Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic 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
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

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 ↗
DOE OSTI2025

PowderJet: Spherical metal powder production via multi-orifice droplet-on-demand metal jetting

Leading metal additive manufacturing techniques, such as laser powder bed fusion and directed energy deposition, rely on high-quality spherical metal powders. However, traditional powder production methods like gas atomization face limitations, including low in-spec yield, asphericity, and internal porosity. We introduce PowderJet, a powder production platform that uses electromagnetic pulses to eject liquid metal droplets from a multi-orifice nozzle. Unlike stochastic methods, PowderJet tightly controls powder size, distribution, and purity through a droplet-on-demand approach. We detail the system’s design, operation, and performance using a combined experimental and computational fluid dynamics (CFD) framework. Initial results with Al4008 and Cu110 alloys demonstrate successful production, yielding unsieved aluminum powder batches with a mean diameter of 200 µm and a narrow size distribution (15 µm standard deviation). The produced powders are highly spherical, achieving a roundness > 0.95. PowderJet operates with a small melt volume (3 mL) and supports continuous refilling, enabling production rates between 30 and 140 cm³/hr depending on jetting frequency, number of orifices and particle size. CFD simulations show that future systems could achieve rates exceeding 1000 cm³/hr for particle sizes as small as 40 µm. PowderJet’s high yield of in-spec powder makes it ideal for producing precious or hazardous materials that are inefficient to manufacture using conventional methods. This platform offers a scalable, precise, and efficient solution for producing high-quality powders tailored for advanced manufacturing applications.

Atomization↗
DOE OSTI2021

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Intrinsic fluctuations of dust grain charge in multi-component plasmas

A master equation is formulated to model the states of the grain charge in a general multi-component plasma, where there are electrons and various kinds of positive or negative ions that are singly or multiply charged. A Fokker-Planck equation is developed from the master equation through the system-size expansion method. The Fokker-Planck equation has a Gaussian solution with a mean and variance governed by two initial-value differential equations involving the rates of the attachment of ions and electrons to the dust grain. Also, a Langevin equation and a discrete stochastic method are developed to model the time variation of the grain charge. Grain charging in a plasma containing electrons, protons, and alpha particles with Maxwellian distributions is considered as an example problem. The Gaussian solution is in very good agreement with the master equation solution numerically obtained for this problem.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS2017

Gravity-Assist Trajectories to the Ice Giants: An Automated Method to Catalog Mass- Or Time-Optimal Solutions

This work presents an automated method of calculating mass (or time) optimal gravity-assist trajectories without a priori knowledge of the flyby-body combination. Since gravity assists are particularly crucial for reaching the outer Solar System, we use the Ice Giants, Uranus and Neptune, as example destinations for this work. Catalogs are also provided that list the most attractive trajectories found over launch dates ranging from 2024 to 2038. The tool developed to implement this method, called the Python EMTG Automated Trade Study Application (PEATSA), iteratively runs the Evolutionary Mission Trajectory Generator (EMTG), a NASA Goddard Space Flight Center in-house trajectory optimization tool. EMTG finds gravity-assist trajectories with impulsive maneuvers using a multiple-shooting structure along with stochastic methods (such as monotonic basin hopping) and may be run with or without an initial guess provided. PEATSA runs instances of EMTG in parallel over a grid of launch dates. After each set of runs completes, the best results within a neighborhood of launch dates are used to seed all other cases in that neighborhood-allowing the solutions across the range of launch dates to improve over each iteration. The results here are compared against trajectories found using a grid-search technique, and PEATSA is found to outperform the grid-search results for most launch years considered.

Hughes, Kyle M.↗
NASA NTRS2017

Gravity-Assist Trajectories to the Ice Giants: An Automated Method to Catalog Mass-or Time-Optimal Solutions

This work presents an automated method of calculating mass (or time) optimal gravity-assist trajectories without a priori knowledge of the flyby-body combination. Since gravity assists are particularly crucial for reaching the outer Solar System, we use the Ice Giants, Uranus and Neptune, as example destinations for this work. Catalogs are also provided that list the most attractive trajectories found over launch dates ranging from 2024 to 2038. The tool developed to implement this method, called the Python EMTG Automated Trade Study Application (PEATSA), iteratively runs the Evolutionary Mission Trajectory Generator (EMTG), a NASA Goddard Space Flight Center in-house trajectory optimization tool. EMTG finds gravity-assist trajectories with impulsive maneuvers using a multiple-shooting structure along with stochastic methods (such as monotonic basin hopping) and may be run with or without an initial guess provided. PEATSA runs instances of EMTG in parallel over a grid of launch dates. After each set of runs completes, the best results within a neighborhood of launch dates are used to seed all other cases in that neighborhood---allowing the solutions across the range of launch dates to improve over each iteration. The results here are compared against trajectories found using a grid-search technique, and PEATSA is found to outperform the grid-search results for most launch years considered.

Hughes, Kyle M.↗
DOE OSTI2015

A wavelet-based computational method for solving stochastic Itô–Volterra integral equations

This paper presents a computational method based on the Chebyshev wavelets for solving stochastic Itô–Volterra integral equations. First, a stochastic operational matrix for the Chebyshev wavelets is presented and a general procedure for forming this matrix is given. Then, the Chebyshev wavelets basis along with this stochastic operational matrix are applied for solving stochastic Itô–Volterra integral equations. Convergence and error analysis of the Chebyshev wavelets basis are investigated. To reveal the accuracy and efficiency of the proposed method some numerical examples are included.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Stochastic behavior of nanoscale dielectric wall buckling

The random buckling patterns of nanoscale dielectric walls are analyzed using a nonlinear multi-scale stochastic method that combines experimental measurements with simulations. The dielectric walls, approximately 200 nm tall and 20 nm wide, consist of compliant, low dielectric constant (low-k) fins capped with stiff, compressively stressed TiN lines that provide the driving force for buckling. The deflections of the buckled lines exhibit sinusoidal pseudoperiodicity with amplitude fluctuation and phase decorrelation arising from stochastic variations in wall geometry, properties, and stress state at length scales shorter than the characteristic deflection wavelength of about 1000 nm. The buckling patterns are analyzed and modeled at two length scales: a longer scale (up to 5000 nm) that treats randomness as a longer-scale measurable quantity, and a shorter-scale (down to 20 nm) that treats buckling as a deterministic phenomenon. Statistical simulation is used to join the two length scales. Through this approach, the buckling model is validated and material properties and stress states are inferred. In particular, the stress state of TiN lines in three different systems is determined, along with the elastic moduli of low-k fins and the amplitudes of the small-scale random fluctuations in wall properties—all in the as-processed state. The important case of stochastic effects giving rise to buckling in a deterministically sub-critical buckling state is demonstrated. The nonlinear multiscale stochastic analysis provides guidance for design of low-k structures with acceptable buckling behavior and serves as a template for how randomness that is common to nanoscale phenomena might be measured and analyzed in other contexts.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

TU-F-CAMPUS-I-02: Validation of a CT X-Ray Source Characterization Technique for Dose Computation Using An Anthropomorphic Thorax Phantom

Purpose: To experimentally validate a rotational kV x-ray source characterization technique by computing CT dose in an anthropomorphic thorax phantom using an in-house dose computation algorithm (kVDoseCalc). Methods: The lateral variation in incident energy spectra of a GE Optima big bore CT scanner was found by measuring the HVL along the internal, full bow-tie filter axis. The HVL and kVp were used to generate the x-ray spectra using Spektr software, while beam fluence was derived by dividing the integral product of the spectra and in-air mass-energy absorption coefficients by in-air dose measurements along the bow-tie filter axis. Beams produced by the GE Optima scanner were modeled at 80 and 140 kVp tube settings. kVDoseCalc calculates dose by solving the linear Boltzmann transport equation using a combination of deterministic and stochastic methods. Relative doses in an anthropomorphic thorax phantom (E2E SBRT Phantom) irradiated by the GE Optima scanner were measured using a (0.015 cc) PTW Freiburg ionization chamber, and compared to computations from kVDoseCalc. Results: The agreement in relative dose between dose computation and measurement for points of interest (POIs) within the primary path of the beam was within experimental uncertainty for both energies, however points outside the primary beam were not. The average absolute percent difference for POIs within the primary path of the beam was 1.37% and 5.16% for 80 and 140 kVp, respectively. The minimum and maximum absolute percent difference for both energies and all POIs within the primary path of the beam was 0.151% and 6.41%, respectively. Conclusion: The CT x-ray source characterization technique based on HVL measurements and kVp can be used to accurately compute CT dose in an anthropomorphic thorax phantom.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2016

On an interface of the online system for a stochastic analysis of the varied information flows

The article describes a possible approach to the construction of an interface of an online asynchronous system that allows researchers to analyse varied information flows. The implemented stochastic methods are based on the mixture models and the method of moving separation of mixtures. The general ideas of the system functionality are demonstrated on an example for some moments of a finite normal mixture.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry

Around the world wind energy is starting to become a major energy provider in electricity markets, as well as participating in ancillary services markets to help maintain grid stability. The reliability of system operations and smooth integration of wind energy into electricity markets has been strongly supported by years of improvement in weather and wind power forecasting systems. Deterministic forecasts are still predominant in utility practice although truly optimal decisions and risk hedging are only possible with the adoption of uncertainty forecasts. One of the main barriers for the industrial adoption of uncertainty forecasts is the lack of understanding of its information content (e.g., its physical and statistical modeling) and standardization of uncertainty forecast products, which frequently leads to mistrust towards uncertainty forecasts and their applicability in practice. Our paper aims at improving this understanding by establishing a common terminology and reviewing the methods to determine, estimate, and communicate the uncertainty in weather and wind power forecasts. This conceptual analysis of the state of the art highlights that: (i) end-users should start to look at the forecast's properties in order to map different uncertainty representations to specific wind energy-related user requirements; (ii) a multidisciplinary team is required to foster the integration of stochastic methods in the industry sector. Furthermore, a set of recommendations for standardization and improved training of operators are provided along with examples of best practices.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1987

Simulation of charged particle transport on the MPP

Computations of cosmic ray transport based upon finite difference methods are afflicted by instabilities, inaccuracies, and artifacts. To avoid these problems, a Monte Carlo formulation was developed which is closely related not only to the finite difference formulation, but also to the underlying physics of transport phenomena. Implementations of this approach are currently running on the Massively Parallel Processor at Goddard, whose enormous computing power overwhelms the poor statistical accuracy that usually limits the use of stochastic methods. In a Monte Carlo simulation of rectilinear transport, the coherent and diffusive effects that appeared are in good quantitative agreement with both finite difference and analytical calculations.

Earl, James A.↗
DOE OSTI2023

Improving Deep Neural Networks’ Training for Image Classification With Nonlinear Conjugate Gradient-Style Adaptive Momentum

Momentum is crucial in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated constant. However, tuning the hyperparameter for momentum can be a significant computational burden. In this article, we propose a novel adaptive momentum for improving DNNs training; this adaptive momentum, with no momentum-related hyperparame- ter required, is motivated by the nonlinear conjugate gradient (NCG) method. Stochastic gradient descent (SGD) with this new adaptive momentum eliminates the need for the momentum hyperparameter calibration, allows using a significantly larger learning rate, accelerates DNN training, and improves the final accuracy and robustness of the trained DNNs. For example, SGD with this adaptive momentum reduces classification errors for training ResNet110 for CIFAR10 and CIFAR100 from 5.25% to 4.64% and 23.75% to 20.03%, respectively. Furthermore, SGD, with the new adaptive momentum, also benefits adversarial training and, hence, improves the adversarial robustness of the trained DNNs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Probabilistic Economic Valuation of Safety Margin Management

The goal of this project was to explore a new methodology for evaluation of potential safety margin upgrades to add a new instrument to the Risk Informed Safety Margin Characterization (RISMC) toolkit. To this end, the RAVEN code developed by the Idaho National Laboratory was used to perform a cost-benefit analysis of several potential power plant safety upgrades to compare the material cost of the upgrades with the probabilistic benefit of avoiding accident scenario consequences to find the most cost-effective safety upgrades. By coupling RAVEN to MELCOR to drive Monte-Carlo method stochastic parameter analysis and using data from existing nuclear codes, as well as MELCOR’s radionuclide relocation tracking capabilities, the radionuclide release source term activity in a severe accident scenario can be estimated. Severe Accident Mitigation upgrades were benchmarked against the Hardened Containment Ventilation upgrade mandated by the USNRC for Mk1 BWRs using dollars spent per Curie of release prevented as a metric by which to evaluate the economic efficacy of the upgrades. Additionally, Fault Tree/Event Tree-based analyses were performed to compare older methods of evaluation to the methodology pioneered in this work, and Monthly Operating Report (MORP) outage data was analyzed for insights into power plant outage optimization and reduction.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
NASA NTRS1990

Global optimization methods for engineering design

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Arora, Jasbir S.↗
DOE OSTI2023

On the potentially transformative role of auxiliary-field quantum Monte Carlo in quantum chemistry: A highly accurate method for transition metals and beyond

Approximate solutions to the ab initio electronic structure problem have been a focus of theoretical and computational chemistry research for much of the past century, with the goal of predicting relevant energy differences to within “chemical accuracy” (1 kcal/mol). For small organic molecules, or in general, for weakly correlated main group chemistry, a hierarchy of single-reference wave function methods has been rigorously established, spanning perturbation theory and the coupled cluster (CC) formalism. For these systems, CC with singles, doubles, and perturbative triples is known to achieve chemical accuracy, albeit at O(N7) computational cost. In addition, a hierarchy of density functional approximations of increasing formal sophistication, known as Jacob’s ladder, has been shown to systematically reduce average errors over large datasets representing weakly correlated chemistry. However, the accuracy of such computational models is less clear in the increasingly important frontiers of chemical space including transition metals and f-block compounds, in which strong correlation can play an important role in reactivity. A stochastic method, phaseless auxiliary-field quantum Monte Carlo (ph-AFQMC), has been shown to be capable of producing chemically accurate predictions even for challenging molecular systems beyond the main group, with relatively low O(N3 − N4) cost and near-perfect parallel efficiency. Herein, we present our perspectives on the past, present, and future of the ph-AFQMC method. We focus on its potential in transition metal quantum chemistry to be a highly accurate, systematically improvable method that can reliably probe strongly correlated systems in biology and chemical catalysis and provide reference thermochemical values (for future development of density functionals or interatomic potentials) when experiments are either noisy or absent. Finally, we discuss the present limitations of the method and where we expect near-term development to be most fruitful.

Chemistry↗
DOE OSTI2025

Uncertainty quantification and sensitivity analysis of a nuclear thermal propulsion reactor startup sequence

The research presented in this article describes progress in applying stochastic methods, uncertainty quantification, parametric studies, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated via the radiation transport code Griffin to simulate neutronics. Our goal is to develop a reduced-order (surrogate) model that can be rapidly sampled with perturbations to multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums (CDs), which is itself controlled by a hybrid proportional-integral-derivative (PID) controller actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time [Λ] and effective delayed neutron fraction [ β eff ] from a transient Griffin simulation executed via Griffin’s improved quasi-static solver to provide the kinetic parameters) as inputs to functions that control the CD rotation angle. By investigating numerous stochastic approaches, we developed a dual-purpose surrogate model of the NTP system, using polynomial regression in the Multiphysics Object-Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM). The trained model can be rapidly sampled while simultaneously perturbing various input parameters, such as coefficients on the PID control or temperature (directly affecting the neutron cross section). The surrogate model delivers accurate (within 5%) results at speeds orders of magnitude faster (minutes, not days of computational time) than the base model. Once the surrogate model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs as well as the effects of these inputs on the model output. For example, coefficients used in the PID control system may vary due to some type of physical interference, or uncertainty may exist in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters, and operational boundaries can be determined. The goal of this work is to support development of an advanced control system for operating CDs in a functioning NTP system. This work is a scoping study of the MOOSE STM.

21 - SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLAN↗
DOE OSTI2020

Stochastic Simulation of Daily Suspended Sediment Concentration Using Multivariate Copulas

Estimation of daily suspended sediment concentration (SSC) is required for water resources and environment management. In this paper, a copula-based stochastic method was proposed for daily SSC simulation. Here, the multivariate copula function, constructed based on a bivariate copula and two bivariate conditional probability distributions, was used to model the temporal and cross dependence structures in daily SSCs. Then, the daily SSCs were generated by sampling from the multivariate conditional distribution. As a result, synthetic long-term SSCs data beyond the limited observation period can be provided for water resources managers, which plays a critical role in accurately estimating frequency and magnitude of extreme SSCs events. The proposed method was under rigorous examination by applying to a case study at Pingshan station in the Jinsha River Basin, China. Results showed that the generated daily SSC sequences not only had a high degree of accuracy in preserving the statistical characteristics of the daily SSC observations, but also captured both the temporal correlation and the cross-correlation between the daily streamflow and daily SSC. Specifically, the average daily relative error values corresponding to mean, standard deviation, skewness, lag-1 temporal correlation, and cross correlation were 0.87%, 4.24%, 7.52%, 0.51% and 2.02%, respectively. The multivariate copula framework proposed here can accurately and efficiently generate long-term daily SSC data for water resources management such as frequency analysis and risk assessment of extreme SSC events.

54 ENVIRONMENTAL SCIENCES↗