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At least 379 records · Page 21

Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Here, we consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients using finite differences of stochastic function evaluations within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of a locally optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.

97 MATHEMATICS AND COMPUTING↗

Guaranteed robustness properties of multivariable, nonlinear, stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗

Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗

Practical Insights on Applying Simulation-Based Control Methods in Experimental Studies

Advanced nuclear reactors are crucial to the future of energy both in the United States and around the globe. In contrast to the current operating fleet, they are characterized as being deployable in remote locations and able to operate in semi-autonomous or autonomous fashion. This leap forward necessitates a new reactor control paradigm. Because advanced nuclear reactors are still under development in the United States, the creation of new control methods to achieve autonomous operations has been based on systems modeling and simulation. However, an important factor in successfully deploying these new control methods is the ability to seamlessly transition from simulation environments to real-world settings. Control methods tested in both simulation and experimental settings need to be investigated in the context of advanced reactor applications. This work developed a series of simple controllers for Idaho National Laboratory (INL)’s Microreactor Applications Research Validation and Evaluation (MARVEL) microreactor operating in load-following scenarios. These controllers were tested in both simulation and experimental settings, and a comparative performance analysis was performed. The simulation tests leveraged the Control and Optimization Modular Modeling Application for Nuclear Deployment (COMMAND) software developed in a previous stage of the current effort, along with the MARVEL Reactor Excursion and Leak Analysis Program (RELAP5-3D) and Monte Carlo N-Particle (MCNP) models. The experimental tests leveraged the COMMAND software, MARVEL models, and the U.S. Department of Energy Microreactor Program’s Microreactor Automated Control System (MACS). MACS was developed to serve as a control method testbed. It was customized to mirror the MARVEL microreactor, and COMMAND enabled MACS to emulate the physics of MARVEL. The load-following controller was developed using the simulation platform, with efforts to emulate real systems by introducing actuator saturation and noise. These factors were incrementally accounted for in the controller design. After finalizing the controller design, it was implemented with the experimental setup. The experimental conditions tested included an initial test under conditions similar to the final simulation test, and two additional scenarios. The first scenario introduced additional actuator saturation to account for equipment aging over time, which was unknown to the controller. The second scenario introduced sensor delay, a phenomenon anticipated with the use of remote operations or wireless communication in advanced reactors. These tests revealed several notable differences. While the controller performed well in simulation, it exhibited several limitations when transitioning to hardware. The main challenges involved maintaining the steady-state target power, as evidenced by larger error values between the true reactor power and setpoint power, as well as persistent oscillations in controlled reactor power. These issues could lead to unacceptable transient conditions in real reactor testing. Introducing actuator aging and stochastic delays in the experimental setup significantly impacted controller performance, resulting in increased overshoot and undershoot, and exacerbated error and oscillations previously mentioned. These findings underscore the importance of experimental testbeds for testing and validating control methods, as controllers developed using only theory and/or simulation may perform unexpectedly when applied to actual hardware. This research emphasizes the need for an experimental testbed for achieving such validation.

46 - INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AN↗

Efficient particle control in systems with large density gradients

Simulations of large density gradients present a number of challenges for direct Monte Carlo methods, since they lead to too few particles in dilute regions and prohibitively many in the dense regions. Here, we propose a particle control methodology that gives the user more control of the number of particles per cell by introducing a variable weight for each particle. The proposed scheme is based on the stochastic weighted particle method, requires only small modifications to DSMC, and exactly conserves mass, momentum, and energy. In validation tests of systems with density ratios of order 102-104, we observe 101-102 times less variance in the dilute region compared to a DSMC solution with the same number of system particles, while introducing a moderate additional computational cost.

DSMC↗

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗

WHAMII - An enumeration and insertion procedure with binomial bounds for the stochastic time-constrained traveling salesman problem

This paper presents an algorithm (WHAMII) designed to solve the Artificial Intelligence Design Challenge at the 1987 AIAA Guidance, Navigation and Control Conference. The problem under consideration is a stochastic generalization of the traveling salesman problem in which travel costs can incur a penalty with a given probability. The variability in travel costs leads to a probability constraint with respect to violating the budget allocation. Given the small size of the problem (eleven cities), an approach is considered that combines partial tour enumeration with a heuristic city insertion procedure. For computational efficiency during both the enumeration and insertion procedures, precalculated binomial probabilities are used to determine an upper bound on the actual probability of violating the budget constraint for each tour. The actual probability is calculated for the final best tour, and additional insertions are attempted until the actual probability exceeds the bound.

Dahl, Roy W.↗

Microstructure Clones

Background: A material’s microstructure drives its material performance. Contemporary crystal plasticity experiments compare full-field strain measurements of polycrystal specimens to models. Because each specimen is unique, it is impossible to know which features of the observed deformation are deterministic vs statistical; thus, differences between model and experiment may or may not be significant. Objective: This paper introduces the invention of microstructure clones. Microstructure clones are 2D oligocrystal specimens that have nearly identical microstructures to remedy the aforementioned experimental limitations. Having specimens with nearly identical microstructures will allow for multiple destructive tests of a microstructure (either as repeats or intentionally different experiments), an ability to “see the future” by providing insight into how a specimen will deform, variability quantification, and experimental investigations of response to small microstructural changes. Methods: This work introduces microstructure clones. Repeatability of these clones is demonstrated in tensile bars of pure nickel. Local strain measurements from digital image correlation are compared between clone specimens and compared to results from a crystal plasticity finite element model. Results: Two sets of microstructure clones were tested in this study and displayed very consistent deformation responses within each clone set. Small observed differences in deformation invite investigation into microstructure stochasticity and the effect of small microstructural and loading differences. Conclusions: Microstructure clones represent a significant shift in understanding structure–property relationships. This work reshapes experimental crystal plasticity to allow for experiments that control for specific variables, quantification of microstructural stochasticity (and other sources of stochasticity), and opportunities for replicating experiments.

Crystal Plasticity↗

Phasing of seven-channel fibre laser radiation with dynamic turbulent phase distortions using a stochastic parallel gradient algorithm at a bandwidth of 450 kHz

We have demonstrated an experimental setup for the coherent phasing of a seven-channel fibre laser system ( λ = 1064 nm) in a scheme comprising a master oscillator and a set of parallel amplifiers with lithium niobate-based fibre-optic phase modulators. Using a stochastic parallel gradient algorithm, an instrumental phase modulator control unit ensures a bandwidth of the system up to 450 kHz. The effectiveness of phasing of light transmitted through a turbulent medium with a characteristic time scale τ{sub turb} has been studied experimentally as a function of phasing time τ{sub ph}. The results demonstrate that the average Strehl ratio begins to rise at τ{sub turb}/τ{sub ph} ⩾ 2 and that the effectiveness of compensation for dynamic phase distortions in the beam propagation path rises sharply at τ{sub turb}/τ{sub ph} ≈ 20. For τ{sub turb}/τ{sub ph} ⩾ 30 – 40, the average Strehl ratio remains constant at the level reached. (control of laser radiation parameters)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Strategic Participation of Active Distribution Networks With High-Penetration DERs in Wholesale Electricity Markets

With the increasing penetration of distributed energy resources (DERs), traditional distribution networks as load-serving entities in wholesale electricity markets, now evolve towards active distribution networks (ADNs) which can proactively participate in wholesale markets by optimally controlling the DERs in their networks. A stochastic bilevel optimization model is proposed in this paper for the strategic participation of ADNs and DERs to provide energy and grid services in wholesale electricity markets. The bilevel optimization model can capture the interactions between the ADN and the wholesale energy and ancillary service markets, considering the uncertainties of DERs in the ADN. In the upper-level model, the ADN makes optimal decisions on energy and reserve bidding considering the availability, uncertainties, and flexibility of DERs. The joint energy and reserve market-clearing of the independent system operator (ISO) is modeled as the lower-level problem. Using strong duality theory and Karush-Kuhn Tucker (KKT) conditions, the proposed bilevel optimization problem is reformulated as mathematical programming with equilibrium constraints (MPEC) problem and further converted into a computationally-solvable mixed-integer second-order-cone programming (MISOCP) model. The simulation results demonstrate the effectiveness of the model and the interactions between an ADN and wholesale electricity markets.

active distribution network↗

Microstructure Clones

Microstructure drives component behavior. Contemporary crystal plasticity studies compare strain measurements of polycrystal specimens to models. Because each specimen is unique, it is impossible to know which differences are significant. In this project, we invented microstructure clones and explored their use in understanding crystal plasticity. Microstructure clones are specimens with nearly identical microstructures, which allows for multiple destructive tests of a microstructure, insight into how a specimen will deform, variability quantification, and the ability to measure the effects of microstructural changes. Several sets of microstructure clones, pure nickel tensile bars, were tested. The techniques of digital image correlation, crystal plasticity finite element analysis, high resolution electron backscatter diffraction, transmission electron microscopy, and dislocation dynamics were used to understand the structural behavior of these microstructures. This work reshapes the fields of crystal plasticity and structure-property relationships by providing a technique to control for specific variables, quantify microstructural stochasticity, and replicate experiments.

36 MATERIALS SCIENCE↗

Meteorological Measurements from Satellite Platforms

The stability of stochastic satellites and the stability and control of flexible satellites were investigated. The effects of random environmental torques and noises in the moments of inertia of spinning and three-axes stabilized satellites were first compared analytically by four methods and by analog simulations. Among the analytical methods, it was shown that the Fokker-Planck formulation yields predictions which most coincide with the simulation results. It was then shown that the required stability criterion of a satellite is quite different from that obtained by a deterministic approach, under the assumption that the environmental and control torques experienced by the satellite are random. Finally, it was demonstrated that, by monitoring the deformations of the flexible elements of a satellite, the effectiveness of the satellite control system can be increased considerably.

Suomi, V. E.↗

A comparison of flight and simulation data for three automatic landing system control laws for the Augmentor wing jet STOL research airplane

Automatic flare and decrab control laws for conventional takeoff and landing aircraft were adapted to the unique requirements of the powered lift short takeoff and landing airplane. Three longitudinal autoland control laws were developed. Direct lift and direct drag control were used in the longitudinal axis. A fast time simulation was used for the control law synthesis, with emphasis on stochastic performance prediction and evaluation. Good correlation with flight test results was obtained.

Feinreich, B.↗

Generalized Covariance Analysis For Remote Estimators

Technique developed to predict true covariance of stochastic process at remote location when control applied to process both by autonomous (local-estimator) control subsystem and remote (non-local-estimator) control subsystem. Intended orginally for design and evaluation of ground-based schemes for estimation of gyro parameters of Magellan spacecraft. Applications include variety of remote-control systems with and without delays. Potential terrestrial applications include navigation and control of industrial processes.

Boone, Jack N.↗

Limits on the isolation of stochastic vibration for microgravity space experiments

The limitations on the isolation of stochastic vibrations for microgravity space experiments are explored. These limitations result from the restricted interior space available for vibration isolation. A one-degree-of-freedom representation of the experiment-spacecraft system is used, and an ideal vibration actuator is assumed. A kinematic representation results, and the problem becomes one of finding the minimum acceleration trajectory within a pair of stochastic walls. The wall motion is characterized by an ergodic, stationary, zero-mean, Gaussian random process with known power spectral density. The geometry of the wall trajectories is defined in terms of their significant extrema and zero crossings. This geomemtry is used in defining a composite trajectory that has a mean square acceleratiaon lower than that on the optimal path satisfying the stochastic wall inequality constraints. The optimal control problem is solved on a return path yielding the mean square acceleration in terms of the distributions of significant maxima and first-passage time of the wall process. The methodology is applied to a microgravity isolation problem to find the lower bounds on root-mean-square acceleration given the disturbance power spectral density.

Knospe, C. R.↗