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Results for “approximate control variates”

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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling.

The recent growth in multifidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multifidelity importance sampling (MFIS) scheme to leverage control variates. Our approach directly addresses a limitation of many multifidelity sampling strategies that require the usage of pilot samples to estimate covariances. As such we make significant progress towards both increasing the practicality of approximate control variates—for instance, by accounting for the effect of pilot samples—and using multifidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown an outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

A generalized approximate control variate framework for multifidelity uncertainty quantification

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost models — which are typically lower fidelity with unknown statistics — are used to reduce the variance in statistical estimators relative to a MC estimator with equivalent cost. We derive the conditions under which our proposed approximate control variate framework recovers existing multifidelity variance reduction schemes as special cases. We demonstrate that existing recursive/nested strategies are suboptimal because they use the additional low-fidelity models only to efficiently estimate the unknown mean of the first low-fidelity model. As a result, they cannot achieve variance reduction beyond that of a control variate estimator that uses a single low-fidelity model with known mean. However, there often exists about an order-of-magnitude gap between the maximum achievable variance reduction using all low-fidelity models and that achieved by a single low-fidelity model with known mean. We show that our proposed approach can exploit this gap to achieve greater variance reduction by using non-recursive sampling schemes. The proposed strategy reduces the total cost of accurately estimating statistics, especially in cases where only low-fidelity simulation models are accessible for additional evaluations. Several analytic examples and an example with a hyperbolic PDE describing elastic wave propagation in heterogeneous media are used to illustrate the main features of the methodology.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Analysis of the Challenges in Developing Sample-Based Multi-fidelity Estimators for Non-deterministic Models

Multifidelity (MF) uncertainty quantification (UQ) seeks to leverage and fuse information from a collection of models to achieve greater statistical accuracy with respect to a single-fidelity counterpart, while maintaining an efficient use of computational resources. Despite many recent advancements in MF UQ, several challenges remain and these often limit its practical impact in certain application areas. In this manuscript, we focus on the challenges introduced by nondeterministic models to sampling MF UQ estimators. Nondeterministic models produce different responses for the same inputs, which means their outputs are effectively noisy. MF UQ is complicated by this noise since many state-of-the-art approaches rely on statistics, e.g., the correlation among models, to optimally fuse information and allocate computational resources. Here, we demonstrate how the statistics of the quantities of interest, which impact the design, effectiveness, and use of existing MF UQ techniques, change as functions of the noise. With this in hand, we extend the unifying approximate control variate framework to account for nondeterminism, providing for the first time a rigorous means of comparing the effect of nondeterminism on different multifidelity estimators and analyzing their performance with respect to one another. Numerical examples are presented throughout the manuscript to illustrate and discuss the consequences of the presented theoretical results.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2020

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗
DOE OSTI2021

Galerkin Neural Networks: A Framework for Approximating Variational Equations with Error Control

Herein, we present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional sub-spaces whose basis functions are realizations of a sequence of neural networks. Here, the finite-dimensional subspaces are then used to define a standard Galerkin approximation of the variational equation. This approach enjoys a number of advantages, including: the sequential nature of the algorithm offers a systematic approach to enhancing the accuracy of a given approximation; the sequential enhancements provide a useful indicator for the error that can be used as a criterion for terminating the sequential updates; the basic approach is largely oblivious to the nature of the partial differential equation under consideration; and, some basic theoretical results are presented regarding the convergence (or otherwise) of the method which are used to formulate basic guidelines for applying the method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Extended Galerkin Neural Network Approximation of Singular Variational Problems with Error Control

We present extended Galerkin neural networks, a variational framework for approximating general boundary value problems (BVPs) with error control. The main contributions of this work are (1) a rigorous theory guiding the construction of new weighted least squares variational formulations suitable for use in neural network approximation of general BVPs, and (2) an “extended” feedforward network architecture which incorporates and is even capable of learning singular solution structures, thus greatly improving approximability of singular solutions. Furthermore, numerical results are presented for several problems, including steady Stokes flow around reentrant corners and in convex corners with Moffatt eddies in order to demonstrate efficacy of the method.

a posteriori error estimate↗
NASA NTRSDate not supplied

Improving Multi-Model Trajectory Simulation Estimators using Model Selection and Tuning

Multi-model Monte Carlo methods have been demonstrated to be an efficient and accurate alternative to standard Monte Carlo (MC) in the model-based propagation of uncertainty in entry, descent, and landing (EDL) applications. These multi-model MC methods fuse predictions from low-fidelity models with the high-fidelity EDL model of interest to produce unbiased statistics with a fraction of the computational cost. The accuracy and efficiency of the multi-model MC methods are dependent upon the magnitude of correlations of the low-fidelity models with the high-fidelity model, but also upon the correlation among the low-fidelity models, and their relative computational cost. Because of this layer of complexity, the question of how to optimally select the set of low-fidelity models has remained open. In this work, methods for optimal model construction and tuning are investigated as a means to increase the speed and precision of trajectory simulation for EDL. Specifically, the focus is on the inclusion of low-fidelity model tuning within the sample allocation optimization that accompanies multi-model MC methods. Preliminary results indicate that low-fidelity model tuning can significantly improve efficiency and precision of trajectory simulations and provide an increased edge to multi-model MC methods when compared to standard MC. The challenges and potential benefits to exploring a fully iterative and comprehensive optimization strategy in future work are highlighted.

uncertainty quantification↗
NASA NTRS1947

Measurements in Flight of the Flying Qualities of a Chance Vought F4U-4 Airplane: TED No. NACA 2388

The results of flight tests to determine flying qualities of a Chance Vought F4U-4 airplane are presented and discussed herein. In addition to comprehensive measurements at low altitude (about 8000 ft), tests of limited scope were made at high altitude (about 25,000 ft). The more important characteristics, based on a comparison of the test results and opinions of the pilots with the Navy requirements, can be summarized as follows: 1. The short-period control-free oscillations of the elevator angle and the normal acceleration were satisfactorily damped. 2. The most rearward center-of-gravity locations for satisfactory static longitudinal stability with power on, as determined by the control-force variations, were approximately 30 and 27 percent M.A.C. with flaps and gear up and down, respectively. 3. In maneuvering flight the conditions for which control-force gradients of satisfactory magnitude were obtained were seriously limited by sizable changes in the gradient with center-of-gravity location, airspeed, altitude, acceleration factor, and direction of turn. 4. The elevator and rudder controls were satisfactory for landings and take-offs. 5. The trim tabs were sufficiently effective for all controls. 6. The directional and lateral dynamic stability was positive, but the rudder oscillation did not damp within one cycle. The airplane oscillation damped sufficiently at low altitude but not at high altitude. 7. Both rudder-fixed and rudder-free static directional stability were positive over a sideslip range of +/-15 deg. However, the rudder force tended to reverse at high angles of right sideslip with flaps and gear up, power on, at low speeds. 8. The stick-fixed static lateral stability (dihedral effect) was positive in all conditions, but the stick-free dihedral effect was neutral at low speeds with flap and gear down, power on. 9. The yaw due to abrupt full aileron deflection at low speed was mot excessive, and the rudder control was adequate to hold trim sideslip. 10. In abrupt rudder-fixed aileron rolls in the clean configuration the maximum pb/2V for full aileron deflection at low and normal speeds was only 0.064. 11. The stalling characteristics were considered unsatisfactory in all configurations in both straight and turning flight due to inadequate stall warning. The motions in the stalls were not unduly severe, and recovery could be effected promptly by normal use of the controls.

Liddell, Charles J., Jr.↗
NASA NTRS2018

Effect of Control Mode and Load Rate on Fracture Toughness of Brittle Ceramics

The effects of control mode and rate on the fracture toughness of ceramics were measured by using chevron-notched flexure specimen in accordance with ASTM C1421. The use of stroke control gave consistent results with about 2% variation in measured fracture toughness for a very wide range of rates (0.005 to 0.5 mm/min). Use of strain or CMOD control gave an approximately 5% variation over a very wide range of rates, with the measurements being a function of rate. However, the effect was eliminated by use of dry nitrogen, implying a stress corrosion effect rather than a stability effect. With the use of nitrogen for strain control, fracture toughness values were within about 1% over a wide range of rates (1 to 80 micro-epsilon/sec.). CMOD or strain control did allow stable crack extension well past maximum load, and thus is preferred for energy calculations. The effort is being used to confirm recommendations in ASTM International standard C1421 on fracture toughness measurement.

control mode↗
DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗
DOE OSTI2019

Analysis of the Zero Relaxation Limit of Hyperbolic Balance Laws with Random Initial Data

We show the convergence of the zero relaxation limit of $2 \times 2$ systems of hyperbolic balance laws with stochastic initial data. Precisely, solutions converge to a solution of the local equilibrium approximation as the relaxation time tends to zero. The initial data are assumed to depend on finitely many random variables, and the convergence is then proved via the appropriate analogues of the compensated compactness methods used in treating the deterministic case. We also demonstrate the validity of this limit in the case of the semilinear $p$-system; the well-posedness of both the system and its equilibrium approximation is proved, and the convergence is shown with no a priori conditions on solutions. Here, this model serves as a prototype for understanding how asymptotic approximations can be used as control variates for hyperbolic balance laws with uncertainty.

$p$-system↗
DOE OSTI2022

Global stochastic optimization of stellarator coil configurations

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be cancelled as in the case of the National Compact Stellarator Experiment (NCSX) project. Therefore, our goal is to find coil configurations that increase construction tolerances without compromising the performance of the magnetic field. In this paper, we develop a gradient-based stochastic optimization model which seeks robust stellarator coil configurations in high dimensions. In particular, we design a two-step method: first, we perform an approximate global search by a sample efficient trust-region Bayesian optimization; second, we refine the minima found in step one with a stochastic local optimizer. To this end, we introduce two stochastic local optimizers: BFGS applied to the sample average approximation; and Adam, equipped with a control variate for variance reduction. Numerical simulations performed on a W7-X-like coil configuration demonstrate that our global optimization approach finds a variety of promising local solutions at less than 0.1% of the cost of previous work, which considered solely local stochastic optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2018

Fully discrete schemes for monotone optimal control problems

In this article, we study an infinite horizon optimal control problem with monotone controls. We analyze the associated Hamilton–Jacobi–Bellman (HJB) variational inequality which characterizes the value function and consider the totally discretized problem using Lagrange elements to approximate the state space Ω. The convergence orders of these approximations are proved, which are in general (h+(k/(√h))){sup γ} where γ is the Hölder constant of the value function u, h and k are the time and space discretization parameters, respectively. A special election of the relations between h and k allows to obtain a convergence of order k{sup (2/3)γ}, which is valid without semiconcavity hypotheses over the problem’s data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Improving the nonlinear control performance of the supply fan at air handling units using a gain scheduling control strategy

Due to its nonlinear nature, the supply fan at air handling units with the controller tuned at the design condition tends to be aggressive and oscillate under partial load conditions. Here, the objective of this paper is to develop and validate a gain scheduling control strategy to improve its nonlinear control performance. First, a control-oriented model, which does not require numerous physical parameters and extensive test data, is developed to study the nonlinearity of the fan system. Based on the theoretical model and experimental verifications, the issue of an aggressive response with a conventional fixed-gain controller is caused by the fact that the system gain is proportional to the ratio of the duct static pressure to the fan speed. To address the issue, a scheduling function of the measurable duct static pressure and fan speed is proposed to be included in the conventional fixed-gain controller to compensate for the fan system gain variation. The gain scheduling control strategy is found to approximately maintain the identical control performance under all operation conditions. Most importantly, the gain scheduling control strategy can be readily implemented without intensive computation and additional measurements, showing a promising potential in industrial applications.

42 ENGINEERING↗