Results for “stochastic simulation algorithm” — Page 13

NASA NTRS2007

Advanced Control Algorithms for Compensating the Phase Distortion Due to Transport Delay in Human-Machine Systems

The desire to create more complex visual scenes in modern flight simulators outpaces recent increases in processor speed. As a result, simulation transport delay remains a problem. New approaches for compensating the transport delay in a flight simulator have been developed and are presented in this report. The lead/lag filter, the McFarland compensator and the Sobiski/Cardullo state space filter are three prominent compensators. The lead/lag filter provides some phase lead, while introducing significant gain distortion in the same frequency interval. The McFarland predictor can compensate for much longer delay and cause smaller gain error in low frequencies than the lead/lag filter, but the gain distortion beyond the design frequency interval is still significant, and it also causes large spikes in prediction. Though, theoretically, the Sobiski/Cardullo predictor, a state space filter, can compensate the longest delay with the least gain distortion among the three, it has remained in laboratory use due to several limitations. The first novel compensator is an adaptive predictor that makes use of the Kalman filter algorithm in a unique manner. In this manner the predictor can accurately provide the desired amount of prediction, while significantly reducing the large spikes caused by the McFarland predictor. Among several simplified online adaptive predictors, this report illustrates mathematically why the stochastic approximation algorithm achieves the best compensation results. A second novel approach employed a reference aircraft dynamics model to implement a state space predictor on a flight simulator. The practical implementation formed the filter state vector from the operator s control input and the aircraft states. The relationship between the reference model and the compensator performance was investigated in great detail, and the best performing reference model was selected for implementation in the final tests. Theoretical analyses of data from offline simulations with time delay compensation show that both novel predictors effectively suppress the large spikes caused by the McFarland compensator. The phase errors of the three predictors are not significant. The adaptive predictor yields greater gain errors than the McFarland predictor for short delays (96 and 138 ms), but shows smaller errors for long delays (186 and 282 ms). The advantage of the adaptive predictor becomes more obvious for a longer time delay. Conversely, the state space predictor results in substantially smaller gain error than the other two predictors for all four delay cases.

Guo, Liwen↗

DOE OSTI2016

Data Analysis Approaches for the Risk-Informed Safety Margins Characterization Toolkit

In the past decades, several numerical simulation codes have been employed to simulate accident dynamics (e.g., RELAP5-3D, RELAP-7, MELCOR, MAAP). In order to evaluate the impact of uncertainties into accident dynamics, several stochastic methodologies have been coupled with these codes. These stochastic methods range from classical Monte-Carlo and Latin Hypercube sampling to stochastic polynomial methods. Similar approaches have been introduced into the risk and safety community where stochastic methods (such as RAVEN, ADAPT, MCDET, ADS) have been coupled with safety analysis codes in order to evaluate the safety impact of timing and sequencing of events. These approaches are usually called Dynamic PRA or simulation-based PRA methods. These uncertainties and safety methods usually generate a large number of simulation runs (database storage may be on the order of gigabytes or higher). The scope of this paper is to present a broad overview of methods and algorithms that can be used to analyze and extract information from large data sets containing time dependent data. In this context, “extracting information” means constructing input-output correlations, finding commonalities, and identifying outliers. Some of the algorithms presented here have been developed or are under development within the RAVEN statistical framework.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Fatigue behavior analysis and multi-scale modelling of chopped carbon fiber chip-reinforced composites under tension-tension loading condition

Here, the fatigue damage behavior of chopped carbon fiber chip-reinforced composite has been experimentally and numerically investigated. A large scatter is exhibited in the S-N diagram due to the random distribution of carbon fiber chips, and therefore a new analysis procedure is proposed to link the local microstructure to the fatigue behavior of the bulk material. Interrupted fatigue tests are also performed so that microstructure characterization can be conducted on the tested samples to analyze the crack initiation and propagation. Inspired from the experimental findings, a multi-scale progressive damage fatigue model is proposed to predict the fatigue behavior. The model incorporates a new stochastic chip-packing algorithm for microstructure reconstruction along with continuum damage models into the representative volume element (RVE) model in ABAQUS/Explicit. Finally, the simulation results based on the proposed model are in good agreement with the experimental data in terms of cracking modes and predicted life.

36 MATERIALS SCIENCE↗

DOE OSTI2020

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a users manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Simulation-based optimal Bayesian experimental design for nonlinear systems

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters. Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Implementation of Stochastic Polynomials Approach in the RAVEN Code

RAVEN, under the support of the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program, has been tasked to provide the necessary software and algorithms to enable the application of the conceptual framework developed by the Risk Informed Safety Margin Characterization (RISMC) [1] path. RISMC is one of the paths defined under the Light Water Reactor Sustainability (LWRS) DOE program.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2019

A cloud computing approach to massively-parallel distributed stochastic optimization with application to geomechanical reservoir characterization

Many search strategies used to optimize parameters during hydrologic model calibration are inherently limited in that simulations must be performed sequentially in order for the algorithm to converge. As a result, the overall time required to reach a solution increases linearly with the number of steps necessary. In contrast, sampling strategies that attempt to approximate the posterior distribution of the parameters do not require the model simulations to be run in sequence and therefore invite the use of a massively parallel approach across heterogeneous computing environments. We apply a cloud computing methodology to this problem where a head node running on Amazon Web Services continuously produces candidate models that are distributed to arbitrary compute environments to run the simulation, in our case Clemson’s Palmetto cluster computer. Thus the time required to obtain a sufficient number of samples to produce an adequate approximation of the posterior distribution of the parameters is limited by the number of available compute sites. Monte Carlo sampling of the posterior space would be duplicative and inefficient, thus we combine Latin hypercube methods with genetic algorithms to ensure that no large regions of the parameter space are left unexplored, and that high probability regions are investigated thoroughly. We independently assess the fit to different types of data sets without the need to construct a single objective function. Sets of Pareto optimal models are particularly valuable when the quality and information content of data is poorly known or conceptual model errors exist in our simulation. We illustrate our approach for a problem where in situ strain data are used to calibrate the parameters of an oil reservoir in the Avant oil field in Oklahoma. We use well injection and shut-in to stress a deep (500m) confined formation, and observe the geomechanical response using borehole strainmeters installed in the shallow subsurface (30m). These data were then used to calibrate the poroelastic properties of the reservoir and caprock along with the geometry of an elliptic channel associated with the formation. Using our approach we are able to identify issues with model error as well as substantial tradeoffs that occur within the parameters.

inversion, stochastic, geomechanics, poroelastic, ↗

DOE OSTI2018

Charging Decision Making for Automated Electric Vehicles

Abstract: Overview/Significance With the emerging of autonomous driving and its application in electric vehicles, the charging decision making should be taken over by the vehicles. Autonomous electric vehicles will require the capability to make charging decisions according to the battery energy state, the travel demand and also the available charging infrastructure. The introduction of autonomous driving technology would remove the challenge of co-locating charging infrastructure with driver destinations and presents a driver-free method for EVs to reach nearby charging stations. This will significantly change the charging behavior of electric vehicles. EV driver will no longer need to be present at charging stations for charging actions. Automated EVs can drive to nearby charging stations to perform charging actions by themselves when necessary. Meanwhile, connected vehicles technology makes electric vehicles have the capability to sense and obtain pertinent information from nearby charging station networks and then calculate the corresponding costs and availability for charging. All these promising capabilities bring new opportunities to construct an automatic charging decision making system and improve energy efficiency of charging actions for automatic electric vehicles. Abstract: Methodology This research introduces optimization tools and case studies on charging decision making for automated electric vehicles under personal usage scenario. The designed optimization tools aim to provide charging strategies, i.e. the optimal choice of charging station outside home and the amount of charged energy, by considering constraints from personal daily itineraries and existing charging infrastructure. Abundant real world EV data is utilized to construct stochastic energy consumption prediction model under realistic driving conditions. Advanced dynamic programming technology is utilized to model and solve the potential multi-stage decision making process by considering realistic uncertainties of EV energy cost and dynamics of itinerary information. Large-scale simulation studies using Chicago itinerary data are demonstrated to illustrate energy benefits from automatic charging decision making for future autonomous EVs. Abstract: Results/Conclusions Optimal automatic charging decision making and its energy benefits have been studied for personal automated electric vehicles. A data-driven method based on large amount of real-world data and the corresponding real-time update algorithm have been proposed to construct multi-channel stochastic energy consumption prediction model. Based on the energy cost prediction, dynamic multi-stage charging decision-making models are established for optimal strategies during a daily itinerary. Derived charging strategies can minimize the monetary and energy cost of charging actions for autonomous vehicles. Simulations and case studies show the potential ability of autonomous electric vehicles to reduce the range anxiety and charging infrastructure dependency. Automatic charging decision making can mitigate the pain from electric vehicle charging necessity outside home. In conclusion, automated electric vehicles equipped with an appropriate automatic charging decision making system will help EV driver to relieve from heavy time cost of recharging, reduce the energy cost of performing charging actions and improve the energy efficiency in future electrified transportation system.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2021

An Integrated High-performance Computing and Digital Real-time Simulation Testbed to Benchmark Closed-loop Load Shedding Algorithms in Power Systems

An integrated testbed using digital real-time simulator (DRTS) and a high-performance computing (HPC) cluster is presented here to compare speed and performance of computational schemes to mitigate time-critical issues in electric power systems. The first approach in this testbed validation is taken by running a set of closed-loop load shedding algorithms to compare and contrast two paradigms of arresting cascading failure propagation. Two algorithms involve solving DC and AC power flow model-based optimization problems to compute load shedding at different buses, while a model-based stochastic search using parallel computing provides a viable alternative. The algorithms are implemented in the DRTS-HPC testbed for the IEEE 14-bus benchmark transmission system. As a proof of the concept, simulation results are presented for implementation of closed-loop load-shedding algorithms for cascading failures in the DRTS-HPC testbed

24 POWER TRANSMISSION AND DISTRIBUTION↗