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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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DOE OSTI2015

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic solution of population balance equations for reactor networks

This work presents a sequential modular approach to solve a generic network of reactors with a population balance model using a stochastic numerical method. Full-coupling to the gas-phase is achieved through operator-splitting. The convergence of the stochastic particle algorithm in test networks is evaluated as a function of network size, recycle fraction and numerical parameters. These test cases are used to identify methods through which systematic and statistical error may be reduced, including by use of stochastic weighted algorithms. The optimal algorithm was subsequently used to solve a one-dimensional example of silicon nanoparticle synthesis using a multivariate particle model. This example demonstrated the power of stochastic methods in resolving particle structure by investigating the transient and spatial evolution of primary polydispersity, degree of sintering and TEM-style images. Highlights: •An algorithm is presented to solve reactor networks with a population balance model. •A stochastic method is used to solve the population balance equations. •The convergence and efficiency of the reported algorithms are evaluated. •The algorithm is applied to simulate silicon nanoparticle synthesis in a 1D reactor. •Particle structure is reported as a function of reactor length and time.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Computing the optimal path in stochastic dynamical systems

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in each subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams

A new, alternative set of interpretation rules of Feynman–Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mE{sub h} after 10{sup 6} Monte Carlo steps.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Accelerated simulation of stochastic particle removal processes in particle-resolved aerosol models

Stochastic particle-resolved methods have proven useful for simulating multi-dimensional systems such as composition-resolved aerosol size distributions. While particle-resolved methods have substantial benefits for highly detailed simulations, these techniques suffer from high computational cost, motivating efforts to improve their algorithmic efficiency. Here we formulate an algorithm for accelerating particle removal processes by aggregating particles of similar size into bins. We present the Binned Algorithm for particle removal processes and analyze its performance with application to the atmospherically relevant process of aerosol dry deposition. We show that the Binned Algorithm can dramatically improve the efficiency of particle removals, particularly for low removal rates, and that computational cost is reduced without introducing additional error. In simulations of aerosol particle removal by dry deposition in atmospherically relevant conditions, we demonstrate about 50-times increase in algorithm efficiency.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Multi-scenario modelling of uncertainty in stochastic chemical systems

Uncertainty analysis has not been well studied at the molecular scale, despite extensive knowledge of uncertainty in macroscale systems. The ability to predict the effect of uncertainty allows for robust control of small scale systems such as nanoreactors, surface reactions, and gene toggle switches. However, it is difficult to model uncertainty in such chemical systems as they are stochastic in nature, and require a large computational cost. To address this issue, a new model of uncertainty propagation in stochastic chemical systems, based on the Chemical Master Equation, is proposed in the present study. The uncertain solution is approximated by a composite state comprised of the averaged effect of samples from the uncertain parameter distributions. This model is then used to study the effect of uncertainty on an isomerization system and a two gene regulation network called a repressilator. The results of this model show that uncertainty in stochastic systems is dependent on both the uncertain distribution, and the system under investigation. -- Highlights: •A method to model uncertainty on stochastic systems was developed. •The method is based on the Chemical Master Equation. •Uncertainty in an isomerization reaction and a gene regulation network was modelled. •Effects were significant and dependent on the uncertain input and reaction system. •The model was computationally more efficient than Kinetic Monte Carlo.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Longitudinal relaxation in dipole-coupled homonuclear three-spin systems: Distinct correlations and odd spectral densities

A system of three dipole-coupled spins exhibits a surprisingly intricate relaxation behavior. Following Hubbard’s pioneering 1958 study, many authors have investigated different aspects of this problem. Nevertheless, on revisiting this classic relaxation problem, we obtain several new results, some of which are at variance with conventional wisdom. Most notably from a fundamental point of view, we find that the odd-valued spectral density function influences longitudinal relaxation. We also show that the effective longitudinal relaxation rate for a non-isochronous three-spin system can exhibit an unusual inverted dispersion step. To clarify these and other issues, we present a comprehensive theoretical treatment of longitudinal relaxation in a three-spin system of arbitrary geometry and with arbitrary rotational dynamics. By using the Liouville-space formulation of Bloch-Wangsness-Redfield theory and a basis of irreducible spherical tensor operators, we show that the number of relaxation components in the different cases can be deduced from symmetry arguments. For the isochronous case, we present the relaxation matrix in analytical form, whereas, for the non-isochronous case, we employ a computationally efficient approach based on the stochastic Liouville equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

Graphical abstract: - Abstract: Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create an easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Preliminary study of auto-differentiation algorithm in beam dynamics with stochastic process

Modern particle accelerator optimization requires sophisticated computational methods to address the inherently stochastic nature of beam dynamics. This research develops a framework applying AD to SDEs that specifically addresses beam dynamics challenges in particle accelerators, focusing on accurately modeling and optimizing beam behavior in regimes dominated by stochastic processes. By incorporating key physical phenomena such as synchrotron radiation, wakefield effects, and quantum excitation, the framework aims to provide auto differentiation on the figure of merit of the phase space evolution and beam dynamics. The methodology will enable effective optimization method in a dynamic system with stochastic process.

Accelerator Physics↗
DOE OSTI2014

Discriminating chaotic and stochastic dynamics through the permutation spectrum test

In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Numerical solution of the Stratonovich- and Ito–Euler equations: Application to the stochastic piston problem

We consider a piston with a velocity perturbed by Brownian motion moving into a straight tube filled with a perfect gas at rest. The shock generated ahead of the piston can be located by solving the one-dimensional Euler equations driven by white noise using the Stratonovich or Ito formulations. We approximate the Brownian motion with its spectral truncation and subsequently apply stochastic collocation using either sparse grid or the quasi-Monte Carlo (QMC) method. In particular, we first transform the Euler equations with an unsteady stochastic boundary into stochastic Euler equations over a fixed domain with a time-dependent stochastic source term. We then solve the transformed equations by splitting them up into two parts, i.e., a ‘deterministic part’ and a ‘stochastic part’. Numerical results verify the Stratonovich–Euler and Ito–Euler models against stochastic perturbation results, and demonstrate the efficiency of sparse grid and QMC for small and large random piston motions, respectively. The variance of shock location of the piston grows cubically in the case of white noise in contrast to colored noise reported in [1], where the variance of shock location grows quadratically with time for short times and linearly for longer times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

A diffusive information preservation method for small Knudsen number flows

The direct simulation Monte Carlo (DSMC) method is a powerful particle-based method for modeling gas flows. It works well for relatively large Knudsen (Kn) numbers, typically larger than 0.01, but quickly becomes computationally intensive as Kn decreases due to its time step and cell size limitations. An alternative approach was proposed to relax or remove these limitations, based on replacing pairwise collisions with a stochastic model corresponding to the Fokker–Planck equation [J. Comput. Phys., 229, 1077 (2010); J. Fluid Mech., 680, 574 (2011)]. Similar to the DSMC method, the downside of that approach suffers from computationally statistical noise. To solve the problem, a diffusion-based information preservation (D-IP) method has been developed. The main idea is to track the motion of a simulated molecule from the diffusive standpoint, and obtain the flow velocity and temperature through sampling and averaging the IP quantities. To validate the idea and the corresponding model, several benchmark problems with Kn ∼ 10{sup −3}–10{sup −4} have been investigated. It is shown that the IP calculations are not only accurate, but also efficient because they make possible using a time step and cell size over an order of magnitude larger than the mean collision time and mean free path, respectively.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Recurrent dynamics in an epidemic model due to stimulated bifurcation crossovers

Epidemics are known to persist in the form of recurrence cycles. Despite intervention efforts through vaccination and targeted social distancing, peaks of activity for infectious diseases like influenza reappear over time. Analysis of a stochastic model is here undertaken to explore a proposed cycle-generating mechanism – the bifurcation crossover. Time series from simulations of the model exhibit oscillations similar to the temporal signature of influenza activity. Power-spectral density indicates a resonant frequency, which corresponds to the annual seasonality of influenza in temperate zones. The study finds that intervention actions influence the extinguishability of epidemic activity. Asymptotic solution to a backward Kolmogorov equation corresponds to a mean extinction time that is a function of both intervention efficacy and population size. Intervention efficacy must be greater than a certain threshold to increase the chances of extinguishing the epidemic. Agreement of the model with several phenomenological features of epidemic cycles lends to it a tractability that may serve as early warning of imminent outbreaks.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation

The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen

The overall objective of this project is to develop multiscale models for understanding and eventually designing complex processes for renewables. To the best of our knowledge, our work is the first attempt at modeling complex reacting systems, whose performance relies on underlying multiscale mathematics. Our specific application lies at the heart of biofuels initiatives of DOE and entails modeling of catalytic systems, to enable economic, environmentally benign, and efficient conversion of biomass into either hydrogen or valuable chemicals. Specific goals include: (i) Development of rigorous spatio-temporal coarse-grained kinetic Monte Carlo (KMC) mathematics and simulation for microscopic processes encountered in biomass transformation. (ii) Development of hybrid multiscale simulation that links stochastic simulation to a deterministic partial differential equation (PDE) model for an entire reactor. (iii) Development of hybrid multiscale simulation that links KMC simulation with quantum density functional theory (DFT) calculations. (iv) Development of parallelization of models of (i)-(iii) to take advantage of Petaflop computing and enable real world applications of complex, multiscale models. In this NCE period, we continued addressing these objectives and completed the proposed work. Main initiatives, key results, and activities are outlined.

08 HYDROGEN↗
DOE OSTI2016

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long times in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.

42 ENGINEERING↗