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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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At least 271 records · Page 15
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

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

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

58 GEOSCIENCES↗
DOE OSTI2016

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

The focus of the project is the development of mathematical methods and high-performance com- putational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly e cient and scalable numer- ical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Multiscale Modeling and Uncertainty Quantification for Nuclear Fuel Performance

In this project, we will address the challenges associated with constructing high fidelity multiscale models of nuclear fuel performance. We (*) propose a novel approach for coupling mesoscale and macroscale models, (*) devise efficient numerical methods for simulating the coupled system, and (*) devise and analyze effective numerical approaches for error and uncertainty quantification for the coupled multiscale system. As an integral part of the project, we will carry out analysis of the effects of upscaling and downscaling, investigate efficient methods for stochastic sensitivity analysis of the individual macroscale and mesoscale models, and carry out a posteriori error analysis for computed results. We will pursue development and implementation of solutions in software used at Idaho National Laboratories on models of interest to the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2015

Weak Convergence of a Mass-Structured Individual-Based Model

We propose a model of chemostat where the bacterial population is individually-based, each bacterium is explicitly represented and has a mass evolving continuously over time. The substrate concentration is represented as a conventional ordinary differential equation. These two components are coupled with the bacterial consumption. Mechanisms acting on the bacteria are explicitly described (growth, division and washout). Bacteria interact via consumption. We set the exact Monte Carlo simulation algorithm of this model and its mathematical representation as a stochastic process. We prove the convergence of this process to the solution of an integro-differential equation when the population size tends to infinity. Finally, we propose several numerical simulations.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2016

An alternative realization of the exact non-Markovian stochastic Schrödinger equation

Based on the path integral approach, we derive a new realization of the exact non-Markovian stochastic Schrödinger equation (SSE). The main difference from the previous non-Markovian quantum state diffusion (NMQSD) method is that the complex Gaussian stochastic process used for the forward propagation of the wave function is correlated, which may be used to reduce the amplitude of the non-Markovian memory term at high temperatures. The new SSE is then written into the recently developed hierarchy of pure states scheme, in a form that is more closely related to the hierarchical equation of motion approach. Numerical simulations are then performed to demonstrate the efficiency of the new method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

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

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

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
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

Stochastic noise can be helpful for variational quantum algorithms

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

Liu, Junyu↗
DOE OSTI2020

A Two-Stage Decomposition Approach for AC Optimal Power Flow

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

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2016

Hybrid framework for the simulation of stochastic chemical kinetics

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when one or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A backward SDE method for uncertainty quantification in deep learning

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

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Analysis of Time Dependent Data and PRA

In the past decades, several numerical simulation codes have been employed to simulate accident dynamics (e.g., RELAP5-3D, 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. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2016

Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs

In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Letter: Modeling reactive shock waves in heterogeneous solids at the continuum level with stochastic differential equations

In this paper, a new paradigm is introduced for modeling reactive shock waves in heterogeneous solids at the continuum level. Inspired by the probability density function methods from turbulent reactive flows, it is hypothesized that the unreacted material microstructures lead to a distribution of heat release rates from chemical reaction. Fluctuations in heat release, rather than velocity, are coupled to the reactive Euler equations which are then solved via the Riemann problem. Finally, a numerically efficient, one-dimensional hydrocode is used to demonstrate this new approach, and simulation results of a representative impact calculation (inert flyer into explosive target) are discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Battery Model Parameterization Using Manufacturer Datasheet and Field Measurement for Real-Time HIL Applications

Here, this paper presents a novel battery model parameterization method using actual field measurement and manufacturer datasheet for real-time hardware-in-the-loop (HIL) applications. It is critical that real-time HIL models can accurately reproduce field test results so that tests can be conducted on HIL testbeds instead of in the field. In the past, numerical heuristic optimization algorithms were often used to derive parameters for battery models. However, the deterministic algorithms often reach a locally optimal solution and stochastic heuristic searching strategies suffer from low searching efficiency. Therefore, in this paper, we propose a global-local searching enhanced genetic algorithm (GL-SEGA). By applying the generalized opposition-based learning mechanism, GL-SEGA can efficiently explore the global solution space. By using the trust-region-reflective method to perform the local search, the GL-SEGA can improve the accuracy and convergence in its local exploitations. Field measurements and manufactory datasheets are used to test and validate the accuracy and robustness of the GL-SEGA algorithm.

25 ENERGY STORAGE↗
DOE OSTI2018

Stochastic Hybrid Models and Algorithms for Fluids (FHDeX) v1

This software contains numerical modules and application codes for studying the behavior of fluid dynamical systems where fluctuations play an important role in the dynamics. There is support for finite-volume/finite-difference solvers for partial differential equations, particle methods, and hybrid fluid-particle approaches.

Bell, JohnB.↗
DOE OSTI2022

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

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

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Time and Frequency Domain Methods for Basis Selection in Random Linear Dynamical Systems

Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest in a model, where just a few orthogonal basis polynomials are required. In this work, we consider linear dynamical systems consisting of ordinary differential equations with random variables. The aim of this paper is to explore methods for producing low-dimensional approximations of the quantity of interest further. We investigate two numerical techniques to compute a low-dimensional representation, which both fit the approximation to a set of samples in the time domain. On the one hand, a frequency domain analysis of a stochastic Galerkin system yields the selection of the basis polynomials. It follows a linear least squares problem. On the other hand, a sparse minimization yields the choice of the basis polynomials by information from the time domain only. An orthogonal matching pursuit produces an approximate solution of the minimization problem. Finally, we compare the two approaches using a test example from a mechanical application.

97 MATHEMATICS AND COMPUTING↗