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Results for “continuous-time function space”

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 OSTI2021

Stochastic Continuous-time Flexibility Scheduling and Pricing in Wholesale Electricity Markets

Large-scale integration of intermittent renewable energy sources (RES) is calling for additional flexibility resources as well as more advanced modeling and optimization techniques to account for the increasing uncertainty and variability in power systems operation. As the RES integration gains momentum, the magnitude and frequency of their variations increase, which may trigger ramping scarcity events in real-time power systems operation. This necessitates revisiting the present definition of power systems flexibility and reserve services to reflect their robustness and adequacy towards sub-interval variations of the load and RES, as well as adjusting the operation models to accommodate the new reserve services. This project took a fundamental approach and aimed at developing continuous-time scheduling and pricing model that accurately models the continuous-time variations of load and RES and efficiently deploys the ramping capability of flexible resources to compensate the sources of variability and uncertainty in the market. In this regard, this project pursued the following goals: Developing stochastic multi-fidelity continuous-time optimization models for scheduling of energy storage (ES) systems and flexible loads in wholesale energy markets; Developing the theory and practices of continuous-time locational marginal pricing for valuating energy storage systems and flexible loads in wholesale energy markets; Developing function space solution approach to convert the proposed stochastic multi-fidelity continuous-time optimization models into tractable mixed-integer linear optimization models; and Defining flexibility reserve as a new type of reserve in markets that would enable ultimate participation of energy storage devices in provision of services to compensate the variability and uncertainty of RES in electricity markets. This project successfully completed all five major tasks defined in the SOPO, and produced 8 high-impact journal papers, 6 conference papers, 3 published U.S. patents, and one web-based software for continuous-time operation optimization of power systems. The application of the proposed flexibility reserve and the stochastic multi-fidelity continuous-time operation scheduling models would modify the forward commitment and schedule of generating units, ES devices and flexible loads, and would line up the resources in such a way that the composition of available resources is better prepared to respond to the sub-hourly variations of the load and renewable resources in real-time operation. Therefore, this project paves the way to sustainable, reliable, and economic integration of renewable energy resources in power system, supporting the progress towards reaching the national targets on energy independence. Even if the proposed models offers a radically different point of view as compared to existing models, it does not alter fundamentally the architecture of power systems operations, nor the complexity of the scheduling problem, so the integration of this project in power systems is extremely practical.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

Accelerated impurity solver for DMFT and its diagrammatic extensions

Here, we present ComCTQMC, a GPU accelerated quantum impurity solver. It uses the continuous-time quantum Monte Carlo (CTQMC) algorithm wherein the partition function is expanded in terms of the hybridisation function (CT-HYB). ComCTQMC supports both partition and worm-space measurements, and it uses improved estimators and the reduced density matrix to improve observable measurements whenever possible. ComCTQMC efficiently measures all one and two-particle Green's functions, all static observables which commute with the local Hamiltonian, and the occupation of each impurity orbital. ComCTQMC can solve complex-valued impurities with crystal fields that are hybridized to both fermionic and bosonic baths. Most importantly, ComCTQMC utilizes graphical processing units (GPUs), if available, to dramatically accelerate the CTQMC algorithm when the Hilbert space is sufficiently large. We demonstrate acceleration by a factor of over 600 (100) in a simulation of δ-Pu at 600 K with (without) crystal fields. In easier problems, the GPU offers less impressive acceleration or even decelerates the CTQMC. Here we describe the theory, algorithms, and structure used by ComCTQMC in order to achieve this set of features and level of acceleration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Modeling information flow in a computer processor with a multi-stage queuing model

In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another. The model is formulated as a spatially-extended, continuous-time Markov chain where space represents different stages. This model is equivalent to a spatially-extended version of the M/M/s queue. The main modeling feature is the throttling function which describes the processor slowdown when the amount of information falls below a certain threshold. We derive the stationary distribution for this stochastic model and develop a closure for a deterministic ODE system that approximates the evolution of the mean and variance of the stochastic model. In conclusion, we demonstrate the validity of the closure with numerical simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Evolutionary reinforcement learning of dynamical large deviations

In this work, we show how to bound and calculate the likelihood of dynamical large deviations using evolutionary reinforcement learning. An agent, a stochastic model, propagates a continuous-time Monte Carlo trajectory and receives a reward conditioned upon the values of certain path-extensive quantities. Evolution produces progressively fitter agents, potentially allowing the calculation of a piece of a large-deviation rate function for a particular model and path-extensive quantity. For models with small state spaces, the evolutionary process acts directly on rates, and for models with large state spaces, the process acts on the weights of a neural network that parameterizes the model's rates. This approach shows how path-extensive physics problems can be considered within a framework widely used in machine learning.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

Self-learning Monte Carlo method: Continuous-time algorithm

The recently introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement this method in the framework of a continuous-time Monte Carlo method with an auxiliary field in quantum impurity models. We introduce and train a diagram generating function (DGF) to model the probability distribution of auxiliary field configurations in continuous imaginary time, at all orders of diagrammatic expansion. Furthermore, by using DGF to propose global moves in configuration space, we show that the self-learning continuous-time Monte Carlo method can significantly reduce the computational complexity of the simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1991

Digital modelling, ideal state reconstructor, and control for time-delay sampled-data systems

The cascaded discrete-time state-space representation of a cascaded continuous-time system with fractional input delays is established. Based on the time-delay digital modelling, a practically implementable ideal state reconstructor is also established such that system states are exactly reconstructed via the measurement histories of inputs and outputs without a state observer. By utilizing the blockpulse function approximation the digital modelling of cascaded continuous-time systems with fractional input delays can be carried out, and an artificial input design method is proposed to determine the state feedback gain. Thus the practically implementable digital control law can be established for digital control of time-delay sampled-data systems. An illustrative example is shown to demonstrate the effectiveness of the proposed method.

Tsai, J. S. H.↗
DOE OSTI2024

Denoising of imaginary time response functions with Hankel projections

Imaginary-time response functions of finite-temperature quantum systems are often obtained with methods that exhibit stochastic or systematic errors. Reducing these errors comes at a large computational cost—in quantum Monte Carlo simulations, the reduction of noise by a factor of two incurs a simulation cost of a factor of four. In this paper, we relate certain imaginary-time response functions to an inner product on the space of linear operators on Fock space. We then show that data with noise typically does not respect the positive definiteness of its associated Gramian. The Gramian has the structure of a Hankel matrix. As a method for denoising noisy data, we introduce an alternating projection algorithm that finds the closest positive definite Hankel matrix consistent with noisy data. We test our methodology at the example of fermion Green's functions for continuous-time quantum Monte Carlo data and show remarkable improvements of the error, reducing noise by a factor of up to 20 in practical examples. We argue that Hankel projections should be used whenever finite-temperature imaginary-time data of response functions with errors is analyzed, be it in the context of quantum Monte Carlo, quantum computing, or in approximate semianalytic methodologies. Published by the American Physical Society 2024

Yu, Yang (ORCID:0000000186178878)↗
DOE OSTI2024

Strong Zero Modes in Integrable Quantum Circuits

It is a classic result that certain interacting integrable spin chains host robust edge modes known as strong zero modes (SZMs). In this Letter, we extend this result to the Floquet setting of local quantum circuits, focusing on a prototypical model providing an integrable Trotterization for the evolution of the XXZ Heisenberg spin chain. By exploiting the algebraic structures of integrability, we show that an exact SZM operator can be constructed for these integrable quantum circuits in certain regions of parameter space. Our construction, which recovers a well-known result by Paul Fendley in the continuous-time limit, relies on a set of commuting transfer matrices known from integrability, and allows us to easily prove important properties of the SZM, including normalizabilty. Our approach is different from previous methods and could be of independent interest even in the Hamiltonian setting. Furthermore, our predictions, which are corroborated by numerical simulations of infinite-temperature autocorrelation functions, are potentially interesting for implementations of the XXZ quantum circuit on available quantum platforms.

1-dimensional spin chains↗
DOE OSTI2019

Learning Koopman Operators for Systems with Isolated Critical Points

The Koopman operator provides a way to transform a (potentially) nonlinear finite-dimensional dynamical system into an infinite-dimensional linear system by lifting the nonlinear state dynamics into a functional space of observables, where the dynamics are linear. Previous literature has claimed that it is not possible to represent nonlinear dynamics with multiple isolated critical points if the set of observables is finite and contains the state; more precisely, such a set cannot be invariant under the Koopman operator. In this paper, we investigate this claim in more detail and provide an analytical counterexample to disprove it. We also consider the convergence of discretetime Koopman approximation error to the continuous-time error: we show both how this convergence occurs in general and how it can fail for systems with multiple isolated critical points. In particular, discontinuities in Koopman observables at the boundaries of basins of attraction may cause the continuous-time error to diverge; the discretetime error also suffers from this as the sampling time step goes to zero.

Bakker, Craig KR↗
DOE OSTI2020

Continuous-time look-ahead flexible ramp scheduling in real-time operation

This paper develops a novel continuous-time look-ahead optimization model for co-optimizing balancing energy and flexible ramp products in real-time power systems operation. In addition, a continuous-time day-ahead operation model is developed to commit and schedule an adequate subset of generating units for providing balancing energy and ramping requirements in real-time operation. The up and down flexible ramp products are defined as continuous-time decision trajectories that continuously supply the real-time up and down ramping requirements of the system. The deliverability of flexible ramp products is secured through reserving the respective power requirements in generation capacity constraints of generating units. A function space solution method is proposed to reduce the dimensionality of day-ahead and real-time models through projecting them into finite-dimensional function spaces spanned by Bernstein polynomials, where the real-time operation decisions are modeled with a higher accuracy level than day-ahead decisions. Simulations are conducted on the IEEE-RTS system using CAISO load data, and the numerical results showcase the effectiveness of the proposed model in supplying the energy and flexible ramp requirements and avoiding ramping scarcity in the system, while reducing the operation costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Continuum kinetic and multi-fluid simulations of classical sheaths

The kinetic study of plasma sheaths is critical, among other things, to understand the deposition of heat on walls, the effect of sputtering, and contamination of the plasma with detrimental impurities. The plasma sheath also provides a boundary condition and can often have a significant global impact on the bulk plasma. In this paper, kinetic studies of classical sheaths are performed with the continuum kinetic code, Gkeyll, which directly solves the Vlasov-Maxwell equations. The code uses a novel version of the finite-element discontinuous Galerkin scheme that conserves energy in the continuous-time limit. The fields are computed using Maxwell equations. Ionization and scattering collisions are included; however, surface effects are neglected. The aim of this work is to introduce the continuum kinetic method and compare its results with those obtained from an already established finite-volume multi-fluid model also implemented in Gkeyll. Novel boundary conditions on the fluids allow the sheath to form without specifying wall fluxes, so the fluids and fields adjust self-consistently at the wall. Our work demonstrates that the kinetic and fluid results are in agreement for the momentum flux, showing that in certain regimes, a multifluid model can be a useful approximation for simulating the plasma boundary. There are differences in the electrostatic potential between the fluid and kinetic results. Further, the direct solutions of the distribution function presented here highlight the non-Maxwellian distribution of electrons in the sheath, emphasizing the need for a kinetic model. The densities, velocities, and the potential show a good agreement between the kinetic and fluid results. But, kinetic physics is highlighted through higher moments such as parallel and perpendicular temperatures which provide significant differences from the fluid results in which the temperature is assumed to be isotropic. Besides decompression cooling, the heat flux is shown to play a role in the temperature differences that are observed, especially inside the collisionless sheath. Published by AIP Publishing.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2016

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A unifying modeling abstraction for infinite-dimensional optimization

Infinite-dimensional optimization (InfiniteOpt) problems involve modeling components (variables, objectives, and constraints) that are functions defined over infinite-dimensional domains. Examples include continuous-time dynamic optimization (time is an infinite domain and components are functions of time), PDE optimization problems (space and time are infinite domains and components are functions of space-time), as well as stochastic and semi-infinite optimization (random space is an infinite domain and components are a function of such random space). InfiniteOpt problems also arise from combinations of these problem classes (e.g., stochastic PDE optimization). Given the infinite-dimensional nature of objectives and constraints, one often needs to define appropriate quantities (measures) to properly pose the problem. Moreover, InfiniteOpt problems often need to be transformed into a finite dimensional representation so that they can be solved numerically. Here in this work, we present a unifying abstraction that facilitates the modeling, analysis, and solution of InfiniteOpt problems. The proposed abstraction enables a general treatment of infinite-dimensional domains and provides a measure-centric paradigm to handle associated variables, objectives, and constraints. This abstraction allows us to transfer techniques across disciplines and with this identify new, interesting, and useful modeling paradigms (e.g., event constraints and risk measures defined over time domains). Our abstraction serves as the backbone of an intuitive Julia-based modeling package that we call InfiniteOpt.jl. We demonstrate the developments using diverse case studies arising in engineering.

42 ENGINEERING↗
DOE OSTI2022

Discovering causal structure with reproducing-kernel Hilbert space ε -machines

We merge computational mechanics’ definition of causal states (predictively equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely applicable method that infers causal structure directly from observations of a system’s behaviors whether they are over discrete or continuous events or time. A structural representation—a finite- or infinite-state kernel ϵ-machine—is extracted by a reduced-dimension transform that gives an efficient representation of causal states and their topology. In this way, the system dynamics are represented by a stochastic (ordinary or partial) differential equation that acts on causal states. We introduce an algorithm to estimate the associated evolution operator. Paralleling the Fokker–Planck equation, it efficiently evolves causal-state distributions and makes predictions in the original data space via an RKHS functional mapping. We demonstrate these techniques, together with their predictive abilities, on discrete-time, discrete-value infinite Markov-order processes generated by finite-state hidden Markov models with (i) finite or (ii) uncountably infinite causal states and (iii) continuous-time, continuous-value processes generated by thermally driven chaotic flows. The method robustly estimates causal structure in the presence of varying external and measurement noise levels and for very high-dimensional data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Code for the manuscript titled "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces"

We would like to disclose two scripts, written in Jupyter notebook, in which we implement the "Blackout Diffusion Process" described in the manuscript "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces" (LA-UR-23-20509), to be submitted to the International Conference of Machine Learning (ICML). The abstract of the manuscript is append below. == Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, which occur in many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process. We relate the theory to the existing continuous-state Gaussian diffusion and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce "Blackout Diffusion", which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10 dataset confirm the feasibility of generative diffusion modeling in a discrete space. Generalizing from specific (Gaussian) forward processes to a more general framework also sheds light on how to interpret generative diffusion models and their mathematical structure, which we comment on.

Lin, Yen Ting↗
NASA NTRS1993

Controls-structures-interaction dynamics during RCS control of the Orbiter/SRMS/SSF configuration

During the assembly flights of the Space Station Freedom (SSF), the Orbiter will either dock with the SSF and retract to the final berthed position, or will grapple the SSF using the Shuttle Remote Manipulator System (SRMS) and maneuver the SRMS coupled vehicles to their final berthed position. The SRMS method is expected to take approximately one to one and a half hours to complete and require periodic attitude corrections by either the Orbiter or the SSF reaction control system (RCS) or continuous control by a control moment gyro (CMG) system with RCS desaturation as required. Free drift of the attached vehicles is not currently thought to be acceptable because the desired system attitude will quickly deteriorate due to unbalanced gravity gradient and aerodynamic torques resulting in power generation problems, thermodynamic control problems, and communications problems. This paper deals with the simulation and control of the SRMS during trunnion/latch interaction dynamics and during RCS maneuvers. The SRMS servo drive joints have highly non-linear elastic characteristics which tend to degrade sensitive control strategies. In addition the system natural frequencies are extremely low and depend on the drive joint deflections and SRMS geometric position. The lowest mean period of oscillation for the Orbiter/SRMS/SSF(MB6) system in brakes hold mode positioned near the final berthed position is approximately 120 seconds. A detailed finite element model of the SRMS has been developed and used in a newly developed SRMS systems dynamics simulation to investigate the non-linear transient response dynamics of the Orbiter/SRMS/SSF systems. The present SRMS control strategy of brakes only recommended by the Charles Draper Labs is contrasted with a robust controller developed by the authors. The robust controller uses an optimal inear quadratic regulator (LQR) to optimally place the closed-loop poles of a multivariable continuous-time system within the common region of an open sector with the sector angle plus or minus 45 degrees from the negative real axis, and the left-hand side of a parallel to the imaginary axis in the complex s-plane. This guarantees that the critical damping ratio for the desired control modes is equal to or in excess of 0.707. The matrix sign function is used for solving the Riccati equations which appear in the controller design procedure. Fast and stable algorithms have recently been developed for the computation of the matrix sign function. Simulation results are given which demonstrate the potential CSI involvement for the current SRMS control system and the proposed control system.

Schliesing, J. A.↗
NASA NTRS2004

Discrete-Time Demodulator Architectures for Free-Space Broadband Optical Pulse-Position Modulation

The objective of this work is to develop discrete-time demodulator architectures for broadband optical pulse-position modulation (PPM) that are capable of processing Nyquist or near-Nyquist data rates. These architectures are motivated by the numerous advantages of realizing communications demodulators in digital very large scale integrated (VLSI) circuits. The architectures are developed within a framework that encompasses a large body of work in optical communications, synchronization, and multirate discrete-time signal processing and are constrained by the limitations of the state of the art in digital hardware. This work attempts to create a bridge between theoretical communication algorithms and analysis for deep-space optical PPM and modern digital VLSI. The primary focus of this work is on the synthesis of discrete-time processing architectures for accomplishing the most fundamental functions required in PPM demodulators, post-detection filtering, synchronization, and decision processing. The architectures derived are capable of closely approximating the theoretical performance of the continuous-time algorithms from which they are derived. The work concludes with an outline of the development path that leads to hardware.

Gray, A. A.↗