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All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this work, we propose a novel Bayesian stochastic inversion methodology, characterized by a tight coupling between a gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). This approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated spatial random field. Moreover, non-Gaussian full posterior probability distribution functions are estimated via an efficient LMCMC method on both the projected low-dimensional feature space and the recovered high-dimensional parameter space. We demonstrate this computational framework by integrating and adapting recent developments such as data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to solve inverse problems in linear elasticity.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1972

Bounded state space

This investigation is divided functionally into three different areas: (1) study of bounded state space, (2) nonlinear smoothing theory, and (3) system identification. (1) Study of bounded state space: necessary and sufficient conditions for an optimal control are obtained for a bounded state space optimal control problem. The difficulty of determining the so-called jump conditions is eliminated; however, the problem of determining the points where the response either enters or leaves the boundary still remains unsolved. (2) Nonlinear smoothing theory: nonlinear fixed-interval, fixed-point and fixed-lag smoothing of a random signal generated by a stochastic differential equation are investigated. Results on the asymptotic stability of a linear constant-parameter fixed-interval smoothing filter are obtained. (3) System identification: a particular stochastic modelling problem is solved. An Ito stochastic integral equation is used to mathematically model a black box having multiple inputs and multiple outputs. A new method for identifying system parameters is presented.

Eyman, E. D.↗
NASA NTRS1972

On the adaptive control of linear systems using the open-loop-feedback-optimal approach.

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.

Ku, R.↗
NASA NTRS1973

On the adaptive control of linear systems using the open-loop-feedback-optimal approach.

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗
DOE OSTI2014

Automated Lattice Perturbation Theory

I review recent developments in automated lattice perturbation theory. Starting with an overview of lattice perturbation theory, I focus on the three automation packages currently "on the market": HiPPy/HPsrc, Pastor and PhySyCAl. I highlight some recent applications of these methods, particularly in B physics. In the final section I briefly discuss the related, but distinct, approach of numerical stochastic perturbation theory.

Monahan, Christopher↗
DOE OSTI2023

COMPUTATIONAL MODELING OF IGNITION AND PREMIXED FLAME PROPAGATION INITIATED BY A PRE-CHAMBER TURBULENT JET

Addressing the pressing need for reduced carbon emissions, Turbulent Jet Ignition (TJI) emerges as a promising technology for ultra-lean combustion, offering enhanced thermal efficiencies and minimized cyclic variability in spark-ignited engines. To facilitate rapid testing and integration of this technology, a robust computational modeling framework is crucial. This study delves into the predictive capabilities of computational models for main-chamber ignition and premixed flame propagation using a single-cycle TJI rig measured by Biswas et al. (Applied Thermal Engineering, vol 106, 2016). Employing an open-source compressible flow simulation solver with Large Eddy Simulation (LES) for turbulence modeling, the investigation integrates the conventional Laminar Finite Rate Chemistry (LFRC) model alongside the transported Probability Density Method (PDF) for turbulence-chemistry interaction. A fully-consistent Eulerian Monte-Carlo Fields (EMCF) method is utilized to approximate the transported PDF, while Interaction by Exchange with Mean is employed to close micro-mixing terms in stochastic differential equations. A reduced chemical reaction mechanism with 21 species and 84 reactions (DRM-19) is used for solving chemical kinetics, and a double Gaussian energy deposition model is used to approximate the spark ignition in the pre-chamber. An unstructured O-grid mesh with 0.3 million cells in the prechamber and 1 million cells in the main chamber is employed. Results are divided into two phases: pre-chamber initialization and full TJI simulations. Validation of the predicted pre-chamber flame propagation and the lean ignition in the main-chamber is carried out by using available experimental data. Under quiescent conditions, both the LFRC and transported PDF methods largely underestimate the flame speed and subsequent pressure growth in the pre-chamber. A linear momentum forcing technique is applied to investigate the impact of initial turbulence in the pre-chamber, demonstrating a notable influence on flame propagation. Fine-tuning of the forcing coefficient reproduces the sudden pressure growth observed in the experiment. The experimentally validated pre-chamber simulation serves as the initial condition for the full TJI simulations. It is found that the LFRC model fails to predict lean-ignition in the main-chamber, resulting in a misfiring event. Incorporation of turbulence-chemistry interaction using the transported PDF method substantially improves the prediction of the ignition event in the main-chamber, achieving fair qualitative agreement and quantitative validation of combustion parameters within ±10% of the reported experimental data. The rich simulation results consisting of a full set of statistical description of the thermo-chemical states enable us to gain deep insights into the ignition mechanisms in the main chamber, which is limited when done experimentally. A novel dual ignition phenomenon is revealed in the TJI rig for the first time. Initially, a primary ignition kernel is formed at a downstream location which eventually detaches from the main jet. As the jet momentum decreases, a secondary ignition event follows, this time at a more upstream location which eventually combines with the primary ignition kernel to form a single connected flame front. Investigation of these ignition sequences in chemical composition space reveal distinct differences between the two. The primary ignition event in the main-chamber is followed by a large concentration of active radicals from the pre-chamber jet, accelerating the chain-branching steps, characterizing what has been referred to as flame ignition. In contrast, the secondary ignition occurs in the absence of active radicals in the pre-chamber jet, hence characterized as jet ignition. Further analysis of the effect of pre-chamber jet characteristics on lean ignition in the main-chamber is conducted by setting up cases with different initial pressure ratios (por) between the two chambers, a non-dimensional parameter, ranging from 1.2 to 3.2. As the initial pressure ratio increases, jet momentum increases, with dual ignition observed in cases above por= 2.2. Case with por= 3.2 lead to misfiring. The effect of ignition sequence on global combustion characteristics of TJI is analyzed. Dual ignition events lead to non-monotonicity in combustion characteristics such as global reaction progress variable, flame penetration, and global heat release rate. In dual ignition events, although the rate of fuel consumption and global heat release rate is initially lower, the secondary ignition leads to a sudden increase in flame surface area, resulting in a sudden jump and promoting the overall performance of the TJI system.

42 ENGINEERING↗
DOE OSTI2021

An Iterative Response-Surface-Based Approach for Chance-Constrained AC Optimal Power Flow Considering Dependent Uncertainty

A modern power system is characterized by a stochastic variation of the loads and an increasing penetration of renewable energy generation, which results in large uncertainties in its states. These uncertainties bring formidable challenges to the power system planning and operation process. To address these challenges, we propose a cost-effective, iterative response-surface-based approach for the chance-constrained AC optimal power-flow problem that aims to ensure the secure operation of the power systems considering dependent uncertainties. Starting from a stochastic-sampling-based framework, we first utilize the copula theory to simulate the dependence among multivariate uncertain inputs. Then, to reduce the prohibitive computational time required in the traditional Monte-Carlo method, we propose, instead of using the original complicated power-system model, to rely on a polynomial-chaos-based response surface. This response surface allows us to efficiently evaluate the time-consuming power-system model at arbitrary distributed sampled values with a negligible computational cost. This further enables us to efficiently conduct an online stochastic testing for the system states that not only screens out the statistical active constraints, but also assists in a better design of the tightened bounds without using any Gaussian or symmetric assumption. Finally, an iterative procedure is executed to fine-tune the optimal solution that better satisfies a predefined probability. The simulations conducted in multiple test systems demonstrate the excellent performance of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2021

Stochastic Pricing Game for Aggregated Demand Response Considering Comfort Level

In recent years, demand response (DR) has been explored as a fundamental strategy for demand-side management due to its advantages in mediating intermittency of renewable energy generation, load shifting, etc. To engage customers in DR programs, several deterministic price-based DR strategies have been developed and implemented. However, the stochastic weather conditions and occupants' consumption behaviors often make the deterministic solution less robust to uncertainties. In this paper, with the consideration of the uncertainties, a stochastic Stackelberg game is proposed to model the price-demand negotiation between a distributed system operator and load aggregators, where the virtual battery constraints are extracted from the building thermostatically controlled loads (TCLs)‘ characteristics to guarantee comfortable TCLs' levels. Following the negotiation, a priority-based control method is used to allocate the optimal aggregated power DR profile at the building level and track the power signal. Several groups of experiments have demonstrated the effectiveness and robustness of the stochastic solutions.

Chen, Yang↗
DOE OSTI2015

Finite Difference Schemes for Stochastic Partial Differential Equations in Sobolev Spaces

We discuss L{sub p}-estimates for finite difference schemes approximating parabolic, possibly degenerate, SPDEs, with initial conditions from W{sub p}{sup m} and free terms taking values in W{sub p}{sup m}. Consequences of these estimates include an asymptotic expansion of the error, allowing the acceleration of the approximation by Richardson’s method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Probing the properties of event-by-event distributions in Hanbury-Brown–Twiss radii

Hanbury-Brown–Twiss interferometry is a method which yields effective widths (i.e., “HBT radii”) of homogeneity regions in the fireballs produced in heavy ion collisions. Because the initial conditions of these collisions are stochastically fluctuating, the measured HBT radii also exhibit variation on an event-by-event basis. Yet, HBT measurements have, to date, been performed only on an ensemble-averaged basis, due to inherent limitations of finite particle statistics. Here, we show that experimental measurements to date are best characterized theoretically as weighted averages of the event-by-event HBT radii, and we propose a new method for extracting experimentally both the arithmetic mean and the variance of the event-by-event distribution of HBT radii. We demonstrate the extraction of the mean and variance of this distribution for a particular ensemble of numerically generated events, and offer some ideas to extend and generalize the method to enable measurement of higher moments of the HBT distribution as well.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Voltage Probability Density Function Shaping Control Strategy Considering Grid Operational Uncertainties

It is well-known that power systems operation always affected by various uncertainties which make the bus voltage a random process that can be characterized by its probability density function (PDF) at any time instant. In this context, this paper presents a novel PDF-based voltage control framework for power systems. By modeling voltage as a stochastic process, we formulate a stochastic differential equationthat captures grid uncertainties. The associated Fokker-Planck-Kolmogorov equation is derived to describe the evolution of the voltage PDF, which enables the formulation of a PDF-shaping control strategy. To simplify the PDF control formulation, a B-spline neural network is introduced for real-time estimation and regulation of the voltage distribution. The proposed PDF control law updates voltage references for energy storage systems and synchronous generators using real-time PDF measurements and feedback signals. The proposed method is validated on a modified Kundur’s two-area system. Simulation results demonstrate that the controller can significantly improve the voltage stability under stochastic conditions, highlighting its effectiveness in modern inverter-rich grids.

Gui, Yonghao [ORNL] (ORCID:0000000250435534)↗
DOE OSTI2022

Learning functional priors and posteriors from data and physics

In this work, we develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the proposed approach has two stages: (1) prior learning and (2) posterior estimation. At the first stage, we employ the physics-informed Generative Adversarial Networks (PI-GAN) to learn a functional prior either from a prescribed function distribution, e.g., Gaussian process, or from historical data and physics. At the second stage, we employ the Hamiltonian Monte Carlo (HMC) method to estimate the posterior in the latent space of PI-GANs. In addition, we use two different approaches to encode the physics: (1) automatic differentiation, used in the physicsinformed neural networks (PINNs) for scenarios with explicitly known partial differential equations (PDEs), and (2) operator regression using the deep operator network (DeepONet) for PDE-agnostic scenarios. We then test the proposed method for (1) meta-learning for one-dimensional regression, and forward/inverse PDE problems (combined with PINNs); (2) PDE-agnostic physical problems (combined with DeepONet), e.g., fractional diffusion as well as saturated stochastic (100-dimensional) flows in heterogeneous porous media; and (3) spatial-temporal regression problems, i.e., inference of a marine riser displacement field using experimental data from the Norwegian Deepwater Programme (NDP). The results demonstrate that the proposed approach can provide accurate predictions as well as uncertainty quantification given very limited scattered and noisy data, since historical data could be available to provide informative priors. In summary, the proposed method is capable of learning flexible functional priors, e.g., both Gaussian and non-Gaussian process, and can be readily extended to big data problems by enabling mini-batch training using stochastic HMC or normalizing flows since the latent space is generally characterized as low dimensional.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Effective long wavelength scalar dynamics in de Sitter

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. The long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2026

Machine learning approach for vibronically renormalized electronic band structures

Here, we present a machine learning (ML) method for efficient computation of vibrational thermal expectation values of physical properties from first principles. Our approach is based on the nonperturbative frozen phonon formulation in which stochastic Monte Carlo algorithm is employed to sample configurations of nuclei in a supercell at finite temperatures based on a first-principles phonon model. A deep-learning neural network is trained to accurately predict physical properties associated with sampled phonon configurations, thus bypassing the time-consuming ab initio calculations. To incorporate the point-group symmetry of the electronic system into the ML model, group-theoretical methods are used to develop a symmetry-invariant descriptor for phonon configurations in the supercell. We apply our ML approach to compute the temperature dependent electronic energy gap of silicon based on density functional theory (DFT). We show that, with less than a hundred DFT calculations for training the neural network model, an order of magnitude larger number of sampling can be achieved for the computation of the vibrational thermal expectation values. Our work highlights the promising potential of ML techniques for finite temperature first-principles electronic structure methods.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
NASA NTRS2009

Reliability-Based Design Optimization of a Composite Airframe Component

A stochastic design optimization methodology (SDO) has been developed to design components of an airframe structure that can be made of metallic and composite materials. The design is obtained as a function of the risk level, or reliability, p. The design method treats uncertainties in load, strength, and material properties as distribution functions, which are defined with mean values and standard deviations. A design constraint or a failure mode is specified as a function of reliability p. Solution to stochastic optimization yields the weight of a structure as a function of reliability p. Optimum weight versus reliability p traced out an inverted-S-shaped graph. The center of the inverted-S graph corresponded to 50 percent (p = 0.5) probability of success. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponds to unity for reliability p (or p = 1). Weight can be reduced to a small value for the most failure-prone design with a reliability that approaches zero (p = 0). Reliability can be changed for different components of an airframe structure. For example, the landing gear can be designed for a very high reliability, whereas it can be reduced to a small extent for a raked wingtip. The SDO capability is obtained by combining three codes: (1) The MSC/Nastran code was the deterministic analysis tool, (2) The fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and (3) NASA Glenn Research Center s optimization testbed CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life raked wingtip structure of the Boeing 767-400 extended range airliner made of metallic and composite materials.

Patnaik, Surya N.↗
DOE OSTI2016

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long times in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.

42 ENGINEERING↗
DOE OSTI2016

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Detection of Historical and Future Precipitation Variations and Extremes Over the Continental United States

Problem: The overall goal of this proposal is to detect observed seasonal-mean precipitation variations and extreme event occurrences over the United States. Detection, e.g. the process of demonstrating that an observed change in climate is unusual, first requires some means of estimating the range of internal variability absent any external drivers. Ideally, the internal variability would be derived from the observations themselves, however generally the observed variability is a confluence of both internal variability and variability in response to external drivers. Further, numerical climate models—the standard tool for detection studies—have their own estimates of intrinsic variability, which may differ substantially from that found in the observed system as well as other model systems. These problems are further compounded for weather and climate extremes, which as singular events are particularly ill-suited for detection studies because of their infrequent occurrence, limited spatial range, and underestimation within global and even regional numerical models. Rationale: As a basis for this research we will show how stochastic daily-precipitation models—models in which the simulated interannual-to-multidecadal precipitation variance is purely the result of the random evolution of daily precipitation events within a given time period—can be used to address many of these issues simultaneously. Through the novel application of these well-established models, we can first estimate the changes/trends in various means and extremes that can occur even with fixed daily-precipitation characteristics, e.g. that can occur simply as a result of the stochastic evolution of daily weather events within a given climate. Detection of a change in the observed climate—either naturally or anthropogenically forced—can then be defined as any change relative to this stochastic variability, e.g. as changes/trends in the means and extremes that could only have occurred through a change in the underlying climate. As such, this method is capable of detecting “hot spot” regions—as well as “flare ups” within the hot spot regions—that have experienced interannual to multi-decadal scale variations and trends in seasonal-mean precipitation and extreme events. Further by applying the same methods to numerical climate models we can discern the fidelity of the current-generation climate models in representing detectability within the observed climate system. In this way, we can objectively determine the utility of these model systems for performing detection studies of historical and future climate change.

54 ENVIRONMENTAL SCIENCES↗

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