Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic Numerical Methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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

At least 541 records · Page 30
All sourcesNASA NTRSDOE OSTI
DOE OSTI2013

Evaluation of an analytic linear Boltzmann transport equation solver for high-density inhomogeneities

Purpose: Acuros external beam (Acuros XB) is a novel dose calculation algorithm implemented through the ECLIPSE treatment planning system. The algorithm finds a deterministic solution to the linear Boltzmann transport equation, the same equation commonly solved stochastically by Monte Carlo methods. This work is an evaluation of Acuros XB, by comparison with Monte Carlo, for dose calculation applications involving high-density materials. Existing non-Monte Carlo clinical dose calculation algorithms, such as the analytic anisotropic algorithm (AAA), do not accurately model dose perturbations due to increased electron scatter within high-density volumes. Methods: Acuros XB, AAA, and EGSnrc based Monte Carlo are used to calculate dose distributions from 18 MV and 6 MV photon beams delivered to a cubic water phantom containing a rectangular high density (4.0-8.0 g/cm{sup 3}) volume at its center. The algorithms are also used to recalculate a clinical prostate treatment plan involving a unilateral hip prosthesis, originally evaluated using AAA. These results are compared graphically and numerically using gamma-index analysis. Radio-chromic film measurements are presented to augment Monte Carlo and Acuros XB dose perturbation data. Results: Using a 2% and 1 mm gamma-analysis, between 91.3% and 96.8% of Acuros XB dose voxels containing greater than 50% the normalized dose were in agreement with Monte Carlo data for virtual phantoms involving 18 MV and 6 MV photons, stainless steel and titanium alloy implants and for on-axis and oblique field delivery. A similar gamma-analysis of AAA against Monte Carlo data showed between 80.8% and 87.3% agreement. Comparing Acuros XB and AAA evaluations of a clinical prostate patient plan involving a unilateral hip prosthesis, Acuros XB showed good overall agreement with Monte Carlo while AAA underestimated dose on the upstream medial surface of the prosthesis due to electron scatter from the high-density material. Film measurements support the dose perturbations demonstrated by Monte Carlo and Acuros XB data. Conclusions: Acuros XB is shown to perform as well as Monte Carlo methods and better than existing clinical algorithms for dose calculations involving high-density volumes.

61 RADIATION PROTECTION AND DOSIMETRY↗
DOE OSTI2023

The neutron number probability distribution in coupled lumped assemblies

Here, the validity of the gamma distribution in describing the neutron number probability distribution function for both isolated and coupled multiplying assemblies when constrained to reproduce the true mean and variance is investigated in lumped geometry by numerical comparison with kinetic Monte Carlo simulations. The mean and variance are obtained from numerical solution of moment equations constructed from the relevant forward Master equation with assembly coupling coefficients obtained from a view factor method. Numerical results for a two-group, two coupled assemblies model, with static and dynamic reactivity insertion, show that except for subcritical assemblies, the gamma distribution well-approximates the number distribution. Differences in the fast and thermal neutron population shapes are explained in terms of effective source strengths due to downscatter and coupling.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2014

Collisionless electron heating in periodic arrays of inductively coupled plasmas

A novel mechanism of collisionless heating in large planar arrays of small inductive coils operated at radio frequencies is presented. In contrast to the well-known case of non-local heating related to the transversal conductivity, when the electrons move perpendicular to the planar coil, we investigate the problem of electrons moving in a plane parallel to the coils. Two types of periodic structures are studied. Resonance velocities where heating is efficient are calculated analytically by solving the Vlasov equation. Certain scaling parameters are identified. The concept is further investigated by a single particle simulation based on the ergodic principle and combined with a Monte Carlo code allowing for collisions with Argon atoms. Resonances, energy exchange, and distribution functions are obtained. The analytical results are confirmed by the numerical simulation. Pressure and electric field dependences are studied. Stochastic heating is found to be most efficient when the electron mean free path exceeds the size of a single coil cell. Then the mean energy increases approximately exponentially with the electric field amplitude.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2019

Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence

Particle-laden turbulent flows subject to radiative heating are relevant in many applications, for example concentrated solar power receivers. Efficient and accurate simulations provide valuable insights and enable optimization of such systems. However, as there are many uncertainties inherent in such flows, uncertainty quantification is fundamental to improve the predictive capabilities of the numerical simulations. For large-scale, multi-physics problems exhibiting high-dimensional uncertainty, characterizing the stochastic solution presents a significant computational challenge as most strategies require a large number of high-fidelity solves. This requirement might result in an infeasible number of simulations when a typical converged high-fidelity simulation requires intensive computational resources. To reduce the cost of quantifying high-dimensional uncertainties, we investigate the application of a non-intrusive, bi-fidelity approximation to estimate statistics of quantities of interest associated with an irradiated particle-laden turbulent flow. This method exploits the low-rank structure of the solution to accelerate the stochastic sampling and approximation processes by means of cheaper-to-run, lower fidelity representations. Here, the application of this bi-fidelity approximation results in accurate estimates of the quantities of interest statistics, while requiring a small number of high-fidelity model evaluations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2021

A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems

In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.

42 ENGINEERING↗
DOE OSTI2017

Stochastic Parameterization: Toward a New View of Weather and Climate Models

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans, land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Fracton Hydrodynamics without Time-Reversal Symmetry

Here, we present an effective field theory for the nonlinear fluctuating hydrodynamics of a single conserved charge with or without time-reversal symmetry, based on the Martin-Siggia-Rose formalism. Applying this formalism to fluids with only charge and multipole conservation, and with broken time-reversal symmetry, we predict infinitely many new dynamical universality classes, including some with arbitrarily large upper critical dimensions. Using large scale simulations of classical Markov chains, we find numerical evidence for a breakdown of hydrodynamics in quadrupole-conserving models with broken time-reversal symmetry in one spatial dimension. Our framework can be applied to the hydrodynamics around stationary states of open systems, broadening the applicability of previously developed ideas and methods to a wide range of systems in driven and active matter.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2017

A moment projection method for population balance dynamics with a shrinkage term

A new method of moments for solving the population balance equation is developed and presented. The moment projection method (MPM) is numerically simple and easy to implement and attempts to address the challenge of particle shrinkage due to processes such as oxidation, evaporation or dissolution. It directly solves the moment transport equation for the moments and tracks the number of the smallest particles using the algorithm by Blumstein and Wheeler (1973) . The performance of the new method is measured against the method of moments (MOM) and the hybrid method of moments (HMOM). The results suggest that MPM performs much better than MOM and HMOM where shrinkage is dominant. The new method predicts mean quantities which are almost as accurate as a high-precision stochastic method calculated using the established direct simulation algorithm (DSA).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms

The quantum approximate optimization algorithm (QAOA) has enjoyed increasing attention in noisy, intermediate-scale quantum computing with its application to combinatorial optimization problems. QAOA has the potential to demonstrate a quantum advantage for NP-hard combinatorial optimization problems. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem in which the simulation outcomes are attainable only through a quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method derived from a derivative-free, adaptive sampling trust-region optimization method intended to efficiently solve the classical optimization problem in QAOA by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function and a model of the variance of the objective function. Exploiting the variance model allows us to restrict the number of communications with the quantum computer and also helps navigate the nonconvex objective landscapes typical in QAOA optimization problems. In conclusion, we numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit when we consider a metric of computational burden that explicitly accounts for communication costs.

Derivative-free Optimization↗
DOE OSTI2011

Demixing-stimulated lane formation in binary complex plasma

Recently lane formation and phase separation have been reported for experiments with binary complex plasmas in the PK3-Plus laboratory onboard the International Space Station (ISS). Positive non-additivity of particle interactions is known to stimulate phase separation (demixing), but its effect on lane formation is unknown. In this work, we used Langevin dynamics (LD) simulation to probe the role of non-additivity interactions on lane formation. The competition between laning and demixing leads to thicker lanes. Analysis based on anisotropic scaling indices reveals a crossover from normal laning mode to a demixing-stimulated laning mode. Extensive numerical simulations enabled us to identify a critical value of the non-additivity parameter {Delta} for the crossover.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2016

Radiation Transport in Random Media With Large Fluctuations

Strongly heterogeneous media arise in several applications that include radiation shields, nuclear fuel, BWR moderators, clouds, planetary and stellar atmospheres, turbulent gases and plasmas. Neutral and charged particle transport computations in such media have relied heavily on formulating transport equations with spatially random coefficients (physical data) and developing solution methods to deal with the additional stochastic dimensions. Attempts at developing approximate closures that yield only low order statistical information (e.g., mean and variance of the flux) have proved to be highly restrictive under real physics conditions or rely on techniques that require fluctuation amplitudes to be small for robustness. Recently, stochastic spectral methods such as polynomial chaos and stochastic collocation have been developed for aleatoric uncertainty quantification and sensitivity analysis, and successfully applied in radiation transport work. Advances in UQ techniques have tended to focus on efficiently handling large numbers of uncertain variables but the rigorous stochastic basis of the approach also promotes its use in situations where stochasticity is due to spatial heterogeneity and the associated uncertainty is large. Here we apply these techniques to radiation transport in media with spatially randomly varying cross sections without restriction on fluctuation amplitudes. Specifically, we represent the cross sections as a lognormal spatial random process with specified mean, variance and covariance function and use a Karhunen-Loeve (KL) decomposition to generate cross section realizations that are strictly positive. Woodcock Monte Carlo (WMC) is then used to simulate transport using random sampling of cross sections and deterministic sampling based on a stochastic collocation technique. Numerical results for the mean and variance in the scalar flux and leakage currents are obtained for weak and strong random variations. We focus in this work on demonstrating the approach and defer application to specific problems to a future investigation. We have demonstrated that a combination of stochastic spectral representation and Woodcock Monte Carlo simulation allows efficient computation of radiation transport in strongly random media. The use of a lognormal distribution to represent the fluctuations in medium properties facilitates enforcement of strict positivity of cross section realizations, a condition that has challenged standard approaches that assume Gaussian fluctuations. The fact that the lognormal random process is a memoryless nonlinear transformation of a Gaussian process further enables efficient and accurate reconstruction of the random cross section realizations using a Karhunen-Loeve representation of the cross section. Finally, the robustness of this model enables fluctuations of arbitrarily large amplitude to be studied, using both random sampling Monte Carlo and more efficient stochastic collocation techniques. The present work is being extended to allow reconstruction of probability density functions of output variables using polynomial chaos representation, and to accommodate general cross section covariance functions. Also, techniques are being explored to more judiciously select ceiling cross sections to enhance the efficiency of Woodcock Monte Carlo for transport in random media. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Reinforcement Learning-based Output Structured Feedback for Distributed Multi-Area Power System Frequency Control

Load frequency control (LFC) is a key factor to maintain the stable frequency in multi-area power systems. As the modern power systems evolve from centralized to decentralized paradigm, LFC needs to consider the decentralized scheme that considers limited information from the information-exchange graph for the generator control of each interconnected area. This paper aims to solve a data-driven constrained LQR problem with mean-variance risk constraints and output structured feedback, and applies this framework to solve the LFC problem in multi-area power systems. By reformulating the constrained optimization problem into a minimax problem, the stochastic gradient descent max-oracle (SGDmax) algorithm with zero-order policy gradient (ZOPG) is adopted to find the optimal feedback gain from the learning, while guaranteeing the convergence. In addition, to improve the adaptation of the proposed learning method to new or varying models, we construct an emulator grid that approximates the dynamics of a physical grid and performs training based on this model. Once the feedback gain is obtained from the emulator grid, it is applied to the physical grid with a robustness test to check whether the controller from the approximated emulator applies to the actual system. Numerical tests show that the obtained feedback controller can successfully control the frequency of each area, while mitigating the uncertainty from the loads, with reliable robustness that ensures the adaptability of the obtained feedback gain to the actual physical grid.

Kwon, Kyung-bin↗
DOE OSTI2013

Temporal breakdown and Borel resummation in the complex Langevin method

We reexamine the Parisi-Klauder conjecture for complex e{sup i{theta}/2}{phi}{sup 4} measures with a Wick rotation angle 0{<=}{theta}/2{<=}{pi}/2 interpolating between Euclidean signature and Lorentzian signature. Our main result is that the asymptotics for short stochastic times t encapsulates information also about the equilibrium aspects. The moments evaluated with the complex measure and with the real measure defined by the stochastic Langevin equation have the same t{yields}0 asymptotic expansion which is shown to be Borel summable. The Borel transform correctly reproduces the time dependent moments of the complex measure for all t, including their t{yields}{infinity} equilibrium values. On the other hand the results of a direct numerical simulation of the Langevin moments are found to disagree from the 'correct' result for t larger than a finite t{sub c}. The breakdown time t{sub c} increases powerlike for decreasing strength of the noise's imaginary part but cannot be excluded to be finite for purely real noise. To ascertain the discrepancy we also compute the real equilibrium distribution for complex noise explicitly and verify that its moments differ from those obtained with the complex measure. - Highlights: Black-Right-Pointing-Pointer The Parisi-Klauder conjecture is reexamined for complex e{sup i{theta}/2}{phi}{sup 4} measures. Black-Right-Pointing-Pointer The time dependent moments are evaluated by temporal Borel resummation. Black-Right-Pointing-Pointer The results disagree with the Langevin simulations beyond a critical time t{sub c}. Black-Right-Pointing-Pointer t{sub c} increases with decreasing strength of the noise's imaginary part. Black-Right-Pointing-Pointer The technical reason for the breakdown is identified.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Computational singular perturbation analysis of stochastic chemical systems with stiffness

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Development of a three-dimensional APOLLO3 neutrons deterministic scheme for the CABRI reactor

CABRI is an experimental reactor to study the fuel behavior during reactivity injection transients. These transients being highly multiphysics, the development of suitable modeling and simulation tools to simulate them is important for the optimization of the tests and the control of the experimental conditions. This paper focuses on the development of an APOLLO3 deterministic core calculation tool dedicated to the CABRI transient analysis. It represents the first stage of the incremental process for the implementation of a multiphysics time-dependent modeling of the CABRI transient. The neutron calculation scheme is based on a classical two-step approach. The first step consists of a 281-energy group calculation flux with the TDT-MOC (Method Of Characteristics) solver for cross-section space and energy (23 groups) collapsing for the CABRI different assembly clusters. The bias on a 2D core neutron calculation due to the self-shielding calculation and collapsing on a restricted pattern are investigated thanks to a comparison with a direct full 2D calculation on a quarter of core. The second step relies on a pin-resolved transport 3D transport core calculation with the SN solver MINARET. A progressive numerical validation process is followed to quantify the calculation biases on reactivity and reaction rates at each step using reference calculations with the stochastic code TRIPOLI4. The next development stage toward a multiphysics scheme will be the implementation of the 3D-kinetics equation resolution and the coupling with a core thermal-hydraulics model. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2020

Nonlinear power flow control for networked AC/DC microgrids

A method for designing feedforward and feedback controllers for integration of stochastic sources and loads into a nonlinear networked AC/DC microgrid system is provided. A reduced order model for general networked AC/DC microgrid systems is suitable for HSSPFC control design. A simple feedforward steady state solution is utilized for the feedforward controls block. Feedback control laws are provided for the energy storage systems. A HSSPFC controller design is implemented that incorporates energy storage systems that provides static and dynamic stability conditions for both the DC random stochastic input side and the AC random stochastic load side. Transient performance was investigated for the feedforward/feedback control case. Numerical simulations were performed and provided power and energy storage profile requirements for the networked AC/DC microgrid system overall performance. The HSSPFC design can be implemented in the Matlab/Simulink environment that is compatible with real time simulation/controllers.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

Nested polynomial trends for the improvement of Gaussian process-based predictors

The role of simulation keeps increasing for the sensitivity analysis and the uncertainty quantification of complex systems. Such numerical procedures are generally based on the processing of a huge amount of code evaluations. When the computational cost associated with one particular evaluation of the code is high, such direct approaches based on the computer code only, are not affordable. Surrogate models have therefore to be introduced to interpolate the information given by a fixed set of code evaluations to the whole input space. When confronted to deterministic mappings, the Gaussian process regression (GPR), or kriging, presents a good compromise between complexity, efficiency and error control. Such a method considers the quantity of interest of the system as a particular realization of a Gaussian stochastic process, whose mean and covariance functions have to be identified from the available code evaluations. In this context, this work proposes an innovative parametrization of this mean function, which is based on the composition of two polynomials. This approach is particularly relevant for the approximation of strongly non linear quantities of interest from very little information. After presenting the theoretical basis of this method, this work compares its efficiency to alternative approaches on a series of examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗