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DOE OSTI2019

Reconstructing high-dimensional Hilbert-valued functions via compressed sensing

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our theoretical framework treats the function approximation problem as a joint sparse recovery problem, where the set of jointly sparse vectors is possibly infinite. To achieve the simultaneous reconstruction of Hilbert-valued functions in both parametric domain and Hilbert space, we propose a novel mixed-norm based `1 regularization method that exploits both energy and sparsity. Our approach requires extensions of concepts such as the restricted isometry and null space properties, allowing us to prove recovery guarantees for sparse Hilbert-valued function reconstruction. We complement the enclosed theory with an algorithm for Hilbert-valued recovery, based on standard forward-backward algorithm, meanwhile establishing its strong convergence in the considered infinite-dimensional setting. Finally, we demonstrate the minimal sample complexity requirements of our approach, relative to other popular methods, with numerical experiments approximating the solutions of high-dimensional parameterized elliptic PDEs.

Dexter, Nick↗

DOE OSTI2010

AUTOMATIC DETERMINATION OF STELLAR PARAMETERS VIA ASTEROSEISMOLOGY OF STOCHASTICALLY OSCILLATING STARS: COMPARISON WITH DIRECT MEASUREMENTS

Space-based projects are providing a wealth of high-quality asteroseismic data, including frequencies for a large number of stars showing solar-like oscillations. These data open the prospect for precise determinations of key stellar parameters, of particular value to the study of extra-solar planetary systems. Given the quantity of the available and expected data, it is important to develop efficient and reliable techniques for analyzing them, including the determination of stellar parameters from the observed frequencies. Here we present the SEEK package developed for the analysis of asteroseismic data from the Kepler mission. A central goal of the package is to obtain a fast and automatic determination of the stellar radius and other parameters in a form that is statistically well defined. The algorithms are tested by comparing the results of the analysis with independent measurements of stellar radius and mass for a sample of well-observed stars. We conclude that the SEEK package fixes stellar parameters with accuracy and precision.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2014

Multi-scale coarse-graining of non-conservative interactions in molecular liquids

A new bottom-up procedure for constructing non-conservative (dissipative and stochastic) interactions for dissipative particle dynamics (DPD) models is described and applied to perform hierarchical coarse-graining of a polar molecular liquid (nitromethane). The distant-dependent radial and shear frictions in functional-free form are derived consistently with a chosen form for conservative interactions by matching two-body force-velocity and three-body velocity-velocity correlations along the microscopic trajectories of the centroids of Voronoi cells (clusters), which represent the dissipative particles within the DPD description. The Voronoi tessellation is achieved by application of the K-means clustering algorithm at regular time intervals. Consistently with a notion of many-body DPD, the conservative interactions are determined through the multi-scale coarse-graining (MS-CG) method, which naturally implements a pairwise decomposition of the microscopic free energy. A hierarchy of MS-CG/DPD models starting with one molecule per Voronoi cell and up to 64 molecules per cell is derived. The radial contribution to the friction appears to be dominant for all models. As the Voronoi cell sizes increase, the dissipative forces rapidly become confined to the first coordination shell. For Voronoi cells of two and more molecules the time dependence of the velocity autocorrelation function becomes monotonic and well reproduced by the respective MS-CG/DPD models. A comparative analysis of force and velocity correlations in the atomistic and CG ensembles indicates Markovian behavior with as low as two molecules per dissipative particle. The models with one and two molecules per Voronoi cell yield transport properties (diffusion and shear viscosity) that are in good agreement with the atomistic data. The coarser models produce slower dynamics that can be appreciably attributed to unaccounted dissipation introduced by regular Voronoi re-partitioning as well as by larger numerical errors in mapping out the dissipative forces. The framework presented herein can be used to develop computational models of real liquids which are capable of bridging the atomistic and mesoscopic scales.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2012

Intrusive analysis for NEK5000: development of intrusive uncertainty quantification for high-dimensional, high-fidelity codes.

We study the use of lower-fidelity training data for uncertainty quantification of complex simulation models. In our approach, computationally expensive full-model outputs are approximated applying proper orthogonal-decomposition-based dimensionality reduction to the full model. A Gaussian-processes-based machine learning approach is then used to model the difference (or, rather, the correspondence) between the higher-fidelity and the lower-fidelity data. This stochastic model can be constructed by using few additional full code evaluations; it is used to calibrate arbitrarily many lower-quality outputs in order to create additional training data for sampling-based analysis. In effect, an adequate approximation of the simulation model’s response to uncertainty can be constructed at a modest computational cost. In fact, we aim at the number of full-model evaluations comparable to that required for a linear approximation (as opposed to numbers traditionally associated with sampling in high-dimensional spaces). In this report, we explain the basic algorithm, suggest some performance tuning options, and give a first characterization for the class of simulation models of nuclear engineering for which the suggested report is effective.

Roderick, O.↗

DOE OSTI2019

Inertial impedance of coalescence during collision of liquid drops

The fluid dynamics of the collision and coalescence of liquid drops has intrigued scientists and engineers for more than a century owing to its ubiquitousness in nature, e.g. raindrop coalescence, and industrial applications, e.g. breaking of emulsions in the oil and gas industry. The complexity of the underlying dynamics, which includes occurrence of hydrodynamic singularities, has required study of the problem at different scales – macroscopic, mesoscopic and molecular – using stochastic and deterministic methods. In this work, a multi-scale, deterministic method is adopted to simulate the approach, collision, and eventual coalescence of two drops where the drops as well as the ambient fluid are incompressible, Newtonian fluids. The free boundary problem governing the dynamics consists of the Navier–Stokes system and associated initial and boundary conditions that have been augmented to account for the effects of disjoining pressure as the separation between the drops becomes of the order of a few hundred nanometres. This free boundary problem is solved by a Galerkin finite element-based algorithm. The interplay of inertial, viscous, capillary and van der Waals forces on the coalescence dynamics is investigated. It is shown that, in certain situations, because of inertia two drops that are driven together can first bounce before ultimately coalescing. This bounce delays coalescence and can result in the computed value of the film drainage time departing significantly from that predicted from existing scaling theories.

Mechanics↗

DOE OSTI2011

Reliable algorithms for power system analysis in the presence of data uncertainties

A robust and reliable power flow analysis represents an essential requirement for many power systems applications as far as network optimization, voltage control, state estimation, and service restoration are concerned. The most common power flow approach, referred to here as a deterministic power flow (PLF), requires precise or 'crisp' values chosen by the analyst for each input variable. The solution provides precise network voltages and flows through each line. The specified values rest upon assumptions about the operating condition derived from historical measurements or predictions about future conditions and thus, cannot be considered accurate. Even in the case where the inputs are based on measurements, inaccuracies arise from time-skew problems, three-phase unbalance, static modeling approximations of dynamic components (e.g., transformer tap changers), variations in line parameters, and so on. The advent of deregulation and competitive power markets will only exacerbate this problem as well-known generation patterns change, loading becomes less predictable and the transmission paths grow more diverse. Conventional methodologies proposed in literature address tolerance analysis of power flow solution by means of detailed probabilistic methods, accounting for the variability and stochastic nature of the input data, and sampling based approaches. In particular uncertainty propagation using sampling based methods, such as the Monte Carlo, requires several model runs that sample various combinations of input values. Since the number of model runs can sometimes be very large, the required computer resources can sometimes be prohibitively expensive resulting in substantial computational demands. As far as probabilistic methods are concerned, they represent a useful tool, especially for planning studies, but, as evidenced by the many discussions reported in literature, they could reveal some shortcomings principally arising from: (1) the non-normal distribution and the statistical dependence of the input data; and (2) the difficulty arising in accurately identifying probability distributions for some input data, such as the power generated by wind or photovoltaic generators. All these could result in time consuming computations with several limitations in practical applications especially in power flow analysis of complex power networks. In order to try and overcome some of these limitations, obtaining thereby comprehensive power flow solution tolerance analysis at adequate computational costs, self validated computation could play a crucial role. Armed with such a vision, this chapter will analyze two advanced techniques for power flow analysis in the presence of data uncertainty namely the boundary power flow and the affine arithmetic power flow.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2020

Grid-based diffusion Monte Carlo for fermions without the fixed-node approximation

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed random walkers to the points of a uniform infinite spatial grid, allowing them to meet and annihilate one another to establish the nodal structure without the fixed-node approximation. An imaginary-time propagator is derived rigorously from a discretized Hamiltonian, governing a non-Gaussian, sign-flipping, branching, and mutually annihilating random walk of particles. The accuracy of the resulting stochastic representations of a fermion wave function is limited only by the grid and imaginary-time resolutions and can be improved in a controlled manner. Here, the method is tested for a series of model problems including fermions in a harmonic trap as well as the He atom in its singlet or triplet ground state. For the latter case, the energies approach from above with increasing grid resolution and converge within 0.015 E h of the exact basis-set-limit value for the grid spacing of 0.08 a.u. with a statistical uncertainty of 10 –5 E h without an importance sampling or Jastrow factor.

74 ATOMIC AND MOLECULAR PHYSICS↗

DOE OSTI2024

Denoising of imaginary time response functions with Hankel projections

Imaginary-time response functions of finite-temperature quantum systems are often obtained with methods that exhibit stochastic or systematic errors. Reducing these errors comes at a large computational cost—in quantum Monte Carlo simulations, the reduction of noise by a factor of two incurs a simulation cost of a factor of four. In this paper, we relate certain imaginary-time response functions to an inner product on the space of linear operators on Fock space. We then show that data with noise typically does not respect the positive definiteness of its associated Gramian. The Gramian has the structure of a Hankel matrix. As a method for denoising noisy data, we introduce an alternating projection algorithm that finds the closest positive definite Hankel matrix consistent with noisy data. We test our methodology at the example of fermion Green's functions for continuous-time quantum Monte Carlo data and show remarkable improvements of the error, reducing noise by a factor of up to 20 in practical examples. We argue that Hankel projections should be used whenever finite-temperature imaginary-time data of response functions with errors is analyzed, be it in the context of quantum Monte Carlo, quantum computing, or in approximate semianalytic methodologies. Published by the American Physical Society 2024

Yu, Yang (ORCID:0000000186178878)↗

DOE OSTI2016

Probing the transition from shallow to deep convection using ASR data and large-eddy simulations

Over the duration of this project, we have made the following advances. 1) We have developed a novel approach to obtain a Lagrangian view of convection from high-resolution numerical model through Lagrangian tracking. This approach nicely complements the more traditionally used Eulerian statistics. We have applied this approach to a range of problem. 2) We have looked into improving and extending our parameterizations based on stochastically entraining parcels, developed previously for shallow convection. 3) This grant also supported our effort on a paper where we compared cumulus parameterizations and cloud resolving models in terms of their linear response functions. This work will help the community to better evaluate and develop cumulus parameterization. 4) We have applied Lagrangian tracking to shallow convection, deep convection with and without convective organization to better characterize their dynamics and the transition between them. 5) We have devised a novel way of using Lagrangian to identify cold pools, an area identified as of great interest by the ASR community. Our algorithm has a number of advantages and in particular can handle merging cold pools more gracefully than existing techniques. 6) We demonstrated that we can, for the first time, correctly reproduce both the diurnal and seasonal cycle of the hydrologic cycle in the Amazon using a strategy that explicitly represents convection but parameterizes large-scale circulation. In addition we showed that the main cause of the wet season is the presence of an early morning fog, which insulate the surface from top of the atmosphere shortwave radiation. In essence this fog makes the day shorter because radiation cannot penetrate to the surface in the early morning. This is why all fluxes are reduced in the wet season compared to the dry season. 7) We have investigated the life cycle of cold pools and the role of surface diabatic heating. We show that surface heating can kill cold pols and reduce the number of large cold pools and the organization of convection. The effect is quite dramatic over land where the entire distribution of cold pools is modified, and the cold pools are much warmer and more humid with surface diabatic heating below the cold pools. The PI and the co-PI continue to work together on parameterization of cold pools.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2016

Accelerating rejection-based simulation of biochemical reactions with bounded acceptance probability

Stochastic simulation of large biochemical reaction networks is often computationally expensive due to the disparate reaction rates and high variability of population of chemical species. An approach to accelerate the simulation is to allow multiple reaction firings before performing update by assuming that reaction propensities are changing of a negligible amount during a time interval. Species with small population in the firings of fast reactions significantly affect both performance and accuracy of this simulation approach. It is even worse when these small population species are involved in a large number of reactions. We present in this paper a new approximate algorithm to cope with this problem. It is based on bounding the acceptance probability of a reaction selected by the exact rejection-based simulation algorithm, which employs propensity bounds of reactions and the rejection-based mechanism to select next reaction firings. The reaction is ensured to be selected to fire with an acceptance rate greater than a predefined probability in which the selection becomes exact if the probability is set to one. Our new algorithm improves the computational cost for selecting the next reaction firing and reduces the updating the propensities of reactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

Deep Reinforcement Scheduling of Energy Storage Systems for Real-time Voltage Regulation in Unbalanced LV Networks with High PV Penetration

The ever-growing higher penetration of distributed energy resources (DERs) in low-voltage (LV) distribution systems brings both opportunities and challenges to voltage support and regulation. This paper proposes a deep reinforcement learning (DRL)-based scheduling scheme of energy storage systems (ESSs) to mitigate system voltage deviations in unbalanced LV distribution networks. The ESS-based voltage regulation problem is formulated as a multi-stage quadratic stochastic program, with the objective of minimizing the expected total daily voltage regulation cost while satisfying operational constraints. While existing voltage regulation methods are mostly focused on onetime- step control, this paper explores a day-horizon systemwide voltage regulation problem. In other words, the size of action and state spaces are extremely high-dimensional and need to be delicately handled. Furthermore, in order to overcome the difficulty of modeling uncertainties and develop a realtime solution, a learn-to-schedule feedback control framework is proposed by adapting the problem to a model-free DRL setting. The proposed algorithm is tested on a customized 6-bus system and a modified IEEE 34-bus system. Simulation results validate the effectiveness and near-optimality of voltage regulation by ESS in comparison with a deterministic quadratic program solution.

Wang, Shengyi↗

DOE OSTI2022

Deep Neural Network Algorithm for CMC Microstructure Characterization and Variability Quantification

Microstructure characterization and variability quantification are crucial for understanding ceramic matrix composites (CMCs) mechanical behavior and deformation mechanisms across length scales. Traditionally, analyses of the micrographs obtained from microscopy are labor-intensive. However, with the vast improvement in computer vision (CV) and deep learning (DL), an automated algorithm can be designed to extract essential microstructure variability from micrographs which can then be used to construct a statistically representative volume element (SRVE). The DL-based algorithm spans the taxonomy of microstructure analyses, including semantic segmentation of microstructure constituents, secondary phases, matrix/fiber interface, and defects, and quantifying the microstructure variability in terms of probability distributions. In this work, C/SiNC and SiC/SiNC CMCs microstructures are semantically segmented through a deep convolutional neural network, followed by variability quantification through the implementation of a fully connected regression layer, hence forming a deep regression network. The deep regression network operates in a feedforward regime, in which the neuron output signal traverses through the network in a unidirectional manner. The weight tensor associated with each layer is updated through a backpropagation stochastic gradient descent approach. The input gray-scale image obtained through in-house scanning electron microscope and confocal microscope micrographs is augmented through affine transformations to increase the training set size, which is then processed through four strided convolutional layers. This compresses the image resolution by half at each layer while increasing the image depth by applying different filters (image encoding). The class activation maps (CAMs) corresponding to the applied filters highlight the key architectural features and assist with the semantic segmentation of the microstructure.

Hamza, Mohamed H.↗

DOE OSTI2017

Sustainable network design for multi-purpose pellet processing depots under biomass supply uncertainty

This work develops a two-stage stochastic mixed-integer programming model to manage multi- purpose pellet processing depots under feedstock supply uncertainty. The proposed optimization model would help to minimize cost and to mitigate emissions from the supply chain network. We consider three alternative Biomass Processing and Densi cation Depot (BPDD) technologies; namely, conventional pellet processing, high moisture pellet processing, and ammonia ber expansion. These three technologies pre-process/pre-treat and densify different types of biomass into more highly densi ed intermediate products for different markets in order to improve movability and overall supply network performance in terms of costs and emissions. A hybrid decomposition algorithm was developed that combines sample average approximation with an enhanced Progressive Hedging (PH) algorithm to solve this challenging NP -hard problem. Some heuristics such as Rolling Horizon (RH) heuristic, variable xing technique were later applied to further enhance the PH algorithm. Mississippi and Alabama were selected as a testing ground and ArcGIS was employed to visualize and validate the modeling results. The results of the analysis reveal promising insights that could lead to recommendations to help decision makers achieve a more cost-effective environmentally-friendly supply chain network.

09 BIOMASS FUELS↗

DOE OSTI2021

A deterministic verification strategy for electrostatic particle-in-cell algorithms in arbitrary spatial dimensions using the method of manufactured solutions

As simulations of kinetic plasmas continue to increase in scope and complexity, a rigorous and straightforward method for verifying particle-in-cell (PIC) implementations is necessary to ensure their correctness. Here, in this paper, we present a deterministic method for the rigorous verification of multidimensional, multispecies, electrostatic particle-in-cell codes based on the method of manufactured solutions. Specifically, we prove that rigorous verification is possible through the exclusive examination of errors of grid quantities (i.e., moments and/or fields), allowing for a very light-weight and non-intrusive implementation in existing PIC codes. This is a marked improvement over earlier PIC verification approaches (only demonstrated with one species in 1D-1V), which rely on the comparison of cumulative distribution functions, and are invasive on the code base, introduce additional stochastic noise, are significantly more computationally expensive, and lack rigorous convergence properties. Interestingly, we show that different grid quantities feature different rates of convergence with the number of particles and mesh size, impacting the verification process. These theoretical results are confirmed numerically with a multi-species 2D-2V particle-in-cell code, including the ability of the method to detect order reduction due to an incorrect implementation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2017

Self-learning Monte Carlo method

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of a general and efficient update algorithm for large size systems close to the phase transition, for which local updates perform badly. In this Rapid Communication, we propose a general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. Lastly, we demonstrate the efficiency of SLMC in a spin model at the phase transition point, achieving a 10–20 times speedup.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2025

Unsupervised anomaly clustering via offset alignment in multivariate grid sensing data

Modern industries increasingly rely on multi-sensor technologies to acquire complex, high-dimensional data streams, enabling advanced monitoring and control systems. One critical application is online anomaly detection in electrical smart grids, where multivariate and multimodal sensing technologies play a vital role. However, detecting anomalies in such time-series data is challenging due to their inherent temporal dependencies and stochastic behavior. Traditional approaches based on supervised and semi-supervised learning methods depend on labeled datasets, which are often unavailable in real-world scenarios. While unsupervised methods have emerged as promising alternatives, these methods are highly susceptible to noise and outliers commonly present in sensing applications. Furthermore, deep learning-based anomaly detection methods, despite their performance, are often criticized for their black-box nature, limiting their applicability in safety-critical and online environments where interpretability and explainability are paramount. In this work, we propose an unsupervised anomaly clustering method leveraging a cyclic alignment-based offset detection algorithm for multivariate time-series signals. The proposed method is applied to multivariate data collected from vibrational, voltage, and magnetic field sensors deployed in a local grid substation. Our results demonstrate the robustness of the algorithm in accurately clustering various anomalies/events across different sensing modalities. Additionally, we compare the effectiveness of the proposed approach against a simple pattern-based anomaly detection method, which performs well for univariate data but fails to generalize to multivariate and multimodal time-series data.

Mukherjee, Subrata [ORNL] (ORCID:0000000309930338)↗

DOE OSTI2010

Strategic stockpiling of power system supplies for disaster recovery

This paper studies the Power System Stochastic Storage Problem (PSSSP), a novel application in power restoration which consists of deciding how to store power system components throughout a populated area to maximize the amount of power served after disaster restoration. The paper proposes an exact mixed-integer formulation for the linearized DC power flow model and a general column-generation approach. Both formulations were evaluated experimentally on benchmarks using the electrical power infrastructure of the United States and disaster scenarios generated by state-of-the-art hurricane simulation tools similar to those used by the National Hurricane Center. The results show that the column-generation algorithm produces near-optimal solutions quickly and produces orders of magnitude speedups over the exact formulation for large benchmarks. Moreover, both the exact and the column-generation formulations produce significant improvements over greedy approach and hence should yield significant benefits in practice.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2025

Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls

Here, this paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which characterizes worst-case uncertain parameters for its inner maximization problem. This condition offers an alternative proof, a counterexample, and an extension to previous works. Additionally, the condition highlights the potential advantage of a specific distance metric for out-of-sample performance, as exemplified in a numerical study on a facility location problem with demand uncertainty. Furthermore, cutting-plane-based algorithms, equipped with a unified scenario generation framework, are proposed for addressing both unbounded support and second-stage dual feasible regions, with a finite convergence proof under less stringent assumptions.

Wasserstein↗