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At least 379 records · Page 21
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimate for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Stochastic embedding DFT: Theory and application to p -nitroaniline in water

Over this past decade, we combined the idea of stochastic resolution of identity with a variety of electronic structure methods. In our stochastic Kohn-Sham density functional theory (DFT) method, the density is an average over multiple stochastic samples, with stochastic errors that decrease as the inverse square root of the number of sampling orbitals. Here in this paper, we develop a stochastic embedding density functional theory method (se-DFT) that selectively reduces the stochastic error (specifically on the forces) for a selected subsystem(s). The motivation, similar to that of other quantum embedding methods, is that for many systems of practical interest, the properties are often determined by only a small subsystem. In stochastic embedding DFT, two sets of orbitals are used: a deterministic one associated with the embedded subspace and the rest, which is described by a stochastic set. The method agrees exactly with deterministic calculations in the limit of a large number of stochastic samples. We apply se-DFT to study a p-nitroaniline molecule in water, where the statistical errors in the forces on the system (the p-nitroaniline molecule) are reduced by an order of magnitude compared with nonembedding stochastic DFT.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in each subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

ecode - Electron Transport Algorithm Testing v. 1.0

ecode is a Monte Carlo code used for testing algorithms related to electron transport. The code can read basic physics parameters, such as energy-dependent stopping powers and screening parameters. The code permits simple planar geometries of slabs or cubes. Parallelization consists of domain replication, with work distributed at the start of the calculation and statistical results gathered at the end of the calculation. Some basic routines (such as input parsing, random number generation, and statistics processing) are shared with the Integrated Tiger Series codes. A variety of algorithms for uncertainty propagation are incorporated based on the stochastic collocation and stochastic Galerkin methods. These permit uncertainty only in the total and angular scattering cross sections. The code contains algorithms for simulating stochastic mixtures of two materials. The physics is approximate, ranging from mono-energetic and isotropic scattering to screened Rutherford angular scattering and Rutherford energy-loss scattering (simple electron transport models). No production of secondary particles is implemented, and no photon physics is implemented.

Franke, Brian C.↗
DOE OSTI2013

Application of adaptive hierarchical sparse grid collocation to the uncertainty quantification of nuclear reactor simulators

Recent efforts in the application of uncertainty quantification to nuclear systems have utilized methods based on generalized perturbation theory and stochastic sampling. While these methods have proven to be effective they both have major drawbacks that may impede further progress. A relatively new approach based on spectral elements for uncertainty quantification is applied in this paper to several problems in reactor simulation. Spectral methods based on collocation attempt to couple the approximation free nature of stochastic sampling methods with the determinism of generalized perturbation theory. The specific spectral method used in this paper employs both the Smolyak algorithm and adaptivity by using Newton-Cotes collocation points along with linear hat basis functions. Using this approach, a surrogate model for the outputs of a computer code is constructed hierarchically by adaptively refining the collocation grid until the interpolant is converged to a user-defined threshold. The method inherently fits into the framework of parallel computing and allows for the extraction of meaningful statistics and data that are not within reach of stochastic sampling and generalized perturbation theory. This paper aims to demonstrate the advantages of spectral methods-especially when compared to current methods used in reactor physics for uncertainty quantification-and to illustrate their full potential. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2023

Calculation of Dynamical Response Functions Using a Bound-State Method

Abstract We investigate a method to extract response functions (dynamical polarisabilities) directly from a bound-state approach applied to calculations of perturbation-induced reactions. The use of a square-integrable basis leads to a response in the form of a sum of $$\delta $$ δ functions. We integrate this over energy and fit a smooth function to the resulting stepwise-continuous one. Its derivative gives the final approximation to the physical response function. We show that the method reproduces analytical results where known, and analyse the details for a variety of models. We apply it to some simple models, using the stochastic variational method as the numerical method. Albeit we find that this approach, and other numerical techniques, have some difficulties with the threshold behavior in coupled-channel problems with multiple thresholds, its stochastic nature allows us to extract robust results even for such cases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2012

Efficient gradient estimation using finite differencing and likelihood ratios for kinetic Monte Carlo simulations

While many optimization and control methods for stochastic processes require gradient information from the process of interest, obtaining gradient information from experiments is prohibitively expensive and time-consuming. As a result, such information is often obtained from stochastic process simulations. Computing gradients efficiently and accurately from stochastic simulations is challenging, especially for simulations involving computationally expensive models with significant inherent noise. In this work, we analyze and characterize the applicability of two gradient estimation methods for kinetic Monte Carlo simulations: finite differencing and likelihood ratio. We developed a systematic method for choosing an optimal perturbation size for finite differencing and discuss, for both methods, important implementation issues such as scaling with respect to the number of elements in the gradient vector. Through a series of numerical experiments, the methods were compared across different time and size regimes to characterize the precision and accuracy associated with each method. We determined that the likelihood ratio method is appropriate for estimating gradients at short (transient) times or for systems with small population sizes, whereas finite differencing is better-suited for gradient estimation at long times (steady state) or for systems with large population sizes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1985

On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.

Bayard, D. S.↗
NASA NTRS2005

Planning to fail: mission design for modular repairable robot teams

This paper presents a method using stochastic simulation to evaluate the reliability of robot teams consisting of modular robots. For an example planetary exploration mission we use this method to compare the performance of a repairable robot team with spare modules versus nonrepairable robot teams.

mission planning↗
DOE OSTI2014

Two critical issues in Langevin simulation of gas flows

A stochastic algorithm based on the Langevin equation has been recently proposed to simulate rarefied gas flows. Compared with the direct simulation Monte Carlo (DSMC) method, the Langevin method is more efficient in simulating small Knudsen number flows. While it is well-known that the cell sizes and time steps should be smaller than the mean free path and the mean collision time, respectively, in DSMC simulations, the Langevin equation uses a drift term and a diffusion term to describe molecule movements, so no direct molecular collisions have to be modeled. This enables the Langevin simulation to proceed with a much larger time step than that in the DSMC method. Two critical issues in Langevin simulation are addressed in this paper. The first issue is how to reproduce the transport properties as that described by kinetic theory. Transport coefficients predicted by Langevin equation are obtained by using Green-Kubo formulae. The second issue is numerical scheme with boundary conditions. We present two schemes corresponding to small time step and large time step, respectively. For small time step, the scheme is similar to DSMC method as the update of positions and velocities are uncoupled; for large time step, we present an analytical solution of the hitting time, which is the crucial factor for accurate simulation. Velocity-Couette flow, thermal-Couette flow, Rayleigh-Bénard flow and wall-confined problem are simulated by using these two schemes. Our study shows that Langevin simulation is a promising tool to investigate small Knudsen number flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Exploring Heterogeneous Multicore Architectures for Advanced Embedded Uncertainty Quantification

We explore rearrangements of classical uncertainty quantification methods with the aim of achieving higher aggregate performance for uncertainty quantification calculations on emerging multicore and many core architectures. We show a rearrangement of the stochastic Galerkin method leads to improved performance and scalability on several computational architectures whereby uncertainty information is propagated at the lowest levels of the simulation code improving memory access patterns, exposing new dimensions of fine grained parallelism, and reducing communication. We also develop a general framework for implementing such rearrangements for a diverse set of uncertainty quantification algorithms as well as computational simulation codes to which they are applied.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Data-Driven Preemptive Voltage Monitoring and Control Using Probabilistic Voltage Sensitivities

Increased penetration levels of distributed variable renewable generation can cause random voltage fluctuations and violations at multiple nodes. Traditional methods of voltage control typically involve reactionary responses of capacitor banks, tap changers, and recently even smart inverters. But because of the lack of foresight in voltage violations, these controls are ineffective to completely mitigate the issue. Therefore, new methods of predicting voltage violations subject to random power injection changes in the distribution network are needed, which can be used to guide optimal and dynamic methods of voltage control. This work lays the foundation for such preemptive voltage monitoring and control by proposing an analytical and sensor data-driven voltage sensitivity analysis method. Driven by stochastic data and forecasts, the method can be used to develop probabilistic voltage sensitivities and consequently to predict system nodes with high likelihood of voltage limit violations. The effectiveness of this method is tested on IEEE 69-node distribution system integrated with distributed solar. The results demonstrate the proposed method's ability to successfully predict nodes with high probability of voltage violations for a specific time-series simulation. The results also demonstrate the ability to guide timely power injection control actions to mitigate future voltage violations.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2019

Data-Driven Preemptive Voltage Monitoring and Control Using Probabilistic Voltage Sensitivities: Preprint

Increased penetration of distributed variable re-newable generation may cause random voltage fluctuations and violations at multiple nodes. Traditional methods of voltage control typically involve reactionary responses of capacitor banks, tap changers, and recently even smart inverters. But due to the lack of foresight in voltage violations, these controls are ineffective to completely mitigate the issue. Therefore, new methods of predicting voltage violations subject to random power injection changes in the distribution network is needed, which can be used to guide optimal and dynamic methods of voltage control. This work lays the foundation for such preemptive voltage monitoring and control by proposing an analytical and sensor data-driven voltage sensitivity analysis method. Driven by stochastic data and forecasts, the method can be used to develop probabilistic voltage sensitivities and consequently to predict system nodes with high likelihood of voltage limit violations. The effectiveness of this method is tested on IEEE 69 node distribution system integrated with distributed solar. The results demonstrate the proposed method's ability to successfully predict nodes with high probability of voltage violations for a specific time series simulation. The results also demonstrate the ability to guide timely power injection control actions to mitigate future voltage violations.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements

In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.

Lei, Jinlong↗