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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
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

A Multistage Stochastic Transmission Expansion Algorithm for Wide-Area Planning under Uncertainty

The overall objective for this project was to develop and demonstrate a set of methods for solving the transmission investment problem for a large network considering many possible scenarios of future conditions and multiple decision points when investments can be made. Project sub-objectives achieved this goal through a succession of extending the methods to apply to problems with increasing complexity or additional features, including the number of decision points, whether generation and transmission are co-optimized, and whether AC or DC power flow is used. A transmission model was developed for the Western Electric Coordinating Council (WECC) region, the high-voltage transmission system that serves the western third of the continental U.S. Using a dataset provided by WECC and by researchers from John Hopkins University, we have validated and demonstrated the model and used it to compare the new method for solving multi-stage stochastic transmission planning to several state-of-the-art techniques. The project has resulted in several key outcomes and achievements: The covariance-based method for choosing a small set of hours to represent short-term variability has superior performance in terms of accuracy to existing methods, including K-means clustering and Importance Sampling; The combined partitioning method for long-term uncertainty with the nested clustering approach for choosing representative hours for each long-term group has superior accuracy for equivalent computational effort compared with existing methods; Using the partitioning/clustering method combined with Sample Average Approximation provides both statistical bounds on the quality of the solution and at the same time, a complete investment plan for all contingencies in the full uncertainty set; no existing methods can provide both at the same time; The method is demonstrated to work well for choosing both transmission and generation investments; A variant on the method allows for both scenario selection and simultaneous correction for the error from the DC power flow approximation to provide a tractable method for AC power flow-based transmission planning under uncertainty; The method applied to the WECC case study demonstrates the additional value to the system operator and the consumer of identifying flexible investment options in the near-term decisions. In particular, the case study exhibits significant option value in postponing some transmission additions that appear useful but in some long-term system states create new congestion problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1988

On the Wiener-Masani algorithm for finding the generating function of multivariate stochastic processes

The algorithms developed by Wiener and Masani (1957 and 1958) and Masani (1960) for the characterization of a class of multivariate stationary stochastic processes are investigated analytically. The algorithms permit the determination of (1) the generating function, (2) the prediction-error matrix, and (3) an autoregressive representation of the linear least-squares predictor. A number of theorems and lemmas are proved, and it is shown that the range of validity of the algorithms can be extended significantly beyond that given by Wiener and Masani.

Miamee, A. G.↗
NASA NTRS1977

Algorithms for adaptive stochastic control for a class of linear systems

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Toda, M.↗
NASA NTRS1982

Some critical questions about deterministic and stochastic adaptive control algorithms

The purpose of this informal paper is to discuss certain robustness issues associated with existing adaptive control algorithms. A modeling framework for incorporating high-frequency unknown dynamics in the adaptive control framework is suggested. Possible fundamental limitations of existing adaptive control framework is suggested. Possible fundamental limitations of existing adaptive control algorithms are also discussed, with emphasis upon their closed-loop stability properties in the presence of unmodeled high-frequency dynamics.

Athans, M.↗
NASA NTRS1999

Fast Quantum Algorithms for Numerical Integrals and Stochastic Processes

We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algotithms and a quadratic speed increase incomparison to classical Monte Carlo methods.

quantum algorithms numerical integrals↗
NASA NTRS1998

Comparison of Radar Rainfall Retrieval Algorithms in Convective Rain During TOGA COARE

The authors compare deterministic and stochastic rain-rate retrieval algorithms by applying them to 14-GHz nadir-looking airborne radar reflectivity profiles acquired in tropical convective rain during the Tropical Ocean Global Atmosphere Coupled Ocean-Atmosphere Response Experiment, The deterministic algorithms both use the path-integrated attenuation (PIA), measured by the surface reference technique, as a constraint. One deterministic algorithm corrects the k-R relation, while the second corrects the Z-R relation. The stochastic algorithms are based on applying an extended Kalman filter to the reflectivity profile. One employs radar reflectivity only; the other additionally uses the PIA. The authors find that the stochastic algorithm, which uses the PIA, is the most robust algorithm with regard to incorrect assumptions about the drop size distribution (DSD). The deterministic algorithm that uses the PIA to adjust the Z-R relation is also fairly robust and produces rain rates similar to the stochastic algorithm that uses the PIA, The deterministic algorithm that adjusts only the k-R relation and the stochastic radar-only algorithm are more sensitive to assumptions about the DSD. It is likely that they underestimate convective rainfall, especially if the DSD is erroneously assumed to be appropriate for stratiform rain conditions.

Durden, Stephen L.↗
DOE OSTI2023

Structure optimization with stochastic density functional theory

Linear-scaling techniques for Kohn–Sham density functional theory are essential to describe the ground state properties of extended systems. Still, these techniques often rely on the localization of the density matrix or accurate embedding approaches, limiting their applicability. In contrast, stochastic density functional theory (sDFT) achieves linear- and sub-linear scaling by statistically sampling the ground state density without relying on embedding or imposing localization. In return, ground state observables, such as the forces on the nuclei, fluctuate in sDFT, making optimizing the nuclear structure a highly non-trivial problem. In this work, we combine the most recent noise-reduction schemes for sDFT with stochastic optimization algorithms to perform structure optimization within sDFT. We compare the performance of the stochastic gradient descent approach and its variations (stochastic gradient descent with momentum) with stochastic optimization techniques that rely on the Hessian, such as the stochastic Broyden–Fletcher–Goldfarb–Shanno algorithm. In conclusion, we further provide a detailed assessment of the computational efficiency and its dependence on the optimization parameters of each method for determining the ground state structure of bulk silicon with varying supercell dimensions.

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

Latency considerations for stochastic optimizers in variational quantum algorithms

Variational quantum algorithms, which have risen to prominence in the noisy intermediate-scale quantum setting, require the implementation of a stochastic optimizer on classical hardware. To date, most research has employed algorithms based on the stochastic gradient iteration as the stochastic classical optimizer. In this work we propose instead using stochastic optimization algorithms that yield stochastic processes emulating the dynamics of classical deterministic algorithms. This approach results in methods with theoretically superior worst-case iteration complexities, at the expense of greater per-iteration sample (shot) complexities. We investigate this trade-off both theoretically and empirically and conclude that preferences for a choice of stochastic optimizer should explicitly depend on a function of both latency and shot execution times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Modeling electrokinetic flows with the discrete ion stochastic continuum overdamped solvent algorithm

In this article we develop an algorithm for the efficient simulation of electrolytes in the presence of physical boundaries. In previous work the discrete ion stochastic continuum overdamped solvent (DISCOS) algorithm was derived for triply periodic domains, and was validated through ion-ion pair correlation functions and Debye-Hückel-Onsager theory for conductivity, including the Wien effect for strong electric fields. In extending this approach to include an accurate treatment of physical boundaries we must address several important issues. First, the modifications to the spreading and interpolation operators necessary to incorporate interactions of the ions with the boundary are described. Next we discuss the modifications to the electrostatic solver to handle the influence of charges near either a fixed potential or dielectric boundary. An additional short-ranged potential is also introduced to represent interaction of the ions with a solid wall. Finally, the dry diffusion term is modified to account for the reduced mobility of ions near a boundary, which introduces an additional stochastic drift correction. Herein, several validation tests are presented confirming the correct equilibrium distribution of ions in a channel. Additionally, the methodology is demonstrated using electro-osmosis and induced-charge electro-osmosis, with comparison made to theory and other numerical methods. Notably, the DISCOS approach achieves greater accuracy than a continuum electrostatic simulation method. We also examine the effect of under-resolving hydrodynamic effects using a “dry diffusion” approach, and find that considerable computational speedup can be achieved with a negligible impact on accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Stochastic relativistic viscous hydrodynamics from the Metropolis algorithm

We propose an algorithm for simulating stochastic relativistic fluid dynamics based on Metropolis updates. Each step of the algorithm begins with an update based on ideal hydrodynamics. This is followed by proposing random (spatial) momentum transfers between fluid cells, keeping the total energy fixed. These proposals are then accepted or rejected using the change in entropy as a statistical weight. The algorithm reproduces relativistic viscous hydrodynamics in the “density frame,” which is a formulation of viscous hydrodynamics we review and clarify here. This formulation is first order in time and requires no auxiliary dynamical fields such as Π 𝜇⁢𝜈 . The only parameters are the shear and bulk viscosities and the equation of state. Here, by adopting the 3+1 split of general relativity, we extend the Metropolis algorithm to general space-time coordinates, such as Bjorken coordinates, which are commonly used to simulate heavy-ion collisions.

Hydrodynamic noise↗
DOE OSTI2019

Online Stochastic Optimization of Networked Distributed Energy Resources

Our work investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a multi-period social welfare maximization problem, and based on its convex relaxation propose a distributed stochastic dual gradient algorithm for managing DERs. Moreover, we extend it to an online realtime setting with time-varying operating conditions, asynchronous updates by devices, and feedback being leveraged to account for nonlinear power flows as well as reduce communication overhead. The resulting algorithm provides a general online stochastic optimization algorithm for coordinating networked DERs with discrete power setpoints and dynamics to meet operational and economic objectives and constraints. We characterize the convergence of the algorithm analytically and evaluate its performance numerically.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Multistart algorithm for identifying all optima of nonconvex stochastic functions

Here, we propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and then starts a local stochastic optimization run from any point that is the "probabilistically best" point in its neighborhood. Under certain conditions, our algorithm is shown to asymptotically identify all local optima with high probability; this holds even though our algorithm is shown to almost surely start only finitely many local stochastic optimization runs. We demonstrate the performance of an implementation of our algorithm on nonconvex stochastic optimization problems, including identifying optimal variational parameters for the quantum approximate optimization algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Energy-momentum-conserving stochastic differential equations and algorithms for the nonlinear Landau-Fokker-Planck equation

Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP equation, they are conserved only on average by the conventional corresponding SDEs, suggesting that the underlying stochastic process may not be well defined by such SDEs. Here, in this study, we derive new SDEs with exact energy-momentum conservation for the Coulomb collision by factorizing the collective effect of field particles into individual particles and enforcing Newton's third law. These SDEs, when interpreted in the Stratonovich sense, have a particularly simple form that represents pure diffusion between particles without drag. To demonstrate that the new SDEs correspond to the LFP equation, we develop numerical algorithms that converge to the SDEs and preserve discrete conservation laws. Simulation results are presented in a benchmark of various relaxation processes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS2004

Application of Simulated Annealing and Related Algorithms to TWTA Design

Simulated Annealing (SA) is a stochastic optimization algorithm used to search for global minima in complex design surfaces where exhaustive searches are not computationally feasible. The algorithm is derived by simulating the annealing process, whereby a solid is heated to a liquid state and then cooled slowly to reach thermodynamic equilibrium at each temperature. The idea is that atoms in the solid continually bond and re-bond at various quantum energy levels, and with sufficient cooling time they will rearrange at the minimum energy state to form a perfect crystal. The distribution of energy levels is given by the Boltzmann distribution: as temperature drops, the probability of the presence of high-energy bonds decreases. In searching for an optimal design, local minima and discontinuities are often present in a design surface. SA presents a distinct advantage over other optimization algorithms in its ability to escape from these local minima. Just as high-energy atomic configurations are visited in the actual annealing process in order to eventually reach the minimum energy state, in SA highly non-optimal configurations are visited in order to find otherwise inaccessible global minima. The SA algorithm produces a Markov chain of points in the design space at each temperature, with a monotonically decreasing temperature. A random point is started upon, and the objective function is evaluated at that point. A stochastic perturbation is then made to the parameters of the point to arrive at a proposed new point in the design space, at which the objection function is evaluated as well. If the change in objective function values (Delta)E is negative, the proposed new point is accepted. If (Delta)E is positive, the proposed new point is accepted according to the Metropolis criterion: rho((Delta)f) = exp((-Delta)E/T), where T is the temperature for the current Markov chain. The process then repeats for the remainder of the Markov chain, after which the temperature is decremented and the process repeats. Eventually (and hopefully), a near-globally optimal solution is attained as T approaches zero. Several exciting variants of SA have recently emerged, including Discrete-State Simulated Annealing (DSSA) and Simulated Tempering (ST). The DSSA algorithm takes the thermodynamic analogy one step further by categorizing objective function evaluations into discrete states. In doing so, many of the case-specific problems associated with fine-tuning the SA algorithm can be avoided; for example, theoretical approximations for the initial and final temperature can be derived independently of the case. In this manner, DSSA provides a scheme that is more robust with respect to widely differing design surfaces. ST differs from SA in that the temperature T becomes an additional random variable in the optimization. The system is also kept in equilibrium as the temperature changes, as opposed to the system being driven out of equilibrium as temperature changes in SA. ST is designed to overcome obstacles in design surfaces where numerous local minima are separated by high barriers. These algorithms are incorporated into the optimal design of the traveling-wave tube amplifier (TWTA). The area under scrutiny is the collector, in which it would be ideal to use negative potential to decelerate the spent electron beam to zero kinetic energy just as it reaches the collector surface. In reality this is not plausible due to a number of physical limitations, including repulsion and differing levels of kinetic energy among individual electrons. Instead, the collector is designed with multiple stages depressed below ground potential. The design of this multiple-stage collector is the optimization problem of interest. One remaining problem in SA and DSSA is the difficulty in determining when equilibrium has been reached so that the current Markov chain can be terminated. It has been suggested in recent literature that simulating the thermodynamic properties opecific heat, entropy, and internal energy from the Boltzmann distribution can provide good indicators of having reached equilibrium at a certain temperature. These properties are tested for their efficacy and implemented in SA and DSSA code with respect to TWTA collector optimization.

Radke, Eric M.↗
NASA NTRS1991

Estimation of optical flow in airborne electro-optical sensors by stochastic approximation

The essence of motion or range estimation by passive electrooptical means is the ability to determine the correspondence of picture elements in pairs of image frames and to estimate their coordinates and their disparity (relative shifts) in the image plane of an electrooptical imaging sensor. The disparity can be in successive frames due to self-motion or in simultaneous frames of a stereo pair. A key issue is to provide these estimates on-line. This paper describes the theoretical background of such an interframe shift estimator. It is based on a stochastic gradient algorithm, specifically implementing a form of stochastic approximation, which can achieve rapid convergence of the shift estimate. Analytical and numerical simulation examples for random texture and isolated features validate the feasibility and the effectiveness of the estimator.

Merhav, S. J.↗
NASA NTRS2003

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

Zang, Thomas A.↗