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At least 307 records · Page 17

Bringing discrete-time Langevin splitting methods into agreement with thermodynamics

In light of the recently published complete set of statistically correct Grønbech–Jensen (GJ) methods for discrete-time thermodynamics, we revise a differential operator splitting method for the Langevin equation in order to comply with the basic GJ thermodynamic sampling features, namely, the Boltzmann distribution and Einstein diffusion, in linear systems. This revision, which is based on the introduction of time scaling along with flexibility of a discrete-time velocity attenuation parameter, provides a direct link between the ABO splitting formalism and the GJ methods. This link brings about the conclusion that any GJ method has at least weak second order accuracy in the applied time step. It further helps identify a novel half-step velocity, which simultaneously produces both correct kinetic statistics and correct transport measures for any of the statistically sound GJ methods. Explicit algorithmic expressions are given for the integration of the new half-step velocity into the GJ set of methods. Finally, numerical simulations, including quantum-based molecular dynamics (QMD) using the QMD suite Los Alamos Transferable Tight-Binding for Energetics, highlight the discussed properties of the algorithms as well as exhibit the direct application of robust, time-step-independent stochastic integrators to QMD.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Modeling electrokinetic flows with the discrete ion stochastic continuum overdamped solvent algorithm

In this article we develop an algorithm for the efficient simulation of electrolytes in the presence of physical boundaries. In previous work the discrete ion stochastic continuum overdamped solvent (DISCOS) algorithm was derived for triply periodic domains, and was validated through ion-ion pair correlation functions and Debye-Hückel-Onsager theory for conductivity, including the Wien effect for strong electric fields. In extending this approach to include an accurate treatment of physical boundaries we must address several important issues. First, the modifications to the spreading and interpolation operators necessary to incorporate interactions of the ions with the boundary are described. Next we discuss the modifications to the electrostatic solver to handle the influence of charges near either a fixed potential or dielectric boundary. An additional short-ranged potential is also introduced to represent interaction of the ions with a solid wall. Finally, the dry diffusion term is modified to account for the reduced mobility of ions near a boundary, which introduces an additional stochastic drift correction. Herein, several validation tests are presented confirming the correct equilibrium distribution of ions in a channel. Additionally, the methodology is demonstrated using electro-osmosis and induced-charge electro-osmosis, with comparison made to theory and other numerical methods. Notably, the DISCOS approach achieves greater accuracy than a continuum electrostatic simulation method. We also examine the effect of under-resolving hydrodynamic effects using a “dry diffusion” approach, and find that considerable computational speedup can be achieved with a negligible impact on accuracy.

97 MATHEMATICS AND COMPUTING↗

Statistical Distributions for Mesh Independent Solutions in ALEGRA

The representation of material heterogeneity (also referred to as "spatial variation") plays a key role in the material failure simulation method used in ALEGRA. ALEGRA is an arbitrary Lagrangian-Eulerian shock and multiphysics code developed at Sandia National Laboratories and contains several methods for incorporating spatial variation into simulations. A desirable property of a spatial variation method is that it should produce consistent stochastic behavior regardless of the mesh used (a property referred to as "mesh independence"). However, mesh dependence has been reported using the Weibull distribution with ALEGRA's spatial variation method. This report describes efforts towards providing additional insight into both the theory and numerical experiments investigating such mesh dependence. In particular, we have implemented a discrete minimum order statistic model with properties that are theoretically mesh independent.

36 MATERIALS SCIENCE↗

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operator that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optical stochastic cooling at Fermilab’s IOTA ring

Stochastic cooling (SC) constitutes one of the greatest conceptual and technological achievements in particle beam cooling. Numerous SC systems have been built in the microwave regime and used to extend the science reach of accelerator facilities worldwide. The ability to sense and correct the particle ensemble using high-bandwidth feedback systems is at the core of the concept. Here, we describe the first realization of SC at optical frequencies and bandwidths. The demonstration was recently carried out at Fermilab’s integrable optics test accelerator (IOTA) storage ring using the transit-time method of optical stochastic cooling (OSC) and achieved an integrated system bandwidth of approximately 20 THz, which is more than 2000 times that of conventional SC systems. This demonstration establishes the foundation for more advanced OSC experiments with high-gain amplification, currently underway at Fermilab, and the eventual application of OSC to colliders and other accelerator facilities.

Jarvis, Jonathan D. [Fermilab]↗

Dynamic Simulation with on the fly Doppler Broadening treatment in RMC

In conventional transient analysis, thermal hydraulics calculations are generally coupled to deterministic neutronics solvers. Due to the limited accuracy of deterministic methods and the rapid development of computer power, Monte Carlo neutronics calculations have received increasing attention nowadays. One of challenges for Monte Carlo methods coupled to thermal hydraulics calculations is the temperature dependent cross sections. Taking the detailed temperature distribution feedback into account, each nuclide may be in a large range of temperatures, pre-generated libraries at every temperature point are no longer applicable owing to unaffordable memory footprint. Different solutions have been proposed to deal with this problem. TMS, accounting for Doppler broadening effect by the explicit treatment of thermal motion, was used to model fast transients in Serpent 2. Stochastic mixing, using two sets of libraries for each nuclide and mixing them to get the correct temperature, was used in transient analysis by Sjenitzer and Hoogenboom. Besides, there are other on the fly Doppler broadening methods being developed, including series expansion of cross sections, multipole representation, different integration algorithms based on Doppler broadening equation. In this paper, on the fly Doppler broadening treatment based on integration algorithms was applied to transient calculation in Reactor Monte Carlo code RMC . In the following section, the integration algorithms implemented and dynamic simulation method in RMC is briefly introduced. Finally, a pure physical transient fuel assembly model was chosen for numerical validation. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

Graphical abstract: - Abstract: Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create an easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical heating in particle-in-cell simulations with Monte Carlo binary collisions

The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here we show that the coupling between PIC and MC algorithms can give rise to (nonphysical) numerical heating of the system that significantly exceeds that observed when these algorithms operate independently. We argue that this deleterious effect results from an inconsistency between the particle motion associated with MC collisions and the work performed by the collective electromagnetic field on the PIC grid. This inconsistency manifests as the (artificial) stochastic production of electromagnetic energy, which ultimately heats the plasma particles. Here, the MC-induced numerical heating can significantly impact the evolution of the simulated system for long simulation times (≳10 3 collision periods, for typical numerical parameters). We describe the source of the MC-induced numerical heating analytically and discuss strategies to minimize it.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Entropy-based closure for probabilistic learning on manifolds

In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization from a non-Gaussian random vector. The manifold structure is learned using diffusion manifolds and the statistical sample generation is accomplished using a projected Itˆo stochastic differential equation. This probabilistic learning approach has been extended to polynomial chaos representation of databases on manifolds and to probabilistic nonconvex constrained optimization with a fixed budget of function evaluations. The methodology introduces an isotropic-diffusion kernel with hyperparameter ". Currently, " is more or less arbitrarily chosen. In this paper, we propose a selection criterion for identifying an optimal value of ", based on a maximum entropy argument. The result is a comprehensive, closed, probabilistic model for characterizing data sets with hidden constraints. This entropy argument ensures that out of all possible models, this is the one that is the most uncertain beyond any specified constraints, which is selected. Applications are presented for several databases.

97 MATHEMATICS AND COMPUTING↗

Importance Sampling with Analog Scenarios for Stochastic Economic Dispatch

Increasing penetrations of renewable energy sources such as wind into power grids motivates the investigation of new approaches to 5-minute economic dispatch computation. In this poster, we investigate the application of importance sampling in the two-stage stochastic economic dispatch problem while using historical data to characterize uncertainty. In our numerical experiments, we observe that importance sampling performs better than the standard Monte Carlo sampling approach in preventing loss-of-load. While first-stage costs are comparable for both sampling methods, the second-stage costs are significantly reduced when the importance sampling method is employed.

97 MATHEMATICS AND COMPUTING↗

A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

We study a multigrid method for solving large linear systems of equations with tensor product structure here. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the steady-state diffusion problem with random coefficients. When the variance in the problem is not too large, the solution can be well approximated by a low-rank object. In the proposed multigrid algorithm, the matrix iterates are truncated to low rank to reduce memory requirements and computational effort. The technique is proved convergent with an analytic error bound. Numerical experiments show its effectiveness in solving the Galerkin systems compared to the original multigrid solver, especially when the number of degrees of freedom associated with the spatial discretization is large.

97 MATHEMATICS AND COMPUTING↗

Convergence of statistical moments of particle density time series in scrape-off layer plasmas

Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a fixed shape, an exponential distribution of waiting times, and amplitudes represents the radial motion of blob-like structures. With an analytic formulation of the process at hand, we derive expressions for the mean squared error on estimators of sample mean and sample variance as a function of sample length, sampling frequency, and the parameters of the stochastic process. Employing that the probability distribution function of a particularly relevant stochastic process is given by the gamma distribution, we derive estimators for sample skewness and kurtosis and expressions for the mean squared error on these estimators. Numerically, generated synthetic time series are used to verify the proposed estimators, the sample length dependency of their mean squared errors, and their performance. We find that estimators for sample skewness and kurtosis based on the gamma distribution are more precise and more accurate than common estimators based on the method of moments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

eSHIVA in IOTA: Experiment on Stochasticity in High Intensity Variable Accelerators

Nonlinear integrable optics, the basis of IOTA, is a very special form of Hamiltonian system, called completely integrable. The consequences are many, most importantly the absence of fixed points that are in one-to-one correspondence with (overlapping) resonances. This, in turn, does not limit the dynamic aperture and allows large amplitude dependent tune shifts without adverse effects. In fact, it helps significantly in alleviating issues with collective instabilities. We developed and tested different numerical methods to give a more complete picture of the dynamics of integrable and near-integrable nonlinear Hamiltonian systems consisting of motion of charged particles in electromagnetic fields. Comparison of the results allowed us to discern real phenomena from numerical artifacts and come up with conclusions that will facilitate pushing the intensity frontier in beam dynamics even further for the benefit of the accelerator community as a whole and society as the consequence of the science and technological advancements it will make possible. We concluded that, while novel structure preserving integrators would be ideal, symplectic methods under mild restrictions offer adequate invariant preservation. We especially highlighted the very good performance of the Stormer-Verlet method at low accuracy and a modified Lobatto method at high accuracy for the Integrable Optics Test Accelerator (IOTA). However, we showed that symplectic integrators are limited by numerically induced resonances, which make interpretation of some simulation results challenging. These limitations and workarounds have been addressed.The nonlinear integrable optics test accelerator IOTA at Fermilab -- a very special experimental accelerator designed to investigate nonlinear optics under severe space-charge conditions – has recently completed its construction and initial commissioning of the ring has begun. We report first, under 2 (a) below: the progress on the nonlinear tune-shift measurements for various values of the nonlinear strength potential and their comparison with theoretical expectations, thus benchmarking the nonlinear characteristics of the ring; then, under 2 (b) below: the progress on simulation and design of a gas-jet monitor to measure beam profile and in particular its diffusive halo, expected to develop during stochastic diffusion of large amplitude particles under nonlinear forces of the magnetic lattice and Coulomb space-charge. Since the development of a proton beam source in IOTA is delayed and to be completed only in the future pending financial support, the gas-jet monitor is planned for testing with real proton beams elsewhere at Fermilab (e.g. in the Main Injector or PIP-II source possibly). Once proton beams are available in IOTA, the understanding of the nonlinear properties of IOTA combined with the developed gas-jet monitor, will enable a thorough experimental analysis of nonlinear stochastic diffusion in IOTA nonlinear ring, and boosted by proper theoretical understanding of the same.

43 PARTICLE ACCELERATORS↗

Stochastic projective splitting

Here, we present a new, stochastic variant of the projective splitting (PS) family of algorithms for inclusion problems involving the sum of any finite number of maximal monotone operators. This new variant uses a stochastic oracle to evaluate one of the operators, which is assumed to be Lipschitz continuous, and (deterministic) resolvents to process the remaining operators. Our proposal is the first version of PS with such stochastic capabilities. We envision the primary application being machine learning (ML) problems, with the method’s stochastic features facilitating “mini-batch” sampling of datasets. Since it uses a monotone operator formulation, the method can handle not only Lipschitz-smooth loss minimization, but also min–max and noncooperative game formulations, with better convergence properties than the gradient descent-ascent methods commonly applied in such settings. The proposed method can handle any number of constraints and nonsmooth regularizers via projection and proximal operators. We prove almost-sure convergence of the iterates to a solution and a convergence rate result for the expected residual, and close with numerical experiments on a distributionally robust sparse logistic regression problem.

97 MATHEMATICS AND COMPUTING↗

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang–Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids

We present a new approach to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed: (1) stochastic collocation based on dimension-adaptive sparse grids (SGs), which approximates the stochastic objective function with a limited number of quadrature nodes, and (2) projection-based reduced-order models (ROMs), which generate efficient approximations to PDE solutions. These two sources of inexactness lead to inexact objective function and gradient evaluations, which are managed by a trust-region method that guarantees global convergence by adaptively refining the SG and ROM until a proposed error indicator drops below a tolerance specified by trust-region convergence theory. A key feature of the proposed method is that the error indicator---which accounts for errors incurred by both the SG and ROM---must be only an asymptotic error bound, i.e., a bound that holds up to an arbitrary constant that need not be computed. This allows the approach to be applicable to a wide range of problems, including those where sharp, computable error bounds are not available; this distinguishes the proposed method from previous works. Numerical experiments performed on a model problem from optimal flow control under uncertainty verify global convergence of the method and demonstrate the method's ability to outperform previously proposed alternatives.

97 MATHEMATICS AND COMPUTING↗

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗

Local Infrasound Variability Related to In Situ Atmospheric Observation

Abstract Local infrasound is widely used to constrain source parameters of near‐surface events (e.g., chemical explosions and volcanic eruptions). While atmospheric conditions are critical to infrasound propagation and source parameter inversion, local atmospheric variability is often ignored by assuming homogeneous atmospheres, and their impact on the source inversion uncertainty has never been accounted for due to the lack of quantitative understanding of infrasound variability. We investigate atmospheric impacts on local infrasound propagation by repeated explosion experiments with a dense acoustic network and in situ atmospheric measurement. We perform full 3‐D waveform simulations with local atmospheric data and numerical weather forecast model to quantify atmosphere‐dependent infrasound variability and address the advantage and restriction of local weather data/numerical weather model for sound propagation simulation. Numerical simulations with stochastic atmosphere models also showed nonnegligible influence of atmospheric heterogeneity on infrasound amplitude, suggesting an important role of local turbulence.

58 GEOSCIENCES↗