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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.

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At least 361 records · Page 20
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming

Here, we present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic projective splitting

Here, we present a new, stochastic variant of the projective splitting (PS) family of algorithms for inclusion problems involving the sum of any finite number of maximal monotone operators. This new variant uses a stochastic oracle to evaluate one of the operators, which is assumed to be Lipschitz continuous, and (deterministic) resolvents to process the remaining operators. Our proposal is the first version of PS with such stochastic capabilities. We envision the primary application being machine learning (ML) problems, with the method’s stochastic features facilitating “mini-batch” sampling of datasets. Since it uses a monotone operator formulation, the method can handle not only Lipschitz-smooth loss minimization, but also min–max and noncooperative game formulations, with better convergence properties than the gradient descent-ascent methods commonly applied in such settings. The proposed method can handle any number of constraints and nonsmooth regularizers via projection and proximal operators. We prove almost-sure convergence of the iterates to a solution and a convergence rate result for the expected residual, and close with numerical experiments on a distributionally robust sparse logistic regression problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Computational Modeling, Simulation, and Potential Applications of Optical Stochastic Cooling

With the rising demand for intense particles beams, much research is being conducted in the area of particle beam cooling. One of these methods, called Stochastic Cooling (SC) (developed at CERN in the 1970's), delivered a feedback method to improve the quality and lifetime of circulating proton beams by reducing their 6D phase-space and has been widely implemented in a number of hadron machines. However, traditional stochastic cooling schemes are limited by the bandwidth of microwave frequency systems. Optical Stochastic Cooling (OSC) is a promising extension of the stochastic cooling beam cooling technique. OSC instead uses optical wavelengths which allows for improved control and increased cooling but creates its own technical challenges. This lays out work conducted toward the experimental demonstration of OSC at Fermilab's Integrable Optics Test Accelerator (IOTA) storage ring. This includes the design and characterization of parts of the optical delay system, the development and validation of a high-fidelity computational model of the OSC process, and the investigations into possible applications of the OSC mechanism to advanced beam manipulations.

43 PARTICLE ACCELERATORS↗
DOE OSTI2020

Stable diagonal stripes in the t-J model at $\bar{n}$ h = 1/8 doping from fPEPS calculations

We investigate the two-dimensional t–J model at a hole doping of $\bar{n}$ h= 1 / 8 using recently developed high accuracy fermionic projected entangled pair states method. By applying the stochastic gradient descent method combined with the Monte Carlo sampling technique, we obtain the ground state hole energy Ehole = -1.621 for J/t = 0.4. We show that the ground state has stable diagonal stripes instead of vertical stripes with a width of 4 unit cells, and stripe filling ρ l = 0.5. We further show that the long-range superconductivity order is suppressed at this point.

36 MATERIALS SCIENCE↗
DOE OSTI2014

Performance study of LMS based adaptive algorithms for unknown system identification

Adaptive filtering techniques have gained much popularity in the modeling of unknown system identification problem. These techniques can be classified as either iterative or direct. Iterative techniques include stochastic descent method and its improved versions in affine space. In this paper we present a comparative study of the least mean square (LMS) algorithm and some improved versions of LMS, more precisely the normalized LMS (NLMS), LMS-Newton, transform domain LMS (TDLMS) and affine projection algorithm (APA). The performance evaluation of these algorithms is carried out using adaptive system identification (ASI) model with random input signals, in which the unknown (measured) signal is assumed to be contaminated by output noise. Simulation results are recorded to compare the performance in terms of convergence speed, robustness, misalignment, and their sensitivity to the spectral properties of input signals. Main objective of this comparative study is to observe the effects of fast convergence rate of improved versions of LMS algorithms on their robustness and misalignment.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Linked coupled cluster Monte Carlo

We consider a new formulation of the stochastic coupled cluster method in terms of the similarity transformed Hamiltonian. We show that improvement in the granularity with which the wavefunction is represented results in a reduction in the critical population required to correctly sample the wavefunction for a range of systems and excitation levels and hence leads to a substantial reduction in the computational cost. This development has the potential to substantially extend the range of the method, enabling it to be used to treat larger systems with excitation levels not easily accessible with conventional deterministic methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

On the efficacy of stochastic collocation, stochastic Galerkin, and stochastic reduced order models for solving stochastic problems

The stochastic collocation (SC) and stochastic Galerkin (SG) methods are two well-established and successful approaches for solving general stochastic problems. A recently developed method based on stochastic reduced order models (SROMs) can also be used. Herein we provide a comparison of the three methods for some numerical examples; our evaluation only holds for the examples considered in the paper. The purpose of the comparisons is not to criticize the SC or SG methods, which have proven very useful for a broad range of applications, nor is it to provide overall ratings of these methods as compared to the SROM method. Furthermore, our objectives are to present the SROM method as an alternative approach to solving stochastic problems and provide information on the computational effort required by the implementation of each method, while simultaneously assessing their performance for a collection of specific problems.

42 ENGINEERING↗
DOE OSTI2025

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗
DOE OSTI2017

Twentieth-Century Hydrometeorological Reconstructions to Study the Multidecadal Variations of the Water Cycle Over France

Characterizing and understanding the multidecadal variations of the continental hydrological cycle is a challenging issue given the limitation of observed data sets. In this paper, a new approach to derive twentieth century hydrological reconstructions over France with an hydrological model is presented. The method combines the results of long-term atmospheric reanalyses downscaled with a stochastic statistical method and homogenized station observations to derive the meteorological forcing needed for hydrological modeling. Different methodological choices are tested and evaluated. We show that using homogenized observations to constrain the results of statistical downscaling help to improve the reproduction of precipitation, temperature, and river flows variability. In particular, it corrects some unrealistic long-term trends associated with the atmospheric reanalyses. Observationally constrained reconstructions therefore constitute a valuable data set to study the multidecadal hydrological variations over France. Thanks to these reconstructions, we confirm that the multidecadal variations previously noted in French river flows have mainly a climatic origin. Moreover, we show that multidecadal variations exist in other hydrological variables (evapotranspiration, snow cover, and soil moisture). Depending on the region, the persistence from spring to summer of soil moisture or snow anomalies generated during spring by temperature and precipitation variations may explain river flows variations in summer, when no concomitant climate variations exist.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Derivative-free optimization methods

In many optimization problems arising from scientific, engineering and artificial intelligence applications, objective and constraint functions are available only as the output of a black-box or simulation oracle that does not provide derivative information. Such settings necessitate the use of methods for derivative-free, or zeroth-order, optimization. We provide a review and perspectives on developments in these methods, with an emphasis on highlighting recent developments and on unifying treatment of such problems in the non-linear optimization and machine learning literature. We categorize methods based on assumed properties of the black-box functions, as well as features of the methods. We first overview the primary setting of deterministic methods applied to unconstrained, non-convex optimization problems where the objective function is defined by a deterministic black-box oracle. We then discuss developments in randomized methods, methods that assume some additional structure about the objective (including convexity, separability and general non-smooth compositions), methods for problems where the output of the black-box oracle is stochastic, and methods for handling different types of constraints.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

New perspectives on superparameterization for geophysical turbulence

This is a research expository paper regarding superparameterization, a class of multi-scale numerical methods designed to cope with the intermittent multi-scale effects of inhomogeneous geophysical turbulence where energy often inverse-cascades from the unresolved scales to the large scales through the effects of waves, jets, vortices, and latent heat release from moist processes. Original as well as sparse space–time superparameterization algorithms are discussed for the important case of moist atmospheric convection including the role of multi-scale asymptotic methods in providing self-consistent constraints on superparameterization algorithms and related deterministic and stochastic multi-cloud parameterizations. Test models for the statistical numerical analysis of superparameterization algorithms are discussed both to elucidate the performance of the basic algorithms and to test their potential role in efficient multi-scale data assimilation. The very recent development of grid-free seamless stochastic superparameterization methods for geophysical turbulence appropriate for “eddy-permitting” mesoscale ocean turbulence is presented here including a general formulation and illustrative applications to two-layer quasigeostrophic turbulence, and another difficult test case involving one-dimensional models of dispersive wave turbulence. This last test case has randomly generated solitons as coherent structures which collapse and radiate wave energy back to the larger scales, resulting in strong direct and inverse turbulent energy cascades.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Quantifying Soiling Loss Directly From PV Yield

Soiling of photovoltaic (PV) panels is typically quantified through the use of specialized sensors. Here, we describe and validate a method for estimating soiling loss experienced by PV systems directly from system yield without the need for precipitation data. The method, termed the stochastic rate and recovery (SRR) method, automatically detects soiling intervals in a dataset, then stochastically generates a sample of possible soiling profiles based on the observed characteristics of each interval. In this paper, we describe the method, validate it against soiling station measurements, and compare it with other PV-yield-based soiling estimation methods. The broader application of the SRR method will enable the fleet scale assessment of soiling loss to facilitate mitigation planning and risk assessment.

14 SOLAR ENERGY↗
DOE OSTI2020

A low-rank solver for the stochastic unsteady Navier–Stokes problem

Here we study a low-rank iterative solver for the unsteady Navier–Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once formulation where the algebraic systems at all the time steps are collected and solved simultaneously. The problem is linearized with Picard’s method. To efficiently solve the linear systems at each step, we use low-rank tensor representations within the Krylov subspace method, which leads to significant reductions in storage requirements and computational costs. Combined with effective mean-based preconditioners and the idea of inexact solve, we show that only a small number of linear iterations are needed at each Picard step. The proposed algorithm is tested with a model of flow in a two-dimensional symmetric step domain with different settings to demonstrate the computational efficiency.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Stochastic variational quantization and maximum entropy principle

In this note, we discuss the stochastic variational method (SVM) to derive the action principle of Schrödinger equation. In this formalism, the wave function is introduced as one of convenient ways to express the action. This work is a reformulation of Nelson—Yasue’s stochastic quantization scheme and its variational formulation by Yasue, and will furnish possible way to deal with more complicated system such as quantum field theory, suggesting an origin of quantum mechanics.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Stochastic Fault Detection

This entry describes the state-of-the-art and future perspectives on stochastic fault detection, namely, stochastic fault detection and diagnosis (FDD). Both model-based and data-driven FDD methods for stochastic signals and systems have been included, where the use of hypothesis testing, Kalman filtering, system estimation, principal component analysis (PCA), and stochastic distribution control has been discussed for the construction of effective FDD algorithms. Indeed, stochastic FDD constitute an important and integrated part in developing fault-tolerant controls (FTC) for guaranteed safe operation of control systems, of which increased penetration of random factors is inevitable nowadays.

Wang, Aiping↗
DOE OSTI2026

Thermodynamically consistent incorporation of the Langmuir adsorption model into compressible fluctuating hydrodynamics

For a gas–solid interfacial system where chemical species undergo reversible adsorption, we develop a mesoscopic stochastic modeling method that simulates both gas-phase hydrodynamics and surface coverage dynamics by coupling the Langmuir adsorption model with compressible fluctuating hydrodynamics. To this end, we derive a thermodynamically consistent mass–energy update scheme that accounts for how the mass and energy variables in the gas and surface subsystems should be updated according to the changes in the number of molecules of each species in each subsystem due to adsorption and desorption events. By performing a stochastic analysis for the ideal Langmuir model and the full hydrodynamic system, we analytically confirm that our mass–energy update scheme captures thermodynamic equilibrium predicted by equilibrium statistical mechanics. We find that an internal energy correction term is needed, which is attributed to the difference in the mean kinetic energy of gas molecules colliding with the surface from that computed from the Maxwell–Boltzmann distribution. By performing an equilibrium simulation study for an ideal gas mixture of CO and Ar, with CO undergoing reversible adsorption, we validate our overall simulation method and implementation.

Adsorption↗