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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 OSTI2018

A stochastic techno-economic analysis of shrub willow production using EcoWillow 3.0S: A Stochastic Techno-Economic Analysis of Shrub Willow Production Using EcoWillow 3.0S

EcoWillow 3.0S is a techno-economic analysis (TEA) tool that calculates realistic willow biomass production costs using data from field trials of willow production in New York State. The model represents the input parameters for diesel fuel price, wood price, and willow yield as data-derived probability distributions rather than as single values. This study uses EcoWillow 3.0S with Oracle Crystal Ball to perform a stochastic TEA of shrub willow production in the Northeastern United States. Two outputs obtained from this model are a 24-year net present value (NPV) and minimum selling price (MSP) of shrub willow production under price and yield uncertainty. The MSP for dry willow ranges within a 95% confidence interval from $\$ 59$. -$\$ 102$/Mg. The NPV, also within a 95% confidence interval, ranges from -$\$ 153$ 819 to $\$ 207$ 129 for 40 ha of willow harvested seven times over 24 years. The relevance of this study is to utilize the TEA methodology to assess the financial feasibility of shrub willow production as a bioenergy feedstock. The results of this analysis provide the bioenergy field with NPV and MSP probability distributions on shrub willow production that have previously been absent from the refereed literature. Using data collected from field operations over a number of years, EcoWillow 3.0S captures some of the key inputs that influence the variation in the delivered cost of willow biomass crops.

09 BIOMASS FUELS↗
DOE OSTI2020

Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve forward, inverse, and mixed stochastic problems in a unified manner based on a limited number of scattered measurements. Unlike standard GANs relying solely on data for training, here we encoded into the architecture of GANs the governing physical laws in the form of stochastic differential equations (SDEs) using automatic differentiation. In particular, we applied Wasserstein GANs with gradient penalty (WGAN-GP) for its enhanced stability compared to vanilla GANs. We first tested WGAN-GP in approximating Gaussian processes of different correlation lengths based on data realizations collected from simultaneous reads at sparsely placed sensors. We obtained good approximation of the generated stochastic processes to the target ones even if there is a mismatch between the input noise dimensionality and the effective dimensionality of the target stochastic processes. We also studied the overfitting issue for both the discriminator and the generator, and we found that overfitting occurs also in the generator in addition to the discriminator as previously reported. Subsequently, we considered the solution of elliptic SDEs requiring approximations of three stochastic processes, namely the solution, the forcing, and the diffusion coefficient. Here again, we assumed data collected from simultaneous reads at a limited number of sensors for the multiple stochastic processes. Furthermore, three generators were used for the PI-GANs: two of them were feed forward deep neural networks (DNNs), while the other one was the neural network induced by the SDE. For the case where we have one group of data, we employed one feed forward DNN as the discriminator, while for the case of multiple groups of data we employed multiple discriminators in PI-GANs. We solved forward, inverse, and mixed problems without changing the framework of PI-GANs, obtaining both the means and the standard deviations of the stochastic solution and the diffusion coefficient in good agreement with benchmarks. In this work, we have demonstrated the effectiveness of PI-GANs in solving SDEs for about 120 dimensions. In principle, PI-GANs could tackle very high dimensional problems given more sensor data with low-polynomial growth in computational cost.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Tunable Stochasticity in an Artificial Spin Network

Metamaterials present the possibility of artificially generating advanced functionalities through engineering of their internal structure. Artificial spin networks, in which a large number of nanoscale magnetic elements are coupled together, are promising metamaterial candidates that enable the control of collective magnetic behavior through tuning of the local interaction between elements. In this work, the motion of magnetic domain-walls in an artificial spin network leads to a tunable stochastic response of the metamaterial, which can be tailored through an external magnetic field and local lattice modifications. This type of tunable stochastic network produces a controllable random response exploiting intrinsic stochasticity within magnetic domain-wall motion at the nanoscale. An iconic demonstration used to illustrate the control of randomness is the Galton board. In this system, multiple balls fall into an array of pegs to generate a bell-shaped curve that can be modified via the array spacing or the tilt of the board. A nanoscale recreation of this experiment using an artificial spin network is employed to demonstrate tunable stochasticity. Furthermore, this type of tunable stochastic network opens new paths toward post-Von Neumann computing architectures such as Bayesian sensing or random neural networks, in which stochasticity is harnessed to efficiently perform complex computational tasks.

Artificial spin network↗
DOE OSTI2023

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle

Within this work, we establish a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact method is provided to seek the stochastic contact variational integrators. Numerical experiments are performed to verify the validity of this approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Stochastic gradient descent algorithm for stochastic optimization in solving analytic continuation problems

We propose a stochastic gradient descent based optimization algorithm to solve the analytic continuation problem in which we extract real frequency spectra from imaginary time Quantum Monte Carlo data. The procedure of analytic continuation is an ill-posed inverse problem which is usually solved by regularized optimization methods, such like the Maximum Entropy method, or stochastic optimization methods. The main contribution of this work is to improve the performance of stochastic optimization approaches by introducing a supervised stochastic gradient descent algorithm to solve a flipped inverse system which processes the random solutions obtained by a type of Fast and Efficient Stochastic Optimization Method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.

MATHEMATICS AND COMPUTING↗
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↗
DOE OSTI2021

A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems

In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.

42 ENGINEERING↗
DOE OSTI2018

An Adaptive Reduced Basis Collocation Method Based on PCM ANOVA Decomposition for Anisotropic Stochastic PDEs

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. Here, we study the stochastic collocation methods that can be combined with reduced basis methods to solve high-dimensional parameterized stochastic PDEs. We also propose an adaptive algorithm using a probabilistic collocation method (PCM) and ANOVA decomposition. This procedure involves two stages. First, the method employs an ANOVA decomposition to identify the effective dimensions, i.e., subspaces of the parameter space in which the contributions to the solution are larger, and sort the reduced basis solution in a descending order of error.Then, the adaptive search refines the parametric space by increasing the order of polynomials until the algorithm is terminated by a saturation constraint. We demonstrate the effectiveness of the proposed algorithm for solving a stationary stochastic convection-diffusion equation, a benchmark problem chosen because solutions contain steep boundary layers and anisotropic features. Lastly, we show that two stages of adaptivity are critical in a benchmark problem with anisotropic stochasticity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Data-driven predictive probability density function control of fiber length stochastic distribution shaping in refining process

Pulp is the most important raw material in paper in paper industries, whose Fiber Length Stochastic Distribution (FLSD) shaping directly determines the energy consumption and paper quality of the subsequent papermaking processes. However, the mean and variance are insufficient to describe the output FLSD shaping, which display non-Gaussian distribution properties. Therefore, the traditional control, method based on the mean and variance of fiber length is difficult to control the FLSD shaping effectively. In this paper, a novel data-driven predictive probability density function (PDF) control method is proposed for output FLSD shaping in refining process. Primarily, in order to improve the approximation accuracy of the PDF employing RBF neural network, the parameters (center value and width) of each RBF basis functions are tuned via utilizing iterative learning control (ILC) law, and the corresponding estimations of weights law can be obtained. Secondly, considering that the conventional linear model of weights vector has drawbacks of low accuracy and weak generalization ability, random vector functional link networks (RVFLNs) based data driven nonlinear modelling method is employed to characterize the prediction model between the input variables and weights vector. Finally, in order to reduce the randomness of the output FLSD, a minimum entropy control method under mean constraint is employed to design the predictive PDF controller for the output FLSD shaping with the help of the established nonlinear stochastic distribution model. Both simulations and experiments are given to illustrate the effectiveness and practicability of the proposed method.

Probability debsity function, Fiber length distrib↗
DOE OSTI2021

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Temperature drives local contributions to beta diversity in mountain streams: stochastic and deterministic processes

Community variation (i.e. beta diversity) in geographical coenoclines is of substantial interest in ecology, yet the elevational patterns in beta diversity are still understudied, and no general conclusions have been reached. Here, we explored local contributions to beta diversity (LCBD) of stream bacteria, diatoms and macroinvertebrates on mountainsides. Across all taxa, we revealed a general U-shaped LCBD-elevation relationships (LCBDer), suggesting higher uniqueness of community composition at the two ends of the elevational gradients. This pattern was confirmed by coenocline simulations based on observed communities, and supported by the dominance of species replacement in total beta diversity. Across mountains and taxonomic groups, temperature was the main environmental factor underlying elevational patterns in LCBD and its metric relatives, which were also mediated by local environmental variables. The observed magnitudes of U-shaped LCBDer across mountains and taxonomic groups were specifically related to the heterogeneity of stream morphology, and the mean annual temperature on each mountain. U-shaped LCBDer were strengthened by the occurrence of generalist species with large elevational ranges, while rare species had a lesser effect on the patterns. Raup-Crick beta diversity indicated that both stochastic and deterministic processes drove the community assembly, and the latter one was positively related to the magnitudes of LCBDer. Our synthesis across mountains and taxonomic groups clearly shows that there are consistent elevational patterns in LCBD among taxonomic groups, and that these patterns are explained by similar ecological mechanisms, producing a more complete picture in understanding and bridging the spatial variation in biodiversity under changing climate.

Wang, Jianjun↗