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 235 records · Page 13

Competition between roughness and strength for scale-dependent surfaces

Rocks famously have scale-dependent strength, yet the actual dependence is notoriously hard to measure or incorporate into any theoretical framework. Natural rough surfaces present an opportunity to solve the problem. Surfaces sliding in shear evolve as protrusions collide. These asperities can deform or break, thus creating a new surface shape. In particular, natural surfaces have roughness at all scales as well as scale-dependent strength. Based on a scaling analysis, we have previously suggested that the scale-dependent aspect ratio of steady-state surfaces should be proportional to the scale-dependent shear strain at yield. If true, scale-dependent strength could easily be inferred from natural surfaces. Thus, moving beyond the scaling argument to a rigorous treatment of scale-dependent strength for multiscale rough surfaces in shear is important. However, analytic frameworks for analyzing multiscale problems are challenging, as conventional continuum mechanics typically involves a single value for a material property across scales. Here, in this work, we build on the formalism of Persson (2001) that presents a method to compute contact area for rough surfaces with a prescribed topographic spectrum using a stochastic differential equation. The Persson formalism allows for plastic yield under normal loading of otherwise elastic materials and leaves open the possibility of scale-dependent yield stress. In this study, we pursue this route to develop a theory and numerical results for the yielding of a rough, elastoplastic surface with scale-dependent yield stress. Here, we examine surfaces for which the power spectrum of the topography 𝐶 and yield stress 𝑌 follow power laws as a function of scale 𝜆, such that 𝐶∼𝜆 −𝑚 and 𝑌∼𝜆 −𝑛 , respectively. In this formal treatment of the problem, we focus on surfaces in contact and the resulting yield and do not impose shear. Numerical solutions show that the deviation from the elastic scaling solution is bounded as expected by the prior 1D heuristic scaling argument that anticipates the Hurst exponent as 1−𝑛. We also show that the plasticity is expected to erode the contacts if 𝑚 is lower than 𝑛−3, which corresponds to a Hurst exponent lower than 1−𝑛/2. This result is rigorously sound for 2D, i.e., realistic surfaces, and quantitatively different than the prior scaling argument. The theory now permits a correspondingly quantitative approach to interpreting natural surfaces.

elasticity↗

A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

97 MATHEMATICS AND COMPUTING↗

Global stochastic optimization of stellarator coil configurations

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be cancelled as in the case of the National Compact Stellarator Experiment (NCSX) project. Therefore, our goal is to find coil configurations that increase construction tolerances without compromising the performance of the magnetic field. In this paper, we develop a gradient-based stochastic optimization model which seeks robust stellarator coil configurations in high dimensions. In particular, we design a two-step method: first, we perform an approximate global search by a sample efficient trust-region Bayesian optimization; second, we refine the minima found in step one with a stochastic local optimizer. To this end, we introduce two stochastic local optimizers: BFGS applied to the sample average approximation; and Adam, equipped with a control variate for variance reduction. Numerical simulations performed on a W7-X-like coil configuration demonstrate that our global optimization approach finds a variety of promising local solutions at less than 0.1% of the cost of previous work, which considered solely local stochastic optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Aging phenomena in the two-dimensional complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems which include coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability and spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations or oscillatory chemical reactions. Here, we employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate its non-equilibrium dynamics when the system is quenched into the “defocusing spiral quadrant”. We observe slow coarsening dynamics as oppositely charged topological defects annihilate each other, and characterize the ensuing aging scaling behavior. We conclude that the physical aging features in this system are governed by non-universal aging scaling exponents. We also investigate systems with control parameters residing in the “focusing quadrant”, and identify slow aging kinetics in that regime as well. Finally, we provide heuristic criteria for the existence of slow coarsening dynamics and physical aging behavior in the complex Ginzburg-Landau equation.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Stochastic robustness synthesis for a benchmark problem

Stochastic robustness analysis guides the synthesis of robust linear quadratic Gaussian (LQG) regulators for a benchmark control problem. Probabilities of exceeding allowable design limits, including stability, setting time, and control usage, are estimated by Monte Carlo evaluation. Robust, low-gain compensators that fulfill objectives are designed by numerically minimizing quadratic functions of these probabilities. The method is straightforward and makes use of uncomplicated design principles.

Stengel, Robert F.↗

Radiative transfer calculated from a Markov chain formalism

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Esposito, L. W.↗

Fluid Stochastic Petri Nets: Theory, Applications, and Solution

In this paper we introduce a new class of stochastic Petri nets in which one or more places can hold fluid rather than discrete tokens. We define a class of fluid stochastic Petri nets in such a way that the discrete and continuous portions may affect each other. Following this definition we provide equations for their transient and steady-state behavior. We present several examples showing the utility of the construct in communication network modeling and reliability analysis, and discuss important special cases. We then discuss numerical methods for computing the transient behavior of such nets. Finally, some numerical examples are presented.

Horton, Graham↗

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic treatment of electron multiplication without scattering in dielectrics

By treating the emission of optical phonons as a Markov process, a simple analytic method is developed for calculating the electronic ionization rate per unit length for dielectrics. The effects of scattering from acoustic and optical phonons are neglected. The treatment obtains universal functions in recursive form, the theory depending on only two dimensionless energy ratios. A comparison of the present work with other numerical approaches indicates that the effect of scattering becomes important only when the electric potential energy drop in a mean free path for optical-phonon emission is less than about 25% of the ionization potential. A comparison with Monte Carlo results is also given for Teflon.

Lin, D. L.↗

Data-driven Minimum Entropy Control for Stochastic Nonlinear Systems using the Cumulant-Generating Function

Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.

42 ENGINEERING↗

Classification of four-qubit entangled states via machine learning

We apply the support vector machine (SVM) algorithm to derive a set of entanglement witnesses (EW) to identify entanglement patterns in families of four-qubit states. The effectiveness of SVM for practical EW implementations stems from the coarse-grained description of families of equivalent entangled quantum states. The equivalence criteria in our work is based on the stochastic local operations and classical communication classification and the description of the four-qubit entangled Werner states. We numerically verify that the SVM approach provides an effective tool to address the entanglement witness problem when the coarse-grained description of a given family state is available. Here, we also discuss and demonstrate the efficiency of nonlinear kernel SVM methods as applied to four-qubit entangled state classification.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

Collisional simulations of the modulator section in coherent electron cooling

The first section of any coherent electron cooling (CeC) system is the modulator, where the density of the electron beam is modulated by the copropagating ion beam. This density modulation is a result of Coulomb collisions between the individual particles of the two beams. The pairwise, stochastic part of the interactions impacts the overall performance of the CeC process. We present the first simulations of the density modulations of the electron beams from a collisional picture of the dynamics, considering the proof-of-principle CeC experiments at Brookhaven National Laboratory. These simulations were performed using PHAD, which is the first efficient, large-scale collisional numerical method in beam physics that we have previously developed and benchmarked. Realistic beam distributions and external fields have been optimized to provide strong modulation signals necessary for variations of coherent electron cooling systems. Cooling performance limits and potential collisionless simulation pitfalls are pointed out. Published by the American Physical Society 2024

43 PARTICLE ACCELERATORS↗

Robust Scheduling of Microgrids Considering Unintentional Islanding Conditions

This paper proposes a robust scheduling model for microgrids considering the stochastic unintentional islanding conditions. The proposed model minimizes the total operating cost of the microgrid by efficiently coordinating the supply of power from local distributed energy resources and the main grid. To capture the prevailing uncertainties in renewable generation and demand as well as unintentional islanding conditions, a two-stage adaptive robust optimization model is formulated to minimize the total operating cost under the worst realization of the modeled uncertainties. The column and constraint generation (C&CG) method is used to solve the problem in an iterative manner. The solution of the proposed scheduling model ensures robust microgrid operation in consideration of all possible realization of renewable generation, demand and unintentional islanding condition. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, two micro-turbines, a diesel generator and a battery demonstrate the effectiveness of the proposed approach.

Liu, Guodong↗

Flow and transport in three-dimensional discrete fracture matrix models using mimetic finite difference on a conforming multi-dimensional mesh

Here, we present a comprehensive workflow to simulate single-phase flow and transport in fractured porous media using the discrete fracture matrix approach. The workflow has three primary parts: (1) a method for conforming mesh generation of and around a three-dimensional fracture network, (2) the discretization of the governing equations using a second-order mimetic finite difference method, and (3) implementation of numerical methods for high-performance computing environments. A method to create a conforming Delaunay tetrahedralization of the volume surrounding the fracture network, where the triangular cells of the fracture mesh are faces in the volume mesh, that addresses pathological cases which commonly arise and degrade mesh quality is also provided. Our open-source subsurface simulator uses a hierarchy of process kernels (one kernel per physical process) that allows for both strong and weak coupling of the fracture and matrix domains. We provide verification tests based on analytic solutions for flow and transport, as well as numerical convergence. We also provide multiple expositions of the method in complex fracture networks. In the first example, we demonstrate that the method is robust by considering two scenarios where the fracture network acts as a barrier to flow, as the primary pathway, or offers the same resistance as the surrounding matrix. In the second test, flow and transport through a three-dimensional stochastically generated network containing 257 fractures is presented.

97 MATHEMATICS AND COMPUTING↗

A performability solution method for degradable nonrepairable systems

The present performability model-solving algorithm identifies performance with 'reward', representing the state behavior of a system S by a finite-state stochastic process and determining reward by means of reward rates that are associated with the states of the base model. A general method is obtained for determining the probability distribution function of the performance (reward) variable, and therefore the performability, of the corresponding system. This is done for bounded utilization periods, and the result is an integral expression which is either analytically or numerically solvable.

Furchtgott, D. G.↗

A Machine Learning Model for Predicting Composition of Catalytic Coprocessing Products from Molecular Beam Mass Spectra

Demand for the development of an automated and integrated refining process for biofuels has increased in recent years due to the lack of generalized process inspection tools. In bio-oil upgrading processes, all process variables are maintained based on the offline specification of intermediates and products. A lack of real-time product specifications in batch-wise monitoring can cause process failure and wasted resources. Therefore, there is a need for a fast and accurate intermediates/product specification tool that can be used for real-time specification to reduce waste and mitigate the risk of process failure. Here, to address this gap, we developed a machine learning (ML) model for predicting speciated bio-oil composition, including paraffin, iso-paraffins, olefins, naphthene, and aromatics. The model is trained using the mass spectra from upgraded products collected in the vapor phase before condensation and predicts the composition of the condensed product. Training ML models using raw mass spectra is challenging due to numerous overlapped peaks originating from different parent compounds. With this in mind, we propose a protocol that (i) transforms raw mass spectra to chemistry-inspired predefined features and (ii) trains decision tree-based models using these features. Our results show that the random forest model was robust against overfitting and had the highest accuracy compared to other models. Moreover, a stochastic ablation method determined the eight most significant features while maximizing the accuracy. Our protocol facilitates real-time compositional analysis of upgraded bio-oils and thus real-time process monitoring. Additionally, this protocol enables the rational design of efficient catalysts and the determination of optimal process conditions.

09 BIOMASS FUELS↗

Exact Gaussian processes for massive datasets via non-stationary sparsity-discovering kernels

Abstract A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. Its success is largely attributed to the GP’s analytical tractability, robustness, and natural inclusion of uncertainty quantification. Unfortunately, the use of exact GPs is prohibitively expensive for large datasets due to their unfavorable numerical complexity of $$O(N^3)$$ O ( N 3 ) in computation and $$O(N^2)$$ O ( N 2 ) in storage. All existing methods addressing this issue utilize some form of approximation—usually considering subsets of the full dataset or finding representative pseudo-points that render the covariance matrix well-structured and sparse. These approximate methods can lead to inaccuracies in function approximations and often limit the user’s flexibility in designing expressive kernels. Instead of inducing sparsity via data-point geometry and structure, we propose to take advantage of naturally-occurring sparsity by allowing the kernel to discover—instead of induce—sparse structure. The premise of this paper is that the data sets and physical processes modeled by GPs often exhibit natural or implicit sparsities, but commonly-used kernels do not allow us to exploit such sparsity. The core concept of exact, and at the same time sparse GPs relies on kernel definitions that provide enough flexibility to learn and encode not only non-zero but also zero covariances. This principle of ultra-flexible, compactly-supported, and non-stationary kernels, combined with HPC and constrained optimization, lets us scale exact GPs well beyond 5 million data points.

97 MATHEMATICS AND COMPUTING↗