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DOE OSTI2021

"Hybrid fracture/matrix modeling for well completion options evaluation"

Orientation and completion for well pairs that have been subjected to multi-zonal stimulation play a critical role in the long-term performance of an Enhanced Geothermal Reservoir. Here we present the development of a methodology to rapidly and efficiently numerically simulate mixed fracture-matrix flow systems for evaluation of well design and completion options. The methodology is based on a loose coupling framework, allowing the fracture and matrix systems to be meshed separately. The fracture system includes the integration of fracture growth and aperture data from well stimulation simulations of stochastically generated fracture networks. Automatic mesh refinement is used in the matrix simulation to resolve heat transfer near the fracture network. This simulation framework is used to efficiently determine optimal production and injection well placement using adaptive sampling.

15 GEOTHERMAL ENERGY↗

DOE OSTI2024

A spatially-resolved model of neutron-irradiated tungsten coupling stochastic cluster dynamics and finite deformation plasticity

Structural materials used in nuclear reactors face severe degradation in mechanical properties, such as hardening and embrittlement. At the microscopic scale, this occurs due to creation and accumulation of irradiation-induced defects and their interaction with system dislocations. Although techniques exist which can model evolution of irradiation defects, for instance kinetic transport theory-based models, their interaction with mechanical deformation of the bulk material has not been investigated extensively. In this work, we demonstrate a novel spatially-resolved multiscale coupling between microscopic irradiation defect evolution, modeled using Stochastic Cluster Dynamics (SCD) and macroscopic mechanical deformation modeled using a finite-deformation plasticity model. SCD is used to determine the statistically averaged defect cluster spacing, dependent on operating conditions such as irradiation dose and temperature. This acts as an initial condition that governs the critical resolved shear stress of dislocation glide in the macroscopic plasticity model. This framework is used to predict mechanical behavior in post-mortem test of irradiated Tungsten samples, which has found its importance as structural material used in nuclear reactors. The results obtained using the coupled approach are in good agreement with experimental data of uniaxial tension tests. The model is able to capture the effect of temperature and irradiation dose on the material hardening. Two methods are proposed to estimate hardness – using Tabor's Law relating uniaxial yield stress to hardness and from flat-punch simulations. The results are in reasonable agreement with hardness data from micro-indentation experiments of irradiated Tungsten samples. Finally, the model is also able to reveal microstructural details such as spatial variation in defect density and local stress.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2020

Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells.These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not directly measurable and must be inferred from experimental data. Bayesian inference provides a rigorous probabilistic frame-work for identifying these parameters by finding a posterior parameter distribution that captures their uncertainty.Traditional computational methods for solving inference problems such as Markov Chain Monte Carlo methods based on classical Metropolis-Hastings algorithm involve numerous serial evaluations of the likelihood function, which in turn requires expensive forward solutions of the chemical master equation (CME). We propose an alternate approach based on a multifidelity extension of the Sequential Tempered Markov Chain Monte Carlo (ST-MCMC) sampler. This algorithm is built upon Sequential Monte Carlo and solves the Bayesian inference problem by decomposing it into a sequence of efficiently solved subproblems that gradually increase both model fidelity and the influence of the observed data. We reformulate the finite state projection (FSP) algorithm, a well-known method for solving the CME, to produce a hierarchy of surrogate master equations to be used in this multifidelity scheme. To determine the appropriate fidelity, we introduce a novel information-theoretic criteria that seeks to extract the most information about the ultimate Bayesian posterior from each model in the hierarchy without inducing significant bias. This novel sampling scheme is tested with high performance computing resources using biologically relevant problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks

To fit sparse linear associations, a LASSO sparsity inducing penalty with a single hyperparameter provably allows to recover the important features (needles) with high probability in certain regimes even if the sample size is smaller than the dimension of the input vector (haystack). More recently learners known as artificial neural networks (ANN) have shown great successes in many machine learning tasks, in particular fitting nonlinear associations. Small learning rate, stochastic gradient descent algorithm and large training set help to cope with the explosion in the number of parameters present in deep neural networks. Yet few ANN learners have been developed and studied to find needles in nonlinear haystacks. Driven by a single hyperparameter, our ANN learner, like for sparse linear associations, exhibits a phase transition in the probability of retrieving the needles, which we do not observe with other ANN learners. To select our penalty parameter, we generalize the universal threshold of Donoho and Johnstone (Biometrika 81(3):425–455, 1994) which is a better rule than the conservative (too many false detections) and expensive cross-validation. In the spirit of simulated annealing, we propose a warm-start sparsity inducing algorithm to solve the high-dimensional, non-convex and non-differentiable optimization problem. We perform simulated and real data Monte Carlo experiments to quantify the effectiveness of our approach.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Optimization of stochastic feature properties in laser powder bed fusion

Process parameter selection in laser powder bed fusion (LPBF) controls the as-printed dimensional tolerances, pore formation, surface quality and microstructure of printed metallic structures. Measuring the stochastic mechanical performance for a wide range of process parameters is cumbersome both in time and cost. As such, in this study, we overcome these hurdles by using high-throughput tensile (HTT) testing of over 250 dogbone samples to examine process-driven performance of strut-like small features, ~1 mm 2 in austenitic stainless steel (316 L). The output mechanical properties, porosity, surface roughness and dimensional accuracy were mapped across the printable range of laser powers and scan speeds using a continuous wave laser LPBF machine. Tradeoffs between ductility and strength are shown across the process space and their implications are discussed. While volumetric energy density deposited onto a substrate to create a melt-pool can be a useful metric for determining bulk properties, it was not found to directly correlate with output small feature performance.

316 L stainless steel↗

DOE OSTI2025

Integration of multiple coinflip devices for high-quality random sampling

Artificial intelligence, scientific computing, and probabilistic computing use random sampling to approximate solutions to various problems, with larger models requiring a substantial quantity of random numbers. To generate the required vast quantity of random numbers at high rates, we explore so-called “coinflip” devices, which are stochastic microelectronic devices ideally capable of independently generating random bits with a tunable weight at a high rate. However, coinflip devices are inherently analog and demonstrate nonidealities, like temperature dependence and drift, that can introduce determinism into the outputs. We present important considerations for building systems of multiple coinflip devices to produce high-quality bitstreams with low error and little dependency on previous bits. Using tunnel diodes as coinflip devices, we implement a control loop to adapt to temperature dependence and generate fair bitstreams with each device. While this can lead to dependencies between bits in a single bitstream, we demonstrate that combining results generated in parallel with individual tunnel diodes can produce fair and unpredictable bitstreams. The suitability of these bitstreams for use in probabilistic computing is then demonstrated through a Monte Carlo approximation of π.

Taylor, Brady Garland [Sandia National Laboratorie↗

DOE OSTI2023

Variational deep learning of equilibrium transition path ensembles

Here, we present a time-dependent variational method to learn the mechanisms of equilibrium reactive processes and efficiently evaluate their rates within a transition path ensemble. This approach builds off of the variational path sampling methodology by approximating the time-dependent commitment probability within a neural network ansatz. The reaction mechanisms inferred through this approach are elucidated by a novel decomposition of the rate in terms of the components of a stochastic path action conditioned on a transition. This decomposition affords an ability to resolve the typical contribution of each reactive mode and their couplings to the rare event. The associated rate evaluation is variational and systematically improvable through the development of a cumulant expansion. We demonstrate this method in both over- and under-damped stochastic equations of motion, in low-dimensional model systems, and in the isomerization of a solvated alanine dipeptide. In all examples, we find that we can obtain quantitatively accurate estimates of the rates of the reactive events with minimal trajectory statistics and gain unique insights into transitions through the analysis of their commitment probability.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2024

A Stochastic Calculus Approach to Boltzmann Transport

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. Here, we make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.

Boltzmann transport↗

DOE OSTI2020

Stochastic Simulation of Daily Suspended Sediment Concentration Using Multivariate Copulas

Estimation of daily suspended sediment concentration (SSC) is required for water resources and environment management. In this paper, a copula-based stochastic method was proposed for daily SSC simulation. Here, the multivariate copula function, constructed based on a bivariate copula and two bivariate conditional probability distributions, was used to model the temporal and cross dependence structures in daily SSCs. Then, the daily SSCs were generated by sampling from the multivariate conditional distribution. As a result, synthetic long-term SSCs data beyond the limited observation period can be provided for water resources managers, which plays a critical role in accurately estimating frequency and magnitude of extreme SSCs events. The proposed method was under rigorous examination by applying to a case study at Pingshan station in the Jinsha River Basin, China. Results showed that the generated daily SSC sequences not only had a high degree of accuracy in preserving the statistical characteristics of the daily SSC observations, but also captured both the temporal correlation and the cross-correlation between the daily streamflow and daily SSC. Specifically, the average daily relative error values corresponding to mean, standard deviation, skewness, lag-1 temporal correlation, and cross correlation were 0.87%, 4.24%, 7.52%, 0.51% and 2.02%, respectively. The multivariate copula framework proposed here can accurately and efficiently generate long-term daily SSC data for water resources management such as frequency analysis and risk assessment of extreme SSC events.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2022

Efficient Interdependent Systems Recovery Modeling with DeepONets

Modeling the recovery of interdependent critical infrastructure is a key component of quantifying and optimizing societal resilience to disruptive events. However, simulating the recovery of large-scale interdependent systems under random disruptive events is computationally expensive. Therefore, we propose the application of Deep Operator Networks (DeepONets) in this paper to accelerate the recovery modeling of interdependent systems. DeepONets are ML architectures which identify mathematical operators from data. The form of governing equations DeepONets identify and the governing equation of interdependent systems recovery model are similar. Therefore, we hypothesize that DeepONets can efficiently model the interdependent systems recovery with little training data. We applied DeepONets to a simple case of four interdependent systems with sixteen states. DeepONets, overall, performed satisfactorily in predicting the recovery of these interdependent systems for out of training sample data when compared to reference results.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Reliable photometric membership (RPM) of galaxies in clusters – I. A machine learning method and its performance in the local universe

ABSTRACT We introduce a new method to determine galaxy cluster membership based solely on photometric properties. We adopt a machine learning approach to recover a cluster membership probability from galaxy photometric parameters and finally derive a membership classification. After testing several machine learning techniques (such as stochastic gradient boosting, model averaged neural network and k-nearest neighbours), we found the support vector machine algorithm to perform better when applied to our data. Our training and validation data are from the Sloan Digital Sky Survey main sample. Hence, to be complete to $M_r^* + 3$, we limit our work to 30 clusters with $z$phot-cl ≤ 0.045. Masses (M200) are larger than $\sim 0.6\times 10^{14} \, \mathrm{M}_{\odot }$ (most above $3\times 10^{14} \, \mathrm{M}_{\odot }$). Our results are derived taking in account all galaxies in the line of sight of each cluster, with no photometric redshift cuts or background corrections. Our method is non-parametric, making no assumptions on the number density or luminosity profiles of galaxies in clusters. Our approach delivers extremely accurate results (completeness, C $\sim 92{\rm{ per\ cent}}$ and purity, P $\sim 87{\rm{ per\ cent}}$) within R200, so that we named our code reliable photometric membership. We discuss possible dependencies on magnitude, colour, and cluster mass. Finally, we present some applications of our method, stressing its impact to galaxy evolution and cosmological studies based on future large-scale surveys, such as eROSITA, EUCLID, and LSST.

Lopes, Paulo A. A.↗

DOE OSTI2024

Optimization using pathwise algorithmic derivatives of electromagnetic shower simulations

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2024

Environmental stress mediates groundwater microbial community assembly

Community assembly describes how different ecological processes shape microbial community composition and structure. How environmental factors impact community assembly remains elusive. Here we sampled microbial communities and >200 biogeochemical variables in groundwater at the Oak Ridge Field Research Center, a former nuclear waste disposal site, and developed a theoretical framework to conceptualize the relationships between community assembly processes and environmental stresses. We found that stochastic assembly processes were critical (>60% on average) in shaping community structure, but their relative importance decreased as stress increased. Dispersal limitation and ‘drift’ related to random birth and death had negative correlations with stresses, whereas the selection processes leading to dissimilar communities increased with stresses, primarily related to pH, cobalt and molybdenum. Assembly mechanisms also varied greatly among different phylogenetic groups. As a result, our findings highlight the importance of microbial dispersal limitation and environmental heterogeneity in ecosystem restoration and management.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2022

Counting generations in birth and death processes with competing Erlang and exponential waiting times

Lymphocyte populations, stimulated in vitro or in vivo, grow as cells divide. Stochastic models are appropriate because some cells undergo multiple rounds of division, some die, and others of the same type in the same conditions do not divide at all. If individual cells behave independently, then each cell can be imagined as sampling from a probability density of times to division and death. The exponential density is the most mathematically and computationally convenient choice. It has the advantage of satisfying the memoryless property, consistent with a Markov process, but it overestimates the probability of short division times. With the aim of preserving the advantages of a Markovian framework while improving the representation of experimentally-observed division times, we consider a multi-stage model of cellular division and death. We use Erlang-distributed (or, more generally, phase-type distributed) times to division, and exponentially distributed times to death. We classify cells into generations, using the rule that the daughters of cells in generation n are in generation n + 1. In some circumstances, our representation is equivalent to established models of lymphocyte dynamics. We find the growth rate of the cell population by calculating the proportions of cells by stage and generation. The exponent describing the late-time cell population growth, and the criterion for extinction of the population, differs from what would be expected if N steps with rate λ were equivalent to a single step of rate λ/N. We link with a published experimental dataset, where cell counts were reported after T cells were transferred to lymphopenic mice, using Approximate Bayesian Computation. In the comparison, the death rate is assumed to be proportional to the generation and the Erlang time to division for generation 0 is allowed to differ from that of subsequent generations. The multi-stage representation is preferred to a simple exponential in posterior distributions, and the mean time to first division is estimated to be longer than the mean time to subsequent divisions.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2021

Optimization models for integrated biorefinery operations

Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs. Uncertainty of biomass supply and high processing costs increase the risk of investing in the US’s cellulosic biofuel industry. We propose a stochastic programming model to streamline processes within a biorefinery. A chance constraint models system’s reliability requirement that the reactor is operating at a high utilization rate given uncertain biomass moisture content, particle size distribution, and equipment failure. The model identifies operating conditions of equipment and inventory level to maintain a continuous flow of biomass to the reactor. Furthermore, the sample average approximation method approximates the chance constraint and a bisection search-based heuristic solves this approximation. A case study is developed using real-life data collected at Idaho National Laboratory’s biomass processing facility. An extensive computational analysis indicates that sequencing of biomass bales based on moisture level, increasing storage capacity, and managing particle size distribution, increases utilization of the reactor and reduces operational costs.

09 BIOMASS FUELS↗

DOE OSTI2020

Stochastic nonlinear analysis of unidirectional fiber composites using image-based microstructural uncertainty quantification

Here, we present a data-driven nonlinear uncertainty quantification and propagation framework to study the microstructure-induced stochastic performance of unidirectional (UD) carbon fiber reinforced polymer (CFRP) composites. The proposed approach integrates (1) microscopic image characterization, (2) stochastic microstructure reconstruction, and (3) efficient multiscale finite element simulations enabled by self-consistent clustering (SCA) analysis. To model the complex microstructural variability, the proposed UQ methods take the non-Gaussian uncertainty sources into account through a distribution-free sampling approach leveraging nonparametric and asymptotic statistical tools. A hierarchical conditional sampling strategy enables the simultaneous sampling of multiple sources of uncertainties. Our approach provides insights into the impact of microstructural variabilities, which are shown to have an increasing impact on the nonlinear responses of UD CFRP parts under progressive compression loading and ultimately on the failure rate over time. We discover that before CFRP parts start to fail, a characteristic time period emerges with distinctive uncertainty distributions specific to the microstructure variability and the probability of failure. Identifying the failure time period is crucial to the reliability prediction, which is an essential component of CFRP design.

36 MATERIALS SCIENCE↗

DOE OSTI2021

A Scalable Gradient Free Method for Bayesian Experimental Design with Implicit Models

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods have difficulties in efficiently estimating the posterior distribution and maximizing the mutual information (MI) between data and parameters. Recent work proposed the use of gradient ascent to maximize a lower bound on MI to deal with these issues. However, the approach requires a sampling path to compute the pathwise gradient of the MI lower bound with respect to the design variables, and such a pathwise gradient is usually inaccessible for implicit models. In this paper, we propose a novel approach that leverages recent advances in stochastic approximate gradient ascent incorporated with a smoothed variational MI estimator for efficient and robust BED. Without the necessity of pathwise gradients, our approach allows the design process to be achieved through a unified procedure with an approximate gradient for implicit models. Several experiments show that our approach outperforms baseline methods, and significantly improves the scalability of BED in high-dimensional problems.

Zhang, Jiaxin↗

DOE OSTI2022

Contextual Active Online Model Selection with Expert Advice

How can we collect the most useful labels to learn a model selection policy, when presented with arbitrary heterogeneous data streams? In this paper, we formulate this task as a contextual active model selection problem, where at each round the learner receives an unlabeled data point along with a context. The goal is to output the best model for any given context without obtaining an excessive amount of labels. In particular, we focus on the task of selecting pre-trained classifiers, and propose a contextual active model selection algorithm (CAMS), which relies on a novel uncertainty sampling query criterion defined on a given policy class for adaptive model selection. In comparison to prior art, our algorithm does not assume a globally optimal model. We provide rigorous theoretical analysis for the regret and query complexity under both adversarial and stochastic settings. Our experiments on several benchmark classification datasets demonstrate the algorithm’s effectiveness in terms of both regret and query complexity. Notably, to achieve the same accuracy, CAMS incurs less than 10% of the label cost when compared to the best online model selection baselines on CIFAR10.

Liu, Xuefeng↗