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NASA NTRS1995

Distributed state-space generation of discrete-state stochastic models

High-level formalisms such as stochastic Petri nets can be used to model complex systems. Analysis of logical and numerical properties of these models of ten requires the generation and storage of the entire underlying state space. This imposes practical limitations on the types of systems which can be modeled. Because of the vast amount of memory consumed, we investigate distributed algorithms for the generation of state space graphs. The distributed construction allows us to take advantage of the combined memory readily available on a network of workstations. The key technical problem is to find effective methods for on-the-fly partitioning, so that the state space is evenly distributed among processors. In this paper we report on the implementation of a distributed state-space generator that may be linked to a number of existing system modeling tools. We discuss partitioning strategies in the context of Petri net models, and report on performance observed on a network of workstations, as well as on a distributed memory multi-computer.

Ciardo, Gianfranco↗

NASA NTRS1999

Scaling in nature: from DNA through heartbeats to weather

The purpose of this report is to describe some recent progress in applying scaling concepts to various systems in nature. We review several systems characterized by scaling laws such as DNA sequences, heartbeat rates and weather variations. We discuss the finding that the exponent alpha quantifying the scaling in DNA in smaller for coding than for noncoding sequences. We also discuss the application of fractal scaling analysis to the dynamics of heartbeat regulation, and report the recent finding that the scaling exponent alpha is smaller during sleep periods compared to wake periods. We also discuss the recent findings that suggest a universal scaling exponent characterizing the weather fluctuations.

Review↗

DOE OSTI2020

A Dynamic Amplitude-Correcting Gradient Estimation Technique to Align X-ray Focusing Optics

High-brightness X-rays, as produced at synchrotrons and X-ray free electron laser (XFEL) facilities, are used to characterize materials in a variety of scientific experiments. In most cases, effective use of the high-energy light requires precisely-aligned focusing optics; one example being a compound refractive lens (CRL). To align a CRL, the position and rotation must be optimized along four axes. In practice, this is a labor-intensive, time-consuming manual process that can monopolize scarce experimental time at the necessary X-ray facilities. Models of the expected Xray transmission function suggest that this task can be automated; however, the temporally-varying intensity at X-ray free electron laser facilities preclude the direct use of standard implementations of optimization solvers such as steepest descent algorithms. In this paper, we propose a novel technique to estimate the gradient of noisy functions with temporally-varying amplitudes. We construct this dynamicamplitude correction by systematically sampling a fixed central location within the standard finite difference stencil, accounting for the observed changes in time, and normalizing the difference quotients against those fluctuations. In addition to a rigorous error analysis of the sampling technique, we demonstrate its efficacy in stochastic descent optimization methods. Further, we demonstrate how this approach may be implemented to optimize X-ray focusing optics at synchrotrons or XFEL facilities

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Comparative Evaluation of Spectral Methods for Robust Reactor Noise Estimation

Reactor noise analysis provides a noninvasive means to determine neutron kinetic parameters from stochastic fluctuations in detector signals. However, standard cross-power spectral density (CPSD) analyses can be sensitive to numerical processing choices, which may introduce processing-dependent systematic shifts in estimates of the prompt neutron decay constant (α) and limit reproducibility. This study uses a hybrid multitaper–Welch spectral estimator to analyze subcritical noise measurements from a fast-spectrum critical assembly. The decay constant α was extracted using three frequency-domain methods: the CPSD, the magnitude-squared coherence (MSC), and the generalized magnitude-squared coherence (GMSC). These coherence-based estimators normalize detector auto-spectral structure and are expected to reduce the sensitivity of fitted α values to processing parameters. A Sobol global sensitivity analysis identified which numerical inputs most strongly influence the fitted values of α. All estimators produced a linear dependence of α on inverse count rate, with delayed-critical extrapolations near 1.7 × 10 4 s −1 , in agreement within 8% of MCNP6.3 KOPTS benchmark calculations. Sensitivity results show that while the CPSD depends on both time-bin width and taper selection, the MSC and GMSC are dominated by time-bin width alone, indicating reduced parameter coupling and greater robustness to processing variability. These findings demonstrate the feasibility and practical value of coherence-based spectral estimators for extracting α from reactor noise and support their broader application to multi-detector and irregular datasets in subcritical system characterization.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2021

A Technical and Economic Assessment of LWR Flexible Operation for Generation and Demand Balancing to Optimize Plant Revenue

With increased penetration of subsidized variable renewable energy (VRE) resources and competition from low natural gas prices, existing light water reactor (LWR) nuclear power plants (NPPs) are struggling to remain economically competitive. This work examines the potential economic competitiveness of various thermal energy storage (TES) technologies when coupled directly or indirectly with a NPP. To highlight their relative economic competitiveness, we contrast several energy storage solutions in stochastic dispatch optimization. We leverage data from recent work analyzing a range of TES technologies with varying capital costs, performance, and technology readiness level (TRL) to establish our case. We explore inserting these technologies into an electricity market with existing nuclear generation and large projected variable renewable energy (VRE) penetration. Although these technologies' projected capital costs may make them unlikely candidates in their current state, this analysis demonstrates a high-fidelity techno-economic analysis of energy storage. Furthermore, as the projected cost of energy storage technologies evolves, this analysis sets a precedent for similar future investigations. One region with projected trends that may be unfavorable for existing nuclear capacity is the New York Independent System Operator (NYISO) market. New York state’s baseload generation has been historically provided by fossil-fired and nuclear assets. However, amid economic pressures from subsidized VREs and low natural gas prices, the state has recently deactivated Indian Point nuclear power plant units 2 and 3. Furthermore, the state plans to meet its zero-emission generation target by 2040 by replacing fossil-fired capacity with significant investments in VRE resources like wind and solar photovoltaic (PV) and battery storage. Increased intermittent resource penetration lowers the baseload power requirement, adding further economic pressure to the state’s three remaining NPPs still in operation. With three NPPs still in operation in New York, this work analyzes potential economic benefits to NPPs on the New York grid when directly or indirectly coupled with various TES technologies. This work requires two modeling steps to analyze the potential economic benefits of various system configurations of the TES directly or indirectly coupled with nuclear. First, this analysis leverages capacity expansion modeling by experts at the Electric Power Research Institute (EPRI). Using their deterministic capacity expansion model, U.S. Regional Economy, Greenhouse Gas, and Energy (US-REGEN), EPRI analysts evaluated the capacity and generation evolution of the New York state energy market under four projection scenarios. These four projection scenarios were developed to represent the potential evolution of the capacity and generation in NYISO from 2015 to 2050 under various economic, technology, and policy constraints. The results from these capacity expansion models are then used as boundary conditions in the second modeling step. The second modeling step uses the Holistic Energy Resource Optimization Network (HERON) for a set of stochastic techno-economic analyses (STEAs) to investigate the potential increase in the economic viability of various configurations of the TES. With no current capacity expansion capabilities, HERON takes the data generated from US-REGEN for 2050 to generate synthetic load, solar, and wind data. Then HERON economically optimizes the capacity and dispatch of the various TES configurations. The potential economic benefit is the differential net present value (NPV) of the TES configurations from the no-TES baseline. As a stochastic techno-economic analysis package, HERON introduces uncertainty into the economic metrics, while US-REGEN trades resolution for reduced computational complexity. Using HERON also allows the modeling of direct thermal coupling, a feature not common in capacity and dispatch models. As expected, with high capital costs, the costs of introducing energy storage for all the technologies considered outweighed the potential economic benefit of this strategy for flexible plant operation. The benefit of this analysis is primarily in demonstrating a workflow that examines innovative solutions to increase NPP revenue via TES coupling. HERON’s stochastic capacity and dispatch optimization process used in this work has proven an effective tool in observing and evaluating the impact of introducing storage technologies in a grid energy system.

25 ENERGY STORAGE↗

DOE OSTI2020

An investigation of Newton-Sketch and subsampled Newton methods

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number of variables and data points are both large. In this work, we study two forms of sketching that perform dimensionality reduction in data space: Hessian subsampling and randomized Hadamard transformations. Each has its own advantages, and their relative tradeoffs have not been investigated in the optimization literature. Additionally, our study focuses on practical versions of the two methods in which the resulting linear systems of equations are solved approximately, at every iteration, using an iterative solver. The advantages of using the conjugate gradient method vs. a stochastic gradient iteration are revealed through a set of numerical experiments, and a complexity analysis of the Hessian subsampling method is presented.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1989

Probabilistic design analysis using Composite Loads Spectra (CLS) coupled with Probabilistic Structural Analysis Methodologies (PSAM)

Composite loads spectra (CLS) were applied to generate probabilistic loads for use in the PSAM nonlinear evaluation of stochastic structures under stress (NESSUS) finite element code. The CLS approach allows for quantifying loads as mean values and distributions around a central value rather than maximum or enveloped values typically used in deterministic analysis. NESSUS uses these loads to determine mean and perturbation responses. These results are probabilistically evaluated with the distributional information from CLS using a fast probabilistic integration (FPI) technique to define response distributions. The main example discussed describes a method of obtaining load descriptions and stress response of the second-stage turbine blade of the Space Shuttle Main Engine (SSME) high-pressure fuel turbopump (HPFTP). Additional information is presented on the on-going analysis of the high pressure oxidizer turbopump discharge duct (HPOTP) where probabilistic dynamic loads have been generated and are in the process of being used for dynamic analysis. Example comparisons of load analysis and engine data are furnished for partial verification and/or justification for the methodology.

Newell, J. F.↗

NASA NTRS1966

On the sequential estimation technique.

Sequential estimation technique for correlated stochastic variables

RANDOM VARIABLE↗

NASA NTRS2016

FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites

Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.

composite structures↗

NASA NTRS2015

Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite

ceramic matrix composites↗

DOE OSTI2024

Random coordinate descent: A simple alternative for optimizing parameterized quantum circuits

Variational quantum algorithms rely on the optimization of parameterized quantum circuits in noisy settings. The commonly used back-propagation procedure in classical machine learning is not directly applicable in this setting due to the collapse of quantum states after measurements. Thus, gradient estimations constitute a significant overhead in a gradient-based optimization of such quantum circuits. This paper introduces a random coordinate descent algorithm as a practical and easy-to-implement alternative to the full gradient descent algorithm. This algorithm only requires one partial derivative at each iteration. Motivated by the behavior of measurement noise in the practical optimization of parameterized quantum circuits, this paper presents an optimization problem setting that is amenable to analysis. Under this setting, the random coordinate descent algorithm exhibits the same level of stochastic stability as the full gradient approach, making it as resilient to noise. The complexity of the random coordinate descent method is generally no worse than that of the gradient descent and can be much better for various quantum optimization problems with anisotropic Lipschitz constants. Theoretical analysis and extensive numerical experiments validate our findings. Published by the American Physical Society 2024

Ding, Zhiyan (ORCID:000000018863403X)↗

NASA NTRS2018

Weibull-Based Stochastic Simulation of Mud-Crack Damage Formation in an Environmental Barrier Coating

The integrated Finite Element Analysis Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program was used to simulate the formation of mudflat-cracks from thermomechanical loading on a multi-layered Environmental Barrier Coating (EBC) system deposited on a ceramic substrate. FEAMAC/CARES combines MAC/GMC (Micromechanics Analysis Code/Generalized Method of Cells) multiscale composite micromechanics code with CARES/Life probabilistic multiaxial failure criteria code and Abaqusfinite element analysis. In this work, step function elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio finite elements enabled the depiction of crack boundaries and formation of mudflat patterned damage. Demonstrated examples include finite element models of button-sized disk-shaped 3-D specimen, and a 2-D model of through-the-thickness cross-section. All models were subjected to a progressive cool down from 1300 degrees Centigrade to room temperature. Mudflat crack damage in the coating system resulted from the buildup of residual tensile stresses between the individual material constituents from thermal expansion mismatch. A 2-parameter Weibull distribution characterized the coating layer stochastic strength response and the effect of the Weibull modulus on the formation of damage was studied here.

Residual Tensile Stress↗

DOE OSTI2021

Convective and turbulent motions in non-precipitating Cu. Part 1: Method of separation of convective and turbulent motions

Atmospheric motions in clouds and cloud surroundings have a wide range of scales, from several kilometers to centimeters. These motions have different impacts on cloud dynamics and microphysics. Larger-scale motions (hereafter referred to as convective motions) are responsible for mass transport over distances comparable with cloud scale, while motions of smaller scales (hereafter referred to as turbulent motions) are stochastic and responsible for mixing and cloud dilution. This distinction substantially simplifies the analysis of dynamic and microphysical processes in clouds. The present research is Part I of the study aimed at describing the method for separating the motion scale into a convective component and a turbulent component. An idealized flow is constructed, which is a sum of an initially prescribed field of the convective velocity with updrafts in the cloud core and downdrafts outside the core, and a stochastic turbulent velocity field obeying the turbulent properties, including the -5/3 law and the 2/3 structure function law. A wavelet method is developed allowing separation of the velocity field into the convective and turbulent components, with parameter values being in a good agreement with those prescribed initially. The efficiency of the method is demonstrated by an example of a vertical velocity field of a cumulus cloud simulated using the System for Atmospheric Modeling (SAM) with bin microphysics and resolution of 10 m. It is shown that vertical velocity in clouds indeed can be represented as a sum of convective velocity (forming zone of cloud updrafts and subsiding shell) and a stochastic velocity obeying laws of homogeneous and isotropic turbulence.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1996

Discrete Deterministic and Stochastic Petri Nets

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

MATHEMATICAL MODELS↗

NASA NTRSDate not supplied

Material Variability Effects on Damage Development Within Composite Adhesively Bonded Joints

Use of composite adhesively bonded joints (ABJ) is of critical importance to the adoption of composite materials in the automotive industry, as ABJ enable lower stress concentrations as compared to conventional mechanically fastened joints. ABJ are better suited for joining composite materials as compared to fastened joints because fastened joints require drilling of holes which locally affect composite material structure. Composite materials and adhesives are subject to unavoidable stochastic local material variations which make different failure scenarios possible. An experimentally tested ABJ configuration is simulated using finite element analysis (FEA). Experimentally, under tension, the joints failed by three major failure modes, with peak loads ranging from 13.0-16.1 kips. Progressive failure analysis tools are used to simulate damage development within each material within the joint. The simulation agreed well with the average experimental peak load. Stochastically occurring adhesive porosity and matrix-fiber micro-disbonding were numerically simulated. The simulations revealed a similar trend as observed experimentally: joints which failed at higher peak loads had lower levels of damage within the face-sheets of the composite panels which were adhesively bonded; these joints which failed at higher peak loads also had greater damage in the doubler of the experimentally tested double lap joint configuration.

Richard Larson↗

NASA NTRS1980

Seasat orbit refinement for altimetry application

This paper describes the use of stochastic differential correction models in refining the Seasat orbit based on post-flight analysis of tracking data. The objective is to obtain orbital-height precision that is commensurate with the inherent Seasat altimetry data precision level of 10 cms. Local corrections to a mean ballistic arc, perturbed principally by atmospheric drag variations and local gravitational anomalies, are obtained by the introduction of stochastic dynamical models in conjunction with optimal estimation/smoothing techniques. Assessment of the resulting orbit with 'ground truth' provided by Seasat altimetry data shows that the orbital height precision is improved by 32% when compared to a conventional least-squares solution using the same data set. The orbital height precision realized by employing stochastic differential correction models is in the range of 73 cms to 208 cms rms.

Mohan, S. N.↗

DOE OSTI2021

Uncertainty quantification for Multiphase-CFD simulations of bubbly flows: a machine learning-based Bayesian approach supported by high-resolution experiments

In this paper, we developed a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of multiphase computational fluid dynamics (MCFD) simulations for bubbly flows. The proposed approach is supported by high-resolution two-phase flow measurements, including those by double-sensor conductivity probes, high-speed imaging, and particle image velocimetry. Local distributions of key physical quantities of interest (QoIs), including the void fraction and phasic velocities, are obtained to support the Bayesian inference. In the process, the epistemic uncertainties of the closure relations are inversely quantified while the aleatory uncertainties from stochastic fluctuations of the system are evaluated based on experimental uncertainty analysis. The combined uncertainties are then propagated through the MCFD solver to obtain uncertainties of the QoIs, based on which probability-boxes are constructed for validation. The proposed approach relies on three machine learning methods: feedforward neural networks and principal component analysis for surrogate modeling, and Gaussian processes for model form uncertainty modeling. The whole process is implemented within the framework of an open-source deep learning library PyTorch with graphics processing unit (GPU) acceleration, thus ensuring the efficiency of the computation. The results demonstrate that with the support of high-resolution data, the uncertainties of MCFD simulations can be significantly reduced. The proposed approach has the potential for other applications that involve numerical models with empirical parameters.

42 ENGINEERING↗

DOE OSTI2021

Unsupervised machine learning for unbiased chemical classification in X-ray absorption spectroscopy and X-ray emission spectroscopy

Here we report a comprehensive computational study of unsupervised machine learning for extraction of chemically relevant information in X-ray absorption near edge structure (XANES) and in valence-to-core X-ray emission spectra (VtC-XES) for classification of a broad ensemble of sulphorganic molecules. By progressively decreasing the constraining assumptions of the unsupervised machine learning algorithm, moving from principal component analysis (PCA) to a variational autoencoder (VAE) to t-distributed stochastic neighbour embedding (t-SNE), we find improved sensitivity to steadily more refined chemical information. Surprisingly, when embedding the ensemble of spectra in merely two dimensions, t-SNE distinguishes not just oxidation state and general sulphur bonding environment but also the aromaticity of the bonding radical group with 87% accuracy as well as identifying even finer details in electronic structure within aromatic or aliphatic sub-classes. We find that the chemical information in XANES and VtC-XES is very similar in character and content, although they unexpectedly have different sensitivity within a given molecular class. We also discuss likely benefits from further effort with unsupervised machine learning and from the interplay between supervised and unsupervised machine learning for X-ray spectroscopies. Our overall results, i.e., the ability to reliably classify without user bias and to discover unexpected chemical signatures for XANES and VtC-XES, likely generalize to other systems as well as to other one-dimensional chemical spectroscopies.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗