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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 757 records · Page 42

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound↗

A Novel use of Direct Simulation Monte-Carlo to Model Dynamics of COVID-19 Pandemic Spread

In this report, we evaluate a novel method for modeling the spread of COVID-19 pandemic. In this new approach we leverage methods and algorithms developed for fully-kinetic plasma physics simulations using Particle-In-Cell (PIC) Direct Simulation Monte-Carlo (DSMC) models. This approach then leverages Sandia-unique simulation capabilities, and High-Performance Computer (HPC) resources and expertise in particle-particle interactions using stochastic processes. Our hypothesis is that this approach would provide a more efficient platform with assumptions based on physical data that would then enable the user to assess the impact of mitigation strategies and forecast different phases of infection. This work addresses key scientific questions related to the assumptions this new approach must make to model the interactions of people using algorithms typically used for modeling particle interactions in physics codes (kinetic plasma, gas dynamics). The model developed uses rational/physical inputs while also providing critical insight; the results could serve as inputs to, or alternatives for, existing models. The model work presented was developed over a four-week time frame, thus far showing promising results and many ways in which this model/approach could be improved. This work is aimed at providing a proof-of-concept for this new pandemic modeling approach, which could have an immediate impact on the COVID-19 pandemic modeling, while laying a basis to model future pandemic scenarios in a manner that is timely and efficient. Additionally, this new approach provides new visualization tools to help epidemiologists comprehend and articulate the spread of this and other pandemics as well as a more general tool to determine key parameters needed in order to better predict pandemic modeling in the future. In the report we describe our model for pandemic modeling, apply this model to COVID-19 data for New York City (NYC), assess model sensitivities to different inputs and parameters and , finally, propagate the model forward under different conditions to assess the effects of mitigation and associated timing. Finally, our approach will help understand the role of asymptomatic cases, and could be extended to elucidate the role of recovered individuals in the second round of the infection, which is currently being ignored.

59 BASIC BIOLOGICAL SCIENCES↗

A Non-Cooperative Game-Based Distributed Beam Scheduling Framework for 5G Millimeter-Wave Cellular Networks

Here, this paper studies the problem of distributed beam scheduling for 5G millimeter-Wave (mm-Wave) cellular networks where base stations (BSs) belonging to different operators share the same spectrum without centralized coordination among them. Our goal is to design efficient distributed scheduling algorithms to maximize the network utility, which is a function of the achieved throughput by the user equipment (UEs), subject to the average and instantaneous power consumption constraints of the BSs. We propose a Media Access Control (MAC) and a power allocation/adaptation mechanism utilizing the Lyapunov stochastic optimization framework and non-cooperative games. In particular, we first decompose the original utility maximization problem into two sub-optimization problems for each time frame, which are a convex optimization problem and a non-convex optimization problem, respectively. By formulating the distributed scheduling problem as a non-cooperative game where each BS is a player attempting to optimize its own utility, we provide a distributed solution to the non-convex sub-optimization problem via finding the Nash Equilibrium (NE) of the game whose weights are determined optimally by the Lyapunov optimization framework. Finally, we conduct simulation under various network settings to show the effectiveness of the proposed game-based beam scheduling algorithm in comparison to that of several reference schemes.

42 ENGINEERING↗

Solving high-dimensional partial differential equations using deep learning

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the “curse of dimensionality.” This paper introduces a deep learning-based approach that can handle general high-dimensional parabolic PDEs. To this end, the PDEs are reformulated using backward stochastic differential equations and the gradient of the unknown solution is approximated by neural networks, very much in the spirit of deep reinforcement learning with the gradient acting as the policy function. Numerical results on examples including the nonlinear Black–Scholes equation, the Hamilton–Jacobi–Bellman equation, and the Allen–Cahn equation suggest that the proposed algorithm is quite effective in high dimensions, in terms of both accuracy and cost. Furthermore, this opens up possibilities in economics, finance, operational research, and physics, by considering all participating agents, assets, resources, or particles together at the same time, instead of making ad hoc assumptions on their interrelationships.

97 MATHEMATICS AND COMPUTING↗

On the use of reverse Brownian motion to accelerate hybrid simulations

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Parallel Fokker–Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers

A major challenge for the conventional Direct Simulation Monte Carlo (DSMC) technique lies in the fact that its computational cost becomes prohibitive in the near continuum regime, where the Knudsen number (Kn)—characterizing the degree of rarefaction—becomes small. In contrast, the Fokker–Planck (FP) based particle Monte Carlo scheme allows for computationally efficient simulations of rarefied gas flows in the low and intermediate Kn regime. The Fokker–Planck collision operator—instead of performing binary collisions employed by the DSMC method—integrates continuous stochastic processes for the phase space evolution in time. This allows for time step and grid cell sizes larger than the respective collisional scales required by DSMC. Dynamically switching between the FP and the DSMC collision operators in each computational cell is the basis of the combined FP-DSMC method, which has been proven successful in simulating flows covering the whole Kn range. Until recently, this algorithm had only been applied to two-dimensional test cases. In this contribution, we present the first general purpose implementation of the combined FP-DSMC method. Utilizing both shared- and distributed-memory parallelization, this implementation provides the capability for simulations involving many particles and complex geometries by exploiting state of the art computer cluster technologies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Constructing probabilistic scenarios for wide-area solar power generation

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions. Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.

14 SOLAR ENERGY↗

WE-H-BRA-08: A Monte Carlo Cell Nucleus Model for Assessing Cell Survival Probability Based On Particle Track Structure Analysis

Purpose: To correlate the damage produced by particles of different types and qualities to cell survival on the basis of nanodosimetric analysis and advanced DNA structures in the cell nucleus. Methods: A Monte Carlo code was developed to simulate subnuclear DNA chromatin fibers (CFs) of 30nm utilizing a mean-free-path approach common to radiation transport. The cell nucleus was modeled as a spherical region containing 6000 chromatin-dense domains (CDs) of 400nm diameter, with additional CFs modeled in a sparser interchromatin region. The Geant4-DNA code was utilized to produce a particle track database representing various particles at different energies and dose quantities. These tracks were used to stochastically position the DNA structures based on their mean free path to interaction with CFs. Excitation and ionization events intersecting CFs were analyzed using the DBSCAN clustering algorithm for assessment of the likelihood of producing DSBs. Simulated DSBs were then assessed based on their proximity to one another for a probability of inducing cell death. Results: Variations in energy deposition to chromatin fibers match expectations based on differences in particle track structure. The quality of damage to CFs based on different particle types indicate more severe damage by high-LET radiation than low-LET radiation of identical particles. In addition, the model indicates more severe damage by protons than of alpha particles of same LET, which is consistent with differences in their track structure. Cell survival curves have been produced showing the L-Q behavior of sparsely ionizing radiation. Conclusion: Initial results indicate the feasibility of producing cell survival curves based on the Monte Carlo cell nucleus method. Accurate correlation between simulated DNA damage to cell survival on the basis of nanodosimetric analysis can provide insight into the biological responses to various radiation types. Current efforts are directed at producing cell survival curves for high-LET radiation.

60 APPLIED LIFE SCIENCES↗

Dynamic Network Analysis of Nuclear Science Literature for Research Influence Assessment

Analyzing nuclear science literature via data-driven methods is a critical step for assessing research influence and technology advancements. Indicators of scholarly activities may be buried in large volumes of nuclear research publications and collaboration networks over time. Mining for relevant scholarly influence trends in large volumes of text can be computationally challenging; however, open-source information on research collaborations over time can offer opportunities to extract meaningful insights. While network centrality analysis of scholarly research provides topology-based insights, additional emphasis on dynamics associated with the diffusion of information through these networks is important. Here this paper represents a step in that direction through the development of a novel dynamic network analysis framework and computational engine to identify key entities and capabilities over time within global scholarly nuclear science collaboration networks. Network theoretic, stochastic simulation, and optimization methods are leveraged to address variability in scholarly interactions, influence propagation, and collaboration patterns via network connections. A topic-aware influence maximization algorithm is developed to address the goal of identifying key influential authors in diverse research topics over time. Efficient parallelized implementation of the algorithm is applied to reduce computational costs. A proof-of-concept case study using open-source Scopus data with 33,517 published nuclear research papers from 2000-2019 is presented and representative analytic insights are generated. Broad implications of these insights are discussed and future research directions are also identified.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Spurious Shear in Weak Lensing with LSST

The complete 10-year survey from the Large Synoptic Survey Telescope (LSST) will image {approx} 20,000 square degrees of sky in six filter bands every few nights, bringing the final survey depth to r {approx} 27.5, with over 4 billion well measured galaxies. To take full advantage of this unprecedented statistical power, the systematic errors associated with weak lensing measurements need to be controlled to a level similar to the statistical errors. This work is the first attempt to quantitatively estimate the absolute level and statistical properties of the systematic errors on weak lensing shear measurements due to the most important physical effects in the LSST system via high fidelity ray-tracing simulations. We identify and isolate the different sources of algorithm-independent, additive systematic errors on shear measurements for LSST and predict their impact on the final cosmic shear measurements using conventional weak lensing analysis techniques. We find that the main source of the errors comes from an inability to adequately characterise the atmospheric point spread function (PSF) due to its high frequency spatial variation on angular scales smaller than {approx} 10{prime} in the single short exposures, which propagates into a spurious shear correlation function at the 10{sup -4}-10{sup -3} level on these scales. With the large multi-epoch dataset that will be acquired by LSST, the stochastic errors average out, bringing the final spurious shear correlation function to a level very close to the statistical errors. Our results imply that the cosmological constraints from LSST will not be severely limited by these algorithm-independent, additive systematic effects.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Markov properties of the magnetic field in the quiet solar photosphere

The observed magnetic field on the solar surface is characterized by a very complex spatial and temporal behavior. Although feature-tracking algorithms have allowed us to deepen our understanding of this behavior, subjectivity plays an important role in the identification and tracking of such features. In this paper, we study the temporal stochasticity of the magnetic field on the solar surface without relying on either the concept of magnetic feature or on the subjective assumptions about their identification and interaction. The analysis is applied to observations of the magnetic field of the quiet solar photosphere carried out with the Imaging Magnetograph eXperiment (IMaX) instrument on board the stratospheric balloon, Sunrise. We show that the joint probability distribution functions of the longitudinal (B{sub ∥}) and transverse (B{sub ⊥}) components of the magnetic field, as well as of the magnetic pressure (B{sup 2}=B{sub ⊥}{sup 2}+B{sub ∥}{sup 2}), verify the necessary and sufficient condition for the Markov chains. Therefore, we establish that the magnetic field as seen by IMaX with a resolution of 0.″15–0.″18 and 33 s cadence, which can be considered as a memoryless temporal fluctuating quantity.

79 ASTRONOMY AND ASTROPHYSICS↗

Distributed Sensor Coordination for Advanced Energy Systems

The ability to collect key system level information is critical to the safe, efficient and reliable operation of advanced energy systems. With recent advances in sensor development, it is now possible to push some level of decision making directly to computationally sophisticated sensors, rather than wait for data to arrive to a massive centralized location before a decision is made. This type of approach relies on networked sensors (called “agents” from here on) to actively collect and process data, and provide key control decisions to significantly improve both the quality/relevance of the collected data and the associating decision making. The technological bottlenecks for such sensor networks stem from a lack of mathematics and algorithms to manage the systems, rather than difficulties associated with building and deploying them. Indeed, traditional sensor coordination strategies do not provide adequate solutions for this problem. Passive data collection methods (e.g., large sensor webs) can scale to large systems, but are generally not suited to highly dynamic environments, such as advanced energy systems, where crucial decisions may need to be reached quickly and locally. Approaches based on local decisions on the other hand cannot guarantee that each agent performing its task (maximize an agent objective) will lead to good network wide solution (maximize a network objective) without invoking cumbersome coordination routines. There is currently a lack of algorithms that will enable self-organization and blend the efficiency of local decision making with the system level guarantees of global decision making, particularly when the systems operate in dynamic and stochastic environments. In this work we addressed this critical gap and provided a comprehensive solution to the problem of sensor coordination to ensure the safe, reliable, and robust operation of advanced energy systems. The differentiating aspect of the proposed work is in shifting the focus towards “what to observe” rather than “how to observe” in large sensor networks, allowing the agents to actively determine both the structure of the network and the relevance of the information they are seeking to collect. In addition to providing an implicit coordination mechanism, this approach allows the system to be reconfigured in response to changing needs (e.g., sudden external events requiring new responses) or changing sensor network characteristics (e.g., sudden changes to plant condition). Outcome Summary: All milestones associated with this project have been completed. In particular, private sensor objective functions were developed which are aligned with the global objective function, sensor effectiveness has been improved by using “sensor teams,” system efficiency has been improved by 30% using difference evaluation functions, we have demonstrated system reconfigurability for 20% changes in system conditions, we have demonstrated extreme scalability of our proposed algorithm, we have demonstrated that sensor networks can overcome disruptions of up to 20% in network conditions, and have demonstrated system reconfigurability to 20% changes in system conditions in hardware-based simulations. This final report summarizes how each of these milestones was achieved, and gives insight into future research possibilities past the work which has been completed. The following publications support these milestones [6, 8, 9, 10, 16, 18, 19].

97 MATHEMATICS AND COMPUTING↗

A robust and efficient stepwise regression method for building sparse polynomial chaos expansions

Polynomial Chaos (PC) expansions are widely used in various engineering fields for quantifying uncertainties arising from uncertain parameters. The computational cost of classical PC solution schemes is unaffordable as the number of deterministic simulations to be calculated grows dramatically with the number of stochastic dimension. This considerably restricts the practical use of PC at the industrial level. A common approach to address such problems is to make use of sparse PC expansions. This paper presents a non-intrusive regression-based method for building sparse PC expansions. The most important PC contributions are detected sequentially through an automatic search procedure. The variable selection criterion is based on efficient tools relevant to probabilistic method. Two benchmark analytical functions are used to validate the proposed algorithm. The computational efficiency of the method is then illustrated by a more realistic CFD application, consisting of the non-deterministic flow around a transonic airfoil subject to geometrical uncertainties. To assess the performance of the developed methodology, a detailed comparison is made with the well established LAR-based selection technique. The results show that the developed sparse regression technique is able to identify the most significant PC contributions describing the problem. Moreover, the most important stochastic features are captured at a reduced computational cost compared to the LAR method. The results also demonstrate the superior robustness of the method by repeating the analyses using random experimental designs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Adaptive error covariances estimation methods for ensemble Kalman filters

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A COUPLED 2 × 2D BABCOCK–LEIGHTON SOLAR DYNAMO MODEL. I. SURFACE MAGNETIC FLUX EVOLUTION

The need for reliable predictions of the solar activity cycle motivates the development of dynamo models incorporating a representation of surface processes sufficiently detailed to allow assimilation of magnetographic data. In this series of papers we present one such dynamo model, and document its behavior and properties. This first paper focuses on one of the model’s key components, namely surface magnetic flux evolution. Using a genetic algorithm, we obtain best-fit parameters of the transport model by least-squares minimization of the differences between the associated synthetic synoptic magnetogram and real magnetographic data for activity cycle 21. Our fitting procedure also returns Monte Carlo-like error estimates. We show that the range of acceptable surface meridional flow profiles is in good agreement with Doppler measurements, even though the latter are not used in the fitting process. Using a synthetic database of bipolar magnetic region (BMR) emergences reproducing the statistical properties of observed emergences, we also ascertain the sensitivity of global cycle properties, such as the strength of the dipole moment and timing of polarity reversal, to distinct realizations of BMR emergence, and on this basis argue that this stochasticity represents a primary source of uncertainty for predicting solar cycle characteristics.

79 ASTRONOMY AND ASTROPHYSICS↗

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang–Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Low Mach number fluctuating hydrodynamics for electrolytes

Here, we formulate and study computationally the low Mach number fluctuating hydrodynamic equations for electrolyte solutions. We are also interested in studying transport in mixtures of charged species at the mesoscale, down to scales below the Debye length, where thermal fluctuations have a significant impact on the dynamics. Continuing our previous work on fluctuating hydrodynamics of multicomponent mixtures of incompressible isothermal miscible liquids (A. Donev, et al., Physics of Fluids, 27, 3, 2015), we now include the effect of charged species using a quasielectrostatic approximation. Localized charges create an electric field, which in turn provides additional forcing in the mass and momentum equations. Our low Mach number formulation eliminates sound waves from the fully compressible formulation and leads to a more computationally efficient quasi-incompressible formulation. Furthermore, we demonstrate our ability to model saltwater (NaCl) solutions in both equilibrium and nonequilibrium settings. We show that our algorithm is second-order in the deterministic setting, and for length scales much greater than the Debye length gives results consistent with an electroneutral/ambipolar approximation. In the stochastic setting, our model captures the predicted dynamics of equilibrium and nonequilibrium fluctuations. We also identify and model an instability that appears when diffusive mixing occurs in the presence of an applied electric field.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The Bloch equation for spin dynamics in electron storage rings: Computational and theoretical aspects

In this paper, we describe our work on spin polarization in high-energy electron storage rings which we base on the Full Bloch equation (FBE) for the polarization density and which aims towards the [Formula: see text] option of the proposed Future Circular Collider (FCC-ee) and the proposed Circular Electron Positron Collider (CEPC). The FBE takes into account non spin-flip and spin-flip effects due to synchrotron radiation including the spin-diffusion effects and the Sokolov–Ternov effect with its Baier–Katkov generalization as well as the kinetic-polarization effect. This mathematical model is an alternative to the standard mathematical model based on the Derbenev–Kondratenko formulas. For our numerical and analytical studies of the FBE, we develop an approximation to the latter to obtain an effective FBE. This is accomplished by finding a third mathematical model based on a system of stochastic differential equations (SDEs) underlying the FBE and by approximating that system via the method of averaging from perturbative ODE theory. We also give an overview of our algorithm for numerically integrating the effective FBE. This discretizes the phase space using spectral methods and discretizes time via the additive Runge–Kutta (ARK) method which is a high-order semi-implicit method. We also discuss the relevance of the third mathematical model for spin tracking.

Physics↗