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Results for “Stochastic Numerical Methods”

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 OSTI2019

Monte Carlo Second- and Third-Order Many-Body Green’s Function Methods with Frequency-Dependent, Nondiagonal Self-Energy

We fully develop the Monte Carlo many-body Green’s function (MC-GF) method with the following enhancements: (1) The truncation order of the perturbation expansion of the Dyson self-energy is raised from the second order (MC-GF2) to the third order (MC-GF3) with the aid of a computerized procedure to enumerate and transform all 84 third-order Goldstone diagrams into Monte Carlo integrable expressions and then into central processing unit (CPU)/graphical processing unit (GPU)-parallel computer codes. (2) An efficient algorithm is proposed that computes all off-diagonal and diagonal elements of the MC-GF2 and MC-GF3 self-energy matrices by common subexpression elimination. (3) The frequency-independent approximation is lifted by introducing a method that computes frequency derivatives of the MC-GF2 and MC-GF3 self-energies up to any arbitrarily high order at nearly no additional computational cost. (4) The imaginary-time integration in the Laplace-transformed expressions of the self-energy is carried out stochastically (instead of using a quadrature in the previous implementations), resulting in a 50- to 200-fold speedup. (5) The efficiency of the redundant-walker convergence acceleration scheme is analyzed numerically, and the guidelines are established to select an optimal number of walkers for maximal efficiency. When such an optimal number is used, the cost per sample is constant of molecular size on either many CPUs or many GPUs. (6) The computational cost to obtain a binding energy within a given statistical uncertainty is observed to increase as (tentatively) O(n 4 ) and O(n 5 ) of molecular size (n is the number of electrons) with and without the diagonal approximation, respectively, as opposed to O(n 5 ) and O(n 6 ) of the corresponding deterministic algorithms. With this method applied to the electron binding energies of C 60 , we show that the third-order corrections to the self-energies are much greater in electron binding energies than in ground-state energies. As a result, they display a sign of oscillatory convergence toward experimental results, not necessarily improving the agreement with increasing perturbation order, justifying MC-GF3 and motivating even higher-order methods.

Algorithms↗
DOE OSTI2018

Hierarchies of Landau-Lifshitz-Bloch equations for nanomagnets: A functional integral framework

We propose a functional integral framework for the derivation of hierarchies of Landau-Lifshitz-Bloch (LLB) equations that describe the flow toward equilibrium of the first and second moments of the magnetization. The short-scale description is defined by the stochastic Landau-Lifshitz-Gilbert equation, under both Markovian or non-Markovian noise, and takes into account interaction terms that are of practical relevance. Depending on the interactions, different hierarchies on the moments are obtained in the corresponding LLB equations. Two closure Ansätze are discussed and tested by numerical methods that are adapted to the symmetries of the problem. Our formalism provides a rigorous bridge between the atomistic spin dynamics simulations at short scales and micromagnetic descriptions at larger scales.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2017

A backward Monte-Carlo method for time-dependent runaway electron simulations

Kinetic descriptions of runaway electrons (REs) are usually based on Fokker-Planck models that determine the probability distribution function of REs in 2-dimensional momentum space. Despite the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches [e.g., continuum and particle-based Monte Carlo (MC)] can be time consuming, especially in the computation of asymptotic-type observables including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. In this study, we present a novel backward MC approach to these problems based on backward stochastic differential equations that describe the dynamics of the runaway probability by means of the Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than direct MC methods (by significantly reducing the number of particles required to achieve a prescribed accuracy) while at the same time maintaining the advantages of particle-based methods (compared to continuum approaches). The proposed algorithm is unconditionally stable and can be parallelized as easy as the direct MC method, and its extension to dimensions higher than two is straightforward, thus paving the way for conducting large-scale RE simulation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2015

Identifying finite-time coherent sets from limited quantities of Lagrangian data

A data-driven procedure for identifying the dominant transport barriers in a time-varying flow from limited quantities of Lagrangian data is presented. Our approach partitions state space into coherent pairs, which are sets of initial conditions chosen to minimize the number of trajectories that “leak” from one set to the other under the influence of a stochastic flow field during a pre-specified interval in time. In practice, this partition is computed by solving an optimization problem to obtain a pair of functions whose signs determine set membership. From prior experience with synthetic, “data rich” test problems, and conceptually related methods based on approximations of the Perron-Frobenius operator, we observe that the functions of interest typically appear to be smooth. We exploit this property by using the basis sets associated with spectral or “mesh-free” methods, and as a result, our approach has the potential to more accurately approximate these functions given a fixed amount of data. In practice, this could enable better approximations of the coherent pairs in problems with relatively limited quantities of Lagrangian data, which is usually the case with experimental geophysical data. We apply this method to three examples of increasing complexity: The first is the double gyre, the second is the Bickley Jet, and the third is data from numerically simulated drifters in the Sulu Sea.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk

Many physical systems are modeled using partial differential equations (PDEs) with uncertain or random inputs. For such systems, naively propagating a fixed number of samples of the input probability law (or an approximation thereof) through the PDE is often inadequate to accurately quantify the "risk" associated with critical system responses. In this paper, we develop a goal-oriented, adaptive sampling and local reduced basis approximation for PDEs with random inputs. Our method determines a set of samples and an associated (implicit) Voronoi partition of the parameter domain on which we build local reduced basis approximations of the PDE solution. The samples are selected in an adaptive manner using an a posteriori error indicator. A notable advantage of the proposed approach is that the computational cost of the approximation during the adaptive process remains constant. We provide theoretical error bounds for our approximation and numerically demonstrate the performance of our method when compared to widely used adaptive sparse grid techniques. In addition, we tailor our approach to accurately quantify the risk of quantities of interest that depend on the PDE solution. We demonstrate our method on an advection-diffusion example and a Helmholtz example. Keywords: stochastic partial differential equation, adaptive sampling, reduced basis, a posteriori error estimation, coherent risk measure, conditional value-at-risk.

42 ENGINEERING↗
DOE OSTI2015

Phase transitions of macromolecular microsphere composite hydrogels based on the stochastic Cahn–Hilliard equation

We use the stochastic Cahn–Hilliard equation to simulate the phase transitions of the macromolecular microsphere composite (MMC) hydrogels under a random disturbance. Based on the Flory–Huggins lattice model and the Boltzmann entropy theorem, we develop a reticular free energy suit for the network structure of MMC hydrogels. Taking the random factor into account, with the time-dependent Ginzburg-Landau (TDGL) mesoscopic simulation method, we set up a stochastic Cahn–Hilliard equation, designated herein as the MMC-TDGL equation. The stochastic term in the equation is constructed appropriately to satisfy the fluctuation-dissipation theorem and is discretized on a spatial grid for the simulation. A semi-implicit difference scheme is adopted to numerically solve the MMC-TDGL equation. Some numerical experiments are performed with different parameters. The results are consistent with the physical phenomenon, which verifies the good simulation of the stochastic term.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Sampling the isothermal-isobaric ensemble by Langevin dynamics

We present a new method of conducting fully flexible-cell molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way, in the sense that the stationary configurational distribution is proved to be consistent with that of the isothermal-isobaric ensemble. In order to apply the proposed method in computer simulations, a second order symmetric numerical integration scheme is developed by Trotter’s splitting of the single-step propagator. Moreover, a practical guide of choosing working parameters is suggested for user specified thermo- and baro-coupling time scales. The method and software implementation are carefully validated by a numerical example.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Brownian dynamics of confined rigid bodies

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the other based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

A Hybrid Energy System Workflow for Energy Portfolio Optimization

This manuscript develops a workflow, driven by data analytics algorithms, to support the optimization of the economic performance of an Integrated Energy System. The goal is to determine the optimum mix of capacities from a set of different energy producers (e.g., nuclear, gas, wind and solar). A stochastic-based optimizer is employed, based on Gaussian Process Modeling, which requires numerous samples for its training. Each sample represents a time series describing the demand, load, or other operational and economic profiles for various types of energy producers. These samples are synthetically generated using a reduced order modeling algorithm that reads a limited set of historical data, such as demand and load data from past years. Numerous data analysis methods are employed to construct the reduced order models, including, for example, the Auto Regressive Moving Average, Fourier series decomposition, and the peak detection algorithm. All these algorithms are designed to detrend the data and extract features that can be employed to generate synthetic time histories that preserve the statistical properties of the original limited historical data. The optimization cost function is based on an economic model that assesses the effective cost of energy based on two figures of merit: the specific cash flow stream for each energy producer and the total Net Present Value. An initial guess for the optimal capacities is obtained using the screening curve method. The results of the Gaussian Process model-based optimization are assessed using an exhaustive Monte Carlo search, with the results indicating reasonable optimization results. The workflow has been implemented inside the Idaho National Laboratory’s Risk Analysis and Virtual Environment (RAVEN) framework. The main contribution of this study addresses several challenges in the current optimization methods of the energy portfolios in IES: First, the feasibility of generating the synthetic time series of the periodic peak data; Second, the computational burden of the conventional stochastic optimization of the energy portfolio, associated with the need for repeated executions of system models; Third, the inadequacies of previous studies in terms of the comparisons of the impact of the economic parameters. The proposed workflow can provide a scientifically defendable strategy to support decision-making in the electricity market and to help energy distributors develop a better understanding of the performance of integrated energy systems.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2017

On the use of reverse Brownian motion to accelerate hybrid simulations

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

A common origin for globular clusters and ultra-faint dwarfs in simulations of the first galaxies

In this paper, the first in a series on galaxy formation before reionization, we focus on understanding what determines the size and morphology of stellar objects in the first low-mass galaxies, using parsec-scale cosmological simulations performed with an adaptive mesh hydrodynamics code. Although the dense gas in which stars are formed tends to have a disk structure, stars are found in spheroids with little rotation. Halos with masses between 10{sup 6} M{sub ⊙} and 5×10{sup 8} M{sub ⊙} form stars stochastically, with stellar masses in the range 10{sup 4} M{sub ⊙} to 2×10{sup 6} M{sub ⊙}. We observe, nearly independent of stellar mass, a large range of half-light radii for the stars, from a few parsecs to a few hundred parsecs and surface brightnesses and mass-to-light ratios ranging from those typical of globular clusters to ultra-faint dwarfs. In our simulations, stars form in dense stellar clusters with high gas-to-star conversion efficiencies and rather uniform metallicities. A fraction of these clusters remain bound after the gas is removed by feedback, but others are destroyed, and their stars, which typically have velocity dispersions of 20–40 km s{sup −1}, expand until they become bound by the dark matter halo. We thus speculate that the stars in ultra-faint dwarf galaxies may show kinematic and chemical signatures consistent with their origin in a few distinct stellar clusters. On the other hand, some globular clusters may form at the center of primordial dwarf galaxies and may contain dark matter, perhaps detectable in the outer parts.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Mitigating the Impacts of Uncertain Geomagnetic Disturbances on Electric Grids: A Distributionally Robust Optimization Approach

Severe geomagnetic disturbances (GMDs) increase the magnitude of the electric field on the Earth’s surface (E-field) and drive geomagnetically-induced currents (GICs) along the transmission lines in electric grids. These additional currents can pose severe risks, such as current distortions, transformer saturation and increased reactive power losses, each of which can lead to system unreliability. Today several mitigation actions (e.g., changing grid topology) exist that can reduce the harmful GIC effects on the grids. Making such decisions can be challenging, however, because the magnitude and direction of the E-field are uncertain and non-stationary. In this paper, we model uncertain E-fields using the distributionally robust optimization (DRO) approach that determines optimal transmission grid operations such that the worst-case expectation of the system cost is minimized. We also capture the effect of GICs on the nonlinear AC power flow equations. For solution approaches, we develop an accelerated column-and-constraint generation (CCG) algorithm by exploiting a special structure of the support set of uncertain parameters representing the E-field. Extensive numerical experiments based on “epri-21” and “uiuc-150” systems, designed for GMD studies, demonstrate (i) the computational performance of the accelerated CCG algorithm, (ii) the superior performance of distributionally robust grid operations that satisfy nonlinear, nonconvex AC power flow equations and GIC constraints, in comparison with standard stochastic programming-based methods during the out-of-sample testing.

42 ENGINEERING↗
DOE OSTI2012

MODELING FOCUSED ACCELERATION OF COSMIC-RAY PARTICLES BY STOCHASTIC METHODS

Schlickeiser and Shalchi suggested that a first-order Fermi mechanism of focused particle acceleration could be important in several astrophysical applications. In order to investigate focused acceleration, we express the Fokker-Planck equation as an equivalent system of stochastic differential equations. We simplify the system for a set of physically motivated parameters, extend the analytical theory, and determine the evolving particle distribution numerically. While our numerical results agree with the focused acceleration rate of Schlickeiser and Shalchi for a weakly anisotropic particle distribution, we establish significant limitations of the analytical approach. Momentum diffusion is found to be more significant than focused acceleration at early times. Most critically, the particle distribution rapidly becomes anisotropic, leading to a much slower momentum gain rate. We discuss the consequences of our results for the role of focused acceleration in astrophysics.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

Filtering with Marked Point Process Observations via Poisson Chaos Expansion

We study a general filtering problem with marked point process observations. The motivation comes from modeling financial ultra-high frequency data. First, we rigorously derive the unnormalized filtering equation with marked point process observations under mild assumptions, especially relaxing the bounded condition of stochastic intensity. Then, we derive the Poisson chaos expansion for the unnormalized filter. Based on the chaos expansion, we establish the uniqueness of solutions of the unnormalized filtering equation. Moreover, we derive the Poisson chaos expansion for the unnormalized filter density under additional conditions. To explore the computational advantage, we further construct a new consistent recursive numerical scheme based on the truncation of the chaos density expansion for a simple case. The new algorithm divides the computations into those containing solely system coefficients and those including the observations, and assign the former off-line.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Low-rank separated representation surrogates of high-dimensional stochastic functions: Application in Bayesian inference

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

An improved stochastic weighted particle method for boundary driven flows

Here, the stochastic weighted particle method (SWPM) is a generalization of the Direct Simulation Monte Carlo (DSMC) method where particle weights are variable and dynamic. SWPM is backed by a strong theoretical foundation but has not been critically evaluated for problems of practical interest. A thorough assessment of SWPM for boundary-driven flows reveals significant numerical artifacts near the boundary, notably a diverging heat flux. To correct the boundary heat flux, two modifications to SWPM are proposed: separated grouping and a spatially-dependent weight transfer function. To gauge the relative efficiency of SWPM in comparison to DSMC, a high-Mach-number wheel flow which forms a strong density gradient is also simulated.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

The theory of stochastic cosmological lensing

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

Coupling of kinetic Monte Carlo simulations of surface reactions to transport in a fluid for heterogeneous catalytic reactor modeling

We have developed a method to couple kinetic Monte Carlo simulations of surface reactions at a molecular scale to transport equations at a macroscopic scale. This method is applicable to steady state reactors. We use a finite difference upwinding scheme and a gap-tooth scheme to efficiently use a limited amount of kinetic Monte Carlo simulations. In general the stochastic kinetic Monte Carlo results do not obey mass conservation so that unphysical accumulation of mass could occur in the reactor. We have developed a method to perform mass balance corrections that is based on a stoichiometry matrix and a least-squares problem that is reduced to a non-singular set of linear equations that is applicable to any surface catalyzed reaction. The implementation of these methods is validated by comparing numerical results of a reactor simulation with a unimolecular reaction to an analytical solution. Furthermore, the method is applied to two reaction mechanisms. The first is the ZGB model for CO oxidation in which inevitable poisoning of the catalyst limits the performance of the reactor. The second is a model for the oxidation of NO on a Pt(111) surface, which becomes active due to lateral interaction at high coverages of oxygen. This reaction model is based on ab initio density functional theory calculations from literature.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗