Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic sampling”

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 217 records · Page 12

Hierarchical reconstruction of 3D well-connected porous media from 2D exemplars using statistics-informed neural network

The relationships between porous microstructures and transport properties are of fundamental importance in various scientific and engineering applications. Due to the intricacy, stochasticity and heterogeneity of porous media, reliable characterization and modeling of transport properties often require a complete dataset of internal microstructure samples. However, it is often an unbearable cost to acquire sufficient 3D digital microstructures by purely using microscopic imaging systems. Herein this paper presents a machine learning-based technique to hierarchically reconstruct 3D well-connected porous microstructures from one isotropic or several anisotropic low-cost 2D exemplar(s). To compactly characterize the large-scale microstructural features, a Gaussian image pyramid is built for each 2D exemplar. Local morphology patterns are collected from the Gaussian image pyramids, and then they serve as the training data to embed the 2D morphological statistics into feed-forward neural networks at multiple length levels. By using a specially-developed morphology integration scheme, the 3D morphological statistics at different levels can be inferred from the statistics-informed neural networks. Gibbs sampling is adopted to hierarchically reconstruct 3D microstructures by using multi-level 3D morphological statistics, where the large-scale, regional and local morphological patterns are statistically generated and successively added to the same 3D random field. The proposed method is tested on a series of porous media with distinct morphologies, and the statistical equivalence between the reconstructed and the real microstructures is systematically evaluated by comparing morphological descriptors and transport properties. The results demonstrate that the proposed 2D-to-3D microstructure reconstruction method is a universal and efficient approach to generating morphologically and physically realistic samples of porous media.

42 ENGINEERING↗

Robust verification of stochastic simulation codes

We introduce a robust verification tool for computational codes, which we call Stochastic Robust Extrapolation based Error Quantification (StREEQ). Unlike the prevalent Grid Convergence Index (GCI) [1] method, our approach is suitable for both stochastic and deterministic computational codes and is generalizable to any number of discretization variables. Building on ideas introduced in the Robust Verification [2] approach, we estimate the converged solution and orders of convergence with uncertainty using multiple fits of a discretization error model. In contrast to Robust Verification, we perform these fits to many bootstrap samples yielding a larger set of predictions with smoother statistics. Here, bootstrap resampling is performed on the lack-of-fit errors for deterministic code responses, and directly on the noisy data set for stochastic responses. This approach lends a degree of robustness to the overall results, capable of yielding precise verification results for sufficiently resolved data sets, and appropriately expanding the uncertainty when the data set does not support a precise result. For stochastic responses, a credibility assessment is also performed to give the analyst an indication of the trustworthiness of the results. Furthermore, this approach is suitable for both code and solution verification, and is particularly useful for solution verification of high-consequence simulations..

97 MATHEMATICS AND COMPUTING↗

Multi-Fidelity Stochastic Economic Dispatch for Operating Low Carbon Power Grids

Grid operators can address the inherently stochastic nature of renewables by solving a two-stage stochastic programming model that minimizes the cost of dispatch decisions while accounting for the complex grid dynamics. It is common to use a sample average approximation to estimate the expectation of the second stage costs in this model. However, the large sample count needed for numerical accuracy makes effective modeling large-scale electric grids computationally intractable. We introduce a control variate multi-fidelity estimator for the second-stage recourse that enables high quality dispatch decisions in real-time with a reduced computational burden. We obtain a hierarchy of model fidelities by linearizing the AC power flow system representation to DC power flow, and by relaxing transmission and voltage network constraints. We evaluate the performance of our proposed method on a synthetic grid with 73 buses against a deterministic baseline with persistence forecast and a high-fidelity reference. Our analysis shows a computational speed-up of 7.62x with a minimal loss in accuracy. The multi-fidelity method is well suited to fidelity combinations that use a simplified network topology in their lower fidelity model and is an attractive option for applications where accurate grid modeling needed on a limited computational budget.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Classical-Quantum Algorithm for Solving Stochastic Programs

Stochastic programming provides a rigorous mathematical framework for making decisions under uncertainty in a risk-aware manner. Two-stage stochastic programming is, perhaps, the simplest form of this framework. Here the first-stage variables represent decisions that must be made "here and now" in the face of uncertainty, while the second-stage variables are decisions made after uncertain events. However, the broad adoption of stochastic programming has been hindered by computational challenges caused by the two-stage stochastic programming formulation which requires solving an ensemble of optimization problems. Using quantum amplitude estimation (QAE), quantum computers have shown the theoretic ability to compute expectations with Monte-Carlo methods with quadratically fewer samples than classical methods. In this work, we present a quantum algorithm for computing the expectation term using QAE for given first-stage decisions. Further, we detail methods of computing gradient information from the quantum calculation enabling the application of classical gradient-based optimization techniques. The result is a classical-quantum hybrid method of solving two-stage stochastic programs. These techniques are demonstrated with computational experiments based an engineering optimization problem.

97 MATHEMATICS AND COMPUTING↗

Code for the manuscript titled "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces"

We would like to disclose two scripts, written in Jupyter notebook, in which we implement the "Blackout Diffusion Process" described in the manuscript "Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces" (LA-UR-23-20509), to be submitted to the International Conference of Machine Learning (ICML). The abstract of the manuscript is append below. == Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, which occur in many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process. We relate the theory to the existing continuous-state Gaussian diffusion and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce "Blackout Diffusion", which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10 dataset confirm the feasibility of generative diffusion modeling in a discrete space. Generalizing from specific (Gaussian) forward processes to a more general framework also sheds light on how to interpret generative diffusion models and their mathematical structure, which we comment on.

Lin, Yen Ting↗

A minimally invasive, efficient method for propagation of full-field uncertainty in solid dynamics

In this work, we present a minimally invasive method for forward propagation of material property uncertainty to full-field quantities of interest in solid dynamics. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known a priori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the evolution equations based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the driving term of the evolution equations. The implementation is model independent, storage and communication efficient, and straightforward. We demonstrate its efficiency, accuracy, scaling with dimension of the parameter space, and convergence in distribution with two problems: a quasi-one-dimensional bar impact, and a two material notched plate impact. For the bar impact problem, we provide an analytical solution to PDF of the solution fields for method validation. With the notched plate problem, we also demonstrate good parallel efficiency and scaling of the method.

42 ENGINEERING↗

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗

Uncertainty Quantification and Sensitivity Analysis of Non-Nuclear Advanced Controls Testbed Reactor Mockup

The research presented in this report describes our progress in applying stochastic methods and uncertainty quantification, parametric study, and variance-based sensitivity analysis (also known as Sobol sensitivity analysis) to a full-core model of a nuclear thermal propulsion (NTP) system simulated with Griffin, with the goal of developing a reduced order (surrogate) model which can be rapidly sampled while perturbing multiple input parameters. In this NTP system, reactivity and power feedback affect the rotation of control drums, which are controlled by a hybrid proportional, integral and derivative (PID) controller, actuated by the power demand and reactivity feedback from the numerical model. This model uses reactor kinetic feedback (mean generation time and $\beta$ from a transient Griffin simulation executed with the improved quasi-static method to provide the kinetic parameters) as inputs to functions which control the CD rotation angle. Using a number of stochastic method approaches, we developed a dual purpose training-surrogate model of the NTP system using polynomial regression. The trained model can be rapidly sampled while simultaneously perturbing various input parameters of the model, such as coefficients on the PID control, or temperature (directly affect the neutron cross section). The surrogate model delivers accurate results orders-of-magnitude faster (minutes, not days) than the base model. Once the base model has been trained, distributions of the uncertain parameters can be changed at will to investigate the effects of perturbing multiple inputs and their effect on the output. For example, coefficients used in the PID control system may vary due to some physical interference, or there may be uncertainty in the temperature of the neutron cross sections in various regions of the reactor. A distribution can be placed on these parameters and operational boundaries can be determined. The goal of this work is to support development of an advanced control system to operate CDs in a functioning NTP system.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Sample-efficient verification of continuously-parameterized quantum gates for small quantum processors

Most near-term quantum information processing devices will not be capable of implementing quantum error correction and the associated logical quantum gate set. Instead, quantum circuits will be implemented directly using the physical native gate set of the device. These native gates often have a parameterization (e.g., rotation angles) which provide the ability to perform a continuous range of operations. Verification of the correct operation of these gates across the allowable range of parameters is important for gaining confidence in the reliability of these devices. In this work, we demonstrate a procedure for sample-efficient verification of continuously-parameterized quantum gates for small quantum processors of up to approximately 10 qubits. This procedure involves generating random sequences of randomly-parameterized layers of gates chosen from the native gate set of the device, and then stochastically compiling an approximate inverse to this sequence such that executing the full sequence on the device should leave the system near its initial state. We show that fidelity estimates made via this technique have a lower variance than fidelity estimates made via cross-entropy benchmarking. This provides an experimentally-relevant advantage in sample efficiency when estimating the fidelity loss to some desired precision. We describe the experimental realization of this technique using continuously-parameterized quantum gate sets on a trapped-ion quantum processor from Sandia QSCOUT and a superconducting quantum processor from IBM Q, and we demonstrate the sample efficiency advantage of this technique both numerically and experimentally.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty

Microgrids are an increasingly popular solution to provide energy resilience in response to increasing grid dependency and the growing impacts of climate change on grid operations. However, existing microgrid models do not currently consider the uncertain and long-term impacts of climate change when determining a set of design and operational decisions to minimize long-term costs or meet a resilience threshold. In this paper, we develop a novel scenario generation method that accounts for the uncertain effects of (i) climate change on variable renewable energy availability, (ii) extreme heat events on site load, and (iii) population and electrification trends on load growth. Additionally, we develop a two-stage stochastic programming extension of an existing microgrid design and dispatch optimization model to obtain uncertainty-informed and climate-resilient energy system decisions that minimizes long-term costs. Use of sample average approximation to validate our two case studies illustrates that the proposed methodology produces high-quality solutions that add resilience to systems with existing backup generation while reducing expected long-term costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce “Blackout Diffusion”, which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.

Santos, Javier E.↗

ClimSim: A large multi-scale dataset for hybrid physics-ML climate emulation

Modern climate projections lack adequate spatial and temporal resolution due to computational constraints. A consequence is inaccurate and imprecise predictions of critical processes such as storms. Hybrid methods that combine physics with machine learning (ML) have introduced a new generation of higher fidelity climate simulators that can sidestep Moore’s Law by outsourcing compute-hungry, short, high-resolution simulations to ML emulators. However, this hybrid ML-physics simulation approach requires domain-specific treatment and has been inaccessible to MLexperts because of lack of training data and relevant, easy-to-use workflows. Wepresent ClimSim, the largest-ever dataset designed for hybrid ML-physics research. It comprises multi-scale climate simulations, developed by a consortium of climate scientists and ML researchers. It consists of 5.7 billion pairs of multivariate input and output vectors that isolate the influence of locally-nested, high-resolution, high-fidelity physics on a host climate simulator’s macro-scale physical state. The dataset is global in coverage, spans multiple years at high sampling frequency, and is designed such that resulting emulators are compatible with downstream coupling into operational climate simulators. We implement a range of deterministic and stochastic regression baselines to highlight the ML challenges and their scoring. The data (https://huggingface.co/datasets/LEAP/ClimSim_high-res2) and code(https://leap-stc.github.io/ClimSim)arereleasedopenlytosupport the development of hybrid ML-physics and high-fidelity climate simulations for the benefit of science and society.

artificial intelligence, machine learning↗

Real-time Ridesharing for Transportation Hubs with Demand and Supply Uncertainty

Transportation hubs in major cities generate a significant amount of trips by taxis and for-hail vehicles (FHV), with many of the trips sharing similar destinations. This suggests promising opportunities to leverage the collective travel needs with dedicated ridesharing solutions to reduce the externalities of excessive traffic at transportation hubs. In this study, we develop a novel dynamic ridesharing approach to serve trips from the transportation hub by considering (1) demand (new passengers) and supply (newly available vehicles) in the near future and (2) the uncertainty of future predictions. Our approach consists of two stages. In the first stage, we develop a data structure called hub mobility tree to generate potential combinations of shareable trips as candidate schedules efficiently. Then the generated schedules are used in the second stage to formulate the stochastic hub-based ridesharing problem (SHRP), which is a stochastic integer programming problem with the objective to maximize the total expected ridesharing profit over time. Due to the prohibitive number of shareable trips, we then approximately solve SHRP by the sample average approximate method (SAA), and a dual Lagrangian technique is implemented to further improve the scalability of the solution approach. We demonstrate the performances of the proposed method by simulating the ridesharing service at JFK airport using NYC taxi and FHV data. The results indicate that the proposed method outperforms the myopic ridesharing (maximize profit for a single time step) and the rolling horizon method with point estimation of future demand and supply.

dynamic ridesharing↗

Exploiting stochastic locality in lattice QCD: hadronic observables and their uncertainties

Abstract Because of the mass gap, lattice QCD simulations exhibit stochastic locality: distant regions of the lattice fluctuate independently. There is a long history of exploiting this to increase statistics by obtaining multiple spatially-separated samples from each gauge field; in the extreme case, we arrive at the master-field approach in which a single gauge field is used. Here we develop techniques for studying hadronic observables using position-space correlators, which are more localized, and compare with the standard time-momentum representation. We also adapt methods for estimating the variance of an observable from autocorrelated Monte Carlo samples to the case of correlated spatially-separated samples.

Physics↗

Benchmark Solutions for Radiation Transport in Stochastic Media with Inhomogeneous Material Statistics

Accurately solving implicit Monte Carlo (IMC) thermal photon transport problems with mixed material cells is important in realistic applications. The production IMC package at LLNL treats mixed material cells arising from ALE remap and hydrodynamics using the same approximate model. The new Imp IMC thermal photon transport package currently under development has both a material interface reconstruction (MIR) algorithm and a Levermore-Pomraning (LP) stochastic medium algorithm for treating mixed material cells. Existing stochastic medium algorithms for treating mixed material cells in IMC lack a complete theoretical basis. The IMC LP algorithm implementation has been demonstrated to reproduce published deterministic LP solutions for the particular case of spatially homogeneous material statistics. Realistic simulations will include spatially inhomogeneous material statistics (material mean chord lengths). In a previous investigation, the LP-model for transport in binary stochastic media in rod geometry was generalized to accommodate spatially varying material chord lengths, i.e., the mixing statistics were allowed to be nonhomogeneous. Analytical solutions were obtained and used to produce a verifi cation suite for the Imp IMC Levermore-Pomraning implementation for different spatial variations of the chord lengths. However, the accuracy of the LP model when the mixing statistics are nonhomogeneous has not been assessed and leaves open the question of whether local accuracy is improved or further degraded when chord lengths are not uniform. This shortcoming is rectifi ed here by developing benchmark analytic solutions for transport in binary Markovian stochastic mixtures in rod geometry with nonhomogeneous mixing statistics, using spatially varying chord lengths considered in the previous investigation based on the LP model. Methods for sampling a nonhomogeneous Poisson process (NHPP) are first described and used to construct individual realizations of the binary mixtures in rod geometry. Analytic solutions are then obtained for the forward and backward directed fluxes on a given realization, now viewed as a deterministic medium with alternating layers of the two materials with known interface locations. Finally, material averaged scalar fluxes are obtained using these sampling schemes with spatially linear and quadratic chord lengths and used to assess the accuracy of the previously obtained LP-model results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Adversarial sampling of unknown and high-dimensional conditional distributions

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly millions of degrees of freedom. While there exist methods able to sample elements from probability density functions (PDF) with known shapes, several approximations need to be made when the distribution is unknown. In this paper the sampling method, as well as the inference of the underlying distribution, are both handled with a data-driven method known as generative adversarial networks (GAN), which trains two competing neural networks to produce a network that can effectively generate samples from the training set distribution. In practice, it is often necessary to draw samples from conditional distributions. When the conditional variables are continuous, only one (if any) data point corresponding to a particular value of a conditioning variable may be available, which is not sufficient to estimate the conditional distribution. This work handles this problem using an a priori estimation of the conditional moments of a PDF. Herein, two approaches, stochastic estimation, and an external neural network are compared for computing these moments; however, any preferred method can be used. The algorithm is demonstrated in the case of the deconvolution of a filtered turbulent flow field. It is shown that all the versions of the proposed algorithm effectively sample the target conditional distribution with minimal impact on the quality of the samples compared to state-of-the-art methods. Additionally, the procedure can be used as a metric for the diversity of samples generated by a conditional GAN (cGAN) conditioned with continuous variables.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

High-level coupled-cluster energetics by Monte Carlo sampling and moment expansions: Further details and comparisons

We recently proposed a novel approach to converging electronic energies equivalent to high-level coupled-cluster (CC) computations by combining the deterministic CC(P;Q) formalism with the stochastic configuration interaction (CI) and CC Quantum Monte Carlo (QMC) propagations. This article extends our initial study [J. E. Deustua, J. Shen, and P. Piecuch, Phys. Rev. Lett. 119, 223003 (2017)], which focused on recovering the energies obtained with the CC method with singles, doubles, and triples (CCSDT) using the information extracted from full CI QMC and CCSDT-MC, to the CIQMC approaches truncated at triples and quadruples. It also reports our first semi-stochastic CC(P;Q) calculations aimed at converging the energies that correspond to the CC method with singles, doubles, triples, and quadruples (CCSDTQ). The ability of the semi-stochastic CC(P;Q) formalism to recover the CCSDT and CCSDTQ energies, even when electronic quasi-degeneracies and triply and quadruply excited clusters become substantial, is illustrated by a few numerical examples, including the F–F bond breaking in F 2 , the automerization of cyclobutadiene, and the double dissociation of the water molecule.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗