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DOE OSTI2018

An efficient, partitioned ensemble algorithm for simulating ensembles of evolutionary MHD flows at low magnetic Reynolds number

Studying the propagation of uncertainties in a nonlinear dynamical system usually involves generating a set of samples in the stochastic parameter space and then repeated simulations with different sampled parameters. The main difficulty faced in the process is the excessive computational cost. In this paper, we present an efficient, partitioned ensemble algorithm to determine multiple realizations of a reduced Magnetohydrodynamics (MHD) system, which models MHD flows at low magnetic Reynolds number. The algorithm decouples the fully coupled problem into two smaller subphysics problems, which reduces the size of the linear systems that to be solved and allows the use of optimized codes for each subphysics problem. Moreover, the resulting coefficient matrices are the same for all realizations at each time step, which allows faster computation of all realizations and significant savings in computational cost. We prove this algorithm is first order accurate and long time stable under a time step condition. Numerical examples are provided to verify the theoretical results and demonstrate the efficiency of the algorithm.

Jiang, Nan↗

DOE OSTI2020

Permutation matrix representation quantum Monte Carlo

We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its off-diagonal terms and is both parameter-free and Trotter error-free. In our approach, the quantum dimension consists of products of elements of a permutation group. As such, it allows for the study of a very wide variety of models on an equal footing. To demonstrate the utility of our technique, we use it to clarify the emergence of the sign problem in the simulations of non-stoquastic physical models. We showcase the flexibility of our algorithm and the advantages it offers over existing state-of-the-art by simulating transverse- field Ising model Hamiltonians and comparing the performance of our technique against that of the stochastic series expansion algorithm. Furthermore, we also study a transverse-field Ising model augmented with randomly chosen two-body transverse-field interactions.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2015

Status on the Development of a Modeling and Simulation Framework for the Economic Assessment of Nuclear Hybrid Energy Systems

An effort to design and build a modeling and simulation framework to assess the economic viability of Nuclear Hybrid Energy Systems (NHES) was undertaken in fiscal year 2015 (FY15). The purpose of this report is to document the various tasks associated with the development of such a framework and to provide a status on its progress. Several tasks have been accomplished. First, starting from a simulation strategy, a rigorous mathematical formulation has been achieved in which the economic optimization of a Nuclear Hybrid Energy System is presented as a constrained robust (under uncertainty) optimization problem. Some possible algorithms for the solution of the optimization problem are presented. A variation of the Simultaneous Perturbation Stochastic Approximation algorithm has been implemented in RAVEN and preliminary tests have been performed. The development of the software infrastructure to support the simulation of the whole NHES has also moved forward. The coupling between RAVEN and an implementation of the Modelica language (OpenModelica) has been implemented, migrated under several operating systems and tested using an adapted model of a desalination plant. In particular, this exercise was focused on testing the coupling of the different code systems; testing parallel, computationally expensive simulations on the INL cluster; and providing a proof of concept for the possibility of using surrogate models to represent the different NHES subsystems. Another important step was the porting of the RAVEN code under the Windows™ operating system. This accomplishment makes RAVEN compatible with the development environment that is being used for dynamic simulation of NHES components. A very simplified model of a NHES on the electric market has been built in RAVEN to confirm expectations on the analysis capability of RAVEN to provide insight into system economics and to test the capability of RAVEN to identify limit surfaces even for stochastic constraints. This capability will be needed in the future to enforce the stochastic constraints on the electric demand coverage from the NHES. The development team gained experience with many of the tools that are currently envisioned for use in the economic analysis of NHES and completed several important steps. Given the complexity of the project, preference has been given to a structural approach in which several independent efforts have been used to build the cornerstone of the simulation framework. While this is good approach in establishing such a complex framework, it may delay reaching more complete results on the performance of analyzed system configurations. The integration of the previously reported exergy analysis approach was initially proposed as part of this milestone. However, in reality, the exergy-based apportioning of cost will take place only in a second stage of the implementation since it will be used to properly allocate cost among the different NHES subsystems. Therefore, exergy does not appear at the level of the main drivers in the analysis framework; the latter development of the base framework is the focus of this report.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2018

A new hybrid algorithm combining a new chaos optimization approach with gradient descent for high dimensional optimization problems

Chaos optimization algorithm (COA) is a recently developed method for global optimization based on chaos theory. It has the features of easy implementation, short execution time and robust mechanisms of escaping from local optima compared with the existing stochastic searching algorithm. By integrating the gradient descent method with a new COA approach using new strategies including symmetrization and levelling, a novel hybrid method, called SCGD, is proposed in this paper. The main idea is to combine the good ability of exploitation of the gradient descent with the high ability of exploration of COA. The purpose is to avoid being trapped into local optima and to improve convergence in large space and high-dimension optimization problems. The simulation results based on a set of 50 benchmark functions with diverse properties and different dimensions show the efficiency and the abilities of the proposed method in finding the global optima compared with the existing methods.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2011

Modeling the Dynamics of Compromised Networks

Accurate predictive models of compromised networks would contribute greatly to improving the effectiveness and efficiency of the detection and control of network attacks. Compartmental epidemiological models have been applied to modeling attack vectors such as viruses and worms. We extend the application of these models to capture a wider class of dynamics applicable to cyber security. By making basic assumptions regarding network topology we use multi-group epidemiological models and reaction rate kinetics to model the stochastic evolution of a compromised network. The Gillespie Algorithm is used to run simulations under a worst case scenario in which the intruder follows the basic connection rates of network traffic as a method of obfuscation.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Information criteria for quantifying loss of reversibility in parallelized KMC

Parallel Kinetic Monte Carlo (KMC) is a potent tool to simulate stochastic particle systems efficiently. However, despite literature on quantifying domain decomposition errors of the particle system for this class of algorithms in the short and in the long time regime, no study yet explores and quantifies the loss of time-reversibility in Parallel KMC. Inspired by concepts from non-equilibrium statistical mechanics, we propose the entropy production per unit time, or entropy production rate, given in terms of an observable and a corresponding estimator, as a metric that quantifies the loss of reversibility. Typically, this is a quantity that cannot be computed explicitly for Parallel KMC, which is why we develop a posteriori estimators that have good scaling properties with respect to the size of the system. Through these estimators, we can connect the different parameters of the scheme, such as the communication time step of the parallelization, the choice of the domain decomposition, and the computational schedule, with its performance in controlling the loss of reversibility. From this point of view, the entropy production rate can be seen both as an information criterion to compare the reversibility of different parallel schemes and as a tool to diagnose reversibility issues with a particular scheme. As a demonstration, we use Sandia Lab's SPPARKS software to compare different parallelization schemes and different domain (lattice) decompositions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Generalizing Gillespie’s Direct Method to Enable Network-Free Simulations

Gillespie’s direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in the system. In many cases, this is not feasible due to the combinatorial explosion of reactions and species in biological networks. Rule-based modeling frameworks provide a way to exactly represent networks containing such combinatorial complexity, and generalizations of Gillespie’s direct method have been developed as simulation engines for rule-based modeling languages. Here, we provide both a high-level description of the algorithms underlying the simulation engines, termed network-free simulation algorithms, and how they have been applied in systems biology research. We also define a generic rule-based modeling framework and describe a number of technical details required for adapting Gillespie’s direct method for network-free simulation. Lastly, we briefly discuss potential avenues for advancing network-free simulation and the role they continue to play in modeling dynamical systems in biology.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2013

Application of adaptive hierarchical sparse grid collocation to the uncertainty quantification of nuclear reactor simulators

Recent efforts in the application of uncertainty quantification to nuclear systems have utilized methods based on generalized perturbation theory and stochastic sampling. While these methods have proven to be effective they both have major drawbacks that may impede further progress. A relatively new approach based on spectral elements for uncertainty quantification is applied in this paper to several problems in reactor simulation. Spectral methods based on collocation attempt to couple the approximation free nature of stochastic sampling methods with the determinism of generalized perturbation theory. The specific spectral method used in this paper employs both the Smolyak algorithm and adaptivity by using Newton-Cotes collocation points along with linear hat basis functions. Using this approach, a surrogate model for the outputs of a computer code is constructed hierarchically by adaptively refining the collocation grid until the interpolant is converged to a user-defined threshold. The method inherently fits into the framework of parallel computing and allows for the extraction of meaningful statistics and data that are not within reach of stochastic sampling and generalized perturbation theory. This paper aims to demonstrate the advantages of spectral methods-especially when compared to current methods used in reactor physics for uncertainty quantification-and to illustrate their full potential. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2023

Adaptive, Active Learning, and Multifidelity Monte Carlo Methods in the MOOSE Stochastic Tools Module

MOOSE is an open-source computational platform for constructing multi-physics models and executing them in a massively parallel fashion. It has a stochastic tools module (STM) for forward/inverse uncertainty quantification (UQ) and surrogate modeling. This presentation details some recent developments to the STM with respect to the implementation of adaptive, active learning, and multifidelity Monte Carlo methods for forward UQ of computational models. Specifically, the adaptive Monte Carlo methods include Markov Chain Monte Carlo (MCMC)-driven algorithms like adaptive importance sampling and parallelized subset simulation for statistical QoI estimation, rare events analysis, and stochastic gradient-free optimization. The active learning methods include Gaussian Process (GP) surrogates and their training via Adam optimization, design of acquisition functions, and integration with samplers like Monte Carlo, adaptive importance, and parallelized subset simulation. These active learning methods are also designed to work in a batch mode, wherein, the required calls to the full computational model are executed in parallel whenever a user-specified batch size is met. The multifidelity methods in STM are broadly divided into two categories: hierarchical, where a defined hierarchy exists among the low-fidelity models, and peer, where all the low-fidelity models are treated equally. A GP surrogate is used to learn the differences between the low- and high-fidelity models in both multifidelity categories, and acquisition functions from the active learning classes are used to decide whether to rely on a low-fidelity model or call the expensive high-fidelity model. Alongside the software description and usage, applications are also presented to nuclear engineering computational models including a TRISO nuclear fuel particle, a reactor pressure vessel, and a heat-pipe microreactor.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Integration of Soft Data Into Geostatistical Simulation of Categorical Variables

Uncertain or indirect “soft” data, such as geologic interpretation, driller’s logs, geophysical logs or imaging, offer potential constraints or “soft conditioning” to stochastic models of discrete categorical subsurface variables in hydrogeology such as hydrofacies. Previous bivariate geostatistical simulation algorithms have not fully addressed the impact of data uncertainty in formulation of the (co) kriging equations and the objective function in simulated annealing (or quenching). This paper introduces the geostatistical simulation code tsim-s, which accounts for categorical data uncertainty through a data “hardness” parameter. In generating geostatistical realizations with tsim-s, the uncertainty inherent to soft conditioning is factored into both 1) the data declustering and spatial correlation functions in cokriging and 2) the acceptance probability for change of category in simulated quenching. The degree or sensitivity to which soft data conditions a realization as a function of hardness can be quantified by mapping category probabilities derived from multiple realizations. In addition to point or borehole data, arrays of data (e.g., as derived from a depth-dependency function, probability map, or “prior realization”) can be used as soft conditioning. The tsim-s algorithm provides a theoretically sound and general framework for integrating datasets of variable location, resolution, and uncertainty into geostatistical simulation of categorical variables. A practical example shows how tsim-s is capable of generating a large-scale three-dimensional simulation including curvilinear features.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2022

Resilient Observer Design for Cyber-Physical Systems with Data-Driven Measurement Pruning

Resilient observer design for Cyber-Physical Systems (CPS) in the presence of adversarial false data injection attacks (FDIA) is an active area of research. The existing state-of-the-art algorithms tend to break down as more and more knowledge of the system is built into the attack model; also as the percentage of attacked nodes increases. From the view of optimization theory, the problem is often cast as a classical error correction problem for which a theoretical limit of has been established as the maximum percentage attacked nodes for which state recovery is guaranteed. Beyond this limit, the performance of -minimization based schemes, for instance, deteriorates rapidly. Similar performance degradation occurs for other types of resilient observers beyond certain percentages of attacked nodes. In order to increase the corresponding percentage of attacked nodes for which state recoveries can be guaranteed, researchers have begun to incorporate prior information into the underlying resilient observer design framework. For the most pragmatic cases, this prior information is often obtained through a data-driven machine learning process. Existing results have shown a strong positive correlation between the maximum attacked percentages that can be tolerated and the accuracy of the data-driven model. Motivated by these results, this chapter examines the case for pruning algorithms designed to improve the Positive Prediction Value (PPV) of the resulting prior information, given stochastic uncertainty characteristics of the underlying machine learning model. Theoretical quantification of the achievable improvement is given. Simulation results show that the pruning algorithm significantly increases the maximum correctable percentage of attacked nodes, even for machine learning model whose prediction power is comparable to the random flip of a coin.

Resilient Observer, Cyber-physical Systems, Data-D↗

DOE OSTI2017

Optimizing Microgrid Energy Delivery Under High Uncertainty

One of the largest transitions in the power system today is the shift to a more sustainable and resilient power system. This is being driven by public opinion, changes in regulatory policies, and advancements in smart grid technologies. The most noticeable changes taking place is the integration of distributed energy sources (DERs); this study uses the term DER in the most general way as a resource that can be manipulated to alter energy delivery and flow in the transmission and distribution networks. Also, here it is preferred to focus on energy as the true need while power is a function of the equipment rating. As such, wind and solar, demand that can be manipulated, electric vehicles, electric energy storage, thermal storage, and storage in water system are all considered DERs. These additions to the distribution system are evolving the operation of distribution feeders into microgrids- communication, computing, and control-enabled resources that produce, transport, and utilize energy in a manner that provides cost, reliability, and resilience benefits. As this evolution progresses, the planning and operational management (scheduling and control) must explicitly include the consideration of risk. The management of system risk is currently in the purview of the utility and will likely remain so in the future. However, as each microgrid, as well as federation of microgrids, sees autonomy in order to provide maximum benefits to their constituents, they must assume responsibility to manage their internal risk. The primary scope of this study is the scheduling of resources in a distribution feeder(s) operating as microgrids. The study explores a distribution algorithm to develop the transactive schedule for the DERs, to minimize cost and risk over a time horizon, and an initial laboratory-scale to conduct implementation on distributed hardware. Results from case studies are presented that show that solutions derived by the distributed algorithm are valid. This study also discusses the continuing work on the expansion of: 1) the distributed algorithm from a deterministic to stochastic optimization formulation, and 2) implementation of the distributed algorithm into real-time simulation within the Power System laboratory at New Mexico State University (NMSU) and expanding to the Southwest Technology Development Institute located at NMSU where actual solar, energy storage, and demand response resources are installed.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2016

Semiparametric modeling: Correcting low-dimensional model error in parametric models

In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consists of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2011

Multinomial diffusion equation

We describe a new, microscopic model for diffusion that captures diffusion induced uctuations at scales where the concept of concentration gives way to discrete par- ticles. We show that in the limit as the number of particles N ! 1, our model is equivalent to the classical stochastic diffusion equation (SDE). We test our new model and the SDE against Langevin dynamics in numerical simulations, and show that our model successfully reproduces the correct ensemble statistics, while the classical model fails.

Environmental Molecular Sciences Laboratory↗

DOE OSTI2014

Fast variance reduction for steady-state simulation and sensitivity analysis of stochastic chemical systems using shadow function estimators

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest, these systems are analytically intractable, and one has to resort to computational methods to estimate stationary values of cost functions. In this work, we introduce a novel variance reduction algorithm for stochastic chemical kinetics, inspired by related methods in queueing theory, in particular the use of shadow functions. Using two numerical examples, we demonstrate the efficiency of the method for the calculation of steady-state parametric sensitivities and evaluate its performance in comparison to other estimation methods.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2016

Chemo-mechanical modeling of tumor growth in elastic epithelial tissue

We propose a multiscale chemo-mechanical model of the cancer tumor development in the epithelial tissue. The epithelium is represented by an elastic 2D array of polygonal cells with its own gene regulation dynamics. The model allows the simulation of the evolution of multiple cells interacting via the chemical signaling or mechanically induced strain. The algorithm includes the division and intercalation of cells as well as the transformation of normal cells into a cancerous state triggered by a local failure of the spatial synchronization of the cellular rhythms driven by transcription/translation processes. Both deterministic and stochastic descriptions of the system are given for chemical signaling. The transformation of cells means the modification of their respective parameters responsible for chemo-mechanical interactions. The simulations reproduce a distinct behavior of invasive and localized carcinoma. Generally, the model is designed in such a way that it can be readily modified to take account of any newly understood gene regulation processes and feedback mechanisms affecting chemo-mechanical properties of cells.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2015

Improving Limit Surface Search Algorithms in RAVEN Using Acceleration Schemes: Level II Milestone

The RAVEN code is becoming a comprehensive tool to perform Probabilistic Risk Assessment (PRA); Uncertainty Quantification (UQ) and Propagation; and Verification and Validation (V&V). The RAVEN code is being developed to support the Risk-Informed Safety Margin Characterization (RISMC) pathway by developing an advanced set of methodologies and algorithms for use in advanced risk analysis. The RISMC approach uses system simulator codes applied to stochastic analysis tools. The fundamental idea behind this coupling approach to perturb (by employing sampling strategies) timing and sequencing of events, internal parameters of the system codes (i.e., uncertain parameters of the physics model) and initial conditions to estimate values ranges and associated probabilities of figures of merit of interest for engineering and safety (e.g. core damage probability, etc.). This approach applied to complex systems such as nuclear power plants requires performing a series of computationally expensive simulation runs. The large computational burden is caused by the large set of (uncertain) parameters characterizing those systems. Consequently, exploring the uncertain/parametric domain, with a good level of confidence, is generally not affordable, considering the limited computational resources that are currently available. In addition, the recent tendency to develop newer tools, characterized by higher accuracy and larger computational resources (if compared with the presently used legacy codes, that have been developed decades ago), has made this issue even more compelling. In order to overcome to these limitations, the strategy for the exploration of the uncertain/parametric space needs to use at best the computational resources focusing the computational effort in those regions of the uncertain/parametric space that are “interesting” (e.g., risk-significant regions of the input space) with respect the targeted Figures Of Merit (FOM): for example, the failure of the system, subject of the analysis. These methodologies are named, in the RAVEN environment, adaptive sampling strategies. These methodologies infer system responses from surrogate models constructed from already existing samples (produced using high fidelity simulations) and suggest the most relevant location (coordinate in the input space) of the next sampling point to be explored in the uncertain/parametric domain. When using those methodologies, it is possible to understand features of the system response with a small number of carefully selected samples. This report focuses on the development and improvement of the limit surface search. The limit surface is an important concept in system reliability analysis. Without going into the details, which will be covered later in the report, the limit surface could be briefly described as an hyper-surface in the system uncertainty/parametric space separating the regions leading to a prescribed system outcome. For example, if the uncertainty/parametric space is the one generated by the reactor power level and the duration of the batteries, the system is a nuclear power plant and the system outcome discriminating variable is the clad failure in a station blackout scenario, then the limit surface separates the combinations of reactor power level and battery duration that lead to clad failure from the ones that do not.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

DOE OSTI2015

A generalized parallel replica dynamics

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying stochastic process to a quasi-stationary distribution. Two requirements for applying parallel replica dynamics are knowledge of the time scale on which the process converges to the quasi-stationary distribution and a mechanism for generating samples from this distribution. By combining a Fleming–Viot particle system with convergence diagnostics to simultaneously identify when the process converges while also generating samples, we can address both points. This variation on the algorithm is illustrated with various numerical examples, including those with entropic barriers and the 2D Lennard-Jones cluster of seven atoms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗