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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 397 records · Page 22
All sourcesNASA NTRSDOE OSTI
NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗
DOE OSTI2020

The matrix product approximation for the dynamic cavity method

Stochastic dynamics of classical degrees of freedom, defined on vertices of locally tree-like graphs, can be studied in the framework of the dynamic cavity method which is exact for tree graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, and other technical, biological, and social networks. The central objects in the cavity method are edge messages—conditional probabilities of two vertex variable trajectories. In this paper, we discuss a rather pedagogical derivation for the dynamic cavity method, give a detailed account of the novel matrix product edge message (MPEM) algorithm for the solution of the dynamic cavity equation as introduced, and present optimizations and extensions. Matrix product approximations of the edge messages are constructed recursively in an iteration over time. Computation costs and precision can be tuned by controlling the matrix dimensions of the MPEM in truncations. Without truncations, the dynamics is exact. Data for Glauber–Ising dynamics shows a linear growth of computation costs in time. In contrast to Monte Carlo simulations, the approach has a much better error scaling. Hence, it gives for example access to low probability events and decaying observables like temporal correlations. Here, we discuss optimized truncation schemes and an extension that allows to capture models which have a continuum time limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1972

Estimation of correlation functions by stochastic approximation.

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

Habibi, A.↗
DOE OSTI2020

Fast and Universal Kohn-Sham Density Functional Theory Algorithm for Warm Dense Matter to Hot Dense Plasma

Understanding many processes, e.g., fusion experiments, planetary interiors, and dwarf stars, depends strongly on microscopic physics modeling of warm dense matter and hot dense plasma. This complex state of matter consists of a transient mixture of degenerate and nearly free electrons, molecules, and ions. This regime challenges both experiment and analytical modeling, necessitating predictive ab initio atomistic computation, typically based on quantum mechanical Kohn-Sham density functional theory (KS-DFT). However, cubic computational scaling with temperature and system size prohibits the use of DFT through much of the warm dense matter regime. A recently developed stochastic approach to KS-DFT can be used at high temperatures, with the exact same accuracy as the deterministic approach, but the stochastic error can converge slowly and it remains expensive for intermediate temperatures (< 50 eV). Here we have developed a universal mixed stochastic-deterministic algorithm for DFT at any temperature. This approach leverages the physics of KS-DFT to seamlessly integrate the best aspects of these different approaches. We demonstrate that this method significantly accelerated self-consistent field calculations for temperatures from 3 to 50 eV, while producing stable molecular dynamics and accurate diffusion coefficients.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗
DOE OSTI2020

Grain boundary structure search by using an evolutionary algorithm with effective mutation methods

Grain boundaries (GBs) accommodate the misorientation between adjacent grains in a polycrystalline material. GBs are geometrically described by the macroscopic and microscopic degrees of freedom. Besides, at the atomistic level, GBs exhibit complicated behaviors under varying thermodynamic conditions. The complexity of atomistic GB structures demands stochastic searching for possible states. The effectiveness of stochastic search methods relies on techniques to recreate and select atomistic structures. In this work, we developed a new mutation operator that can induce direct and collective atomistic structure changes to boost the search efficiency of exploring GB structures with evolutionary algorithms (EA). We implemented the mutation methods along with innovative selection, crossover, boundary condition preprocessing methods to form an EA-based package to explore GB structures in grand canonical ensembles with atomistic simulations. We used this package to study the [001] symmetric tilt grain boundaries (STGBs) in FCC copper (Cu), the [110] STGBs in BCC tungsten (W), and the $[1\bar{2}10]$ STGBs in HCP magnesium (Mg). The results show that our design and implementation based on new mutation procedures, selection, and boundary conditions provide a high-quality search of atomistic GB structures in the grand canonical ensemble for different crystal lattices.

36 MATERIALS SCIENCE↗
DOE OSTI2017

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Fluctuating Hydrodynamics Methods for Dynamic Coarse-Grained Implicit-Solvent Simulations in LAMMPS

We present a software package integrated with the molecular dynamics software LAMMPS for fluctuating hydrodynamics simulations of fluid-structure interactions subject to thermal fluctuations. The package is motivated to provide dynamic thermostats to extend implicit-solvent coarse-grained (IS-CG) models by incorporating kinetic contributions from the solvent to facilitate their use in a wider range of applications. To capture the thermal and hydrodynamic contributions of the solvent to dynamics, we introduce momentum conserving thermostats and computational methods based on fluctuating hydrodynamics and the stochastic Eulerian Lagrangian method (SELM). SELM couples the coarse-grained microstructure degrees of freedom to continuum stochastic fields to capture both the relaxation of hydrodynamic modes and thermal fluctuations. Features of the SELM software include (i) numerical time-step integrators for SELM fluctuating hydrodynamics in inertial and quasi-steady regimes, (ii) Lees--Edwards-style methods for imposing shear, (iii) a Java-based graphical user interface (GUI) for setting up models and simulations, (iv) standardized XML formats for parametrization and data output, and (v) standardized formats VTK for continuum fields and microstructures. The SELM software package facilitates for pre-established models in LAMMPS easy adoption of the SELM fluctuating hydrodynamics thermostats. We offer here an overview of the SELM software package, computational methods, and applications.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic and mixed density functional theory within the projector augmented wave formalism for simulation of warm dense matter

Stochastic density functional theory (DFT) and mixed stochastic-deterministic DFT are burgeoning approaches for the calculation of the equation of state and transport properties in materials under extreme conditions. In the intermediate warm dense matter regime, a state between correlated condensed matter and kinetic plasma, electrons can range from being highly localized around nuclei to delocalized over the whole simulation cell. The plane-wave basis pseudopotential approach is thus the typical tool of choice for modeling such systems at the DFT level. Unfortunately, stochastic DFT methods scale as the square of the maximum plane-wave energy in this basis. To reduce the effect of this scaling and improve the overall description of the electrons within the pseudopotential approximation, we present stochastic and mixed DFT approaches developed and implemented within the projector augmented wave formalism. In conclusion, we compare results between the different DFT approaches for both single-point and molecular dynamics trajectories and present calculations of self-diffusion coefficients of solid density carbon from 1 to 50 eV.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2022

Deterministic and Monte Carlo Nuclear Data Adjustment Methods [Slides]

For the Bayesian Monte Carlo methodology, a need to understand convergence of the posterior moments as a function of the number of parameter realizations is required. In high-dimensional systems, it can be very costly to sample entire parameter space and perform functional evaluation for every realization. Bayesian Monte Carlo allows one to relax the GLLS approximations of model linearity and prior/posterior PDF shape. The Bayesian Stochastic Collocation Method is a deterministic approach to “sample” the parameter space. It allows one to relax the GLLS approximations of model linearity and posterior PDF shape. Higher-order posterior moments (i.e., skewness, kurtosis, etc.) can be studied through polynomial expansion. Tensor product quadrature scales poorly and can use sparse grid quadrature methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

Optimization Methods for Large-Scale Machine Learning

Here this paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural networks, we discuss how optimization problems arise in machine learning and what makes them challenging. A major theme of our study is that large-scale machine learning represents a distinctive setting in which the stochastic gradient (SG) method has traditionally played a central role while conventional gradient-based nonlinear optimization techniques typically falter. Based on this viewpoint, we present a comprehensive theory of a straightforward, yet versatile SG algorithm, discuss its practical behavior, and highlight opportunities for designing algorithms with improved performance. This leads to a discussion about the next generation of optimization methods for large-scale machine learning, including an investigation of two main streams of research on techniques that diminish noise in the stochastic directions and methods that make use of second-order derivative approximations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

SU-F-T-362: Quantification and Modelling of the Ionization Chamber Simulation Effective Points On Monaco Treatment Planning System

Purpose: Because of statistical noise in Monte Carlo dose calculations, effective point doses may not be accurate. Volume spheres are useful for evaluating dose in Monte Carlo plans, which have an inherent statistical uncertainty.We use a user-defined sphere volume instead of a point, take sphere sampling around effective point make the dose statistics to decrease the stochastic errors. Methods: Direct dose measurements were made using a 0.125cc Semiflex ion chamber (IC) 31010 isocentrically placed in the center of a homogeneous Cylindric sliced RW3 phantom (PTW, Germany).In the scanned CT phantom series the sensitive volume length of the IC (6.5mm) were delineated and defined the isocenter as the simulation effective points. All beams were simulated in Monaco in accordance to the measured model. In our simulation using 2mm voxels calculation grid spacing and choose calculate dose to medium and request the relative standard deviation ≤0.5%. Taking three different assigned IC over densities (air electron density(ED) as 0.01g/cm3 default CT scanned ED and Esophageal lumen ED 0.21g/cm3) were tested at different sampling sphere radius (2.5, 2, 1.5 and 1 mm) statistics dose were compared with the measured does. Results: The results show that in the Monaco TPS for the IC using Esophageal lumen ED 0.21g/cm3 and sampling sphere radius 1.5mm the statistical value is the best accordance with the measured value, the absolute average percentage deviation is 0.49%. And when the IC using air electron density(ED) as 0.01g/cm3 and default CT scanned EDthe recommented statistical sampling sphere radius is 2.5mm, the percentage deviation are 0.61% and 0.70%, respectivly. Conclusion: In Monaco treatment planning system for the ionization chamber 31010 recommend air cavity using ED 0.21g/cm3 and sampling 1.5mm sphere volume instead of a point dose to decrease the stochastic errors. Funding Support No.C201505006.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2015

Advanced Concepts for Ultrahigh Brightness and Low Temperature Beams. Final Report

This grant supported research on techniques to manipulate and combine positrons and antiprotons to synthesize, and to probe, antihydrogen. The majority of the research was conducted as part of the ALPHA Collaboration at CERN. Using ideas and techniques from accelerator physics, we proposed a new method for measuring the the gravitational attraction of antihydrogen to the Earth's field. ALPHA reported the first precision charge measurement on antihydrogen and a crude bound on its gravitational dynamics in the Earth's field. We proposed using a stochastic acceleration method to measure any putative charge of antihydrogen and built numerical models of the mixing of antiprotons and positrons. Further research included proposing the radiator-first concept for operating an X-ray free electron laser driven by a high repetition rate bunch source and studying scattering in passive foil-based ion focusing systems.

43 PARTICLE ACCELERATORS↗
DOE OSTI2015

Stochastic Reductions for Inertial Fluid-Structure Interactions Subject to Thermal Fluctuations

We explore the dynamics of elastic microstructures within a fluid that are subjected to thermal fluctuations. We perform analysis to obtain systematically simplified descriptions of the mechanics in the limiting regimes when (i) the coupling forces that transfer momentum between the fluid and microstructures are strong, (ii) the mass of the microstructures is small relative to the displaced mass of the fluid, and (iii) the response to stresses results in hydrodynamics that relax rapidly to a quasi-steady-state relative to the motions of the microstructure. Furthermore, we derive effective equations using a singular perturbation analysis of the backward Kolmogorov equations of the stochastic process. Our continuum mechanics description is based on the stochastic Eulerian--Lagrangian method which provides a framework for approximation of the fluid-structure interactions when subject to thermal fluctuations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1978

A comparative study of Conroy and Monte Carlo methods applied to multiple quadratures and multiple scattering

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

Deepak, A.↗
DOE OSTI2016

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions

We propose a multi-element stochastic collocation method that can be applied in high-dimensional parameter space for functions with discontinuities lying along manifolds of general geometries. The key feature of the method is that the parameter space is decomposed into multiple elements defined by the discontinuities and thus only the minimal number of elements are utilized. On each of the resulting elements the function is smooth and can be approximated using high-order methods with fast convergence properties. The decomposition strategy is in direct contrast to the traditional multi-element approaches which define the sub-domains by repeated splitting of the axes in the parameter space. Such methods are more prone to the curse-of-dimensionality because of the fast growth of the number of elements caused by the axis based splitting. The present method is a two-step approach. Firstly a discontinuity detector is used to partition parameter space into disjoint elements in each of which the function is smooth. The detector uses an efficient combination of the high-order polynomial annihilation technique along with adaptive sparse grids, and this allows resolution of general discontinuities with a smaller number of points when the discontinuity manifold is low-dimensional. After partitioning, an adaptive technique based on the least orthogonal interpolant is used to construct a generalized Polynomial Chaos surrogate on each element. The adaptive technique reuses all information from the partitioning and is variance-suppressing. We present numerous numerical examples that illustrate the accuracy, efficiency, and generality of the method. When compared against standard locally-adaptive sparse grid methods, the present method uses many fewer number of collocation samples and is more accurate.

97 MATHEMATICS AND COMPUTING↗