A gradient method for optimizing stochastic systems.
Steepest descent method extended to trajectory optimization problem for stochastically disturbed systems with application to Euler equation for white noise problem of reentering vehicle
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Steepest descent method extended to trajectory optimization problem for stochastically disturbed systems with application to Euler equation for white noise problem of reentering vehicle
A simulation-based technique for obtaining numerical estimates of the reliability of N-version, real-time software is presented. An extended stochastic Petri net is employed to represent the synchronization structure of N versions of the software, where dependencies among versions are modeled through correlated sampling of module execution times. Test results utilizing specifications for NASA's planetary lander control software indicate that mutation-based testing could hold greater potential for enhancing reliability than the desirable but perhaps unachievable goal of independence among N versions.
Modern spark ignition internal combustion engines rely on fast combustion rates and high dilution to achieve high brake thermal efficiencies. To accomplish this, new engine designs have moved towards increased tumble ratios and stroke-to-bore ratios. Increased tumble ratios correlate positively with increases in turbulent kinetic energy and improved fuel and residual gas mixing, all of which favor faster and more efficient combustion. Longer stroke-to-bore ratios allow higher geometric compression ratios and use of late intake valve closing to control peak compression pressures and temperatures. The addition of dilution to improve efficiency is limited by the resulting increase in combustion instabilities manifested by cycle-to-cycle variability. A number of effects - preferential diffusion, turbulence-combustion interactions, stochastic flow patterns, laminar-turbulent flame kernel transitions, and relative length and velocity scales between flame and turbulence - are believed to be responsible for the increase in cycle-to-cycle variations, where their contributions are likely interlinked. Several studies have shown the influence of stochastic flow characteristics on the nature of combustion instabilities, such as velocity patterns on flame kernel formation and cycle-to-cycle variations in residual gas. However, few have focused on the specific effects of fuel properties. The objective of this work is to contrast the effects of dilution on propane stoichiometric combustion against gasoline. Dilution tolerance experiments were conducted in a purpose-built high stroke-to-bore ratio single cylinder engine with both gasoline and LPG. Three-dimensional full cycle computational fluid dynamics (CFD) simulations employing a level-set combustion approach and Reynolds averaged Navier-Stokes (RANS) turbulence modeling was used to qualitatively assess the changes in length and velocity scales for turbulence and the flame. The experimental results showed that LPG can tolerate higher exhaust gas recirculation (EGR) dilution under a variety of conditions. Analysis of CFD simulations showed that propane flames are likely less sensitive to influences from the flow field due to less thickening of the flame and higher effective flame speeds.
A computational procedure employing a stochastic learning method in conjunction with dynamic simulation of helicopter flight and weapon system operation was used to derive helicopter maneuvering strategies. The derived strategies maximize either survival or kill probability and are in the form of a feedback control based upon threat visual or warning system cues. Maneuverability parameters implicit in the strategy development include maximum longitudinal acceleration and deceleration, maximum sustained and transient load factor turn rate at forward speed, and maximum pedal turn rate and lateral acceleration at hover. Results are presented in terms of probability of skill for all combat initial conditions for two threat categories.
New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.
In this work, we present an efficient energy-based method for structural optimization with stochastic electronic structure theories, such as diffusion quantum Monte Carlo (DMC). This method is based on robust line-search energy minimization in reduced parameter space, exploiting approximate but accurate Hessian information from a surrogate theory, such as density functional theory. The surrogate theory is also used to characterize the potential energy surface, allowing for simple but reliable ways to maximize statistical efficiency while retaining controllable accuracy. We demonstrate the method by finding the minimum DMC energy structures of the selected flake-like aromatic molecules, such as benzene, coronene, and ovalene, represented by 2, 6, and 19 structural parameters, respectively. In each case, the energy minimum is found within two parallel line-search iterations. The method is near-optimal for a line-search technique and suitable for a broad range of applications. It is easily generalized to any electronic structure method where forces and stresses are still under active development and implementation, such as diffusion Monte Carlo, auxiliary-field Monte Carlo, and stochastic configuration interaction, as well as deterministic approaches such as the random-phase approximation. Accurate and efficient means of geometry optimization could shed light on a broad class of materials and molecules, showing high sensitivity of induced properties to structural variables.
Dislocation climb is an important high temperature process in metals plasticity, responsible for the phenomena such as creep, swelling, or hardening. Climb is defined by the ability of dislocations to leave their original glide plane by interacting with point defects. As such, dislocation climb is controlled by point defect diffusion/absorption/emission, all of which involve thermal activation. The existing thermodynamically consistent models for climb are generally formulated in a continuum framework, through the definition of effective defect fluxes and climb propensities in response to thermodynamic driving forces. However, the point-wise discrete nature of vacancies (and/or self-interstitials) confers a highly discrete nature to the climb dynamics, which is also strongly affected by elastic forces. The combination of discreteness, thermal activation, and elasticity makes this process too challenging for direct atomistic methods such as molecular dynamics. Here we develop a kinetic Monte Carlo model that captures vacancy generation and transport kinetics acting in conjuction with the evolving elastic fields provided by discrete dislocation dynamics simulations. The two models are coupled via the applied stresses and stress gradients generated by dislocation structures at vacancy locations. Our simulations reveal two surprising results. First that climb is dominated by vacancy emission even when the background vacancy concentration is much higher than the equilibrium one. And, second, that climb velocities might be much faster than otherwise believed when one uses the classical theories of climb. These effects are due to the locality of vacancy-dislocation processes, which are not captured in classical treatments that assume smooth vacancy fluxes and homogeneous concentrations. We apply the method to study elementary climb processes in body-centered cubic iron and furnish climb mobility functions to be used in parametric dislocation dynamics and/or crystal plasticity simulations. Here, we apply the technique to study non-conservative plastic bypass of spherical precipitates by edge dislocations and point out the differences between our discrete approach and existing continuum formulations.
Ab initio molecular dynamics (AIMD) is a valuable technique for studying molecules and materials at finite temperatures where the nuclei evolve on potential energy surfaces obtained from accurate electronic structure calculations. In this work, we present an approach to running AIMD simulations on noisy intermediate-scale quantum (NISQ)-era quantum computers. The electronic energies are calculated on a quantum computer using the variational quantum eigensolver (VQE) method. Algorithms for computation of analytical gradients entirely on a quantum computer require quantum fault-tolerant hardware, which is beyond NISQ-era. Therefore, we compute the energy gradients numerically using finite differences, the Hellmann-Feynman theorem, and a correlated sampling technique. This method only requires additional classical calculations of electron integrals for each degree of freedom without any additional computations on a quantum computer beyond the initial VQE run. As a proof of concept, AIMD simulations are demonstrated for the H-2 molecule on IBM quantum devices. In addition, we demonstrate the validity of the method for larger molecules using full configuration interaction wave functions. As quantum hardware and noise mitigation techniques continue to improve, the method can be utilized for studying larger molecular systems.
Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.
Copper nanoparticles have emerged as promising electrocatalysts for energy storage and conversion. Generally, homogenous nanoparticle synthesis requires a stabilizing ligand, which may influence the electrocatalysis. Ligands can be avoided by direct nanoparticle electrodeposition. Here, we extend nanodroplet-mediated electrodeposition to the electrodeposition of copper nanoparticles from aqueous nanodroplets suspended in 0.1 M tetrabutylammonium hexafluorophosphate ([TBA][PF 6 ]) and 1,2-dichloroethane. Stochastic electrochemistry on microelectrodes was used to elucidate nanoparticle growth kinetics for various solution conditions and substrate materials. A study on the effect of surfactants on nanoparticle morphology and growth kinetics demonstrated the surfactant's role as an avenue for morphological control. Nanoparticle morphology was studied by Scanning Electron Microscopy (SEM) and Transmission Electron Microscopy (TEM). Energy-dispersive X-ray Spectroscopy (EDX) confirmed the presence of copper nanoparticles. TEM and Selected Area Electron Diffraction (SAED) confirmed nanoparticle size, morphology, and polycrystallinity. We demonstrate tunable nanoparticle size using cyclic voltammetry on single aqueous nanodroplets by altering the voltammetric sweeping potentials of copper electroreduction. Finite element simulations validate the voltammetric response and ability to control the nanoparticle size with nanometer resolution during a voltammetric sweep. These results inform the electrodeposition of copper nanoparticles from aqueous nanodroplets for important applications, such as the conversion of CO 2 to hydrocarbon fuels.
Modern industries increasingly rely on multi-sensor technologies to acquire complex, high-dimensional data streams, enabling advanced monitoring and control systems. One critical application is online anomaly detection in electrical smart grids, where multivariate and multimodal sensing technologies play a vital role. However, detecting anomalies in such time-series data is challenging due to their inherent temporal dependencies and stochastic behavior. Traditional approaches based on supervised and semi-supervised learning methods depend on labeled datasets, which are often unavailable in real-world scenarios. While unsupervised methods have emerged as promising alternatives, these methods are highly susceptible to noise and outliers commonly present in sensing applications. Furthermore, deep learning-based anomaly detection methods, despite their performance, are often criticized for their black-box nature, limiting their applicability in safety-critical and online environments where interpretability and explainability are paramount. In this work, we propose an unsupervised anomaly clustering method leveraging a cyclic alignment-based offset detection algorithm for multivariate time-series signals. The proposed method is applied to multivariate data collected from vibrational, voltage, and magnetic field sensors deployed in a local grid substation. Our results demonstrate the robustness of the algorithm in accurately clustering various anomalies/events across different sensing modalities. Additionally, we compare the effectiveness of the proposed approach against a simple pattern-based anomaly detection method, which performs well for univariate data but fails to generalize to multivariate and multimodal time-series data.
The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.
Here, this paper develops a risk-aware controller for grid-forming inverters (GFMs) to minimize large frequency oscillations in GFM inverter-dominated power systems. To tackle the high variability from loads/renewables, we incorporate a mean-variance risk constraint into the classical linear quadratic regulator (LQR) formulation for this problem. The risk constraint aims to bound the time-averaged cost of state variability and thus can improve the worst-case performance for large disturbances. The resulting risk-constrained LQR problem is solved through the dual reformulation to a minimax problem, by using a reinforcement learning (RL) method termed as stochastic gradient-descent with max-oracle (SGDmax). In particular, the zero-order policy gradient (ZOPG) approach is used to simplify the gradient estimation using simulated system trajectories. Numerical tests conducted on the IEEE 68-bus system have validated the convergence of our proposed SGDmax for GFM model and corroborate the effectiveness of the risk constraint in improving the worst-case performance while reducing the variability of the overall control cost.
The Tropical North Atlantic (TNA) is characterized by significant interannual variability in sea surface temperature (SST), which is phase-locked to the boreal spring. In this study, the phase-locking of TNA is investigated by adopting a linear stochastic-dynamical model (SDM) using seasonally modulated TNA feedbacks together with the seasonal modulation of ENSO forcing. In the observations, the role of local TNA feedbacks and ENSO forcing in TNA phase-locking are equivalently important with both preferring the peak of TNA variability to appear in the boreal spring. Besides, the seasonal modulation of TNA feedbacks and ENSO forcing strength are both mainly controlled by thermodynamic processes. In most climate models, the contribution of ENSO on TNA phase-locking is weaker than that in observations. The strength of ENSO-related TNA phase-locking is highly correlated with the relationship between ENSO and TNA, which is mainly determined by the amplitude of ENSO and its teleconnection patterns.
Utilization of core–shell rather than monometallic nanocrystals (NCs) facilitates fine-tuning of NC properties for applications. However, compositional evolution via intermixing can degrade these properties prompting recent experimental studies. We develop an atomistic-level stochastic model for vacancy-mediated intermixing exploiting a formalism which allows incorporation at an ab initio density functional theory level of not just the thermodynamics of vacancy formation, but also relevant diffusion barriers for a vast number of possible local environments (in the core and in the shell, at the interface, and in the intermixed phase). This facilitates a predictive treatment and comprehensive understanding of intermixing on the relevant time scale (e.g., 10 1 –10 3 s). In contrast, previous modeling at the atomistic level utilized only unrealistic generic prescriptions of barriers or employed simplified continuum treatments. For Au@Ag octahedral core–cubic shell NCs, our modeling not only captures the experimentally observed rate or time scale for intermixing of ~100 s at 450 °C for 60 nm NCs, but also elucidates the underlying rate controlling processes and the effective intermixing barrier.
When training for control problems, more episodes used in training usually leads to better generalizability, but more episodes also requires significantly more training time. There are a variety of approaches for selecting the way that training episodes are chosen, including fixed episodes, uniform sampling, and stochastic sampling, but they can all leave gaps in the training landscape. In this work, we describe an approach that leverages an adversarial evolutionary algorithm to identify the worst performing states for a given model. We then use information about these states in the next cycle of training; this process can be repeated until the desired level of model performance is met. We demonstrate this approach with the OpenAI Gym cart-pole problem. With this problem, we show that the adversarial evolutionary algorithm did not reduce the number of episodes required in training needed to attain model generalizability when compared with stochastic sampling, and actually performed slightly worse.
An overview of the methods and concepts developed to enhance and predict structural dynamic characteristics of advanced aeropropulsion systems is presented. Aeroelasticity, vibration control, dynamic systems, and computational structural methods are four disciplines that make up the structural dynamic effort at LeRC. The aeroelasticity program develops analytical and experimental methods for minimizing flutter and forced vibration of aerospace propulsion systems. Both frequency domain and time domain methods were developed for applications on the turbofan, turbopump, and advanced turboprop. In order to improve life and performance, the vibration control program conceives, analyzes, develops, and demonstrates new methods for controlling vibrations in aerospace systems. Active and passive vibration control is accomplished with electromagnetic dampers, magnetic bearings, and piezoelectric crystals to control rotor vibrations. The dynamic systems program analyzes and verifies the dynamics of interacting systems, as well as develops concepts and methods for high-temperature dynamic seals. Work in this field involves the analysis and parametric identification of large, nonlinear, damped, stochastic systems. The computational structural methods program exploits modern computer science as an aid to the solutions of structural problems.
The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.