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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.

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At least 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
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↗
DOE OSTI2017

A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems

Multiphysics simulations often involve nonlinear components that are driven by internally generated or externally imposed random fluctuations. When used with a domain-decomposition (DD) algorithm, such components have to be coupled in a way that both accurately propagates the noise between the subdomains and lends itself to a stable and cost-effective temporal integration. We develop a conservative DD approach in which tight coupling is obtained by using a Jacobian-free Newton–Krylov (JfNK) method with a generalized minimum residual iterative linear solver. This strategy is tested on a coupled nonlinear diffusion system forced by a truncated Gaussian noise at the boundary. Enforcement of path-wise continuity of the state variable and its flux, as opposed to continuity in the mean, at interfaces between subdomains enables the DD algorithm to correctly propagate boundary fluctuations throughout the computational domain. Reliance on a single Newton iteration (explicit coupling), rather than on the fully converged JfNK (implicit) coupling, may increase the solution error by an order of magnitude. Increase in communication frequency between the DD components reduces the explicit coupling's error, but makes it less efficient than the implicit coupling at comparable error levels for all noise strengths considered. Finally, the DD algorithm with the implicit JfNK coupling resolves temporally-correlated fluctuations of the boundary noise when the correlation time of the latter exceeds some multiple of an appropriately defined characteristic diffusion time.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Collaborative operational fault tolerant control for stochastic distribution control system

Based on a class of industry processes, a distributed fault diagnosis and a collaborative operational fault tolerant control algorithms are presented for an irreversible interconnected stochastic distribution control system with boundary conditions. Different from the existed collaborative fault tolerant controllers, the controller does not need to change after fault occurs, the system tracking performance can be maintained by adjusting the setpoint of the whole system. Simulations are also included to show the effectiveness of the proposed algorithm and encouraging results have been obtained.

Stochastic distribution control, Fault diagnosis, ↗
DOE OSTI2017

Stochastic optimization of GeantV code by use of genetic algorithms

GeantV is a complex system based on the interaction of different modules needed for detector simulation, which include transport of particles in fields, physics models simulating their interactions with matter and a geometrical modeler library for describing the detector and locating the particles and computing the path length to the current volume boundary. The GeantV project is recasting the classical simulation approach to get maximum benefit from SIMD/MIMD computational architectures and highly massive parallel systems. This involves finding the appropriate balance between several aspects influencing computational performance (floating-point performance, usage of off-chip memory bandwidth, specification of cache hierarchy, etc.) and handling a large number of program parameters that have to be optimized to achieve the best simulation throughput. This optimization task can be treated as a black-box optimization problem, which requires searching the optimum set of parameters using only point-wise function evaluations. Here, the goal of this study is to provide a mechanism for optimizing complex systems (high energy physics particle transport simulations) with the help of genetic algorithms and evolution strategies as tuning procedures for massive parallel simulations. One of the described approaches is based on introducing a specific multivariate analysis operator that could be used in case of resource expensive or time consuming evaluations of fitness functions, in order to speed-up the convergence of the black-box optimization problem.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2015

Generalized Metropolis acceptance criterion for hybrid non-equilibrium molecular dynamics—Monte Carlo simulations

A family of hybrid simulation methods that combines the advantages of Monte Carlo (MC) with the strengths of classical molecular dynamics (MD) consists in carrying out short non-equilibrium MD (neMD) trajectories to generate new configurations that are subsequently accepted or rejected via an MC process. In the simplest case where a deterministic dynamic propagator is used to generate the neMD trajectories, the familiar Metropolis acceptance criterion based on the change in the total energy ΔE, min[1, exp( − βΔE)], guarantees that the hybrid algorithm will yield the equilibrium Boltzmann distribution. However, the functional form of the acceptance probability is more complex when the non-equilibrium switching process is generated via a non-deterministic stochastic dissipative propagator coupled to a heat bath. Here, we clarify the conditions under which the Metropolis criterion remains valid to rigorously yield a proper equilibrium Boltzmann distribution within hybrid neMD-MC algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1991

Probabilistic structural analysis algorithm development for computational efficiency

The PSAM (Probabilistic Structural Analysis Methods) program is developing a probabilistic structural risk assessment capability for the SSME components. An advanced probabilistic structural analysis software system, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), is being developed as part of the PSAM effort to accurately simulate stochastic structures operating under severe random loading conditions. One of the challenges in developing the NESSUS system is the development of the probabilistic algorithms that provide both efficiency and accuracy. The main probability algorithms developed and implemented in the NESSUS system are efficient, but approximate in nature. In the last six years, the algorithms have improved very significantly.

Wu, Y.-T.↗
NASA NTRS2006

Automated Antenna Design with Evolutionary Algorithms

Current methods of designing and optimizing antennas by hand are time and labor intensive, and limit complexity. Evolutionary design techniques can overcome these limitations by searching the design space and automatically finding effective solutions. In recent years, evolutionary algorithms have shown great promise in finding practical solutions in large, poorly understood design spaces. In particular, spacecraft antenna design has proven tractable to evolutionary design techniques. Researchers have been investigating evolutionary antenna design and optimization since the early 1990s, and the field has grown in recent years as computer speed has increased and electromagnetic simulators have improved. Two requirements-compliant antennas, one for ST5 and another for TDRS-C, have been automatically designed by evolutionary algorithms. The ST5 antenna is slated to fly this year, and a TDRS-C phased array element has been fabricated and tested. Such automated evolutionary design is enabled by medium-to-high quality simulators and fast modern computers to evaluate computer-generated designs. Evolutionary algorithms automate cut-and-try engineering, substituting automated search though millions of potential designs for intelligent search by engineers through a much smaller number of designs. For evolutionary design, the engineer chooses the evolutionary technique, parameters and the basic form of the antenna, e.g., single wire for ST5 and crossed-element Yagi for TDRS-C. Evolutionary algorithms then search for optimal configurations in the space defined by the engineer. NASA's Space Technology 5 (ST5) mission will launch three small spacecraft to test innovative concepts and technologies. Advanced evolutionary algorithms were used to automatically design antennas for ST5. The combination of wide beamwidth for a circularly-polarized wave and wide impedance bandwidth made for a challenging antenna design problem. From past experience in designing wire antennas, we chose to constrain the evolutionary design to a monopole wire antenna. The results of the runs produced requirements-compliant antennas that were subsequently fabricated and tested. The evolved antenna has a number of advantages with regard to power consumption, fabrication time and complexity, and performance. Lower power requirements result from achieving high gain across a wider range of elevation angles, thus allowing a broader range of angles over which maximum data throughput can be achieved. Since the evolved antenna does not require a phasing circuit, less design and fabrication work is required. In terms of overall work, the evolved antenna required approximately three person-months to design and fabricate whereas the conventional antenna required about five. Furthermore, when the mission was modified and new orbital parameters selected, a redesign of the antenna to new requirements was required. The evolutionary system was rapidly modified and a new antenna evolved in a few weeks. The evolved antenna was shown to be compliant to the ST5 mission requirements. It has an unusual organic looking structure, one that expert antenna designers would not likely produce. This antenna has been tested, baselined and is scheduled to fly this year. In addition to the ST5 antenna, our laboratory has evolved an S-band phased array antenna element design that meets the requirements for NASA's TDRS-C communications satellite scheduled for launch early next decade. A combination of fairly broad bandwidth, high efficiency and circular polarization at high gain made for another challenging design problem. We chose to constrain the evolutionary design to a crossed-element Yagi antenna. The specification called for two types of elements, one for receive only and one for transmit/receive. We were able to evolve a single element design that meets both specifications thereby simplifying the antenna and reducing testing and integration costs. The highest performance antenna found using a getic algorithm and stochastic hill-climbing has been fabricated and tested. Laboratory results correspond well with simulation. Aerospace component design is an expensive and important step in space development. Evolutionary design can make a significant contribution wherever sufficiently fast, accurate and capable software simulators are available. We have demonstrated successful real-world design in the spacecraft antenna domain; and there is good reason to believe that these results could be replicated in other design spaces.

Hornby, Gregory S.↗
DOE OSTI2021

A Stochastic Multi-Criteria Decision-Making Algorithm for Dynamic Load Prioritization in Grid-Interactive Efficient Buildings

Increasing deployment of advanced sensing, controls, and communication infrastructure enables buildings to provide services to the power grid, leading to the concept of grid-interactive efficient buildings. Since occupant activities and preferences primarily drive the availability and operational flexibility of building devices, there is a critical need to develop occupant-centric approaches that prioritize devices for providing grid services, while maintaining the desired end-use quality of service. In this paper, we present a decision-making framework that facilitates a building owner/operator to effectively prioritize loads for curtailment service under uncertainties, while minimizing any adverse impact on the occupants. The proposed framework uses a stochastic (Markov) model to represent the probabilistic behavior of device usage from power consumption data, and a load prioritization algorithm that dynamically ranks building loads using a stochastic multi-criteria decision-making algorithm. The proposed load prioritization framework is illustrated via numerical simulations in a residential building use-case, including plug-loads, air-conditioners, and plug-in electric vehicle chargers, in the context of load curtailment as a grid service. Suitable metrics are proposed to evaluate the closed-loop performance of the proposed prioritization algorithm under various scenarios and design choices. Scalability of the proposed algorithm is established via computational analysis, while time-series plots are used for intuitive explanation of the ranking choices.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2014

Performance study of LMS based adaptive algorithms for unknown system identification

Adaptive filtering techniques have gained much popularity in the modeling of unknown system identification problem. These techniques can be classified as either iterative or direct. Iterative techniques include stochastic descent method and its improved versions in affine space. In this paper we present a comparative study of the least mean square (LMS) algorithm and some improved versions of LMS, more precisely the normalized LMS (NLMS), LMS-Newton, transform domain LMS (TDLMS) and affine projection algorithm (APA). The performance evaluation of these algorithms is carried out using adaptive system identification (ASI) model with random input signals, in which the unknown (measured) signal is assumed to be contaminated by output noise. Simulation results are recorded to compare the performance in terms of convergence speed, robustness, misalignment, and their sensitivity to the spectral properties of input signals. Main objective of this comparative study is to observe the effects of fast convergence rate of improved versions of LMS algorithms on their robustness and misalignment.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

An efficient particle Fokker–Planck algorithm for rarefied gas flows

This paper is devoted to the algorithmic improvement and careful analysis of the Fokker–Planck kinetic model derived by Jenny et al. [1] and Gorji et al. [2]. The motivation behind the Fokker–Planck based particle methods is to gain efficiency in low Knudsen rarefied gas flow simulations, where conventional direct simulation Monte Carlo (DSMC) becomes expensive. This can be achieved due to the fact that the resulting model equations are continuous stochastic differential equations in velocity space. Accordingly, the computational particles evolve along independent stochastic paths and thus no collision needs to be calculated. Therefore the computational cost of the solution algorithm becomes independent of the Knudsen number. In the present study, different computational improvements were persuaded in order to augment the method, including an accurate time integration scheme, local time stepping and noise reduction. For assessment of the performance, gas flow around a cylinder and lid driven cavity flow were studied. Convergence rates, accuracy and computational costs were compared with respect to DSMC for a range of Knudsen numbers (from hydrodynamic regime up to above one). In all the considered cases, the model together with the proposed scheme give rise to very efficient yet accurate solution algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

IAEA Coordinated Research Project on HTGR Reactor Physics, Thermal-hydraulics and Depletion Uncertainty Analysis

The continued development of High Temperature Gas Cooled Reactors (HTGRs) requires verification of HTGR design and safety features with reliable high fidelity physics models and robust, efficient, and accurate codes. The predictive capability of coupled neutronics/thermal-hydraulics and depletion simulations for reactor design and safety analysis can be assessed with sensitivity analysis (SA) and uncertainty analysis (UA) methods. Uncertainty originates from errors in physical data, manufacturing uncertainties, modelling and computational algorithms. (The interested reader is referred to the large body of published SA and UA literature for a more complete overview of the various types of uncertainties, methodologies and results obtained). SA is helpful for ranking the various sources of uncertainty and error in the results of core analyses. SA and UA are required to address cost, safety, and licensing needs and should be applied to all aspects of reactor multi-physics simulation. SA and UA can guide experimental, modelling, and algorithm research and development. Current SA and UA rely either on derivative-based methods such as stochastic sampling methods or on generalized perturbation theory to obtain sensitivity coefficients. Neither approach addresses all needs. In order to benefit from recent advances in modelling and simulation and the availability of new covariance data (nuclear data uncertainties) extensive sensitivity and uncertainty studies are needed for quantification of the impact of different sources of uncertainties on the design and safety parameters of HTGRs. Only a parallel effort in advanced simulation and in nuclear data improvement will be able to provide designers with more robust and well validated calculation tools to meet design target accuracies. In February 2009, the Technical Working Group on Gas-Cooled Reactors (TWG-GCR) of the International Atomic Energy Agency (IAEA) recommended that the proposed Coordinated Research Program (CRP) on the HTGR Uncertainty Analysis in Modelling (UAM) be implemented. This CRP is a continuation of the previous IAEA and Organization for Economic Co-operation and Development (OECD)/Nuclear Energy Agency (NEA) international activities on Verification and Validation (V&V) of available analytical capabilities for HTGR simulation for design and safety evaluations. Within the framework of these activities different numerical and experimental benchmark problems were performed and insight was gained about specific physics phenomena and the adequacy of analysis methods.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2023

Convergence of Hyperbolic Neural Networks Under Riemannian Stochastic Gradient Descent

Abstract We prove, under mild conditions, the convergence of a Riemannian gradient descent method for a hyperbolic neural network regression model, both in batch gradient descent and stochastic gradient descent. We also discuss a Riemannian version of the Adam algorithm. We show numerical simulations of these algorithms on various benchmarks.

Whiting, Wes (ORCID:0000000247505060)↗
DOE OSTI2018

Case Study: Nuclear-Renewable-Water Integration in Arizona

This document reports the application of the N-R HES software framework to a case study for Arizona Public Service (APS); the manager and part owner of the Palo Verde (PV) nuclear power plant. The case study is a work in progress of which this report presents a detailed description of the current model input data, assumptions and the corresponding results produced by the developed software framework. The goal of the report is, that with this information APS (together with INL) should be able to identify where more detailed data and more accurate model assumptions are necessary to reproduce all driving physical and economic phenomena in order to capture enough complexity of the reality to allow APS to use the results for their strategic decisions. The N-R HES software framework started being developed at INL two years ago [ref]. The framework has reached some level of maturity so that it can be applied to more than simple demonstration cases, e.g. real industry problems. Nevertheless, more capabilities are constantly added to accommodate the special needs of these challenging real life problems. The N-R HES framework is built on top of the RAVEN code [ref] and uses it as driver and workflow manager for all calculations. The framework has specifically been developed for the economic assessment of N-R HES systems. There are four main cornerstones of the N-R HES simulation framework: 1) generation of stochastic time series, 2) a probabilistic analysis and optimization set of algorithms available in RAVEN, 3) a set of models for representation of the physical behavior of N-R HES, and 4) a RAVEN plug-in that maps physical performance into economic performance called CashFlow. Within this framework, a broad spectrum of questions related to N-R HES can be addressed. One of the challenges currently of high interest is that the increasing penetration of variable renewables is altering the profile of the net demand (demand after removing all non curtailable renewable energy sources), with which the other generators on the grid have to cope. The N-R HES software framework is capable to analyze the potential feasibility of mitigating the resultant volatility in the net electricity demand. One possible solution to that problem currently intensively studied by the energy industry is adding stabilizing loads to the grid. These loads can be external industrial processes that are able to ramp production up and down quickly or adding variable internal loads that will lift the base load of the power plant. The latter is a possible solution currently studied by APS. APS if currently anticipating several challenges that will likely arise in the near future. One of them is, as mentioned, coping with the rapid growth of variable renewable energy (VRE) sources put on the grid. Although APS can sell its electricity for a fixed retail price to cover the local demand first, it also sells electricity in excess of the local demand at the Palo Verde energy hub. Due to the growing VRE penetration, the Palo Verde hub electricity spot price is negative more and more frequently. To mitigate this price volatility, APS is seeking to add more base load, so that the quantity of excess energy to be sold for prices potentially less than the internal retail price or even negative prices at the hub is reduced. A second challenge APS is facing is that their cooling water acquisition contract with the Sub Regional Operating Group (SROG) will expire soon and a renewal can only be done for a significantly higher price of the water. Therefore, APS is also seeking for alternative sources for their cooling water. An opportunity currently under investigation is to pump a limited quantity of brackish water from the regional ground water. Although much cheaper than the water from the new SROG contract, the salinity of the brackish water is so high that a blend of brackish and SROG water would need additional treatment to improve its quality for use in the cooling towers. An on-site reverse osmosis (RO) desalination plant is envisaged to reduce the salinity to an acceptable level. This report investigates the economic impact of such an RO plant. As one can see, the RO plant would help with both problems APS is facing: First, it would rise the APS base load helping to mitigate VRE induced hub price volatility. From this perspective, the RO plant can be seen as a stabilizing load on the grid as would be any other industrial process. Second, the RO’s goods, e.g. the clean water produced can be used by APS itself for a (hopefully) lower cost than 100% SROG water would be. The report will first describe the APS water procurement strategy in detail and lay out the possible alternative scenarios studied in this document. This is covered in Chapter 2. Next, in Chapter 3, the APS case model developed within the N-R HES software framework is described. This chapter includes also a description of the needed framework developments to accommodate the APS study.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos basis functions in the expansion helps to capture uncertainty more accurately but increases computational cost. Selection of basis functions is particularly important for high-dimensional stochastic problems because the number of polynomial chaos basis functions required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE basis functions are pre-set based on users' experience. Also, for sequential data assimilation problems, the basis functions kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE basis functions for different problems and automatically adjusts the number of basis functions in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm was tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.

97 MATHEMATICS AND COMPUTING↗