Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic Algorithms”

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 559 records · Page 31

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↗

Estimation of 3-D Cloud Effects on TOMS Satellite Retrieval of Surface UV Irradiance

To improve surface UV irradiance retrieval from the Total Ozone Mapping Spectrometer (TOMS) we simulate errors of the TOMS cloud correction algorithm for summertime broken cloud conditions. Cloud scenes (50 km by 50 km) are modeled by a normal random (Gaussian) field with a fixed lower boundary and conservative scattering. The model relates stochastic field characteristics with the cloud amount, mean cloud diameter and aspect ratio. Clouds are embedded into Rayleigh atmosphere with standard ozone profile. Radiative transfer calculations of the radiance at the top of the atmosphere and irradiance at the surface were performed using 3-D Monte Carlo (MC) code. The results are averaged over the satellite field of view on the surface (50 km by 50 km) and compared with TOMS predicted surface irradiance for the same scene reflectance. The TOMS algorithm assumes horizontally homogeneous Cl-type cloud between 3 km and 5.5 km. The effective optical depth is determined by fitting observed (MC) radiance at 380 nm. Having the same radiance at the satellite the homogeneous and broken cloud models predict different average irradiances at the surface. This is due to the differences in Bidirectional Reflection Distribution Function (BRDF) for homogeneous and broken cloud scenes with the same hemispherical albedo. For typical TOMS observational geometry at mid-latitudes the simulated single pixels errors may be as large as +/- 20%. Qualitatively these errors are due to the dominance of the non-horizontal cloud surfaces, which are not accounted for in the homogeneous cloud model. However, due to high variability of the real cloud shapes and types it is unclear how these single pixel errors would affect TOMS time-integrated UV exposure over extended periods (weeks to months) for different regions.

Krotkov, Nickolay A.↗

Limited variance control in statistical low thrust guidance analysis

Difficulties arise in guiding a solar electric propulsion spacecraft due to nongravitational accelerations caused by random fluctuations in the magnitude and direction of the thrust vector. These difficulties may be handled by using a low thrust guidance law based on the linear-quadratic-Gaussian problem of stochastic control theory with a minimum terminal miss performance criterion. Explicit constraints are imposed on the variances of the control parameters, and an algorithm based on the Hilbert space extension of a parameter optimization method is presented for calculation of gains in the guidance law. The terminal navigation of a 1980 flyby mission to the comet Encke is used as an example.

Jacobson, R. A.↗

A disturbance based control/structure design algorithm

Some authors take a classical approach to the simultaneous structure/control optimization by attempting to simultaneously minimize the weighted sum of the total mass and a quadratic form, subject to all of the structural and control constraints. Here, the optimization will be based on the dynamic response of a structure to an external unknown stochastic disturbance environment. Such a response to excitation approach is common to both the structural and control design phases, and hence represents a more natural control/structure optimization strategy than relying on artificial and vague control penalties. The design objective is to find the structure and controller of minimum mass such that all the prescribed constraints are satisfied. Two alternative solution algorithms are presented which have been applied to this problem. Each algorithm handles the optimization strategy and the imposition of the nonlinear constraints in a different manner. Two controller methodologies, and their effect on the solution algorithm, will be considered. These are full state feedback and direct output feedback, although the problem formulation is not restricted solely to these forms of controller. In fact, although full state feedback is a popular choice among researchers in this field (for reasons that will become apparent), its practical application is severely limited. The controller/structure interaction is inserted by the imposition of appropriate closed-loop constraints, such as closed-loop output response and control effort constraints. Numerical results will be obtained for a representative flexible structure model to illustrate the effectiveness of the solution algorithms.

Mclaren, Mark D.↗

Trajectory Reconstruction of the ST-9 Sounding Rocket Experiment Using IMU and Landmark Data

This paper presents trajectory reconstruction of the ST-9 sounding rocket experiment using the onboard IMU data and descent imagery. The raw IMU accelerometer measurements are first converted into inertial acceleration and then used in trajectory integration. The descent images are pre-processed using a map-matching algorithm and unique landmarks for each image are created. Using the converted IMU data and descent images, the result from dead-reckoning and the kinematic-fix approaches are first compared with the GPS measurements. Then, both the IMU data and landmarks are processed together using a batch least-squares filter and the position, velocity, stochastic acceleration, and camera orientation of each image are estimated. The reconstructed trajectory is compared with the GPS data and the corresponding formal uncertainties are presented. The result shows that IMU data and descent images processed with a batch filter algorithm provide the trajectory accuracy required for pin-point landing.

Park, Ryan S.↗

Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks

The Fokker--Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines, but it requires specification of the coefficients for each case, which can be functions of space-time and not just constants and hence require the development of a data-driven modeling approach. When the data available is directly on the PDF, there exist methods for inverse problems that can be employed to infer the coefficients and thus determine the FP equation and subsequently obtain its solution. Herein, we address a more realistic scenario, where only sparse data are given on the particles' positions at a few time instants, which are not sufficient to accurately construct directly the PDF even at those times from existing methods, e.g., kernel estimation algorithms. To this end, we develop a general framework based on physics-informed neural networks (PINNs) that introduces a new loss function using the Kullback--Leibler divergence to connect the stochastic samples with the FP equation to simultaneously learn the equation and infer the multidimensional PDF at all times. In particular, we consider two types of inverse problems, type I, where the FP equation is known but the initial PDF is unknown, and type II, in which, in addition to the unknown initial PDF, the drift and diffusion terms are also unknown. In both cases, we investigate problems with either Brownian or Lévy noise or a combination of both. Here, we demonstrate the new PINN framework in detail in the one-dimensional (1D) case, but we also provide results for up to five dimensions demonstrating that we can infer both the FP equation and dynamics simultaneously at all times with high accuracy using only very few discrete observations of the particles.

97 MATHEMATICS AND COMPUTING↗

Quantum simulations of excited states with active-space downfolded Hamiltonians

Many-body techniques based on the double unitary coupled cluster ansatz (DUCC) can be used to downfold electronic Hamiltonians into low-dimensional active spaces. It can be shown that the resulting dimensionality reduced Hamiltonians are amenable for quantum computing. Recent studies performed for several benchmark systems using quantum phase estimation (QPE) algorithms demonstrated that these formulations can recover a significant portion of ground-state dynamical correlation effects that stem from the electron excitations outside of the active space. These results have also been confirmed in studies of ground-state potential energy surfaces using quantum simulators. In this letter, we study the effectiveness of the DUCC formalism in describing excited states. We also emphasize the role of the QPE formalism and its stochastic nature in discovering/identifying excited states or excited-state processes in situations when the knowledge about the true configurational structure of a sought after excited state is limited or postulated (due to the specific physics driving excited-state processes of interest). In this context, we can view the QPE algorithm as an engine for verifying various hypotheses for excited-state processes and providing statistically meaningful results that correspond to the electronic state(s) with the largest overlap with a postulated configurational structure. We illustrate these ideas on examples of strongly cor- related molecular systems, characterized by small energy gaps and high density of quasi-degenerate states around the Fermi level.

quantum chemistry, quantum computing, computationa↗

Simulating nonlinear optical processes on a superconducting quantum device

Simulating plasma physics on quantum computers is difficult because most problems of interest are nonlinear, but quantum computers are not naturally suitable for nonlinear operations. In weakly nonlinear regimes, plasma problems can be modelled as wave–wave interactions. In this paper, we develop a quantization approach to convert nonlinear wave–wave interaction problems to Hamiltonian simulation problems. We demonstrate our approach using two qubits on a superconducting device. Unlike a photonic device, a superconducting device does not naturally have the desired interactions in its native Hamiltonian. Nevertheless, Hamiltonian simulations can still be performed by decomposing required unitary operations into native gates. To improve experimental results, we employ a range of error-mitigation techniques. Apart from readout error mitigation, we use randomized compilation to transform undiagnosed coherent errors into well-behaved stochastic Pauli channels. Moreover, to compensate for stochastic noise, we rescale exponentially decaying probability amplitudes using rates measured from cycle benchmarking. We carefully consider how different choices of product-formula algorithms affect the overall error and show how a trade-off can be made to best utilize limited quantum resources. This study provides an example of how plasma problems may be solved on near-term quantum computing platforms.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Stochastic Optimization for Integration of Renewable Energy Technologies in District Energy Systems for Cost-Effective Use

Stochastic optimization of a district energy system (DES) is investigated with renewable energy systems integration and uncertainty analysis to meet all three major types of energy consumption: electricity, heating, and cooling. A district of buildings on the campus of the University of Utah is used as a case study for the analysis. The proposed DES incorporates solar photovoltaics (PV) and wind turbines for power generation along with using the existing electrical grid. A combined heat and power (CHP) system provides the DES with power generation and thermal energy for heating. Natural gas boilers supply the remaining heating demand and electricity is used to run all of the cooling equipment. A Monte Carlo study is used to analyze the stochastic power generation from the renewable energy resources in the DES. The optimization of the DES is performed with the Particle Swarm Optimization (PSO) algorithm based on a day-ahead model. The objective of the optimization is to minimize the operating cost of the DES. The results of the study suggest that the proposed DES can achieve operating cost reductions (approximately 10% reduction with respect to the current system). The uncertainty of energy loads and power generation from renewable energy resources heavily affects the operating cost. The statistical approach shows the potential to identify probable operating costs at different time periods, which can be useful for facility managers to evaluate the operating costs of their DES.

14 SOLAR ENERGY↗

Parameter identification using a creeping-random-search algorithm

A creeping-random-search algorithm is applied to different types of problems in the field of parameter identification. The studies are intended to demonstrate that a random-search algorithm can be applied successfully to these various problems, which often cannot be handled by conventional deterministic methods, and, also, to introduce methods that speed convergence to an extremal of the problem under investigation. Six two-parameter identification problems with analytic solutions are solved, and two application problems are discussed in some detail. Results of the study show that a modified version of the basic creeping-random-search algorithm chosen does speed convergence in comparison with the unmodified version. The results also show that the algorithm can successfully solve problems that contain limits on state or control variables, inequality constraints (both independent and dependent, and linear and nonlinear), or stochastic models.

Parrish, R. V.↗

Adaptive Bayes classifiers for remotely sensed data

An algorithm is developed for a learning, adaptive, statistical pattern classifier for remotely sensed data. The estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest, and (2) a projection of the parameters in time and space. The results reported are for Gaussian data in which the mean vector of each class may vary with time or position after the classifier is trained.

Raulston, H. S.↗

Limits to randomness in paleobiologic models: the case of Phanerozoic species diversity

The question of how random, or unconstrained, paleobiologic models should be is examined with a case study: Signor's (1982, 1985) inverse calculation of levels of marine species diversity through the Phanerozoic. His calculation involved an ingenious model that estimated species numbers and species abundances in the world oceans of the past by correcting known numbers of fossil species for variations in sedimentary rocks available for sampling and in effort paleontologists might devote to sampling. The model proves robust to changes in possible shapes of species-abundance distributions, but it is sensitive to alterations in the assumption that paleontologists collect fossils at random. If it is assumed that ease of collecting varies with age of sediment (with the Cenozoic offering easy sampling) or that paleontologists tend to seek out rarer fossils, results of the inverse calculation change. In particular, the magnitude of the calculated Cenozoic diversity increase always declines from the factor of about seven as originally reported to something considerably smaller. This leaves open the problem of the magnitude of Cenozoic increase in marine species diversity, awaiting better empirical data and, perhaps, more exacting models, random or otherwise.

Non-NASA Center↗

Release a public version of HERON (HERON 2.0) with improved algorithms for the treatment of energy storage

Integrated energy systems (IESs) are essential for decarbonizing electricity and industrial sectors and fully exploiting these systems requires sophisticated planning, scheduling, and dispatching tools to maximize their socio-economic benefits. The Holistic Energy Resource Optimization Network (HERON) is a generic software plugin for the Risk Analysis Virtual Environment (RAVEN) to perform stochastic technoeconomic analysis of IES with economic drivers. This report summarizes the updates made to HERON 2.0. Particularly, we demonstrate one of the added features, Function-based Control Mechanics, by comparing a price-based dispatch strategy with the original perfect foresight baselines. Our case studies successfully demonstrate that the model is capable to incorporate artificial control algorithm into the dispatch of IES components. In addition, our results from the price-based strategy indicate that the control strategies of IES components are key to the economic and temporal performance of our model; therefore, more sophisticated dispatch strategies are required to improve the model performance.

25 ENERGY STORAGE↗

Benders Cut Classification via Support Vector Machines for Solving Two-Stage Stochastic Programs

In this work, we consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones significantly improving bounds over iterations as valuable cuts. We propose a learning-enhanced Benders decomposition (LearnBD) algorithm, which adds a cut classification step in each iteration to selectively generate cuts that are more likely to be valuable cuts. The LearnBD algorithm includes two phases: (i) sampling cuts and collecting information from training problems and (ii) solving testing problems with a support vector machine (SVM) cut classifier. We run the LearnBD algorithm on instances of capacitated facility location and multicommodity network design under uncertain demand. Our results show that SVM cut classifier works effectively for identifying valuable cuts, and the LearnBD algorithm reduces the total solving time of all instances for different problems with various sizes and complexities.

97 MATHEMATICS AND COMPUTING↗

Stochastic Optimization for Grid Resilience. FY18 Final Technical Report

The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this report we present a scalable decomposition algorithm for solving this problem for realistic power systems. The algorithm has been developed in three major research threads, corresponding to the chapters in the present report. Chapter 1 studies mixed-integer programming (MIP) formulations for the requirement that each electrical island that appears after a recon guration must have at least one energized generator. We provide three alternative MIP formulations for this restriction, show their equivalence, and prove that two of them are stronger in terms of their linear programming relaxation than the formulation most commonly used in the power systems literature. Since the time to solve MIPs can vary signi cantly between equivalent formulations, we also present computational experiments on IEEE test systems for the Intentional Controlled Islanding (ICI) and the Black Start Allocation (BSA) problems. We observe that a polynomially separable, exponential in size, strong formulation yields the best performance for the BSA problem and exhibits a comparable performance to a linear in size, weak formulation for the ICI problem. Chapter 2 presents a methodology to generate mixed-integer linear approximations of the AC power ow equations governing lines, transformers (including tap regulators and phase shifters), shunt and series compensators, and consumption responsive to voltage. Our approximations are capable of capturing limitations for power grids under abnormal or uncommon operating conditions where common assumptions used in power ow relaxations may not hold. Particularly, the approximation captures overvoltages under almost no load, which is a major concern when energizing lines after a blackout. The method constructs piecewise linear approximations of the non-linear power ow equations by minimizing the squared approximation error over a subset of the feasible domain. We test the method using a realistic database for the Chilean system (1548 buses, 1114 lines, 564 transformers). The resulting approximations yield root mean square errors in the order of 0.05pu and are successfully applied to solve a transmission switching instance for the Chilean system. Chapter 3 presents our algorithm for optimal restoration. The algorithm works by partitioning the problem into a master problem and a slave problem. The master problem optimizes over energization sequences of generators, buses and branches, for the entire restoration horizon, while respecting the energization requiments studied in Chapter 1. The slave problem veri es that there exist power ow solutions supporting the energization sequences proposed by the master problem, adding cuts to the master if an infeasible sequence is detected.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DNN-based policies for stochastic AC OPF

We report a prominent challenge to the safe and optimal operation of the modern power grid arises due to growing uncertainties in loads and renewables. Stochastic optimal power flow (SOPF) formulations provide a mechanism to handle these uncertainties by computing dispatch decisions and control policies that maintain feasibility under uncertainty. Most SOPF formulations consider simple control policies such as affine policies that are mathematically simple and resemble many policies used in current practice. Motivated by the efficacy of machine learning (ML) algorithms and the potential benefits of general control policies for cost and constraint enforcement, we put forth a deep neural network (DNN)-based policy that predicts the generator dispatch decisions in real time in response to uncertainty. The weights of the DNN are learnt using stochastic primal–dual updates that solve the SOPF without the need for prior generation of training labels and can explicitly account for the feasibility constraints in the SOPF. The advantages of the DNN policy over simpler policies and their efficacy in enforcing safety limits and producing near optimal solutions are demonstrated in the context of a chance constrained formulation on a number of test cases.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Deep reinforcement learning control for co-optimizing energy consumption, thermal comfort, and indoor air quality in an office building

With the recent demand for decarbonization and energy efficiency, advanced HVAC control using Deep Reinforcement Learning (DRL) becomes a promising solution. Due to its flexible structures, DRL has been successful in energy reduction for many HVAC systems. However, only a few researches applied DRL agents to manage the entire central HVAC system and control multiple components in both the water loop and the air loop, owing to its complex system structures. Moreover, those researches have not extended their applications by incorporating the indoor air quality, especially both CO2 and PM2.5concentrations, on top of energy saving and thermal comfort, as achieving those objectives simultaneously can cause multiple control conflicts. What's more, DRL agents are usually trained on the simulation environment before deployment, so another challenge is to develop an accurate but relatively simple simulator. Therefore, we propose a DRL algorithm for a central HVAC system to co-optimize energy consumption, thermal comfort, indoor CO2 level, and indoor PM2.5 level in an office building. To train the controller, we also developed a hybrid simulator that decoupled the complex system into multiple simulation models, which are calibrated separately using laboratory test data. The hybrid simulator combined the dynamics of the HVAC system, the building envelope, as well as moisture, CO2, and particulate matter transfer. Three control algorithms (rule-based, MPC, and DRL) are developed, and their performances are evaluated on the hybrid simulator environment with a realistic scenario (i.e., with stochastic noises). The test results showed that, the DRL controller can save 21.4 % of energy compared to a rule-based controller, and has improved thermal comfort, reduced indoor CO2 concentration. The MPC controller showed an 18.6 % energy saving compared to the DRL controller, mainly due to savings from comfort and indoor air quality boundary violations caused by unmeasured disturbances, and it also highlights computational challenges in real-time control due to non-linear optimization. Finally, we provide the practical considerations for designing and implementing the DRL and MPC controllers based on their respective pros and cons.

Guo, Fangzhou↗

A multigroup moment-accelerated deterministic particle solver for 1-D time-dependent thermal radiative transfer problems

We introduce an efficient, robust, Lagrangian (characteristic-based) transport solver for 1-D time-dependent thermal radiative transfer (TRT) applications within the context of a moment-accelerated (High-Order/Low-Order, HOLO) algorithm. This novel transport algorithm inherits the best features of both particle methods (e.g., time accuracy, phase-space adaptivity, positivity) and deterministic, grid-based methods (e.g., no stochastic noise). Particles are adapted by the method of characteristics, with a time-dependent weight that accounts for stiff absorption and reemission process self-consistently. As a result, this approach is able to obtain accurate results while employing large time steps and a moderate number of particles (compared to Implicit Monte Carlo).

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗