Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic numerical methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 181 records · Page 10

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗

TURBOMAT: A Probabilistic Turbomachinery Aeroelastic Analysis Tool

An integration of aeroelastic analysis procedures with probabilistic analysis methods enables us to design safe reliable engines with quantified reliability. Towards this goal, a graphical user interface (GUI) based tool that integrates the codes Aeroelastic analysis of propfans (ASTROP2) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) is developed. The tool entitled TURBOMachinery Aeroelastic Analysis Tool (TURBOMAT), is developed utilizing the MATrix Laboratory (Matlab) Guide (Graphical User Interface Development) tool box. TURBOMAT provides a user friendly computational environment for rapid assessment of Turbomachinery blades flutter characteristics, subjected to uncertain loading conditions with variability in material and aerodynamic properties. The tool is seen as an education tool for new students and young engineers starting their careers in structural Aeroelasticity who want to learn and understand aeroelastic aspects of turbomachinery components, fans, compressors and turbines, including uncertainties in loading and material properties.A typical fan blade configuration geometry was chosen to demonstrate the tool. The results are presented in the form of probabilistic density function (PDF), the cumulative distribution function (CDF) and sensitivity factors. Both first order fast probability integration (FPI) and the Monto Carlo (MC) techniques are used in the analysis and compared. The tool enabled us to quantify blade flutter reliability as well as the ranking of uncertain variables and their importance to blade flutter response.

Aeroelastic Analysis↗

A novel gas-droplet numerical method for spray combustion

This paper presents a non-iterative numerical technique for computing time-dependent gas-droplet flows. The method is a fully-interacting combination of Eulerian fluid and Lagrangian particle calculation. The interaction calculations between the two phases are formulated on a pressure-velocity coupling procedure based on the operator-splitting technique. This procedure eliminates the global iterations required in the conventional particle-source-in-cell (PSIC) procedure. Turbulent dispersion calculations are treated by a stochastic procedure. Numerical calculations and comparisons with available experimental data, as well as efficiency assessments are given for some sprays typical of spray combustion applications.

Chen, C. P.↗

Stochastic pre-event preparation for enhancing resilience of distribution systems

Extreme weather events are the common causes for power supply interruptions and power outages in electrical distribution systems. Improving the distribution system and enhancing its resilience is becoming crucial due to the increased frequency of extreme weather events. Preparation and allocation of multiple flexible resources, such as mobile resources, fuel resources, and labor resources before extreme weather events can mitigate the effects of extreme weather events and enhance the resilience of power distribution systems. Here, in this paper, a two-stage stochastic mixed-integer linear programming (SMILP) is proposed to optimize the preparation and resource allocation process for upcoming extreme weather events, which leads to faster and more efficient post-event restoration. The objective of the proposed two-stage SMILP is to maximize the served load and minimize the operating cost of flexible resources. The first stage in the optimization problem selects the amounts and locations of different resources. The second stage considers the operational constraints of the distribution system and repair crew scheduling constraints. The proposed stochastic pre-event preparation model is solved by a scenario decomposition method, Progressive Hedging (PH), to ease the computational complexity introduced by a large number of scenarios. Furthermore, to show the impact of solar photovoltaic (PV) generation on system resilience, three types of PV systems are considered during a power outage and the resilience improvements with different PV penetration levels are compared. Numerical results from simulations on a large-scale (more than 10,000 nodes) distribution feeder have been used to validate the effectiveness and scalability of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗

Stochastic Inversion of Gaussian Random Media Using Transverse Coherence Functions for Reflected Waves: Theory and Method

The transverse coherence functions (TCFs) of phase and amplitude fluctuations of a seismic wave are powerful to estimate the spatial distribution, length scales, and strength of random heterogeneities. However, TCFs have been formulated for transmitted waves only, not for reflected waves. In this paper, we derive reflection TCFs for Gaussian random media. Furthermore, we propose to invert for Gaussian random media using the reflection TCFs based on the grid search. We validate the new reflection TCF formulas using 2D finite-difference numerical experiments. The numerical example also illustrates the feasibility and efficiency of the inversion. The stochastic inversion using reflected waves can be used in both exploration and global seismology.

58 GEOSCIENCES↗

Negative fluxes and cell-miss errors in the random ray method

The random ray method is a recently developed stochastic method for solving neutral particle transport problems based on the method of characteristics. Perhaps surprisingly for a characteristics-based method using flat sources, we note that the random ray method can produce negative fluxes which may be numerically troublesome in several situations. These occur most severely in fixed source problems where the source is in a region with a small cross section. Additionally, we briefly discuss another source of bias which can occur in similar situations, namely a ray missing a mesh with a strong source and small cross section, resulting in the entirety of the source being unphysically deposited locally. This paper describes the mechanism by which negative fluxes may occur and several different methods to mitigate their effects. These fixes are tested on an eigenvalue problem, a ‘fusion-like’ shielding problem, and a shielding problem featuring an adjoint calculation. Even when extremely coarse random ray quadratures are used such that 20%–30% of cells are missed during a given iteration, use of the preferred fix technique ensures local flux tally errors remain trivial (below 1%). The preferred fix is now the default option in SCONE and OpenMC.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Stochastic noise can be helpful for variational quantum algorithms

Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided, for example, by means of stochastic gradient descent methods. In this work, we provide evidence that the saddle-points problem can be naturally avoided in variational quantum algorithms by exploiting the presence of stochasticity. We prove convergence guarantees and present practical examples in numerical simulations and on quantum hardware. We argue that the natural stochasticity of variational algorithms can be beneficial for avoiding strict saddle points, i.e., those saddle points with at least one negative Hessian eigenvalue. This insight that some levels of shot noise could help is expected to add a new perspective to notions of near-term variational quantum algorithms. Published by the American Physical Society 2025

Liu, Junyu↗

Structural reliability methods: Code development status

The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.

Millwater, Harry R.↗

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Proceedings of the First NASA Formal Methods Symposium

Topics covered include: Model Checking - My 27-Year Quest to Overcome the State Explosion Problem; Applying Formal Methods to NASA Projects: Transition from Research to Practice; TLA+: Whence, Wherefore, and Whither; Formal Methods Applications in Air Transportation; Theorem Proving in Intel Hardware Design; Building a Formal Model of a Human-Interactive System: Insights into the Integration of Formal Methods and Human Factors Engineering; Model Checking for Autonomic Systems Specified with ASSL; A Game-Theoretic Approach to Branching Time Abstract-Check-Refine Process; Software Model Checking Without Source Code; Generalized Abstract Symbolic Summaries; A Comparative Study of Randomized Constraint Solvers for Random-Symbolic Testing; Component-Oriented Behavior Extraction for Autonomic System Design; Automated Verification of Design Patterns with LePUS3; A Module Language for Typing by Contracts; From Goal-Oriented Requirements to Event-B Specifications; Introduction of Virtualization Technology to Multi-Process Model Checking; Comparing Techniques for Certified Static Analysis; Towards a Framework for Generating Tests to Satisfy Complex Code Coverage in Java Pathfinder; jFuzz: A Concolic Whitebox Fuzzer for Java; Machine-Checkable Timed CSP; Stochastic Formal Correctness of Numerical Algorithms; Deductive Verification of Cryptographic Software; Coloured Petri Net Refinement Specification and Correctness Proof with Coq; Modeling Guidelines for Code Generation in the Railway Signaling Context; Tactical Synthesis Of Efficient Global Search Algorithms; Towards Co-Engineering Communicating Autonomous Cyber-Physical Systems; and Formal Methods for Automated Diagnosis of Autosub 6000.

Denney, Ewen↗

A Two-Stage Decomposition Approach for AC Optimal Power Flow

The alternating current optimal power flow (AC-OPF) problem is critical to power system operations and planning, but it is generally hard to solve due to its nonconvex and large-scale nature. Furthermore, this paper proposes a scalable decomposition approach in which the power network is decomposed into a master network and a number of subnetworks, where each network has its own AC-OPF subproblem. This formulates a two-stage optimization problem and requires only a small amount of communication between the master and subnetworks. The key contribution is a smoothing technique that renders the response of a subnetwork differentiable with respect to the input from the master problem, utilizing properties of the barrier problem formulation that naturally arises when subproblems are solved by a primal-dual interior-point algorithm. Consequently, existing efficient nonlinear programming solvers can be used for both the master problem and the subproblems. The advantage of this framework is that speedup can be obtained by processing the subnetworks in parallel, and it has convergence guarantees under reasonable assumptions. The formulation is readily extended to instances with stochastic subnetwork loads. Numerical results show favorable performance and illustrate the scalability of the algorithm which is able to solve instances with more than 11 million buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

Underlying Fundamentals of Kalman Filtering for River Network Modeling

The grand challenge of producing hydrometeorological estimates every time and everywhere has motivated the fusion of sparse observations with dense numerical models, with a particular interest on discharge in river modeling. Ensemble methods are largely preferred as they enable the estimation of error properties, but at the expense of computational load and generally with underestimations. These imperfect stochastic estimates motivate the use of correction methods, that is, error localization and inflation, although the physical justifications for their optimality are limited. The purpose of this study is to use one of the simplest forms of data assimilation when applied to river modeling and reveal the underlying mechanisms impacting its performance. Our framework based on assimilating daily averaged in situ discharge measurements to correct daily averaged runoff was tested over a 4-yr case study of two rivers in Texas. Results show that under optimal conditions of inflation and localization, discharge simulations are consistently improved such that the mean values of Nash–Sutcliffe efficiency are enhanced from211.32 to 0.55 at observed gauges and from212.24 to21.10 at validation gauges. Yet, parameters controlling the inflation and the localization have a large impact on the performance. Further investigations of these sensitivities showed that optimal inflation occurs when compensating exactly for discrepancies in the magnitude of errors while optimal localization matches the distance traveled during one assimilation window. These results may be applicable to more advanced data assimilation methods as well as for larger applications motivated by upcoming river-observing satellite missions, such as NASA’s Surface Water and Ocean Topography mission.

Streamflow↗

Partner with a Third-Party Delivery Service or Not? A Prediction-and-Decision Tool for Restaurants Facing Takeout Demand Surges During a Pandemic

Amidst the COVID-19 pandemic, restaurants become more reliant on no-contact pick-up or delivery ways for serving customers. As a result, they need to make tactical planning decisions such as whether to partner with online platforms, to form their own delivery team, or both. In this paper, we develop an integrated prediction-decision model to analyze the profit of combining the two approaches and to decide the needed number of drivers under stochastic demand. We first use the susceptible-infected-recovered (SIR) model to forecast future infected cases in a given region and then construct an autoregressive-moving-average (ARMA) regression model to predict food-ordering demand. Using predicted demand samples, we formulate a stochastic integer program to optimize food delivery plans. We conduct numerical studies using COVID-19 data and food-ordering demand data collected from local restaurants in Nuevo Leon, Mexico, from April to October 2020, to show results for helping restaurants build contingency plans under rapid market changes. Our method can be used under unexpected demand surges, various infection/vaccination status, and demand patterns. Here, our results show that a restaurant can benefit from partnering with third-party delivery platforms when (i) the subscription fee is low, (ii) customers can flexibly decide whether to order from platforms or from restaurants directly, (iii) customers require more efficient delivery, (iv) average delivery distance is long, or (v) demand variance is high.

97 MATHEMATICS AND COMPUTING↗

A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations

Here, in this paper, we present a predictor-corrector strategy for constructing rank-adaptive, dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches that alternately evolve and compress solutions and (ii) strict DLRA approaches that augment the low-rank manifold using subspaces generated locally in time by the DLRA integrator. The strategy is based on an analysis of the error between a forward temporal update into the ambient full-rank space, which is typically computed in a step-truncation approach before recompressing, and the standard DLRA update, which is forced to live in a low-rank manifold. We use this error, without requiring its full-rank representation, to correct the DLRA solution. A key ingredient for maintaining a low-rank representation of the error is a randomized SVD, which introduces some degree of stochastic variability into the implementation. The strategy is formulated and implemented in the context of discontinuous Galerkin spatial discretizations of PDEs and applied to several versions of DLRA methods found in the literature as well as a new variant. Numerical experiments comparing the predictor-corrector strategy to other methods demonstrate robustness to overcome shortcomings of step truncation or strict DLRA approaches: The former may require more memory than is strictly needed, while the latter may miss transients solution features that cannot be recovered. The effect of randomization, tolerances, and other implementation parameters is also explored.

97 MATHEMATICS AND COMPUTING↗