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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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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Emulation of radiation transport in 3D stochastic media using 1D planar Monte Carlo stochastic media radiation transport algorithms

A subset of stochastic media radiation transport problems involves those in which radiation is incident on a thin slab of stochastic material. Particle tracking in 3D for such problems is expensive, and 1D planar models lack accuracy because they only allow the material to change in one dimension. Therefore, we propose dimensional emulation, which through a slight modification allows existing 1D planar geometry stochastic media radiation transport models to reproduce results from the equivalent 3D models by allowing the material to change in all three dimensions, reproducing the fidelity of the 3D model for the low computational cost of the 1D planar model. In this work, we apply dimensional emulation to three Monte Carlo stochastic media radiation transport models: Chord Length Sampling (CLS), the Local Realization Preserving method (LRP), and a variant of Conditional Point Sampling (CoPS). For a common Markovian benchmark set, the 3D emulation variants of these algorithms are numerically verified to reproduce the results of the 3D variants within statistics while running 1.3 to 2 times faster in the implementation within Sandia National Laboratories open-source research code PlaybookMC. The 3D emulation variants are also shown to yield a 72%–92% reduction in error for the thin slab problems in comparison to the 1D benchmark. As a result, the 3D emulation variant of CLS and CoPS-1 are shown to reproduce 3D CLS results that were used to approximate results for a 3D spherical inclusion geometry benchmark set.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Ruzicka, G. J.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗
DOE OSTI2026

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

Static assignment of complex stochastic tasks using stochastic majorization

We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior. We show how the theory of majorization can be used to obtain a partial order among possible task assignments. Our results show that if the vector of numbers of tasks assigned to each processor under one mapping is majorized by that of another mapping, then the former mapping is better than the latter with respect to a large number of objective functions. In particular, we show how measurements of finishing time, resource utilization, and reliability are all captured by the theory. We also show how the theory may be applied to the problem of partitioning a pool of processors for distribution among parallelizable tasks.

Nicol, David↗
DOE OSTI2024

Bounds on galaxy stochasticity from halo occupation distribution modeling

The joint probability distribution of matter overdensity and galaxy counts in cells is a powerful probe of cosmology, and the extent to which variance in galaxy counts at fixed matter density deviates from Poisson shot noise is not fully understood. The lack of informed bounds on this stochasticity is currently the limiting factor in constraining cosmology with the galaxy–matter probability distribution function (PDF). We investigate stochasticity in the conditional distribution of galaxy counts along lines of sight with fixed matter density, and we present a halo occupation distribution (HOD)-based approach for obtaining plausible ranges for stochasticity parameters. To probe the high-dimensional space of possible galaxy–matter connections, we derive a set of HODs that conserve the galaxies’ linear bias and number density to produce RED M A G I C-like galaxy catalogs within the A BACUS S UMMIT suite of N -body simulations. We study the impact of individual HOD parameters and cosmology on stochasticity and perform a Monte Carlo search in HOD parameter space subject to the constraints on bias and density. In mock catalogs generated by the selected HODs, shot noise in galaxy counts spans both sub-Poisson and super-Poisson values, ranging from 80% to 133% of Poisson variance for cells with mean matter density. Nearly all of the derived HODs show a positive relationship between local matter density and stochasticity. For galaxy catalogs with higher stochasticity, modeling galaxy bias to second order is required for an accurate description of the conditional PDF of galaxy counts at fixed matter density. The presence of galaxy assembly bias also substantially extends the range of stochasticity in the super-Poisson direction. This HOD-based approach leverages degrees of freedom in the galaxy–halo connection to obtain informed bounds on nuisance model parameters and can be adapted to study other parametrizations of shot noise in galaxy counts, in particular to motivate prior ranges on stochasticity for cosmological analyses.

Britt, Dylan (ORCID:000000019905601X)↗
NASA NTRS1990

Stochastic Robustness: Towards a Comprehensive Robustness Tool

Stochastic robustness is a simple technique to determine the robustness of linear, time-invariant systems by Monte Carlo methods. Stochastic stability robustness has been described previously. Those results are extended here to provide insight into control system design for performance. Together, stochastic stability and performance robustness concepts constitute a comprehensive tool that can be used to analyze control system robustness properties. As well, they offer control system design insight that can set the stage for stochastic robustness synthesis. The concept of stochastic stability robustness is reviewed, stochastic performance robustness is introduced, and stochastic robustness synthesis is described qualitatively. Confidence intervals necessary for comparing control laws statistically are presented.

Ray, Laurie Ryan↗
NASA NTRS1990

Stochastic Satbility and Performance Robustness of Linear Multivariable Systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time invariant systems, is applied to a single-link robot arm control system. Concepts behind stochastic stability robustness are extended to systems with estimators and to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications are introduced, and the relationship between stochastic robustness measures and control system design parameters are discussed. The application of stochastic performance robustness, and the relationship between performance objectives and design parameters are demonstrated by means of example. The results prove stochastic robustness to be a good overall robustness analysis method that can relate robustness characteristics to control system design parameters.

Ryan, Laurie E.↗
NASA NTRS1990

Stochastic stability and performance robustness of linear multivariable systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time-invariant systems, is applied to a single-link robot arm control system. Concepts behind stochastic stability robustness are extended to systems with estimators and to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications are introduced, and the relationship between stochastic robustness measures and control system design parameters is discussed. The application of stochastic performance robustness and the relationship between performance objectives and design parameters are demonstrated by means of the example. The results prove stochastic robustness to be a good overall robustness analysis method that can relate robustness characteristics to control system design parameters.

Stengel, Robert F.↗
DOE OSTI2026

Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems

Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for 1/f noise in solid-state quantum information processors. Here we present an approach for simulating Hamiltonian classical stochastic noise that performs temporal coarse-graining by effectively integrating out the high-frequency components of the noise. We focus on the case where the stochastic noise can be expressed as a sum of Ornstein-Uhlenbeck processes. Temporal coarse-graining is then achieved by conditioning the stochastic process on a coarse realization of the noise, expressing the conditioned stochastic process in terms of a sum of smooth, deterministic functions and bridge processes with boundaries fixed at zero, and performing the ensemble average over the bridge processes. For Ornstein-Uhlenbeck processes, the deterministic components capture all dependence on the coarse realization, and the stochastic bridge processes are not only independent but taken from the same distribution with correlators that can be expressed analytically, allowing the associated noise propagators to be precomputed once for all simulations. This combination of noise trajectories on a coarse time grid and ensemble averaging over bridge processes has practical advantages, such as a simple concatenation rule, that we highlight with numerical examples.

Albash, Tameem [Sandia National Lab. (SNL-NM), Alb↗
NASA NTRS1990

Stochastic performance robustness of aircraft control systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time-invariant systems, is applied to a twin-jet transport aircraft control system. Concepts behind stochastic stability robustness are extended to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications and measures specific to aircraft handling qualities are introduced. Confidence intervals for both individual stochastic robustness measures and for comparing two measures are presented. The application of stochastic performance robustness, the use of confidence intervals, and tradeoffs between performance objectives are demonstrated by means of the twin-jet aircraft example.

Stengel, Robert F.↗
NASA NTRS1993

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Goad, Clyde C.↗
NASA NTRS2003

A Stochastic Collocation Algorithm for Uncertainty Analysis

This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.

Mathelin, Lionel↗
NASA NTRS2005

Bidirectional Classical Stochastic Processes with Measurements and Feedback

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

Hahne, G. E.↗
NASA NTRS2010

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Mengshoel, Ole J.↗
NASA NTRS2010

Automated Flight Routing Using Stochastic Dynamic Programming

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Ng, Hok K.↗
DOE OSTI2025

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗