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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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At least 469 records · Page 26
All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Scenario generation for stochastic optimization problems via the sparse grid method

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid method can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Flow and transport in three-dimensional discrete fracture matrix models using mimetic finite difference on a conforming multi-dimensional mesh

Here, we present a comprehensive workflow to simulate single-phase flow and transport in fractured porous media using the discrete fracture matrix approach. The workflow has three primary parts: (1) a method for conforming mesh generation of and around a three-dimensional fracture network, (2) the discretization of the governing equations using a second-order mimetic finite difference method, and (3) implementation of numerical methods for high-performance computing environments. A method to create a conforming Delaunay tetrahedralization of the volume surrounding the fracture network, where the triangular cells of the fracture mesh are faces in the volume mesh, that addresses pathological cases which commonly arise and degrade mesh quality is also provided. Our open-source subsurface simulator uses a hierarchy of process kernels (one kernel per physical process) that allows for both strong and weak coupling of the fracture and matrix domains. We provide verification tests based on analytic solutions for flow and transport, as well as numerical convergence. We also provide multiple expositions of the method in complex fracture networks. In the first example, we demonstrate that the method is robust by considering two scenarios where the fracture network acts as a barrier to flow, as the primary pathway, or offers the same resistance as the surrounding matrix. In the second test, flow and transport through a three-dimensional stochastically generated network containing 257 fractures is presented.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2012

A preconditioning technique for Schur complement systems arising in stochastic optimization

Deterministic sample average approximations of stochastic programming problems with recourse are suitable for a scenario-based parallelization. In this paper the parallelization is obtained by using an interior-point method and a Schur complement mechanism for the interior-point linear systems. However, the direct linear solves involving the dense Schur complement matrix are expensive, and adversely affect the scalability of this approach. We address this issue by proposing a stochastic preconditioner for the Schur complement matrix and by using Krylov iterative methods for the solution of the dense linear systems. The stochastic preconditioner is built based on a subset of existing scenarios and can be assembled and factorized on a separate process before the computation of the Schur complement matrix finishes on the remaining processes. The expensive factorization of the Schur complement is removed from the parallel execution flow and the scaling of the optimization solver is considerably improved with this approach. The spectral analysis indicates an exponentially fast convergence in probability to 1 of the eigenvalues of the preconditioned matrix with the number of scenarios incorporated in the preconditioner. Numerical experiments performed on the relaxation of a unit commitment problem show good performance, in terms of both the accuracy of the solution and the execution time.

99 GENERAL AND MISCELLANEOUS↗
DOE OSTI2023

A Machine Learning Model for Predicting Composition of Catalytic Coprocessing Products from Molecular Beam Mass Spectra

Demand for the development of an automated and integrated refining process for biofuels has increased in recent years due to the lack of generalized process inspection tools. In bio-oil upgrading processes, all process variables are maintained based on the offline specification of intermediates and products. A lack of real-time product specifications in batch-wise monitoring can cause process failure and wasted resources. Therefore, there is a need for a fast and accurate intermediates/product specification tool that can be used for real-time specification to reduce waste and mitigate the risk of process failure. Here, to address this gap, we developed a machine learning (ML) model for predicting speciated bio-oil composition, including paraffin, iso-paraffins, olefins, naphthene, and aromatics. The model is trained using the mass spectra from upgraded products collected in the vapor phase before condensation and predicts the composition of the condensed product. Training ML models using raw mass spectra is challenging due to numerous overlapped peaks originating from different parent compounds. With this in mind, we propose a protocol that (i) transforms raw mass spectra to chemistry-inspired predefined features and (ii) trains decision tree-based models using these features. Our results show that the random forest model was robust against overfitting and had the highest accuracy compared to other models. Moreover, a stochastic ablation method determined the eight most significant features while maximizing the accuracy. Our protocol facilitates real-time compositional analysis of upgraded bio-oils and thus real-time process monitoring. Additionally, this protocol enables the rational design of efficient catalysts and the determination of optimal process conditions.

09 BIOMASS FUELS↗
DOE OSTI2023

Exact Gaussian processes for massive datasets via non-stationary sparsity-discovering kernels

Abstract A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. Its success is largely attributed to the GP’s analytical tractability, robustness, and natural inclusion of uncertainty quantification. Unfortunately, the use of exact GPs is prohibitively expensive for large datasets due to their unfavorable numerical complexity of $$O(N^3)$$ O ( N 3 ) in computation and $$O(N^2)$$ O ( N 2 ) in storage. All existing methods addressing this issue utilize some form of approximation—usually considering subsets of the full dataset or finding representative pseudo-points that render the covariance matrix well-structured and sparse. These approximate methods can lead to inaccuracies in function approximations and often limit the user’s flexibility in designing expressive kernels. Instead of inducing sparsity via data-point geometry and structure, we propose to take advantage of naturally-occurring sparsity by allowing the kernel to discover—instead of induce—sparse structure. The premise of this paper is that the data sets and physical processes modeled by GPs often exhibit natural or implicit sparsities, but commonly-used kernels do not allow us to exploit such sparsity. The core concept of exact, and at the same time sparse GPs relies on kernel definitions that provide enough flexibility to learn and encode not only non-zero but also zero covariances. This principle of ultra-flexible, compactly-supported, and non-stationary kernels, combined with HPC and constrained optimization, lets us scale exact GPs well beyond 5 million data points.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Differential methods for assessing sensitivity in biological models

Differential sensitivity analysis is indispensable in fitting parameters, understanding uncertainty, and forecasting the results of both thought and lab experiments. Although there are many methods currently available for performing differential sensitivity analysis of biological models, it can be difficult to determine which method is best suited for a particular model. In this paper, we explain a variety of differential sensitivity methods and assess their value in some typical biological models. First, we explain the mathematical basis for three numerical methods: adjoint sensitivity analysis, complex perturbation sensitivity analysis, and forward mode sensitivity analysis. We then carry out four instructive case studies. (a) The CARRGO model for tumor-immune interaction highlights the additional information that differential sensitivity analysis provides beyond traditional naive sensitivity methods, (b) the deterministic SIR model demonstrates the value of using second-order sensitivity in refining model predictions, (c) the stochastic SIR model shows how differential sensitivity can be attacked in stochastic modeling, and (d) a discrete birth-death-migration model illustrates how the complex perturbation method of differential sensitivity can be generalized to a broader range of biological models. Finally, we compare the speed, accuracy, and ease of use of these methods. We find that forward mode automatic differentiation has the quickest computational time, while the complex perturbation method is the simplest to implement and the most generalizable.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2020

Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells.These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic frame-work for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty.Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternate approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase both model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Neutron Number Probability Distributions in a Subcritical System Using the Forward Master Equation

The subject of this paper is the determination of the equilibrium probability distribution function (PDF) of the neutron population within a subcritical multiplying system in the presence of an intrinsic random source as a result of spontaneous fission (SF). Such systems are strongly stochastic and low order moments such as the mean and variance of the neutron number are not sufficient to characterize the true state of the neutron population. We base our work on the forward Master equation in a lumped model formulation for P{sub n} (t), n = 0, 1, 2,..., the probability of there existing η neutrons at time t and obtain solutions for the steady state distributions. The key parameters in this model, neutron lifetime and fission probability, are rigorously obtained by numerically solving the k-eigenvalue problem in a one-dimensional spherical system and using standard definitions of lumped parameters in terms of production and loss rates in finite systems. Previous work has examined single-chain PDFs (a single fission and the resulting progeny) for neutrons, uncoupled neutron-photon single-chain PDFs, both using a lumped backward Master equation formulation, as well as neutron PDFs in supercritical systems. In this paper, we analyze strictly subcritical systems, for which we compare analytically derived solutions with numerical computations for different multiplicity distribution models. For subcritical systems where the neutron population remains finite at steady state, we show that the forward Master equation can be very efficiently solved numerically to obtain the equilibrium distributions. Finally, this work is motivated by potential application to passive interrogation for detection of diverted nuclear materials as well to criticality safety. The equilibrium neutron number probability distribution in subcritical systems has been numerically investigated for several models of the induced and spontaneous fission multiplicity distribution. A well known approximate but closed form solution, namely the quadratic model, was shown to be unacceptably accurate for subcritical media. The matrix inversion and the recursion methods agree well and were benchmarked with the binary fission model, but the recursion formulation proves far more computationally efficient. A qualitative change in the shape of the neutron PDF is observed for increasing source strength, as expected, and a transition from a stochastic to a deterministic system is expected for a sufficiently strong source. We are currently extending this approach to obtain the equilibrium joint distribution of neutrons within the system and those that have leaked, to explicitly represent the neutron PDF as observed by an external detector. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2012

Numerical Schemes for Rough Parabolic Equations

This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0,1) perturbed by a non-linear rough signal. It is the continuation of Deya (Electron. J. Probab. 16:1489-1518, 2011) and Deya et al. (Probab. Theory Relat. Fields, to appear), where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H>1/3.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Data-driven probability concentration and sampling on manifold

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a dataset of observations of this vector. The probability distribution of this random vector, while a priori not known, is presumed to be concentrated on an unknown subset of the Euclidean space. A random matrix is introduced whose columns are independent copies of the random vector and for which the number of columns is the number of data points in the dataset. The approach is based on the use of (i) the multidimensional kernel-density estimation method for estimating the probability distribution of the random matrix, (ii) a MCMC method for generating realizations for the random matrix, (iii) the diffusion-maps approach for discovering and characterizing the geometry and the structure of the dataset, and (iv) a reduced-order representation of the random matrix, which is constructed using the diffusion-maps vectors associated with the first eigenvalues of the transition matrix relative to the given dataset. The convergence aspects of the proposed methodology are analyzed and a numerical validation is explored through three applications of increasing complexity. The proposed method is found to be robust to noise levels and data complexity as well as to the intrinsic dimension of data and the size of experimental datasets. Both the methodology and the underlying mathematical framework presented in this paper contribute new capabilities and perspectives at the interface of uncertainty quantification, statistical data analysis, stochastic modeling and associated statistical inverse problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2012

Effect of Spatial Concentration Fluctuations on Effective Kinetics in Diffusion-Reaction Systems

The effect of spatial concentration fluctuations on reaction of two solutes, A+B$\rightarrow$C, is considered. In the absence of fluctuations, concentration of solutes decays as $A_{det}=B_{det} \sim t^{-1}$. Contrary to this, experimental and numerical studies suggest that concentrations decay significantly slower. Existing theory suggests $t^{-d/4}$ scaling in the asymptotic regime ($d$ is the dimensionality of the problem). Here we study the effect of fluctuations using the classical diffusion-reaction equation with random initial conditions. Initial concentrations of the reactants are treated as correlated random fields. We use the method of moment equations to solve the resulting stochastic diffusion-reaction equation and obtain a solution for the average concentrations that deviates from $\sim t^{-1}$ to $\sim t^{-d/4}$ behavior at time $t^*$. Finally, we derive analytical expressions for the time $t^*$ as a function of Damk\"{o}hler number and the coefficient of variation of the initial concentration. Our analytical results support earlier explanations of the deviation of average concentrations from $A_{det}=B_{det} \sim t^{-1}$ behavior, which attributed this change of scaling to the creation of isolated {\it islands} of A and B.

uncertainty quantification, stochastic differentia↗
DOE OSTI2015

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased for a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2016

TU-H-CAMPUS-JeP3-05: Adaptive Determination of Needle Sequence HDR Prostate Brachytherapy with Divergent Needle-By-Needle Delivery

Purpose: To develop a new method which adaptively determines the optimal needle insertion sequence for HDR prostate brachytherapy involving divergent needle-by-needle dose delivery by e.g. a robotic device. A needle insertion sequence is calculated at the beginning of the intervention and updated after each needle insertion with feedback on needle positioning errors. Methods: Needle positioning errors and anatomy changes may occur during HDR brachytherapy which can lead to errors in the delivered dose. A novel strategy was developed to calculate and update the needle sequence and the dose plan after each needle insertion with feedback on needle positioning errors. The dose plan optimization was performed by numerical simulations. The proposed needle sequence determination optimizes the final dose distribution based on the dose coverage impact of each needle. This impact is predicted stochastically by needle insertion simulations. HDR procedures were simulated with varying number of needle insertions (4 to 12) using 11 patient MR data-sets with PTV, prostate, urethra, bladder and rectum delineated. Needle positioning errors were modeled by random normally distributed angulation errors (standard deviation of 3 mm at the needle’s tip). The final dose parameters were compared in the situations where the needle with the largest vs. the smallest dose coverage impact was selected at each insertion. Results: Over all scenarios, the percentage of clinically acceptable final dose distribution improved when the needle selected had the largest dose coverage impact (91%) compared to the smallest (88%). The differences were larger for few (4 to 6) needle insertions (maximum difference scenario: 79% vs. 60%). The computation time of the needle sequence optimization was below 60s. Conclusion: A new adaptive needle sequence determination for HDR prostate brachytherapy was developed. Coupled to adaptive planning, the selection of the needle with the largest dose coverage impact increases chances of reaching the clinical constraints. M. Borot de Battisti is funded by Philips Medical Systems Nederland B.V.; M. Moerland is principal investigator on a contract funded by Philips Medical Systems Nederland B.V.; G. Hautvast and D. Binnekamp are fulltime employees of Philips Medical Systems Nederland B.V.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2011

THREE-DIMENSIONAL LAGRANGIAN TURBULENT DIFFUSION OF DUST GRAINS IN A PROTOPLANETARY DISK: METHOD AND FIRST APPLICATIONS

In order to understand how the chemical and isotopic compositions of dust grains in a gaseous turbulent protoplanetary disk are altered during their journey in the disk, it is important to determine their individual trajectories. We study here the dust-diffusive transport using Lagrangian numerical simulations using the popular 'turbulent diffusion' formalism. However, it is naturally expressed in an Eulerian form, which does not allow the trajectories of individual particles to be studied. We present a simple stochastic and physically justified procedure for modeling turbulent diffusion in a Lagrangian form that overcomes these difficulties. We show that a net diffusive flux F of the dust appears and that it is proportional to the gas density ({rho}) gradient and the dust diffusion coefficient D{sub d}: (F = D{sub d} /{rho} x grad({rho})). It induces an inward transport of dust in the disk's midplane, while favoring outward transport in the disk's upper layers. We present tests and applications comparing dust diffusion in the midplane and upper layers as well as sample trajectories of particles with different sizes. We also discuss potential applications for cosmochemistry and smoothed particle hydrodynamic codes.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

A Novel Noise-Aware Classical Optimizer for Variational Quantum Algorithms

A key component of variational quantum algorithms (VQAs) is the choice of classical optimizer employed to update the parameterization of an ansatz. It is well recognized that quantum algorithms will, for the foreseeable future, necessarily be run on noisy devices with limited fidelities. Thus, the evaluation of an objective function (e.g., the guiding function in the quantum approximate optimization algorithm (QAOA) or the expectation of the electronic Hamiltonian in variational quantum eigensolver (VQE)) required by a classical optimizer is subject not only to stochastic error from estimating an expected value but also to error resulting from intermittent hardware noise. Model-based derivative-free optimization methods have emerged as popular choices of a classical optimizer in the noisy VQA setting, based on empirical studies. However, these optimization methods were not explicitly designed with the consideration of noise. In this work we adapt recent developments from the “noise-aware numerical optimization” literature to these commonly used derivative-free model-based methods. We introduce the key defining characteristics of these novel noise-aware derivative-free model-based methods that separate them from standard model-based methods. In conclusion, we study an implementation of such noise-aware derivative-free model-based methods and compare its performance on demonstrative VQA simulations to classical solvers packaged in scikit-quant.

classical optimizers↗
DOE OSTI2019

Solving Stochastic Dynamic Programming Problems: A Mixed Complementarity Approach

We detail a mixed complementarity problem (MCP) formulation of continuous state dynamic programming problems (DP-MCP). We write the solution to projection methods in value function iteration (VFI) as a joint set of optimality conditions that characterize maximization of the Bellman equation; and approximation of the value function. The MCP approach replaces the iterative component of projection based VFI with a one-shot solution to a square system of complementary conditions. We provide three numerical examples to illustrate our approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Vlasov simulations of electron-ion collision effects on damping of electron plasma waves

Collisional effects can play an essential role in the dynamics of plasma waves by setting a minimum damping rate and by interfering with wave-particle resonances. Kinetic simulations of the effects of electron-ion pitch angle scattering on Electron Plasma Waves (EPWs) are presented here. In particular, the effects of such collisions on the frequency and damping of small-amplitude EPWs for a range of collision rates and wave phase velocities are computed and compared with theory. Both the Vlasov simulations and linear kinetic theory find the direct contribution of electron-ion collisions to wave damping significantly reduced from that obtained through linearized fluid theory. To our knowledge, this simple result has not been published before. Simulations have been carried out using a grid-based (Vlasov) approach, based on a high-order conservative finite difference method for discretizing the Fokker-Planck equation describing the evolution of the electron distribution function. Details of the implementation of the collision operator within this framework are presented. Such a grid-based approach, which is not subject to numerical noise, is of particular interest for the accurate measurements of the wave damping rates.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗