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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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗
DOE OSTI2020

Transported PDF Modeling of Compressible Turbulent Reactive Flows by using the Eulerian Monte Carlo Fields Method

Although the transported probability density function (PDF) method has been developed for decades, its application has been mainly focused on the low-Mach number flow problems. This work extends the transported PDF method to compressible flow problems. The Eulerian Monte Carlo fields (EMCF) solution method is employed to solve the transported PDF equation for compressible flow problems. A pseudo stagnation enthalpy is introduced and its stochastic partial differential equation is derived to ensure total energy conservation numerically. A new mixing model called interaction by partial exchange with mean (IPEM) is introduced to expand the available choices of mixing models for the EMCF method. The consistency of the EMCF method is examined for solving the transported PDF equation. Numerical implementation details are discussed, such as the density coupling between the compressible flow solver and the EMCF solver, discretization schemes for the mixing terms and the stochastic terms. The implemented compressible flow solver coupled with the EMCF solver is verified and validated in a series of test cases with increasing level of complexity, ranging from a statistically one-dimensional turbulent mixing layer to a self-excited resonance model rocket combustor. It is observed that in general with the increase of compressibility, there is an increase in the sensitivity of the modeling results to the different models and algorithms. This makes it necessary to develop a thorough understanding of the model sensitivity in order to develop a robust and accurate simulation solver for highly compressible turbulent reactive flows. The thermo-acoustic instability inside the model rocket combustor case is captured reasonably, which demonstrates the overall capability of the developed compressible turbulent combustion solver based on the transported PDF method.

42 ENGINEERING↗
DOE OSTI2021

Fully consistent Eulerian Monte Carlo fields method for solving probability density function transport equations in turbulence modeling

The probability density function (PDF) transport equation method is a sophisticated model for the closure of turbulent mixing and turbulent reactive flows. An efficient solution approach for solving the PDF transport equation has been vital for the method to be widely used in applications. The Eulerian Monte Carlo fields (EMCF) method has been developed to solve the PDF transport equation efficiently for decades. A recent work by Wang et al. revealed a serious issue of the EMCF method for not being fully consistent with the PDF transport equation for which the method is designed to solve. This work advances the state of the art by introducing fully consistent EMCF methods for solving the PDF transport equation. The fully consistent EMCF formulations are derived for two different PDF equation forms. The consistency of the EMCF formulations is mathematically confirmed by examining the derived moment transport equations from the EMCF formulations and from the PDF transport equation. The method of manufactured solutions is employed to further verify the consistency and convergence of the different EMCF formulations numerically. The newly introduced EMCF formulations bring the EMCF method to full consistency with the PDF transport equations for the first time.

42 ENGINEERING↗
DOE OSTI2025

Data-Driven Closures and Assimilation for Stiff Multiscale Random Dynamics

Here, we introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white noise, a deterministic equation for the joint probability density function (PDF) of RODE state variables does not exist in closed form. Moreover, such an equation would require as many phase-space variables as there are states in the RODE system. To alleviate this curse of dimensionality, we instead derive exact, albeit unclosed, reduced-order PDF (RoPDF) equations for low-dimensional observables/quantities of interest. The unclosed terms take the form of state-dependent conditional expectations, which are directly estimated from data at sparse observation times. However, for systems exhibiting stiff, multiscale dynamics, data sparsity introduces regression discrepancies that compound during RoPDF evolution. This is overcome by introducing a kinetic-like defect term to the RoPDF equation, which is learned by assimilating in sparse, low-fidelity RoPDF estimates. Two assimilation methods are considered, namely nudging and deep neural networks, which are successfully tested against Monte Carlo simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

A Fokker–Planck approach to a moment closure for mixing in variable-density turbulence

We develop a theory for the cascade mixing terms in a moment closure approach to binary active scalar mixing in variable-density turbulence. To address the variable-density complications we apply, as a principle and constraint, the conservation of the probability density function (PDF) through a Fokker–Planck equation with bounded sample space whose attractor is the beta PDF with skewness. Mixing is related to a single-point PDF as a realisability principle to provide mathematically rigorous expressions for the small scale statistics in terms of largescale moments. The problem of the unknown small-scale mixing is replaced with the determination of the drift and diffusion terms of a Fokker–Planck equation in a beta-PDF-convergent stochastic process. We find that realisability of a beta-convergent process requires the mixing time-scale ratio, taken as a constant in passive scalar mixing, to be a function of the mean mass fraction, mean fluid density, the Atwood number, the density-volume correlation and moments of the density field. We develop and compare the new model with direct numerical simulations data of non-stationary homogeneous variable-density turbulence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

A Novel In Situ Flamelet Tabulation Methodology for the Representative Interactive Flamelet Model

A priori flamelet tabulation methods have been used extensively to model premixed and non-premixed combustion in Reynolds Averaged Navier-Stokes (RANS) and Large Eddy Simulations (LES). Pre-tabulation of flamelet libraries have led to significant cost reduction of CFD simulations. However, these tabulation methods rely on certain simplifying assumptions. The dimensionality of the flamelet manifolds and size of flamelet libraries are also constrained due to memory and computational limitations. This limits the applicability and predictive capability of flamelet models. The traditional representative interactive flamelet (RIF) approach with multiple flamelets on the other hand involves online solution of flamelet equations and presumed PDF integration at each computational cell making it attractive but computationally expensive and not suitable for LES with large cell counts. The current work discusses the development of a novel methodology that combines the advantages of an online flamelet solver along with the computational efficacy of tabulated models. The novel in situ tabulation approach consists of creating a flamelet table at each computational time step using the unsteady flamelet equations. The flamelets are then integrated in real time based on their respective scalar dissipation rate histories. This approach is capable of including history effects and unsteady chemical kinetic effects as it involves the online solution of unsteady flamelets. Implementation and comprehensive validation of the new framework is carried out against gas jet flames as well as spray flames at high pressures. The approach is first validated for a partially premixed methane gas-jet flame in a RANS framework. The temperature and species mass fractions are compared against experimental results at different locations of a lifted flame. The approach is able to capture the transient flame characteristics. The model is then validated against an n -dodecane spray flame at high pressures in a LES framework with a 103 species n -dodecane chemistry mechanism. The model is able to capture ignition delays and flame liftoff of the n -dodecane spray over varying ambient temperature conditions. Due to the offsetting of presumed PDF integration cost, the proposed framework is shown to be faster than the traditional RIF approach and the speedup over RIF increases with an increase in the cell count. Furthermore, this framework enables use of the RIF model for large cell count LES simulations.

42 ENGINEERING↗
DOE OSTI2025

Kaon gluon parton distribution and momentum fraction from 2+1+1 lattice QCD with high statistics

We present a high-statistics lattice-QCD determination of the kaon gluon parton distribution function and gluon momentum fraction. We use clover valence fermion action to take 1,296,640 kaon-correlator measurements on a highly improved staggered quark ensemble with 𝑎 ≈ 0.12 fm and 310-MeV pion mass generated by the MILC Collaboration. A detailed investigation into the impact of gauge-link smearing on the gluonic matrix elements indicates that five steps of hypercubic smearing offer an effective balance between signal quality and preservation of long-distance physics. We report a nonperturbatively renormalized kaon gluon momentum fraction of Math output error at 𝜇 = 2 GeV in the Math output error scheme. Using reduced pseudo-Ioffe-time-distribution matrix elements and pseudo-parton-distribution-function (PDF) matching, we extract the kaon gluon PDF and compare with the prediction from the Dyson-Schwinger equation and with the pion PDF obtained from the same ensemble.

First-principles calculations↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A Stochastic Reduced-Order Model for Statistical Microstructure Descriptors Evolution

Integrated computational materials engineering (ICME) models have been a crucial building block for modern materials development, relieving heavy reliance on experiments and significantly accelerating the materials design process. However, ICME models are also computationally expensive, particularly with respect to time integration for dynamics, which hinders the ability to study statistical ensembles and thermodynamic properties of large systems for long time scales. To alleviate the computational bottleneck, we propose to model the evolution of statistical microstructure descriptors as a continuous-time stochastic process using a non-linear Langevin equation, where the probability density function (PDF) of the statistical microstructure descriptors, which are also the quantities of interests (QoIs), is modeled by the Fokker–Planck equation. In this work, we discuss how to calibrate the drift and diffusion terms of the Fokker–Planck equation from the theoretical and computational perspectives. The calibrated Fokker–Planck equation can be used as a stochastic reduced-order model to simulate the microstructure evolution of statistical microstructure descriptors PDF. Considering statistical microstructure descriptors in the microstructure evolution as QoIs, we demonstrate our proposed methodology in three integrated computational materials engineering (ICME) models: kinetic Monte Carlo, phase field, and molecular dynamics simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks

The Fokker--Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines, but it requires specification of the coefficients for each case, which can be functions of space-time and not just constants and hence require the development of a data-driven modeling approach. When the data available is directly on the PDF, there exist methods for inverse problems that can be employed to infer the coefficients and thus determine the FP equation and subsequently obtain its solution. Herein, we address a more realistic scenario, where only sparse data are given on the particles' positions at a few time instants, which are not sufficient to accurately construct directly the PDF even at those times from existing methods, e.g., kernel estimation algorithms. To this end, we develop a general framework based on physics-informed neural networks (PINNs) that introduces a new loss function using the Kullback--Leibler divergence to connect the stochastic samples with the FP equation to simultaneously learn the equation and infer the multidimensional PDF at all times. In particular, we consider two types of inverse problems, type I, where the FP equation is known but the initial PDF is unknown, and type II, in which, in addition to the unknown initial PDF, the drift and diffusion terms are also unknown. In both cases, we investigate problems with either Brownian or Lévy noise or a combination of both. Here, we demonstrate the new PINN framework in detail in the one-dimensional (1D) case, but we also provide results for up to five dimensions demonstrating that we can infer both the FP equation and dynamics simultaneously at all times with high accuracy using only very few discrete observations of the particles.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Density effects on post-shock turbulence structure and dynamics

Turbulence structure resulting from multi-fluid or multi-species, variable-density isotropic turbulence interaction with a Mach 2 shock is studied using turbulence-resolving shock-capturing simulations and Eulerian (grid) and Lagrangian (particle) methods. The complex roles that density plays in the modification of turbulence by the shock wave are identified. Statistical analyses of the velocity gradient tensor (VGT) show that density variations significantly change the turbulence structure and flow topology. Specifically, a stronger symmetrization of the joint probability density function (PDF) of second and third invariants of the anisotropic VGT, PDF $(Q^{\ast },R^{\ast })$ , as well as the PDF of the vortex stretching contribution to the enstrophy equation, are observed in the multi-species case. Furthermore, subsequent to the interaction with the shock, turbulent statistics also acquire a differential distribution in regions having different densities. This results in a nearly symmetric PDF $(Q^{\ast },R^{\ast })$ in heavy-fluid regions, while the light-fluid regions retain the characteristic tear-drop shape. To understand this behaviour and the return to ‘standard’ turbulence structure as the flow evolves away from the shock, Lagrangian dynamics of the VGT and its invariants is studied by considering particle residence times and conditional particle variables in different flow regions. The pressure Hessian contributions to the VGT invariants transport equations are shown to be not only affected by the shock wave, but also by the density in the multi-fluid case, making them critically important to the flow dynamics and turbulence structure.

42 ENGINEERING↗
DOE OSTI2025

Voltage Probability Density Function Shaping Control Strategy Considering Grid Operational Uncertainties

It is well-known that power systems operation always affected by various uncertainties which make the bus voltage a random process that can be characterized by its probability density function (PDF) at any time instant. In this context, this paper presents a novel PDF-based voltage control framework for power systems. By modeling voltage as a stochastic process, we formulate a stochastic differential equationthat captures grid uncertainties. The associated Fokker-Planck-Kolmogorov equation is derived to describe the evolution of the voltage PDF, which enables the formulation of a PDF-shaping control strategy. To simplify the PDF control formulation, a B-spline neural network is introduced for real-time estimation and regulation of the voltage distribution. The proposed PDF control law updates voltage references for energy storage systems and synchronous generators using real-time PDF measurements and feedback signals. The proposed method is validated on a modified Kundur’s two-area system. Simulation results demonstrate that the controller can significantly improve the voltage stability under stochastic conditions, highlighting its effectiveness in modern inverter-rich grids.

Gui, Yonghao [ORNL] (ORCID:0000000250435534)↗
DOE OSTI2018

Narrowing Frequency Probability Density Function for Achieving Minimized Uncertainties in Power Systems Operation – a Stochastic Distribution Control Perspective

With the increased penetration of renewables and other distributed energy resources (DERs), the frequency response in power systems exhibits stochastic nature, where the standard deterministic swing equation should be either represented or transferred into an Ito stochastic differential equation whose solution should be the non-stationary transient behavior of the probability density function (PDF) of the frequency. This transfers the frequency quality control for power systems into a stochastic distribution control problem, where the shape of the frequency distribution, namely the frequency PDF, needs to be directly controlled. In this context, this requires the development of control strategies via controlling the power balance so that the PDF of the frequency is made as narrow as possible whilst centered at its required mean value simple because such a sharp distribution shape means less uncertainties or randomness for the frequency response. In this paper, the formulation of the stochastic swing equation will be made first taking into account of DERs. This will then be followed by the development of stochastic distribution control model that links the power sources with the PDF of the frequency using Fokker Planck Kolmogorov (FPK) equations. A generic constrained optimization problem will be formulated where the cost function is composed of a functional distance between the actual and the desired PDFs of the frequency. A feasible solution using B-spine Neural Networks based stochastic distribution control model will be described. Using the obtained stochastic distribution control model, a set of control algorithms will be described that uses available power sources to shape the PDF of the frequency or to minimize the randomness of the frequency via minimized entropy approach. Future directions will be discussed in the later part of the paper

Swing equation, Power Systems, stchastic distribut↗
DOE OSTI2018

Pion and kaon valence quark distribution functions from Dyson-Schwinger equations

Using realistic quark propagators and meson Bethe-Salpeter amplitudes based on the Dyson-Schwinger equations, we calculate the pion and kaon's valence parton distribution functions (PDF) through the modified impulse approximation. The PDFs we obtained at hadronic scale have the purely valence characteristic and exhibit both dynamical chiral symmetry breaking and SU(3) flavor symmetry breaking effects. A new calculation technique is introduced to determine the valence PDFs with precision. Through next-to-leading order (NLO) evolution, our result is compared with pion and kaon valence PDF data at experimental scale. Good agreement is found in the case of pion, while deviation emerges for kaon. We point out this situation can potentially be resolved by incorporating gluon contributions into the mesons if the pion hosts more gluons than kaon nonperturbatively.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

Scale matters

The applicability of Navier–Stokes equations is limited to near-equilibrium flows in which the gradients of density, velocity and energy are small. Here I propose an extension of the Chapman–Enskog approximation in which the velocity probability distribution function (PDF) is averaged in the coordinate phase space as well as the velocity phase space. I derive a PDF that depends on the gradients and represents a first-order generalization of local thermodynamic equilibrium. I then integrate this PDF to derive a hydrodynamic model. Finally, I discuss the properties of that model and its relation to the discrete equations of computational fluid dynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗