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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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Fast Approximate Union Volume in High Dimensions with Line Samples

The classical problem of calculating the volume of the union of d-dimensional balls is known as "Union Volume." We present line-sampling approximation algorithms for Union Volume. Our methods may be extended to other Boolean operations, such as setminus; or to other shapes, such as hyper-rectangles. The deterministic, exact approaches for Union Volume do not scale well to high dimensions. However, we adapt several of these exact approaches to approximation algorithms based on sampling. We perform local sampling within each ball using lines. We have several variations, depending on how the overlapping volume is partitioned, and depending on whether radial, axis-aligned, or other line patterns are used. Our variations fall within the family of Monte Carlo sampling, and hence have about the same theoretical convergence rate, 1 /$\sqrt{M}$, where M is the number of samples. In our limited experiments, line-sampling proved more accurate per unit work than point samples, because a line sample provides more information, and the analytic equation for a sphere makes the calculation almost as fast. We performed a limited empirical study of the efficiency of these variations. We suggest a more extensive study for future work. We speculate that different ball arrangements, differentiated by the distribution of overlaps in terms of volume and degree, will benefit the most from patterns of line samples that preferentially capture those overlaps. Acknowledgement We thank Karl Bringman for explaining his BF-ApproxUnion (ApproxUnion) algorithm [3] to us. We thank Josiah Manson for pointing out that spoke darts oversample the center and we might get a better answer by uniform sampling. We thank Vijay Natarajan for suggesting random chord sampling. The authors are grateful to Brian Adams, Keith Dalbey, and Vicente Romero for useful technical discussions. This work was sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories. This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research (ASCR), Applied Mathematics Program. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

Control of Complex Dynamic Systems by Neural Networks

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

Spall, James C.↗
DOE OSTI2019

Quasi-Stochastic Approximation and Off-Policy Reinforcement Learning: Preprint

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning and often an efficient approach to solving (or approximating the solution to) complex optimal control problems. In many cases, however, practitioners are unable to apply these techniques because of an inherent high variance. This paper aims to provide a general foundation for 'quasi-stochastic approximation,' in which all of the processes under consideration are deterministic, much like quasi-Monte Carlo for variance reduction in simulation. The variance reduction can be substantial, subject to tuning of pertinent parameters in the algorithm. This paper introduces a new coupling argument to establish the optimal rate of convergence provided the gain is sufficiently large. These results are established for linear models and tested also in nonideal settings. A major application of these general results is a new class of reinforcement learning algorithms for deterministic state space models. In this setting, the main contribution is a class of algorithms for approximating the value function for a given policy, using a different policy designed to introduce exploration.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Scheduling Non-Preemptible Jobs to Minimize Peak Demand

Our paper examines an important problem in smart grid energy scheduling; peaks in power demand are proportionally more expensive to generate and provision for. The issue is exacerbated in local microgrids that do not benefit from the aggregate smoothing experienced by large grids. Demand-side scheduling can reduce these peaks by taking advantage of the fact that there is often flexibility in job start times. We then focus attention on the case where the jobs are non-preemptible, meaning once started, they run to completion. The associated optimization problem is called the peak demand minimization problem, and has been previously shown to be NP-hard. These results include an optimal fixed-parameter tractable algorithm, a polynomial-time approximation algorithm, as well as an effective heuristic that can also be used in an online setting of the problem. Simulation results show that these methods can reduce peak demand by up to 50% versus on-demand scheduling for household power jobs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

Advances in dual algorithms and convex approximation methods

A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.

Smaoui, H.↗
DOE OSTI2020

A Multi-Function AAA Algorithm Applied to Frequency-Dependent Line Modeling: Preprint

We present a new multi-input rational approximation algorithm (MIAAA) and illustrate its advantages respect to the popular Vector Fitting (VF) algorithm using examples of approximations of admittance matrices discussed in a very recent paper and by the creators of VF. We show that not only MIAAA outperforms VF in terms of achieving better accuracy using a smaller number of poles, but also has no numerical issues to achieve convergence. In contrast to VF, MIAA is not sensitive to the location of input sample points and it does not require good estimates for the location of the desired approximation poles.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Optimal Discrete Net-Load Balancing in Smart Grids with High PV Penetration

Mitigating supply-demand mismatch is essential for smooth power grid operation. Traditionally, load curtailment techniques such as demand response have been used for this purpose. However, these cannot be the only component of a net-load balancing framework for smart grids with high PV penetration. These grids sometimes exhibit supply surplus, causing overvoltages. Currently, these are mitigated using voltage manipulation techniques such as Volt-Var Optimizations, which are computationally expensive, thereby increasing the complexity of grid operations. Taking advantage of recent technological developments that enable rapid selective connection of PV modules of an installation to the grid, we develop a unified net-load balancing framework that performs both load and solar curtailment. We demonstrate that when the available curtailment values are discrete, this problem is NP-hard and we develop bounded approximation algorithms. Our algorithms produce fast solutions, given the tight timing constraints required for grid operation, while ensuring that practical constraints such as fairness, network capacity limits, and so forth are satisfied. We also develop an online algorithm that performs net-load balancing using only data available for the current interval. Using both theoretical analysis and practical evaluations, we show that our net-load balancing algorithms provide solutions that are close to optimal in a small amount of time.

14 SOLAR ENERGY↗
DOE OSTI2018

A continuous analogue of the tensor-train decomposition

We develop new approximation algorithms and data structures for representing and computing with multivariate functions using the functional tensor-train (FT), a continuous extension of the tensor-train (TT) decomposition. The FT represents functions using a tensor-train ansatz by replacing the three-dimensional TT cores with univariate matrix-valued functions. The main contribution of this paper is a framework to compute the FT that employs adaptive approximations of univariate fibers, and that is not connected to any tensorized discretization. The algorithm can be coupled with any univariate linear or nonlinear approximation procedure. We demonstrate that this approach can generate multivariate function approximations that are several orders of magnitude more accurate, for the same cost, than those based on the conventional approach of compressing the coefficient tensor of a tensor-product basis. Our approach is in the spirit of other continuous computation packages such as Chebfun, and yields an algorithm which requires the computation of “continuous” matrix factorizations such as the LU and QR decompositions of vector-valued functions. To support these developments, we describe continuous versions of an approximate maximum-volume cross approximation algorithm and of a rounding algorithm that re-approximates an FT by one of lower ranks. We demonstrate that our technique improves accuracy and robustness, compared to TT and quantics-TT approaches with fixed parameterizations, of high-dimensional integration, differentiation, and approximation of functions with local features such as discontinuities and other nonlinearities.

42 ENGINEERING↗
NASA NTRS1979

A fast, space-efficient average-case algorithm for the 'Greedy' Triangulation of a point set, and a proof that the Greedy Triangulation is not approximately optimal

The paper addresses the problem of how to find the Greedy Triangulation (GT) efficiently in the average case. It is noted that the problem is open whether there exists an efficient approximation algorithm to the Optimum Triangulation. It is first shown how in the worst case, the GT may be obtained in time O(n to the 3) and space O(n). Attention is then given to how the algorithm may be slightly modified to produce a time O(n to the 2), space O(n) solution in the average case. Finally, it is mentioned that Gilbert has found a worst case solution using totally different techniques that require space O(n to the 2) and time O(n to the 2 log n).

Manacher, G. K.↗
DOE OSTI2018

Stochastic Programming Approach for Resource Selection under Demand Uncertainty

Cost-efficient selection and scheduling of a subset of geographically distributed resources to meet the demands of a scientific workflow is a challenging problem. The problem is exacerbated by uncertainties in demand and availability of resources. In this paper, we present a stochastic optimization based framework for robust decision making in the selection of distributed resources over a planning horizon under demand uncertainty. We present a novel two-stage stochastic programming model for resource selection, and implement an L-shaped decomposition algorithm to solve this model. A Sample Average Approximation algorithm is integrated to enable stochastic optimization to solve problems with a large number of scenarios. Using the metric of stochastic solution, we demonstrate up to 30% cost reduction relative to solutions without explicit consideration of demand uncertainty for a 24-month problem. We also demonstrate up to 54% cost reduction relative to a previously developed solution for a 36-month problem. We further argue that the composition of resources selected is superior to solutions computed without explicit consideration of uncertainties. Given the importance of resource selection and scheduling of complex scientific workflows, especially in the context of commercial cloud computing, we believe that our novel stochastic programming framework will benefit many researchers as well as users of distributed computing resources.

scientific workflows, task scheduling, optimizatio↗
DOE OSTI2020

LOGAN: High-Performance GPU-Based X-Drop Long-Read Alignment

Pairwise sequence alignment is one of the most computationally intensive kernels in genomic data analysis, accounting for more than 90% of the runtime for key bioinformatics applications. This method is particularly expensive for third-generation sequences due to the high computational cost of analyzing sequences of length between 1Kb and 1Mb. Given the quadratic overhead of exact pairwise algorithms for long alignments, the community primarily relies on approximate algorithms that search only for high-quality alignments and stop early when one is not found. In this work, we present the first GPU optimization of the popular X-drop alignment algorithm, that we named LOGAN. Results show that our high-performance multi-GPU implementation achieves up to 181.6 GCUPS and speed-ups up to 6.6× and 30.7× using 1 and 6 NVIDIA Tesla V100, respectively, over the state-of-the-art software running on two IBM Power9 processors using 168 CPU threads, with equivalent accuracy. We also demonstrate a 2.3× LOGAN speed-up versus ksw2, a state-of-art vectorized algorithm for sequence alignment implemented in minimap2, a long-read mapping software. Furthermore, to highlight the impact of our work on a real-world application, we couple LOGAN with a many-to-many long-read alignment software called BELLA, and demonstrate that our implementation improves the overall BELLA runtime by up to 10.6×. Finally, we adapt the Roofline model for LOGAN and demonstrate that our implementation is near optimal on the NVIDIA Tesla V100s.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Quantum Spectral Methods for Differential Equations

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a d-dimensional system of linear equations or linear differential equations with complexity poly(logd). While several of these algorithms approximate the solution to within ϵ with complexity poly(log(1/ϵ)), no such algorithm was previously known for differential equations with time-dependent coefficients. In this work, we develop a quantum algorithm for linear ordinary differential equations based on so-called spectral methods, an alternative to finite difference methods that approximates the solution globally. Using this approach, we give a quantum algorithm for time-dependent initial and boundary value problems with complexity poly(logd, log(1/ϵ)).

97 MATHEMATICS AND COMPUTING↗