Parallel and distributed asynchronous adaptive stochastic gradient methods
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A technique is presented by which one can apply the Minimum Principle of Pontryagin to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being essentially deterministic. The technique is applied to systems with quadratic and non-quadratic costs to illustrate its use.
A technique is presented by which deterministic optimization techniques, for example, the maximum principle of Pontriagin, can be applied to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being deterministic. The use of the technique in treating problems with quadratic and nonquadratic costs is illustrated.
The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.
The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.
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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
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical programming. The stochastic element of the algorithm is built on the methods of statistical mechanics and is designed so that the system explores a Boltzmann–Gibbs distribution of structures. In non-convex optimisation problems, the deterministic algorithm can get trapped in local optima: the stochastic generalisation enables sampling of multiple local optima, which aids the search for the globally-optimal structure. The method is demonstrated for several simple geometrical problems, and a proof-of-principle calculation is shown for a simple engineering structure.
The random ray method is a recently developed stochastic method for solving neutral particle transport problems based on the method of characteristics. Perhaps surprisingly for a characteristics-based method using flat sources, we note that the random ray method can produce negative fluxes which may be numerically troublesome in several situations. These occur most severely in fixed source problems where the source is in a region with a small cross section. Additionally, we briefly discuss another source of bias which can occur in similar situations, namely a ray missing a mesh with a strong source and small cross section, resulting in the entirety of the source being unphysically deposited locally. This paper describes the mechanism by which negative fluxes may occur and several different methods to mitigate their effects. These fixes are tested on an eigenvalue problem, a ‘fusion-like’ shielding problem, and a shielding problem featuring an adjoint calculation. Even when extremely coarse random ray quadratures are used such that 20%–30% of cells are missed during a given iteration, use of the preferred fix technique ensures local flux tally errors remain trivial (below 1%). The preferred fix is now the default option in SCONE and OpenMC.
Current methods for stochastic media transport are either computationally expensive or, by nature, approximate. Moreover, none of the well-developed, benchmarked approximate methods can compute the variance caused by the stochastic mixing, a quantity especially important to safety calculations. Therefore, we derive and apply a new conditional probability function (CPF) for use in the recently developed stochastic media transport algorithm Conditional Point Sampling (CoPS), which 1) leverages the full intra-particle memory of CoPS to yield errorless computation of stochastic media outputs in 1D, binary, Markovian-mixed media, and 2) leverages the full inter-particle memory of CoPS and the recently developed Embedded Variance Deconvolution method to yield computation of the variance in transport outputs caused by stochastic material mixing. Numerical results demonstrate errorless stochastic media transport as compared to reference benchmark solutions with the new CPF for this class of stochastic mixing as well as the ability to compute the variance caused by the stochastic mixing via CoPS. Using previously derived, non-errorless CPFs, CoPS is further found to be more accurate than the atomic mix approximation, Chord Length Sampling (CLS), and most of memory-enhanced versions of CLS surveyed. In addition, we study the compounding behavior of CPF error as a function of cohort size (where a cohort is a group of histories that share intra-particle memory) and recommend that small cohorts be used when computing the variance in transport outputs caused by stochastic mixing.
Non-wires alternatives and microgrid technologies are maturing and present great opportunities for electric utilities to increase the benefits they offer to their customers. They have the potential to decrease the cost of resolving traditional electrical system loading issues, contribute to carbon emissions reductions, and improve the electrical distribution system’s resilience to extreme weather events. The authors of this manuscript present a review of the research on microgrids and their practical applications. This is leveraged with the past work of the authors of this manuscript and other authors to develop specific objectives for microgrids, practical criteria for engineers to consider when deploying microgrids, stochastic methods to optimize microgrid designs, and black start requirements. This guidance is then used for the design of actual networked microgrids being deployed with adaptive boundaries.