cross-section (dry period vs. wet period)

Obj.: water quantity

Distance from the barrage Distance from the barrage

Water intake Water intake

cross-section

observation point

Obj.: water quantity + quality

Real time control with and without quality target

Page 35: Dynamic emulation modelling for the optimal operation of water systems: an overview

Conclusions

DEMo as a tool to put more science into decision-making, by …

… preserving the accuracy of the original high fidelity model

… providing some explanatory capability and thus credibility

… allowing to solve complex task such as real time control.

Page 36: Dynamic emulation modelling for the optimal operation of water systems: an overview

Thanks

Andrea Castelletti [email protected]

Politecnico di Milano Italy