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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1998

Stochastic Methods for Aircraft Design

The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

Pelz, Richard B.↗
NASA NTRS2010

Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

Patnaik, Surya N.↗
NASA NTRS2003

Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods

This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.

Zang, Thomas A.↗
DOE OSTI2019

Novel stochastic methods to predict short-term solar radiation and photovoltaic power

Solar forecasting has evolved towards becoming a key component of economical realization of high penetration levels of photovoltaic (PV) systems. This paper presents two novel stochastic forecasting models for solar PV by utilizing historical measurement data to outline a short-term high-resolution probabilistic behavior of solar. First, an uncertain basis functions method is used to forecast both solar radiation and PV power. Three possible distributions are considered for the uncertain basis functions - Gaussian, Laplace, and Uniform distributions. Second, stochastic state-space models are applied to characterize the behaviors of solar radiation and PV power output. A filter-based expectation-maximization and Kalman filtering mechanism is employed to recursively estimate the system parameters and state variables. This enables the system to accurately forecast small as well as large fluctuations of the solar signals. The introduced forecasting models are suitable for real-time tertiary dispatch controllers and optimal power controllers. The PV forecasting models are tested using solar radiation and PV power measurement data collected from a 13.5 kW PV panel installed on the rooftop of our laboratory. Furthermore, the results are compared with standard time series forecasting mechanisms and show a substantial improvement in the forecasting accuracy of the total energy produced.

14 SOLAR ENERGY↗
DOE OSTI2024

A meshless stochastic method for Poisson–Nernst–Planck equations

A plethora of biological, physical, and chemical phenomena involve transport of charged particles (ions). Its continuum-scale description relies on the Poisson–Nernst–Planck (PNP) system, which encapsulates the conservation of mass and charge. The numerical solution of these coupled partial differential equations is challenging and suffers from both the curse of dimensionality and difficulty in efficiently parallelizing. We present a novel particle-based framework to solve the full PNP system by simulating a drift–diffusion process with time- and space-varying drift. We leverage Green’s functions, kernel-independent fast multipole methods, and kernel density estimation to solve the PNP system in a meshless manner, capable of handling discontinuous initial states. The method is embarrassingly parallel, and the computational cost scales linearly with the number of particles and dimension. We use a series of numerical experiments to demonstrate both the method’s convergence with respect to the number of particles and computational cost vis-à-vis a traditional partial differential equation solver.

Chemistry↗
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↗
DOE OSTI2020

Switch Opening and Exchange Method for Stochastic Distribution Network Reconfiguration

The purpose of distribution network reconfiguration (DNR) is to determine the optimal topology of an electricity distribution network, which is an efficient measure to reduce network power losses. Electricity load demand and photovoltaic (PV) output are uncertain and vary with time of day, and will affect the optimal network topology. Single-hour deterministic DNR is incapable of handling this uncertainty and variability. Therefore, this paper proposes to solve a multi-hour stochastic DNR (SDNR). Existing solution methods for DNR are either inaccurate or excessively time-consuming, and are therefore incapable of solving multi-hour SDNRs for large distribution networks. In this regard, a switch opening and exchange (SOE) method is proposed. Starting from a looped network with all switches closed, the SOE consists of three steps. The first step is to sequentially open the switches until all of the loops are opened. The second and third steps modify the status of branches obtained in the first step to obtain better radial topologies. Five test systems are used to validate the accuracy and fast solution speed of the SOE and the superiority of multi-hour SDNR over single-hour deterministic DNR.

distribution network reconfiguration↗
DOE OSTI2020

Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological Uncertainty

Ensemble-based stochastic gradient methods, such as the ensemble optimization (EnOpt) method, the simplex gradient (SG) method, and the stochastic simplex approximate gradient (StoSAG) method, approximate the gradient of an objective function using an ensemble of perturbed control vectors. These methods are increasingly used in solving reservoir optimization problems because they are not only easy to parallelize and couple with any simulator but also computationally more efficient than the conventional finite-difference method for gradient calculations. In this work, we show that EnOpt may fail to achieve sufficient improvement of the objective function when the differences between the objective function values of perturbed control variables and their ensemble mean are large. On the basis of the comparison of EnOpt and SG, we propose a hybrid gradient of EnOpt and SG to save on the computational cost of SG. We also suggest practical ways to reduce the computational cost of EnOpt and StoSAG by approximating the objective function values of unperturbed control variables using the values of perturbed ones. We first demonstrate the performance of our improved ensemble schemes using a benchmark problem. Results show that the proposed gradients saved about 30–50% of the computational cost of the same optimization by using EnOpt, SG, and StoSAG. As a real application, we consider pressure management in carbon storage reservoirs, for which brine extraction wells need to be optimally placed to reduce reservoir pressure buildup while maximizing the net present value. Results show that our improved schemes reduce the computational cost significantly.

58 GEOSCIENCES↗
DOE OSTI2019

An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations

In this paper, we propose a filter-based stabilization of reduced order models (ROMs) for uncertainty quantification (UQ) of the time-dependent Navier--Stokes equations in convection-dominated regimes. Here we propose a novel high-order ROM differential filter and use it in conjunction with an evolve-filter-relax (EFR) algorithm to attenuate the numerical oscillations of standard ROMs. We also examine how stochastic collocation methods can be combined with the EFR algorithm for efficient UQ of fluid flows. We test the new framework in the numerical simulation of a two-dimensional flow past a circular cylinder with a random viscosity that yields a random Reynolds number with mean Re = 100.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

On the Stochastic Quantization Method: Characteristics and Applications to Singular Systems

Introducing the generalized Langevin equation, we extend the stochastic quantization method so as to deal with singular dynamical systems beyond the ordinary territory of quantum mechanics. We also show how the uncertainty relation is built up to the quantum mechanical limit with respect to fictitious time, irrespective of its initial value, within the framework of the usual stochastic quantization method.

Kanenaga, Masahiko↗
DOE OSTI2019

Low-Rank Solution Methods for Stochastic Eigenvalue Problems

In this report, we study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data, where the underlying operators depend linearly on the random parameters. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. When these solutions can be approximated well by low-rank objects, we introduce a low-rank variant of the inverse subspace iteration algorithm for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. Furthermore, the algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2011

The Use of the Integrated Medical Model for Forecasting and Mitigating Medical Risks for a Near-Earth Asteroid Mission

Introduction The Integrated Medical Model (IMM) is a decision support tool that is useful to space flight mission managers and medical system designers in assessing risks and optimizing medical systems. The IMM employs an evidence-based, probabilistic risk assessment (PRA) approach within the operational constraints of space flight. Methods Stochastic computational methods are used to forecast probability distributions of medical events, crew health metrics, medical resource utilization, and probability estimates of medical evacuation and loss of crew life. The IMM can also optimize medical kits within the constraints of mass and volume for specified missions. The IMM was used to forecast medical evacuation and loss of crew life probabilities, as well as crew health metrics for a near-earth asteroid (NEA) mission. An optimized medical kit for this mission was proposed based on the IMM simulation. Discussion The IMM can provide information to the space program regarding medical risks, including crew medical impairment, medical evacuation and loss of crew life. This information is valuable to mission managers and the space medicine community in assessing risk and developing mitigation strategies. Exploration missions such as NEA missions will have significant mass and volume constraints applied to the medical system. Appropriate allocation of medical resources will be critical to mission success. The IMM capability of optimizing medical systems based on specific crew and mission profiles will be advantageous to medical system designers. Conclusion The IMM is a decision support tool that can provide estimates of the impact of medical events on human space flight missions, such as crew impairment, evacuation, and loss of crew life. It can be used to support the development of mitigation strategies and to propose optimized medical systems for specified space flight missions. Learning Objectives The audience will learn how an evidence-based decision support tool can be used to help assess risk, develop mitigation strategies, and optimize medical systems for exploration space flight missions.

Kerstman, Eric↗
DOE OSTI2022

First-collision source treatment for ray effect mitigation in discrete-ordinate radiation transport solutions

Deterministic transport codes play a fundamental role in the modelling and simulation of neutron transport. One of the most common deterministic methods is the method of discrete ordinates, also known as the S method. While offering significant advantages over other deterministic methods or stochastic methods like Monte Carlo, the method of discrete ordinates suffers from non-physical artifacts in its local solution due to its discretization of angle. These artifacts, referred to as ray effects because of their ray-like appearance, tend to be worse in problems with small sources in areas with little scattering. Significant effort has gone into developing methods to mitigate ray effects, such as the first-collision source treatment, which separates the angular flux into the uncollided and collided fluxes and solving them using non-traditional techniques such as ray tracing. One such code capable of doing this is Lawrence Livermore National Laboratory's deterministic transport code ARDRA. Current ray tracing methods typically trace to a set of points inside a zone to compute an overall flux. However, this approach has significant drawbacks, such as a low order of convergence and not being conservative. Therefore, a new method has been developed that traces instead to a set of points on each of a zone's surfaces and computing the currents, before using these to obtain the flux. A comparison between these two ray tracing methods showed significant advantages to the new surface method, including inherent conservation, a higher convergence rate, and an increase in calculable information like leakage. This work performed under the auspices of the U.S. Department of Energy by Lawrence Liver- more National Laboratory under Contract DE-AC52-07NA27344. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1972

On a stochastic control method for weakly coupled linear systems

The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

Kwong, R. H.↗
NASA NTRS2003

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗