Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic solvers”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

Dynamic population balance in molecular-level simulations of hypersonic flows

This report summarizes the work towards developing stochastic weighted particle methods (SWPM) for future application in hypersonic flows. Extensive changes to Sandia’s direct simulation Monte Carlo (DSMC) solver, SPARTA (Stochastic Particle Real Time Analyzer), were made to enable the necessary particle splitting and reduction capabilities for SWPM. The results from one-dimensional Couette and Fourier flows suggest that SWPM can reproduce the correct transport for a large range of Knudsen numbers with adequate accuracy. The associated velocity and temperature profiles are in good agreement with DSMC. An issue with particle placement during particle number reduction, is identified, to which, a simple but effective solution based on minimizing the center of mass error is proposed. High Mach wheel flows are simulated using the SWPM and DSMC methods. SWPM is capable of providing nearly an order of magnitude increase in efficiency over DSMC while retaining high accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗

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↗

The Transient Multi-Level method for Monte Carlo reactor statics calculations

The Transient Multi-Level (TML) method is applied to a time-dependent Monte Carlo transport solver to offload some of the computational burden of the expensive Monte Carlo solve to lower-order Coarse Mesh Finite Difference (CMFD) and Exact Point Kinetics Equations (EPKE) solvers via factorization of the neutron flux at the transport and CMFD levels using the Predictor Corrector Quasi-Static Method (PCQM). The Monte Carlo transient is solved by a modified fission source iteration scheme that introduces a single transient source bank. The method is implemented in the production-level Monte Carlo code, Shift, and verified with prescribed reactivity ramps from the two-dimensional version of the C5G7-TD reactor benchmark. The results show that, as compared to other quasi-static methods, the TML reduces the stochastic noise inherent to the transient Monte Carlo solver by factors of ~2 to 6 for various norm comparisons of the reactor power amplitude. Finally, the TML additionally reduces the number of Monte Carlo evaluations needed to simulate the transient, leading to roughly an order of magnitude improvement in CPU time relative to the standard PCQM for the problems tested.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗

Advanced Computing is at the Forefront of a New “Moonshot” Revolutionizing the North American Power Grid

In the 50+ years since the first humans landed on the moon, computing has grown at breakneck speed. We are faced with another challenge that is just as daunting, and just as important to overcome-modernizing the North American electric power grid-and high-performance computing (HPC) systems with specialized software will be an important element in rising to this challenge. We describe at a high level how software developed in the ExaSGD project addresses this "moonshot" goal by utilizing exascale computing and a novel high performance solver software stack to support the mission of decarbonizing power grid operations in an environment of uncertain weather and climate. To reach the exascale benchmark the team has made a number of first-of-their-kind innovations, including novel method for stochastic optimization, fine grained parallel methods for modeling power systems, and GPU resident sparse numerical linear solvers.

17 WIND ENERGY↗

Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures

Here, we investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-point algorithm into two successive operations: the evaluation of the derivatives and the solution of the associated Karush-Kuhn-Tucker (KKT) linear system. Our method accelerates both operations using two levels of parallelism. First, we distribute the computations on multiple processes using coarse parallelism. Second, each process uses SIMD/GPU accelerators locally to accelerate the operations using fine-grained parallelism. The KKT system is reduced by eliminating the inequalities and the state variables from the corresponding equations. We demonstrate our method's capability on the supercomputer Polaris, a testbed for the future exascale Aurora system. Each node is equipped with four GPUs, a setup amenable to our two-level approach. Our experiments on the stochastic optimal power flow problem show that the reduction method is 50x faster than the sparse linear solver HSL MA57 running in serial on the CPU, and 6x faster than Pardiso running in parallel on CPU on the same number of processes.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification and sensitivity analysis of a nuclear thermal propulsion reactor startup sequence

The research presented in this article describes progress in applying stochastic methods, uncertainty quantification, parametric studies, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated via the radiation transport code Griffin to simulate neutronics. Our goal is to develop a reduced-order (surrogate) model that can be rapidly sampled with perturbations to multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums (CDs), which is itself controlled by a hybrid proportional-integral-derivative (PID) controller actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time [Λ] and effective delayed neutron fraction [ β eff ] from a transient Griffin simulation executed via Griffin’s improved quasi-static solver to provide the kinetic parameters) as inputs to functions that control the CD rotation angle. By investigating numerous stochastic approaches, we developed a dual-purpose surrogate model of the NTP system, using polynomial regression in the Multiphysics Object-Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM). The trained model can be rapidly sampled while simultaneously perturbing various input parameters, such as coefficients on the PID control or temperature (directly affecting the neutron cross section). The surrogate model delivers accurate (within 5%) results at speeds orders of magnitude faster (minutes, not days of computational time) than the base model. Once the surrogate model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs as well as the effects of these inputs on the model output. For example, coefficients used in the PID control system may vary due to some type of physical interference, or uncertainty may exist in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters, and operational boundaries can be determined. The goal of this work is to support development of an advanced control system for operating CDs in a functioning NTP system. This work is a scoping study of the MOOSE STM.

21 - SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLAN↗

Stochastic average model methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. Here we present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

97 MATHEMATICS AND COMPUTING↗

Effects of grain size and porosity on cladding failure in high-burnup UO 2 : A sensitivity and uncertainty study

Isotopic taggants are being studied to aid in the provenance assessment of nuclear materials. However, these taggants must be selected such that they do not adversely affect fuel performance during normal operation or accident scenarios. Taggants are known to affect the fuel’s grain size and porosity. In the work described in this paper, the BISON fuel performance code was used to assess the potential effects of taggants (i.e., grain size and porosity) on fuel rod behavior and cladding failure during a high-burnup, large-break loss-of-coolant accident. Here, 281 individual fuel rods from the same reactor core were modeled for a sensitivity study, a parametric study, and uncertainty quantification. The cladding failure predictions often exhibited stochastic behavior. After additional study, it was found that the cladding failure model is highly sensitive to residual error inherent to numerical approximation solvers. Some strategies to mitigate this sensitivity are discussed. The study found no relationship between known taggant effects and cladding failure status. However, taggants were found to affect the time and location of failure in certain rods. In conclusion, future work to continue investigating and validating these findings is briefly discussed.

Doped UO 2↗

SNoGloDe: A Structured Nonlinear Global Decomposition Solver

Large-scale optimization problems often require decomposition strategies and customized algorithms to achieve optimal solutions within a reasonable time. Building on the work of Cao and Zavala (2019) for solving nonlinear two-stage stochastic programs to global optimality, we implement and extend their approach. We generalize to optimization problems reformulated with a block-angular constraint structure (e.g., temporal decomposition). Our framework, written in Python using Pyomo, is highly customizable and enables parallel execution of the decomposition. SNoGloDe allows tailored branching strategies, lower bounding problems, and candidate generators to leverage problem-specific knowledge. To demonstrate effectiveness, we compare SNoGloDe’s performance with Gurobi on a temporally decomposed produced water case study.

algorithms↗

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

Characterization of latent image of electron beam resist via critical-dimension resonant soft X-ray scattering

Metrology plays a crucial role in semiconductor manufacturing by providing accurate and precise measurement and characterization of critical parameters. With the development of high-resolution extreme ultraviolet lithography (EUVL) processes, critical dimensions are shrinking to sub-10 nm. Resist materials encounter the challenge of providing heightened sensitivity and a handle on exacerbating stochastic variations. A comprehensive understanding of the chemical profile of the latent image is pivotal for mitigating stochastic effects and optimizing pattern quality. However, the subtle differences in chemistry between the exposed and unexposed regions of the resists make it extremely challenging to characterize the latent images with sub-nanometer precision. Here, we develop the metrology with critical-dimension resonant soft X-ray scattering (CD-RSoXS) to probe the chemical profiles of latent images stored in resist after exposure. The combination of absorption spectroscopy and enhanced scattering contrast makes it possible to characterize the subtle structural and chemical variations in the latent image. Moreover, the results of the measurements are compared with the simulations with a finite element method–based Maxwell solver to extract a detailed profile of the latent and developed images. We demonstrate that the CD-RSoXS technique can provide valuable insights into the high spatial resolution and local chemical sensitivity simultaneously, which is crucial to understanding the resolution limits and stochastic effects in EUVL processes.

36 MATERIALS SCIENCE↗

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation↗

Sparow-Examples

SAND2026-16701O SPAROW-Examples software provides a repository of stochastic programming examples designed to demonstrate Sandia's SPAROW optimization library. This resource helps users learn to develop complex applications with SPAROW by offering reference implementations that can be used to test and enhance new optimization solvers. The library offers a diverse range of simple and complex exemplars, including those related to power grid applications such as unit commitment and expansion planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-CA), Live↗

SPAROW: Stochastic Programming and Related Optimization Workflows

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Hart, William [Sandia National Lab. (SNL-NM), Albu↗

Preliminary analysis of TREAT free-field experiments using openmc

This work analyses activation calculations for dosimetry materials during a steady-state irradiation in the Transient Reactor Test (TREAT) reactor core. Hence, we developed a workflow based on the Monte Carlo code OpenMC alongside a custom depletion solver. The irradiation-induced activity as a function of time is computed, and several sensitivity studies are performed to evaluate uncertainty. This study has shown activity computations are sensitive to flux amplitude, irradiation time, atoms quantity and microscopic cross sections. Stochastic uncertainties have been propagated to evaluate the activity uncertainty for each dosimetry material. Most uncertainties are below our target of 3%, which demonstrates OpenMC as a powerful predictive and analysis tool. The precise results obtained through this newly developed computation scheme will be used in future experiments to characterize quantities of interest when operating the TREAT reactor in new configurations.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗