Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic simulation algorithm”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

Stochastic simulation of electron avalanches on supercomputers

In the paper, we present a three-dimensional parallel Monte Carlo algorithm named ELSHOW which is developed for simulation of electron avalanches in gases. Parallel implementation of the ELSHOW was made on supercomputers with different architectures (massive parallel and hybrid ones). Using the ELSHOW, calculations of such integral characteristics as the number of particles in an avalanche, the coefficient of impact ionization, the drift velocity, and the others were made. Also, special precise computations were made to select an appropriate size of the time step using the technique of dependent statistical tests. Particularly, the algorithm consists of special methods of distribution modeling, a lexicographic implementation scheme for “branching” of trajectories, justified estimation of functionals. A comparison of the obtained results for nitrogen with previously published theoretical and experimental data was made.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Application of stochastic weighted algorithms to a multidimensional silica particle model

Highlights: •Stochastic weighted algorithms (SWAs) are developed for a detailed silica model. •An implementation of SWAs with the transition kernel is presented. •The SWAs’ solutions converge to the direct simulation algorithm’s (DSA) solution. •The efficiency of SWAs is evaluated for this multidimensional particle model. •It is shown that SWAs can be used for coagulation problems in industrial systems. -- Abstract: This paper presents a detailed study of the numerical behaviour of stochastic weighted algorithms (SWAs) using the transition regime coagulation kernel and a multidimensional silica particle model. The implementation in the SWAs of the transition regime coagulation kernel and associated majorant rates is described. The silica particle model of Shekar et al. [S. Shekar, A.J. Smith, W.J. Menz, M. Sander, M. Kraft, A multidimensional population balance model to describe the aerosol synthesis of silica nanoparticles, Journal of Aerosol Science 44 (2012) 83–98] was used in conjunction with this coagulation kernel to study the convergence properties of SWAs with a multidimensional particle model. High precision solutions were calculated with two SWAs and also with the established direct simulation algorithm. These solutions, which were generated using large number of computational particles, showed close agreement. It was thus demonstrated that SWAs can be successfully used with complex coagulation kernels and high dimensional particle models to simulate real-world systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Asynchronous τ-leaping

Stochastic simulation of cell signaling pathways and genetic regulatory networks has contributed to the understanding of cell function; however, investigation of larger, more complicated systems requires computationally efficient algorithms. τ-leaping methods, which improve efficiency when some molecules have high copy numbers, either use a fixed leap size, which does not adapt to changing state, or recalculate leap size at a heavy computational cost. We present a hybrid simulation method for reaction-diffusion systems which combines exact stochastic simulation and τ-leaping in a dynamic way. Putative times of events are stored in a priority queue, which reduces the cost of each step of the simulation. For every reaction and diffusion channel at each step of the simulation the more efficient of an exact stochastic event or a τ-leap is chosen. This new approach removes the inherent trade-off between speed and accuracy in stiff systems which was present in all τ-leaping methods by allowing each reaction channel to proceed at its own pace. Both directions of reversible reactions and diffusion are combined in a single event, allowing bigger leaps to be taken. This improves efficiency for systems near equilibrium where forward and backward events are approximately equally frequent. Comparison with existing algorithms and behaviour for five test cases of varying complexity shows that the new method is almost as accurate as exact stochastic simulation, scales well for large systems, and for various problems can be significantly faster than τ-leaping.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2014

Stochastic superparameterization in quasigeostrophic turbulence

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and efficient stochastic parameterizations for use in ensemble-based state estimation and prediction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Slow-scale split-step tau-leap method for stiff stochastic chemical systems

Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. A motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and systems biology. It is known that the dynamical behavior of biochemical systems is often intrinsically stiff representing a serious challenge for their numerical approximation. The naive extension of stiff deterministic solvers to stochastic integration often yields numerical solutions with either impractically large relaxation times or incorrectly resolved covariance. In this paper, we propose a splitting heuristic which helps to resolve some of these issues. The proposed integrator contains a number of unknown parameters which are estimated for each particular problem from the moment equations of the corresponding linearized system. We show that this method is able to reproduce the exact mean and variance of the linear scalar test equation and demonstrates a good accuracy for the arbitrarily stiff systems at least in the linear case. The numerical examples for both linear and nonlinear systems are also provided, and the obtained results confirm the efficiency of the considered splitting approach.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Local limits of detection for anthropogenic aerosol-cloud interactions

Ship tracks are quasi-linear cloud patterns produced from the interaction of ship emissions with low boundary layer clouds. They are visible throughout the diurnal cycle in satellite images from space-borne assets like the Advanced Baseline Imagers (ABI) aboard the National Oceanic and Atmospheric Administration Geostationary Operational Environmental Satellites (GOES-R). However, complex atmospheric dynamics often make it difficult to identify and characterize the formation and evolution of tracks. Ship tracks have the potential to increase a cloud's albedo and reduce the impact of global warming. Thus, it is important to study these patterns to better understand the complex atmospheric interactions between aerosols and clouds to improve our climate models, and examine the efficacy of climate interventions, such as marine cloud brightening. Over the course of this 3-year project, we have developed novel data-driven techniques that advance our ability to assess the effects of ship emissions on marine environments and the risks of future marine cloud brightening efforts. The three main innovative technical contributions we will document here are a method to track aerosol injections using optical flow, a stochastic simulation model for track formations and an automated detection algorithm for efficient identification of ship tracks in large datasets.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

The Multi-scenario Extreme Weather Simulator: Energy Resilience for Mission Assurance

The Multi-scenario extreme weather simulator (MEWS) is a stochastic weather generation tool. The MEWS algorithm uses 50 or more years of National Oceanic and Atmospheric Association (NOAA) daily summaries [1] for maximum and minimum temperature and NOAA climate norms [2] to calculate historical heat wave and cold snap statistics. The algorithm takes these statistics and shifts them according to multiplication factors provided in the Intergovernmental Panel on Climate Change (IPCC) physical basis technical summary [3] for heat waves.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS2018

Computational Model Prediction and Biological Validation Using Simplified Mixed Field Exposures for the Development of a GCR Reference Field

The yield of chromosomal aberrations has been shown to increase in the lymphocytes of astronauts after long-duration missions of several months in space. Chromosome exchanges, especially translocations, are positively correlated with many cancers and are therefore a potential biomarker of cancer risk associated with radiation exposure. Although extensive studies have been carried out on the induction of chromosomal aberrations by low- and high-LET radiation in human lymphocytes, fibroblasts, and epithelial cells exposed in vitro, there is a lack of data on chromosome aberrations induced by low dose-rate chronic exposure and mixed field beams such as those expected in space. Chromosome aberration studies at NSRL will provide the biological validation needed to extend the computational models over a broader range of experimental conditions (more complicated mixed fields leading up to the galactic cosmic rays (GCR) simulator), helping to reduce uncertainties in radiation quality effects and dose-rate dependence in cancer risk models. These models can then be used to answer some of the open questions regarding requirements for a full GCR reference field, including particle type and number, energy, dose rate, and delivery order. In this study, we designed a simplified mixed field beam with a combination of proton, helium, oxygen, and iron ions with shielding or proton, helium, oxygen, and titanium without shielding. Human fibroblasts cells were irradiated with these mixed field beam as well as each single beam with acute and chronic dose rate, and chromosome aberrations (CA) were measured with 3-color fluorescent in situ hybridization (FISH) chromosome painting methods. Frequency and type of CA induced with acute dose rate and chronic dose rates with single and mixed field beam will be discussed. A computational chromosome and radiation-induced DNA damage model, BDSTRACKS (Biological Damage by Stochastic Tracks), was updated to simulate various types of CA induced by acute exposures of the mixed field beams used for the experiments. The chromosomes were simulated by a polymer random walk algorithm with restrictions to their respective domains in the nucleus [1]. The stochastic dose to the nucleus was calculated with the code RITRACKS [2]. Irradiation of a target volume by a mixed field of ions was implemented within RITRACKs, and the fields of ions can be delivered over specific periods of time, allowing the simulation of dose-rate effects. Similarly, particles of various types and energies extracted from a pre-calculated spectra of galactic cosmic rays (GCR) can be used in RITRACKS. The number and spatial location of DSBs (DNA double-strand breaks) were calculated in BDSTRACKS using the simulated chromosomes and local (voxel) dose. Assuming that DSBs led to chromosome breaks, and simulating the rejoining of damaged chromosomes occurring during repair, BDSTRACKS produces the yield of various types of chromosome aberrations as a function of time (only final yields are presented). A comparison between experimental and simulation results will be shown.

Hada, M.↗
DOE OSTI2016

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

Scaling methods for accelerating kinetic Monte Carlo simulations of chemical reaction networks

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. In this work, we present a new acceleration algorithm based on adaptive and heterogeneous scaling of reaction rates and stoichiometric coefficients. The algorithm is conceptually related to the commonly used idea of accelerating a stochastic simulation by considering a subvolume λΩ (0 < λ < 1) within a system of interest, which reduces the number of reaction events per unit time occurring in a simulation by a factor 1/λ at the cost of greater error in unbiased estimates of first moments and biased overestimates of second moments. Our new approach offers two unique benefits. First, scaling is adaptive and heterogeneous, which eliminates the pitfall of overaggressive scaling. Second, there is no need for an a priori classification of populations as discrete or continuous (as in a hybrid method), which is problematic when discreteness of a chemical species changes during a simulation. The method requires specification of only a single algorithmic parameter, N c , a global critical population size above which populations are effectively scaled down to increase simulation efficiency. The method, which we term partial scaling, is implemented in the open-source BioNetGen software package. We demonstrate that partial scaling can significantly accelerate simulations without significant loss of accuracy for several published models of biological systems. Finally, these models characterize activation of the mitogen-activated protein kinase ERK, prion protein aggregation, and T-cell receptor signaling.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2012

Robust volume calculations for Constructive Solid Geometry (CSG) components in Monte Carlo transport calculations

In this paper we consider a new generalized algorithm for the efficient calculation of component object volumes given their equivalent constructive solid geometry (CSG) definition. The new method relies on domain decomposition to recursively subdivide the original component into smaller pieces with volumes that can be computed analytically or stochastically, if needed. Unlike simpler brute-force approaches, the proposed decomposition scheme is guaranteed to be robust and accurate to within a user-defined tolerance. The new algorithm is also fully general and can handle any valid CSG component definition, without the need for additional input from the user. The new technique has been specifically optimized to calculate volumes of component definitions commonly found in models used for Monte Carlo particle transport simulations for criticality safety and reactor analysis applications. However, the algorithm can be easily extended to any application which uses CSG representations for component objects. The paper provides a complete description of the novel volume calculation algorithm, along with a discussion of the conjectured error bounds on volumes calculated within the method. In addition, numerical results comparing the new algorithm with a standard stochastic volume calculation algorithm are presented for a series of problems spanning a range of representative component sizes and complexities. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

Post-hoc reweighting of hadron production in the Lund string model

We present a method for reweighting flavor selection in the Lund string fragmentation model. This is the process of calculating and applying event weights enabling fast and exact variation of hadronization parameters on pre-generated event samples. The procedure is post hoc, requiring only a small amount of additional information stored per event, and allowing for efficient estimation of hadronization uncertainties without repeated simulation. Weight expressions are derived from the hadronization algorithm itself, and validated against direct simulation for a wide range of observables and parameter shifts. The hadronization algorithm can be viewed as a hierarchical Markov process with stochastic rejections, a structure common to many complex simulations outside of high-energy physics. This perspective makes the method modular, extensible, and potentially transferable to other domains. We demonstrate the approach in Pythia, including both coverage considerations and timing benefits. For the purpose of this paper, our goal is to develop and demonstrate the the formalism, and we therefore exclude several model variations for baryon production (popcorn model, junction production) needed for proton collisions. These will be the topic of a future paper.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Determining the N -Representability of a Reduced Density Matrix via Unitary Evolution and Stochastic Sampling

The N-representability problem consists in determining whether, for a given p-body matrix, there exists at least one N-body density matrix from which the p-body matrix can be obtained by contraction, that is, if the given matrix is a p-body reduced density matrix (p-RDM). The knowledge of all necessary and sufficient conditions for a p-body matrix to be N-representable allows the constrained minimization of a many-body Hamiltonian expectation value with respect to the p-body density matrix and, thus, the determination of its exact ground state. However, the number of constraints that complete the N-representability conditions grows exponentially with system size, and hence, the procedure quickly becomes intractable for practical applications. This work introduces a hybrid quantum-stochastic algorithm to effectively replace the N-representability conditions. The algorithm consists of applying to an initial N-body density matrix a sequence of unitary evolution operators constructed from a stochastic process that successively approaches the reduced state of the density matrix on a p-body subsystem, represented by a p-RDM, to a target p-body matrix, potentially a p-RDM. The generators of the evolution operators follow the well-known adaptive derivative-assembled pseudo-Trotter method (ADAPT), while the stochastic component is implemented by using a simulated annealing process. The resulting algorithm is independent of any underlying Hamiltonian, and it can be used to decide whether a given p-body matrix is N-representable, establishing a criterion to determine its quality and correcting it. We apply the proposed hybrid ADAPT algorithm to alleged reduced density matrices from a quantum chemistry electronic Hamiltonian, from the reduced Bardeen–Cooper–Schrieffer model with constant pairing, and from the Heisenberg XXZ spin model. In all cases, the proposed method behaves as expected for 1-RDMs and 2-RDMs, evolving the initial matrices toward different targets.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Enabling High-Dimensional Hierarchical Uncertainty Quantification by ANOVA and Tensor-Train Decomposition

Hierarchical uncertainty quantification can reduce the computational cost of stochastic circuit simulation by employing spectral methods at different levels. This paper presents an efficient framework to simulate hierarchically some challenging stochastic circuits/systems that include high-dimensional subsystems. Due to the high parameter dimensionality, it is challenging to both extract surrogate models at the low level of the design hierarchy and to handle them in the high-level simulation. In this paper, we develop an efficient analysis of variance-based stochastic circuit/microelectromechanical systems simulator to efficiently extract the surrogate models at the low level. In order to avoid the curse of dimensionality, we employ tensor-train decomposition at the high level to construct the basis functions and Gauss quadrature points. As a demonstration, we verify our algorithm on a stochastic oscillator with four MEMS capacitors and 184 random parameters. This challenging example is efficiently simulated by our simulator at the cost of only 10min in MATLAB on a regular personal computer.

ANOVA↗
DOE OSTI2011

Three-Phase Solid Oxide Fuel Cell Anode Microstructure Realization Using Two-Point Correlation Functions

A Monte Carlo methodology is developed as a means for three-dimensional (3D) reconstruction of the microstructure of a three-phase anode used in solid oxide fuel cells, based on two-point statistical functions. The salient feature of the presented reconstruction methodology is the ability to realize the 3D microstructure from its 2D SEM image for a three-phase medium extendable to n-phase media. In the realization procedure, different phases of the heterogeneous medium are represented by different cells which are allowed to grow. The growth of cells, however, are controlled via several optimization parameters related to rotation, shrinkage, translation, distribution and growth rates of the cells. Indeed, the proposed realization algorithm can be categorized as a member of dynamic programming methods and is designed so comprehensive that can realize any desired microstructure. To be more specific, at first the initial 2D image is successfully reconstructed and then the final optimization parameters are used as the initial values for the initiation of the 3D reconstruction algorithm. This paper presents a novel hybrid stochastic methodology based on the colony and kinetic algorithm for the simulation of the virtual microstructure. The simulation procedure involves repeated realizations where each realization in turn consists of nucleation and growth of cells. For each of the subsequent realizations, the controlling parameters get updated by minimization of an objective function at the end of the preceding realization. Here, the objective function is defined based on the two-point correlation functions from the simulated and real microstructures. The kinetic growth algorithm is established on the cellular automata approach which facilitates the simulation procedure. Comparison of the two-point correlation functions from different sections of the final 3D reconstructed microstructure with the initial real microstructure shows a satisfactory agreement which confirms the proposed methodology.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies for solar PV plants have shown the performance improvement of the proposed model over traditional BNNs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies in solar energy prediction have shown the performance improvement of the proposed model over traditional BNNs.

14 SOLAR ENERGY↗
DOE OSTI2016

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.

97 MATHEMATICS AND COMPUTING↗