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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

Nonparametric algorithms for the search of signals

Two algorithms for the search of signals in noise are constructed. Two independent measurable properties of a discreet time-dependent stochastic process F are described. The functions A sub K and B sub K fully satisfy conditions for the application of a test based on Spearman's rank correlation coefficient. A statistic to which the one-sided signal test can be applied is constructed under sufficiently natural assumptions about the noise process. The constructed statistics are simplified. Processing results from calculations of statistics constructed for concrete processes are presented.

Myshenkova, T. S.↗
NASA NTRS1989

Probability of failure and risk assessment of propulsion structural components

The probabilistic structural analysis method (PSAM) was developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as the Space Shuttle Main Engine turbopump blades. Risk is calculated after expensive service experience. However, probabilistic structural analysis provides a rational alternative method to quantify uncertainties in the structural performance and durability. NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a probabilistic structural analysis computer code which integrates finite element methods and reliability algorithms, capable to predicting the probability distributions of structural response variables such as stress, displacement, natural frequencies, and buckling loads. This computer code is detailed.

Shiao, Michael C.↗
NASA NTRS1994

State-space self-tuner for on-line adaptive control

Dynamic systems, such as flight vehicles, satellites and space stations, operating in real environments, constantly face parameter and/or structural variations owing to nonlinear behavior of actuators, failure of sensors, changes in operating conditions, disturbances acting on the system, etc. In the past three decades, adaptive control has been shown to be effective in dealing with dynamic systems in the presence of parameter uncertainties, structural perturbations, random disturbances and environmental variations. Among the existing adaptive control methodologies, the state-space self-tuning control methods, initially proposed by us, are shown to be effective in designing advanced adaptive controllers for multivariable systems. In our approaches, we have embedded the standard Kalman state-estimation algorithm into an online parameter estimation algorithm. Thus, the advanced state-feedback controllers can be easily established for digital adaptive control of continuous-time stochastic multivariable systems. A state-space self-tuner for a general multivariable stochastic system has been developed and successfully applied to the space station for on-line adaptive control. Also, a technique for multistage design of an optimal momentum management controller for the space station has been developed and reported in. Moreover, we have successfully developed various digital redesign techniques which can convert a continuous-time controller to an equivalent digital controller. As a result, the expensive and unreliable continuous-time controller can be implemented using low-cost and high performance microprocessors. Recently, we have developed a new hybrid state-space self tuner using a new dual-rate sampling scheme for on-line adaptive control of continuous-time uncertain systems.

Shieh, L. S.↗
NASA NTRS2004

Applying a Genetic Algorithm to Reconfigurable Hardware

This paper investigates the feasibility of applying genetic algorithms to solve optimization problems that are implemented entirely in reconfgurable hardware. The paper highlights the pe$ormance/design space trade-offs that must be understood to effectively implement a standard genetic algorithm within a modem Field Programmable Gate Array, FPGA, reconfgurable hardware environment and presents a case-study where this stochastic search technique is applied to standard test-case problems taken from the technical literature. In this research, the targeted FPGA-based platform and high-level design environment was the Starbridge Hypercomputing platform, which incorporates multiple Xilinx Virtex II FPGAs, and the Viva TM graphical hardware description language.

Wells, B. Earl↗
NASA NTRS2011

Calibrated Noise Measurements with Induced Receiver Gain Fluctuations

The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory in science and engineering. These limitations were encountered when modeling the performance of radiometer calibration architectures and algorithms in the presence of non stationary receiver fluctuations. Analyses of measured signals have traditionally been limited to a single measurement series. Whereas in a radiometer that samples a set of noise references, the data collection can be treated as an ensemble set of measurements of the receiver state. Noise Assisted Data Analysis is a growing field of study with significant potential for aiding the understanding and modeling of non stationary processes. Typically, NADA entails adding noise to a signal to produce an ensemble set on which statistical analysis is performed. Alternatively as in radiometric measurements, mixing a signal with calibrated noise provides, through the calibration process, the means to detect deviations from the stationary assumption and thereby a measurement tool to characterize the signal's non stationary properties. Data sets comprised of calibrated noise measurements have been limited to those collected with naturally occurring fluctuations in the radiometer receiver. To examine the application of NADA using calibrated noise, a Receiver Gain Modulation Circuit (RGMC) was designed and built to modulate the gain of a radiometer receiver using an external signal. In 2010, an RGMC was installed and operated at the National Institute of Standards and Techniques (NIST) using their Noise Figure Radiometer (NFRad) and national standard noise references. The data collected is the first known set of calibrated noise measurements from a receiver with an externally modulated gain. As an initial step, sinusoidal and step-function signals were used to modulate the receiver gain, to evaluate the circuit characteristics and to study the performance of a variety of calibration algorithms. The receiver noise temperature and time-bandwidth product of the NFRad are calculated from the data. Statistical analysis using temporal-dependent calibration algorithms reveals that the natural occurring fluctuations in the receiver are stationary over long intervals (100s of seconds); however the receiver exhibits local non stationarity over the interval over which one set of reference measurements are collected. A variety of calibration algorithms have been applied to the data to assess algorithms' performance with the gain fluctuation signals. This presentation will describe the RGMC, experiment design and a comparative analysis of calibration algorithms.

Racette, Paul↗
DOE OSTI2021

Stochastic microstructural analysis of ceramic matrix composites using a high-fidelity multiscale framework

This paper presents a high-fidelity multiscale framework to simulate the mechanical behavior of ceramic matrix composites (CMCs), accounting for the complex micromorphology captured using detailed material characterization. First, high-resolution micrographs are obtained for the specific carbon fiber silicon-carbide-nitride matrix (C/SiNC) CMC to characterize the variability of the architectural features and manufacturing-induced defects at the microscale. An image processing algorithm is then used to precisely estimate the size and distribution of all subscale features and defects from the micrographs. The information is then used to generate a three-dimensional stochastic representative volume element (SRVE) to reconstruct microscale constituents accounting for the variability. As a result, the generated SRVEs are simulated using the high-fidelity generalized method of cells (HFGMC) micromechanics theory to investigate the effects of defects on the elastic properties of C/SiNC CMCs.

Ceramic Matrix Composites↗
DOE OSTI2019

Multi-Stage Stochastic Programming to Joint Economic Dispatch for Energy and Reserve With Uncertain Renewable Energy

To address the uncertain renewable energy in the day-ahead optimal dispatch of energy and reserve, a multi-stage stochastic programming model is established in this paper to minimize the expected total costs. The uncertainties over the multiple stages are characterized by a scenario tree and the optimal dispatch scheme is cast as a decision tree which guarantees the flexibility to decide the reasonable outputs of generation and the adequate reserves accounting for different realizations of renewable energy. Most importantly, to deal with the “Curse of Dimensionality” of stochastic programming, stochastic dual dynamic programming (SDDP) is employed, which decomposes the original problem into several sub-problems according to the stages. Specifically, the SDDP algorithm performs forward pass and backward pass repeatedly until the convergence criterion is satisfied. At each iteration, the original problem is approximated by creating a linear piecewise function. Besides, an improved convergence criterion is adopted to narrow the optimization gaps. The results on the IEEE 118-bus system and real-life provincial power grid show the effectiveness of the proposed model and method.

economic dispatch↗
DOE OSTI2019

Mechanistic origins of stochastic rupture in metals

The classic models for ductile fracture of metals were based on experimental observations dating back to the 1950’s. Using advanced microscopy techniques and modeling algorithms that have been developed over the past several decades, it is possible now to examine the micro- and nano-scale mechanisms of ductile rupture in more detail. This new information enables a revised understanding of the ductile rupture process under quasi-static room temperature conditions in ductile pure metals and alloys containing hard particles. While ductile rupture has traditionally been viewed through the lens of nucleation-growth-and-coalescence, a new taxonomy is proposed involving the competition or cooperation of up to seven distinct rupture mechanisms. Generally, void nucleation via vacancy condensation is not rate limiting, but is extensive within localized shear bands of intense deformation. Instead, the controlling process appears to be the development of intense local dislocation activity which enables void growth via dislocation absorption.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Rapidly convergent quantum Monte Carlo using a Chebyshev projector

The multireference coupled-cluster Monte Carlo (MR-CCMC) algorithm is a determinant-based quantum Monte Carlo (QMC) algorithm that is conceptually similar to Full Configuration Interaction QMC (FCIQMC). It has been shown to offer a balanced treatment of both static and dynamic correlation while retaining polynomial scaling, although application to large systems with significant strong correlation remained impractical. In this paper, we document recent algorithmic advances that enable rapid convergence and a more black-box approach to the multireference problem. These include a logarithmically scaling metric-tree-based excitation acceptance algorithm to search for determinants connected to the reference space at the desired excitation level and a symmetry-screening procedure for the reference space. We show that, for moderately sized reference spaces, the new search algorithm brings about an approximately 8-fold acceleration of one MR-CCMC iteration, while the symmetry screening procedure reduces the number of active reference space determinants with essentially no loss of accuracy. We also introduce a stochastic implementation of an approximate wall projector, which is the infinite imaginary time limit of the exponential projector, using a truncated expansion of the wall function in Chebyshev polynomials. Notably, this wall-Chebyshev projector can be used to accelerate any projector-based QMC algorithm. We show that it requires significantly fewer applications of the Hamiltonian to achieve the same statistical convergence. We benchmark these acceleration methods on the beryllium and carbon dimers, using initiator FCIQMC and MR-CCMC with basis sets up to cc-pVQZ quality.

Zhao, Zijun↗
DOE OSTI2018

Stochastic Optimization with Risk Aversion for Virtual Power Plant Operations: A Rolling Horizon Control

While the concept of aggregating and controlling renewable distributed energy resources (DERs) to provide grid services is not new, increasing policy support of DER market participation has driven research and development in algorithms to pool DERs for economically viable market participation. Sandia National Laboratories recently undertook a three-year research program to create the components of a real-world virtual power plant (VPP) that can simultaneously participate in multiple markets. Our research extends current state-of-the-art rolling horizon control through the application of stochastic programming with risk aversion at various time resolutions. Our rolling horizon control consists of (1) day-ahead optimization to produce an hourly aggregate schedule for the VPP operator and (2) sub-hourly optimization for real-time dispatch of each VPP subresource. Both optimization routines leverage a two-stage stochastic program (SP) with risk aversion, and integrate the most up-to-date forecasts to generate probabilistic scenarios in real operating time. Our results demonstrate the benefits to the VPP operator of constructing a stochastic solution regardless of the weather. In more extreme weather, applying risk optimization strategies can dramatically increase the financial viability of the VPP. As a result, the methodologies presented here can be further tailored for optimal control of any VPP asset fleet and its operational requirements.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2025

Criticality analysis of nuclear binding energy neural networks

Machine learning methods, in particular deep learning methods such as artificial neural networks (ANNs) with many layers, have become widespread and useful tools in nuclear physics. However, these ANNs are typically treated as ‘black boxes’, with their architecture (width, depth, and weight/bias initialization) and the training algorithm and parameters chosen empirically by optimizing learning based on limited exploration. We test a non-empirical approach to understanding and optimizing nuclear physics ANNs by adapting a criticality analysis based on renormalization group flows in terms of the hyperparameters for weight/bias initialization, training rates, and the ratio of depth to width. This treatment utilizes the statistical properties of neural network initialization to find a generating functional for network outputs at any layer, allowing for a path integral formulation of the ANN outputs as a Euclidean statistical field theory. We use a prototypical example to test the applicability of this approach: a simple ANN for nuclear binding energies. We find that with training using a stochastic gradient descent optimizer, the predicted criticality behavior is realized, and optimal performance is found with critical tuning. However, the use of an adaptive learning algorithm leads to somewhat superior results without concern for tuning and thus obscures the analysis. Nevertheless, the criticality analysis offers a way to look within the black box of ANNs, which is a first step towards potential improvements in network performance beyond using adaptive optimizers.

artificial neural network↗
DOE OSTI2021

Data-driven optimization of mixed-integer bi-level multi-follower integrated planning and scheduling problems under demand uncertainty

The coordination of interconnected elements across the different layers of the supply chain is essential for all industrial processes and the key to optimal decision-making. Yet, the modeling and optimization of such interdependent systems are still burdensome. Here we address the simultaneous modeling and optimization of medium-term planning and short-term scheduling problems under demand uncertainty using mixed-integer bi-level multi-follower programming and data-driven optimization. Bi-level multi-follower programs model the natural hierarchy between different layers of supply chain management holistically, while scenario analysis and data-driven optimization allow us to retrieve the guaranteed feasible solutions of the integrated formulation under various demand considerations. We address the data-driven optimization of this challenging class of problems using the DOMINO framework, which was initially developed to solve single-leader single-follower bi-level optimization problems to guaranteed feasibility. This framework is extended to solve single-leader multi-follower stochastic formulations and its performance is characterized by well-known single and multi-product process scheduling case studies. Through our data-driven algorithmic approach, we present guaranteed feasible solutions to linear and nonlinear mixed-integer bi-level formulations of simultaneous planning and scheduling problems and further characterize the effects of the scheduling level complexity on the solution performance, which spans over several hundred continuous and binary variables, and thousands of constraints.

42 ENGINEERING↗
DOE OSTI2021

Resilient NdFeB magnet recycling under the impacts of COVID-19 pandemic: Stochastic programming and Benders decomposition

Neodymium-iron-boron (NdFeB) magnets are the most powerful magnets per unit volume sold in the commercial market. Despite the increasing demand for clean energy applications such as electric vehicles and wind turbines, disruptive events including the COVID-19 pandemic have caused significant uncertainties in the supply and demand for NdFeB magnets. Therefore, this study aims to alleviate the risk of supply shortage for NdFeB magnets and the containing critical materials, rare-earth elements (REEs), through the development of a resilient reverse supply chain and logistics network design. We develop scenarios to model the unique impact of the COVID-19 pandemic on the proposed business, incorporating both disruption intensity and recovery rate. We formulate a chance-constrained two-stage stochastic programming model to maximize the profit while guaranteeing the network resiliency against disruption risks. To solve the problem in large-scale instances, we develop an efficient Benders decomposition algorithm that reduces the computational time by 98.5% on average compared to the default CPLEX algorithm. When applied to the United States, the model suggests the optimal facility locations, processing capacities, inventory levels, and material flows for NdFeB magnet recyclers that could meet 99.7% of the demand. To the best of our knowledge, this study is the first to incorporate the impacts of the COVID-19 pandemic to design a resilient NdFeB magnet recycling supply chain and logistics network, leveraging risk-averse stochastic programming.

42 ENGINEERING↗
DOE OSTI2021

An Observationally Trained Markov Model for MJO Propagation

A Markovian stochastic model is developed for studying the propagation of the Madden-Julian Oscillation (MJO). This model represents the daily changes in real time multivariate MJO (RMM) indices as random functions of their current state and background conditions. The probability distribution function of the RMM changes is obtained using a machine learning algorithm trained to maximize MJO forecast skills using observed daily indices of RMM and different modes of variability. Skillful forecasts are obtained for lead times between 8 and 27 days. Large ensemble simulations by the stochastic model show that with monsoonal changes in the background state, MJO propagation across the Maritime Continent (MC) is most likely to be disrupted in boreal spring and summer when MJO events propagate from favorable conditions over the Indian Ocean to unfavorable ones over the MC, and predictability is higher during spring and summer when MJO activity is away from the MC region.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗
DOE OSTI2023

Projection pursuit adaptation on polynomial chaos expansions

Here, the present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities of interest (QoI). The present paper addresses one difficulty with these adaptations, namely their reliance on quadrature point sampling, which limits the reusability of potentially expensive samples. Projection pursuit (PP) is a statistical tool to find the “interesting” projections in high-dimensional data and thus bypass the curse-of-dimensionality. In the present work, we combine the fundamental ideas of basis adaptation and projection pursuit regression (PPR) to propose a novel method to simultaneously learn the optimal low-dimensional spaces and PCE representation from given data. While this projection pursuit adaptation (PPA) can be entirely data-driven, the constructed approximation exhibits mean-square convergence to the solution of an underlying governing equation and thus captures the supports and probability distributions associated with the physics constraints. The proposed approach is demonstrated on a borehole problem and a structural dynamics problem, demonstrating the versatility of the method and its ability to discover low-dimensional manifolds with high accuracy with limited data. In addition, the method can learn surrogate models for different quantities of interest while reusing the same data set.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Adversarial sampling of unknown and high-dimensional conditional distributions

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly millions of degrees of freedom. While there exist methods able to sample elements from probability density functions (PDF) with known shapes, several approximations need to be made when the distribution is unknown. In this paper the sampling method, as well as the inference of the underlying distribution, are both handled with a data-driven method known as generative adversarial networks (GAN), which trains two competing neural networks to produce a network that can effectively generate samples from the training set distribution. In practice, it is often necessary to draw samples from conditional distributions. When the conditional variables are continuous, only one (if any) data point corresponding to a particular value of a conditioning variable may be available, which is not sufficient to estimate the conditional distribution. This work handles this problem using an a priori estimation of the conditional moments of a PDF. Herein, two approaches, stochastic estimation, and an external neural network are compared for computing these moments; however, any preferred method can be used. The algorithm is demonstrated in the case of the deconvolution of a filtered turbulent flow field. It is shown that all the versions of the proposed algorithm effectively sample the target conditional distribution with minimal impact on the quality of the samples compared to state-of-the-art methods. Additionally, the procedure can be used as a metric for the diversity of samples generated by a conditional GAN (cGAN) conditioned with continuous variables.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1978

Linear stochastic control using the UDU matrix factorization

The classical LQG stochastic control law is reformulated using the matrix factorization S equals UDU super T. This method yields a statistical guidance analysis algorithm that is numerically superior to the classical solution yet requires negligible additional computation and storage. Moreover, experience with U-D algorithms has shown them to be adaptable and easy to implement on a variety of problems.

Thornton, C. L.↗