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At least 919 records · Page 51

Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software

the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.

97 MATHEMATICS AND COMPUTING↗

Probabilistic Nanomagnetic Memories for Uncertain and Robust Machine Learning

This project evaluated the use of emerging spintronic memory devices for robust and efficient variational inference schemes. Variational inference (VI) schemes, which constrain the distribution for each weight to be a Gaussian distribution with a mean and standard deviation, are a tractable method for calculating posterior distributions of weights in a Bayesian neural network such that this neural network can also be trained using the powerful backpropagation algorithm. Our project focuses on domain-wall magnetic tunnel junctions (DW-MTJs), a powerful multi-functional spintronic synapse design that can achieve low power switching while also opening the pathway towards repeatable, analog operation using fabricated notches. Our initial efforts to employ DW-MTJs as an all-in-one stochastic synapse with both a mean and standard deviation didn’t end up meeting the quality metrics for hardware-friendly VI. In the future, new device stacks and methods for expressive anisotropy modification may make this idea still possible. However, as a fall back that immediately satisfies our requirements, we invented and detailed how the combination of a DW-MTJ synapse encoding the mean and a probabilistic Bayes-MTJ device, programmed via a ferroelectric or ionically modifiable layer, can robustly and expressively implement VI. This design includes a physics-informed small circuit model, that was scaled up to perform and demonstrate rigorous uncertainty quantification applications, up to and including small convolutional networks on a grayscale image classification task, and larger (Residual) networks implementing multi-channel image classification. Lastly, as these results and ideas all depend upon the idea of an inference application where weights (spintronic memory states) remain non-volatile, the retention of these synapses for the notched case was further interrogated. These investigations revealed and emphasized the importance of both notch geometry and anisotropy modification in order to further enhance the endurance of written spintronic states. In the near future, these results will be mapped to effective predictions for room temperature and elevated operation DW-MTJ memory retention, and experimentally verified when devices become available.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

Uncertainty quantification and propagation in lithium-ion battery electrodes using bayesian convolutional neural networks

The complex nature of manufacturing processes stipulates electrodes to possess high variability with increased heterogeneity during production. X-ray computed tomography imaging has proved to be critical in visualizing the complicated stochastic particle distribution of as-manufactured electrodes in lithium-ion batteries. However, accurate prediction of their electrochemical performance necessitates precise evaluation of kinetic and transport properties from real electrodes. Image segmentation that characterizes voxels to particle/pore phase is often meticulous and fraught with subjectivity owing to a myriad of unconstrained choices and filter algorithms. Here we utilize a Bayesian convolutional neural network to tackle segmentation subjectivity and quantify its pertinent uncertainties. Otsu inter-variance and Blind/Referenceless Imaging Spatial Quality Evaluator are used to assess the relative image quality of grayscale tomograms, thus evaluating the uncertainty in the derived microstructural attributes. We analyze how image uncertainty is correlated with the uncertainties and magnitude of kinetic and transport properties of an electrode, further identifying pathways of uncertainty propagation within microstructural attributes. The coupled effect of spatial heterogeneity and microstructural anisotropy on the uncertainty quantification of transport parameters is also understood. This work demonstrates a novel methodology to extract microstructural descriptors from real electrode images through quantification of associated uncertainties and discerning the relative strength of their propagation, thus facilitating feedback to manufacturing processes from accurate image based electrochemical simulations.

25 ENERGY STORAGE↗

Real-Time Control of an Ensemble of Heterogeneous Resources

This paper focuses on the problem of controlling an ensemble of heterogeneous resources connected to an electrical grid at the same point of common coupling (PCC). The controller receives an aggregate power setpoint for the ensemble in real time and tracks this setpoint by issuing individual optimal setpoints to the resources. The resources can have continuous or discrete nature (e.g., heating systems consisting of a finite number of heaters that each can be either switched on or off) and/or can be highly uncertain (e.g., photovoltaic (PV) systems or residential loads). A naive approach would lead to a stochastic mixed-integer optimization problem to be solved at the controller at each time step, which might be infeasible in real time. Instead, we allow the controller to solve a continuous convex optimization problem and compensate for the errors at the resource level by using a variant of the well-known error diffusion algorithm. We give conditions guaranteeing that our algorithm tracks the power setpoint at the PCC on average while issuing optimal setpoints to individual resources. We illustrate the approach numerically by controlling a collection of batteries, PV systems, and discrete loads.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Pade spectrum decompositions of quantum distribution functions and optimal hierarchical equations of motion construction for quantum open systems

Pade spectrum decomposition is an optimal sum-over-poles expansion scheme of Fermi function and Bose function [J. Hu, R. X. Xu, and Y. J. Yan, J. Chem. Phys. 133, 101106 (2010)]. In this work, we report two additional members to this family, from which the best among all sum-over-poles methods could be chosen for different cases of application. Methods are developed for determining these three Pade spectrum decomposition expansions at machine precision via simple algorithms. We exemplify the applications of present development with optimal construction of hierarchical equations-of-motion formulations for nonperturbative quantum dissipation and quantum transport dynamics. Numerical demonstrations are given for two systems. One is the transient transport current to an interacting quantum-dots system, together with the involved high-order co-tunneling dynamics. Another is the non-Markovian dynamics of a spin-boson system.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Design and simulation of the nuSTORM facility

This thesis provides a full design and simulation of the nuSTORM beam line facility including the pion beam line , the pion and muon orbit combination section, and the muon decay ring. The study also includes the development of numerical optimization methods and their application to the design. At nuSTORM, one proton batch from the Main Injector (MI) is extracted and transported to the target station to bombard a solid target. A magnetic horn is used as the collection device for the secondary particles such as pions and kaons. A pion beam line is designed to transport the secondary particles downstream to the muon decay ring. In order to avoid the use of a fast kicker with a large aperture for the injection, an Orbit Combination Section (OCS) was designed to combine the reference pion orbit with the circulating muon orbit. This ful lls the stochastic injection scheme proposed in the 1980s. It is shown through the simulation that the pion beam line is able to deliver 0.011 muons per proton on target within the acceptance of the ring. In order to improve the circulating muon ux, an optimization of the magnetic collection horn was studied. A Multi-Objective Genetic Algorithm (MOGA), that was modi ed to integrate Message Passing Interface (MPI) in the process, is applied to the optimization. The number of muons within the ring acceptance from the pion decay is estimated by the pions after the collection horn. This new method was proposed to lower the requirement on the computing resources for the optimization. The study gives a new and better target and horn con guration after a full investigation of the system. The nuSTORM ring is examined with two optics designs. With di erent features, the two designs are optimized via correcting the nonlinearities with sextupolar eld distribution in the ring. A modi ed MPI-based Simulated Annealing (SA) algorithm was applied to obtain the optimal ring acceptance. The comparison with the GA shows good agreements on the achieved optimal ring acceptance. The pion and muon beams at nuSTORM were simulated and yield avor-pure and precisely measurable neutrino beams, which can be used to provide a de nite statement about the existence of a sterile neutrino.

97 MATHEMATICS AND COMPUTING↗

Exploring Heterogeneous Multicore Architectures for Advanced Embedded Uncertainty Quantification

We explore rearrangements of classical uncertainty quantification methods with the aim of achieving higher aggregate performance for uncertainty quantification calculations on emerging multicore and many core architectures. We show a rearrangement of the stochastic Galerkin method leads to improved performance and scalability on several computational architectures whereby uncertainty information is propagated at the lowest levels of the simulation code improving memory access patterns, exposing new dimensions of fine grained parallelism, and reducing communication. We also develop a general framework for implementing such rearrangements for a diverse set of uncertainty quantification algorithms as well as computational simulation codes to which they are applied.

97 MATHEMATICS AND COMPUTING↗

A stochastic biomass blending problem in decentralized supply chains

Blending biomass materials of different physical or chemical properties provides an opportunity to adjust the quality of the feedstock to meet the specifications of the conversion platform. We propose a model which identifies the right mix of biomass to optimize the performance of the thermochemical conversion process at the mini-mum cost. This is a chance-constraint programming (CCP) model which takes into account the stochastic nature of biomass quality. The proposed CCP model ensures that process requirements, which are impacted by physical and chemical properties of biomass, are met most of the time. We consider two problem settings, a centralized and a decentralized supply chain. We propose a mixed-integer linear program to model the blending problem in the centralized setting and a bilevel program to model the blending problem in the decentralized setting. We use the sample average approximation method to approximate the chance constraints, and propose solution algorithms to solve this approximation. We develop a case study for South Carolina using data provided by the Billion Ton Study. Based on our results, the blends identified consist mainly of pine and softwood residues. The blends identified and the suppliers selected by both models are different. The cost of the centralized supply chain is 2%–6% lower. The implications of these results are twofold. First, these results could lead to improved collaborations in the supply chain. Second, these results provide an estimate of the approximation error from assuming centralized decision making in the supply chain.

09 BIOMASS FUELS↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem-solution of the underlying mathematical model to yield output quantities of interest, given input parameters--is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision-making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal con figuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems--requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models--entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure. DiaMonD is a multi-institutional DOE MMICC effort that aims to address the challenges of end-to-end, data-to-decisions modeling and simulation for complex CS&E problems in a unifi ed, systematic, and integrated fashion. Institutions involved are Colorado State, Florida State, Los Alamos, MIT, Oak Ridge, Stanford, and UT-Austin. The goals of DiaMonD are (1) to develop advanced mathematical methods and analysis for multimodel, multiphysics, multiscale model problems driven by frontier DOE applications, including those in subsurface energy and environmental flows, materials for energy storage and conversion, and ice sheet dynamics; (2) to create theory and algorithms for integrated inversion, optimization, and uncertainty quantification for these complex problems; and (3) to disseminate the philosophy of an integrated end-to-end, data-to-decisions approach to modeling and simulation of complex problems to the broader applied math and computational science communities through workshops and other outreach.

97 MATHEMATICS AND COMPUTING↗

Machine Learning Guided Synthesis of Flash Graphene

Advances in nanoscience have enabled the synthesis of nanomaterials, such as graphene, from low-value or waste materials through flash Joule heating. Though this capability is promising, the complex and entangled variables that govern nanocrystal formation in the Joule heating process remain poorly understood. In this work, machine learning (ML) models are constructed to explore the factors that drive the transformation of amorphous carbon into graphene nanocrystals during flash Joule heating. An XGBoost regression model of crystallinity achieves an r 2 score of 0.8051 ± 0.054. Feature importance assays and decision trees extracted from these models reveal key considerations in the selection of starting materials and the role of stochastic current fluctuations in flash Joule heating synthesis. Furthermore, partial dependence analyses demonstrate the importance of charge and current density as predictors of crystallinity, implying a progression from reaction-limited to diffusion-limited kinetics as flash Joule heating parameters change. Finally, a practical application of the ML models is shown by using Bayesian meta-learning algorithms to automatically improve bulk crystallinity over many Joule heating reactions. Furthermore, these results illustrate the power of ML as a tool to analyze complex nanomanufacturing processes and enable the synthesis of 2D crystals with desirable properties by flash Joule heating.

01 COAL, LIGNITE, AND PEAT↗

Application of the MCMC Method for the Calibration of DSMC Parameters

A Markov Chain Monte Carlo (MCMC) algorithm was employed to obtain a calibrated distribution for the hard sphere diameter, the VHS reference diameter, and the temperature viscosity exponent of argon, for use in the Direct Simulation Monte Carlo (DSMC) method. Shock-tube experiments from Alsmeyer [1] were used to provide the necessary calibration data for use in the MCMC method. The DSMC method used in this work employs the algorithm of Bird [2], with modifications to allow for the efficient simulation of a 1D shock. When calibrating for the hard sphere diameter (the temperature viscosity exponent is set to 0.5 for the hard sphere method), the results of the MCMC method agree with a simple brute-force method, and a single value for the hard-sphere diameter is obtained. For the VHS method, however, when simultaneously calibrating the VHS reference diameter and the temperature viscosity exponent, we find that normalized density data alone does not provide sufficient information to obtain a single solution for both parameters. Instead we find a band in parameter space where acceptable solutions are obtained.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed

97 MATHEMATICS AND COMPUTING↗

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & 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.

SciDAC↗

A mechanistic model for creep and thermal aging in Alloy 709

This report describes a physics-based model for creep and thermal aging in Alloy 709. Alloy 709 is an advanced austenitic alloy, targeted for use in future Sodium Fast Reactors (SFRs) and other advanced reactors. The material has superior high temperature properties compared to currently qualified 316 and 304 stainless steels. However, the available creep and thermal aging test database for Alloy 709 is significantly more limited compared to the historical materials. The physics-based model developed here is one way to accelerate the qualification of the material by providing more accurate long-term predictions for creep properties and thermal aging, compared to current empirical time-extrapolate techniques. The crystal plasticity finite element model is used to predict the deformation and failure of alloy 709. The same setup for the CPFE model is used in both the baseline model calibration process and the simulation campaigns for parameter inference. Specific constitutive choices are made for Alloy 709 to capture the primary deformation mechanisms. The dislocation creep formulation developed by Hu and Cocks is extended to account for coupled precipitation formation and the grain boundary cavitation model developed by Sham, Needleman, et al. is used to model grain boundary cavitation-induced failure. A novel update algorithm is proposed to render the semi-discrete constitutive update for the Sham-Needleman model unconditionally stable. A progressive calibration approach is adopted based on the observations that several types of material responses can be effectively decoupled. A surrogate model is trained based on full-fledged CPFE simulations to accelerate the forward model evaluations, and stochastic variational inference (SVI) is used to calibrate the unknown microstructural model parameters. The calibrated mechanistic model is used to predict the long-term creep life of Alloy 709, and the predictions are compared against classical empirical approaches.

36 MATERIALS SCIENCE↗

Per-Phase and 3-Phase Optimal Coordination of Directional Overcurrent Relays Using Genetic Algorithm

Penetration of the power grid by renewable energy sources, distributed storage, and distributed generators is becoming increasingly common. Increased utilization of these distributed energy resources (DERs) has given rise to additional protection coordination concerns, particularly where they are utilized in an unbalanced manner or where loading among phases is unbalanced. Digital relays such as the SEL-751 (produced by Schweitzer Engineering Laboratories, Pullman, WA, USA) series have the capability of being set on a per-phase basis. This capability is underutilized in common practice. Additionally, in optimization algorithms for determining relay settings, the time-overcurrent characteristics (TOCs) of relays are generally not treated as variables and are assigned before running the optimization algorithm. In this paper, TOC options themselves are treated as discrete variables to be considered in the optimization algorithm. A mixed integer nonlinear programming problem (MINLP) is set up where the goal is to minimize relay operating times. A genetic algorithm (GA) approach is implemented in MATLAB where two cases are considered. In the first case, the TOC and Time dial setting (TDS) of each relay is set on a three-phase basis. In the second case, per-phase settings are considered. Relay TDSs and TOCs are both considered as simultaneous discrete control variables. Despite the stochastic nature of using per-phase settings for unbalanced systems is found to generally allow for shorter operating times. However, for relatively balanced systems, it is best to use three-phase settings if computation time is of importance.

Matthews, Ronald C.↗

SU-E-T-477: An Efficient Dose Correction Algorithm Accounting for Tissue Heterogeneities in LDR Brachytherapy

Purpose: Seed brachytherapy is currently used for adjuvant radiotherapy of early stage prostate and breast cancer patients. The current standard for calculation of dose surrounding the brachytherapy seeds is based on American Association of Physicist in Medicine Task Group No. 43 (TG-43 formalism) which generates the dose in homogeneous water medium. Recently, AAPM Task Group No. 186 emphasized the importance of accounting for tissue heterogeneities. This can be done using Monte Carlo (MC) methods, but it requires knowing the source structure and tissue atomic composition accurately. In this work we describe an efficient analytical dose inhomogeneity correction algorithm implemented using MIM Symphony treatment planning platform to calculate dose distributions in heterogeneous media. Methods: An Inhomogeneity Correction Factor (ICF) is introduced as the ratio of absorbed dose in tissue to that in water medium. ICF is a function of tissue properties and independent of source structure. The ICF is extracted using CT images and the absorbed dose in tissue can then be calculated by multiplying the dose as calculated by the TG-43 formalism times ICF. To evaluate the methodology, we compared our results with Monte Carlo simulations as well as experiments in phantoms with known density and atomic compositions. Results: The dose distributions obtained through applying ICF to TG-43 protocol agreed very well with those of Monte Carlo simulations as well as experiments in all phantoms. In all cases, the mean relative error was reduced by at least 50% when ICF correction factor was applied to the TG-43 protocol. Conclusion: We have developed a new analytical dose calculation method which enables personalized dose calculations in heterogeneous media. The advantages over stochastic methods are computational efficiency and the ease of integration into clinical setting as detailed source structure and tissue segmentation are not needed. University of Toronto, Natural Sciences and Engineering Research Council of Canada.

60 APPLIED LIFE SCIENCES↗

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗