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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

Survey on stochastic distribution systems: A full probability density function control theory with potential applications

Complex systems seen either in general engineering practice or economics are subjected to ever increased uncertainties that are mostly represented as random variables or parameters, and the characteristics of random variables are represented by their probability density functions (PDFs). Controlling their PDFs means to shape their stochastic distributions and in general it would provide a full treatment for system analysis and operational control and optimization. This leads to the development of stochastic distribution control (SDC) systems theory in the past decades, where the original aim of the controller design is to realize a shape control of the distributions of certain random variables in their PDFs sense for some engineering processes. Indeed, once the PDFs of these random variables or parameters are used to describe their distribution characters, the control task is to obtain control signals so that the output PDFs of stochastic systems are made to follow their target PDFs. The subject of SDC was initially originated for non-Gaussian stochastic control systems design but has found a wide spectrum of applications in general systems in terms of data-driven modeling, analysis, signal processing (filtering), data mining via multivariable statistics, decision-making (optimization) for systems subjected to uncertainties and even in economics. In this context, SDC constitutes an effective primer tool for complex system analysis, control and operational optimizations. In this review paper, a detailed survey of the developments on the research of SDC systems will be made together with their wide spectrum applications and future perspectives.

42 ENGINEERING↗
DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗
DOE OSTI2016

UQ Toolkit v. 3.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterization and propagation of uncertainties in computational models. This library provides Bayesian inference tools to infer uncertain model parameters, Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, methods for constructing Karhunen-Loève representations of stochastic processes, and global sensitivity analysis tools used to compute Sobol indices in order to characterize the importance of uncertain inputs or the interactions between them. The basis for many of these methods relies on representing random variables with Polynomial Chaos expansions (PCEs). This library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For the propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Sargsyan, Khachik↗
DOE OSTI2020

UQ Toolkit v 2.0

The Uncertainty Quantification (UQ) Toolkit is a software library for the characterizaton and propagation of uncertainties in computational models. For the characterization of uncertainties, Bayesian inference tools are provided to infer uncertain model parameters, as well as Bayesian compressive sensing methods for discovering sparse representations of high-dimensional input-output response surfaces, and also Karhunen-Loève expansions for representing stochastic processes. Uncertain parameters are treated as random variables and represented with Polynomial Chaos expansions (PCEs). The library implements several spectral basis function types (e.g. Hermite basis functions in terms of Gaussian random variables or Legendre basis functions in terms of uniform random variables) that can be used to represent random variables with PCEs. For propagation of uncertainty, tools are provided to propagate PCEs that describe the input uncertainty through the computational model using either intrusive methods (Galerkin projection of equations onto basis functions) or non-intrusive methods (perform deterministic operation at sampled values of the random values and project the obtained results onto basis functions).

Safta, Cosmin↗
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 OSTI2015

High-speed quantum-random number generation by continuous measurement of arrival time of photons

We demonstrate a novel high speed and multi-bit optical quantum random number generator by continuously measuring arrival time of photons with a common starting point. To obtain the unbiased and post-processing free random bits, the measured photon arrival time is converted into the sum of integral multiple of a fixed period and a phase time. Theoretical and experimental results show that the phase time is an independent and uniform random variable. A random bit extraction method by encoding the phase time is proposed. An experimental setup has been built and the unbiased random bit generation rate could reach 128 Mb/s, with random bit generation efficiency of 8 bits per detected photon. The random numbers passed all tests in the statistical test suite.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2015

Context-invariant quasi hidden variable (qHV) modelling of all joint von Neumann measurements for an arbitrary Hilbert space

We prove the existence for each Hilbert space of the two new quasi hidden variable (qHV) models, statistically noncontextual and context-invariant, reproducing all the von Neumann joint probabilities via non-negative values of real-valued measures and all the quantum product expectations—via the qHV (classical-like) average of the product of the corresponding random variables. In a context-invariant model, a quantum observable X can be represented by a variety of random variables satisfying the functional condition required in quantum foundations but each of these random variables equivalently models X under all joint von Neumann measurements, regardless of their contexts. The proved existence of this model negates the general opinion that, in terms of random variables, the Hilbert space description of all the joint von Neumann measurements for dimH≥3 can be reproduced only contextually. The existence of a statistically noncontextual qHV model, in particular, implies that every N-partite quantum state admits a local quasi hidden variable model introduced in Loubenets [J. Math. Phys. 53, 022201 (2012)]. The new results of the present paper point also to the generality of the quasi-classical probability model proposed in Loubenets [J. Phys. A: Math. Theor. 45, 185306 (2012)].

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties

This paper presents an extended polynomial chaos formalism for epistemic uncertainties and a new framework for evaluating sensitivities and variations of output probability density functions (PDF) to uncertainty in probabilistic models of input variables. An ”extended” polynomial chaos expansion (PCE) approach is developed that accounts for both aleatory and epistemic uncertainties, modeled as random variables, thus allowing a unified treatment of both types of uncertainty. We explore in particular epistemic uncertainty associated with the choice of prior probabilistic models for input parameters. A PCE-based Kernel Density (KDE) construction provides a composite map from the PCE coefficients and germ to the PDF of quantities of interest (QoI). Here, the sensitivities of these PDF with respect to the input parameters are then evaluated. Input parameters of the probabilistic models are considered. By sampling over the epistemic random variable, a family of PDFs is generated and the failure probability is itself estimated as a random variable with its own PCE. Integrating epistemic uncertainties within the PCE framework results in a computationally efficient paradigm for propagation and sensitivity evaluation. Two typical illustrative examples are used to demonstrate the proposed approach.

Aleatory uncertainty↗
DOE OSTI2017

Stochastic Analysis of Levee Stability Subject to Variable Seepage Conditions

© ASCE. Levee stability is highly influenced by seepage. Specifically, hydraulic conductivity distribution within a levee influences pore pressure distribution and controls the drained strength of the soil. In this study the influence of hydraulic conductivity and blanket layer thickness on failure probability is evaluated within the context of reliability analyses that also include soil strength and unit weight as random variables. First-Order Reliability Method (FORM) is used to evaluate reliability, rank random variables by importance and to obtain sensitivity of the solution to each random variable and its distribution parameters. Stability is computed using Spencer's method of slices coupled to a finite element seepage code to directly evaluate pore pressure. In addition, response surface method solutions are compared to the direct reliability solution to assess response surface accuracy. The results show that blanket layer thickness is more important than most strength parameters and that the uncertainty in hydraulic conductivity is less important to the variance in safety factor for the case of a low-permeability blanket layer. Numerical challenges caused by implementing a finite element limit-state function are discussed. Response surface methods are found to give a reasonable approximation to the direct reliability solution when the design point is between response surface fitting points.

Lanzafame, Robert↗
DOE OSTI2018

Finite Element Based Full-Life Cyclic Stress Analysis of 316 Grade Nuclear Reactor Stainless Steel Under Constant, Variable, and Random Fatigue Loading

Although S~N curve-based approaches are widely followed for fatigue evaluation of nuclear reactor components and other safety critical structural systems, there is a chance of large uncertainty in estimated fatigue lives. This uncertainty may be reduced by using a more mechanistic approach such as physics based three-dimensional (3D) finite element (FE) methods. In a recent paper (Barua et al., 2018, ASME J. Pressure Vessel Technol., 140(1), p. 011403), a fully mechanistic fatigue modeling approach which is based on time-dependent stress–strain evolution of material over the entire fatigue life was presented. Based on this approach, FE-based cyclic stress analysis was performed on 316 nuclear grade reactor stainless steel (SS) fatigue specimens, subjected to constant, variable, and random amplitude loading, for their entire fatigue lives. The simulated results are found to be in good agreement with experimental observation. An elastic-plastic analysis of a pressurized water reactor (PWR) surge line (SL) pipe under idealistic fatigue loading condition was performed and compared with experimental results.

36 MATERIALS SCIENCE↗
DOE OSTI2024

UNDERSTANDING THE SEMI-PROBABILISTIC APPROACHES IN STRUCTURAL RELIABILITY USED TO SET DESIGN RELIABILITY TARGETS FOR GRAPHITE COMPONENTS USING ASME BPVC METHODS

Graphite is a quasi-brittle material, resulting in random variability in tensile strength distributions. To account for the random variability in strength, HHA-3000 of the ASME BPVC provides two semi-probabilistic methods for qualifying nuclear graphite components in the design stage, the simplified and full assessments. The full and simplified assessments apply statistical methods to engineering-based design problems. This is often referred to as reliability-based design. Reliability-based design (RBD) is a method to develop reliable designs by accounting for uncertainties and result in small chances of failure when also considering safety factors. RBDs provide reliability targets using semi-probabilistic approaches. RBD is implemented in ASME BPVC HHA-3000 for nuclear graphite components, but is not specific to that application. There has been much confusion around the methods implemented in ASME BPVC HHA-3000 for qualifying nuclear graphite components. To address the confusion, this paper takes a hierarchical approach. First, the general RBD framework is presented. Then, the semi-probabilistic methods and the underlying assumptions implemented in the assessments are presented. The semi-probabilistic methods are separated from the engineering modifications that have been made to the assessments. After building the framework and underlying assumptions, the specific methods in the full and simplified assessments are explained in three steps: inputs, methods, outputs. The methods are applied to an H-451 reflector block. Tensile strength properties for other graphite grades are provided.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2022

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗
DOE OSTI2022

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Robustness analysis of an air heating plant and control law by using polynomial chaos

This paper presents a robustness analysis of an air heating plant with a multivariable closed-loop control law by using the polynomial chaos methodology (MPC). The plant consists of a PVC tube with a fan in the air input (that forces the air through the tube) and a mass flux sensor in the output. A heating resistance warms the air as it flows inside the tube, and a thermo-couple sensor measures the air temperature. The plant has thus two inputs (the fan's rotation intensity and heat generated by the resistance, both measured in percent of the maximum value) and two outputs (air temperature and air mass flux, also in percent of the maximal value). The mathematical model is obtained by System Identification techniques. The mass flux sensor, which is nonlinear, is linearized and the delays in the transfer functions are properly approximated by non-minimum phase transfer functions. The resulting model is transformed to a state-space model, which is used for control design purposes. The multivariable robust control design techniques used is the LQG/LTR, and the controllers are validated in simulation software and in the real plant. Finally, the MPC is applied by considering some of the system's parameters as random variables (one at a time, and the system's stochastic differential equations are solved by expanding the solution (a stochastic process) in an orthogonal basis of polynomial functions of the basic random variables. This method transforms the stochastic equations in a set of deterministic differential equations, which can be solved by traditional numerical methods (That is the MPC). Statistical data for the system (like expected values and variances) are then calculated. The effects of randomness in the parameters are evaluated in the open-loop and closed-loop pole's positions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Scale Mixtures of Frechet Distributions as Asymptotic Approximations of Extreme Precipitation

This paper is a further development of the results of [20] where, based on the negative binomial model for the duration of wet periods measured in days [16], an asymptotic approximation was proposed for the distribution of the maximum daily precipitation volume within a wet period. This approximation has the form of a scale mixture of the Fr´echet distribution with the gamma mixing distribution and coincides with the distribution of a positive power of a random variable having the Snedecor–Fisher distribution. Here we extend this result to the mth extremes, m ∈ ℕ, and sample quantiles. The proof of this result is based on the representation of the negative binomial distribution as a mixed geometric (and hence, mixed Poisson) distribution [17] and limit theorems for extreme order statistics in samples with random sizes having mixed Poisson distributions [10]. Some analytic properties of the obtained limit distribution are described. In particular, it is demonstrated that under certain conditions the limit distribution of the maximum precipitation is mixed exponential and hence, is infinitely divisible. It is shown that under the same conditions this limit distribution can be represented as a scale mixture of stable or Weibull or Pareto or folded normal laws. The corresponding product representations for the limit random variable can be used for its computer simulation. The results of fitting this distribution to real data are presented illustrating high adequacy of the proposed model. It is also shown that the limit distribution of sample quantiles is the well-known Student distribution. Several methods are proposed for the estimation of the parameters of the asymptotic distributions. The obtained mixture representations for the limit laws and the corresponding asymptotic approximations provide better insight into the nature of mixed probability (“Bayesian”) models.

97 MATHEMATICS AND COMPUTING↗