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Results for “Stochastic Modeling and Simulation”

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 1,639 records · Page 91
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

An advanced joint inversion system for CO 2 storage modeling with large date sets for characterization and real-time monitoring-enhancing storage performance and reducing failure risks under uncertainties

As large-scale, commercial storage projects become operational, the problem of utilizing information from diverse sources becomes more critically important. In this project, we developed, tested, and applied an advanced joint data inversion system for CO 2 storage modeling with large data sets for use in site characterization and real-time monitoring. Emphasis was on the development of advanced and efficient computational algorithms for joint inversion of hydro-geophysical data, coupled with state-of-the-art forward process simulations. The developed system consists of (1) inversion tools using characterization data, such as 3D seismic survey (amplitude images), borehole log and core data, as well as hydraulic, tracer and thermal tests before CO 2 injection, (2) joint inversion tools for updating the geologic model with the distribution of rock properties, thus reducing uncertainty, using hydro-geophysical monitoring data, and (3) highly efficient algorithms for directly solving the dense or sparse linear algebra systems derived from the joint inversion. The system combines methods from stochastic analysis, fast linear algebra, and high performance computing. The developed joint inversion tools have been tested through synthetic CO 2 storage examples.

01 COAL, LIGNITE, AND PEAT↗
DOE OSTI2018

Light transport and amplification for a proof-of-principle experiment of Optical Stochastic Cooling

The Optical Stochastic Cooling (OSC) is a proposed technique that holds promise for the cooling of heavy-ions and dense TeV scale hadron beams. In the OSC a particle radiates a short wave-packet in an upstream "pickup" undulator and is made to interact with its own radiation in a downstream "kicker" undulator providing a corrective energy kick. In this thesis we present formulas and wave-optics simulations to compute the single-particle kick amplitude. The wave-optics simulations are further used to model amplification of the pickup radiation in a solid-state gain medium. This research was carried out in preparation of a proof-of-principle demonstration of the OSC in Fermilab's Integrable Optics Test Accelerator (IOTA) using 100 MeV electrons.

43 PARTICLE ACCELERATORS↗
DOE OSTI2021

Acquire and Test IDAES Framework Components

The cooperation under the Grid Modernization Initiative and the Applied Energy Tri-Laboratory umbrellas requires mutual understanding of capabilities and a common effort to identify gaps existing in the available computational modeling and analysis tools. In this work, we report acquisition and testing of the National Energy Technology Laboratory’s Institute for the Design of Advanced Energy Systems (IDAES) framework, particularly including both electric power systems production cost model simulator Prescient as well as system optimization IDAES itself. Further, we consider the methods in which developments in Prescient and IDAES for grid-energy simulation and optimization may be included in the Framework for Optimization of ResourCes and Economics (FORCE) ecosystem that has been under collaborative development by Idaho National Laboratory, Argonne National Laboratory, and Oak Ridge National Laboratory. We propose two integration methods to introduce Prescient and IDAES into existing FORCE automated workflows. One integration involves using Prescient as a market reduced-order model and IDAES models similar to how existing Modelica models are used. The other integration involves wrapping the Prescient-IDAES dispatch optimization process with the stochastic capacity optimization workflow in FORCE.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

Neutrino-driven Winds in Three-dimensional Core-collapse Supernova Simulations

Abstract In this paper, we analyze the neutrino-driven winds that emerge in 12 unprecedentedly long-duration 3D core-collapse supernova simulations done using the code F ornax . The 12 models cover progenitors with zero-age main-sequence mass between 9 and 60 solar masses. In all our models, we see transonic outflows that are at least 2 times as fast as the surrounding ejecta and that originate generically from a proto−neutron star surface atmosphere that is turbulent and rotating. We find that winds are common features of 3D simulations, even if there is anisotropic early infall. We find that the basic dynamical properties of 3D winds behave qualitatively similarly to those inferred in the past using simpler 1D models, but that the shape of the emergent wind can be deformed, very aspherical, and channeled by its environment. The thermal properties of winds for less massive progenitors very approximately recapitulate the 1D stationary solutions, while for more massive progenitors they deviate significantly owing to aspherical accretion. The Y e temporal evolution in winds is stochastic, and there can be some neutron-rich phases. Though no strong r -process is seen in any model, a weak r -process can be produced, and isotopes up to 90 Zr are synthesized in some models. Finally, we find that there is at most a few percent of a solar mass in the integrated wind component, while the energy carried by the wind itself can be as much as 10%–20% of the total explosion energy.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1985

Shock drift acceleration

This is a review of the fundamental physics of the interactions of charged particles treated individually while they interact with fast mode magnetohydrodynamic shocks. Numerical simulation and analytical theory are used to develop predictions of the expected characteristics of this process strong upstream anisotropies directed along the magnetic field and downstream anisotropies tending to be peaked more perpendicular to the field; relatively more of the enhancement of higher-energy particles occurring upstream; sensitive dependence on shock normal to magnetic field angle of the efficiency of energization. Observations which display all of the above characteristics are reviewed. Also discussed is the relationship of shock drift acceleration to the models for stochastic transport of charged particles in the vicinity of shocks. Extensions of this work in both the observational and theoretical approaches are discussed.

Armstrong, Thomas P.↗
NASA NTRS2001

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗
DOE OSTI2018

Approach to the Steady State in Kinetic Models with Thermal Reservoirs at Different Temperatures

We continue the investigation of kinetic models of a system in contact via stochastic interactions with several spatially homogeneous thermal reservoirs at different temperatures. Considering models different from those investigated in Carlen et al. (Braz J Probab Stat 29:372–386, 2015), we explicitly compute the unique spatially uniform non-equilibrium steady state (NESS) and prove that it is approached exponentially fast from any uniform initial state. This leaves open the question of whether there exist NESS that are not spatially uniform. Making a further simplification of our models, we then prove non-existence of such NESS and exponential approach to the unique spatially uniform NESS (with a computably boundable rate). The method of proof relies on refined Doeblin estimates and other probabilistic techniques, and is quite different form the analysis in Carlen et al. (Braz J Probab Stat 29:372–386, 2015) that was based on contraction mapping methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Probabilistic modeling of the corrosion of steel structures in marine water-development works

Considering that corrosion takes place as a random process over time, a a probabilistic approach was utilized in this paper. The corrosion of metallic sheet piling employed in the fascia wall of a bulwerk is considered as an example. A stochastic model is constructed on the base of a modified Weibull distribution function with consideration of parameters of the corrosion process as a function of time. One of the factors defining the corrosion rate of the sheet piling is the degree of access of a section of the wall to the zone of variable water level, or the underwater zone. The type of corrosion-continuous or local-is another factor. The accuracy of corrosion prediction in the underwater zone is higher than that in the zone of variable water level.

36 MATERIALS SCIENCE↗
DOE OSTI2015

On resistive magnetohydrodynamic studies of sawtooth oscillations in tokamaks

A fundamental requirement for the validity and accuracy of any large-scale computation is sufficiently well-resolved length and time scales relevant to the problem under study. Ironically, despite the enormous computational resources available today, poorly resolved length scales in sophisticated nonlinear calculations are not uncommon. Using the internal kink mode that is responsible for tokamak sawtooth oscillations as an example, consequences of not resolving in sufficient detail the linear and nonlinear layer widths of the resistive n = 1 mode and its nonlinear spectrum are examined. Poor radial and spectral resolution are shown to cause nonphysical, large-scale stochasticity that can be erroneously associated with a fast temperature collapse and sawtooth crash. With the assistance of a nonlinear mode coupling model, a sufficiently well-resolved toroidal spectrum is shown to require at least an order of magnitude more toroidal modes than is commonly used at dissipation levels relevant to today's tokamaks. A subgrid-scale model is introduced that helps with the spectral resolution problem by reducing the required number of degrees of freedom from that of a well-resolved direct numerical simulation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2017

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Roles of non-axisymmetric perturbations in free drift vertical displacement events on EAST

Abstract The safe operation of most tokamaks, especially the large ones, relies on the feedback control of vertical displacement events (VDEs). However, most of these feedback control systems are based on axisymmetric VDE models. In this study, we use NIMROD simulations to study the role of non-axisymmetric perturbations in free drift vertical displacement events on EAST. The high- n modes in the non-axisymmetric VDE grow first, which drives the formation of high- n magnetic island chains. Subsequently, the magnetic island chains grow and overlap with each other, leading to the destruction of the magnetic flux surface, which induces a minor disruption and accelerates the start of the following major disruption. The magnetic island and the stochastic magnetic field allow the toroidally non-axisymmetric poloidal plasma current to jet towards the hoop force direction, forming finger-like and filamentary structures. Such a plasma current non-axisymmetry strongly depends on the anisotropy in the thermal transport coefficients.

Physics↗
NASA NTRS1996

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

Huang, Jen-Kuang↗
NASA NTRS1999

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Source record↗
DOE OSTI2011

Advanced Test Reactor Core Modeling Update Project Annual Report for Fiscal Year 2011

Legacy computational reactor physics software tools and protocols currently used for support of Advanced Test Reactor (ATR) core fuel management and safety assurance and, to some extent, experiment management are obsolete, inconsistent with the state of modern nuclear engineering practice, and are becoming increasingly difficult to properly verify and validate (V&V). Furthermore, the legacy staff knowledge required for application of these tools and protocols from the 1960s and 1970s is rapidly being lost due to staff turnover and retirements. In 2009 the Idaho National Laboratory (INL) initiated a focused effort to address this situation through the introduction of modern high-fidelity computational software and protocols, with appropriate V&V, within the next 3-4 years via the ATR Core Modeling and Simulation and V&V Update (or 'Core Modeling Update') Project. This aggressive computational and experimental campaign will have a broad strategic impact on the operation of the ATR, both in terms of improved computational efficiency and accuracy for support of ongoing DOE programs as well as in terms of national and international recognition of the ATR National Scientific User Facility (NSUF). The ATR Core Modeling Update Project, targeted for full implementation in phase with the anticipated ATR Core Internals Changeout (CIC) in the 2014 time frame, began during the last quarter of Fiscal Year 2009, and has just completed its first full year. Key accomplishments so far have encompassed both computational as well as experimental work. A new suite of stochastic and deterministic transport theory based reactor physics codes and their supporting nuclear data libraries (SCALE, KENO-6, HELIOS, NEWT, and ATTILA) have been installed at the INL under various permanent sitewide license agreements and corresponding baseline models of the ATR and ATRC are now operational, demonstrating the basic feasibility of these code packages for their intended purpose. Furthermore, a capability for rigorous sensitivity analysis and uncertainty quantification based on the TSUNAMI system is being implemented and initial computational results have been obtained. This capability will have many applications in 2011 and beyond as a tool for understanding the margins of uncertainty in the new models as well as for validation experiment design and interpretation. Finally we note that although full implementation of the new computational models and protocols will extend over a period 3-4 years as noted above, interim applications in the much nearer term have already been demonstrated. In particular, these demonstrations included an analysis that was useful for understanding the cause of some issues in December 2009 that were triggered by a larger than acceptable discrepancy between the measured excess core reactivity and a calculated value that was based on the legacy computational methods. As the Modeling Update project proceeds we anticipate further such interim, informal, applications in parallel with formal qualification of the system under the applicable INL Quality Assurance procedures and standards.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2023

Compound Continental Risk of Multiple Extreme Floods in the United States

Abstract Understanding spatially correlated floods and modeling joint hazard associated with threshold exceedances across multiple locations is crucial for accurate estimation of continental‐scale portfolio risk. This work uses a non‐parametric copula‐based spatial simulator to analyze peak floods across the United States to derive the first‐of‐its‐kind continental portfolio risk estimates at the 10‐ and 100‐year return levels. We find significant interdependence in floods across the nation, revealing the recurring pattern of extreme events affecting the Northeast, Central, West, and Northwest United States in the same year. The stochastic simulator effectively manages high‐dimensional data and offers reliable uncertainty estimates for both spatially dependent floods and the aggregated flood losses at the continental level. El Niño‐Southern Oscillation and Atlantic Multidecadal Oscillation are identified as statistically significant tele‐connectors of aggregate loss. This research aims to advance the understanding of compound continental flood hazard and the potential large‐scale climate teleconnections that lead to such compound floods.

Geology↗
DOE OSTI2022

Maximum likelihood estimation of difference scaling functions for suprathreshold judgments

Maximum likelihood estimation (MLE) has been used to produce perceptual scales from binary judgments of triads and quadruples. This method relies on Thurstone’s theory of a stochastic perceptual process where the perceived difference of two stimuli is the difference in their perceived strengths. It is possible that the perception of a suprathreshold difference is overestimated when adding smaller differences, a phenomenon referred to as diminishing returns. The current approach to construct a perceptual scale using MLE does not account for this phenomenon. We present a way to model the perception of differences using MLE and Thurstone’s theory, adapted to allow the possibility of diminishing returns. This method is validated using Monte Carlo simulated responses to experimental triads and can correctly model diminishing returns, the absence of diminishing returns, and the opposite of diminishing returns both in the cases when a perceptual scale is known and when the true perceived strengths of the stimuli are unknown. Additionally, this method was applied to empirical data sets to determine its feasibility in investigations of perception. Ultimately, it was found that this analysis allows for more accurate modeling of suprathreshold difference judgments, a more complete understanding of the perceptual processes underlying comparisons, and the evaluation of Thurstone’s theory of difference judgments.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗