Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic approaches”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3

A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension. To alleviate the effects of these errors EnKF relies on model-specific heuristics such as covariance localization, which takes advantage of the spatial locality of correlations among the model variables. This work proposes an approach to alleviate sampling errors that utilizes a locally averaged-in-time dynamics of the model, described in terms of a climatological covariance of the dynamical system. We use this covariance as the target matrix in covariance shrinkage methods, and develop a stochastic covariance shrinkage approach where synthetic ensemble members are drawn to enrich both the ensemble subspace and the ensemble transformation. We additionally provide for a way in which this methodology can be localized similar to the state-of-the-art LETKF method, and that for a certain model setup, our methodology significantly outperforms it.

54 ENVIRONMENTAL SCIENCES↗

Kinetic-energy dissipation and fluctuations in strongly damped heavy-ion collisions within the stochastic mean-field approach

Microscopic mean-field approaches have been successful in describing the most probable reaction outcomes in low-energy heavy-ion reactions. However, those approaches are known to severely underestimate dispersions of observables around the average values that has limited their applicability. Recently it has been shown that a quantal transport approach based on the stochastic mean-field (SMF) theory significantly improves the description, while its application has been limited so far to fragment mass and charge dispersions. In this work, we extend the quantal transport approach based on the SMF theory for relative kinetic energy dissipation and angular momentum transfer in low-energy heavy-ion reactions. Based on the SMF concept, analytical expressions are derived for the radial and tangential friction and associated diffusion coefficients. Those quantal transport coefficients are calculated microscopically in terms of single-particle orbitals within the time-dependent Hartree-Fock (TDHF) approach. As the first application of the proposed formalism, we consider the radial linear momentum dispersion, neglecting the coupling between radial and angular momenta. We analyze the total kinetic energy (TKE) distribution of binary reaction products in the 136 Xe + 208 Pb reaction at E c.m. =526 MeV and compare with experimental data. From time evolution of single-particle orbitals in TDHF, the radial diffusion coefficient is computed on a microscopic basis, while a phenomenological treatment is introduced for the radial friction coefficient. By solving the quantal diffusion equation for the radial linear momentum, the dispersion of the radial linear momentum is obtained, from which one can construct the TKE distribution. We find that the calculations provide a good description of the TKE distribution for strongly damped events with large energy losses, TKEL ≳ 150 MeV. However, the calculations underestimate the TKE distribution for smaller energy losses. Further studies are needed to improve the technical details of calculations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filter

Rejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to properly sample the high-probability regions of the state space. Rejuvenation is often implemented in a heuristic manner by the addition of random noise that widens the support of the ensemble. This work aims at improving canonical rejuvenation methodology by the introduction of additional prior information obtained from climatological samples; the dynamical particles used for importance sampling are augmented with samples obtained from stochastic covariance shrinkage. A localized variant of the proposed method is developed. Numerical experiments with the Lorenz '63 model show that modified filters significantly improve the analyses for low dynamical ensemble sizes. Furthermore, localization experiments with the Lorenz '96 model show that the proposed methodology is extendable to larger systems.

54 ENVIRONMENTAL SCIENCES↗

Mixed stochastic-deterministic density functional theoretic decomposition of Kubo–Greenwood conductivities in the projector augmented wave formalism

Pairing the accuracy of the Kohn–Sham density-functional framework with the efficiency of a stochastic algorithmic approach, mixed stochastic-deterministic density functional theory (mDFT) achieves a favorable computational scaling with system sizes and electronic temperatures. We employ the recently developed mDFT formalism to investigate the dynamic charge-transport properties of systems in the warm dense matter regime. The optical conductivity spectra are computed for single- and multi- component mixtures of carbon, hydrogen, and beryllium using two complementary approaches: Kubo–Greenwood in the mDFT picture and real-time time-dependent mDFT. We further devise a decomposition of the Onsager coefficients leading up to the Kubo–Greenwood spectra to exhibit contributions from the deterministic, stochastic, and mixed electronic state transitions at different incident photon energies.

36 MATERIALS SCIENCE↗

Studies of Heavy Ion Collisions in Stochastic Mean Field Approach Under DOE Grant Number DE-SC0015 (Final report)

This is the final report on DOE Grant No. DE-SC0015513, which was active at Tennessee Technological University (TTU) from May 1, 2016 to April 30, 2023. This report provides an overall summary of the more detailed activities presented in progress reports, covering Budget Periods May 1, 2016- April 30, 2017; May 1, 2017- April 30, 2018; May 1, 2019- April 30, 2020; May 1, 2020- April 30, 2021 and May 1, 2021- April 30, 2022, which were submitted annually to the DOE Office of Nuclear Physics. During the no-cost extension period starting May 1, 2022, our investigations of multi-nucleon exchange mechanism and description of kinetic energy dissipation and fluctuations in Cf250+TH232 and Pb208+Pb208 quasi-fission reactions are in progress.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Generative network-based approaches to generate stochastic realizations

Generative Adversarial Network (GAN) – based models have been successfully applied in generating different geological models in the literature. However, it is still challenging to use GAN to generate geological realizations with extremely sparse conditioning data (e.g. several well data), which may be regarded as local noise by GAN during the training process. In this work, we propose a novel conditional Generative Adversarial Neural Operator (cGANO) to tackle this challenge. In cGANO, the mapping between conditioning data and output is established through the U-shaped neural operators (UNO), which better preserves local information. Another advantage of using UNO comes from its grid-independent property, which makes the generation of downscaling stochastic geologic realizations possible. We tested the model performance on the IBDP geostatistical dataset with 100 realizations.

58 GEOSCIENCES↗

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multinucleon transfer mechanism in Cf 250 + Th 232 collisions using the quantal transport description based on the stochastic mean-field approach

Production cross sections of heavy neutron-rich isotopes are calculated by employing quantal transport description in 250 Cf + 232 Th collisions. This quantal transport description is based on the stochastic mean-field approach, and it provides a microscopic approach beyond time-dependent Hartree-Fock theory to include mean-field fluctuations. Deexcitation of primary fragments is determined by employing the statistical GEMINI++ code. Here, calculations provide predictions for production cross sections of neutron rich transfermium isotopes without any adjustable parameters.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic equation of motion approach to fermionic dissipative dynamics. I. Formalism

In this work, we establish formally exact stochastic equation of motion (SEOM) theory to describe the dissipative dynamics of fermionic open systems. The construction of the SEOM is based on a stochastic decoupling of the dissipative interaction between the system and fermionic environment, and the influence of environmental fluctuations on the reduced system dynamics is characterized by stochastic Grassmann fields. Meanwhile, numerical realization of the time-dependent Grassmann fields has remained a long-standing challenge. To solve this problem, we propose a minimal auxiliary space (MAS) mapping scheme with which the stochastic Grassmann fields are represented by conventional c-number fields along with a set of pseudo-levels. This eventually leads to a numerically feasible MAS-SEOM method. The important properties of the MAS-SEOM are analyzed by making connection to the well-established time-dependent perturbation theory and the hierarchical equations of motion theory. The MAS-SEOM method provides a potentially promising approach for the accurate and efficient simulation of fermionic open systems at ultra-low temperatures.

Han, Lu (ORCID:0000000339002225)↗

A hybrid data-driven and model-based approach for computationally efficient stochastic unit commitment and economic dispatch under wind and solar uncertainty

Stochastic unit commitment (UC) and economic dispatch (ED) are imperative in dealing with uncertainty in renewable forecast for power system operation and planning such that the overall expected production cost is minimized over the planning horizon. However, accurate calculation of the expected production cost requires assessment of a very large number of different scenarios of uncertain renewable resources, such as solar and wind, which is practically infeasible to simulate in real time. This article proposes a hybrid datadriven and physics-based model-predictive paradigm to efficiently solve for stochastic unit commitment and economic dispatch considering uncertainty in wind and solar power forecasts. Here, the novelty of the approach lies in decoupling the production cost estimation from the unit commitment and economic dispatch optimization problems under uncertainty without compromising on the fidelity of the solutions. A data-driven machine learning model is first developed to predict the mean optimal production cost. A physics-based inverse problem is then solved to get the stochastic UC and ED profiles from the expected cost. The presented approach considers, for the first time, solar uncertainty in UC/ED determination and enables efficient and accurate propagation of wind and solar uncertainty to estimate the statistics of the production cost. The effectiveness of the developed approach is demonstrated systematically on a stylized RTS-GMLC single-node system. The overall framework predicts the expected cost 62.5% more accurately than the existing state-of-the-art, on unforeseen days during the entire year, and yields, for the first time, the associated physically consistent UC and ED profiles. The solutions are also shown to be flexible in providing adequate daily reserves to address any statistical deviations from probabilistic power forecasts. The computational time associated with the presented method is only about 10 s compared to over 24 h needed for a conventional stochastic UC/ED determination under uncertainty on an Intel Core i9 processor with 32 GB of RAM.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Stochastic gradient descent algorithm for stochastic optimization in solving analytic continuation problems

We propose a stochastic gradient descent based optimization algorithm to solve the analytic continuation problem in which we extract real frequency spectra from imaginary time Quantum Monte Carlo data. The procedure of analytic continuation is an ill-posed inverse problem which is usually solved by regularized optimization methods, such like the Maximum Entropy method, or stochastic optimization methods. The main contribution of this work is to improve the performance of stochastic optimization approaches by introducing a supervised stochastic gradient descent algorithm to solve a flipped inverse system which processes the random solutions obtained by a type of Fast and Efficient Stochastic Optimization Method.

97 MATHEMATICS AND COMPUTING↗

Tempering stochastic density functional theory

Here, we introduce a tempering approach with stochastic density functional theory (sDFT), labeled t-sDFT, which reduces the statistical errors in the estimates of observable expectation values. This is achieved by rewriting the electronic density as a sum of a "warm" component complemented by "colder" correction(s). Since the warm component is larger in magnitude but faster to evaluate, we use many more stochastic orbitals for its evaluation than for the smaller-sized colder correction(s). This results in a significant reduction in the statistical fluctuations and systematic deviation compared to sDFT for the same computational effort. We demonstrate the method's performance on large hydrogen-passivated silicon nanocrystals, finding a reduction in the systematic deviation in the energy by more than an order of magnitude, while the systematic deviation in the forces is also quenched. Similarly, the statistical fluctuations are reduced by factors of ≈4-5 for the total energy and ≈1.5-2 for the forces on the atoms. Since the embedding in t-sDFT is fully stochastic, it is possible to combine t-sDFT with other variants of sDFT such as energy-window sDFT and embedded-fragmented sDFT.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

My Virtual Cancer

Since each cancer has its own unique characteristics, each one can respond differently to the same treatments. Therefore, the creation of a digital twin (DT) of cancer can assist us in predicting the evolution of an individual's cancer through modeling each tumor's characteristics and response to treatment. Hence, we propose to take advantage of new advances in computational approaches and combine mechanistic, machine learning, and stochastic modeling approaches to create “My Virtual Cancer", a DT platform. To establish a personalized DT, we use patient-specific data for parameter estimations, sensitivity analysis, and uncertainty quantification. For each patient, we will estimate the values of parameters of their QSP model using the patient's data. We perform a multi-dimensional sensitivity analysis and uncertainty quantification on the mechanistic model to find a set of critical interactions and predict the intervals of confidence. Since this QSP model includes the data-driven mechanistic model of cells and molecules' interaction networks, one of the ultimate results of this DT would be the prediction of evolution of tumors.

60 APPLIED LIFE SCIENCES↗

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems↗

State-of-the-Art Techniques for Large-Scale Stochastic Unit Commitment

Recent advances in deterministic unit commitment, both formulaic and algorithmic, along with modern algorithmic approaches for stochastic programming, have enabled the solution of stochastic unit commitment problems with hundreds of scenarios on large-scale transmission networks. In this presentation, we will give an overview of these methods, including lazy transmission constraint generation, lower-bounding techniques, and heuristics, all of which can be executed in concert with customized decomposition approaches for optimization under uncertainty. We demonstrate the effectiveness of these techniques on the TAMU Texas7K synthetic transmission network, leveraging realistic high-resolution forecasts based on NREL renewable resource availability data. The software leveraged for these demonstrations is available via the open-source software packages EGRET (for electrical grid optimization) and mpi-sppy (for optimization under uncertainty).

27 ARPA - Advanced Research Projects Agency-Energy↗

Projecting the number of new HIV infections to formulate the "Getting to Zero" strategy in Illinois, USA

Objectives: Getting to Zero (GTZ) initiatives focus on expanding use of antiretroviral treatment (ART) and pre-exposure prophylaxis (PrEP) to eliminate new HIV infections. Computational models help inform policies for implementation of ART and PrEP continuums. Such models, however, vary in their design, and may yield inconsistent predictions. Using multiple approaches can help assess the consistency in results obtained from varied modeling frameworks, and can inform optimal implementation strategies. Methods: A study using three different modeling approaches is conducted. Two approaches use statistical time series analysis techniques that incorporate temporal HIV incidence data. A third approach uses stochastic stimulation, conducted using an agent-based network model (ABNM). All three approaches are used to project HIV incidence among a key population, young Black MSM (YBMSM), over the course of the GTZ implementation period (2016-2030). Results: All three approaches suggest that simultaneously increasing PrEP and ART uptake is likely to be more effective than increasing only one, but increasing ART and PrEP by 20% points may not eliminate new HIV infections among YBMSM. The results further suggest that a 20% increase in ART is likely to be more effective than a 20% increase in PrEP. All three methods consistently project that increasing ART and PrEP by 30% simultaneously can help reach GTZ goals. Conclusions: Increasing PrEP and ART uptake by about 30% might be necessary to accomplish GTZ goals. Such scale-up may require addressing psychosocial and structural barriers to engagement in HIV and PrEP care continuums. ABNMs and other flexible modeling approaches can be extended to examine specific interventions that address these barriers and may provide important data to guide the successful intervention implementation.

60 APPLIED LIFE SCIENCES↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗