Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic approaches”

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 73 records · Page 4

A Data-Driven Methodology for Contextual Unit Commitment Using Regression Residuals

Day after day, system operators are faced with the challenge of taking unit commitment (UC) decisions under uncertain net load conditions. The standard operating procedure for taking UC decisions begins by leveraging auxiliary data on covariates (such as the day of the week or latest weather information) to generate a point prediction for net load, which is used in solving a deterministic UC problem. Such an approach, however, is known to deliver a notoriously poor out-of-sample (OOS) performance, as it completely disregards the stochastic nature of net load. While stochastic programming models explicitly represent uncertainty, they mostly do so using a generic set of scenarios that neglect covariate observations, squandering useful auxiliary data that could be harnessed to glean insights into uncertainty. In this article, we discuss a contextual stochastic optimization approach to UC, which effectively exploits covariate observations while explicitly assessing uncertainty so as to boost the OOS performance of UC decisions. The key thrust of our approach is to leverage regression models, along with their empirical residuals, to set up and solve sample average approximation problems. Not only do we prove that our approach satisfies the requisite conditions for asymptotic optimality and consistency laid out in (Kannan et al., 2022), but we also assess its performance on several case studies conducted using real-world data collected in California ISO and New York ISO grids. In conclusion, results show that the proposed approach can significantly improve OOS performance compared to alternative methods proposed in the literature under varying dataset sizes.

Yurdakul, Ogun↗

Collaboratory on Mathematics for Mesoscopic Modeling of Materials (CM4)(Final Technical Report)

Our work on the CM4 grant focused on new mathematical and computational approaches for stochastic methods for mesoscopic systems. Our work included continuum SPDEs, molecular coarse-grained models, and hybrid particle-continuum approaches. This work was motivated by applications in soft materials, fluidic devices, and interfacial phenomena. Throughout the project we collaborated with several staff researchers, including from Pacific Northwest National Laboratories (PNNL) and Sandia National Laboratory (SNL) as well as other members of the CM4 project. Below we summarize briefly a few specific accomplishments from this work over the funding period. A full list of published papers and software releases supported by the grant are listed at the end.

97 MATHEMATICS AND COMPUTING↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust Statistical Approach for Determination of Graphite Nitridation Using Bayesian Model Comparison

A better estimation of surface reaction efficiency of semiconductor-grade graphite with atomic nitrogen, as well as the calibration error are calculated using Bayesian updating based on experimental data. Compared with a conventional deterministic model, the stochastic model approach is a powerful tool in the sense that the model is capable of taking into account underlying error correlations among the data quantities. In this paper, we investigate four different stochastic models (called “stochastic system model classes” herein) corresponding to different descriptions of modeling and measurement error structures, given one deterministic physical model. These stochastic system model classes differ in the covariance matrix structure that is used in the uncertainty model to represent uncertainties associated with the physical model and experimental measurements. For each model class, Bayesian inference is used to estimate the posterior probabilities of the physical model parameters as well as of the stochastic model parameters. Model comparison and selection are then applied based on two measures including Bayesian evidence and Bayesian information criterion, as well as the deviance information criterion. Both measures suggest the stochastic model class, which considers that a correlation between errors in two data quantities among different data points is the most plausible. With the stochastic model class, the range of uncertainty in surface reaction efficiency is estimated to be about two orders of magnitude at [Formula: see text].

Engineering↗

Comparison of Attila Transport Code with MCNP in the Analysis of Small Modular Reactor Shielding

Of great importance in the design of a nuclear power plant is the evaluation of shielding from the ionizing radiation produced in the core of the nuclear reactor. This requires simulation software to predict the dose rates in the areas of interest. These problems are referred to as deep penetration problems, as they involve the reduction of a radiation field by two or three orders of magnitude or more. This makes accurate analyses difficult for Monte Carlo based solutions that rely on enough particles being sampled in an area of interest. Comparing the simulation of the same modeled system with more than one computer application, especially one that uses a different algorithmic approach, is a way to gain confidence in the results. In this research, two models were created, one in Monte Carlo N Particle (MCNP) which uses a stochastic algorithmic approach, and the other in Attila, which uses a deterministic algorithmic approach to test the validity of the model and to estimate the dose rates in the area of interest. Successful comparison of the two models is a way we can validate the model used for that estimation.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Proactive Operations and Investment Planning via Stochastic Optimization to Enhance Power Systems’ Extreme Weather Resilience

We present scalable stochastic optimization approaches for improving power systems’ resilience to extreme weather events. We consider both proactive redispatch and transmission line hardening as alternatives for mitigating expected load shed due to extreme weather, resulting in large-scale stochastic linear programs (LPs) and mixed-integer linear programs (MILPs). We solve these stochastic optimization problems with progressive hedging (PH), a parallel, scenario-based decomposition algorithm. Our computational experiments indicate that our proposed method for enhancing power system resilience can provide high-quality solutions efficiently. With up to 128 scenarios on a 2,000-bus network, the operations (redispatch) and investment (hardening) resilience problems can be solved in approximately 6 min and 2 h of wall-clock time, respectively. Additionally, we solve the investment problems with up to 512 scenarios, demonstrating that the approach scales very well with the number of scenarios. Moreover, the method produces high quality solutions that result in statistically significant reductions in expected load shed. Our proposed approach can be augmented to incorporate a variety of other operational and investment resilience strategies, or a combination of such strategies.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine

Here, we analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, four-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, these cycles fluctuate in direction and duration and occur in competition with other spurious cycles. Using a stochastic thermodynamic approach, we quantify the cycle fluctuations and relate them to the entropy produced during individual cycles. We identify the cycle mainly responsible for the engine performance and quantify its statistics with tools from graph theory. We show that such stochastic cycles are made possible because the work extraction mechanism is itself stochastic instead of the periodic time dependence in the working-substance Hamiltonian which can be found in conventional mechanical engines. Our investigation brings new perspectives about the connection between cyclic and steady-state engines.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Mixed stochastic-deterministic time-dependent density functional theory: application to stopping power of warm dense carbon

Warm dense matter (WDM) describes an intermediate phase, between condensed matter and classical plasmas, found in natural and man-made systems. In a laboratory setting, WDM is often created dynamically. It is typically laser or pulse-power generated and can be difficult to characterize experimentally. Measuring the energy loss of high energy ions, caused by a WDM target, is both a promising diagnostic and of fundamental importance to inertial confinement fusion research. However, electron coupling, degeneracy, and quantum effects limit the accuracy of easily calculable kinetic models for stopping power, while high temperatures make the traditional tools of condensed matter, e.g. time-dependent density functional theory (TD-DFT), often intractable. In this study, we have developed a mixed stochastic-deterministic approach to TD-DFT which provides more efficient computation while maintaining the required precision for model discrimination. Recently, this approach showed significant improvement compared to models when compared to experimental energy loss measurements in WDM carbon. Here, we describe this approach and demonstrate its application to warm dense carbon stopping across a range of projectile velocities. We compare direct stopping-power calculation to approaches based on combining homogeneous electron gas response with bound electrons, with parameters extracted from our TD-DFT calculations.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A game-theoretic approach to nuclear fuel cycle transition analysis under uncertainty

We present a novel methodology for optimizing nuclear fuel cycle transitions that incorporates a game-theoretic approach and captures interactions among multiple decision makers. The methodology is demonstrated using a two-person sequential game with uncertainty, where the two players represent a policy maker and an electric utility company, though the method generalizes to any number and type of individual decision making entities. Coupled with a sophisticated nuclear fuel cycle simulator, rich transition scenarios may be analyzed to identify robust transition strategies. These strategies explicitly treat uncertainties using a stochastic programming approach, devising optimal near-term hedging strategies that simultaneously consider all possible states of the world, maintaining flexibility to allow for intelligent recourse decisions once uncertainties are resolved. In the demonstration game, reactor technology and fuel cycle scheme adopted by the electric utility are shown to depend on both the policy maker’s decisions and the distributions over uncertain technological and economic outcomes.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Nuclear data uncertainty quantification for the nuclide inventory of a Calvert Cliffs spent fuel sample

The impact of nuclear data cross section uncertainties and covariance matrices on the nuclide vector of spent nuclear fuel was investigated; This exercise was carried out for the Calvert Cliffs fuel assembly D047 benchmark available in the SFCOMPO database. Sample P irradiated in rod MKP109 for 4 cycles up to a burnup of approximately 44 GWd/MTU was selected for the analysis. Nuclear data uncertainties were taken from the most recent libraries released by evaluation projects JEFF, ENDF/B and JENDL, and were propagated using the SANDY code via a stochastic sampling approach. This paper provides a quantification of the uncertainty on the concentration of several actinides and fission products relevant for spent fuel management. Uncertainties generally below 5 % were predicted for the concentrations of most of the uranium, neptunium and plutonium isotopes relevant for SNF applications. Curium isotopes carry larger uncertainties that might exceed 10 %. The contribution of cross section uncertainties on the concentrations of fission products was found to be marginal with the exception of a few nuclides. These results can be significantly affected by the lack of evaluated covariance matrices for the capture cross section of several fission products. Burnup tracers such as {sup 148}Nd and {sup 137}Cs have negligible uncertainties because of the power normalisation imposed in every stochastic calculation.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Innovating the next generation of commercial smart building software

Nearly 30% of commercial building energy use is wasted due to equipment faults and HVAC controls problems. The result is increased emissions, compromised comfort and productivity, and less reliable coordination of building power needs with a clean grid. The energy impact alone represents $17 billion in potential savings. Today’s smart building software provides a robust solution to address these operational deficiencies. Energy management and information systems (EMIS) are saving up to 9% on average, with two-year paybacks. They are being incorporated into energy management processes, commissioning services, and utility programs. As effective as they are, two barriers prevent even deeper benefits; limited personnel to fix problems once they are identified, and the expense and time to manually implement changes in control systems. In partnership with the research community, the EMIS industry is developing new capabilities to overcome these barriers. Moving beyond siloed products for either fault detection and diagnostics, or optimal control, these new capabilities empower users to not only automatically identify faults, but also to push corrective action, and control improvements to their buildings. In this paper, several areas for enhancements are documented: ‘one-time’ correction of faults such as setpoints, schedules, and economizer lockouts; short-term active testing for automated proportional integral derivative (PID) loop tuning and functional testing; and continuous supervisory control for demand flexibility and year-round efficiency. Results are presented from a pair of partner implementations out of a dozen providers integrating these enhancements into their products, including field tests from across the country, and insights into operator acceptance and integration into operations and maintenance practices.

Casillas, Armando↗

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

Elucidation of Local Ordering and Atomic-Scale Structure in Polymer-Derived SiOC

Silicon oxycarbide (SiOC) is a versatile ceramic material with tunable microstructure and compositions that can be modulated through precursor chemistry and processing conditions. Though there are several noteworthy uses of SiOC across a range of application spaces, the difficulties in elucidating the short- to medium-range order within these materials have limited the maturation of strategies to precisely control SiC x O 4–x compositions for user-tailored applications. In this contribution, we implement a range of synchrotron scattering and spectroscopy methods coupled with stochastic modeling techniques to elucidate changes in local chemistry and structure associated with the pyrolysis of a commercially available SiOC polymer precursor. Stochastic modeling approaches provide valuable insights into decoupling local Si–O and Si–C environments while confirming predominate heterogeneous phases in materials. Using pyrolysis temperatures between 250 to 800 °C results in a heterogeneous material predominately composed of SiOC and amorphous SiO 2 domains. At 1100 °C, redistribution of Si–C pairs in the SiOC network and Si–O from the SiO 2 domains create a more ordered SiOC phase with local cubic SiC-like ordering. In addition, residual carbon leads to a detectable carbon phases at 1100 °C that persist at higher temperatures. These efforts address the difficulties of obtaining atomic-scale insights into the local structure and nanoscale heterogeneities in SiOC, providing pathways toward establishing structure–property relationships for future materials development.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The Effect of Storm Direction on Flood Frequency Analysis

Abstract Storm direction modulates a hydrograph's magnitude and duration, thus having a potentially large effect on local flood risk. However, how changes in the preferential storm direction affect the probability distribution of peak flows remains unknown. We address this question with a novel Monte Carlo approach where stochastically transposed storms drive hydrologic simulations over medium and mesoscale watersheds in the Midwestern United States. Systematic rotations of these watersheds are used to emulate changes in the preferential storm direction. We found that the peak flow distribution impacts are scale‐dependent, with larger changes observed in the mesoscale watershed than in the medium‐scale watershed. We attribute this to the high diversity of storm patterns and the storms' scale relative to watershed size. This study highlights the potential of the proposed stochastic framework to address fundamental questions about hydrologic extremes when our ability to observe these events in nature is hindered by technical constraints and short time records.

Perez, G.↗

Super-resolution stimulated X-ray Raman spectroscopy

Propagation of intense X-ray pulses through dense media has led to the observation of phenomena such as atomic X-ray lasing, self-induced transparency and stimulated X-ray Raman scattering (SXRS)4. SXRS has been long predicted as a means to launch and probe valence-electron wavepackets and as a building block for nonlinear X-ray spectroscopies. However, experimental observations of SXRS to date have not provided spectroscopic information, and theoretical modelling has largely implemented hard-to-realize phase-coherent attosecond pulses. Here we demonstrate SXRS with spectroscopic precision, that is, detection of valence-excited states in neon with a near Fourier-limited joint energy–time resolution of 0.1 eV–40 fs. We used a new covariance analysis between statistically spiky broadband incident X-ray and scattered X-ray Raman pulses. Using 18,000 single shots, we beat not only the incident (about 8 eV) bandwidth but also the approximately 0.2 eV instrumental energy resolution, thus creating super-resolution conditions, in analogy to super-resolved fluorescence microscopy. Our experimental results, supported by ab initio propagation simulations, reveal the competition between lasing in the ion and stimulated Raman scattering in the neutral. We demonstrate enhanced signal collection efficiency and a broad excitation window, surpassing spontaneous Raman efficiencies by orders of magnitude. This stochastic SXRS approach represents a first step towards tracking elementary events that determine chemical outcomes.

nonlinear x-ray spectroscopy↗

Fractional Laplacian spectral approach to turbulence in a dusty plasma monolayer

This work presents an analytical investigation of anomalous diffusion and turbulence in a dusty plasma monolayer, where energy transport across scales leads to the spontaneous formation of spatially disordered patterns. Many-body simulations of 10,000-particle dusty plasma monolayers are used to demonstrate how the global dynamics depend on the statistical properties of the dust assembly for realistic laboratory conditions. We find that disorder due to variations in the dust size distribution and charge-driven nonlocal interactions resulting in anomalous dust diffusion are key factors for the onset of instabilities. The resulting dynamics exhibit features of inertial turbulence over slightly more than half a decade of scales proportional or smaller than the Debye shielding length. These processes are examined analytically using a recently developed Fractional Laplacian Spectral (FLS) technique, which identifies the active energy channels as a function of scale, disorder concentration, and features of the nonlocal-interactions. The predictions from the theoretical (spectral) analysis demonstrate agreement with the results from the many-body (kinetic) simulations, thus providing a powerful tool for the study of active turbulence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

GW with hybrid functionals for large molecular systems

A low-cost approach for stochastically sampling static exchange during time-dependent Hartree–Fock-type propagation is presented. This enables the use of an excellent hybrid density functional theory (DFT) starting point for stochastic GW quasiparticle energy calculations. Generalized Kohn–Sham molecular orbitals and energies, rather than those of a local-DFT calculation, are used for building the Green function and effective Coulomb interaction. The use of an optimally tuned hybrid diminishes the starting point dependency in one-shot stochastic GW, effectively avoiding the need for self-consistent GW iterations.

Chemistry↗