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
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Stable schemes for dissipative particle dynamics with conserved energy

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal conduction) to effective single-variable dynamics, and to approximate the solution of these dynamics with one step of a Metropolis–Hastings algorithm. This ensures by construction that no negative internal energies are encountered during the simulation, and hence allows to increase the admissible timesteps to integrate the dynamics, even for systems with small heat capacities. Stability is only limited by the Hamiltonian part of the dynamics, which suggests resorting to multiple timestep strategies where the stochastic part is integrated less frequently than the Hamiltonian one.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Adaptive Sampling of Large Deviations

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting the probability and pathways of rare events in stochastic processes, as well as for understanding the physics of nonequilibrium systems driven in steady states by external forces and reservoirs. The algorithm uses methods from risk-sensitive and feedback control to estimate from a single trajectory a new process, called the driven process, known to be efficient for importance sampling. Its advantages compared to other simulation techniques, such as splitting or cloning, are discussed and illustrated with simple equilibrium and nonequilibrium diffusion models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Bringing discrete-time Langevin splitting methods into agreement with thermodynamics

In light of the recently published complete set of statistically correct Grønbech–Jensen (GJ) methods for discrete-time thermodynamics, we revise a differential operator splitting method for the Langevin equation in order to comply with the basic GJ thermodynamic sampling features, namely, the Boltzmann distribution and Einstein diffusion, in linear systems. This revision, which is based on the introduction of time scaling along with flexibility of a discrete-time velocity attenuation parameter, provides a direct link between the ABO splitting formalism and the GJ methods. This link brings about the conclusion that any GJ method has at least weak second order accuracy in the applied time step. It further helps identify a novel half-step velocity, which simultaneously produces both correct kinetic statistics and correct transport measures for any of the statistically sound GJ methods. Explicit algorithmic expressions are given for the integration of the new half-step velocity into the GJ set of methods. Finally, numerical simulations, including quantum-based molecular dynamics (QMD) using the QMD suite Los Alamos Transferable Tight-Binding for Energetics, highlight the discussed properties of the algorithms as well as exhibit the direct application of robust, time-step-independent stochastic integrators to QMD.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2020

Stochastic Home Energy Management Systems with Varying Controllable Resources

This paper studies the performance of a model predictive control (MPC) algorithm in a home energy management system (HEMS) as the set of controllable resources varies and under both a constant and a time-of-use (TOU) electricity price structure. The set of controllable resources includes residentially-owned photovoltaic (PV) panels, a home battery system (HBS), an electric vehicle (EV), and a home heating, ventilation, and air conditioning (HVAC) system. The HEMS optimally schedules the set of controllable resources given user preferences such as indoor thermal comfort and electricity cost sensitivity. The home energy management system is built on a chance constrained, MPC-based algorithm, where the chance constraint ensures the indoor thermal comfort is satisfied with a high probability given uncertainty in the outdoor temperature and solar irradiance forecasts. Simulation results for varying sets of controllable resources under two different electricity price structures demonstrate the variation in the HEMS control with respect to HBS operation, electricity cost, and grid power usage.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2016

Stochastic Modeling of Short-term Occupancy for Energy Efficient Buildings

In this paper, we present a simple yet effective algorithm to automatically assign reference temperature set-points based on the occupancy information. Both the binary and detailed occupancy estimation cases are considered. In the first case study, we assume the schedule involves only binary states (occupied or not occupied), i.e. the room is invariant. With long-term observations occupancy levels can be estimated using statistical tools. In the second case study, two techniques are introduced. Firstly, we propose an identification-based approaches. More precisely, we identify the models via Expectation Maximization (EM) approach. The statistical state space model is built in linear form for the mapping between the occupancy measurements and real occupancy states with noise considered. Secondly, we introduce a novel finite state automata (FSA) which is successfully reconstructed by general systems problem solver (GSPS). As far as we know, no studies have used the finite state machine or general system theory to estimate occupancy in buildings. All above estimates can be used to adaptively update the temperature set-points for Heating, Ventilation, and Air-Conditioning (HVAC) control strategy.

Djouadi, Seddik M↗
DOE OSTI2024

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗
DOE OSTI2013

Application of adaptive hierarchical sparse grid collocation to the uncertainty quantification of nuclear reactor simulators

Recent efforts in the application of uncertainty quantification to nuclear systems have utilized methods based on generalized perturbation theory and stochastic sampling. While these methods have proven to be effective they both have major drawbacks that may impede further progress. A relatively new approach based on spectral elements for uncertainty quantification is applied in this paper to several problems in reactor simulation. Spectral methods based on collocation attempt to couple the approximation free nature of stochastic sampling methods with the determinism of generalized perturbation theory. The specific spectral method used in this paper employs both the Smolyak algorithm and adaptivity by using Newton-Cotes collocation points along with linear hat basis functions. Using this approach, a surrogate model for the outputs of a computer code is constructed hierarchically by adaptively refining the collocation grid until the interpolant is converged to a user-defined threshold. The method inherently fits into the framework of parallel computing and allows for the extraction of meaningful statistics and data that are not within reach of stochastic sampling and generalized perturbation theory. This paper aims to demonstrate the advantages of spectral methods-especially when compared to current methods used in reactor physics for uncertainty quantification-and to illustrate their full potential. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2017

Facilitating Follow-up of LIGO–Virgo Events Using Rapid Sky Localization

We discuss an algorithm for accurate and very low-latency (<1 s) localization of gravitational-wave (GW) sources using only the relative times of arrival, relative phases, and relative signal-to-noise ratios for pairs of detectors. The algorithm is independent of distances and masses to leading order, and can be generalized to all discrete (as opposed to stochastic and continuous) sources detected by ground-based detector networks. Our approach is similar to that of BAYESTAR with a few modifications, which result in increased computational efficiency. For the LIGO two-detector configuration (Hanford+Livingston) operating in O1 we find a median 50% (90%) localization of 143 deg{sup 2} (558 deg{sup 2}) for binary neutron stars. We use our algorithm to explore the improvement in localization resulting from loud events, finding that the loudest out of the first 4 (or 10) events reduces the median sky-localization area by a factor of 1.9 (3.0) for the case of two GW detectors, and 2.2 (4.0) for three detectors. We also consider the case of multi-messenger joint detections in both the gravitational and the electromagnetic radiation, and show that joint localization can offer significant improvements (e.g., in the case of LIGO and Fermi /GBM joint detections). We show that a prior on the binary inclination, potentially arising from GRB observations, has a negligible effect on GW localization. Our algorithm is simple, fast, and accurate, and may be of particular utility in the development of multi-messenger astronomy.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2016

Asynchronous τ-leaping

Stochastic simulation of cell signaling pathways and genetic regulatory networks has contributed to the understanding of cell function; however, investigation of larger, more complicated systems requires computationally efficient algorithms. τ-leaping methods, which improve efficiency when some molecules have high copy numbers, either use a fixed leap size, which does not adapt to changing state, or recalculate leap size at a heavy computational cost. We present a hybrid simulation method for reaction-diffusion systems which combines exact stochastic simulation and τ-leaping in a dynamic way. Putative times of events are stored in a priority queue, which reduces the cost of each step of the simulation. For every reaction and diffusion channel at each step of the simulation the more efficient of an exact stochastic event or a τ-leap is chosen. This new approach removes the inherent trade-off between speed and accuracy in stiff systems which was present in all τ-leaping methods by allowing each reaction channel to proceed at its own pace. Both directions of reversible reactions and diffusion are combined in a single event, allowing bigger leaps to be taken. This improves efficiency for systems near equilibrium where forward and backward events are approximately equally frequent. Comparison with existing algorithms and behaviour for five test cases of varying complexity shows that the new method is almost as accurate as exact stochastic simulation, scales well for large systems, and for various problems can be significantly faster than τ-leaping.

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

Stochastic Vector Techniques in Ground-State Electronic Structure

Herein we review a suite of stochastic vector computational approaches for studying the electronic structure of extended condensed matter systems. These techniques help reduce algorithmic complexity, facilitate efficient parallelization, simplify computational tasks, accelerate calculations, and diminish memory requirements. While their scope is vast, we limit our study to ground-state and finite temperature density functional theory (DFT) and second-order many-body perturbation theory. More advanced topics, such as quasiparticle (charge) and optical (neutral) excitations and higher-order processes, are covered elsewhere. We start by explaining how to use stochastic vectors in computations, characterizing the associated statistical errors. Next, we show how to estimate the electron density in DFT and discuss effective techniques to reduce statistical errors. Finally, we review the use of stochastic vectors for calculating correlation energies within the second-order Møller-Plesset perturbation theory and its finite temperature variational form. Example calculation results are presented and used to demonstrate the efficacy of the methods.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2023

Integrated path planning and control through proximal policy optimization for a marine current turbine

This paper presents an integrated path planning and tracking control framework for a marine current turbine (MCT), where the MCT is treated as an energy-harvesting autonomous underwater vehicle (AUV). Considering the ocean (space of action) is continuous, the proposed framework employs two modules to address path planning and path tracking enabled by the proximal policy optimization (PPO) algorithm, which is a policy gradient deep reinforcement learning (RL) method. Further, to enable fully autonomous operation in a stochastic oceanic environment, the proposed path planning seeks a primary objective of maximizing the harvested energy; then, the path tracking module is designed to minimize the tracking error and avoid collisions with static and dynamic obstacles. Using field-collected acoustic Doppler current profiler (ADCP) data, the performance of the proposed framework is evaluated. Comparative studies with baseline algorithms in three different scenarios of path planning, path tracking without an obstacle, and path tracking with collision avoidance verify the effectiveness of our proposed approach.

16 TIDAL AND WAVE POWER↗
DOE OSTI2011

Dynamic Analysis of Electrical Power Grid Delivery: Using Prime Mover Engines to Balance Dynamic Wind Turbine Output

This paper presents an investigation into integrated wind + combustion engine high penetration electrical generation systems. Renewable generation systems are now a reality of electrical transmission. Unfortunately, many of these renewable energy supplies are stochastic and highly dynamic. Conversely, the existing national grid has been designed for steady state operation. The research team has developed an algorithm to investigate the feasibility and relative capability of a reciprocating internal combustion engine to directly integrate with wind generation in a tightly coupled Hybrid Energy System. Utilizing the Idaho National Laboratory developed Phoenix Model Integration Platform, the research team has coupled demand data with wind turbine generation data and the Aspen Custom Modeler reciprocating engine electrical generator model to investigate the capability of reciprocating engine electrical generation to balance stochastic renewable energy.

17 WIND ENERGY↗
DOE OSTI2019

Analysis of Differential Financial Impacts of LWR Load-Following Operations. Revision 1

This document reports the application of HERON (Holistic Energy Resource Optimization Network), a newly-developed RAVEN (Risk Analysis Virtual ENvironment) plugin for grid and capacity optimization, to a case study conducted in collaboration with Arizona Public Service (APS). The study is a work in progress; this report presents a description of current models and corresponding results for a particular consideration. APS is anticipating several operational challenges. The first is rapid growth of Variable Renewable Energy (VRE) sources such as wind and solar power providing energy to the grid in the APS service region. This creates challenges for baseload operation of the Palo Verde Generating Station (PVGS), a nuclear power plant co-owned and operated by APS. The second challenge for APS is a change in the cooling water acquisition contract with the Sub Regional Operating Group (SROG). The existing contract is expiring soon, and a renewal is only available for a significantly higher price of water. These two challenges represent a difficulty in maintaining profitability for PVGS as local area demand is highly fluctuant and water prices may increase. Furthermore, excess production at PVGS is currently traded on the Palo Verde energy Hub (PVH), which occasionally offers very low or negative locational marginal prices (LMP) for electricity. This analysis considers the potential benefits of occasional curtailment of PVGS as a method to mitigate unprofitable production hours. Similar to load following, optional daily curtailment would allow APS to elect curtailment of PVGS as low as 70% of its nominal operating level between the hours of 08:00 and 16:00 provided local area demand is met and it is profitable to do so. This document reports a stochastic differential analysis of the Net Present Value (NPV) of PVGS as operated by NPS as a result of optional curtailment operation. To model this differential case, HERON has been designed from previous efforts in this study as a generic tool to accelerate the design and execution of RAVEN workflows for technoeconomic analysis of grid energy systems. HERON leverages both RAVEN and the CashFlow plugin for RAVEN to stochastically explore or optimize a response surface with energy grid system production capacities as inputs and mean NPV as a goal function. HERON performs these evaluations by stochastically sampling market, weather, and demand events using RAVEN’s ARMA reduced-order model capability to generate boundary conditions for dispatch optimization. The algorithm performs the dispatch optimization for each of the synthetic scenarios. For this case, HERON designs workflows to simulate behavior of the PVH, wind, solar, and APS local area demand, and use these synthetic scenarios to stochastically evaluate the differential benefit of optional curtailment for each scenario. While this study finds optional curtailment to be a potential source of revenue, the magnitude of the differential NPV is sufficiently small that it is unlikely a priority for increasing the profitability of PVGS. Further, the differential NPV shrinks throughout the simulated years, suggesting the long-term benefit of such operation given current assumptions is negligible.

14 SOLAR ENERGY↗
DOE OSTI2013

Filtering with Marked Point Process Observations via Poisson Chaos Expansion

We study a general filtering problem with marked point process observations. The motivation comes from modeling financial ultra-high frequency data. First, we rigorously derive the unnormalized filtering equation with marked point process observations under mild assumptions, especially relaxing the bounded condition of stochastic intensity. Then, we derive the Poisson chaos expansion for the unnormalized filter. Based on the chaos expansion, we establish the uniqueness of solutions of the unnormalized filtering equation. Moreover, we derive the Poisson chaos expansion for the unnormalized filter density under additional conditions. To explore the computational advantage, we further construct a new consistent recursive numerical scheme based on the truncation of the chaos density expansion for a simple case. The new algorithm divides the computations into those containing solely system coefficients and those including the observations, and assign the former off-line.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A New Simple-to-Configure Self-Perturbing Multivariable Extremum-Seeking Controller

This paper presents a new stochastic relay-based extremum-seeking controller (ESC) for multi-input-single-output (MISO) systems. The algorithm was developed with the goal of simplifying configuration to enable easier deployment to real-world problems. A solution is developed first for a static map and then adapted for a general class of dynamic systems. The number of configurable parameters is one per input channel for the static case and only one additional parameter is needed for the dynamic version. The problem of gradient identifiability is solved via the use of stochastic relay gains and a simple stability proof for the static case is presented. Simulation tests demonstrate the performance of the strategy for optimizing both static and dynamic systems.

Salsbury, Timothy [BATTELLE (PACIFIC NW LAB)]↗
DOE OSTI2011

Power Minimization techniques for Networked Data Centers.

Our objective is to develop a mathematical model to optimize energy consumption at multiple levels in networked data centers, and develop abstract algorithms to optimize not only individual servers, but also coordinate the energy consumption of clusters of servers within a data center and across geographically distributed data centers to minimize the overall energy cost and consumption of brown energy of an enterprise. In this project, we have formulated a variety of optimization models, some stochastic others deterministic, and have obtained a variety of qualitative results on the structural properties, robustness, and scalability of the optimal policies. We have also systematically derived from these models decentralized algorithms to optimize energy efficiency, analyzed their optimality and stability properties. Finally, we have conducted preliminary numerical simulations to illustrate the behavior of these algorithms. We draw the following conclusion. First, there is a substantial opportunity to minimize both the amount and the cost of electricity consumption in a network of datacenters, by exploiting the fact that traffic load, electricity cost, and availability of renewable generation fluctuate over time and across geographical locations. Judiciously matching these stochastic processes can optimize the tradeoff between brown energy consumption, electricity cost, and response time. Second, given the stochastic nature of these three processes, real-time dynamic feedback should form the core of any optimization strategy. The key is to develop decentralized algorithms that can be implemented at different parts of the network as simple, local algorithms that coordinate through asynchronous message passing.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2016

Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗