Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic methods”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 181 records · Page 10

Solar flux forecasting using mutual information with an optimal delay

Solar flux F(sub 10.7) directly affects the atmospheric density, thereby changing the lifetime and prediction of satellite orbits. For this reason, accurate forecasting of F(sub 10.7) is crucial for orbit determination of spacecraft. Our attempts to model and forecast F(sub 10.7) uncovered highly entangled dynamics. We concluded that the general lack of predictability in solar activity arises from its nonlinear nature. Nonlinear dynamics allow us to predict F(sub 10.7) more accurately than is possible using stochastic methods for time scales shorter than a characteristic horizon, and with about the same accuracy as using stochastic techniques when the forecasted data exceed this horizon. The forecast horizon is a function of two dynamical invariants: the attractor dimension and the Lyapunov exponent. In recent years, estimation of the attractor dimension reconstructed from a time series has become an important tool in data analysis. In calculating the invariants of the system, the first necessary step is the reconstruction of the attractor for the system from the time-delayed values of the time series. The choice of the time delay is critical for this reconstruction. For an infinite amount of noise-free data, the time delay can, in principle, be chosen almost arbitrarily. However, the quality of the phase portraits produced using the time-delay technique is determined by the value chosen for the delay time. Fraser and Swinney have shown that a good choice for this time delay is the one suggested by Shaw, which uses the first local minimum of the mutual information rather than the autocorrelation function to determine the time delay. This paper presents a refinement of this criterion and applies the refined technique to solar flux data to produce a forecast of the solar activity.

Ashrafi, S.↗

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↗

Influence of pseudopotentials on excitation energies from selected configuration interaction and diffusion Monte Carlo

Due to their diverse nature, the faithful description of excited states within electronic structure theory methods remains one of the grand challenges of modern theoretical chemistry. Quantum Monte Carlo (QMC) methods have been applied very successfully to ground state properties but still remain generally less effective than other non-stochastic methods for electronically excited states. Nonetheless, we have recently reported accurate excitation energies for small organic molecules at the fixed-node diffusion Monte Carlo (FN-DMC) within a Jastrow-free QMC protocol relying on a deterministic and systematic construction of nodal surfaces using the selected configuration interaction (sCI) algorithm known as CIPSI (Configuration Interaction using a Perturbative Selection made Iteratively). Albeit highly accurate, these all-electron calculations are computationally expensive due to the presence of core electrons. One very popular approach to remove these chemically-inert electrons from the QMC simulation is to introduce pseudopotentials (also known as effective core potentials). Taking the water molecule as an example, we investigate the influence of Burkatzki-Filippi-Dolg (BFD) pseudopotentials and their associated basis sets on vertical excitation energies obtained with sCI and FN-DMC methods. Although these pseudopotentials are known to be relatively safe for ground state properties, we evidence that special care may be required if one strives for highly accurate vertical transition energies. Indeed, comparing all-electron and valence-only calculations, we show that using pseudopotentials with the associated basis sets can induce differences of the order of 0.05 eV on the excitation energies. Fortunately, a reasonable estimate of this shift can be estimated at the sCI level.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Preliminary study on applying the method of characteristics to pebble-bed HTR - 18637

Neutron transport in high temperature pebble-bed gas-cooled reactor, which is a promising generation IV reactor candidate with cylindrical core, graphite moderator and spherical TRISO coated particles fuel, is of great interest. However, the stochastic method namely Monte Carlo faces with tremendous simulation of particles and the conventional two-step method featured by homogenization only can give the scalar flux. In this paper, method of characteristics is trying to be applied to pebble bed reactor because of its advantages in arbitrary geometry and the ability to obtain solution in neutronically large domains. Some challenges occur when it comes to HTR. First, the amount of calculation and the memory requirement are huge due to the large quantities of spherical fuel and stochastic distribution of pebbles. Second, the arrangement of characteristics and ray tracing process is more complex comparing to LWR with cuboid geometry because the stochastic distribution of the spherical assemblies and the longer neutron mean free path in pebble bed HTR. Third, the treatment of the multiscale sphere fuel need be detail studied to determine the subdivision of flat source region. At present, preliminary research on this subject is undergoing. This paper is concentrated on the modeling of the pebble-bed reactor core by constructive solid geometry (CSG) which allows complex spatial models to be built using boolean operations, characteristics arrangement and the treatment of boundary condition. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗

Piecewise interaction picture density matrix quantum Monte Carlo

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact N-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC (IP-DMQMC) method that overcomes the limitation of only sampling one inverse temperature point at a time, instead allowing for the sampling of a temperature range within a single calculation, thereby reducing the computational cost. At the target inverse temperature, instead of ending the simulation, we incorporate a change of picture away from the interaction picture. The resulting equations of motion have piecewise functions and use the interaction picture in the first phase of a simulation, followed by the application of the Bloch equation once the target inverse temperature is reached. We find that the performance of this method is similar to or better than the DMQMC and IP-DMQMC algorithms in a variety of molecular test systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Linking classical PRA models to a dynamic PRA

Here, this paper presents a series of methods designed to incorporate classical Probabilistic Risk Assessment (PRA) models such as Event Trees (ETs) and Fault Trees (FTs) into dynamic PRA. In contrast to classical PRA, dynamic PRA couples stochastic methods with system simulators to determine the risks associated with complex systems such as nuclear power plants. Compared with classical PRA methods, they can evaluate with higher resolution the safety impact of timing and sequencing of events on the progression of the accident. As part of a dynamic PRA analysis, it is not uncommon that parts of the system to be analyzed might not require a computationally expensive simulation model. These parts could be in fact modeled by employing classical PRA models (e.g., a FT). Here, we present a set of methods and tools that can be used to link the most common classical PRA models (ETs, FTs, reliability block diagrams and Markov models) to simulation codes such as RELAP5-3D: creating a “hybrid PRA.” In order to show the potential of such an hybrid PRA we employ this method to verify ET modeling assumptions (e.g., success criteria) using a large break loss of coolant accident initiating event as a test case. In this respect, we link a set of FTs from the original PRA to the RELAP5-3D code and perform a hybrid PRA. The FTs are employed to model the control logic of several safety systems and to propagate component failures throughout the system. Provided the generated dynamic PRA data, we show how conservative assumptions in the original PRA can be identified and how such original PRA can be modified by updating success criteria captured by the set of RELAP5-3D simulation runs.

97 - MATHEMATICS AND COMPUTING↗

Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments

A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in Ref. [2]. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized data are perfect. 2. Normality: The prior and posterior PDF are normal. 3. Linearity: The model is linear. In this work we outline how the framework in [1] could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in [1] to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implementing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS and the stochastic method, respectively. The graphic in Figure 1 categorizes the methods discussed in terms of the assumptions that they employ to determine posterior PDFs.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments

A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in reference two. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized* data are perfect; 2. Normality: The prior and posterior PDF are normal; and 3. Linearity: The model is linear. In this work we outline how the framework in 1 could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in 1 to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implement- ing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS, and the stochastic method, respectively.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Validation of Building Energy Modeling Tools Under Idealized and Realistic Conditions

Building energy models provide valuable insight into the energy use of commercial and residential buildings based on the building architecture, materials and thermal loads. They are used in the design of new buildings and the retrofitting to increase the efficiency of older buildings. The accuracy of these models is crucial to reducing the energy use of the United States and building a sustainable energy future. In addition to the architecture and thermal loads of a building, building energy models also must account for the effects of the building's occupants on the energy use of the building. Traditionally simple schedule based methods have been used to account for the effects of the occupants. However, newer research has shown that these methods often result in large differences between the modeled and actual energy use of buildings. In this paper we discuss building energy models and their accuracy in predicting building energy use. In particular we focus on the different types of validation methods which have been used to investigate the accuracy of building energy models and how they account for (or do not account for) the effects of occupants. We also review some of the newer work on stochastic methods for estimating the effects of occupants on building energy use and discuss the improvements necessary to increase the accuracy of building energy models.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

PowderJet: Spherical metal powder production via multi-orifice droplet-on-demand metal jetting

Leading metal additive manufacturing techniques, such as laser powder bed fusion and directed energy deposition, rely on high-quality spherical metal powders. However, traditional powder production methods like gas atomization face limitations, including low in-spec yield, asphericity, and internal porosity. We introduce PowderJet, a powder production platform that uses electromagnetic pulses to eject liquid metal droplets from a multi-orifice nozzle. Unlike stochastic methods, PowderJet tightly controls powder size, distribution, and purity through a droplet-on-demand approach. We detail the system’s design, operation, and performance using a combined experimental and computational fluid dynamics (CFD) framework. Initial results with Al4008 and Cu110 alloys demonstrate successful production, yielding unsieved aluminum powder batches with a mean diameter of 200 µm and a narrow size distribution (15 µm standard deviation). The produced powders are highly spherical, achieving a roundness > 0.95. PowderJet operates with a small melt volume (3 mL) and supports continuous refilling, enabling production rates between 30 and 140 cm³/hr depending on jetting frequency, number of orifices and particle size. CFD simulations show that future systems could achieve rates exceeding 1000 cm³/hr for particle sizes as small as 40 µm. PowderJet’s high yield of in-spec powder makes it ideal for producing precious or hazardous materials that are inefficient to manufacture using conventional methods. This platform offers a scalable, precise, and efficient solution for producing high-quality powders tailored for advanced manufacturing applications.

Atomization↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Intrinsic fluctuations of dust grain charge in multi-component plasmas

A master equation is formulated to model the states of the grain charge in a general multi-component plasma, where there are electrons and various kinds of positive or negative ions that are singly or multiply charged. A Fokker-Planck equation is developed from the master equation through the system-size expansion method. The Fokker-Planck equation has a Gaussian solution with a mean and variance governed by two initial-value differential equations involving the rates of the attachment of ions and electrons to the dust grain. Also, a Langevin equation and a discrete stochastic method are developed to model the time variation of the grain charge. Grain charging in a plasma containing electrons, protons, and alpha particles with Maxwellian distributions is considered as an example problem. The Gaussian solution is in very good agreement with the master equation solution numerically obtained for this problem.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Gravity-Assist Trajectories to the Ice Giants: An Automated Method to Catalog Mass- Or Time-Optimal Solutions

This work presents an automated method of calculating mass (or time) optimal gravity-assist trajectories without a priori knowledge of the flyby-body combination. Since gravity assists are particularly crucial for reaching the outer Solar System, we use the Ice Giants, Uranus and Neptune, as example destinations for this work. Catalogs are also provided that list the most attractive trajectories found over launch dates ranging from 2024 to 2038. The tool developed to implement this method, called the Python EMTG Automated Trade Study Application (PEATSA), iteratively runs the Evolutionary Mission Trajectory Generator (EMTG), a NASA Goddard Space Flight Center in-house trajectory optimization tool. EMTG finds gravity-assist trajectories with impulsive maneuvers using a multiple-shooting structure along with stochastic methods (such as monotonic basin hopping) and may be run with or without an initial guess provided. PEATSA runs instances of EMTG in parallel over a grid of launch dates. After each set of runs completes, the best results within a neighborhood of launch dates are used to seed all other cases in that neighborhood-allowing the solutions across the range of launch dates to improve over each iteration. The results here are compared against trajectories found using a grid-search technique, and PEATSA is found to outperform the grid-search results for most launch years considered.

Hughes, Kyle M.↗