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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.

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At least 73 records · Page 4

Probing off-Hugoniot states in Ta, Cu, and Al to 1000 GPa compression with magnetically driven liner implosions

We report on a new technique for obtaining off-Hugoniot pressure vs. density data for solid metals compressed to extreme pressure by a magnetically driven liner implosion on the Z-machine (Z) at Sandia National Laboratories. In our experiments, the liner comprises inner and outer metal tubes. The inner tube is composed of a sample material (e.g., Ta and Cu) whose compressed state is to be inferred. The outer tube is composed of Al and serves as the current carrying cathode. Another aluminum liner at much larger radius serves as the anode. A shaped current pulse quasi-isentropically compresses the sample as it implodes. The iterative method used to infer pressure vs. density requires two velocity measurements. Photonic Doppler velocimetry probes measure the implosion velocity of the free (inner) surface of the sample material and the explosion velocity of the anode free (outer) surface. These two velocities are used in conjunction with magnetohydrodynamic simulation and mathematical optimization to obtain the current driving the liner implosion, and to infer pressure and density in the sample through maximum compression. This new equation of state calibration technique is illustrated using a simulated experiment with a Cu sample. Monte Carlo uncertainty quantification of synthetic data establishes convergence criteria for experiments. Results are presented from experiments with Al/Ta, Al/Cu, and Al liners. Symmetric liner implosion with quasi-isentropic compression to peak pressure ∼1000 GPa is achieved in all cases. These experiments exhibit unexpectedly softer behavior above 200 GPa, which we conjecture is related to differences in the actual and modeled properties of aluminum.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multifidelity Uncertainty Quantification with Applications in Wind Turbine Aerodynamics: Preprint

The propagation of input uncertainty through engineering models allows designers to better understand the range of possible outcomes resulting from design decisions. This could lead to greater trust between modelers and stakeholders in the wind energy industry. In this study, we apply multilevel-multifidelity Monte Carlo sampling to flow over an airfoil, assuming uncertainty in the inflow conditions, and characterize the associated computational savings compared to standard Monte Carlo approaches. The truth model is provided by an airfoil simulation with a very fine computational time step, and auxiliary lower-level models are provided by simulations with coarser time steps. Reynolds-averaged Navier Stokes and detached eddy simulations are used to obtain two different model fidelities. The primary quantity of interest for this analysis is the lift force, which is examined for a range of angles of attack. We launch an initial set of 'trial' samples to determine the optimal allocation of model evaluations, and these trial evaluations are used to inform a larger sampling effort. Using the multilevel-multifidelity approach, we achieve roughly an order of magnitude variance reduction in expected lift as compared to the standard Monte Carlo approach with an equivalent computational cost.

17 WIND ENERGY↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large, complex, and constrained spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hastings ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel computing architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.

97 MATHEMATICS AND COMPUTING↗

Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is computationally expensive. This work proposes a context-aware multi-fidelity Monte Carlo method that optimally balances the costs of training low-fidelity models with the costs of Monte Carlo sampling. It generalizes the previously developed context-aware bi-fidelity Monte Carlo method to hierarchies of multiple models and to more general types of low-fidelity models. When training low-fidelity models, the proposed approach takes into account the context in which the learned low-fidelity models will be used, namely for variance reduction in Monte Carlo estimation, which allows it to find optimal trade-offs between training and sampling to minimize upper bounds of the mean-squared errors of the estimators for given computational budgets. This is in stark contrast to traditional surrogate modeling and model reduction techniques that construct low-fidelity models with the primary goal of approximating well the high-fidelity model outputs and typically ignore the context in which the learned models will be used in upstream tasks. Further, the proposed context-aware multi-fidelity Monte Carlo method applies to hierarchies of a wide range of types of low-fidelity models such as sparse-grid and deep-network models. Numerical experiments with the gyrokinetic simulation code Gene show speedups of up to two orders of magnitude compared to standard estimators when quantifying uncertainties in small-scale fluctuations in confined plasma in fusion reactors. This corresponds to a runtime reduction from 72 days to four hours on one node of the Lonestar6 supercomputer at the Texas Advanced Computing Center.

42 ENGINEERING↗

Estimation of distributions via multilevel Monte Carlo with stratified sampling

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the joint cumulative distribution function (CDF) of a vector-valued quantity of interest in problems with random input parameters and initial conditions. Our approach combines MLMC with stratified sampling of the input sample space by replacing standard Monte Carlo at each level with stratified Monte Carlo initialized with proportionally allocated samples. We show that the resulting stratified MLMC (sMLMC) algorithm is more efficient than its standard MLMC counterpart due to the additional variance reduction provided by the stratification of the random parameter's domain, especially at the coarsest levels. Additional computational cost savings are obtained by smoothing the indicator function with a Gaussian kernel, which proves to be an efficient and robust alternative to recently developed polynomial-based techniques.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Statistical data analysis of x-ray spectroscopy data enabled by neural network accelerated Bayesian inference

Bayesian inference applied to x-ray spectroscopy data analysis enables uncertainty quantification necessary to rigorously test theoretical models. However, when comparing to data, detailed atomic physics and radiation transfer calculations of x-ray emission from non-uniform plasma conditions are typically too slow to be performed in line with statistical sampling methods, such as Markov Chain Monte Carlo sampling. Furthermore, differences in transition energies and x-ray opacities often make direct comparisons between simulated and measured spectra unreliable. Here, we present a spectral decomposition method that allows for corrections to line positions and bound–bound opacities to best fit experimental data, with the goal of providing quantitative feedback to improve the underlying theoretical models and guide future experiments. In this work, we use a neural network (NN) surrogate model to replace spectral calculations of isobaric hot-spots created in Kr-doped implosions at the National Ignition Facility. The NN was trained on calculations of x-ray spectra using an isobaric hot-spot model post-processed with Cretin, a multi-species atomic kinetics and radiation code. The speedup provided by the NN model to generate x-ray emission spectra enables statistical analysis of parameterized models with sufficient detail to accurately represent the physical system and extract the plasma parameters of interest.

47 OTHER INSTRUMENTATION↗

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

- This presentation applies statistics to launch vehicle design, but the methods may be used for other engineering applications - Vehicle Models: What do we know when? How to separate parameters for making Monte Carlo runs - Known when assembling the vehicle but not during design - Known prior to committing to flight - Unknown at lift off - How do we correctly model the vehicle during the design phases? - Number of Monte Carlo samples - Requirements success - Design parameter values

Monte Carlo↗

Launch Vehicle Design and Requirements Verification Using Statistical Methods

- This presentation applies statistics to launch vehicle design, but the methods may be used for other engineering applications - Vehicle Models: What do we know when? How to separate parameters for making Monte Carlo runs - Known when assembling the vehicle but not during design - Known prior to committing to flight - Unknown at lift off - How do we correctly model the vehicle during the design phases? - Number of Monte Carlo samples - Requirements success - Design parameter values

Monte Carlo↗

Stochastic optimization of a uranium oxide reaction mechanism using plasma flow reactor measurements

Abstract In this work, a coupled Monte Carlo Genetic Algorithm (MCGA) approach is used to optimize a gas phase uranium oxide reaction mechanism based on plasma flow reactor (PFR) measurements. The PFR produces a steady Ar plasma containing U, O, H, and N species with high temperature regions (3000–5000 K) relevant to observing UO formation via optical emission spectroscopy. A global kinetic treatment is used to model the chemical evolution in the PFR and to produce synthetic emission signals for direct comparison with experiments. The parameter space of a uranium oxide reaction mechanism is then explored via Monte Carlo sampling using objective functions to quantify the model-experiment agreement. The Monte Carlo results are subsequently refined using a genetic algorithm to obtain an experimentally corroborated set of reaction pathways and rate coefficients. Out of 12 reaction channels targeted for optimization, four channels are found to be well constrained across all optimization runs while another three channels are constrained in select cases. The optimized channels highlight the importance of the OH radical in oxidizing uranium in the PFR. This study comprises a first step toward producing a comprehensive experimentally validated reaction mechanism for gas phase uranium molecular species formation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Importance Sampling with Analog Scenarios for Stochastic Economic Dispatch

Increasing penetrations of renewable energy sources such as wind into power grids motivates the investigation of new approaches to 5-minute economic dispatch computation. In this poster, we investigate the application of importance sampling in the two-stage stochastic economic dispatch problem while using historical data to characterize uncertainty. In our numerical experiments, we observe that importance sampling performs better than the standard Monte Carlo sampling approach in preventing loss-of-load. While first-stage costs are comparable for both sampling methods, the second-stage costs are significantly reduced when the importance sampling method is employed.

97 MATHEMATICS AND COMPUTING↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.

Stephanie Y Zhu↗

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditioned $\ell^1$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.

97 MATHEMATICS AND COMPUTING↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Unmitigated uncertainties are known to have previously led to failed development programs; in order to combat these uncertainties, risks and their impacts must be understood and handled to ensure program success. In this paper, a probabilistic methodology to handle uncertainties is demonstrated on a three-element Human Landing System (HLS) concept, which allows tracking of current best estimates of the vehicle’s performance and assessment of its robustness against uncertainties. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as to model the HLS architecture. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. Range estimating — a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities — is then adapted with operational parameters as well as vehicle parameters in the DYREQT model to capture mission uncertainty alongside vehicle uncertainty. To perform the range estimation portion of this methodology, the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the set of uncertainty parameters. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo on the surrogate models. This probabilistic methodology was proved to provide insight into the underlying uncertainties of the three-element HLS architecture.

Stephanie Y Zhu↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Unmitigated uncertainties are known to have previously led to failed development programs; in order to combat these uncertainties, risks and their impacts must be understood and handled to ensure program success. In this paper, a probabilistic methodology to handle uncertainties is demonstrated on a three-element Human Landing System (HLS) concept, which allows tracking of current best estimates of the vehicle’s performance and assessment of its robustness against uncertainties. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as to model the HLS architecture. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. Range estimating — a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities — is then adapted with operational parameters as well as vehicle parameters in the DYREQT model to capture mission uncertainty alongside vehicle uncertainty. To perform the range estimation portion of this methodology, the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the set of uncertainty parameters. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo on the surrogate models. This probabilistic methodology was proved to provide insight into the underlying uncertainties of the three-element HLS architecture.

Stephanie Y. Zhu↗

Deep Learning without Global Optimization by Random Fourier Neural Networks

Here we introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov chain Monte Carlo sampling procedure to iteratively train network layers, avoiding global and gradient-based optimization while maintaining error control. It consistently attains the theoretical approximation rate for residual networks with complex exponential activation functions, determined by network complexity. Additionally, it enables efficient learning of multiscale and high-frequency features, producing interpretable parameter distributions. Despite using sinusoidal basis functions, we do not observe Gibbs phenomena in approximating discontinuous target functions.

97 MATHEMATICS AND COMPUTING↗

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with application of accepted moves to the matrices delayed until after a predetermined number of moves, K . The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.

97 MATHEMATICS AND COMPUTING↗