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At least 505 records · Page 28

Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemannian K-means and the minimization of the sample Fréchet variance on the Grassmann manifold to identify “local” principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. Here, the method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Bénard convection problem.

42 ENGINEERING↗

Fault isolation and fault-tolerant control for Takagi-Sugeno fuzzy time-varying delay stochastic distribution systems

A fault isolation, estimation, and fault-tolerant control (FTC) scheme for nonlinear time-varying delay stochastic distribution control systems was presented in this paper. The Takagi-Sugeno fuzzy model was adopted to approach the nonlinear dynamics of time-varying delay systems. According to the output equivalence principle and Laplace transformation, an augmented state vector was given to solve the time-varying delay problem. When multiple actuator faults and interference occur simultaneously, fault detection, isolation and fault estimation was designed to obtained the fault information. To decouple faults and obtain the value and location information of the fault, the system was separated into two parts through the designed multiple conversion matrices, in which one subsystem was only affected by one actuator fault. This has simplified the design of fault isolation and estimation. A adaptive observer for fault estimation was given. Then, fault information such as the time, location, and size was determined. The observer gain matrices were calculated using linear matrix inequality (LMI). When a fault was detected and diagnosed, a FTC algorithm was devised using the proportional-integral control scheme to compensate the fault as much as possible. It has been shown that even if multiple faults actuator occurred simultaneously, the FTC controller still ensured the output probability density function of the system traced the desired probability density function when a fault occurred. Finally, the expected results were obtained through the simulation example, which confirmed the effectiveness of the method.

42 ENGINEERING↗

Simulating the universe(s): from cosmic bubble collisions to cosmological observables with numerical relativity

The theory of eternal inflation in an inflaton potential with multiple vacua predicts that our universe is one of many bubble universes nucleating and growing inside an ever-expanding false vacuum. The collision of our bubble with another could provide an important observational signature to test this scenario. We develop and implement an algorithm for accurately computing the cosmological observables arising from bubble collisions directly from the Lagrangian of a single scalar field. We first simulate the collision spacetime by solving Einstein's equations, starting from nucleation and ending at reheating. Taking advantage of the collision's hyperbolic symmetry, the simulations are performed with a 1+1-dimensional fully relativistic code that uses adaptive mesh refinement. We then calculate the comoving curvature perturbation in an open Friedmann-Robertson-Walker universe, which is used to determine the temperature anisotropies of the cosmic microwave background radiation. For a fiducial Lagrangian, the anisotropies are well described by a power law in the cosine of the angular distance from the center of the collision signature. For a given form of the Lagrangian, the resulting observational predictions are inherently statistical due to stochastic elements of the bubble nucleation process. Further uncertainties arise due to our imperfect knowledge about inflationary and pre-recombination physics. We characterize observational predictions by computing the probability distributions over four phenomenological parameters which capture these intrinsic and model uncertainties. This represents the first fully-relativistic set of predictions from an ensemble of scalar field models giving rise to eternal inflation, yielding significant differences from previous non-relativistic approximations. Thus, our results provide a basis for a rigorous confrontation of these theories with cosmological data.

79 ASTRONOMY AND ASTROPHYSICS↗

Communication: Fully coherent quantum state hopping

In this paper, we describe a new and fully coherent stochastic surface hopping method for simulating mixed quantum-classical systems. We illustrate the approach on the simple but unforgiving problem of quantum evolution of a two-state quantum system in the limit of unperturbed pure state dynamics and for dissipative evolution in the presence of both stationary and nonstationary random environments. We formulate our approach in the Liouville representation and describe the density matrix elements by ensembles of trajectories. Population dynamics are represented by stochastic surface hops for trajectories representing diagonal density matrix elements. These are combined with an unconventional coherent stochastic hopping algorithm for trajectories representing off-diagonal quantum coherences. The latter generalizes the binary (0,1) “probability” of a trajectory to be associated with a given state to allow integers that can be negative or greater than unity in magnitude. Unlike existing surface hopping methods, the dynamics of the ensembles are fully entangled, correctly capturing the coherent and nonlocal structure of quantum mechanics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An Adaptive Optimizer for Measurement-Frugal Variational Algorithms

Variational hybrid quantum-classical algorithms (VHQCAs) have the potential to be useful in the era of near-term quantum computing. However, recently there has been concern regarding the number of measurements needed for convergence of VHQCAs. Here, we address this concern by investigating the classical optimizer in VHQCAs. We introduce a novel optimizer called individual Coupled Adaptive Number of Shots (iCANS). This adaptive optimizer frugally selects the number of measurements (i.e., number of shots) both for a given iteration and for a given partial derivative in a stochastic gradient descent. We numerically simulate the performance of iCANS for the variational quantum eigensolver and for variational quantum compiling, with and without noise. In all cases, and especially in the noisy case, iCANS tends to out-perform state-of-the-art optimizers for VHQCAs. We therefore believe this adaptive optimizer will be useful for realistic VHQCA implementations, where the number of measurements is limited.

97 MATHEMATICS AND COMPUTING↗

Feedback control for unsteady flow and its application to the stochastic Burgers equation

The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.

Choi, Haecheon↗

Energy-momentum-conserving stochastic differential equations and algorithms for the nonlinear Landau-Fokker-Planck equation

Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP equation, they are conserved only on average by the conventional corresponding SDEs, suggesting that the underlying stochastic process may not be well defined by such SDEs. Here, in this study, we derive new SDEs with exact energy-momentum conservation for the Coulomb collision by factorizing the collective effect of field particles into individual particles and enforcing Newton's third law. These SDEs, when interpreted in the Stratonovich sense, have a particularly simple form that represents pure diffusion between particles without drag. To demonstrate that the new SDEs correspond to the LFP equation, we develop numerical algorithms that converge to the SDEs and preserve discrete conservation laws. Simulation results are presented in a benchmark of various relaxation processes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Toward the modeling of land use change: A spatial analysis using remote sensing and historical data

It was hypothesized that the chronological observation of land use change could be shown to follow a predictable pattern and these patterns could be correlated with other statistical data to develop transition probabilities suitable for modeling purposes. A literature review and preliminary research, however, indicated a totally stochastic approach was not practical for simulating land use change and thus a more deterministic approach was adopted. The approach used assumes the determinants of the land use conversion process are found in the market place, where land transactions among buyers and sellers occur. Only one side of the market transaction process is studied, however, namely, the purchaser's desires in securing an ideal or suitable site. The problem was to identify the ideal qualities, quantities or attributes desired in an industrial site (or housing development), and to formulate a general algorithmic statement capable of identifying potential development sites. Research procedures involved developing a list of variables previously noted in the literature to be related to site selection and streamlining the list to a set suitable for statistical testing. A sample of 157 industries which have located (or relocated) in the 16-county Knoxville metropolitan region since 1950 was selected for industrial location analysis. Using NASA color infrared photography and Tennessee Valley Authority historical aerial photography, data were collected on the spatial characteristics of each industrial location event. These data were then subjected to factor analysis to determine the interrelations of variables.

Honea, R. B.↗

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↗

Ab Initio Thermodynamics and Kinetics for Coalescence of Two-Dimensional Nanoislands and Nanopits on Metal (100) Surfaces

Postdeposition coalescence or sintering of pairs of lowstrain two-dimensional nanoislands and nanopits on unreconstructed metal (100) surfaces is typically mediated by diffusion along step edges, and is highly sensitive to the associated kinetics. Thus, for selected systems, we provide an ab initio density functional theory (DFT) level description of both system thermodynamics and kinetics. Specifically, we assess lateral pair and trio interactions both conventionally with adatoms at 4-fold hollow adsorption sites, and unconventionally with one adatom at the bridge-site transition state for hopping. Rather than use standard cluster expansion algorithms, these interactions are determined subject to the constraint that key step-edge properties are recovered exactly. Together, both classes of interactions determine barriers for edge diffusion processes for any local step configuration, including diffusion along close-packed $\langle$110$\rangle$ edges, kink rounding, meandering processes at kinked $\langle$100$\rangle$ steps, and extraction processes at pit corners. Our formalism applies for homoepitaxial systems, and also for several lattice-matched heteroepitaxial systems. The barriers provide input for stochastic models of nanocluster evolution, which are analyzed by kinetic Monte Carlo simulation. Such modeling with DFT energetics from the PBEsol functional recovers extensive experimental observations of both the time scale and the island-size dependence for sintering of Ag islands on Ag(100). In conclusion, description of pit sintering on Ag(100) is more delicate, being sensitive to specific unconventional trio interactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A combined stochastic feedforward and feedback control design methodology with application to autoland design

A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

Halyo, Nesim↗

An Adaptive Sparse-Grid High-Order Stochastic Collocation Method for Bayesian Inference in Groundwater Reactive Transport Modeling

Although Bayesian analysis has become vital to the quantification of prediction uncertainty in groundwater modeling, its application has been hindered due to the computational cost associated with numerous model executions needed for exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, we utilize a compactly supported higher-order hierar- chical basis to construct the surrogate system, resulting in a significant reduction in the number of computational simulations required. In addition, we use hierarchical surplus as an error indi- cator to determine adaptive sparse grids. This allows local refinement in the uncertain domain and/or anisotropic detection with respect to the random model parameters, which further improves computational efficiency. Finally, we incorporate a global optimization technique and propose an iterative algorithm for building the surrogate system for the PPDF with multiple significant modes. Once the surrogate system is determined, the PPDF can be evaluated by sampling the surrogate system directly with very little computational cost. The developed method is evaluated first using a simple analytical density function with multiple modes and then using two synthetic groundwater reactive transport models. The groundwater models represent different levels of complexity; the first example involves coupled linear reactions and the second example simulates nonlinear ura- nium surface complexation. The results show that the aSG-hSC is an effective and efficient tool for Bayesian inference in groundwater modeling in comparison with conventional MCMC sim- ulations. The computational efficiency is expected to be more beneficial to more computational expensive groundwater problems.

Zhang, Guannan↗

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Source record↗

A Large Deviations Analysis of Certain Qualitative Properties of Parallel Tempering and Infinite Swapping Algorithms

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel simulations. From the perspective of large deviations it is optimal to let the swap rate tend to infinity and it is possible to construct a corresponding simulation scheme, known as infinite swapping. In this paper we propose a novel use of large deviations for empirical measures for a more detailed analysis of the infinite swapping limit in the setting of continuous time jump Markov processes. Using the large deviations rate function and associated stochastic control problems we consider a diagnostic based on temperature assignments, which can be easily computed during a simulation. Here we show that the convergence of this diagnostic to its a priori known limit is a necessary condition for the convergence of infinite swapping. Finally, the rate function is also used to investigate the impact of asymmetries in the underlying potential landscape, and where in the state space poor sampling is most likely to occur.

97 MATHEMATICS AND COMPUTING↗

Stochastic Model Predictive Control for Demand Response in a Home Energy Management System

This paper presents a chance constrained, model predictive control (MPC) algorithm for demand response (DR) in a home energy management system (HEMS). The HEMS optimally schedules controllable appliances given user preferences such as thermal comfort and energy cost sensitivity, and available residentially-owned power sources such as photovoltaic (PV) generation and home battery systems. The proposed control architecture ensures both the DR event and indoor thermal comfort are satisfied with a high probability given the uncertainty in available PV generation and the outdoor temperature forecast. The uncertainties are incorporated into the MPC formulation using probabilistic constraints instead of computationally limiting sampling-based approaches. Simulation results for various user preferences and probabilistic model parameters show the effectiveness of the HEMS algorithm response to DR requests.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Impact Studies and Cooperative Voltage Control for High PV Penetration

The drastically increasing penetration of photovoltaic (PV) has posed tremendous challenges in operation, control, and protection in distribution networks. The over-voltage issue is one of major concerns for extremely high PV penetration (e.g. 100%). It is critical to identify the most sensitive locations to high PV penetration and apply effective methods to mitigate the over-voltage issue. This paper introduced a novel greedy search algorithm to locate worst-case scenarios of over-voltage in both distributed and centralized PV configurations, as well as a cooperative voltage control method to mitigate over-voltage. The search algorithm has the computational advantage over existing stochastic approach and provides more insights in impact studies. The cooperative control method relies upon reactive power compensation to converge system voltage to a predefined value within standard limits. Moreover, a clustering strategy is applied to divide the network into several clusters, within which all nodes share information with neighboring nodes following a scalable communication architecture. The control algorithms and communication hierarchies presented in this paper have been implemented into OpenDSS to form the Multi Agent (MA) OpenDSS package, which has been made available to the reader. The effectiveness of developed methods are demonstrated through simulation studies on the IEEE 123-node test feeder under four different load levels.

Cooperative control↗

Transported PDF Modeling of Compressible Turbulent Reactive Flows by using the Eulerian Monte Carlo Fields Method

Although the transported probability density function (PDF) method has been developed for decades, its application has been mainly focused on the low-Mach number flow problems. This work extends the transported PDF method to compressible flow problems. The Eulerian Monte Carlo fields (EMCF) solution method is employed to solve the transported PDF equation for compressible flow problems. A pseudo stagnation enthalpy is introduced and its stochastic partial differential equation is derived to ensure total energy conservation numerically. A new mixing model called interaction by partial exchange with mean (IPEM) is introduced to expand the available choices of mixing models for the EMCF method. The consistency of the EMCF method is examined for solving the transported PDF equation. Numerical implementation details are discussed, such as the density coupling between the compressible flow solver and the EMCF solver, discretization schemes for the mixing terms and the stochastic terms. The implemented compressible flow solver coupled with the EMCF solver is verified and validated in a series of test cases with increasing level of complexity, ranging from a statistically one-dimensional turbulent mixing layer to a self-excited resonance model rocket combustor. It is observed that in general with the increase of compressibility, there is an increase in the sensitivity of the modeling results to the different models and algorithms. This makes it necessary to develop a thorough understanding of the model sensitivity in order to develop a robust and accurate simulation solver for highly compressible turbulent reactive flows. The thermo-acoustic instability inside the model rocket combustor case is captured reasonably, which demonstrates the overall capability of the developed compressible turbulent combustion solver based on the transported PDF method.

42 ENGINEERING↗

Stochastic Model Predictive Control for Demand Response in a Home Energy Management System: Preprint

This paper presents a chance constrained, model predictive control (MPC) algorithm for demand response (DR) in a home energy management system (HEMS). The HEMS optimally schedules controllable appliances given user preferences such as thermal comfort and energy cost sensitivity, and available residentially-owned power sources such as photovoltaic (PV) generation and home battery systems. The proposed control architecture ensures both the DR event and indoor thermal comfort are satisfied with a high probability given the uncertainty in available PV generation and the outdoor temperature forecast. The uncertainties are incorporated into the MPC formulation using probabilistic constraints instead of computationally limiting sampling-based approaches. Simulation results for various user preferences and probabilistic model parameters show the effectiveness of the HEMS algorithm response to DR requests.

47 OTHER INSTRUMENTATION↗