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DAKOTA : a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the DAKOTA software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of DAKOTA-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of DAKOTA's iterative analysis capabilities.

99 GENERAL AND MISCELLANEOUS↗

Fractal nature of multiple shear bands in severely deformed metallic glass

We present an analysis of fractal geometry of extensive and complex shear band patterns in a severely deformed metallic glass. We show that the shear band patterns have fractal characteristics, and the fractal dimensions are determined by the stress noise induced by the interaction between shear bands. A theoretical model of the spatial evolution of multiple shear bands is proposed in which the collective shear bands slide is considered as a stochastic process far from thermodynamic equilibrium.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A High-Performance Embedded Hybrid Methodology for Uncertainty Quantification With Applications

Multiphysics processes modeled by a system of unsteady differential equations are naturally suited for partitioned (modular) solution strategies. We consider such a model where probabilistic uncertainties are present in each module of the system and represented as a set of random input parameters. A straightforward approach in quantifying uncertainties in the predicted solution would be to sample all the input parameters into a single set, and treat the full system as a black-box. Although this method is easily parallelizable and requires minimal modifications to deterministic solver, it is blind to the modular structure of the underlying multiphysical model. On the other hand, using spectral representations polynomial chaos expansions (PCE) can provide richer structural information regarding the dynamics of these uncertainties as they propagate from the inputs to the predicted output, but can be prohibitively expensive to implement in the high-dimensional global space of uncertain parameters. Therefore, we investigated hybrid methodologies wherein each module has the flexibility of using sampling or PCE based methods of capturing local uncertainties while maintaining accuracy in the global uncertainty analysis. For the latter case, we use a conditional PCE model which mitigates the curse of dimension associated with intrusive Galerkin or semi-intrusive Pseudospectral methods. After formalizing the theoretical framework, we demonstrate our proposed method using a numerical viscous flow simulation and benchmark the performance against a solely Monte-Carlo method and solely spectral method.

97 MATHEMATICS AND COMPUTING↗

An experiment-informed discrete element modelling study of knife milling for flexural biomass feedstocks

A discrete element method (DEM) based approach is used to study the relationships between material attributes (MAs), processing parameters (PPs), and quality attributes (QAs) for the knife milling of maize stalks. An approximate DEM shape model was conceptualized based on real maize stalks and calibrated based on experimental bending test data for flexural properties (elastic bending stiffness, elastic bending angle limit, elastoplastic ratio, etc.). DEM simulations of maize stalk comminution in a Jordan Reduction Solutions (“JRS”) knife mill were performed to investigate the relationships between the MAs (maize stalk size and breakage stress limit), PPs (impeller rotational speed), and QAs (mass throughput and output particle size distribution (PSD)). The DEM results suggest that stalk length has little influence on mass throughput and PSD, whilst stalks with larger cross sections tend to generate larger sizes of milled particles given the same breakage stress limit. Both the DEM and experimental results show that faster impeller rotation (or higher power) does not necessarily generate higher throughput or smaller output PSD, especially for maize stalks of higher breakage stress limit. The correlations between these MAs, PPs and QAs are found highly stochastic, though breakage stress limit dictates mass throughput, regardless of stalk size. The DEM-predicted output particle size tended to match the experimental data with coarse PSDs based on sieve size but showed weakened fidelity with finer material, indicating the potential for further model improvement.

09 BIOMASS FUELS↗

Nonlinear dynamics of accretion disks with stochastic viscosity

We present a nonlinear numerical model for a geometrically thin accretion disk with the addition of stochastic nonlinear fluctuations in the viscous parameter. These numerical realizations attempt to study the stochastic effects on the disk angular momentum transport. We show that this simple model is capable of reproducing several observed phenomenologies of accretion-driven systems. The most notable of these is the observed linear rms-flux relationship in the disk luminosity. This feature is not formally captured by the linearized disk equations used in previous work. A Fourier analysis of the dissipation and mass accretion rates across disk radii show coherence for frequencies below the local viscous frequency. This is consistent with the coherence behavior observed in astrophysical sources such as Cygnus X-1.

79 ASTRONOMY AND ASTROPHYSICS↗

Charge fluctuations for particles on a surface exposed to plasma

We develop a stochastic model for the charge fluctuations on a microscopic dust particle resting on a surface exposed to plasma. We find in steady state that the fluctuations are normally distributed with a standard deviation that is proportional to (CT{sub e}){sup 1/2}, where C is the particle-surface capacitance and T{sub e} is the plasma electron temperature. The time for an initially uncharged ensemble of particles to reach the steady state distribution is directly proportional to CT{sub e}.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Gyrokinetic study of collisional resonant magnetic perturbation (RMP)-driven plasma density and heat transport in tokamak edge plasma using a magnetohydrodynamic screened RMP field

The total-f gyrokinetic particle-in-cell code XGC is applied to study various aspects of collisional transport in the tokamak edge pedestal in the presence of resonant magnetic perturbations (RMPs) calculated with M3D-C1. Simulations including the separatrix and scrape-off layer are exercised for a model DIII-D H-mode plasma. Neutral particle recycling is modeled by means of ionization and charge exchange with the plasma. A fully nonlinear Fokker–Planck collision operator is utilized to account for non-Maxwellian edge plasma. Here, the study yields kinetic evidence that (i) neglecting the non-axisymmetric component of the RMP-generated electrostatic potential perturbation could yield a fictitiously high particle pump-out rate in the edge pedestal; that (ii) the experimental level of particle pump-out from the pedestal cannot be provided by collisional transport across Kolmogorov–Arnold–Moser surfaces except across the magnetic separatrix where stochastic magnetic field lines exist; that (iii) the H-mode type electron heat barrier is retained in the steep slope area under the M3D-C1 calculated RMPs; and that (iv) the stochastic electron heat-transport rate around the magnetic separatrix surface is much lower than the prediction by Rechester–Rosenbluth (1978 Phys. Rev. Lett. 40 38–41) and is qualitatively consistent with the experimentally observed rate. Detailed kinetic physics analysis on how the transport fluxes, electrostatic potential perturbation, and -well structure respond to onset of RMPs is also reported.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied. Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Quantum optimal control of multiple weakly interacting molecular rotors in the time-dependent Hartree approximation

In this work we perform quantum optimal control simulations, based on the Time-Dependent Hartree (TDH) approximation, for systems of three to five dipole-dipole coupled OCS rotors. A control electric field is used to steer all of the individual rotors, arranged in chains and regular polygons in a plane, toward either identical or unique objectives. The goal is to explore the utility of the TDH approximation to model the field-induced dynamics of multiple interacting rotors in the weak dipole-dipole coupling regime. A stochastic hill climbing approach is employed to seek an optimal control field that achieves the desired objectives at a specified target time. We first show that multiple rotors in chain and polygon geometries can be identically oriented in the same direction; these cases do not significantly depend on the presence of the dipole-dipole interaction. Additionally, in particular geometrical arrangements, we demonstrate that individual rotors can be uniquely manipulated toward different objectives with the same field. Specifically, it is shown that for a three rotor chain, the two end rotors can be identically oriented in a specific direction while keeping the middle rotor in its ground state, and for an equilateral triangle, two rotors can be identically oriented in a specific direction while the third rotor is oriented in the opposite direction. These multirotor unique objective cases exploit the shape of the field in coordination with dipole-dipole coupling between the rotors. Comparisons to numerically exact calculations, utilizing the TDH-determined fields, are given for all optimal control studies involving systems of three rotors.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

TU-F-BRF-08: Intensity Modulation Expanded to Spatio-Temporal Space; IMRT Combined with Optimal Fractionation Schedule

Purpose: Past efforts to improve the therapeutic ratio have focused on a spatial approach where highly conformal radiation dose is given to tumors while minimizing dose to normal tissues, e.g., IMRT, VMAT, and IGRT. However, the fractionation schedule, i.e., a temporal approach to radiotherapy, has been largely overlooked so far in maximizing the therapeutic ratio. We establish a rigorous mathematical spatio-temporal approach to systematically investigate the feasibility and potential benefits of simultaneously optimizing radiation dose distribution in space and time. Methods: Stochastic control formalism is constructed to maximize the average tumor BED by choosing an optimal radiation dose distribution for an optimal number of fractions subject to normal tissue BED constraints. Three separate simulations are run on two groups of phantom cases; 5 cases with prostate cancer and 5 cases with head-and-neck cancer. (1) Conventional IMRT with 70Gy/35fx for head-and-neck, and 81Gy/45fx for prostate, (2) IMRT is done independently from the fractionation schedule optimization (S-model), (3) integrated spatio-temporal approach (I-model) where radiation intensities are simultaneously optimized for the first time ever in space and time. Final tumor BEDs from the three trials are compared in prostate and head-and-neck cases. Results: Numerical simulations show that final tumor BED from I-model is 20–90% larger than conventional IMRT, and 20-50% larger than S-model for head-and-neck cancer with α/β=10 and Tdouble=2–50 days. Final tumor BED from I-model is also 90–140% larger than conventional IMRT, and 20–30% larger than S-model for prostate cancer with α/β=2 and Tdouble=5–80 days. Conclusion: Our spatio-temporal optimization of radiotherapy allows an expansion of search space for the optimal treatment plans to include the temporal distribution of radiation dose in addition to the spatial distribution. Such spatio-temporal approach shows great potential to improve the therapeutic ratio, particularly with fast growing, aggressive tumors with short doubling time and/or low α/β.

60 APPLIED LIFE SCIENCES↗

TU-AB-303-01: A Feasibility Study for Dynamic Adaptive Therapy of Non-Small Cell Lung Cancer

Purpose: To compare plans for NSCLC optimized using Dynamic Adaptive Therapy (DAT) with conventional IMRT optimization. DAT adapts plans based on changes in the target volume by using dynamic programing techniques to consider expected changes into the optimization process. Information gathered during treatment, e.g. from CBCT, is incorporated into the optimization. Methods and materials: DAT is formulated using stochastic control formalism, which minimizes the total expected number of tumor cells at the end of a treatment course subject to uncertainty inherent in the tumor response and organs-at-risk (OAR) dose constraints. This formulation allows for non-stationary dose distribution as well as non-stationary fractional dose as needed to achieve a series of optimal plans that are conformal to tumor over time. Sixteen phantom cases with various sizes and locations of tumors, and OAR geometries were generated. Each case was planned with DAT and conventional IMRT (60Gy/30fx). Tumor volume change over time was obtained by using, daily MVCT-based, two-level cell population model. Monte Carlo simulations have been performed for each treatment course to account for uncertainty in tumor response. Same OAR dose constraints were applied for both methods. The frequency of plan modification was varied to 1, 2, 5 (weekly), and 29 (daily). The final average tumor dose and OAR doses have been compared to quantify the potential benefit of DAT. Results: The average tumor max, min, mean, and D95 resulted from DAT were 124.0–125.2%, 102.1–114.7%, 113.7–123.4%, and 102.0–115.9% (range dependent on the frequency of plan modification) of those from conventional IMRT. Cord max, esophagus max, lung mean, heart mean, and unspecified tissue D05 resulted from AT were 84–102.4%, 99.8–106.9%, 66.9–85.6%, 58.2–78.8%, and 85.2–94.0% of those from conventional IMRT. Conclusions: Significant tumor dose increase and OAR dose reduction, especially with parallel OAR with mean or dose-volume constraints, can be achieved using DAT.

60 APPLIED LIFE SCIENCES↗

Information distribution in distributed microprocessor based flight control systems

This paper presents an optimal control theory that accounts for variable time intervals in the information distribution to control effectors in a distributed microprocessor based flight control system. The theory is developed using a linear process model for the aircraft dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved that provides the control law that minimizes the expected value of a quadratic cost function. An example is presented where the theory is applied to the control of the longitudinal motions of the F8-DFBW aircraft. Theoretical and simulation results indicate that, for the example problem, the optimal cost obtained using a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained using a known uniform information update interval.

Montgomery, R. C.↗

An adaptive tracking observer for failure-detection systems

The design problem of adaptive observers applied to linear, constant and variable parameters, multi-input, multi-output systems, is considered. It is shown that, in order to keep the observer's (or Kalman filter) false-alarm rate (FAR) under a certain specified value, it is necessary to have an acceptable proper matching between the observer (or KF) model and the system parameters. An adaptive observer algorithm is introduced in order to maintain desired system-observer model matching, despite initial mismatching and/or system parameter variations. Only a properly designed adaptive observer is able to detect abrupt changes in the system (actuator, sensor failures, etc.) with adequate reliability and FAR. Conditions for convergence for the adaptive process were obtained, leading to a simple adaptive law (algorithm) with the possibility of an a priori choice of fixed adaptive gains. Simulation results show good tracking performance with small observer output errors and accurate and fast parameter identification, in both deterministic and stochastic cases.

Sidar, M.↗

RITRACKS: A Software for Simulation of Stochastic Radiation Track Structure, Micro and Nanodosimetry, Radiation Chemistry and DNA Damage for Heavy Ions

The code RITRACKS (Relativistic Ion Tracks) has been developed over the last few years at the NASA Johnson Space Center to simulate the effects of ionizing radiations at the microscopic scale, to understand the effects of space radiation at the biological level. The fundamental part of this code is the stochastic simulation of radiation track structure of heavy ions, an important component of space radiations. The code can calculate many relevant quantities such as the radial dose, voxel dose, and may also be used to calculate the dose in spherical and cylindrical targets of various sizes. Recently, we have incorporated DNA structure and damage simulations at the molecular scale in RITRACKS. The direct effect of radiations is simulated by introducing a slight modification of the existing particle transport algorithms, using the Binary‐Encounter‐Bethe model of ionization cross sections for each molecular orbitals of DNA. The simulation of radiation chemistry is done by a step‐by‐step diffusion‐reaction program based on the Green's functions of the diffusion equation]. This approach is also used to simulate the indirect effect of ionizing radiation on DNA. The software can be installed independently on PC and tablets using the Windows operating system and does not require any coding from the user. It includes a Graphic User Interface (GUI) and a 3D OpenGL visualization interface. The calculations are executed simultaneously (in parallel) on multiple CPUs. The main features of the software will be presented.

Plante, I↗

Anomalous Transport of High Energy Cosmic Rays in Galactic Superbubbles

High-energy cosmic rays may exhibit anomalous transport as they traverse and are accelerated by a collection of supernovae explosions in a galactic superbubble. Signatures of this anomalous transport can show up in the particles' evolution and their spectra. In a continuous-time-random- walk (CTRW) model assuming standard diffusive shock acceleration theory (DSA) for each shock encounter, and where the superbubble (an OB stars association) is idealized as a heterogeneous region of particle sources and sinks, acceleration and transport in the superbubble can be shown to be sub-diffusive. While the sub-diffusive transport can be attributed to the stochastic nature of the acceleration time according to DSA theory, the spectral break appears to be an artifact of transport in a finite medium. These CTRW simulations point to a new and intriguing phenomenon associated with the statistical nature of collective acceleration of high energy cosmic rays in galactic superbubbles.

Barghouty, Nasser F.↗

Fragmentation paths in dynamical models

We undertake a quantitative comparison of multifragmentation reactions, as modeled by two different approaches: the antisymmetrized molecular dynamics (AMD) and the momentum-dependent stochastic mean-field (SMF) model. Fragment observables and pre-equilibrium (nucleon and light cluster) emission are analyzed, in connection with the underlying compression-expansion dynamics in each model. Considering reactions between neutron-rich systems, observables related to the isotopic properties of emitted particles and fragments are also discussed, as a function of the parametrization employed for the isovector part of the nuclear interaction. We find that the reaction path, particularly the mechanism of fragmentation, is different in the two models and reflects on some properties of the reaction products, including their isospin content. This should be taken into account in the study of the density dependence of the symmetry energy from such collisions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic Model Predictive Control for Demand Response in a Home Energy Management System

This paper presents a chance constrained, model predictive control (MPC) algorithm for demand response (DR) in a home energy management system (HEMS). The HEMS optimally schedules controllable appliances given user preferences such as thermal comfort and energy cost sensitivity, and available residentially-owned power sources such as photovoltaic (PV) generation and home battery systems. The proposed control architecture ensures both the DR event and indoor thermal comfort are satisfied with a high probability given the uncertainty in available PV generation and the outdoor temperature forecast. The uncertainties are incorporated into the MPC formulation using probabilistic constraints instead of computationally limiting sampling-based approaches. Simulation results for various user preferences and probabilistic model parameters show the effectiveness of the HEMS algorithm response to DR requests.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗