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Results for “Stochastic Algorithms”

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 415 records · Page 23
All sourcesNASA NTRSDOE OSTI
DOE OSTI2011

Self-affine polytopes. Applications to functional equations and matrix theory

A special kind of functional equation with compression of the argument--the affine self-similarity equation--is studied. The earlier known one-dimensional self-similarity equations are generalized to the multidimensional case of functions of several variables. A criterion for the existence and uniqueness of an L{sub p}-solution is established. Description of such equations involves classification of finite-dimensional convex self-affine compact sets. In this work properties of such objects are thoroughly analysed; in particular, a counterexample to the well-known conjecture about the structure of such bodies, which was put forward in 1991, is given. Applications of the results obtained include some facts about the convergence of products of stochastic matrices; also, criteria for the convergence of some subdivision algorithms are suggested. Bibliography: 39 titles.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Variance-based sensitivity indices for stochastic models with correlated inputs

The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Contextual Active Online Model Selection with Expert Advice

How can we collect the most useful labels to learn a model selection policy, when presented with arbitrary heterogeneous data streams? In this paper, we formulate this task as a contextual active model selection problem, where at each round the learner receives an unlabeled data point along with a context. The goal is to output the best model for any given context without obtaining an excessive amount of labels. In particular, we focus on the task of selecting pre-trained classifiers, and propose a contextual active model selection algorithm (CAMS), which relies on a novel uncertainty sampling query criterion defined on a given policy class for adaptive model selection. In comparison to prior art, our algorithm does not assume a globally optimal model. We provide rigorous theoretical analysis for the regret and query complexity under both adversarial and stochastic settings. Our experiments on several benchmark classification datasets demonstrate the algorithm’s effectiveness in terms of both regret and query complexity. Notably, to achieve the same accuracy, CAMS incurs less than 10% of the label cost when compared to the best online model selection baselines on CIFAR10.

Liu, Xuefeng↗
DOE OSTI2015

Algorithms for propagating uncertainty across heterogeneous domains

We address an important research area in stochastic multi-scale modeling, namely the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arise very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent or partially overlapping. The fundamental open question we address is the construction of proper transmission boundary conditions that preserve global statistical properties of the solution across different subdomains. Often, the codes that model different parts of the domains are black-box and hence a domain decomposition technique is required. No rigorous theory or even effective empirical algorithms have yet been developed for this purpose, although interfaces defined in terms of functionals of random fields (e.g., multi-point cumulants) can overcome the computationally prohibitive problem of preserving sample-path continuity across domains. The key idea of the different methods we propose relies on combining local reduced-order representations of random fields with multi-level domain decomposition. Specifically, we propose two new algorithms: The first one enforces the continuity of the conditional mean and variance of the solution across adjacent subdomains by using Schwarz iterations. The second algorithm is based on PDE-constrained multi-objective optimization, and it allows us to set more general interface conditions. The effectiveness of these new algorithms is demonstrated in numerical examples involving elliptic problems with random diffusion coefficients, stochastically advected scalar fields, and nonlinear advection-reaction problems with random reaction rates.

Cho, Heyrim↗
DOE OSTI2013

Temporal coarse-graining method to simulate the movement of atoms

We propose a novel method to simulate the movement of atoms at finite temperature. The main idea of our method is to derive “renormalized,” or coarse-grained in time, dynamics from the Euler–Maruyama scheme, which is the standard method for solving the stochastic differential equations numerically. Based on this renormalization, we propose a new algorithm for solving overdamped Langevin equations. We test our renormalization scheme on two models and demonstrate that the results obtained by this method are consistent with those obtained by the standard method. Our algorithm performs better than the standard scheme, especially at low temperatures and with multiple processors.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Sublinear scaling for time-dependent stochastic density functional theory

A stochastic approach to time-dependent density functional theory is developed for computing the absorption cross section and the random phase approximation (RPA) correlation energy. The core idea of the approach involves time-propagation of a small set of stochastic orbitals which are first projected on the occupied space and then propagated in time according to the time-dependent Kohn-Sham equations. The evolving electron density is exactly represented when the number of random orbitals is infinite, but even a small number (≈16) of such orbitals is enough to obtain meaningful results for absorption spectrum and the RPA correlation energy per electron. We implement the approach for silicon nanocrystals using real-space grids and find that the overall scaling of the algorithm is sublinear with computational time and memory.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

Hybrid stochastic synapses enabled by scaled ferroelectric field-effect transistors

Achieving brain-like density and performance in neuromorphic computers necessitates scaling down the size of nanodevices emulating neuro-synaptic functionalities. However, scaling nanodevices results in reduction of programming resolution and emergence of stochastic non-idealities. While prior work has mainly focused on binary transitions, in this work, we leverage the stochastic switching of a three-state ferroelectric field-effect transistor to implement a long-term and short-term two-tier stochastic synaptic memory with a single device. Experimental measurements are performed on a scaled 28 nm high-k metal gate technology-based device to develop a probabilistic model of the hybrid stochastic synapse. In addition to the advantage of ultra-low programming energies afforded by scaling, our hardware–algorithm co-design analysis reveals the efficacy of the two-tier memory in comparison to binary stochastic synapses in on-chip learning tasks—paving the way for algorithms exploiting multi-state devices with probabilistic transitions beyond deterministic ones.

77 NANOSCIENCE AND NANOTECHNOLOGY↗
DOE OSTI2023

Assignment of Freight Traffic in a Large-scale Intermodal Network under Uncertainty

This paper presents a methodology for freight traffic assignment in a large-scale road-rail intermodal network under uncertainty. Network uncertainties caused by natural disasters have dramatically increased in recent years. Several of these disasters (e.g., Hurricane Sandy, Mississippi River Flooding, and Hurricane Harvey) severely disrupted the U.S. freight transportation network, and consequently, the supply chain. To account for these network uncertainties, a stochastic freight traffic assignment model is formulated. An algorithmic framework, involving the sample average approximation and gradient projection algorithm, is proposed to solve this challenging problem. The developed methodology is tested on the U.S. intermodal network with freight flow data from the Freight Analysis Framework. The experiments consider three types of natural disasters that have different risks and impacts on transportation networks: earthquakes, hurricanes, and floods. It is found that for all disaster scenarios, freight ton-miles are higher compared to the base case without uncertainty. The increase in freight ton-miles is the highest under the flooding scenario; this is because there are more states in the flood-risk areas, and they are scattered throughout the U.S.

42 ENGINEERING↗
DOE OSTI2020

Identification of hot water end-use process of electric water heaters from energy measurements

This paper presents an algorithm for the identification of parameters for a stochastic hot water end-use process that drives a homogeneous population of thermostatically controlled electric water heaters (EWH). Usually, only metered interval consumption data (kWh) is collected and the hot water end-use process is unobservable to utility and aggregators. However, the availability of EWHs for demand response (DR) is closely coupled with the hot water end-use process. In this context, the hot water end-use process is modeled as a two-state Markov chain (Use / No use), which causes the thermostatic ON-OFF switching process to behave as a Markov renewal process (MRP). A set of first passage-time problems is developed to obtain the moments of the transition probability densities of the MRP. These problems are addressed by establishing a system of coupled partial differential equations characterizing the temperature evolution of the EWH population. A key quantity in the methodology for estimating the parameters is the total time an EWH is ON within a period of interest. It is referred to as the total busy time. Total busy time in this approach is a random variable for which analytical expressions of the moments are developed as a function of the metered window length. The latter expressions become the basis of a hot water demand model identification algorithm which is validated using agent-based simulations of EWHs.

42 ENGINEERING↗
DOE OSTI2015

HEMS: Home Energy Management System [SWR-15-12] - Stochastic Optimal Scheduling of Residential Appliances with Renewable Energy Sources

The HEMS algorithm schedules residential appliance operation to minimize the weighted sum of occupant discomfort, total energy cost, peak electricity consumption and carbon footprint, weighted according to occupant preferences. A centralized mixed integer linear programming (MILP) based optimization approach is taken, with the HEMS managing all appliances directly, following a Model Predictive Control (MPC) methodology which determines the optimal schedule over the user-specified scheduling horizon and repeats the optimization at configurable time intervals. The HEMS is developed on the General Algebraic Modeling System (GAMS) using the MILP solver. This system is able to effectively deal with the stochasticity in the distributed system by utilizing Monte Carlo simulation where uncertainties in future electricity price, outdoor temperature, water usage, solar and wind generation can be accounted for. The HEMS controls the operation of the heating, ventilation and air conditioning (HVAC) system, water heater, refrigerator, residential batteries, electric vehicles, standalone micro combined heat and power (CHP) generator, dishwasher, washer/dryer, pool pumps, and lighting.

Pratt, Annabelle↗
DOE OSTI2018

Transport in Random Media With Inhomogeneous Mixing Statistics

The Levermore-Pomraning (LP) model has been investigated for use in implicit Monte Carlo (IMC) algorithms to describe thermal photon transport computations in stochastically mixed cells with material energy coupling. For purely absorbing non-emitting materials, the LP-model is known to predict the exact material averaged fluxes when the mixing statistics are Markovian. In the presence of scattering or reemmission, or if the mixing is non-Markovian, the LP-model is approximate and has greatly diminished accuracy for optically thick, highly scattering materials. Nevertheless, the model enables a robust extension of the simple atomic mix approximation to accommodate spatial correlation effects through well characterized parameters such as mean chord lengths. In this work, we construct exact analytical solutions of the LP-equations for piecewise constant spatial variation of the material chord lengths. It is not possible in general to obtain closed form solutions when the chord lengths are continuous functions of space, although we briefly examine special conditions under which this is feasible. However, by allowing an arbitrarily fine spatial segmentation of the medium it is possible to construct highly refined solutions to fit desired spatial chord length profiles. Material volume fractions that are consistent with the chord lengths are first constructed by solving the associated Chapmann-Kolmogorov equations and applied to obtain the material averaged fluxes in two settings: when the materials are purely absorbing, and when scattering is present in rod model geometry. Illustrative numerical results for the volume fractions and material averaged fluxes are obtained by implementing the algorithms in MATLAB for spatially linear and quadratic variations of the chord lengths.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2019

An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations

In this paper, we propose a filter-based stabilization of reduced order models (ROMs) for uncertainty quantification (UQ) of the time-dependent Navier--Stokes equations in convection-dominated regimes. Here we propose a novel high-order ROM differential filter and use it in conjunction with an evolve-filter-relax (EFR) algorithm to attenuate the numerical oscillations of standard ROMs. We also examine how stochastic collocation methods can be combined with the EFR algorithm for efficient UQ of fluid flows. We test the new framework in the numerical simulation of a two-dimensional flow past a circular cylinder with a random viscosity that yields a random Reynolds number with mean Re = 100.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Analysis and Reduction of Complex Networks Under Uncertainty

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC team consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance!). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates because of the time step restriction to resolve the fastest scales that prevents to exploit all the levels of the MLMC approach. We show that by switching to explicit stabilized stochastic methods and balancing the stabilization procedure simultaneously with the hierarchical sampling strategy of MLMC methods, the computational cost for stiff systems is significantly reduced, while keeping the computational algorithm fully explicit and easy to implement. Numerical experiments on linear and nonlinear stochastic differential equations and on a stochastic partial differential equation illustrate the performance of the stabilized MLMC method and corroborate our theoretical findings.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Uncontrolled Learning: Codesign of Neuromorphic Hardware Topology for Neuromorphic Algorithms

Neuromorphic computing has the potential to revolutionize future technologies and our understanding of intelligence, yet it remains challenging to realize in practice. The learning-from-mistakes algorithm, inspired by the brain's simple learning rules of inhibition and pruning, is one of the few brain-like training methods. This algorithm is implemented in neuromorphic memristive hardware through a codesign process that evaluates essential hardware trade-offs. While the algorithm effectively trains small networks as binary classifiers and perceptrons, performance declines significantly with increasing network size unless the hardware is tailored to the algorithm. This work investigates the trade-offs between depth, controllability, and capacity—the number of learnable patterns—in neuromorphic hardware. This highlights the importance of topology and governing equations, providing theoretical tools to evaluate a device's computational capacity based on its measurements and circuit structure. The findings show that breaking neural network symmetry enhances both controllability and capacity. Additionally, by pruning the circuit, neuromorphic algorithms in all-memristive circuits can utilize stochastic resources to create local contrasts in network weights. Through combined experimental and simulation efforts, the parameters are identified that enable networks to exhibit emergent intelligence from simple rules, advancing the potential of neuromorphic computing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Design of Organic Structure Directing Agents for Chiral Zeolite Beta A

In this work, we have designed chiral organic structure directing agents (OSDAs) to direct the formation of enantiomerically enriched zeolite BEA. The in silico design was a combination of a multi-objective scoring function with exhaustive and stochastic virtual combinatorial chemistry and de novo design algorithms. Importantly, the algorithms used directly consider the synthetic accessibility of the designed OSDAs. We have identified 175 putative OSDAs of which one enantiomer has a low stabilization energy in the P4 1 22 enantiomorph of zeolite BEA and the mirror image enantiomer has a significantly less favorable stabilization energy. In addition, 42 of the designed compounds have a significantly less favorable stabilization energy in the competing BEB zeolite. Enantiomerically pure zeolite BEA is of interest for stereoselective separation and catalysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Hedging direct simulation Monte Carlo bets via event splitting

We propose a new scheme for simulation of collisions with multiple possible outcomes in variable-weight DSMC computations. The scheme is applied to a 0-D ionization rate coefficient computation, and 1-D electrical breakdown simulation. We show that the scheme offers a significant (up to an order of magnitude) improvement in the level of stochastic noise over the usual acceptance-rejection algorithm, even when controlling for the slight additional computational costs. Furthermore, the benefits and performance of the scheme are analyzed in detail, and possible extensions are proposed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Training neural networks using Metropolis Monte Carlo and an adaptive variant

Abstract We examine the zero-temperature Metropolis Monte Carlo (MC) algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis MC can train a neural net with an accuracy comparable to that of gradient descent (GD), if not necessarily as quickly. The Metropolis algorithm does not fail automatically when the number of parameters of a neural network is large. It can fail when a neural network’s structure or neuron activations are strongly heterogenous, and we introduce an adaptive Monte Carlo algorithm (aMC) to overcome these limitations. The intrinsic stochasticity and numerical stability of the MC method allow aMC to train deep neural networks and recurrent neural networks in which the gradient is too small or too large to allow training by GD. MC methods offer a complement to gradient-based methods for training neural networks, allowing access to a distinct set of network architectures and principles.

97 MATHEMATICS AND COMPUTING↗