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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.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

On the Stochastic Stability of Deep Markov Models

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. DMMs using deep neural networks to parametrize the transition of Markov probability distributions have recently been shown to provide more expressiveness in modeling sequential data and dynamical system responses. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a rigorous analytical method to prove the necessary and sufficient conditions of DMM's stochastic stability. This task is achieved by spectral analysis of the efficiently computed Jacobians of probabilistic maps modeled by deep neural networks. We make theoretical connections between the eigenvalues of neural network's weights and the different activation function types used on the stability and overall dynamic behavior of DMMs with Gaussian distributions. We empirically substantiate our theoretical results on stochastic stability and eigenvalue spectra via several numerical experiments. Formal stability guarantees of DMMs can substantially improve their robustness and trustworthiness, necessary for reliable use in safety-critical real-world applications.

Drgona, Jan↗
DOE OSTI2020

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

Stochastic reconstruction of fracture network pattern using spatial point processes

Fracture spatial patterns can strongly affect fluid flow in the subsurface. Proximity and distribution of fractures control reservoir flow behavior over various length scales. In many studies, however, simplified geometrical patterns are generated for fractures which may lead to unrealistic subsurface models. Here we introduce a new method for characterization and modeling of fracture spatial patterns based on outcrop observations. We use Ripley's K-function to characterize the arrangement of fracture barycenters and intersection points over various length scales. In addition, we use semivariograms to quantify spatial correlation in fracture intensity maps. Using this information, we develop a stochastic algorithm that generates two-dimensional fracture network realizations with spatial properties similar to those of a real fracture network measured in the field. Numerical simulation models indicate that the generated fracture realizations exhibit similar flow behaviors as that of the original fracture network. Furthermore, such modeling tools expand and improve our capability in building representative fracture models and in quantification of uncertainty in naturally and hydraulically fractured reservoirs.

58 GEOSCIENCES↗
DOE OSTI2020

Stochastically Realized Observables for Excitonic Molecular Aggregates

In this work, we show that a stochastic approach enables calculations of the optical properties of large 2-dimensional and nanotubular excitonic molecular aggregates. Previous studies of such systems relied on numerically diagonalizing the dense and disordered Frenkel Hamiltonian, which scales approximately as $\mathcal{O}$($N$ 3 ) for $N$ dye molecules. Our approach scales much more efficiently as $\mathcal{O}$($N$ log($N$)), enabling quick study of systems with a million of coupled molecules on the micrometer size scale. We calculate several important experimental observables, including the optical absorption spectrum and density of states, and develop a stochastic formalism for the participation ratio. Quantitative agreement with traditional matrix diagonalization methods is demonstrated for both small- and intermediate-size systems. The stochastic methodology enables the study of the effects of spatial-correlation in site energies on the optical signatures of large 2D aggregates. Our results demonstrate that stochastic methods present a path forward for screening structural parameters and validating experiments and theoretical predictions in large excitonic aggregates.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Correspondence between neuroevolution and gradient descent

Abstract We show analytically that training a neural network by conditioned stochastic mutation or neuroevolution of its weights is equivalent, in the limit of small mutations, to gradient descent on the loss function in the presence of Gaussian white noise. Averaged over independent realizations of the learning process, neuroevolution is equivalent to gradient descent on the loss function. We use numerical simulation to show that this correspondence can be observed for finite mutations, for shallow and deep neural networks. Our results provide a connection between two families of neural-network training methods that are usually considered to be fundamentally different.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

Creep life prediction based on stochastic model of microstructurally short crack growth

A nondimensional model of microstructurally short crack growth in creep is developed based on a detailed observation of the creep fracture process of 304 stainless steel. In order to deal with the scatter of small crack growth rate data caused by microstructural inhomogeneity, a random variable technique is used in the model. A cumulative probability of the crack length at an arbitary time, G(bar a, bar t), and that of the time when a crack reaches an arbitary length, F(bar t, bar a), are obtained numerically by means of a Monte Carlo method. G(bar a, bar t), and F(bar t, bar a) are the probabilities for a single crack. However, multiple cracks generally initiate on the surface of a smooth specimen from the early stage of creep life to the final stage. TAking into account the multiple crack initiations, the actual crack length distribution observed on the surface of a specimen is predicted by the combination of probabilities for a single crack. The prediction shows a fairly good agreement with the experimental result for creep of 304 stainless steel at 923 K. The probability of creep life is obtained from an assumption that creep fracture takes place when the longest crack reaches a critical length. The observed and predicted scatter of the life is fairly small for the specimens tested.

Kitamura, Takayuki↗
NASA NTRS1989

Creep life prediction based on stochastic model of microstructurally short crack growth

A nondimensional model of microstructurally short crack growth in creep is developed based on a detailed observation of the creep fracture process of 304 stainless steel. In order to deal with the scatter of small crack growth rate data caused by microstructural inhomogeneity, a random variable technique is used in the model. A cumulative probability of the crack length at an arbitrary time, G(bar a, bar t), and that of the time when a crack reaches an arbitrary length, F(bar t, bar a), are obtained numerically by means of a Monte Carlo method. G(bar a, bar t), and F(bar t, bar a) are the probabilities for a single crack. However, multiple cracks generally initiate on the surface of a smooth specimen from the early stage of creep life to the final stage. Taking into account the multiple crack initiations, the actual crack length distribution observed on the surface of a specimen is predicted by the combination of probabilities for a single crack. The prediction shows a fairly good agreement with the experimental result for creep of 304 stainless steel at 923 K. The probability of creep life is obtained from an assumption that creep fracture takes place when the longest crack reaches a critical length. The observed and predicted scatter of the life is fairly small for the specimens tested.

Kitamura, Takayuki↗
NASA NTRS1981

Alterations of the climate of a primitive equation model produced by filtering approximations and subsequent tuning and stochastic forcing

A comparison is made of the simulated climates of nonlinear models based on the primitive equations (PE), balance equations (BE), and quasi-geostrophic (QG) equations. The models and numerical procedures are identical in all possible respects. The models are highly truncated spectral forms of Lorenz's (1960) energy preserving two-layer model. Two means of making use of the information contained in the (presumed known) short-term prediction error statistics are investigated. An unrealistically high level of thermal forcing is used so that the model climates are sufficiently different to allow any improvements due to the empirical methods to be observed. The general tuning problem is outlined and the QG model is tuned, using data obtained from a PE model run, to minimize the mean squared short term prediction error.

Hoffman, R. N.↗
DOE OSTI2022

Multi-Fidelity Stochastic Economic Dispatch for Operating Low Carbon Power Grids

Grid operators can address the inherently stochastic nature of renewables by solving a two-stage stochastic programming model that minimizes the cost of dispatch decisions while accounting for the complex grid dynamics. It is common to use a sample average approximation to estimate the expectation of the second stage costs in this model. However, the large sample count needed for numerical accuracy makes effective modeling large-scale electric grids computationally intractable. We introduce a control variate multi-fidelity estimator for the second-stage recourse that enables high quality dispatch decisions in real-time with a reduced computational burden. We obtain a hierarchy of model fidelities by linearizing the AC power flow system representation to DC power flow, and by relaxing transmission and voltage network constraints. We evaluate the performance of our proposed method on a synthetic grid with 73 buses against a deterministic baseline with persistence forecast and a high-fidelity reference. Our analysis shows a computational speed-up of 7.62x with a minimal loss in accuracy. The multi-fidelity method is well suited to fidelity combinations that use a simplified network topology in their lower fidelity model and is an attractive option for applications where accurate grid modeling needed on a limited computational budget.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS2002

Towards Comprehensive Variation Models for Designing Vehicle Monitoring Systems

When designing vehicle vibration monitoring systems for aerospace devices, it is common to use well-established models of vibration features to determine whether failures or defects exist. Most of the algorithms used for failure detection rely on these models to detect significant changes in a flight environment. In actual practice, however, most vehicle vibration monitoring systems are corrupted by high rates of false alarms and missed detections. This crucial roadblock makes their implementation in real vehicles (e.g., helicopter transmissions and aircraft engines) difficult, making their operation costly and unreliable. Research conducted at the NASA Ames Research Center has determined that a major reason for the high rates of false alarms and missed detections is the numerous sources of statistical variations that are not taken into account in the modeling assumptions. In this paper, we address one such source of variations, namely, those caused during the design and manufacturing of rotating machinery components that make up aerospace systems. We present a novel way of modeling the vibration response by including design variations via probabilistic methods. Using such models, we develop a methodology to account for design and manufacturing variations, and explore the changes in the vibration response to determine its stochastic nature. We explore the potential of the methodology using a nonlinear cam-follower model, where the spring stiffness values are assumed to follow a normal distribution. The results demonstrate initial feasibility of the method, showing great promise in developing a general methodology for designing more accurate aerospace vehicle monitoring systems.

McAdams, Daniel A.↗
DOE OSTI2024

Simulating Open Quantum Systems Using Hamiltonian Simulations

We present a novel method to simulate the Lindblad equation, drawing on the relationship between Lindblad dynamics, stochastic differential equations, and Hamiltonian simulations. We derive a sequence of unitary dynamics in an enlarged Hilbert space that can approximate the Lindblad dynamics up to an arbitrarily high order. This unitary representation can then be simulated using a quantum circuit that involves only Hamiltonian simulation and tracing out the ancilla qubits. There is no need for additional postselection in measurement outcomes, ensuring a success probability of one at each stage. Our method can be directly generalized to the time-dependent setting. We provide numerical examples that simulate both time-independent and time-dependent Lindbladian dynamics with accuracy up to the third order. Published by the American Physical Society 2024

Ding, Zhiyan (ORCID:000000018863403X)↗
NASA NTRS1985

Numerical simulation of a turbulent flame stabilized behind a rearward-facing step

Flow of combustible mixtures in a plane channel past a smooth contraction followed by an abrupt expansion, in a typical dump combustor configuration, is modeled by a two-dimensional numerical technique based on the random vortex method. Both the inert and the reacting case are considered. In the latter, the flame is treated as an interface, self-advancing at a prescribed normal burning speed, while the dynamic effects of expansion due to the exothermicity of combustion are expressed by volumetric source lines delineated by its front. Solutions are shown to be in satisfactory agreement with experimental results, especially with respect to global properties such as the average velocity profiles and the reattachment length. The stochastic turbulent velocity components manifest interesting differences, especially near the walls where three-dimensional effects of turbulence are expected to be of importance.

Hsiao, C. C.↗
DOE OSTI2023

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗
DOE OSTI2023

Recent Hydrodynamic Modeling Enhancements in OpenFAST

To improve the hydrodynamic modeling capabilities of the offshore wind design and modeling tool OpenFAST, a restructuring of the HydroDyn hydrodynamics module was undertaken with several new features implemented. The generation of the wave field is now separated from HydroDyn into a new module called SeaState. Unlike previous versions of HydroDyn, which precomputed the wave kinematics at the undisplaced positions of the hydrodynamic nodes, the new SeaState module computes the complete time history of the wave field at the vertices of a user-defined wave grid. During the simulation, the wave kinematics at any point within the grid can be efficiently interpolated, allowing the strip-theory wave loads to be evaluated based on the wave kinematics at the displaced structure position. A phase correction was also implemented for the potential-flow wave-exciting loads to account for large structure displacements. Several wave-stretching methods were implemented for the strip-theory solution along with a wave-load redistribution method that ensures smooth variation of the nodal loads as the nodes of a discrete hydrodynamic mesh enter and exit the water. The load smoothing is included to avoid the excitation of unphysical high-frequency structural vibration during hydroelastic simulations. The MacCamy-Fuchs diffraction correction for the strip-theory solution and the capability to insert a constrained NewWave into extreme stochastic sea states with directional spreading were also added. The present article documents the formulations of the new improvements to HydroDyn with example applications and numerical results.

constrained wave↗
DOE OSTI2022

Recent Hydrodynamic Modeling Enhancements in OpenFAST: Preprint

To improve the hydrodynamic modeling capabilities of the offshore wind design and modeling tool OpenFAST, a restructuring of the HydroDyn hydrodynamics module was undertaken with several new features implemented. The generation of the wave field is now separated from HydroDyn into a new module called SeaState. Unlike previous versions of HydroDyn, which precomputed the wave kinematics at the undisplaced positions of the hydrodynamic nodes, the new SeaState module computes the complete time history of the wave field at the vertices of a user-defined wave grid. During the simulation, the wave kinematics at any point within the grid can be efficiently interpolated, allowing the strip-theory wave loads to be evaluated based on the wave kinematics at the displaced structure position. A phase correction was also implemented for the potential-flow wave-exciting loads to account for large structure displacements. Several wave-stretching methods were implemented for the strip-theory solution along with a wave-load redistribution method that ensures smooth variation of the nodal loads as the nodes of a discrete hydrodynamic mesh enter and exit the water. The load smoothing is included to avoid the excitation of unphysical high-frequency structural vibration during hydroelastic simulations. The MacCamy-Fuchs diffraction correction for the strip-theory solution and the capability to insert a constrained NewWave into extreme stochastic sea states with directional spreading were also added. The present article documents the formulations of the new improvements to HydroDyn with example applications and numerical results.

constrained wave↗
DOE OSTI2022

Process-oriented stochastic perturbations applied to the parametrization of turbulence and shallow convection for ensemble prediction

Weather forecasting nowadays often requires some estimation of uncertainties associated with the output of meteorological models, in order to better inform decision making, especially in the context of intense weather events. Ensemble prediction systems provide such information through sets of possible scenarios which are designed to represent various uncertainty sources, including model uncertainties. A wide variety of methods have been proposed to estimate model uncertainties, among which perturbation methods targeting uncertain processes are a promising research field. Here, we focus on the representation of small-scale variability by process-oriented perturbation schemes applied to two key physical processes, namely turbulence and shallow convection. The perturbations are applied to a single-column version of the convection-permitting AROME model, in three idealized boundary-layer cases. Large-eddy simulations (LESs) of the same cases serve as a reference for the subgrid variability that has to be represented, and the results are also compared to those given by the Stochastically Perturbed Parametrization Tendencies (SPPT) method, which is a method commonly used by weather forecast centres to represent model uncertainty. The spread produced by our process-oriented perturbations of turbulence and shallow convection does not represent all the small-scale variability implied by the LESs for temperature and humidity. However, it is of a similar order of magnitude for the wind, thanks to perturbations generated by the stochastic turbulence scheme. The dispersion is structurally different from what is obtained with SPPT. It is non-negligible in the lower levels, where SPPT perturbations are usually suppressed because of numerical instabilities, indicating a possible complementarity between the schemes.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1995

Distributed state-space generation of discrete-state stochastic models

High-level formalisms such as stochastic Petri nets can be used to model complex systems. Analysis of logical and numerical properties of these models of ten requires the generation and storage of the entire underlying state space. This imposes practical limitations on the types of systems which can be modeled. Because of the vast amount of memory consumed, we investigate distributed algorithms for the generation of state space graphs. The distributed construction allows us to take advantage of the combined memory readily available on a network of workstations. The key technical problem is to find effective methods for on-the-fly partitioning, so that the state space is evenly distributed among processors. In this paper we report on the implementation of a distributed state-space generator that may be linked to a number of existing system modeling tools. We discuss partitioning strategies in the context of Petri net models, and report on performance observed on a network of workstations, as well as on a distributed memory multi-computer.

Ciardo, Gianfranco↗
DOE OSTI2020

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.

97 MATHEMATICS AND COMPUTING↗